Nucl - Phys.B v.661

Nuclear Physics B 661 (2003) 316
www.elsevier.com/locate/npe
Measurement of the zenith angle distribution

of the cosmic muon flux in Hanoi
Pham Ngoc Dinh, Nguyen Tien Dung, Bui Duc Hieu,
Pham Trung Phuong, Pierre Darriulat, Nguyen Thi Thao,
Dang Quang Thieu, Vo Van Thuan
VATLY, Institute for Nuclear Science and Technology, 5T-160 Hoang Quoc Viet, Nghia Do,
Cau Giay, Hanoi, Viet Nam
Received 17 February 2003; accepted 11 April 2003
Abstract
The zenith angle distribution of the cosmic muon flux has been measured in Hanoi, where the
geomagnetic rigidity cutoff reaches the very high value of 17 GV, using an orientable scintillator
telescope. The measurement is of interest for the understanding of the development of cosmic ray
showers in the earth atmosphere. The dependence of the cosmic muon flux (integrated over charges
and momenta) on zenith angle is measured to be of the approximate form (0 a sin2 ) cos2
with 0 = 72.0 1.6 m2 sr1 s1 and a = 7.8 0.8 m2 sr1 s1 . This result is consistent with
an earlier Hanoi measurement and is in excellent agreement with the prediction of a model widely
used in the analysis of atmospheric neutrino data.
2003 Elsevier Science B.V. All rights reserved.
PACS: 95.85.Ry; 96.40.Kk; 96.40.Tv
1. Introduction
A measurement of the vertical cosmic muon flux in Hanoi (21.0 latitude N and
105.5 longitude E, 12 m above sea level) was recently reported [1]. The measured
value, 71.5 2.8 m2 sr1 s1 , was found to agree with the prediction of the shower
development model of M. Honda et al. [2], 73.0 m2 sr1 s1 . The geometry of the
scintillator hodoscope used in that experiment was not suited for an accurate measurement
of the angular distribution of the cosmic muon flux. However, its segmentation made it
E-mail address: darriulat@mail.vaec.gov.vn (P. Darriulat).
0550-3213/03/$ see front matter 2003 Elsevier Science B.V. All rights reserved.
doi:10.1016/S0550-3213(03)00337-7
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P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316
possible to obtain a rough evaluation of the zenith angle distribution in the vicinity of the
vertical with the result that a cosine law was clearly favored over a cosine squared law, in
disagreement with the prediction of Hondas simulation [2] and with most measurements
that had been previously performed in other places. In order to settle the issue, an orientable
telescope having a geometry well suited for an accurate measurement of the zenith angle
distribution has been assembled on the roof of the VATLY Laboratory [1] and the zenith
angle distribution of the cosmic muon flux integrated over charges and momenta has been
measured between 0 and 75 in steps of 5 . The result of this measurement is reported
below.
2. Experimental arrangement
The telescope (Fig. 1) is made of three coaxial pairs of scintillator plates rigidly held in
a common frame that can be oriented in azimuth and zenith angle with a precision of 0.2 .
Each plate is 80 cm long, 40 cm wide and 3 cm thick. The scintillation light is guided to
the photocathode of a 2 photomultiplier tube (PMT) via a lucite plate, 40 40 3 cm3 ,
glued onto one of the small sides of the scintillator plate. The scintillator plates of a same
pair overlap exactly but their lucite light guides are positioned at opposite sides in order to
prevent the coincident detection of particles producing Cherenkov light in the lucite plates.
The distance between the plates of a same pair is of the order of 2 mm, the thickness of the
wrappings used for light tightness. The telescope proper is made of two such scintillator
pairs, distant by 190 cm. The plates are positioned in the telescope with their large sides
horizontal, whatever the telescope orientation may be. In the experiment reported here
the telescope axis was pointing in the direction of the geographic north (zero azimuth).
Measurements of the eastwest asymmetry are currently underway and will be reported at
a later stage.
Fig. 1. Schematic telescope assembly: (a) artist view of the orientable ensemble and (b) schematic scintillator
arrangement.
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The third pair of scintillator plates is used to tag electrons. It is located behind the lower
scintillator pair of the telescope proper and is separated from it by a 2 cm thick iron radiator
( 16 g/cm2 , 1.2 radiation lengths and 0.12 nuclear interaction lengths).
The telescope acceptance, including the electron tag plates, has been calculated
using a Monte Carlo simulation taking due account of the surveyed geometry and of
earlier measurements [1] of the scintillator response as a function of impact point. The
measurements had shown that the scintillators were essentially 100% efficient except for
very small edge effects. The accuracy of the acceptance calculation is taken to be 1.5%.
The incident flux, defined as the rate per unit area normal to the direction of incidence and
per unit solid angle measured around the direction of incidence, was assumed to have a
cos2 -dependence upon zenith angle of the form MC cos2 with MC = 1 m2 sr1 s1 .
The predicted event rates, RMC , are listed in Table 1 as a function of the zenith angle
axis of the telescope axis. The detector acceptance, RMC /(MC cos2 ), is equal to
2.2210 102 m2 sr, virtually independent from axis . Also listed in Table 1 are the mean
values MC of the simulated zenith angle distributions of the detected muons. Their root
mean square (rms) values, MC , vary between 4.8 at small angles and 4.3 at large
angles. With the above definitions the ratio (MC ) of the muon flux to cos2 MC will
be simply obtained from the measured event rate Rexp as (MC ) = MC Rexp /RMC , or,
equivalently, (MC ) (m2 sr1 s1 ) = Rexp /RMC .
Table 1
Summary of the main results (see text). Uncertainties in the normal data taking sequence are point to point
uncertainties, the global uncertainty attached to all data in addition is shown with the lead data only. The s are
muon fluxes divided by cos2 and measured in (m2 sr1 s1 ) (see text)
axis
(deg)
MC
(deg)
RMC
(0.01 s1 )
Fsel
good
(%)
tag
(%)
sel
(%)
el
(%)
(m2 sr1 s1 )
Normal data taking sequence

0
8.5
2.22
5
9.7
2.20
10
12.9
2.15
15
17.0
2.07
20
21.4
1.96
25
26.0
1.82
30
30.7
1.66
35
35.4
1.49
40
40.2
1.31
45
45.0
1.11
50
49.7
0.923
55
54.4
0.738
60
59.2
0.564
65
63.8
0.407
70
68.4
0.271
75
72.7
0.161
69.6
69.0
68.3
68.9
67.3
67.2
66.4
66.1
66.5
65.9
65.6
66.1
65.4
65.4
68.1
69.5
91.6
91.3
91.6
91.7
91.2
91.5
91.1
90.9
91.1
90.7
90.1
89.9
88.8
87.4
85.8
81.1
77.8
77.7
77.9
77.7
77.7
78.2
78.0
78.4
78.4
78.4
78.2
77.7
77.4
76.6
75.4
72.9
95.6
95.7
95.7
95.5
95.8
95.8
95.6
95.9
95.9
95.6
95.6
95.6
95.3
95.2
94.0
94.3
6.5
6.1
6.1
6.8
5.8
5.8
6.5
5.4
5.4
6.5
6.5
6.5
7.2
7.2
12.2
11.2
72.1 0.1
71.7 0.1
70.9 0.4
71.1 0.2
70.2 0.3
70.1 0.4
68.7 0.4
69.2 0.6
69.6 0.7
68.2 0.7
67.9 0.8
68.4 1.0
67.2 1.2
67.2 1.5
66.1 1.8
68.3 2.6
74.6
74.6
74.4
74.1
73.6
73.1
72.5
71.8
71.1
70.4
69.7
69.0
68.2
67.7
67.2
66.7
Lead data (see Section 3.3.1)

0
8.5
2.22
63.6
93.2
85.9
97.4
0.0
72.1 1.6
74.6
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Each of the six PMT signals is split passively in two pulses of half amplitude, one
feeding the input of a fast discriminator (5 mV threshold), the other being analyzed in
an analog to digital converter (ADC, 0.25 pC/channel). Each discriminator output signal
(15 ns wide) is used to stop a time to digital converter (TDC, 0.25 ns/channel) and, in the
case of the four signals of the telescope proper, to produce a four-fold coincidence used as
the event trigger. The event trigger starts the TDCs and produces the 100 ns wide gate that
enables the ADCs. The fast logic and data acquisition electronics use CAMAC and NIM
standards. Data acquisition, monitoring and control is made under L INUX into a personal
computer and uses PAW as analysis support [3]. Additional information is recorded in
scalers and pattern units, in particular the time separating successive triggers, measured
using a 10 kHz clock.
The zenith angle of the telescope axis was varied in successive scans, each in 15 steps,
starting at 0 , 5 , and 10 , respectively. Each measurement lasted typically 24 hours.
Several measurements have been repeated and found reproducible. Data were also taken
with different trigger conditions in order to check the proper functioning of the detector.
The whole period of data collection, including a number of test measurements and checks
of various kinds, extended over approximately three months from the end of September to
the end of December 2002.
3. Data analysis
3.1. Data reduction
A small fraction of triggers, acc 1.2%, having at least one of the TDC measurements
outside a 25 ns window centered on its mean value, are discarded as potential candidates
for an accidental coincidence. They are further discussed in Section 3.3.5 below. The data
of each individual measurement have been corrected for slight variations of the ADC
pedestals and PMT gains. A time slewing correction proportional to the associated ADC
pulse height (0.3 ns on average) has been applied to each of the six TDC measurements.
The ADC data have been corrected for their dependence upon the distance of the
impact to the PMT (12% on average) using a correction term proportional to the time
difference between the TDC measurements of the relevant scintillator pair. Numbering the
scintillators from 1 to 6 along the direction of incidence (i.e., scintillators 1 to 4 forming
the telescope proper and 5 to 6 the electron tag) the following quantities are calculated for
each event:
the mean telescope pulse height, P = (p1 + p2 + p3 + p4 )/4 and the rms deviation
P , pi being the pulse height measured from counter i and normalized to unity,
three independent quantities calculated from the four TDC measurements of the
telescope: t = 12 (t3 + t4 ) 12 (t1 + t2 ) measuring the time of flight ( 6 ns) over the
1.9 m separating the front from the back scintillator pair, = 12 (t3 t4 ) + 12 (t1 t2 )
measuring the average position of the incident particle trajectory on the direction of
the longer side of the scintillator plates, = 12 (t3 t4 ) 12 (t1 t2 ) measuring the tilt
of the trajectory on that same direction with respect to the telescope axis. The value of
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has been used to correct the time of flight t for the longer path length of slanted
trajectories and the ADC pulse heights for the longer ionization paths in the scintillator
plates (1.2% on average).
Fig. 2 shows P distributions for various data samples. Muon enriched samples show
a typical Landau distribution with a width (rms) to mean ratio of 0.22. The two time
variables and are well behaved, the very few events having at least one of them in
a tail of its distribution displaying no anomaly in their P distribution. The time of flight
distribution has a width of 1.2 ns. It develops a tail at large zenith angles that is discussed
in Sections 3.2 and 3.3.3 below.
In addition, variables related to the electron tag scintillators are calculated whenever a
signal was recorded in each of the two counters:
a mean tag pulse height, Q = (p5 + p6 )/2 and the rms deviation Q,
time differences t5 = t5 t3 and t6 = t6 t4 between the tag counters and the
corresponding telescope counters on the other side of the iron radiator.
Fig. 2. Mean pulse height (P ) distributions for three sets of data: normal sequence data at 75 (up), normal
sequence data at 0 (middle) and lead data (down). For each set two distributions are displayed: one at trigger
level and the other for selected events. The tail at large P values visible on the normal sequence data, in particular
at 75 is due to background (see Sections 3.3.2, 3.3.3 and Fig. 4). The (rms) width to mean ratios of the selected
sample distributions are 0.224 0.005. The data have been scaled by factors 10, 0.5, and 0.1, respectively, for an
improved presentation.
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Fig. 3 shows Q distributions for various data samples. They display a clear tail at large
pulse heights as expected for electrons. The time distributions are well behaved and are
2.1 ns wide.
The time separating successive triggers was found to have an exponential distribution
with its mean and rms values being equal within statistical uncertainties. Its mean value
has been used to calculate event rates such as the trigger rate Rtrig and the rates of events
selected according to criteria described in the next section.
3.2. Measurement of the muon flux
Events of different kinds may trigger the detector. They are expected to include the
hard cosmic ray component which consists of muons, either isolated or accompanied by
another particle, usually an electron; a softer electron component including very lowenergy knock-on electrons; higher-energy electrons, mostly from muon decays but also
from electromagnetic showers initiated by neutral pion decays; a very small hadron
component, mostly protons; and a small contamination of background events.
3.2.1. Background rejection
Background events are studied in more detail in the next section where the method used
for their subtraction is discussed critically. They are mostly caused by electrons incident
on the front scintillator plates (1 and 2) at an angle such that they would miss the back
scintillator plates (3 and 4) if they were to fly on a straight trajectory. However, they initiate
a shower (or simply scatter) in the front scintillator plates or in their support frame, the
shower particles splashing onto the back scintillator plates and giving a trigger. They are
often too soft to make it through the iron radiator, in which case they are not tagged.
Similarly, backward flying electrons entering the telescope from the tag scintillator
plates and showering onto the front scintillator plates cause a background that becomes
significant at large zenith angles. This background is almost completely suppressed by
requiring t > 3.5 ns and P < 1.5 (Fig. 4), a pair of cuts that also reject possible events
consisting of two particles from a same cosmic shower, one incident on the front scintillator
plates and the other on the back scintillator plates.
The fractions good of trigger events that obey the background rejection selection criteria
t > 3.5 ns and P < 1.5, (hereafter referred to as good events), are listed in Table 1.
3.2.2. Separation of the muon component
The iron radiator makes it possible to monitor the fraction of trigger events containing
an electron by measuring the fraction of events in the tail of the Q distribution. A cut
Q < 2, that is obeyed by most muons (Fig. 3), has been used for this purpose. Obviously,
such a cut does not suppress the electron component, it simply monitors it and a remaining
contamination, depending linearly on the size of the monitor sample, has to be further
subtracted.
The fractions tag of good events giving a signal in the tag scintillator plates (hereafter
referred to as tagged events) and the fractions sel of tagged events obeying the Q < 2
cut (hereafter referred to as selected events) are listed in Table 1. Also listed are the ratios
Fsel = Rsel /RMC , where Rsel is the rate of selected events.
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Fig. 3. Mean tag pulse height (Q) distributions for three sets of data: normal sequence data at 0 (up), normal
sequence data at 75 (middle) and lead data (down). The tail at large Q values visible on the normal sequence
data is due to electrons (see Section 3.3.2). The (rms) widths are 0.55, 0.51, and 0.41, respectively. The data have
been scaled by factors 8, 10, and 0.25, respectively, for an improved presentation.
Fig. 4. Time of flight ( t) distributions for events having a signal in the tag counters and obeying P < 1.5 (full
line) or P > 1.5 (dashed line, scaled up by factors 20, 17, and 13, respectively): (a) lead data, (b) normal sequence
data at 0 , (c) normal sequence data at 75 . The (rms) widths of the P < 1.5 distributions are 1.19 0.05 ns.
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10
In order to separate the electron component from the muon component data were taken
at vertical incidence with 10 cm of lead in front of the back scintillator plates, sufficient to
completely absorb the electron component. The general idea is to measure the vertical flux
both with and without lead filter, Pb and , and to measure in each case the fraction of
events having Q < 2, Pb , and . Under the assumption that the lead data are pure muons
and that the events having Q < 2 are a good monitor, the relative contamination can be
evaluated to first order at all angles as ( Pb ) = (( Pb )/( Pb ))vertical (
Pb ). This is described in more detail in the remaining part of this section and is critically
discussed in the following section.
3.2.3. Measurements at vertical incidence
The values of good,Pb , tag,Pb , and sel,Pb measured in the lead data are 93.2%, 85.9%,
and 97.4%, respectively. The efficiency of the selection criteria, measured on lead data
events having signals in the tag scintillators, is cut = 91% (to a good approximation, it
is equal to the product of good,Pb by sel,Pb ). With the assumption that the lead data are
essentially background free, the vertical muon flux is obtained from the measured value of
Fsel,Pb , 63.6, divided by cut in order to correct for the efficiency of the selection criteria
and increased by 4.2% in order to account for the stopping power of the lead absorber, the
iron radiator and other detector material (corresponding to a muon momentum cutoff of
300 MeV/c). The result, 72.8 m2 sr1 s1 , may be used to predict the vertical incidence
value of Fsel measured without lead absorber by first correcting for stopping muons (the
correction is now 1.7%, corresponding to a momentum cutoff of 120 MeV/c) and next
multiplying by cut . The measured value of Fsel , 69.6, exceeds the prediction, 65.1, by
4.5, namely 6.5% of its value. This excess is assigned to the remaining contamination
of electron events (also of hadrons, see Section 3.3.4 below), genuine or background, that
pass the selection criteria. As explained earlier, the fraction 1 sel of tagged events having
Q > 2 is used as a monitor of this remaining contamination. The value of 1 sel obtained
at vertical incidence without lead absorber, 4.4%, exceeds by 1.8% the value obtained with
the lead absorber, 1 sel,Pb = 2.6%. The ratio between both excesses (in vertical flux
and in 1 sel ), 6.5/1.8 = 3.6, is used to subtract the electron contamination at all angles.
The corresponding corrections, el = 3.6 (sel,Pb sel ) are listed in Table 1. They are
discussed in more detail in the next section.
3.3. Corrections and uncertainties
The analysis sketched in the last section has given a preliminary value of the vertical
muon flux similar to that found in [1], a zenith angle dependence very close to a cos2
law and a low level of electron contamination. In the present section these results are
refined and discussed more thoroughly, possible sources of errors being critically reviewed.
In addition to the sources of background mentioned earlier, hadron contamination and
contributions of accidental coincidences are also considered.
3.3.1. The vertical muon flux
In Section 3.2 it has been assumed that the tagged events collected with the lead absorber
were essentially background free. As a check on this assumption the measured value
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11
Table 2
Summary of uncertainties. The global uncertainties apply to the lead data and add up (in quadrature) to 2.2%,
corresponding to 1.6 m2 sr1 s1 as listed in Table 1. The point to point uncertainties apply to the normal
sequence data and differ from angle to angle. Their quadrature sums are given at each angle in Table 1. Here we
give typical values (at 45 zenith angle)
Global uncertainties
Background (non muon origin)
Statistics
Acceptance
Hadron contamination
Stopping muons
Point to point uncertainties

1.2%
0.2%
1.5%
1.5%
0.9%
Electron subtraction
Backward electrons (at 60 )
Hadron contamination
Statistics
Angle setting accuracy
0.7%
0.4%
0.5%
0.5%
0.7%
of tag,Pb is compared with its expected value. The different geometrical acceptances,
including or not including the tag plates, evaluated from the Monte Carlo simulation,
contribute 90.0% and the additional stopping power of the iron radiator and other detector
material another 1.8%. The expected value of tag,Pb is therefore 88.2%, 2.3% larger
than the measured value, 85.9%. This difference is much smaller than the corresponding
difference observed in data collected without lead absorber, 10.4% at vertical incidence,
indicating that the presence of the lead absorber has indeed resulted in a major reduction
of the background. However, its differing from zero is significant and indicates that
some background remains in the data collected with the lead absorber. Such a small
contamination of untagged events is indeed qualitatively expected from edge effects. This
result is used to conservatively assign a 1.2% systematic background error to the value of
the vertical flux obtained from the lead absorber data but no correction is applied for a
possible remaining background contamination of the tagged events, the assumption being
that the remaining background affects the untagged events exclusively.
The analysis strategy described in Section 3.2 above, implying a normalization at
vertical incidence of the normal data taking sequence to the lead absorber data, allows for a
separation of the measurement uncertainties in two families: a global uncertainty attached
to the vertical muon flux measured with the lead absorber and point to point uncertainties
attached to the zenith angle dependence of the muon flux. They are summarized in Table 2.
The contributions to the global uncertainty are the 1.2% background uncertainty that was
just discussed, a 0.2% statistical uncertainty, a 1.5% uncertainty attached to the acceptance
calculation, a 1.5% uncertainty attached to the evaluation of the hadron contamination (see
Section 3.3.4 below) and a 0.9% uncertainty attached to the evaluation of the fraction of
stopping muons. Combining these in quadrature gives a global uncertainty of 2.2%. The
final value of the measured vertical muon flux (including the hadron correction described
in Section 3.3.4 below) is accordingly 72.1 1.6 m2 sr1 s1 .
3.3.2. Electron contamination
The procedure of electron background subtraction described in Section 3.2 implies
two steps: a selection of events that pass the cuts t > 3.5 ns, P < 1.5 and Q < 2 and
a subtraction of the remaining electron contamination el = 3.6 (sel,Pb sel ). By
construction, the latter cancels at vertical incidence in agreement with the analysis strategy
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12
presented in the preceding section of using exclusively the lead data to measure the vertical
muon flux. It should be noted that events in which a muon is accompanied by one or several
electrons are part of the lead data sample, the electrons being simply filtered out. In practice
el corrects for several effects such as the subtraction of knock-on electrons, of muon decay
electrons, of electrons from showers initiated by neutral pion decays as well as for the
retention of possible muon events accompanied by an electron or by another particle and
even for some hadron contamination to the extent that hadrons may interact in the iron plate
(see Section 3.3.4). All of these might in principle have different angular dependences, in
which case the adequacy of the subtraction procedure would deteriorate with increasing
zenith angle. The fact that tag , sel , and el vary only slowly with angle gives confidence
in the reliability of the procedure. Based on this remark an angle dependent point to point
uncertainty, increasing from 0 at 0 to 1.5% at 75 in proportion to 1 cos has been
retained.
Another indication in support of the validity of the electron subtraction is obtained from
a comparison with the earlier measurement [1]. In the present data, at vertical incidence, the
quantity 1 sel (1 el ) takes values 2.6% and 10.6% in the lead and normal sequence
data, respectively. The difference between these two numbers is an approximate measure
of the electron fraction, 8%. In [1] the electron fraction measured in similar conditions
was 7%. Systematic errors attached to these quantities are of very different natures but the
agreement between the two values is reasonable and gives confidence in the adequacy of
the subtraction procedure.
As a further check on the understanding of the electron background, data were taken at
vertical incidence with an iron radiator located in front of the telescope, namely in front
of scintillator plates 1 and 2. Radiator thicknesses of 4, 8, 12, 16, and 20 mm have been
used. The corresponding values of good are measured to take values of 90.1, 88.6, 87.2,
86.3, and 85.5% compared to the nominal value of 91.6% in the absence of additional
radiator material. However, the values of tag and sel are nearly independent from the
radiator thickness and the values of (see Section 3.3.6) agree within statistics (0.8%).
This result comes in strong support of the validity of the analysis procedure and illustrates
how the showering effect (causing electron incident on the front part of the telescope but
outside its angular acceptance to trigger the detector) dominates over the very small event
loss associated with stopping muons.
3.3.3. Backward flying electrons and two-particle events
The time of flight distributions of events having signals in the tag counters, measured
at vertical incidence and at 75 , are shown in Fig. 4 for events having P < 1.5 and
events having P > 1.5 separately. The excess of low t events observed in the 75 data
is assigned to background events of the type introduced in Section 3.2 and is seen to
populate exclusively the P > 1.5 sample. Yet, in order to account for a possible remaining
contamination in the good event sample (P < 1.5) at zenith angles exceeding 50 , a point
to point uncertainty equal to 0.2 (91% good) has been retained as a reasonable estimate
of the reliability of the procedure. It should be noted that backward flying isolated muons
cannot trigger the detector as long as the zenith angle of the telescope axis does not exceed
78 (as is the case in the present experiment).
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13
3.3.4. Hadron contamination

As in Ref. [1], the hadron subtraction has been evaluated from information available
in the literature [5], taking proper account of the effective momentum cutoff for protons
(1.0 GeV/c in the normal sequence data and 2.6 GeV/c in the lead data) and of the number
of interaction lengths traversed (0.4 in the normal sequence data and 1.1 in the lead data).
The hadron contamination surviving the electron cuts at vertical incidence is accordingly
estimated to be 3.0 1.5% in the normal sequence data and 1.0 0.5% in the lead data.
The latter has been taken in proper account in the evaluation of the vertical muon flux.
When normalizing the normal sequence data to the lead data at vertical incidence the
difference between the two numbers has been ignored. Therefore, it is only to the extent
that the el correction may not adequately monitor the contamination of hadrons having
interacted in the radiator that its zenith angle dependence may be incorrectly accounted
for. Conservatively, a point to point uncertainty increasing linearly with 1 cos from 0
at vertical incidence to 1% at 75 has been retained for this purpose.
3.3.5. Accidental coincidences
The values taken by acc , the fraction of triggers having at least one of the TDC
measurements outside a 25 ns window centered on its mean value, are small, 1.2% on
average with an rms deviation of only 0.3%. Moreover the rejected events associated with
such triggers have P and Q distributions similar to those of retained events. This suggests
that they are in fact good events at the edge of the time resolution of the coincidence
electronics.
As a check of the negligible accidental rate, events were collected with the trigger
requirement reduced to a three-fold coincidence between any three of the telescope
counters. The three-fold coincidence rates associated with counters 1, 2, 3, or 4 being
disabled were measured to be, respectively, 22, 10, 13, and 35% higher than the four-fold
rate. The additional events were seen to be caused by a particle missing the disabled counter
and traversing the lucite light guide of the associated counter in the pair: they are untagged,
the pulse heights and times measured in the enabled pair behave normally, no signal is seen
in the disabled counter and its companion in the pair has a low pulse height and early time
as expected for Cherenkov light in the lucite light guide.
Accordingly, while the events contributing to acc have been excluded from the analysis,
the measured event rate has not been decreased (as it should have been in the case of
accidental coincidences) nor has it been assigned any uncertainty. Further evidence in favor
of the negligible accidental rate was obtained from the very low values of various delayed
coincidence rates that have been continuously recorded.
3.3.6. Summary
The experimental values of the muon flux, , measured at zenith angle MC and
divided by cos2 MC , are calculated from Fsel after correction and normalization as has
been described in the present section. They are listed in Table 1 and displayed in Fig. 5. The
listed uncertainties are obtained by combining in quadrature the point to point uncertainties
attached to these corrections, the statistical uncertainties and the point to point uncertainties
resulting from the 0.2 setting accuracy of the telescope angle. The detector acceptance
and the efficiency of the selection cuts are assumed to be angle independent and are not
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14
assigned any point to point uncertainty. The global uncertainty evaluated in Section 3.3.1
above is shown for the lead data only. The uncertainties listed in the normal sequence data
are the point to point uncertainties.
4. Results and discussion

The dependence of (the integral muon flux divided by cos2 and extrapolated down
to zero momentum cut-off) on zenith angle is well described by a form = 0 a sin
with 0 = 73.0 0.6 m2 sr1 s1 and a = 6.8 0.2 m2 sr1 s1 . The value of 2 is 14.4
for 14 degrees of freedom. However, while such a parameterization may prove useful to
interpolate between the data points, it should not be used to extrapolate to vertical incidence
as the flux must be an even function of zenith angle. A parameterization of the form
= 0 a sin2 is physically more meaningful. However, it is not as good, the value of
2 being now 38 for 14 degrees of freedom (Fig. 5). It gives 0 = 72.0 0.1 m2 sr1 s1
and a = 7.8 0.8 m2 sr1 s1 . The high value of 2 is dominated by the low-zenith
angle range where the point to point uncertainties are mostly statistical, the systematic
errors being negligibly small in this range. Other potential sources of errors that have
been ignored, such as small instabilities of the muon flux itself, e.g., due to temperature
variations, or of the detector response, are expected not to exceed a percent. Indeed,
including an additional 1% point to point uncertainty (added in quadrature) is more
than enough to lower the value of 2 to a reasonable value. The = 0 a sin2
parameterization has the additional advantage that the parameters are uncorrelated and
the uncertainty on the vertical flux is fully controlled by the global uncertainty (lead
data). This implies that 0 is virtually error free while the uncertainty on a is fully
controlled by the point to point uncertainties (normal sequence data). The value of the
vertical incidence muon flux is therefore 72.0 1.6 m2 sr1 s1 where the extrapolation
procedure contributes a negligible fraction of the uncertainty.
The measured value of the vertical muon flux is in good agreement with that measured
last year using a different experimental arrangement and associated with different sources
of systematic errors [1]. The vertical incidence value obtained from these earlier data using
a cos2 extrapolation [1] was 72.5 2.8 m2 sr1 s1 . Solar activity being slightly lower in
the present experiment than it was then [4] a slightly larger value should now be expected,
73.4 2.8 m2 sr1 s1 . It should be noted that this correction may be overestimated by
1 to 2% as it is based on solar spot data rather than on neutron monitor data [6]. The
result is shown in Fig. 5 and differs from the present result by less than half a standard
deviation. Another potential difference between last year and this year data is the difference
in temperature and pressure. On average they were 1012 mbar and 27 , respectively, in the
present data and 1012 mbar and 21 in last year data. The 6 (2%) difference in temperature
is not expected to have a significant effect and has been ignored. As the main sources of
systematic errors in the two experiments are different, one might wish to combine their
results (reduced to present solar activity) under the assumption that, apart for the hadron
subtraction, they are independent. This gives a vertical flux of 72.4 1.6 m2 sr1 s1 .
The dependence on zenith angle of the values taken by is compared to the prediction
of the Honda model [2] in Fig. 5. The model referred to here is the same as that referred to
RAPID COMMUNICATION
15
Fig. 5. Zenith angle ( ) distributions of the normal sequence data (full dots) and of the one-dimensional model
[2] prediction (open circles). Also shown are the results of the lead data measurement reported here and of the
earlier Hanoi measurement [1] modified as explained in the text (full circles). The quantity plotted, , is the ratio
of the muon flux to cos2 . The full lines are the results of fits of the form = 0 a sin2 (see Section 4).
in [1], namely a one-dimensional approximation of the atmospheric shower development.

The predicted values used here, Honda , are obtained from the values of the muon flux
averaged in a given cos bin as predicted by the model (at present solar activity, adding
both charge signs and integrating over momentum down to 10 MeV/c). If H is such a value
and c1 and c2 the limits of the cosine bin, we calculate cos Honda = 34 (c24 c14 )/(c23 c13 )
and Honda = 3(c2 c1 ) H /(c23 c13 ). A form Honda = 0 a sin2 Honda with
0 = 74.8 and a = 8.9 gives an excellent fit to the model predictions. The values of Honda
obtained from this parameterization at the zenith angle values MC in Table 1 are listed in
the table under the heading H . Preliminary results of a three-dimensional simulation
of the atmospheric shower development in the conditions of the present experiment were
recently made available to us by Honda [6]. They differ little from the predictions of the
one-dimensional version, the main deviation occurring in the low-zenith angle range where
the three-dimensional model prediction is a few percent lower than the one-dimensional
model prediction. While it is premature to present them here it should be mentioned that
they also give an excellent fit to the data.
A quantitative evaluation of the quality of the agreement between the model prediction
and the experimental data was made by scaling the normal sequence data by a factor
constrained to unity within the relative uncertainty (2.2%) attached to the lead data. To
this effect a 2 made of two terms has been used. The first term measures the quality of
the fit between and Honda , using the normal sequence data relative uncertainties.
The second term is ((1 )/0.022)2 and accounts for the constraint on using the
relative uncertainty attached to the lead data. A 1% point to point uncertainty on the
model predictions was considered reasonable [6] and has been added in quadrature with
RAPID COMMUNICATION
16
the experimental uncertainty. Its inclusion takes also care of the possible sources of error
mentioned above, that have been neglected but that might have played a significant role at
low zenith angles. The best fit is obtained for 1 = 3.7 0.3% and gives a 2 of 18 for 16
degrees of freedom. The model is therefore found to be in excellent quantitative agreement
with the experimental data. It should be remarked that many sources of uncertainties are
attached to the model prediction (such as climatic conditions, solar activity, precise value
of the rigidity cut-off, etc.) in particular to the low-energy part of the spectrum, and a global
uncertainty of 2 to 3% should be retained according to Honda estimate [6]. This matches
well the 2.2% global experimental uncertainty attached to the data.
Acknowledgements
We are deeply indebted to Professor M. Honda for his interest and scientific advice and
for having made the results of his simulation available to us. We are pleased to acknowledge
the technical assistance of Dr. Nguyen Phuc. Major hardware contributions from CERN
and RIKEN are gratefully acknowledged. We thank in particular Professors L. Camilleri,
G. Goggi, L. Mapelli, J. Panman, P. Schlein and A. Yoshida who have made important
contributions and who have given us invaluable support. Support from Professor Nguyen
Van Hieu and the Natural Science Council is acknowledged.
We are deeply indebted to Professors Jim W. Cronin, J. Tran Thanh Van and Alan A.
Watson for their constant interest and support. One of us (DQT) acknowledges financial
support from the Rencontres du Vietnam.
References
[1] P.N. Dinh, et al., Nucl. Phys. B 627 (2002) 29.
[2] M. Honda, private communication;
M. Honda, et al., Phys. Rev. D 52 (1995) 4285;
M. Honda, et al., in: Proceedings of ICRC 2001, Vol. 3, Copernicus Gesellschaft, Hamburg, 2001, p. 1162.
[3] N. Iwasa, A Camac data acquisition system with cc7700 and PC-Linux, http://rarfaxp.riken.go.jp/
~iwasa/cc7700.html.
[4] J.A. Joselyn, et al., Solar cycle 23 project, http://science.msfc.nasa.gov/ssl/pad/solar/predict.htm;
E.W. Cliver, A.G. Ling, Astrophys. J. Lett. L 189 (2001) 551.
[5] J. Kremer, et al., Phys. Rev. Lett. 83 (1999) 4221;
D.E. Groom, et al., Eur. Phys. J. C 15 (2000) 1, and references therein.
[6] M. Honda, private communication, February 2003.

DGLAP and BFKL equations in the N = 4

supersymmetric gauge theory
A.V. Kotikov a , L.N. Lipatov b
a Bogoliubov Laboratory of Theoretical Physics, Joint Institute for Nuclear Research, 141980 Dubna, Russia
b Theoretical Physics Department, Petersburg Nuclear Physics Institute, Orlova Roscha, Gatchina 188300,
St. Petersburg, Russia

Received 10 March 2003; accepted 26 March 2003
Abstract
We derive the DGLAP and BFKL evolution equations in the N = 4 supersymmetric gauge theory
in the next-to-leading approximation. The eigenvalue of the BFKL kernel in this model turns out
to be an analytic function of the conformal spin |n|. Its analytic continuation to negative |n| in the
leading logarithmic approximation allows us to obtain residues of anomalous dimensions of twist-2
operators in the non-physical points j = 0, 1, . . . from the BFKL equation in an agreement with
their direct calculation from the DGLAP equation. Moreover, in the multi-color limit of the N = 4
model the BFKL and DGLAP dynamics in the leading logarithmic approximation is integrable for an
arbitrary number of particles. In the next-to-leading approximation the holomorphic separability of
the pomeron Hamiltonian is violated, but the corresponding BetheSalpeter kernel has the property of
a Hermitian separability. The main singularities of anomalous dimensions at j = r obtained from
the BFKL and DGLAP equations in the next-to-leading approximation coincide but our accuracy is
not enough to verify an agreement for residues of subleading poles.
PACS: 12.38.Bx
1. Introduction
The BalitskyFadinKuraevLipatov (BFKL) equation [1,2] and the Dokshitzer
GribovLipatovAltarelliParisi (DGLAP) equation [3] are used now for a theoretical
description of structure functions of the deep-inelastic ep scattering (DIS) at small values
of the Bjorken variable x. The structure functions are measured by the H1 and ZEUS
E-mail address: kotikov@thsun1.jinr.ru (A.V. Kotikov).
doi:10.1016/S0550-3213(03)00264-5
20
A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961
Collaborations [4]. The higher order QCD corrections to the splitting kernels of the
DGLAP equation are well known [5,6]. On the other hand, the calculation of the next-toleading order (NLO) corrections to the BFKL kernel was completed comparatively recently
[79].
In supersymmetric gauge theories the structure of the BFKL and DGLAP equations is
significantly simplified. In the case of an extended N = 4 SUSY the NLO corrections to
the BFKL equation were calculated in Ref. [9] for an arbitrary value of the conformal spin
|n| in a framework of the dimensional regularization (DREG) scheme. Below in Section 3
these results are presented in the dimensional reduction (DRED) scheme [10] which does
not violate the supersymmetry. The analyticity of the eigenvalue of the BFKL kernel as
a function of the conformal spin |n| gives a possibility to relate the DGLAP and BFKL
equations in this model, as we show below (see also [9]). Further, in both schemes (DREG
and DRED) this eigenvalue has the property of the Hermitian separability which is similar
to the holomorphic separability (see Section 3).
2 ) (hereafter
Let us introduce the unintegrated parton distributions (UnPD) a (x, k
a = q, g, for the spinor, vector and scalar particles, respectively) and the (integrated)
parton distributions (PD) fa (x, Q2 )

2
2
fa x, Q2 =
.
dk
a x, k
2 <Q2
k
In DIS Q2 = q 2 and x = Q2 /(2pq) are the Bjorken variables, k is the transverse

component of the parton momentum and q and p are the virtual photon and hadron
momenta, respectively.
The DGLAP equation has a clear probabilistic interpretation and relates the parton
densities with different values of Q2 :

d
a fa x, Q2 +
fa x, Q2 = W
d ln Q2
1
x
a =
W
1

dy
Wba (x/y)fb y, Q2 ,
y
b
ab (x),
dx x W
(1)
b 0
where the second term in the r.h.s. of the equation is the Mellin convolution of the transition
ba (x) and PD fb (x, Q2 ). Usually the first and second terms are unified
probabilities W
with the use of the splitting kernel Wba [3]:

d
fa x, Q2 =
2
d ln Q
1

dy
Wba (x/y)fb y, Q2 .
y
(2)
It is well known, that Eq. (2) is simplified after its Mellin transformation to the Lorentz
spin j representation:

d
fa j, Q2 =
ab (j )fb j, Q2 ,
2
d ln Q
b
21
where
fa j, Q
1
=

dx x j 1 fa x, Q2
are the Mellin momenta of parton distributions. The Mellin moment of the splitting kernel
1
ab (j ) =
dx x j 1 Wba (x)
coincides with the anomalous dimension matrix for the twist-2 operators.1 These operators
are constructed as bilinear combinations of the fields which describe corresponding partons
(see Eq. (3) below).
On the other hand, the BFKL equation relates the unintegrated gluon distributions with
small values of the Bjorken variable x:

2

d
2
2

2
g x, k
= 2 k
g x, k
+ d 2 k
,
K(k , k
)g x, k
d ln (1/x)
2 ) < 0 is the gluon Regge trajectory [1].
where (k
Let us introduce the local gauge-invariant twist-two operators:
SG1 D2 D3 Dj1 Gj ,
Og 1 ,...,j =
g ,..., =
j ,
SG1 D2 D3 Dj1 G
O
j
1
Oq 1 ,...,j =
S 1 D2 Dj ,
q ,..., =
S 5 1 D2 Dj ,
O
j
1
SD1 D2 Dj ,
O1 ,...,j =
(3)
where the spinor and field tensor G describe gluinos and gluons, respectively. The last
expression is constructed from the covariant derivatives D of the scalar field appearing
in extended supersymmetric models. The symbol
S implies a symmetrization of the tensor
in the Lorentz indices 1 , . . . , j and a subtraction of its traces.
a ,..., are related to the moments of the
The matrix elements of Oa 1 ,...,j and O
j
1
distributions fa (x, Q2 ) and $fa (x, Q2 ) for unpolarized and polarized partons in a hadron
h in the following way
1

dx x j 1 fa x, Q2 = h|n 1 n j Oa 1 ,...,j |h,
a = (q, g, ),
1

a ,..., |h,
dx x j 1 $fa x, Q2 = h|n 1 n j O
j
1
a = (q, g).
(4)
1 As in Refs. [7,9], the anomalous dimensions differ from those used usually in the description of DIS by a
DIS (j ).
factor (1/2), i.e., ab (j ) = (1/2)ab
22
Here the vector n is light-like: n 2 = 0. In the deep-inelastic ep scattering we have

n q + xp .
The conformal spin |n| and the quantity 1 + ( is an eigenvalue of the BFKL kernel)
coincide respectively with total numbers of the transversal and longitudinal Lorentz indices
of the tensor Oa 1 ,...,J with the rank
J = 1 + + |n|.
(5)
Namely, we can introduce the following projectors of this tensor
n 1 n 1+ Oa 1 ,...,1+ ,1 ,...,|n| l1 l|n| ,
(6)
where the complex transverse vector l is given below

1
= 1 + i2 ,
l
2
2
l
= l p = l q = 0.
It is important, that the anomalous dimension matrices ab (j ) and ab (j ) for the twist-2
a ,..., do not depend on various projections of indices due to
operators Oa 1 ,...,j and O
j
1
the Lorentz invariance. But generally for the mixed projections the Lorentz spin j of the
tensor is less than the total number of its Lorentz indices J .
The matrix elements of the light-cone projections are expressed through solutions fa of
the DGLAP equation (see Eq. (4)). On the other hand the mixed projections
n 1 n 1+ l2+ lj P |Og 1 ,...,j |P

1

dx x
d 2 k
k
|k |
n

2
,
g x, k
(7)
can be found at small in terms of solutions g of the BFKL equation.

Thus, it looks reasonable to extract some additional information concerning the
parton x-distributions satisfying the DGLAP equation from the analogous k -distributions
satisfying the BFKL equation. Moreover, due to the fact, that in an extended N = 4 SUSY
the -function vanishes, the 4-dimensional conformal invariance may allow us to relate the
Regge and Bjorken asymptotics of scattering amplitudes.
Our paper is organized as follows.2 In Section 2 we discuss the relation between
DGLAP and BFKL equations in the N = 4 model obtained by an analytic continuation
of the eigenvalue 0 (n, ) in |n|. In Sections 3 and 4 we review shortly our previous
results for the BFKL kernel [9], rewrite them in a framework of the DRED scheme
and investigate their properties. Section 5 is devoted to an independent calculation of
anomalous dimensions in the leading and next-to-leading approximations for N = 4 SUSY
with the use of the renormalization group. In Section 6 we discuss the relation between the
DGLAP and BFKL equations in the NLO approximation for this model. Appendices AC
are devoted to the derivation of some results used below. A summary is given in conclusion.
2 Some results were presented on the XXXV Winter School (see [11]).
23
2. Anomalous dimensions of twist-2 operators and their singularities

In the leading logarithmic approximation fermions and scalars do not give any
contribution to the BFKL equation and therefore its integral kernel is the same at all
supersymmetric gauge theories. Due to the Mbius invariance in the impact parameter
space the solution of the homogeneous BFKL equation has the form (see [12])

m m

12
12
,
E,n 10 , 20 1 Om,m 0 2 =

10 20
10
20
where
m = 1/2 + i + n/2,
m
= 1/2 + i n/2
are the conformal weights simply related to eigenvalues of the Casimir operators of the
Mbius group. We use in E,n (10 , 20 ) the complex variables k = xk + iyk in the
transverse subspace and the notation kl = k l .
For a principal series of the unitary representations the quantities and n are,
respectively, real and integer numbers. The projection n of the conformal spin |n| can
be positive or negative, but the eigenvalue of the BFKL equation in LLA [2]

|n|
1
g 2 Nc
0
+ i +
(1) Re
= (n, ) =
(8)
2
2
2 2
depends only on |n|. The Mbius invariance takes place also for the Schrdinger equation
describing composite states of several reggeized gluons [13].
It is important, that the above expression has the property of the holomorphic
separability [14]
0 (n, ) = 0 (m) + 0 (m),
0 (m) =

g 2 Nc
2 (1) (m) (1 m) ,
2
8
(9)
due to the relation

(m) + (1 m)
= (m)
+ (1 m).
Moreover, the more general property H = h + h , [h, h ] = 0 is valid also for the
Hamiltonian of an arbitrary number of reggeized gluons in the multi-colour QCD
Nc [14]. For the case of the odderon constructed from three gluons the holomorphic
hamiltonian h is integrable [15]. Furthermore, in the multi-color QCD the BFKL dynamics
for an arbitrary number of reggeized gluons is also completely integrable [16]. It is related
to the fact, that in this case the holomorphic Hamiltonian h coincides with the local
Hamiltonian for an integrable Heisenberg spin model [17]. The theory turns out to be
invariant under the duality transformation [18]. Presumably the remarkable mathematical
properties of the reggeon dynamics in LLA are consequences of the extended N = 4
supersymmetry [19], which is one of the reasons for our investigation of the BFKL and
DGLAP equations in this model. It was argued in Ref. [19] that generalized DGLAP
equations for matrix elements of quasi-partonic operators [20] for N = 4 SUSY are
24
also integrable at large Nc . For the case of the odderon a non-trivial integral of motion
discovered in Ref. [15] was used to construct the energy spectrum and wave functions of
the three-gluon state [21]. A new odderon solution with the intercept j0 equal to 1 was
found in [22]. Recently the energy spectrum for reggeon composite states in the multicolor QCD was obtained through the solution of the Baxter equation (see Refs. [23] and
[24]). The effective action for reggeon interactions is known [25]. It gives a possibility to
calculate next-to-leading corrections for the gluon trajectory and reggeon couplings [79].
The solution of the inhomogeneous BFKL equation in the LLA approximation can be
written as the four-point Green function of a two-dimensional field theory

1 2 1 2

(

E,|n| (10 , 20 )E,|n|
1 0 , 2 0 )

=
d C , |n|
d 2 0
,
0
(|n|, )
n
where C(, |n|) is expressed through an inhomogeneous term of the equation with the use
of a completeness condition for E,|n| (see [12]).
For 1 2 we obtain 01 1 2 and therefore

1 2 1 2

E,|n| (11 , 21 ) m m

d C , |n|
0 (|n|, ) 1 2 1 2
n

|n|/2

E ,|n| (11 , 21 )
1+2i 1 2

|
C , |n|
|
,
12
(|n|, )
1 2
n
(10)
where is a solution of the algebraic equation

= 0 |n|,
with Im < 0.
The above asymptotics has a simple interpretation in terms of the Wilson operatorproduct expansion

C( , |n|)
1 2 |n|/2
2
O ,|n| 1 ,
lim 1 2 =
| |
(|n|, ) 1 2
1 2
1 2
n
where
1
+ i
2
is the transverse dimension of the operator O ,|n| (1 ) calculated in units of the squared
mass. This operator is a mixed projection

1
l|n| O1 ,...,1+ ,1 ,...,|n|
O ,|n| 1 = n 1 n 1+ l
=
of a gauge-invariant tensor O1 ,...,J with J = 1 + + |n| indices. Note, that because

is real in the deep-inelastic regime 12 0 the operator O ,|n| (1 ) belongs to an
exceptional series of unitary representations of the Mbius group (see [26]).
25
The anomalous dimension (j ) obtained from the BFKL equation in LLA (see (8)) has
the poles
|n|
g 2 Nc
(j ),
(j )|0 =
.
(11)
2
4 2
Note, that there are also solutions of the BFKL equation corresponding to operators
with the shifted anomalous dimensions
= 1 +
(k) = + k
(k = 1, 2, 3, . . .).
They contain the covariant Laplacians D2 and have higher twists.

The canonical contribution 1 + |n|/2 to the transverse dimension corresponds to the
local operator
G1 D 2 D D1 D|n| G1+
in accordance with the fact, that in the light-cone gauge A n = 0 the tensor
1 2
n
G1 G2 n 1 n 2 1 A
2 A n
has the transverse dimension equal to 1.

The local operator O ,|n| for |n| = 1, 2, . . . has the twist higher than 2 because its
anomalous dimension is singular at 0. Indeed, for integer |n| > 0 such singularity
is impossible for twist-2 operators, because in this case for 0 the total number of
their indices 1 + + |n| would coincide with the physical value of the Lorentz spin
j = 1 + |n| 2. Moreover, the twist of O ,|n| should grow at large |n|. For the case
> |n| > 0 this operator is a mixed projection of the tensor
G1 G2 1 G|n|+1 |n| D|n|+2 D G1+ .
In particular, for n = 0 its twist equals 2. For < |n| the corresponding operator is
G1 G2 1 G 1 D D+1 Dn G1+
and its anomalous dimension has a singularity at 0.
In the previous paper [9] we suggested to use an analytic continuation of the BFKL
anomalous dimension (|n|, ) to the points |n| = r 1 (r = 0, 1, 2, . . .) to calculate the
singularities of the anomalous dimension of the twist-2 operators at negative integer j
j = 1 + + |n| r.
(12)
Because for fixed |n| = r 1 and 0 the quantity (|n|, ) describes higher twist
operators, to obtain the anomalous dimension for the twist-2 operators one should push
|n| to r 1 sufficiently rapidly at 0

2 (r)3 + .
1 (r)2 + C
$ |n| |n| + r + 1 = C
(13)
Note, that for N = 4 SUSY there are several multiplicatively renormalizable twist-2
operators (3) constructed from bosonic and fermionic fields. Their anomalous dimensions
can be obtained from the universal function uni(j ) (see Eq. (67)) by a shift of its argument
j j + k with k = 0, 1, 2, 3, 4. It is related to the fact, that these operators enter in the
26
same supermultiplet. We assume in accordance with Ref. [9], that from the BFKL equation
one is able to calculate the singularities of uni(j ).
In LLA one can easily derive from the BFKL eigenvalue 0 (n, ) in the limit (12) the
following result for (j )
(j )|j r =
g 2 Nc 1
4 2 j + r
(14)
for all r = 1, 0, 1, . . . . Further, for the BFKL equation in LLA the fermions are not
important, but generally they give non-vanishing contributions to the residues of the poles
for (j ) in the DGLAP equation even in LLA. Therefore the result (14) for the anomalous
dimension uni (j ) can be derived only for a certain generalization of QCD.
In our previous paper [9] it was shown, that only in an extended N = 4 supersymmetric
YangMills theory the anomalous dimension, calculated in the next-to-leading approximation from the BFKL equation, can be analytically continued to negative |n|. Therefore, the
above result for (j ) in LLA should be valid only for N = 4 SUSY. Indeed, using the
conservation of the energymomentum stress tensor T (corresponding to the condition
(2) = 0) to fix a subtraction constant in the expansion of (j ) over the poles at j = r,
we obtain:
(j ) =

LLA (j ) = 4 (1) (j 1)
g 2 Nc LLA
(j ),
16 2
in an agreement with the direct calculation of uni (j ) in this theory (see [19,28] and
Section 5 below). It is important that this anomalous dimension is the same for all twist-2
operators entering in the N = 4 supermultiplet up to a shift of its argument by an integer
number, because this property leads to an integrability of the evolution equation for matrix
elements of quasi-partonic operators [20] in the multi-colour limit Nc (see [19]).
In the NLO approximation there is a more complicated situation. Namely, the
anomalous dimension uni (j ) has the multiple poles $ 2 (j + r)3 at even r, which
is related to an appearance of the double-logarithmic corrections ( ln2 s)n in the Regge
limit s at upper orders n of the perturbation theory.
The origin of the double-logarithmic terms can be understood in a simple way using as
an example the process of the forward annihilation of the e+ e pair in the + pair in
QED [27]. Let us write the scattering amplitude for this process in the following form
2
e2
A s, k , em = em , s = 2pe k,
s
4
where pe and k are momenta of the incoming electron and positron, respectively, and
k is the transverse part of k. A(s, k ) is the BetheSalpeter amplitude for the electron
2 m2 . The integral equation for
interaction with the positron having the large virtuality k
this amplitude in the double-logarithmic approximation (em ln2 s 1, em 1) can be
presented as follows [27]
fe+ e + = 4em
2
em
A s, k
=1+
2
s
m2
2
dk
2
k
s
2
k
ds 2
A s , k ,
s

2 2
s = min s, sk
/k ,
27
where we took into account, that the double-logarithmic contribution appears from the
integration region
2
2
k
k

,
s
s
s s,
2
m2 .
s k
One can search its solution in a form of the double Mellin transformation
2
A s, k
=
+i
i
2
d s
d k
f ( ).
2
2i k
2i m2
i
Putting this ansatz in the equation we obtain a simple expression for f ( )

f ( ) =
1
em 1
2
.
The pole of f ( ) in is situated at

2em
=
.
1 1
2
2
Expanding this expression for the anomalous dimension in the series over em we shall
2 /3 .
generate the triple pole $ em
It is important to note, that the pole contributions
1
1
+
in the denominator of f ( ) are similar to singularities of the expression

2 (1) (1 + |n| + ) ( )
(15)
(at |n| = 1, 3, . . .) appearing for 0 in the eigenvalue of the BFKL kernel of N = 4

SUSY in a modified Born approximation (see Eqs. (40) and (41) below). For odd negative
j the double-logarithmic contributions are absent because the kernel of the BetheSalpeter
equation has an odd
number2 of factors k leading to a cancellation of one logarithm after
the integration of d 2 k /k
over the azimuthal angle .
It is obvious from the above QED example, that the BetheSalpeter equation within
the double-logarithmic accuracy can be derived both from the BFKL-like and DGLAPlike equations by imposing more accurate constraints on the region of integration. In
2 by s from above, which results in the substitution
the first case one should restrict k
in the argument of the first -function (see the above expression for 0 ).
In the second case one should restrict s by s from above, which results in the substitution
1 1 + ( )1 and leads to a presence of the triple poles $ 2 /3 in the
two-loop anomalous dimension. This procedure is similar to the rapidity veto approach
invented by Bo Andersson and other authors to explain the appearance of the large NLO
corrections to the BFKL kernel [29,30].
28
3. NLO corrections to the BFKL kernel in N = 4 SUSY

To begin with, we review shortly the results of Ref. [9], where NLO corrections to the
BFKL integral kernel at t = 0 were calculated in the case of QCD and supersymmetric
gauge theories. Only N = 4 SUSY is discussed in details.
3.1. The set of eigenvalues
The eigenvalues of the homogeneous BFKL equation for the N = 4 supersymmetric
gauge theory can be written as follows [9]

1
= 4a (n, ) +
(n, ) + (n, ) a ,
3
(16)
where = 1/2 i and

(n, ) = 2 (1) (M) (1 M),
(17)
+ 6(3) 2(2)(n, )
(n, ) = (M) + (1 M)

2 |n|, 2 |n|, 1
(18)
with
M = +
= |n| .
M
2
|n|
,
2
Here (z), (z) and (z) are the Euler -function and its derivatives, respectively;
a = g 2 Nc /(16 2) is expressed in terms of the coupling constant g in the DREG scheme.
The function (|n|, ) is given below3
1
(|n|, ) =
dx
0
x M1
1+x

1
|n| + 1
(2) + Li2 (x) + Li2 (x)

2
2

(x)k
+ ln(x) |n| + 1 (1) + ln(1 + x) +
k + |n|
k=1

xk
+
1 (1)k
2
(k + |n|)
k=1
3 Notice that the representation of (|n|, ) in terms of the sum over k in Ref. [9] contained a misprint: the
factors (1)k+1 in the last sum of (19) were substituted by (1)k .

(1)k+1
k + |n| + 1 (k + 1)
=
k+M
k=0

+ (1)k+1 (k + |n| + 1) + (k + 1)

1
k + |n| + 1 (k + 1) ,
k+M
29
(19)
and

(1)r
1
z+1
z
=
(z) =
.
4
2
2
(z + r)2

(20)
r=0
Note, that the term

1
(n, )
3
appears as a result of the use of the DREG scheme (see Eq. (29) in [9]). It is well known,
that DREG scheme violates SUSY. The DREG procedure could be used provided that the
numbers of boson and fermion degrees of freedom would coincide (see [31]). But in its
standard version the number of degrees of freedom for vector fields is 4 + 2 4 and does
not depend on for other particles. Usually (see discussions in [3234]) it is possible to
restore the equality between boson and fermion degrees of freedom in SUSY by adding 2
additional scalar fields. Formally it is equivalent to the dimensional reduction (for N = 4
SUSY) from the spacetime dimension 10 to the dimension 4 + 2 and we call it below the
DRED scheme. The change of the number of scalars from 6 to 6 2 does not violate the
cancellation of the singular contribution 1 to the coupling constant (the -function is
zero for N = 4 SUSY in the DRED scheme5) but leads to an additional contribution to
of the order of a 2 . Indeed, the correct result in the framework of the DRED scheme can
be obtained from Eq. (16) by a finite renormalization of the coupling constant (see also
G. Altarelli et al. and G.A. Shuler et al. in Ref. [34])
1
a a = a + a 2 ,
3
which eliminates the term a 2 in (16). For the new coupling constant a in the DRED
scheme the above expression for can be written in the following simple form

= 4a (n, ) + (n, )a .
3.2. Hermitian separability of the BetheSalpeter kernel
Following the method of Ref. [28] and using the results of the previous section we
can write the above NLO correction to the BFKL equation in the form having the property
4 Here = (D 4)/2 and D is the spacetime dimension.
5 In the DRED scheme the -function vanishing was demonstrated at first three orders of perturbation theory
(see [33,34] and references therein).
30
similar to the holomorphic separability (cf. [14]). This property can be called the Hermitian
separability, because it guarantees the reality of the eigenvalue for real .
Indeed, using the results of Appendix A we can obtain for the most complicated
contribution to (n, )

|n|, + |n|, 1

+ 2 (M) (M) (1) (M)
= (n, ) (M) + (1 M)

(1 M)
(1) (1 M)
,
+ 2 (1 M)
where (n, ) is given by Eq. (17).
Thus, we can rewrite the NLO corrections (n, ) in a (generalized) Hermitian
separable form (providing that 0 is substituted by , which is valid with our accuracy):

0 (M) + (1 M)
,
(n, ) = (M) + (1 M)
(21)
2a

0 = 4a 2 (1) (M) (1 M)
(22)
and
1
(M) = (M) + (2),
2

(M) = 3 (3) + (M) 22 (M) + 2 (M) (1) (M) .
(23)
(24)
In a simpler way the Hermitian separability takes place in the eigenvalue equation for the
corresponding BetheSalpeter kernel
1=

4a
+ a (M) + (1 M)

2 (1) (M) (1 M)

.
2a (M) + (1 M)
(25)
In the right-hand side the first contribution corresponds to its singularity at l = 1 in the
GribovFroissart representation generated by a pole of the Legendre function Ql (z) at =
1 + l 0 and the last term appears from the regular part of the Born contribution. Note,
coincide with the anomalous dimensions appearing in the asymptotic
that M and 1 M
expressions for the BFKL kernel in the limits when the gluon virtualities are large: q12
= M , the Hermitian separability guarantees
and q22 , respectively. Because 1 M
the symmetry of for the principal series of the unitary representations of the Mbius
group (with m = 1/2 + i + n/2) to the substitution and the hermicity of the
BFKL Hamiltonian.
3.3. The violation of a generalized holomorphical separability
Eqs. (20)(23) show the Hermitian separability with two contributions depending on
= 1 + |n|/2. Although the above expressions are
M = + |n|/2 and M = 1 M
symmetric to M M , it is not clear, if we can symmetrize (n, ) to the substitution
|n| |n| as it was done in the Born approximation to obtain a true holomorphic
separability (see Eq. (9)). Using properties of polygamma-functions and Eqs. (A.4) and
(A.5) one can attempt to present Eqs. (20)(23) in a separable form symmetric to the
31
for both positive and negative n). From

substitution m m
(i.e., respectively, M M
the results of Appendix B the NLO correction (n, ) can be written in the form

0
m)
(n, ) = (m)
+ (

(m)
+ (
m)
2a

2
cos (m) cos2 (m)

(2)
+
+ 2 (n, ),
3
(26)
sin3 (m)
sin3 (m)
where
2 cos(M)

(2)

2 (n, ) = 1 + (1)n
(M) (M)
2
sin (M)

(m)
cos(m)
n
2 (m) cos(m)
= 1 + (1) (n)
sin2 (m)
sin2 (m)
with

(n) =
(27)
+1, n 0,
1, n < 0.
(2)
The term 2 (n, ) violates the holomorphic separability. Because the contribution
we have the situation similar
proportional to 0 in (26) depends not only on M and 1 M
to the case of quantum anomalies. Namely, the property of the Hermitian separability of
(2)
(n, ) is responsible for the violation of the holomorphic separability in 2 (n, ). The
anomalous term 2(2) (n, ) is zero for odd n, where (n, ) coincides with its analytic
continuation to corresponding negative |n|. Note, that for the pomeron only even values
of n are physical due to the Bose symmetry of its two-gluon wave function. The colorless
composite state of three reggeized gluons with the f -coupling in the color space and odd
n has an antisymmetric wave function and can give a large contribution to the small-x
behaviour of the structure function g2 (x) (see [36]).
3.4. Asymptotics of cross sections at s
As an application of obtained results we consider the cross section for the inclusive
production of two pairs of particles with their mass in the polarized collisions (see
[2,9]):

1
2 2 2 1 32
2
(s) = em a s 2
0 (s) + cos
2 (s) ,
81
2
where em is the electromagnetic fine structure constant, the coefficient 0 (s) is
proportional to the cross section for the interaction of unpolarized photons and 2 (s)
describes the spin correlation depending on the azimuthal angle between the polarization
vectors of colliding photons in their c.m. system.
The asymptotic behavior of the cross sections k (s) (k = 0, 2) at s corresponds
to an unmoving singularity of the t-channel partial wave f (t) ( k )1/2 situated at

1
1
1
1
k = 4a k,
+ a
k,
4a
k,
1 ac
k,
c=
,
2
2
2
2
32
0 (s) =

9 5/2
s 0
1
+
O(
a)
32 7 (3) (ln(s/s0 ))1/2
(28)
2 (s) =
1/2

s 2
5/2
1 + O(a)
.
9 32 7 (3) 8 (ln(s/s0 ))
(29)
Here the symbol O(a)

denotes unknown next-to-leading corrections to the impact factors.
Note, that strictly speaking for the N = 4 supersymmetric gauge theory we cannot consider
electro-magnetic interactions without the SUSY violation and it could be more natural to
investigate the interaction of gravitons or their superpartners. But here we want only to
illustrate the relative magnitudes of the radiative corrections to the BFKL equation in QCD
and in N = 4 SUSY.
Using our results (21) and (22), we obtain in the N = 4 case the following numerical
values for (k, 1/2) and c(k, 1/2) (k = 0, 2):

1
1
0,
(30)
= 4 ln 2,
2,
= 4(ln 2 1),
2
2

1
1
c 0,
(31)
= 2 (2) +
11(3) 32 Ls3
14(2) = 7.5812,
2
2 ln 2
2

1
1
= 2 (2) +
11(3) + 32 Ls3
+ 14(2) 32 ln 2
c 2,
2
2(ln 2 1)
2
= 6.0348,
(32)
where (see [35,37])
x
Ls3 (x) =

y
dy.
ln2 2 sin
2
Note, that the function Ls3 (x) appears also in contributions of some massive diagrams (see,
for example, the recent papers [38] and references therein).
The LLA results (30) coincide with ones obtained in Ref. [2]. As it was shown in
[7,9], in the framework of QCD the NLO correction cQCD(0, 1/2) is large and leads to
a strong reduction of the value of the pomeron intercept (see recent analyses [29,30,
39,41] of various resummations of the large NLO terms). Contrary to cQCD (0, 1/2), the
correction c(0, 1/2) is not large (cQCD (0, 1/2)/c(0, 1/2) 3.5). Because in N = 4 SUSY
the -function is zero, it is natural to interpret the large correction to the intercept of the
BFKL pomeron in QCD as an effect related to the coupling constant renormalization.
It seems to support the results of Refs. [39,40] (see also the recent review [30] and
references therein) concerning a large value for the argument of the running QCD coupling
constant at high energy processes. The corrections cQCD (2, 1/2) (see [7,9]) and c(2, 1/2)
for N = 4 are small and do not change significantly the LO value [2] of the angle-dependent
contribution.
33
4. Non-symmetric choice of the energy normalization

Analogously to Refs. [7,9] one can calculate eigenvalues of the BFKL kernel in the
case of a non-symmetric choice for the energy normalization s0 in Eq. (16) related to the
interpretation of the NLO corrections in the framework of the renormalization group (cf.
[7,9]). For the scale s0 = q 2 natural for the deep-inelastic scattering we have respectively,
in DREG-scheme

1
+
(n, ) + (n, ) a
= 4 a n,
2
3

1
(n, ) + (n, ) a ,
= 4 a (n, ) +
3
in DRED-scheme

), a ,
= 4a (n, ) + (n,
where
) = (n, ) 2(n, ) (n, )
(n,
(33)
and
(n, )
d

(n, ) = (M) + (1 M).
d
Note, that here does not coincide with the anomalous dimension of the higher-twist
operators with |n| 1 (see below).
4.1. Limit 0 for n = 0
By considering the limit 0 of the BFKL eigenvalue one can obtain for n = 0 (see
also the analysis in [9])

1
+O 2 ,

B DREG
1
)=
(n, ) + (0,
+C +O 2 ,
3
DRED

B
)=
+C +O 2 ,
(0,
(0, ) =
(34)
where
1
B DRED = 0,
B DREG = ,
(35)
C = 2(3).
3
According to Refs. [7,9] with the use of Eqs. (34) and (35) one can calculate the
anomalous dimensions of the twist-2 operators at 0 (i.e., near j = 1), respectively,
in DREG-scheme

DREG

1
B
C
1
+ O() + a
+ O(1) + a 2
+
O
,
= 4a
(36)
34
in DRED-scheme

DRED

1
B
1
C
+ O() + a
+ O(1) + a 2
= 4a
.
+
O
(37)
Thus, in the framework of the DRED scheme the singular contribution a 2 / to the
anomalous dimension is zero. These results will be used below for the calculation of NLO
corrections to from the DGLAP equation (see Eqs. (64) and (67)).
4.2. Hermitian separability for a non-symmetric normalization and the symmetry
J
For the scale s0 = q 2 the expression for as a function of the anomalous dimension
= 1/2 + i + |n|/2 (correctly defined at general n (see (11)) can be written in the
following form

|n|
|n|
+ a n,
,
= 4a n,
2
2
) (for the non-symmetric choice of s0 ) are given by Eqs. (17),
where (n, ) and (n,
(18) and (33), respectively.
By summing double-logarithmic terms in all orders of the perturbation theory (see
discussion in Section 2) we can write in the Lorentz invariant form

)a ,
= 4a 2 (1) ( ) (1 + |n| + ) + (n,
(38)
where the Lorentz spin j of the corresponding operators (for negative |n|) is given by (12).
For n = 0 the Lorentz spin of the twist-2 operator is j = 1 + .
In the above expression

|n|
|n|

+ 2 ( ) + |n| + 1 n,
.
(n, ) = n,
(39)
2
2
Using the analysis of Section 3.2 one can present as follows

= 4a 2 (1) ( ) |n| + 1 + + ,
(40)
where is written for 0 in the form

=
p( ) + p 1 + |n| + a ( ) + 1 + |n| ,
2

= 4a 2 (1) ( ) |n| + 1 + O a 2 .
(41)
Here

1
1
1
p( ) = ( ) ( ) = ( ) ( ) (2) = 2
(2)
2
2
2
( + 2k)
k=0
and ( ) is given by Eq. (24).

In accordance with the Hermitian separability of the BFKL kernel established in
Section 3.2 the eigenvalue equation for the corresponding BetheSalpeter equation can
35
be written as follows
1=

4a
2 (1) ( ) (J ) + a ( ) + (J )

+ 2a p( ) + p(J ) , J = 1 + |n| + ,
(42)
where J is the total number of tensor indices of the local operator which does not coincide
generally with its Lorentz spin j . Note that without the shift 1 + |n| J of
the argument of -function at the LLA level, the symmetry of the eigenvalue to the
substitution J is violated by the term (n, |n|/2).
) near its singularities at small . To begin with, we consider
Let us calculate (n,
0 for the physical integer values |n| 0:

) 4 (1) |n| + 1 + 2 c(n) + 2 |n| + 1 ,
(n,
2
(43)
where

c(n) = |n| + 1 (1) |n| + 1 + (1).
(44)
Therefore, by solving the equation = (n, ) one can obtain

(4a)
4a
2
(1) |n| + 1 + c(n) . (45)
=
1 + (1) |n| + 1 +
2
2
At n = 0 the correction a to is absent, but for other n we have the large correction

$ = 4a (1) |n| + 1 ,
having the poles at 1 + + |n| r, which leads to a contribution changing even the
singularities of the Born term. The explanation of this effect is related to the presence of
the double-logarithmic terms $ a 2 /3 near the points j = 0, 2, . . . (see Sections 2
and 6). We remind, that for positive integer |n| we calculate the anomalous dimensions
of the higher twist operators (with an antisymmetrization between n transversal and
1 + longitudinal indices). The singularities of the anomalous dimensions of the twist-2
operators can be obtained only in the limit when $(|n|) tends to zero more rapidly than
(see Eq. (13)).
5. Anomalous dimension matrix in the N = 4 SUSY
The DGLAP evolution equation for the moments of parton distributions for N = 4
SUSY has the form

d
2
j,
Q
=
f
ab (j )fb j, Q2 (a, b = q, g, ),
(46)
a
2
d ln Q
k

d
2
j,
Q
=
$f
ab (j )$fb j, Q2
a
d ln Q2
k
(a, b = q, g),
(47)
36
where the anomalous dimension matrices ab (j ) and ab (j ) can be obtained in the form
of expansions over the coupling constant a

(0)
(1)
ab (j ) = a ab
(j ) + a 2 ab
(j ) + O a 3 ,

(0)
(1)
(j ) + a 2 ab
(j ) + O a 3 .
ab (j ) = a ab
(48)
In the following subsections we will present the results of exact calculations for the
(0)
(0)
leading order coefficients ab (j ) and ab (j ) and construct the anomalous dimensions
of the multiplicatively renormalizable twist-2 operators. In the NLO approximation the
(1)
(1)
corresponding coefficients ab (j ) and ab (j ) were unknown (see, however, [42]). It is
important, that the form of the LLA anomalous dimension matrix of the multiplicatively
renormalizable operators in N = 4 SUSY is rather simple because the result is expressed in
terms of one function. Taking into account this universality related to the superconformal
invariance, the existing information about the anomalous dimensions of twist-2 operators
in the QCD case, the known NLO corrections to the BFKL kernel and an experience
in integrating certain types of the Feynman diagrams (see, for example, [43,44]), we
derive below the expressions for the NLO anomalous dimensions of the multiplicatively
renormalizable operators in N = 4 SUSY. This result is checked by direct calculations of
(1)
(1)
(j ) and ab
(j ) [42].
the matrix elements ab
5.1. LLA results for the anomalous dimension matrix in N = 4 SUSY
The elements of the LLA anomalous dimension matrix in the N = 4 SUSY have the
following form (see [28]): for tensor twist-2 operators

2
1
1
(0)
gg (j ) = 4 (1) (j 1) +
,
j
j +1 j +2

2
2
1
1
1
(0)
(0)
qg (j ) = 8
,
g (j ) = 12
,
j
j +1 j +2
j +1 j +2

2
1
2
8
(0)
(0)
+
(j ) = 2
(j ) = ,
,
q
gq
j 1 j
j +1
j

2
1
6
(0)
(0)
,
qq (j ) = 4 (1) (j ) +
(j ) =
,
q
j
j +1
j +1

1
1
(0)
(0)
(49)
(j ) = 4 (1) (j + 1) ,
g
(j ) = 4
,
j 1 j
for the pseudo-tensor operators:

2
2
(0)
+
,
gg (j ) = 4 (1) (j + 1)
j +1 j

1
2
2
1
a,(0)
(0)
qg (j ) = 8 +
,
gq (j ) = 2
,
j
j +1
j
j +1

1
1
(0)
(j ) = 4 (1) (j + 1) +
qq
.
j +1 j
(50)
37
Note, that in the N = 4 SUSY multiplet there are also twist-2 operators with fermion
quantum numbers but their anomalous dimensions coincide up to an integer shift of the
argument with the above expressions for the bosonic components (cf. Ref. [20]).
5.2. Anomalous dimensions and twist-2 operators with a multiplicative renormalization
It is possible to construct five independent twist-two operators with a multiplicative
renormalization. The corresponding parton distributions and their LLA anomalous dimensions have the form (see [28]):
+
fI (j ) = fg (j ) + fq (j ) + f (j ) fq,g,
(j ),

(0)
(0)
I (j ) = 4 (1) (j 1) 4S1 (j 2) + (j ),
(51)
2
0
fII (j ) = 2(j 1)fg (j ) + fq (j ) + (j + 1)f (j ) fq,g,
(j ),
3

II(0) (j ) = 4 (1) (j + 1) 4S1 (j ) 0(0) (j ),
(52)
j 1
j +1
fg (j ) + fq (j )
f (j ) fq,g,
(j ),
j +2
j

(0)
(0)
III (j ) = 4 (1) (j + 3) 4S1 (j + 2) (j ),
(53)
+
(j ),
fIV (j ) = 2$fg (j ) + $fq (j ) $fq,g

(0)
(0)
IV (j ) = 4 (1) (j ) 4S1 (j 1) + (j ),
(54)
j +2
$fq (j ) $fq,g
fV (j ) = (j 1)$fg (j ) +
(j ),
2

V(0) (j ) = 4 (1) (j + 2) 4S1 (j + 1) (0) (j ).
(55)
fIII (j ) =
Thus, we have one supermultiplet of operators with the same anomalous dimension
LLA (j ) proportional to (1) (j 1).6 The momenta of the corresponding linear
combinations of parton distributions can be obtained from the above expressions fk (j )
by an appropriate shift of their argument j in accordance with the corresponding shift of
the argument of k (j ). Moreover, the coefficients in these linear combinations for N = 4
SUSY can be found from the super-conformal invariance (cf. Ref. [20]) and should be the
same for all orders of the perturbation theory in an appropriate renormalization scheme.
The momenta of three multiplicatively renormalizable twist-2 operators for the
unpolarized case are
fN (j ) = ag fg (j ) + aq fq (j ) + a f (j ),
where the coefficients ai can be extracted from above expressions Eqs. (50)(54). If
we insert this ansatz in the DGLAP equations (46) the following representations for the
6 A similar result for another type of operators was obtained in Ref. [45].
38
corresponding anomalous dimensions

aq (0)
a (0)
(0)
N(0) (j ) = gg
(j ) + qg
(j ) + g
(j )
ag
ag
ag (0)
a (0)
(0)
(j ) + gq
(j ) + q
(j )
= qq
aq
aq
ag (0)
aq (0)
(0)
=
(j ) + g
(j ) + q
(j ),
a
a
(56)
(0)
can be obtained. Eq. (56) lead to relations among the anomalous dimension matrix ab (j )
(a, b = g, q, ) which should be valid also in the NLO approximation up to effects of
breaking the superconformal invariance (see [42] and references therein).
Analogously for the set of two multiplicatively renormalizable operators in the polarized
case
$fN (j ) = a g $fg (j ) + a q $fq (j )
we can derive the following relations
(0)
N(0) (j ) = gg
(j ) +
a q (0)
a g (0)
(0)
(j ) = qq
(j ) + gq
(j ).
a g qg
a q
(57)
So, we have nine equations for the matrix elements in the case of the usual
partonic distributions and four equations for the polarized distributions, which determines
(0)
(0)
completely the anomalous dimension matrices ab (j ) (a, b = g, q, ) and ab (j ) (a, b =
g, q) in terms of their eigenvalues in LLA
(0) (j ) = 4S1 (j 2),
0(0) (j ) = 4S1 (j ),
(0) (j ) = 4S1 (j 1).
This procedure is considered in details in Appendix C.

5.3. NLO anomalous dimensions and twist-two operators with the multiplicative
renormalization
We have the following initial information to predict the NLO anomalous dimensions of
twist-two operators with the multiplicative renormalization in N = 4 SUSY.
1. As it was shown in the previous subsections, the LLA anomalous dimensions
are meromorphic functions having the poles at j = r, r = 1, 0, 1, . . . . Moreover,
there is only one basic anomalous dimension LLA (j ) and all others can be obtained as
LLA (j + m), where m is an integer number. It is useful to choose (see Eq. (14)):

LLA (j ) = 4 (1) (j 1) 4S1 (j 2).
Then, LLA (j ) has a pole at j 1 and vanishes at j = 2. One should keep the above
universality and linear relations among the matrix elements also for the NLO anomalous
(1)
(1)
dimensions ab
(j ) and ab
(j ) because it is a consequence of the super-conformal
invariance. It means, that we should construct only the basic NLO anomalous dimension
NLO (j ).
39
2. There are known results for the NLO corrections to the QCD anomalous dimensions.
3. In the MS-scheme with the coupling constant a and in the MS-like scheme with the
coupling constant a (i.e., in the scheme based on DRED procedure), the terms (2)
should disappear in the final result for the forward Compton scattering (see [4648]).
Therefore, the terms (2) are cancelled at even j in anomalous dimensions for the
structure functions F2 and FL (related to the unpolarized parton distributions) and at odd j
in anomalous dimensions for structure functions g1 and F3 (related to the polarized parton
distributions).
4. From the BFKL equation in the framework of DRED scheme (see (17), (18) and
(19)) we know, that there is no mixing among the functions of different transcendentality
levels i,7 i.e., all special functions at the NLO correction contain the sums of the terms
1/ni (i = 3). More precisely, if one will introduce the transcendentality level of the
functions in accordance with the complexity of the terms in the corresponding sums
1/n,
(2) 1/n2 ,
(3) 1/n3 ,
then for the BFKL equation in LLA and in NLO the corresponding levels are i = 1 and
i = 3, respectively.
Because in N = 4 SUSY there is a relation between the BFKL and DGLAP equations,
the similar properties are assumed to be valid for anomalous dimensions themselves, i.e.,
the basic functions LLA (j ) and NLO (j ) should be of the types 1/j i with the levels
i = 1 and i = 3, respectively. The only exception could be for the terms appearing in the
Born approximation, because such contribution can be removed by an approximate finite
renormalization of the coupling constant. The LLA basic anomalous dimension is given
above in terms of S1 (j 2). Then, the NLO basic anomalous dimension NLO (j ) can be
expressed through the functions:
Si (j 2),
Sk,l (j 2),
(k)Sl (j 2),
(i)
(here i = 3 and k + l = i), where

Si (j ) =
j

1
,
mi
S2,1 (j ) =
m=1
S2 (j ) = (1)j
S3 (j ) = (1)j
j

1
S1 (m),
m2
m=1
j

m=1
j

m=1
S2,1 (j ) = (1)j
1
(1)m
1 (1)j (2),
m2
2
(58)
3
(1)m
1 (1)j (3),
m3
4
j

5

(1)m
S1 (m) 1 (1)j (3).
2
m
8
(59)
m=1
7 Note that similar arguments were used also in [44] to obtain analytic results for contributions of some
complicated massive Feynman diagrams. The method was based on a direct calculation of several terms in the
series over an inverse mass with taking into account its basic structure found earlier in [43,44] by considering few
special diagrams with the use of the differential equation method [49].
40
The functions S2 (j ), S3 (j ) and S2,1 (j ), which were introduced recently in [50],

coincide (up to an opposite sign) with the functions K2 (j ), K3 (j ) and K2,1 (j ) considered
in [47,51] and used in our previous paper [11], i.e., Si (j ) = Ki (j ), S2,1 (j ) =
K2,1 (j ). Note, however, that our definition (59) of Si (j ) and Sk,l (j ) coincides with the
functions of [50] only at even values of j . Expressions (59) after the shift of the summation
index m m j can be analytically continuated from even to complex values of j , which
reproduces (j + 1) (20) and associated functions.
Note that the terms (2) should be absent for even values of j and for odd values of
j in the unpolarized and in polarized cases, respectively, in accordance with item 3.
Moreover, there is an important observation: the function
S1 (j ) = (1)j
j

(1)m
1 (1)j ln 2
m
m=1
does not contribute to the QCD anomalous dimensions and the Wilson coefficient functions
(see [5] and [47,51], respectively). Further, as it was shown in [47], the terms S1 (j )
cancel in the final results for the diagrams describing the longitudinal Wilson coefficient
function.
5. The terms
Sl (j 2)/(j m)k
(j + l = i)
(60)
are absent in the anomalous dimension NLO (j ). There are two reasons for this conclusion.
Firstly, these terms have additional poles in the points j = m. But such poles should
cancel, if we start with the BFKL equation and obtain NLO (j ) by the analytic continuation
to |n| = 1 r. Indeed, using such procedure one cannot obtain the doublets of poles.
The second reason comes from the consideration of the multiplicatively renormalizable
linear combinations (54) and (55). If, for example, in the polarized case functions (60)
contribute, then we shall have the terms (j m)1 in one combination and the terms
(j m 2)1 in another combination. However, from the direct calculation of the NLO
anomalous dimensions in the polarized case (see [6]) we know that only the terms j 1
and (j + 1)1 are present in these combinations.
So, terms (60) should be absent in the universal NLO anomalous dimension in the N = 4
SUSY case.
Note, that the sums S2 (j ), S3 (j ) and S2.1 (j ) (see Eq. (59)) appear explicitly in
calculations only at even values of j in the unpolarized case (and/or at odd values of j ,
after the replacement (1)j (1)j +1 , in the polarized case). The analytic continuation
to complex values of j for the functions Si (j ) (i = 1, 2, 3) and S2.1 (j ) in Eqs. (58)
j
and (59) can be done
(see
[47,52]) by a replacement of the sums m=1 in the r.h.s.
easily

with the difference

m=1
m=1+j . They are expressed in terms of the polygamma- and
associated functions:
S1 (j ) = (j + 1) (1),

(1)i1 i1
Si (j ) =
(j + 1) i1 (1)
(i 1)!
(1)i1 i1
(j + 1) + (i)
(i 1)!

S1 (m + j )
S2,1 (j ) = 2 (3)
(m + j )2
=
= 2 (3)
m=1

m=1
41
(i > 1),

1
(j + 1) (1) ,
2
(m + j )
(61)
S1 (j ) = (j + 1) (1) = (j + 1) + ln 2,

(1)i1 i1
(j + 1) i1 (1)
Si (j ) =
(i 1)!
(1)i1 i1
(j + 1) + (i) (i > 1),
=
(i 1)!

(1)m S1 (m + j + 1) 5
(3)
S2,1 (j ) =
8
(m + j + 1)2
=
m=0

m=0

5
(1)m
(m + j + 2) (1) (3)
2
8
(m + j + 1)
5
(j + 1) (3),
8
(62)
where (r) = (21r 1) (r) (r > 1), (1) = ln 2.

6. Further, the NLO anomalous dimension NLO (j ) is equal to a combination of
the most complicated contributions (i.e., the functions with a maximal value of the
transcendentality level i = 3) for the QCD anomalous dimensions (with the SUSY relation
for the QCD color factors CF = CA = Nc ).
These most complicated contributions (with i = 3) are the same for all QCD anomalous
dimensions (coinciding in N = 4 SUSY) [5,6] (only the NLO scalarscalar anomalous
dimension is not known yet):
(1)QCD
(1)QCD
(1)QCD
(1)QCD
qq
(j ) gg
(j ) qq
(j ) gg
(j )
2
s
= 16
Nc2 Q(j 2) + (CF = CA = Nc ),
4
(63)
where we omit less complicated contributions and

1
(64)
S3 (j ) + S3 (j ) + S1 (j ) S2 (j ) + S2 (j ) S2,1 (j ).
2
Using Eqs. (61) and (62), the function Q(j ) can be rewritten in terms of the polygammaand associated functions:

1
3
Q(j ) = (3) (j + 1) + (j + 1) + (j + 1)
4
4
Q(j ) =
42

1
(2) (j + 1) (j + 1)
+ (j + 1) (1)
2

3
j +1
1
= (3) (j + 1) +
4
16
2

1
j +1
+ (j + 1) (1) (2)
.
2
2
(65)
Thus, for N = 4 SUSY the NLO universal anomalous dimension NLO (j ) has the form
NLO (j ) = 16Q(j 2).
(66)
7. We could add the term (3) to the r.h.s. of (64), but due to the condition
NLO (j = 2) = 0 it cancels.
So, the universal anomalous dimension (j ) in two first orders of the perturbation
theory for N = 4 SUSY is
LLA (j ) + a 2 NLO (j ),
(j ) uni (j ) = a
LLA (j )
(67)
NLO (j )
where
and
are given by Eqs. (14) and (66), respectively. All other
anomalous dimensions can be obtained as uni (j + m), where m is an integer number.
Thus, the above arguments allow us to construct the NLO corrections to anomalous
dimensions in N = 4 SUSY, which were unknown earlier. We check these results by
direct calculations [42] and reproduce the anomalous dimension NLO (j ). Note, however,
that in [42] calculations of the anomalous dimension matrix were performed in the
dimensional reduction scheme, but the coupling constant was taken in the MS-scheme:
a.
It is responsable for an appearence of the additional contribution 1/3 LLA(j ) to the
above obtained NLO anomalous dimension (67) (see Subsection 3.1). Note also, that in
the dimensional regularization scheme the eigenvalues of this matrix are not expressed
only in terms of the function uni (j ) with the shift j j + m of its argument.
5.4. DGLAP evolution
Using our knowledge of the anomalous dimensions we can construct the solution of the
DGLAP equation in the Mellin moment space in the framework of N = 4 SUSY.
5.4.1. Polarized case
The polarized parton distributions are splitted in two contributions:

+
$fq,g j, Q2 = $fq,g
j, Q2 + $fq,g
j, Q2 ,
(68)
where at LO
$fq,g
j, Q
,LO
= $fq,g
(0)

Q2 a
2
j, Q0
Q20

(0) = 4S1 (j 1) ,
(69)
at NLO
$fq,g
j, Q
,NLO
= $fq,g
j, Q20
(1) 2

(0)
Q2 ( a+ a )
Q20

(1)
= 16Q(j 1) , (70)
43
where

,NLO
,NLO
j, Q20 = $fq,g
j, Q20 1
$fq,g
+
(1)
a
(0)
(0)

(1)
(0) (0)

,NLO
j, Q20 .
$fq,g
(71)
(1)
(1)
(1)
Here the anomalous dimensions
and
are related to a,b
(a, b = q, g) as follows:
(1)
(1)

(1)
(1)
++ (j ) +
gg (j ) qg
(j )
(j )

1
(72)
=
V
V
(1)
(1)
(1)
(1)
+ (j ) (j )
gq (j ) qq (j )
and V

1 given in Eq. (C.4).
with V
(1)
Notice that only anomalous dimensions
are important for N = 4 SUSY at the order
O(a 2) because they contribute to the Q2 -evolution of parton distributions.
(1)
The anomalous dimensions , which were not calculated in the previous section, can
be found from Eq. (72) provided that the gluinogluon polarized anomalous dimensions
(1)
(1)
ab (j ) (a, b = g, q) are known. The anomalous dimensions give contributions at
,NLO
the order O(a 2) only to the normalization factors $fq,g
(j, Q20 ). They appear in the
2
2
3
Q -dependent part of $fq,g (j, Q ) at the level O(a ) in the following form:
(1)
(1)

(0) (0)
5.4.2. Unpolarized case

The unpolarized parton distributions are splitted in the three parts:

i
fq,g, j, Q2 =
j, Q2 ,
fq,g,
(73)
i=+,,0
where at LO
i
fq,g,
(0)

Q2 i a
2
i,LO
2
j, Q = fq,g, j, Q0
Q20

(0)
(0)
= 4S1 (j 2), 0 = 4S1 (j ) ,
(74)
at NLO
(1) 2

(0)

Q2 (i a+ii a )
2
i,NLO
2
j, Q = fq,g, j, Q0
Q20
(1)

(1)
= 16Q(j 2), 00 = 16Q(j ) .
i
fq,g,
(75)
(1)
As in the previous Section 5.4.1, only the anomalous dimensions ii are important
(1)
at the level O(a 2 ) in N = 4 SUSY. The anomalous dimensions ik (i = k) contribute
i,NLO
at O(a 2) level only to the normalization factors fq,g,
(j, Q20 ). They are related to the
44

(1)
qluinogluonscalar anomalous dimensions ab (j ) (a, b = g, q, ) as follows:
(1)
++ (j )
(1)
+0 (j )
(1)
+ (j )
(1)
0+ (j )
(1)
00
(j )
(1)
0 (j )
(1)
+ (j )
(1)
(1)
gg
(j ) qg
(j )
(1)
g
(j )
(1)
(1)
g
(j ) q
(j )
(1)
(j )
1 (1)
(1)
(1)
0
(j ) = V
gq (j ) qq (j )
(1)
(j )

(1)
q
(j ) V
,
and V
1 are given by Eq. (C.10). The anomalous dimensions (1) (i = k) can
where V
ik
be obtained from the above equation provided that the gluinogluonscalar anomalous
(1)
dimension matrix ab (j ) (a, b = g, q, ) is known.
6. Relation between the DGLAP and BFKL equations

As we pointed out in Section 3.1, in the case of N = 4 SUSY the BFKL results (17) and
(18) are analytic in |n| and one can continue the eigenvalues to the negative values of |n|. It
gives a possibility to find the singular contributions to anomalous dimensions of the twist-2
operators not only at j = 1 but also at other integer non-physical points j = 0, 1, 2, . . . .
In the Born approximation for the anomalous dimension of the supermultiplet of the twist-2
operators we obtain uni = 4a(
(1) (j 1)) which coincides with the result of the
direct calculations (see [19,28] and the discussions in Section 4.2). Thus, in the case of
N = 4 the BFKL equation presumably contains the information sufficient for restoring the
kernel of the DGLAP equation. Below we investigate the relation between these equations
in the NLO approximation.
6.1. DGLAP approach
Let us start with an investigation of singularities of the anomalous dimensions of twist-2
operators which were obtained in a direct way at the previous section.
By presenting the Lorentz spin j as r, where r = 1, 0, 1, . . . and pushing 0
one can calculate the singular behavior of the universal anomalous dimension uni (j ) (67).
Note, that in our discussion of the BFKL equation we used the more general definition
j = 1 + + |n| for the rank of the Lorentz tensor O1 ...j (see (12)), where 1 + is
the number of its longitudinal indices and |n| is the conformal spin. Therefore, strictly
speaking in all expressions discussed in this subsection should be substituted by j + r.
For the special functions contributed to LLA (j ) and NLO (j ) at j = r r, r 0
we have the following expansion in :
S1 (j 2) =

1
+ S1 (r + 1)
l (1)l (l + 1) Sl+1 (r + 1) ,
l=1
S2 (j 2) =

1
S2 (r + 1)
(l + 1)l (1)l (l + 2) + Sl+2 (r + 1) ,
2
l=1
1
+ S3 (r + 1)
3

(l + 1)(l + 2) l
(1)l (l + 3) Sl+3 (r + 1) ,
45
S3 (j 2) =
(76)
l=1

1
+ (2) 1 (1)r + S2 (r + 1)
2
S2 (j 2) = (1)r+1
!

(l + 1) (1) (l + 2) + S(l+2) (r + 1) ,
l
l=1
S3 (j 2)
= (1)r+1

1
+ (3) 1 (1)r S3 (r + 1)
3

(l + 1)(l + 2)
l=1
S2,1 (j 2) = (1)r+1
!

l
(1) (l + 3) S(l+3) (r + 1) ,
l

1
(2) S2 (r + 1) (3)
"

5
r
+ (3) 1 (1) S2,1 (r + 1) S3 (r + 1) .
8
(77)
LLA (j )
NLO (j )
and
in terms of these functions, we obtain
Presenting our results for

1
LLA (j ) = 4
(78)
S1 (r + 1)
S2 (r + 1) + O 2 ,

(1 + (1)r )
(1 + (1)r )
2S1 (r + 1)
NLO (j ) = 8
3
2

1
+ O 0
1 + (1)r (2) + 2(1)r S2 (r + 1)
0
1
1
1

if r = 2k,
16 3 2S1 (r + 1) 2 S2 (r + 1) + O
(79)
=

0
1
16 S2 (r + 1) + O ,
if r = 2k + 1,
where S2 (r) = (2) + S2 (r). So, the double-logarithmic poles 3 appear in the case of
even values of r (see discussions in Section 2).
Note that the functions S1 (r + 1) and S2 (r + 1) do not contribute to LLA(j ) in the
limit j r, r 0. The absence of S1 (r + 1) is explained by the fact, that the quantity
S1 (j 2) does not appear in the basic NLO anomalous dimension (see discussion in the
Section 5.3, item 4).
On the other hand, the absence of the term S2 (r + 1) is related to the following
important property of . As it follows from Eq. (77), the functions S2 (j 2), S3 (j 2)
and S2,1 (j 2) giving contributions to NLO (j ) (see Eqs. (66) and (64)) are responsible
for the different asymptotics of it at j r, r > 0 for even and odd r (see the r.h.s. of
46
Eq. (79)). But the combination of these functions S2 (j 2), S3 (j 2) and S2,1 (j 2)
contributes to NLO(j ) in such way, that the function S2 (r + 1) is absent in the r.h.s. of
Eq. (79).
Thus, for uni (j ) we obtain at j = r r (r 0)8

1
S1 (r + 1)
uni (j ) = G
S2 (r + 1) + O 2

1
2S1 (r + 1) 12
S2 (r + 1) 1 + O 0 if r = 2k,
2 3
+G
(80)

S2 (r + 1) 1 + O 0 ,
if r = 2k + 1.
Note that uni(j ) at j = r r can be presented as a solution of the following
BetheSalpeter equations

1 S1 (r + 1) 2
S2 (r + 1)
S12 (r + 1) + ,
1=G
(81)
( )
for r = 2k 0 and

S1 (r + 1) +
S2 (r + 1)
1
+ S2 (r + 1) + ,
1=G
(82)
for r = 2k + 1 > 0.
As it was shown in Section 5.4 the anomalous dimensions, responsible for the Q2
evolution of parton distributions in the framework of N = 4 SUSY model, have the
following form in unpolarized case:
(0)
(1)
(j ) = G (j ) + G2 (j ) + = uni (j + 2 2),
(1)
(j ) + = uni (j + 2)
0 (j ) = G0(0)(j ) + G2 00
(83)
and in polarized case:

(0)
(1)
(j ) = G (j ) + G2 (j ) + = uni (j + 1 2).
(84)
Thus, for unpolarized and polarized cases, the corresponding anomalous dimensions
have the double-logarithmic poles 3 at even and odd r, respectively. The arguments of
regular terms and of the functions in front of poles i are shifted by an integer number.
By chosing certain values of this number we obtain various s (j ).
6.2. BFKL approach
Let us investigate a possibility to obtain the residues of the anomalous dimension
uni (j ) in the poles at j = r (r = 0, 1, 2, . . .) from the BFKL equation. Its eigenvalue
can be analytically continued to the negative points |n| = r 1. One can present as
a solution of the equation (see (40))

= G 2 (1) ( ) |n| + 1 + + ,
8 Because really the expansion parameter is 4a (see, for example, Eqs. (78) and (79)), we shall consider below
G = 4a as a coupling constant.
47
having the property of the Hermitian separability corresponding to the symmetry between
and |n| + 1 + (see (42)). The expression for is given in Eq. (41).
To begin with, we note that providing that j = |n| + 1 + (see Eq. (12)) the r.h.s.
of the BFKL equation contains the -function with its argument equal to j at 0,
whereas LLA (j ) obtained from the DGLAP equation contains (j 1). The functions
contributing to the NLO correction have an analogous shift of their argument in comparison
with the functions appearing in the NLO corrections to uni (j ) (80).
In the Born approximation LLA G the reason for the difference of arguments of
-functions appearing in the DGLAP and BFKL approaches can be easily understood.
Starting from the BFKL equation one reproduces the universal anomalous dimension
uni of twist-two operators by an analytic continuation of its eigenvalue to the points
j = |n| + 1 + = r (r = 0, 1, . . .). The residue of the pole of uni at j = 1 is calculated
also in accordance with the DGLAP equation but without any continuation (see (36), (37)).
In the BFKL approach the term regular at j r does not contain the contribution from
the pole at j = 1 and equals GS1 (r) instead of GS1 (r + 1). It is important, that the
anomalous dimension obtained from the BFKL equation depends on two parameters
and |n| and therefore we can impose a certain relation (see (13)) between two asymptotics
0 and |n| + r + 1 0. Another ambiguity is related to the existence of doublelogarithmic terms near j = r (see below). As a result, in particular, in LLA we can
obtain an agreement between the regular contribution to uni and its pole singularities.
In the next-to-leading approximation the situation is similar but not so transparent. As
in the case of LLA to obtain the residues of the poles for uni(j ) in the BFKL approach,
we continue the eigenvalue to j = r (r = 0, 1, . . .). But this continuation does not
contain the regular contributions from the singularity at j = 1. Another problem is that to
calculate the residues of the non-leading poles G2 2 and G2 1 at j + r 0 for
uni one should continue the BFKL equation from the region of its applicapability
to the double-logarithmic region . The property of the Hermitian separability (42) of
the BFKL kernel is helpful for this purpose, because it relates the small parameters in one
combination + |n| r 1 . It turns out, that in the intermediate region we
should rearrange the BFKL equation in such way that the Born contribution will contain the
double-logarithmic terms. This resummation procedure leads to a renormalization of the
next-to-leading correction G2 . Namely, to avoid the double-counting we should subtruct
from this correction the sum of poles containing the square of the most singular Born
contribution. It turns out, that the subtracted terms are small in the BFKL region ,
but they are essential for the non-leading poles G2 2 and G2 1 of the anomalous
dimension. These subtructions can be found by calculating the next-to-leading contribution
to the BFKL kernel with a greater accuracy in comparison with Ref. [7], but we leave this
problem for future publications. Below we discuss in more details the origin of above
ambiguities.
Let us write down the eigenvalue of the BFKL kernel near the singularity at = 0 for
the physical conformal spins |n| = 0, 2, . . . (see Eqs. (38), (39) and (43))

1
c(n)
2 (1) (1 + |n|)
=G
1 + |n| + (1) + G
+
.
2
2
(85)
48
From this equation one can obtain easily the anomalous dimensions (45) at integer
positive |n|. The analytic continuation of to the negative integer points |n| r 1
contains divergencies due to the following formulae

1
S1 (r) |n| + r + 1
S2 (r),
(1) |n| + 1
|n| + r + 1

1 + (1)r
1
c(n)
+ S2 (r) + (1)r S2 (r) 1 + (1)r (2),
2
(|n| + r + 1)
2
where
S2 (r) was introduced after Eq. (79).
We interprete the divergencies of at |n| r 1 for even r = 0, 2, . . . as a
manifestation of the double-logarithmic contribution $
G2 /3 . Indeed, one can
present expression (85) in the kinematical region 1 with the same accuracy as a
solution of the equation

1
c(j 1 )
2 (1) (j )
,
(j ) + (1) + G
=G
+
2
2
where j = 1 + + |n|. It is obvious, that if one neglects the term G2 the anomalous
dimension contains the double-logarithmic contribution $ G2 /3 . Note, that the
above expression corresponds to a small- asymptotics of the BFKL equation written in
the separable form (cf. (42))

2 (1) ( ) (j ) c( 1) + c(j 1 )
+
+ (2)
1=G
2
2

G
+
( ) + (j ) ,
4
where ( ) is presented in Eq. (24). On the other hand in the Born approximation at
j r and 0, neglecting the corrections to the relation = j + r, one can simplify
the previous equation as follows

S1 (r) + ( )
S2 (r)
1
.
1 G
( )
It will be shown below, that for even r the double-logarithmic terms $ G2 /3

obtained from this equation are not cancelled. It is important, that the next-to-leading
correction G2 to was obtained in Ref. [7] by subtracting the first iteration of the Born
kernel from the contribution of all one-loop diagrams to avoid the double-counting. At
|n| r 1 we chose another Born approximation which contains the double-logarithmic
terms. It means, that now one should subtract from the next-to-leading correction some
terms including the most singular pole which appears in the first iteration of this Born
contribution to avoid the double-counting. But the subtracted terms should be small in the
applicapability region for the BFKL equation. Thus, the coefficient in front of G2
after this subtraction can be written for even r as follows
S2 (r) 2( )2 + S2 (r) + S2 (r) 2(2)
( )1 S1 (r) ( )
+
2
2
d(r)
e(r)
a(r)
b(r)
1
+
+ 2 ,
+
+
2
2
2
2
( )
( )
( )
( )
49
where the residues a(r), b(r), d(r) and e(r) are some unknown functions. The second
order pole ( )2 and less singular contributions are not essential with our accuracy.
Thus, we obtain the following modified BFKL equation at even r and

1
1
S2 (r)
S1 (r) +
+ 2
1=G

a(r) S1 (r) a(r) + b(r) S2 (r) + 3S2 (r) + (2) + 2d(r)
+
+ G2
+
2
2
2

e(r)
S2 (r)
+
.
2
If one will take into account, that and j + r are generally different parameters (see (13)),
it will be needed to substitute in the above equation by j + r and to change the unity at
its left-hand side by an analytic function of j + r
1 1 + c1 (r)(j + r) + c2 (r)(j + r)2 + ,
1 (r), c2 (r) = C
2 (r) C
2 (r) and the parameters C
1 (r) and C
2 (r) are
where c1 (r) = C
1
defined in Eq. (13).
After this modification of the equation we calculate the behavior of the anomalous
dimension at j r for even r in terms of the parameters a(r), b(r), d(r), e(r) and
c1,2 (r)

1
T (r)
R(r)
1
2
=G
+ K(r) + L(r)(j + r) + G
+
+
,
j +r
(j + r)3 (j + r)2 j + r
(86)
where
K(r) = a(r) S1 (r) c1 (r),
T (r) = b(r) + K(r) c1 (r),

2

L(r) = e(r) S2 (r) a(r) S1 (r) + c12 (r) c2 (r),

S2 (r) + S2 (r) (2)
R(r) = d(r) +
a(r) S1 (r) b(r) + S1 (r)
2

c1 (r) a(r) + b(r) 2S1 (r) + 3c12 (r) 2c2 (r).
This expression for should be compared with the result (80) obtained in the previous
subsection from the DGLAP equation. The leading poles G/(j + r) and G2 /(j + r)3
coincide in both cases. As for the regular terms G and residues of the poles G2 /(j + r)2
and G2 /(j + r), the agreement can be achieved with an appropriate choice of the
parameters a(r), b(r), d(r), e(r) and c1,2 (r). Thus, to verify the possibility, that the
anomalous dimension uni (j ) can be derived completely from the BFKL equation one
should calculate these parameters from the Feynman diagrams. As it is seen from the
above expressions, the parameters c1,2 (r) enter together with a(r), b(r), d(r), e(r) and
could be omitted. The vanishing of c1,2 (r) corresponds to a natural assumption, that to
obtain the universal anomalous dimension of the twist-2 operators one should initially put
|n| = r 1 and only after that can be pushed to zero. In this case we obtain uni (j )
50
(80) if the parameters a(r), b(r), d(r) are chosen as follows

1
1
,
b(r) = S1 (r + 1),
e(r) = S12 (r + 1)
,
r +1
(r + 1)2
S1 (r + 1) S2 (r + 1) 3S2 (r + 1)
+
.
d(r) =
r +1
2
As a result, the equation for the anomalous dimension can be written as follows

1
S2 (r)
S1 (r) + ( )
1=G
( )

1
S12 (r + 1)
S2 (r + 1)
(r + 1)
S1 (r + 1)
S1 (r)
+ G2 2 2
+

( ) ( )2
2
a(r) =

f (r)
,
2 ( )
(87)
where the function f (r) is fixed from the condition, that its solution reproduces correctly
the regular terms G2 in uni(j ) at j r (see (80)). Providing that we shall take into
account also non-singular terms at 0, the BFKL equation will contain an important
information about the singular part of the anomalous dimension in the order G3 .
For odd r the situation is simpler because here the double-logarithmic terms at j r
are absent. Indeed, in this case one can write the BFKL equation in the form (after the
subsequent substitution j + r)
+
S2 (r) + 3S2 (r)

+
2
2S1 (r+1)
r+1
+ S2 (r + 1) 3S2 (r + 1)
1 + c1 (r) + c2 (r)2

1
S2 (r)
1
S1 (r) +
+
=G
1
a(r)
+ b(r)
a(r)
S1 (r)
3 +
+ G2
2
2

S2 (r)
S2 (r) + 3S2 (r) + 2(2) + 2d(r) e(r)
+
+
,
2
2
where a(r),
b(r),
d(r),
e(r)
and c1,2 (r) are the corresponding parameters for odd r.

Therefore, the behavior of the anomalous dimension at j r for odd r is

T (r)
1
R(r)
2
+ K(r) + L(r)(j + r) + G
+
=G
,
j +r
(j + r)2 j + r
+ 2 K(r)
+ c1 (r),
= a(r)
T(r) = b(r)
K(r)
S1 (r) c1 (r),

2
2
S1 (r) + c1 (r) c2 (r),

L(r)
= e(r)
S2 (r) a(r)
= d(r)
+ e(r) S2 (r) + S2 (r) + 2(2)
R(r)
2

2S1 (r)
a(r)
S1 (r) 3a(r)
+ b(r)

2S1 (r) + 2c12 (r) c2 (r).
c1 (r) a(r)
+ b(r)
(88)
51
Again we have a qualitative agreement with the result (80) obtained from the DGLAP
equation, but in the order G2 the residues of the poles 1/(j + r)2 and 1/(j + r) depends
on parameters a(r),
b(r),
d(r),
e(r) and c1,2 (r). If c1,2 (r) = 0, one can have a complete
agreement with Eq. (80) provided that
a(r)
1
,
r +1
= 2S1 (r + 1),
b(r)
e(r)
= S12 (r + 1)
1
,
(r + 1)2
= S1 (r)S1 (r + 1) + S2 (r) S2 (r) + (2) + 2S2 (r + 1).

d(r)
2
In this case the equation for the anomalous dimension can be written in the form

1
S1 (r) + ( )
S2 (r)
1=G
( )

S1 (r)
(r + 1)1
2S1 (r + 1)
1
2 2
+
+ G2
2
( )

( )
2
S 2 (r + 1)
S2 (r + 1) 3S2 (r) S2 (r) + 2(2)
+ 1
+
2
2

S2 (r)S2 (r)
+ 2S2 (r + 1) f(r)
(2) S1 (r)S1 (r + 1) +
2
+
+
,
( )
(89)
where f(r) is obtained from the condition that the regular terms $ G2 at j r
coincide with the corresponding contributions to $ uni . Taking into account also the nonsingular contributions in the BFKL equation at 0 one can obtain some information
about singularities of in the order G3 .
Thus, the results for the universal anomalous dimension uni (j ) obtained from the
BFKL equation with the use of our hypothesis, that uni (j ) coincides with BFKL (j ) after
its analytic continuation to the singular points |n| = r 1, agree in main features with
the expressions derived directly from the DGLAP equation, but for a full agreement one
should verify by calculating the corresponding Feynman diagrams, that the parameters
a(r), b(r), d(r), c1,2(r) and a(r),
b(r),
d(r),
c1,2 (r) reproduce correctly the non-leading
singularities G2 /(j + r)2 and G2 /(j + r).
7. Conclusion
Above we reviewed the LLA results for the anomalous dimensions of twist-2 operators
in the N = 4 supersymmetric gauge theory and constructed the operators with a
multiplicative renormalization (cf. [28]). These anomalous dimensions can be obtained
from the universal anomalous dimension uni (j ) by a shift of its argument j j + k
because they belong to the same supermultiplet. We calculated the NLO correction to
uni (j ) by using a number of plausible arguments. The results have a compact form (see
Eqs. (66) and (64)) in terms of polylogarithms and associated special functions. They are
verified by direct calculations [42]. Note that recently the LLA anomalous dimensions in
52
this theory were constructed in Ref. [54] in the limit j from the superstring model
with the use of the AdS/CFT correspondence [5557].
We investigated properties of the next-to-leading corrections to the kernel of the BFKL
equation in the N = 4 supersymmetric theory. The absence of the coupling constant
renormalization in this model leads presumable to the Mbius invariance of the BFKL
equation in higher orders of the perturbation theory. But the holomorphic separability of
the BFKL kernel is violated in the NLO approximation (see (B.10)). Instead we have
the Hermitial separability of the corresponding BetheSalpeter kernel (see (42)). The
cancellation of non-analytic contributions proportional to n0 and n2 in N = 4 SUSY is
remarkable (such terms contribute to in QCD and in N = 1, 2 supersymmetric models
[9,53]). Moreover, the Hermitian separability of the BFKL kernel is also valid only in
N = 4 SUSY.
These properties could be a possible manifestation of the integrability of the reggeon
dynamics in the Maldacena model [55] (see also [56,57]) which is reduced to the classical
supergravity in the limit Nc . Indeed, in this N = 4 supersymmetric model the
eigenvalues of the LLA pair kernels in the evolution equation for the matrix elements
of the quasi-partonic operators are proportional to (j 1) (1) [28], which means,
that the corresponding Hamiltonian at large Nc coincides with the local Hamiltonian
for an integrable Heisenberg spin model [19]. The residues of these eigenvalues at the
points j = r were obtained in Ref. [9] from the BFKL equation in LLA by an analytic
continuation of the anomalous dimensions to negative integer values of the conformal
spin |n|. It was shown above, that the analogous correspondence between the BFKL and
DGLAP equations takes place qualitatively in the NLO approximation (cf. Eq. (80) and
Eqs. (86), (88)). To verify quantitatively in this approximation the hypothesis, that in N = 4
SUSY the DGLAP equation can be obtained from the BFKL equation, one should calculate
the next-to-leading corrections to the BFKL equation in the region, where |n| + r + 1 0
and . We hope to return to this problem in our future publications.
Acknowledgements
The authors are supported in part by the INTAS 00-366 grant. A. Kotikov thanks the
Alexander von Humboldt Foundation and LandauHeisenberg program for a possibility to
work on this problem in Germany. He was supported also by the RFBR 02-02-17513 grant.
L. Lipatov is thankful to the Hamburg, Montpellier-2 and Paris-6 Universities for their
hospitality during the period of time when this work was in progress. He was supported
also by the RFBR and NATO grants.
We are indebted to V. Fadin, R. Kirschner, E. Kuraev, R. Peschansky, V. Velizhanin
and participants of the PNPI Winter School for helpful discussions. We are grateful also
to A. Belitsky, A. Gorsky and G. Korchemsky for stimulation of discussion about DRED
scheme.
Appendix A
Here we consider the most complicated contribution (|n|, ) + (|n|, 1 ) to the
NLO correction (n, ) in the BFKL equation (18) and derive the property similar to the
53
holomorphic separability (cf. [14]). To begin with, let us split the function (n, ) in two
terms

|n|, = 1 |n|, + 2 |n|, ,
where

( (k + |n| + 1) (1)k (k + |n| + 1))
1 |n|, =
k+M
k=0

(1)k ( (|n| + k + 1) (1))
(k + M)2
k=0
and

( (k + 1) + (1)k (k + 1))
2 |n|, =
k+M
k=0

(1)k ( (k + 1) (1))
k=0
(k + M)2
2 (M).
It is convenient also to write the functions 1 (|n|, ) and 2 (|n|, ) as

1 |n|, = (1) |n|, M (2) |n|, M ,

2 |n|, = (1) (0, M) + (2) (0, M),
(A.1)
where
(1)
|n|, s =

(2) |n|, s =

(k + |n| + 1)
k=0

k=0
,
k+s

(|n| + k + 1) (1)
(1)k
k + |n| + 1
.
k+s
k+s
(A.2)
(A.3)
If we expand (k + |n| + 1) in the series
(1)l+1/(l + k + |n| + 1)2
l=0
and insert it in the sum over k in the r.h.s. of Eq. (A.2), we obtain

(1) |n|, s = (2) |n|, |n| s + 1 + |n| s + 1 (1) (s) .
In particular,

+ (1 M)
(1) (M) ,
(1) |n|, M = (2) |n|, 1 M

(1) (0, M) = (2) (0, 1 M) + (1 M) (1) (M) .
The function 2 (|n|, ) depends only on M and therefore the corresponding contribution to has the property of the Hermitian separability. Further, for 1 (|n|, ) and
54
2 (|n|, ) we derive the following relation

1 |n|, + 1 |n|, 1

(2) |n|, 1 M

= (1) |n|, M (2) |n|, M + (1) |n|, 1 M

+ (1 M)
(1) (M) ,
= (M) (1) (1 M)

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

= (2) (0, M) + (2) (0, 1 M) + (1 M) (1) (M) .
(A.4)
(A.5)
Therefore, one can obtain

|n|, + |n|, 1

+ 2 (M) (M) (1) (M)
= (n, ) (M) + (1 M)

(1 M)
(1) (1 M)
,
+ 2 (1 M)
where (n, ) is given by Eq. (17).
Appendix B
In this appendix we demonstrate a violation of the generalized holomorhical separability
in the NLO correction (n, ), i.e., we show an impossibility to present Eqs. (20)(23) in
for
the separable form symmetric to the substitution m m
(i.e., respectively, M M
both positive and negative |n|).
The expressions appearing in (n, ) (18) can be written as follows

(M) + (1 M)

1
+ (1 M)
,
= (M) + (1 M) + (M)
2

|n|, + |n|, 1
+ (2) (0, 1 M)

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

(1) (M)
+ (1 M) + (1 M)

(1) (1 M)
.
+ (M) + (M)
Using the property
(1 M) = (M) + 2
cos(M)
sin2 (M)
we can present the terms containing the functions in the following form

(1 M) + (1 M)

1
+ (M) + (M)
+ 2 cos(M)
= (1 M) + (1 M)
2
sin2 (M)

cos((1 M))
2 2
,

sin ((1 M))
(B.1)
(B.2)
55

(M) + (M)

1
+ (1 M) + (1 M)
2 cos(M)
= (M) + (M)
2
sin2 (M)

cos((1 M))
+ 2 2
.

sin ((1 M))
Then, the second line in Eq. (B.2) can be replaced by

1
+ (1 M) + (1 M)
(n, )
(M) + (M)
2

1 2 cos(M) 2 cos((1 M))
(M) ,
+
(1
M)

2 sin2 (M)
sin2 ((1 M))
(B.3)
where (n, ) from (16) has the symmetric representation:

(n, ) = 2 (1)

1
+ (1 M)
.
(M) + (1 M) + (M)
2
(B.4)
Thus, the NLO term (n, ) is presented as follows

(n, ) = 1 (n, ) + 2 (n, ),
where

0 (M)
M)
1 (n, ) = (M)
+ (
) ,
+ (
M)
0 = 4a(n,
2a

2

cos(M) 2 cos((1 M))
(M) (1 M)
2 (n, ) =
2
2

sin (M)
sin ((1 M))
(B.5)
(B.6)
and
2(M)
= (M) + (1 M) + (2),
2(M)
= 6 (3) + (M) + (1 M) 2

(B.7)
(2)
(0, M) 2
(2)
(0, 1 M). (B.8)
in an agreement
All above terms are symmetric to the substitution M (1 M)
(and, thus,
with previous results. Moreover, the term 1 (n, ) is symmetric to M M
to n n) due to the representations (B.7) and (B.8). Therefore, for this contribution the
property of generalized holomorphic separability is valid.
The term 2 (n, ) can be presented as

2 cos(M)
cos(M)

+
(M) (M)
,

sin(M)
sin2 (M)
sin2 (M)
2 cos(M)
where

cos(M)
cos(M)
.
=

sin(M)
sin(M)
56

(1)
(2)
It can be splitted in two parts: 2 (n, ) = 2 (n, ) + 2 (n, ) where the contribution
2

cos(M)
cos(M) 2 cos(M)
(1)
2 (n, ) =
+
2
2

sin(M)
sin (M)
sin (M)
3
2
3
2

cos (M) cos (M)
=

sin3 (M)
sin3 (M)
(and, thus, to n n). So, the term (1) (n, )
is symmetric under the substitution M M
2
has also the property of the generalized holomorphic separability.
(1)
Thus, the sum of the contributions 1 (n, ) and 2 (n, ) has the generalized separable
form symmetric to the substitution m m:
1 (n, ) + 2(1) (n, )
m)
= (m)
+ (

The last term
(2)
2 (n, ) =

2

0
cos (m) cos2 (m)

(m)
+ (
m)
3
+
.
2a
sin3 (m)
sin3 (m)
2 cos(M)
sin2 (M)
(B.9)

2 cos(M)
,
(M)
(
M)

sin2 (M)
i.e., when n > 0, and thus, M = m,

is antisymmetric under the transformation M M,
=m
M
it equals to
2

cos(m) 2 cos(m)
(m)
(
m)
+
sin2 (m)
sin2 (m)
= m it is
and when n < 0, and thus, M = m,
M
2

cos(m) 2 cos(m)
(m)
(m) .
+
2
2
sin (m)
sin (m)
Therefore, the term 2(2) (n, ) in the next-to-leading correction

0
m)
(m)
+ (
m)
(n, ) = (m)
+ (

2a

2
cos2 (m)
cos
(m)
3
+
+ 2(2) (n, )
sin3 (m)
sin3 (m)
(B.10)
(2)
violates the holomorphic separability. Note, that the anomalous term 2 (n, ) can be
written as Eq. (27), i.e., it is zero for odd n, where (n, ) coincides with its analytic
continuation to corresponding negative |n|.
Appendix C
(0)
Here we construct the anomalous dimension matrices ab (j ) (a, b = g, q, ) and

(0)
ab (j ) (a, b = g, q) in terms of their eigenvalues in LLA
(0) (j ) = 4S1 (j 2),
0(0) (j ) = 4S1 (j ),
(0) (j ) = 4S1 (j 1).
57
To illustrate the procedure we consider the polarized and unpolarized cases separately.
Polarized case. From Eqs. (54), (55) and (57) we have
1 (0)
(0)
(0)
(0)
(j ) + qg
(j ) = qq
(j ) + 2gq
(j ) = +(0) (j ) 4S1 (j 1),
gg
2
j + 2 (0)
2(j 1) (0)
(0)
(0)
(j ) = qq
(j )
gg
(j )
(j )
2(j 1) qg
j + 2 gq
= (0) (j ) 4S1 (j + 1).
(C.1)
(C.2)
It is obvious, that Eqs. (50)(54) and (C.1), (C.2) correspond to a diagonalization of the
anomalous dimension matrix. So we can rewrite Eqs. (C.1), (C.2) as
(0)
(0)

(0)
0
1

1 gg (j ) qg (j ) V
= + (j )

V
=1 ,
V
(C.3)
V
(0)
(0)
(0)
gq (j ) qq (j )
0
(j )
where
=

V
vg
2 jj 1
+2 vq
1
2 vg
vq

,
1 = j + 2

V
2j + 1
vg1
1
2 jj 1
+2 v g
12 vq1
vq1

(C.4)
with arbitrary values of vg and vq .

Thus, Eq. (C.3) leads to the following representation of the anomalous dimension matrix
in the polarized case
(0)

(0)
(0)
gg (j ) qg
(j )
0
+ (j )
(0)
1

V
(j )
=V
(0)
(0)
(0)
gq
(j ) qq
(j )
0
(j )

1
2(j + 2) 4(j 1)
(0)
=
+ (j )
j +2
2(j 1)
2(2j + 1)

2(j 1) 4(j 1)
+ (0) (j )
(C.5)
(j + 2) 2(j + 2)
which does not depend on vg and vq .
Unpolarized case. From Eqs. (54), (55) and (56) we have
(0)
(0)
(0)
(0)
(0)
(0)
(j ) + qg
(j ) + g
(j ) = qq
(j ) + gq
(j ) + q
(j )
gg
(0)
(0)
(0)
(j ) + g
(j ) + q
(j ) = +(0) (j ) 4S1 (j 2),
=
1
j + 1 (0)
(0)
qg
(j )
(j )
2(j 1)
3(j 1) g
2(j + 1) (0)
(0)
(0)
q (j )
(j ) 2(j 1)gq
(j ) +
= qq
3
3(j 1) (0)
3
(0)
(0)
g (j ) +
(0) (j ) = 0 (j ) 4S1 (j ),
=
(j )
j +1
2(j + 1) q
j + 2 (0)
(j + 1)(j + 2) (0)
(0)
(j ) +
g (j )
(j )
gg
(j 1) qg
j (j 1)
j 1 (0)
j + 1 (0)
(0)
= qq
(j )
q (j )
(j )
j + 2 gq
j
(C.6)
(0)
gg
(j )
(C.7)
58

(0)
=
(j ) +
j (j 1)
j
(0)
(j )
g
(0) (j )
(j + 1)(j + 2)
j + 1 q
(0)
= (j ) 4S1 (j + 2).
(C.8)
The formulae (C.6)(C.8) are equivalent to the matrix equation
(0)
(0)
(0)
(0)
gg (j ) qg (j ) g (j )
+ (j )
0

(0)
(0)
(0)
(0)
1
=
V
0
0 (j )
gq (j ) qq (j ) q (j ) V
(0)
(0)
(0)
0
0
g (j ) q (j ) (j )
1

V
=1 ,
V
where
vg
=
V
vg
2(j 1)vq
vq
j (j 1)
(j +1)(j +2) v
j
j +1
v
(C.9)
+ 1)vq
v
(j
+
1)(j
+
2)
1 =
V
2(4j 2 1)(2j + 3)
1
(2j + 3)vg1 4 jj 1
+2 (2j + 3)vg
2j +1
1
3 2j +1 vq1
6 (j +1)(j
j +1
+2) vq
(2j 1)v1
4(2j 1)v1
vg
0
0
(0)
(j )
(C.10)
2
3 (j
j (j 1)
1
3 (j +1)(j
+2) (2j + 3)vg
j (2j +1)
1
(j +1)(j +2) vq
3(2j 1)v1
with arbitrary values of vg , vq and v .

Analogously to the polarized case one can write the expression for the anomalous
dimension matrix in the form
(0)
(0)
(0)
(0)
gg (j ) qg (j ) g (j )
+ (j )
0
0

(0)
(0)
(0)
(0)
1
0
0 (j )
0 V
(0) (j ) gq
(j ) qq (j ) q (j ) = V
(0)
(0)
(0)
(0)
0
0
(j )
g (j ) q (j ) (j )
=
1
2(4j 2 1)(2j
+ 3)

(j + 1)(j + 2) 4 j 2 1 3j (j 1)

2
(0)
(2j + 3) + (j ) (j + 1)(j + 2) 4 j 1 3j (j 1)

(j + 1)(j + 2) 4 j 2 1 3j (j 1)

6(j 1)(j + 2) 12(j 1) 6j (j 1)
(0)
+ (2j + 1)0 (j )
3(j + 2)
6
3j
2(j + 1)(j + 2)
4(j + 1)
2j (j + 1)

+ (2j 1)(0)(j )

j (j 1)
j (j + 2)
(j + 1)(j + 2)
which does not depend on vg , vq and v .
4j (j 1)
4j (j + 2)
4(j + 1)(j + 2)
3j (j 1)
3j (j + 2)
3(j + 1)(j + 2)

(C.11)
59
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Proton decay in a consistent supersymmetric SU(5)

GUT model
D. Emmanuel-Costa, S. Wiesenfeldt
Deutsches Elektronen-Synchrotron DESY, 22603 Hamburg, Germany
Received 3 March 2003; accepted 7 April 2003
Abstract
It is widely believed that minimal supersymmetric SU(5) GUTs have been excluded by the
SuperKamiokande bound for the proton decay rate. However, in the minimal model, the theoretical
prediction assumes unification of Yukawa couplings, Yd = Ye , which is known to be badly violated.
We analyze the implications of this fact for the proton decay rate. In a consistent SU(5) model
with higher dimensional operators, where SU(5) relations among Yukawa couplings hold, the proton
decay rate can be several orders of magnitude smaller than the present experimental bound.
PACS: 11.10.Hi; 12.10.Dm; 12.60.Jv; 13.30.-a; 14.20.Dh
1. Introduction
Supersymmetric Grand Unified Theories (SUSY GUTs) [1] provide a beautiful
framework for theories beyond the standard model (SM) of particle physics. They combine
several attractive ideas, namely, supersymmetry and unification of matter and interactions.
A crucial prediction of SUSY GUTs is the instability of the proton [2], and the long-lasting
search for proton decay has put a strong constraint on unified theories.
The simplest models are based on the gauge group SU(5). The SM particles can be
grouped into two multiplets per generation, no additional matter particles are needed.
Hereby, the down quark and charged lepton Yukawa couplings are unified. The GUT
scale is set by the unification of the gauge couplings around 2 1016 GeV in the Minimal
Supersymmetric Standard Model (MSSM).
E-mail addresses: emmanuel@mail.desy.de (D. Emmanuel-Costa), soeren@mail.desy.de (S. Wiesenfeldt).
doi:10.1016/S0550-3213(03)00301-8
D. Emmanuel-Costa, S. Wiesenfeldt / Nuclear Physics B 661 (2003) 6282
63
SU(5) based models have been studied in great detail. Recently the simplest version, minimal supersymmetric SU(5) [1], was claimed to be excluded due to the SuperKamiokande bound on proton decay [3,4]. The exclusion of the prototype GUT model
is an important result and it is worth analyzing the underlying assumptions carefully.
One ingredient is the sfermion mixings [5] which are essentially unknown and which
are neglected in Refs. [3,4]. Taking these mixings into account one can suppress the proton
decay rate below the experimental bound [5,6]. Another important question concerns the
failure of down quark and charged lepton Yukawa couplings to unify. To our knowledge, all
previous analyses assumed exact unification at the GUT scale, Yd = Ye , and then used the
down quark matrix to study proton decay. The decay width, however, is strongly dependent
on flavour mixing and there is no reason not to take, for instance, the lepton matrix instead.
The failure of Yukawa unification can be accounted for by adding operators induced by
Planck scale effects [6]. Since the GUT scale is only about two orders below the Planck
scale, differences between down quarks and charged leptons can be explained by such
operators. In addition, they also affect the proton decay operators.
In this paper, we start with minimal supersymmetric SU(5) and discuss the influence of
flavour mixing on proton decay. After that, we will study the impact of higher dimensional
operators on proton decay. In particular, we consider two simple models where the decay
rate is well below the experimental limit.
The outline of the paper is as follows: after briefly describing the supersymmetric SU(5)
GUT model (Section 2) and analyzing the dimension five operators (Section 3), we discuss
the results of the different scenarios in Section 4. Important and clarifying details are given
in Appendices AD.
2. Supersymmetric SU(5) GUTs

We start this section by briefly describing the minimal supersymmetric SU(5) GUT
model [1]. It contains three generations of chiral matter multiplets,
10j = Q, uC , eC j ,
5j = d C , L j ,
and a vector multiplet A(24) which includes the twelve gauge bosons of the SM and twelve
additional ones, the X and Y bosons. Because of their electric and colour charges, the
latter mediate proton decay via d = 6 operators. At the GUT scale, SU(5) is broken to
GSM = SU(3) SU(2) U(1)Y by an adjoint Higgs multiplet (24). A pair of quintets,
H (5) and H (5 ), then breaks GSM to SU(3) U(1)em at the electroweak scale. The
superpotential is given by

1
1
W = m tr 2 + a tr 3 + H 5 ( + 3 )H (5)
2
3
ij

1 ij
+ Y1 10i 10j H (5) + 2 Y2 10i 5j H 5 .
4
(1)
64
The adjoint Higgs multiplet,

1
2 0
(3,2)
8
24 ,
+
(24) =
(3 ,2)
3
2 15 0 3
acquires the vacuum expectation value (VEV)
= diag(2, 2, 2, 3, 3),
so that the X- and Y -bosons become massive,
MV MX = MY = 5 2 g5 ,
(2)
whereas the SM particles remain massless. Here g5 is the SU(5) gauge coupling. The
components 8 and 3 of (24) both acquire the mass
5
M M8 = M3 = m,
2
while (3,2) and (3 ,2) form vector multiplets of mass MV together with the gauge
multiplets. Finally, the mass of the singlet component 24 is 12 m.
The pair of quintets, H (5) and H (5 ), contains the SM Higgs doublets, Hf and H f ,
which break GSM , and colour triplets, HC and H C , respectively. To have massless Higgs
doublets Hf and H f , while their colour-triplet partners (leptoquarks) are kept super-heavy,
MHC = MH C = 5,
(3)
the mass parameters of H (5) and H (5 ) have to be fine-tuned O(v/ ) 1013 . This is
the so-called doublettriplet-splitting problem. As we will see below, RGE analysis gives
constraints on the masses of the new particles.
Expressed in terms of SM superfields, the Yukawa interactions are
ij
ij
ij
WY = Yu Qi uCj Hf + Yd Qi djC H f + Ye eiC Lj H f

1 ij
ij
ij
ij
+ Yqq Qi Qj HC + Yql Qi Lj H C + Yue uCi ejC HC + Yud uCi djC H C ,
2
(4)
where
Yu = Yqq = Yue = Y1 ,
(5)
Yd = Ye = Yql = Yud = Y2 .
(6)
In particular, the Yukawa couplings of down quarks and charged leptons are unified. While
mb = m can be fulfilled at the GUT scale, it fails for the first and second generation. This
problem can be solved by adding higher dimensional operators due to physics at the Planck
scale so that [6]
1
1
(tr 2 )2
tr 4
W = m tr 2 + a tr 3 + b
+c
.
2
3
MPl
MPl
(7)
Now the masses of 3 and 8 are no longer identical, which will affect the constraints
on the leptoquark mass. Including possible couplings up to order 1/MPl , the Yukawa
65
interactions read

e f
e
1
ij
ij
ij
cd e
ab cd f
ab cf d f
WY = !abcde Y1 10ab
10
H
+
f
10
10
H
+
f
10
10
H
i
j
i
j
i
j
1
2
4
MPl
MPl

a
c
b bc
b
ij
ij
ij
+ 2 Y2 H a 10ab
(8)
.
10 5 + h2 H a 10ab
5
i 5j b + h1 H a
i
MPl i j c
MPl j c
Then the Yukawa couplings are given by

S 1 S
3f2 + 5f2A ,
f +
MPl 1
4 MPl
h1 + 2
h2 ,
Yd = Y2 3
MPl
MPl
h1 3
h2 .
Ye = Y2 3
MPl
MPl
Yu = Y1 + 3
(9)
Here /MPl O(102 ), and S and A denote the symmetric and antisymmetric parts of the
matrices, respectively. Thus the three Yukawa matrices, which are related to masses and
mixing angles at MZ by the RGEs, are determined by six matrices.
From Eq. (9) one reads off,
Yd Ye = 5
(10)
h2 .
MPl
Hence the failure of Yukawa unification is naturally accounted for by the presence of
h2 . Note that we do not need to introduce any additional field at MGUT to obtain this
relation; it just arises from corrections O(/MPl ). Therefore we call this model a consistent
supersymmetric SU(5) GUT model. In the minimal model, Yqq = Yue = Yu ; furthermore,
one usually chooses Yql = Yud = Yd . Note, however, that the choices Yql = Yud = Ye or
Yql = Yd , Yud = Ye would be equally justified. As we shall see, this ambiguity strongly
affects the proton decay rate.
Finally, in general right-handed neutrinos can be added as singlets in SU(5) models.
With 1j = jC , the Yukawa interactions read
WY = YD 1i 5j H (5) + M ij 1i 1j ,
ij
where M is the Majorana mass matrix with eigenvalues O(MGUT ).
3. Analysis of dimension five operators

The evolution of the proton decay rate based on dimension five operators involves a
number of parameters and assumptions which have changed in analyses during the past
years. In this section we therefore list the main ingredients of our quantitative analysis.
Technical details are given Appendices AD.
Integrating out the leptoquarks in Eq. (4), two dimension five operators remain which
lead to proton decay (Fig. 1) [7],

1
1 ij km
ij km C C C C
Yqq Yql (Qi Qj )(Qk Lm ) + Yue Yud
ui e j uk d m ,
W5 =
(11)
MHC 2
66
(a)
(b)
Fig. 1. Proton decay via dimension five operators: They result from exchange of the leptoquarks followed by
gaugino or higgsino dressing.
called the LLLL and RRRR operator, respectively. The scalars are transformed to their
fermionic partners by exchange of a gauge or Higgs fermion. Neglecting external momenta,
the triangle diagram factor reads, up to a coefficient K depending on the exchange particle,

1
d 4k
1
1
1
=
f (M; m1, m2 ),
4
2
2
2
2
i(2) m1 k m2 k M k/ (4)2
(12)
with
f (M; m1, m2 ) =

m21
m21
m22
m22
M
,
ln
ln
m21 m22 m21 M 2 M 2 m22 M 2 M 2
(13)
where M and mj denote the gaugino and sfermion masses, respectively.

As a result of Bose statistics for superfields, the total antisymmetry in the colour index
requires that these operators are flavour non-diagonal [8]. The dominant decay mode is
therefore p K . Since the dressing with gluinos and neutralinos is flavour diagonal,
the chargino exchange diagrams are dominant [9,10]. The Wino exchange is related to the
LLLL operator and the charged higgsino exchange to the RRRR operator, so that the
coefficients of the triangle diagram factor are
KLLLL = 2g 2 ,
KRRRR = yy .
(14)
Here y and y denote the corresponding Yukawa couplings (cf. Fig. 1(b)) and g is the gauge
coupling.
The leading process p K + is used in the analyses of Goto and Nihei [3] and
Murayama and Pierce [4] to exclude the minimal supersymmetric SU(5) model.
3.1. Calculation of the leading process
The Wilson coefficients C5L = Yqq Yql and C5R = Yue Yud are evaluated at the GUT
scale. Then they have to be evolved down to the scale MSUSY , leading to a short-distance
renormalization factor As . The sparticles are integrated out, as described above, and
the operators give rise to the effective four-fermion operators of dimension 6. Now the
renormalization group procedure goes on to the scale of the proton mass mp 1 GeV
leading to a second, long-distance renormalization factor Al . The factors are discussed in
Appendix D.
67
At 1 GeV, the link to the hadronic level is made using the chiral Lagrangian method
[11,12]. In Ref. [3], the Amplitude for p K + is given as

usd

usd 2mp
+ CRL
D
A K + = CLL
3mB

uds

mp
uds
+ CLL + CRL
(3F + D)
1+
3mB

mp
dsu
+ CRL
(15)
1
(3F D) ,
3mB
where
and are the hadron matrix elements [13]

uL (k) = ! 0| dR uR uL |p(k),

uL (k) = ! 0| dL uL uL |p(k),
(16)
from which all other elements can be calculated. In our analysis we need [14]
2mp
D,
f 3mB

mp
1
+
1+ F + D
,
K |(udR )sL |p =
f
3
mB
and for R L. uL (k) denotes the left-handed component of the proton wave
function, f = 131 MeV the pion decay constant. It is known that || || [13], and
different calculations give 0.003 GeV3 0.03 GeV3 . The latest evaluation was
done by the JLQCD Collaboration at 2.3 GeV obtaining = 0.015(1) GeV3 and
= 0.014(1) GeV3 [14]. The systematic uncertainties are large, and since we want to
study whether the experimental limit excludes minimal supersymmetric SU(5) or not,
we use the smallest value = 0.003 GeV3 ;
mB = 1150 MeV is an average baryon mass according to contributions from diagrams
with virtual and [11];
D = 0.81 and F = 0.44 are the symmetric and antisymmetric SU(3) reduced matrix
elements for the axial-vector current [15];
the coefficients CLL and CRL are related to the LLLL and RRRR operators
as discussed in Appendix C and given by Eq. (C.1). Moreover, they include the
renormalization factors As and Al as well as the coefficient K (14), the triangle
diagram factor (13) and the suppressing mass of the leptoquarks, MHC .
K + |(usR )dL |p =
The first and second line of Eq. (15) is related to chargino exchange as shown in Fig. 6. This
formula is given in Ref. [16]. The authors of Ref. [3] add the third term due to neutralino
exchange of Fig. 7(b). Here we also include the corresponding diagrams of Fig. 7(a).
Finally, the decay width is given by [12]
(m2p m2K )2
+ 2

A K i .
p K + =
32m3p f2
i=e,,
(17)
68
3.2. Comparing the LLLL and RRRR contribution

The RRRR contribution has been ignored for a long time. However, as pointed out
by Lucas and Raby [16], this operator gives a significant contribution in SUSY SO(10)
models. The reason is that the Wilson coefficients and hence the LLLL contribution are
proportional to sin12 = 12 (tan + tan1 ), whereas the RRRR contribution is proportional
to (tan + tan1 )2 . Therefore, the latter is dominant for large tan , which is naturally the
case for SO(10) models. Here tan defines the ratio of the vacuum expectation values
of the Higgs doublets Hf and H f . Since the RRRR contribution is proportional to the
Yukawa couplings, it is dominated by the third generation. As long as the top mass was
believed to be less than 100 GeV, it could be neglected in the analysis. Then the decay
width is given by the LLLL contribution and can be suppressed sufficiently by adjusting
the phase matrix given in Eq. (A.1).
In Ref. [3], the RRRR contribution was studied in the minimal SU(5) model. It was
found that the total width is even affected for low tan because the phase dependence
of p K + and p K + now differs, so both channels cannot be reduced
simultaneously.
3.3. Supersymmetric particle spectrum
Looking at the dressing diagram we notice that by taking the sfermions to be degenerate
at a TeV, the triangle diagram factor (13) is given by

m2 Mm M
M
2
2
2
.
m M M ln 2
f (M; m) =
(18)
(M 2 m2 )2
M
m2
Therefore, the sfermions are usually assumed to have masses of 1 TeV. An exception
is often made for top squarks. Since the off-diagonal entries of the mass matrix are
proportional to mt , the mixing is expected to be large, with at least one eigenvalue much
below 1 TeV. In analyses, one typically uses 400, 800 GeV, or 1 TeV for mt. For the other
sfermions, the mixings are neglected. The proton decay rate is further suppressed by light
gauginos and higgsinos. Note that the experimental limit for charginos is m > 67.7 GeV
[17].
Since proton decay is dangerously large, also the decoupling scenario [18] has been
studied, where the scalars of the first and second generation can be as heavy as 10 TeV [4].
Here, proton decay is clearly dominated by the third generation.
As already mentioned above, one can constrain the leptoquark mass MHC by examining
the RGEs for the gauge couplings; the details are given in Appendix B. This analysis has
been done in the minimal model for a long time already, first at one-loop level then at twoloop accuracy because of the large top Yukawa coupling. The most recent calculation leads
to the constraint [4],
3.5 1014 GeV MHC 3.6 1015 GeV
(90% C.L.),
(19)
with MHC well below the GUT scale.

This constraint depends on the Higgs representations. Other Higgs representations can
be chosen as well which yield a higher leptoquark mass (cf. [19]). Moreover, we already
69
pointed out that M3 = M8 no longer holds in the consistent model. Then MHC changes by
a factor of (M3 /M8 )5/2 and we easily estimate that M3 = 2M8 is enough to raise the limit
to MGUT . In our calculation, we therefore choose MHC = 2 1016 GeV.
Finally, one can also define a quantity MGUT for which one gets [4],
1/3

2.0 1016 GeV (90% C.L.),
1.7 1016 GeV MGUT MV2 M
(20)
in good agreement with the region of the gauge coupling unification.
4. Minimal vs. consistent models

In this section we want to discuss the decay rate both in the minimal and in the consistent
SU(5) model. The diagrams are given in Appendix C. Finally, we calculate the decay via
dimension six operators.

4.1. Minimal model
As already discussed in Section 2, we can choose Yd or Ye for Yql and Yud to calculate
the proton decay amplitude. Since the Yukawa couplings of down quarks and charged
leptons do not unify, this ambiguity cannot be resolved in minimal SU(5). Despite this
fact, however, in all previous analyses the relations Yql = Yud = Yd have been used.
As discussed in Appendix A, two physical bases are used to calculate the decay
amplitudes, with either a diagonal up quark matrix [10] or a diagonal down quark
matrix [3]. Assuming
Yqq = Yue = Yu ,
Yql = Yud = Yd ,
(21)
the Wilson coefficients at the GUT scale can be written as

u
u u
C5L
= Yqq
Yql = (Du P )(VCKM Dd ),

u
u u
C5R = Yue Yud = Du VCKM

P VCKM Dd
(22)
in the former and

T
d
d d
C5L
= Yqq
Yql = VCKM
P Du VCKM (Dd ),

T
d
d d
= Yue
Yud = VCKM
Du P VCKM
Dd
C5R
(23)
in the latter case. Here Du and Dd are the diagonalized Yukawa coupling matrices
evaluated from Yu and Yd , respectively, VCKM is the CKM matrix and P is the additional
phase matrix as given in Eq. (A.1).
We choose the parameters in Eq. (17) as described in Section 3 and vary tan . Since
the decay width is proportional to tan , low values are preferred to obtain a small decay
rate. On the one hand, the top Yukawa coupling becomes non-perturbative for low tan
since ht sin1 . Hence, we start at tan 2.5. Fig. 2 shows the results of the following
three cases: (i) all sfermions have masses of 1 TeV; (ii) mt is changed to 400 GeV;
(iii) decoupling scenario, where the scalars of the first and second generation have masses
70
Fig. 2. Decay rate (p K + ) as function of tan in the minimal model with Yql = Yud = Yd . The
experimental limits are given by SuperKamiokande experiment [20,21].
of 10 TeV. The dash-dotted line represents the experimental limit = 6.7 1032 yr
as given by the SuperKamiokande experiment [17,20], the dotted line is the new limit
= 1.9 1033 yr [21]. As in Refs. [3,4], the amplitude is always above the experimental
limit.
Next, we study the case
Yqq = Yue = Yu ,
Yql = Yud = Ye ,
(24)
in order to illustrate the strong dependence of the decay rate on flavour mixing and
therefore on Yukawa unification. The Wilson coefficients now read
and
u
C5L
= (Du P )(MDe ),

u
C5R = Du M P MDe
(25)

d
C5L
= MT P Du M (De ),

d
= P M De MT Du ,
C5R
(26)
where M = Uu Ue replaces the CKM matrix VCKM . Note that the mixing matrix in Yu or
Yd (cf. Eqs. (A.3) and (A.4)) is still given by VCKM . Since Yd = Ye , the masses and mixing
of quarks and leptons are different and M is undetermined.
We first ignore mixing, i.e., M = 1, and calculate the decay rate; the results are shown
in Fig. 3. Without mixing, only scalars of the first and second generation take part so that
the decay rate can be reduced significantly in the decoupling scenario where the triangle
diagram factor (13) changes by almost two orders of magnitude.
Now we take M totally arbitrarily and minimize the decay rate. As can be seen in Fig. 3,
it is possible to push the amplitude below the experimental limit even for smaller sfermion
71
Fig. 3. Decay rate (p K + ) as a function of tan with Yql = Yud = Ye . The mixing matrix M is taken
arbitrary or M = 1.
masses. In the case mt = 400 GeV, this is only possible for small values of tan . The fact
that a sufficiently low decay rate can be found illustrates the dependence on flavour mixing
and therefore the uncertainty due to the failure of Yukawa unification.
4.2. Consistent model
In this case the coefficients of the operators can be derived from the superpotential (8),
S 1 S
f
f ,
MPl 1
2 MPl 2

S 1 S
f2 + 5f2A
f1
Yue = Y1 2
MPl
2 MPl
Yqq = Y1 2
(27)
and
h1 3
h2 ,
MPl
MPl
= Y2 + 2
h1 + 2
h2 .
MPl
MPl
Yql = Y2 + 2
Yud
(28)
Note that Yql Yud = Ye Yd , which means that Yql and Yud cannot be zero at the same
time.
It is instructive to express these Yukawa matrices in terms of the quark and charged
lepton Yukawa couplings and the additional matrices f and h (cf. relations Eq. (A.5)),

1
S
S
Yqq = Yqq
= Yue
= YuS 5
f1S + f2S ,
MPl
4
72
5 A
f ,
2 MPl 2
h1 ,
Yql = Ye + 5
MPl
Yud = Yd + 5
(29)
h1 .
MPl
If one allows the (3, 3)-component of f1 and f2 to be O(MPl / ) 1, proton decay via
dimension five operators can be avoided, for instance, by satisfying
A
Yue
= YuA
1
MPl S
2 MPl A
Yu ,
Y
f2A =
f1S + f2S =
(30)
4
5
5 u
so that both C5L = Yqq Yql and C5R = Yue Yud vanish.
Even if we restrict ourselves to natural matrices, i.e., couplings O(1), we can
considerably reduce the decay amplitudes by a suitable choice of matrices. In the following,
we will illustrate this with two simple examples where either the RRRR or the LLLL
contribution vanishes at the GUT scale.
The first model is given by
Yqq = Yue = diag(0, 0, yt ),
Yud = diag(0, ys y , yb y ),
Yql = diag(ye yd , 0, 0),
(31)
where yj are the Yukawa couplings of the fermions at MGUT . In this model the RRRR
ij km
ij km
is zero whenever a particle of
contribution vanishes completely because C5R = Yue Yud
the first generation takes part. But according to Figs. 6(d) and 7(b), at least one particle of
the first generation is needed. Furthermore, only the decay channel p K e remains. As
requested, all matrix elements are O(1) or smaller.
After RGE evolution by means of Eqs. (B.3) and (B.4), the simple structure of Wilson
coefficients changes slightly, but the RRRR contribution and the decay channel p K
are still negligible whereas p K becomes dominant. Fig. 4 shows the results for
different sfermion masses. The decay amplitude is always well below the experimental
limit, in the case mt = 1 TeV even more than two orders of magnitude.
Now we turn to the second model where the LLLL contribution vanishes at MGUT ,
Yqq = Yue = diag(0, 0, yt ),
Yud = diag(yd ye , ys y , yb ),
Yql = diag(0, 0, y ).
ij km
ij
(32)
km
is only different from zero for i = j = k = m = 3 and the decay has
Now C5L = Yqq Yql
to be non-diagonal. Only the RRRR contribution with a low absolute value remains. After
renormalization, the RRRR contribution is still dominated by third generation scalars so
that decoupling of the first and second generation does not change the result. The LLLL
operator contributes only via p K .
As shown in Fig. 5, the proton decay rate is even smaller in this model. Furthermore,
due to the smaller (3, 3)-component of h1 compared to the first model, it can easily be used
for higher values of tan .
73
Fig. 4. Decay rate (p K + )

as function of tan in the consistent model.
Fig. 5. Decay rate (p K + ) in the second model.
4.3. Proton decay via dimension six operators

For completeness we include proton decay via X- and Y -bosons [22,23]. The dominant
decay mode is p e+ 0 . The decay width is given by

p e+ 0 =
2 2

2
mp 2
2 gu
(1
+
D
+
F
)
A 1 + 1 + |Vud |2 .
2
2
64f
MV
(33)
74
The enhancement factor A contains both a short-distance contribution ASD between the
SUSY-breaking and GUT scales and a long-distance contribution ALD Al between
1 GeV and the SUSY-breaking scale. ASD splits into three parts according to the three
gauge couplings:

SD
1 (MZ )
=
5
23
30b1
2 (MZ )
5
3
2b2
3 (MZ )
5
4
3b3
= 2.37,
(34)
where the first part is an approximate calculation [24].

With the SuperKamiokande limit (p e+ 0 ) = 5.3 1033 years [25] and using
= 0.015 GeV3 of Ref. [14], the mass of the heavy gauge bosons has to satisfy the lower
bound
MV 6.8 1015 GeV,
roughly half of MGUT (20). Since MV4 , the proton decay rate for MV = MGUT is far
below the detection limit which can be reached within the next years.
5. Conclusion
We have recalculated the proton decay rate in supersymmetric SU(5) GUTs. In
particular, we have emphasized the strong dependence of the decay amplitude for flavour
mixing.
Minimal SU(5) GUT is inconsistent since the predicted Yukawa unification, Yd = Ye , is
badly violated. A consistent supersymmetric SU(5) model requires additional interactions
which account for the difference of down quark and charged lepton masses. Such
interactions are conveniently parameterized by higher dimensional operators.
We have shown that such operators can reduce the proton decay rate by several orders of
magnitude and make it consistent with the experimental upper bound. We are not aware of a
mechanism which would naturally lead to the required relations among Yukawa couplings.
But, on the other hand, proton decay also does not rule out consistent supersymmetric
SU(5) models.
Acknowledgements
We are very grateful to Wilfried Buchmller for his guidance in this project. The work
of D.E.C. was supported by Fundao para a Cincia e a Tecnologia under the grant
SFRH/BPD/1598/2000.
75
Appendix A. The SU(5) Yukawa sector and specific bases

A.1. Minimal model
In the minimal theory, the SU(5) Yukawa sector of the superpotential reads
ij

1 ij
WY = Y1 10i 10j H (5) + 2 Y2 10i 5j H 5 .
4
From the superpotential one can immediately conclude that Y1 is a symmetric complex
matrix. With Yu = Y1 and Yd = Y2 , the Yukawa matrices have the form
Yu = Uu Du P Uu ,
Yd = Ud Dd UdR
.
Here, P is an additional phase matrix with det P = 1 which is usually parametrized as

P = ei diag ei13 , ei23 , 1 .
(A.1)
These phases cannot be absorbed by field redefinitions [23]. The CKM matrix is then
defined as
VCKM = Uu Ud .
(A.2)
The most general weak basis transformation which leaves the interactions invariant is:
10i 10j = Uij 10j ,
5i 5j = Vij 5j .
Then the Yukawa matrices transform like

Yu U Yu U,
Yd U Yd V.
The superpotential of the SU(5) Yukawa interactions expressed in terms of SM

superfields is given by Eq. (4). Transforming the singlets fields by W , the
superpotential transforms like

WY = Q U Yu UWu uC Hf + Q U Yd VWd d C H f

1
+ eC We U Ye V LH f + Q U Yqq U QHC + Q U Yql V LH C
2

+ uC Wu U Yue UWe eC HC + uC Wu U Yud VWd d C H C .
There are two possible physical bases now, namely, diagonal up quark and diagonal down
quark matrices, which can be realized by a suitable choice of all transformation matrices.
With Yqq = Yue = Yu and Yql = Yud = Yd , the Yukawa interactions read
WY = Q Du uC Hf + Q (VCKM Dd )d C H f + eC De LH f
1
+ Q (Du P )QHC + Q (VCKM Dd )LH C
2

C

+ uC Du VCKM
e HC + uC P VCKM Dd d C H C
(A.3)
76
in the first and

WY = Q VCKM
Du uC Hf + Q Dd d C H f + eC De LH f

1
QHC + Q Dd LH C
+ Q VCKM
Du P VCKM
2

C

+ uC Du VCKM
e HC + uC P VCKM Dd d C H C
(A.4)
in the second basis. The former is used in Ref. [10], the latter in Ref. [3].
In principle, these formulae are only valid for unbroken supersymmetry where one can
use the same transformations for the fermions and their supersymmetric partners. Broken
supersymmetry gives small corrections to these transformations [9].
A.2. Consistent model
Expanding the superpotential by higher dimensional operators, the identities (5) and (6),
Yu = Yqq = Yue = Y1 ,
Yd = Yql = Yud = Y2 ,
at MGUT no longer hold. Instead, one can derive the following relations between the
matrices:
5 A
Yqq Yue =
f ,
2 MPl 2

S 5 S
f2 + f2A ,
Yu Yqq = 5
f1 +
MPl
4 MPl

S 5 S
f2 + 3f2A ,
f1 +
Yu Yue = 5
MPl
4 MPl
Yd Ye = Yud Yql = 5
h2 ,
MPl
3
2
Yd + Ye = Y2 3
h1 ,
5
5
MPl
Yql Ye = Yud Yd = 5
(A.5)
h1 .
MPl
The antisymmetric part of f2 is determined by the difference between Yqq and Yue , then
only symmetric terms of f1 and f2 remain.
Appendix B. Renormalization group equations
B.1. Yukawa couplings
The one-loop renormalization group equations, in the MS scheme, can be written for
general Yukawa matrices [26]

dYu
3
= Tu Gu (t) + bYu Yu + cYd Yd Yu ,
16 2
dt
2

3
dYd
= Td Gd (t) + bYd Yd + cYu Yu Yd ,
dt
2

dYe
3
= Ye Te Ge (t) + bYe Ye ,
16 2
dt
2
77
16 2
(B.1)
where t = log /MZ and the traces Tu , Td , Te are given by

Tu = tr 3Yu Yu + 3aYd Yd + aYe Ye ,

Td = Te = tr 3aYu Yu + 3Yd Yd + Ye Ye .
(B.2)
The constants a, b and c as well as the functions Gu (t), Gd (t) and Ge (t), are summarized
in Table 1.
The equations for the Wilson coefficients read [3]
d ij kl
C
dt 5L

i
2 2 ij kl
mj kl
2
2
= 8g3 6g2 g1 C5L + C5L Yd Yd + Yu Yu m
3

k
l
j
ij ml
ij km
imkl
Ye Ye m + C5L Yd Yd + Yu Yu m + C5L Yd Yd + Yu Yu m ,
+ C5L
(B.3)
d ij kl
C
dt 5R
ij kl
i

mj kl
= 8g32 4g12 C5R + C5R 2Yu Yu m
j
k
l
ij ml
ij km
imkl
2Yd Yd m + C5R 2Ye Ye m + C5R 2Yu Yu m .
+ C5R
(B.4)
16 2
16 2
Table 1
b
Coefficients to (B.1) and (B.2). The gauge coupling at 1-loop is given by gi2 (t) = gi2 (0)/(1 i2 gi2 (0)t). The
8
integers n and m stand for number of generations and Higgs doublets, respectively
SM

1, 1, 32
(0, 2, 1)
Gu (t)
17 g 2 (t) + 9 g 2 (t) + 8g 2 (t)

20 1
4 2
3
13 g 2 (t) + 3g 2 (t) + 16 g 2 (t)

15 1
3 3
2
Gd (t)
1 g 2 (t) + 9 g 2 (t) + 8g 2 (t)

4 1
4 2
3
7 2
16 2
2
15 g1 (t) + 3g2 (t) + 3 g3 (t)
Ge (t)
9 g 2 (t) + 9 g 2 (t)
4 1
4 2
9 g 2 (t) + 3g 2 (t)
5 1
2
b1
4n + 1 m
3
10
3 m
2n + 10
b2
4 n + 1 m 22
3
6
3
2n + 12 m 6
b3
4 n 11
3
2n 9
(a, b, c)
MSSM
78
B.2. Gauge couplings, constraint on MHC

In minimal supersymmetric SU(5), the RGE at one-loop level are given by [10]:

1
1
3
2
MS
11 (MZ ) = 51 () +
+ 2n +
n
log
log
2
3
2
MZ
5
MZ

2
,
10 log
+ log
MV
5
MHC

13
1
2
MS
21 (MZ ) = 51 () +
+ (2n 5) log
n
log
2
3
6
MZ
MZ

6 log
+ 2 log
,
MV
M3

2
MS
1
n 2 log
31 (MZ ) = 51 () +
+ (2n 9) log
2
3
MZ
MZ

4 log
+ 3 log
+ log
,
MV
M8
MHC
where MS is the SUSY breaking scale. Using the combinations

1
1 + 321 231 (MZ )

1
MHC M3 5/2
12
MS
=
log
+
,
2 log
2
MZ
5
MZ M8

1
51 321 231 (MZ )

M 2 M3 M8
MS
1
8 log
,
+ 12 log V 3
=
2
MZ
MZ
(B.5)
(B.6)
3
one can derive constraints on the products MHC (M3 /M8 )5/2 and MV2 M3 M8 MGUT
.
At two-loop level, there are no simple analytic relations any more.
Taking M8 = M3 = M as it was done for the constraint in Eqs. (19) and (20), it simply
3
= MV2 M .
reads MHC and MGUT
Appendix C. Diagrams
Fig. 6 lists the diagrams for the decay p K + with chargino dressing; they are related
to the first addend in (15). Those with right-handed fermions incoming can be divided
into two groups depending on the dressing before (Fig. 6(c)) or after the decay operator
(Fig. 6(d)); we therefore call them RRLL and RRRR diagrams, respectively. The latter
case is the only one related to the RRRR operator and C5R because there are no righthanded neutrinos in the model. As discussed in Section 3, the dimension five operators are
flavour non-diagonal, hence several diagrams are suppressed.
By interchanging down and strange quarks as incoming and outgoing particles, we get
the diagrams due to the second addend. The diagrams of the last one cannot be realized by
chargino exchange, so we look at those with neutralino exchange that are given in Fig. 7.
79
(a)
(b)
(c)
(d)
Fig. 6. Diagrams with chargino dressing (a) LLLL triangle diagrams; (b) LLLL box diagrams; (c) RRLL
diagrams; (d) RRRR diagrams.
(a)
(b)
Fig. 7. Diagrams with neutralino dressing (a) LLLL diagrams; (b) RRRR diagrams.
80
The coefficients CLL and CRL used in Eq. (15) then read
CLL/RL =
K
C5L/5R As Al f (M; m1 , m2 ),
MHC
(C.1)
where C5L = Yqq Yql is related to CLL and C5R = Yue Yud to CRL . They are evaluated at
the GUT scale and As gives the correction due to running from GUT to SUSY breaking
scale where K is determined. In practice, the Wilson coefficients C5 are renormalized by
means of Eqs. (B.3) and (B.4) and evaluated at SUSY breaking scale. Finally, Al describes
the renormalization of the d = 6 coefficients down to 1 GeV.
Appendix D. Renormalization factors

The renormalization factors are crucial for analyzing the proton decay. Since there is
some discrepancy in the literature, we want to discuss them here in detail.
As already mentioned in Section 3, there are two ranges for the renormalization, namely,
the short-distance between MGUT and MSUSY and the long-distance between the latter
and the proton mass at 1 GeV leading to the factors As and Al . The former is highly
dependent on the top Yukawa coupling yt and can therefore not be calculated analytically.
The renormalization group effects in SUSY GUTs have first been discussed in Ref. [27].
At that time, not only the high top mass was unknown (mt = 20 GeV was assumed), but
since there were no data at MZ , the values at 1 GeV were taken to calculate the decay rate.
Hence the renormalization factors AS and AL were defined, which include the running
factor of the Yukawa couplings from low to high scale. In this work, we use the Yukawa
couplings at MZ and MSUSY and evaluate their values at MGUT . These are taken as input
parameters for the calculation, so our factors As and Al differ from AS and AL in Refs. [10,
27]. For the long-distance part, this discrepancy was stressed in Ref. [28].
Because of the high top mass, As cannot be solved analytically [10] and depends on
the related particles. Hence the Wilson coefficients are evolved down to MSUSY by using
Eqs. (B.3) and (B.4). For simplicity, MSUSY is identified with the electroweak scale, so Al
describes pure QCD renormalization down to 1 GeV,1

3 (had )
Al =
3 (MZ )
6
332nf
3 (had )
3 (mc )
2
9
3 (c )
3 (mb )
6
25
3 (mb )
3 (mZ )
6
23
= 1.43, (D.1)
with had = 1 GeV.
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l
81
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Supersymmetric YangMills theories with local

coupling: the supersymmetric gauge
E. Kraus a , C. Rupp b , K. Sibold c
a Physikalisches Institut, Universitt Bonn, Nuallee 12, D-53115 Bonn, Germany
b Institut fr Theoretische Physik, Universitt Karlsruhe, D-76128 Karlsruhe, Germany
c Institut fr Theoretische Physik, Universitt Leipzig, Augustusplatz 10/11, D-04109 Leipzig, Germany
Received 13 December 2002; accepted 7 April 2003
Abstract
Supersymmetric pure YangMills theory is formulated with a local, i.e., spacetime dependent,
complex coupling in superspace. Super-YangMills theories with local coupling have an anomaly,
which has been first investigated in the WessZumino gauge and there identified as an anomaly
of supersymmetry. In a manifest supersymmetric formulation the anomaly appears in two other
identities: the first one describes the non-renormalization of the topological term, the second relates
the renormalization of the gauge coupling to the renormalization of the complex supercoupling. Only
one of the two identities can be maintained in perturbation theory. We discuss the two versions and
derive the respective function of the local supercoupling, which is non-holomorphic in the first
version, but directly related to the coupling renormalization, and holomorphic in the second version,
but has a non-trivial, i.e., anomalous, relation to the function of the gauge coupling.
1. Introduction
Local couplings have always been a useful tool for defining local operators in quantum
field theory [1,2]. They came back to the center of interest from string theory and served
for understanding the non-renormalization theorems of chiral vertices in supersymmetric
theories [3,4]. Even more it turned out that local couplings allow to prove rather easily
the AdlerBardeen non-renormalization theorem [5] by giving a precise definition for the
[68]. In this way local gauge coupling in
renormalization of the topological term GG
E-mail addresses: kraus@th.physik.uni-bonn.de (E. Kraus), cr@particle.uni-karlsruhe.de (C. Rupp),
sibold@physik.uni-leipzig.de (K. Sibold).
doi:10.1016/S0550-3213(03)00295-5
84
E. Kraus et al. / Nuclear Physics B 661 (2003) 8398
supersymmetric gauge theories yields also the non-renormalization of the coupling beyond
one loop order [9], but it is seen that the renormalization of the topological term also
induces a one-loop anomaly in presence of local coupling [7,10].
By now one has applied the construction to supersymmetric gauge theories in the
WessZumino gauge [6,7,11]. There the anomaly could be put into the Ward identity of
supersymmetry as obtained out of a generalized SlavnovTaylor identity. Its coefficient
has been calculated as a function of the one-loop corrections to the topological term [10]
and it turns out to be independent of the gauge parameter and the scheme. It has been
also related to the ratio of the one and 2-loop function of the gauge coupling of pure
super-YangMills theories.
In the present paper we repeat the analogous analysis for pure super-YangMills
theories formulated in terms of superfields, hence with linear realization of supersymmetry,
which permits BPHZ or Wilsonian regularization as an invariant scheme of supersymmetry.
We also modify the introduction of the local coupling: we couple the gauge invariant
Lagrangians of the super-YangMills action to a chiral and an antichiral field as in the
WessZumino gauge, but define the gauge coupling by a constant shift in the lowest
component of the external fields. Then the renormalization of the coupling is related to
the renormalization of the external fields by the shift equation.
For the supersymmetric invariant schemes it turns out that the anomaly is shifted to
other symmetry identities. We consider two versions (Sections 4 and 5): in the first one
the anomaly induces non-holomorphic terms in that equation which defines the nonrenormalization of the topological term, in the second the shift equation that relates the
renormalization of external fields to the renormalization of the gauge coupling is modified
by the anomaly. Accordingly we find in the first version non-holomorphic terms in external
fields in the function, whereas the second version yields a holomorphic function in the
external fields (Section 6). From the construction we finally deduce a closed expression for
the gauge function [12,13] and identify the coefficient of the anomaly with the scheme
(2) (1)
and gauge independent ratio g 2 /g 2 . In Appendix A we construct the complete basis
of invariant operators, which contribute in the CallanSymanzik equation. A discussion
of previous results and a comparison with the WessZumino gauge can be found in the
conclusions.
2. Super-YangMills with local gauge coupling

For introducing the local gauge coupling we proceed similar as in the WessZumino
gauge [7]. We introduce a chiral and antichiral field and ,
= + + 2 f,
= + + 2 f,

and couple them to the gauge
and W

1
,
W
Tr
dS W W + d
SYM =
S W
128
with W the supersymmetric field strength tensor:

D
e D e , with = a a and Tr a b = ab .
W D
invariant Lagrangians W W
(1)
:
W
(2)
(3)
85
In this form the action does not have a well-defined free field action for the vector
superfield. There are two possibilities to proceed: first we could redefine the vector
superfield
( + )1
(4)
identifying the real part of the lowest component with the local coupling. This is analogous
to the construction of the WessZumino gauge. Alternativelyand this is the procedure
we will follow in the present paperwe can shift the lowest component of the external
superfields fields by a constant, which is the gauge coupling:
= +
1
,
2g 2
= +
1
.
2g 2
(5)
Then (2) has a well-defined free field action and we can treat and as ordinary external
fields.
The fields and are dimensionless. As such they can appear in arbitrary powers in
higher orders of perturbation theory. However, as they have been introduced here they
satisfy several constraints which restrict their appearance in higher orders:
(1) The property that the gauge coupling has been introduced by a shift in the lowest
component of the dimensionless superfield gives rise to the identity:

1

dS
= g 4 g 2 .
+ dS
(6)
2

It relates the renormalization of the gauge coupling to the renormalization of the
external fields and makes and to local supercouplings.
(2) The loop expansion is a power series expansion in the coupling. This property follows
from simple inspection of loop diagrams and can be summarized in the topological
formula,
Ng 2 = (N + N ) + (l 1),
(7)
which is valid in the present form for diagrams with external vector legs and
insertions. (For the generalization see (18).)
(3) Most important for the non-renormalization properties is the identification of the
imaginary part of the field with a spacetime dependent angle:

1
1
1
4
+ c.c., (8)
Tr d x
+
O(
)
W
W
+
i
+
SYM =
2
4 16
g 2 (x)
g2
with
= i( ).
The angle couples to a total derivative, which is expressed in the identity:

W
dS
SYM
dS
SYM = 0.
(9)
(10)
86
This identity together with the topological formula defines the renormalization of the
angle in presence of the local coupling and yields the non-renormalization of the
topological term [7,8].
The identity (10) and Eq. (7) govern the dependence on the superfields and of the
naively formulated perturbation theory. They lead together to the holomorphic action of
symmetric counterterms, which is claimed in the literature, i.e.,

1
Tr dS + z(1) W W + c.c.
eff,SYM =
(11)
128
Thus the non-renormalization properties of the angle govern the renormalization of the
coupling in loop orders l 2 and yield the generalized non-renormalization theorem of the
coupling. These findings are in complete analogy to the results of the WessZumino gauge
[7]. Without anomaly the counterterm action (11) could be considered as an effective action
for supersymmetric YangMills theories, but there is an anomaly which makes quantization
and renormalization non-trivial.
3. The SlavnovTaylor identity

For quantization we have to add to the classical action (2) the gauge fixing term. We
choose the following form,

1
1
1

g.f. = Tr dV + + 2
(12)
B B + DDB + D D B ,
g
8
8
which satisfies the defining properties of the YangMills action Eqs. (6), (7) and (10)
without modifications. Then one replaces gauge transformations by BRS-transformations
(see [14] for details):

1
s = Qs (, c+ , c+ ) = c+ + c+ + [, c+ c+ ] + O 2 ,
2
sc+ = c+ c+ ,
sc+ = c+ c+ ,

sc = B,
sc = B,
sB = 0,
= 0.
sB
(13)
The FaddeevPopov ghosts c+ and their corresponding antighost c as well as the

Lagrange multiplier field B are chiral fields, the respective complex conjugate fields are

antichiral. Having formulated the gauge fixing with Lagrange multiplier fields B and B,
BRS transformations are off-shell nilpotent on all fields. Then the ghost and gauge-fixing
part can be written as a BRS variation and as such it is BRS invariant:

1
1
c B + DDc + c.c. .
g.f. + ghost = s Tr dV + + 2
(14)
g
2
8
We want to mention that the extension of the gauge fixing to local coupling is not unique,
but can be modified in different ways. We choose one form, which is most practicable for
87
deriving the CallanSymanzik equation, and quote, that the terms of the gauge fixing being
BRS variations cannot have any influence on physical quantities as the gauge function
or the anomaly coefficients.
One still has to couple the non-linear BRS-transformations to external fields

c sc+ .
SY
ext.f. = Tr dV Y s + Tr dS Yc sc+ + Tr d
(15)
Then one can express BRS invariance of the classical action in the SlavnovTaylor (ST)
identity, which takes the conventional form:

cl cl
cl cl
cl
S(cl ) = Tr dV
+ Tr dS
+B

Yc c+
c

cl cl cl
+B
+ Tr d
S
(16)
= 0.
c c+
c
Y
The classical action cl comprises the YangMills part (2), the gauge fixing and ghost part
(14) and the external field part (15):
cl = SYM + g.f. + ghost + ext.f. .
(17)
It is immediately verified that the complete classical action satisfies the shift equation
of the local coupling (6) and the defining equation of the angle (10). The topological
formula including all fields has its final form:

Ng 2 (l) = N + N + NY + NYc + NYc + (l 1) (l) .
(18)
4. The anomaly
For constant coupling it is well known [15] that super-YangMills theory rendered massive by supersymmetric mass terms for vector and FaddeevPopov fields is renormalizable
in the asymptotic sense, i.e., for momenta much larger than the mass parameters of the
model. For the extended model with local coupling we can proceed in the same way: we
add to the classical action a vector mass term in agreement with Eqs. (6), (10) and (18):

1
,mass = dV + + 2 M 2 2 .
(19)
g
Since the FaddeevPopov ghosts are chiral fields, it is not possible to add a mass term in
agreement with (10) and (6). We choose the following form,

1
1
S m2 + 2 c c+ ,
mass, = dS m2 + 2 c c+ d
(20)
2g
2g
which yields a soft breaking of the identity (10) in the classical action, i.e., the identity (10)
only holds up to soft terms

2
W
(21)
cl = dS m c c+ + d
S m2 c c+ 0.
88
Having avoided the off-shell infrared problem of supersymmetric YangMills theories [16]
by introducing the soft breaking terms of gauge symmetry one can establish the ST identity
up to soft terms in renormalized perturbation theory,
S( ) 0.
(22)
The supersymmetry Ward identities

= 0,
W
W = 0,
(23)
and the global Ward identity of gauge symmetry hold including the soft terms.
The introduction of the multiplets and does not change these identities as long as one
uses a manifest supersymmetric formulation of the theory, i.e., superfields and supergraphs
and a respective invariant scheme as for example the BPHZL scheme, and establishes the
ST identity by adding the necessary non-invariant counterterms. Thus, the crucial equation
for the anomaly is the identity of the angle (10). We have shown in the WessZumino
gauge [7] that with unbroken supersymmetry an anomalous term appears in the W
identity in one-loop order ( = + 2g1 2 ),
W
(1)
r

256
dS

W W

1

d S W W + O h 2 .
(24)
The right-hand side is BRS invariant and supersymmetric and satisfies Eq. (6) and the
topological formula (18) in one-loop order. However it cannot be considered as an ordinary
scheme dependent breaking since it is the variation of a field monomial which depends on
the logarithm of the coupling

W

S 1 W
dS 1 W W d
= W
dS ln W
W +

W
.
d
S ln W
(25)
The respective counterterm does not fulfill the topological formula. As such it cannot
be generated in the subtraction procedure of ultraviolet divergences, since all diagrams
depend on powers of the coupling and satisfy the topological formula in a trivial way.
From Eq. (25) it is possible to prove with the same algebraic methods as in [7] that the
coefficient of the anomaly is gauge and scheme independent.
In the WessZumino gauge the coefficient r(1) has been calculated from scheme
independent and convergent one-loop expressions by using gauge invariance in presence
of local couplings [10]. There it has been shown that the anomaly is determined by the
one-loop correction to the topological term. It is evident from the construction that it
is also the topological term which induces the anomaly in the supersymmetric gauge.
The anomalous breaking (24) just describes the adjustment of a finite counterterm to the
angle in lowest order. For the direct computation of the anomaly coefficient in the
supersymmetric gauge one had to proceed in the same scheme-independent way as in the
WessZumino gauge. As we will illustrate below, it is possible to shift the anomaly in the
supersymmetric gauge to gauge symmetry or to the shift equation of the gauge coupling.
Since the consistent supersymmetric schemes, the BPHZ and the Wilsonian regularization,
89
fail to be gauge invariant the anomaly can appear in the ST identity and even in the shift
equation. The specific form depends not only on the regularization scheme, but also on
the explicit form of the gauge fixing and of the soft breaking terms. Hence, in a specific
scheme the coefficient cannot be determined immediately from Eq. (24), but we have first
to establish the ST identity as well as Eq. (6). For this reason we will circumvent the direct
calculation and determine the coefficient implicitly from the 2-loop function constructed
in Section 6.
For illustrating that the anomaly can appear in the ST identity we add to the vertex
functional of (24) the counterterm,

r(1)
Tr
dS ln(2)W
W
ct,noninv =
256

dV ln( + )e
D e W + c.c. .
(26)
The resulting vertex functional satisfies the W identity, but breaks the ST identity.
Indeed one verifies that the first term cancels the anomaly in (24) whereas the second
generates a breaking in the ST identity for local coupling. It is evident that the sum of the
two terms does not depend on the logarithm of the coupling and satisfies the topological
formula. Since gauge invariance is a fundamental symmetry we will not consider the
anomaly in the ST identity in the further discussion, but it might appear there in a specific
subtraction scheme and a specific calculation.
It is also interesting that one is able to shift the anomaly to the shift equation (6). Again
we start from (24) and add the following counterterm:

r(1)
1

2
Tr
dS ln 2 + 2 + ln g W W + c.c. .
ct,noninv =
(27)
256
g
This counterterm also satisfies the topological formula, i.e., it is independent of ln g. The
first term cancels the anomaly in (24), the second term now produces a breaking in (6),

(1)
r
1

4

2

dS
+ dS
= g g 2
Tr
dS g W W + c.c. ,
2

256
(28)
where

= + ct,noninv
(29)
+ O h 2 .
In the following we will consider the two versions for the appearance of the anomaly:
first we take the anomaly in the W identity (24) and leave the shift equation of the
coupling (6) in its classical form, and second we take the anomaly in the shift equation
(28) and take the W identity in its classical form (21).
5. Renormalization
For proceeding with renormalization one has to absorb the anomalous breaking into the
symmetry identities. In the WessZumino gauge where the anomaly appeared as a breaking
90
of supersymmetry this was achieved by redefining the supersymmetry transformations.

Accordingly, in the supersymmetric gauge where supersymmetry and the ST identity are
imposed in their classical form (see (22) and (23)) we have to modify the operators W
or the shift equation (6), respectively.
First we consider the anomaly in (24). There the anomalous breaking can be written
into the form of an operator acting on the classical super-YangMills action (2):
W (1)
with

W =
(1)
r
WSYM ,
2
(30)

1 1
1 1

dS + 2
d S + 2
.
2g
2g

(31)
Modifying the gauge fixing in an appropriate way (see (A.5) with (A.4) and for H = 0,
= 0) one is able to establish the identity

(1)
r
Wr W
(32)
W 0,
+
2
to all orders of perturbation theory. It defines together with the ST identity, the topological
formula (18) and the classical shift equation (6),

1

dS
= g 4 g 2 ,
+ dS
(33)
2

the 1PI Green functions of the supersymmetric YangMills theory with local coupling.
If we take the form (28) for the anomaly then we are able to write

+ d
S
(34)
dS
(1) = g 4 g 2 (1) r(1)g 6 g 2 SYM .
2

Again modifying the gauge fixing by counterterms we are able to impose the anomalous
shift equation

1
dS
= g 4 1 + r(1) g 2 g 2 .
+ d
S
(35)
2

Now this equation defines together with the classical W identity
W 0,
(36)
a different but equivalent set of 1PI Green functions of supersymmetric YangMills theory
with local coupling.
Implicitly both Eqs. (32) and (35) define a specific normalization for the coupling
in loop orders l 2. General normalization conditions can be obtained by carrying out
redefinitions of the field ,

+
(37)
z(l) l+1 ,
+
z(l) l+1 ,
l2
l2
in version (32) or redefinitions of the coupling,

z(l) g 2l ,
g2 g2 +
91
(38)
l2
in version (35). These redefinitions modify the explicit form of the W identity (32) or
of the shift equation (35) but leave the respective non-anomalous identities in their classical
form.
We want to conclude the section with the proof that the term (24) is indeed the only
anomaly appearing in perturbation theory. For this purpose we again impose (33) in its
classical form and list all possible terms which contribute to the breaking of the Wr
identity in general loop order l. Having established the ST identity asymptotically the hard
breakings are scl -invariant and supersymmetric. Using parity conservation as well as the
topological formula we have the following list of terms (n, k 1 in perturbation theory):

l
W
,
Tr
dS
W
W
d
S l W
(l)
SYM

2n1 ( + )
l2n Y k ,
(l)
s
Tr
dV ( )
cl
k

l1
(l)
l1

c scl Tr
(39)
dS
Yc c+ d S
Yc c+ .
Except for the first class terms with l = 1 all terms are variations of counterterms satisfying
the topological formula,

W
= (l 1)(l) ,
S l+1 W
W Tr dS l+1 W W + d
SYM

2n ( + )
l+12n k = 4n(l)k ,
W scl Tr dV ( )

dS l c+ + d
S l c+ = l(l)
W scl Tr
(40)
c .
Thus the only anomaly is the one-loop anomaly of Eq. (25).
6. The gauge function

The construction with local coupling provides restrictions on the coefficient functions
of the renormalization group and CallanSymanzik equation. We focus on the construction
of the CallanSymanzik (CS) equation, but want to mention that the coefficient functions
of the renormalization group equation are related to the ones of the CS equation in any
mass-independent scheme.
In the classical action dilatations are broken by the non-BRS-invariant vector and ghost
masses:
cl 0,
mm + MM + ,
(41)
92
where m, M are the ghost and vector mass parameters, and is a normalization point. In
higher orders asymptotic scale invariance is broken by the dilatation anomalies,
[m ]4 ,
(42)
with m are integrated field monomials of dimension 4 and with quantum numbers of the
classical action. From algebraic consistency one obtains that the breaking is invariant with
respect to the defining symmetries of the model: they satisfy the topological formula (18),
they are invariant with respect to the linearized ST operator s and are supersymmetric
(see (22), (23)):

m = 0.
W m = W
s [m ]4 0,
(43)
The dependence on the external fields and is restricted by the W identity in its
anomalous (32) or non-anomalous, classical (36) version, i.e.,

[m ]4 0, or W [m ]4 0.
Wr
(44)
The relation of external fields to the local coupling is then defined by the classical identity
(33) or the anomalous identity (35), respectively.
Absorbing the hard insertions order by order into differential operators which are
symmetric under the defining symmetries in the same way as the insertions m one obtains
the CS operator with functions and anomalous dimensions and the construction finally
yields the CS equation of super-YangMills theories with local coupling:
C 0
with C = + O(h ).
(45)
The most important result of the present construction with local coupling is the
constraint on the function of the gauge coupling. It is evident from the construction that
there is only one symmetric differential operator of the superfields and satisfying the
constraints of the W identity. For the version (32) where the W identity is broken
by non-holomorphic contributions the corresponding symmetric CS operator is also nonholomorphic:

(1)
r
1 1
+
+ 2
.
D = dS
(46)
2g
For the version (35), however, the symmetric differential operator of the external field is
given by the holomorphic function
D = dS .
(47)
The operator D is the only symmetric differential operator that is not a variation under
BRS and it is for this reason singled out from the additional unphysical field redefinitions
which we construct in Appendix A.
Hence one has

1 (1)
C = (D + D ) + BRS var. 0.
(48)
2
93
To obtain the function of the gauge coupling g we use the shift equation of the coupling in
its classical form (33) or in its anomalous form (28) and eliminate the integrated derivative
with respect to external fields by the derivative of the gauge coupling:

(1)
2g 4 1 + r g 2 g 2

2
(1)
r
dS g 2 1
+ c.c. for (46),
(D + D ) =
(49)
+(2g )

for (47).
2g 4 1 + r(1) g 2 g 2
From this expression we can read off the -function of super-YangMills theories in its
closed form [12,13,17]:

g 2 = (1)g 4 1 + r(1) g 2 .
(50)
Hence the identity (32) and (35) induce both a pure two-loop function, which is
determined by the characteristic one-loop coefficients, the one-loop function and the
anomaly coefficient r(1) . Higher orders are scheme dependent and can be constructed
by carrying out finite redefinitions of the superfield (37) or of the coupling (38).
They induce modifications of anomalous symmetry identities as well as modifications
of the corresponding functions. In general these redefinitions are defined by physical
normalization conditions on the coupling.
7. Discussion and conclusions

The external fields and are used to define insertions of the gauge invariant and
supersymmetric YangMills Lagrangian,

W W + BRS var.,
(51)
and serve as such for a definition of the corresponding local operators. Having consistently
constructed the vertex functional with these external fields, then one has also uniquely
defined the corresponding insertions. In the conclusions we want to discuss the results of
the paper from the point of renormalized insertions which allows a direct comparison with
previous results on the topic [9,17,23].
In
The 2 component of W W in superspace contains the topological term GG.
presence of local couplings, i.e., for , = 0, the higher-order corrections to the topological
term are unambiguously determined by gauge invariance and by its property to be a total
derivative [8]:

= 0.
W
S W
(52)
dS W W d
Thus, Eq. (52) defines an insertion [W W ] with AdlerBardeen properties:

w = r (1) W W ,
with w the chiral part of an anomalous axial symmetry.
(53)
94

On the other hand the integrated insertion dS [W W ] is defined at the same time by
the derivative with respect to the gauge coupling:

1
(54)
dS W W = g 4 g 2 + BRS var.
128
In all loop orders except for one loop (52) and (54) can be fulfilled at the same time by
adjusting finite counterterms. Hence the topological term yields an unambiguous definition
of [W W ] in l 2. In one loop order Eq. (54) cannot be resolved, since

1
(55)
dS W W (1) = g 4 g 2 (1) = 0
128
for vanishing external fields. Thus Eqs. (52) and (55) yield two constraints on the
renormalized insertion [W W ]. For general N = 1 supersymmetric theories these
constraints are not compatible with each other and lead to the anomaly of super-Yang
Mills theories with local coupling (24) (see Ref. [10] for the direct computation).
In order to define [W W ] in presence of the two constraints (52) and (55) one can
pursue different ways.
One can modify supersymmetry transformations in agreement with the algebra in such
a way that (55) and (52) match to each other. This procedure has been carried out in the
WessZumino gauge and leads to anomalous supersymmetry transformations for the
local coupling [7]. The respective renormalized insertion has AdlerBardeen properties (53) and fulfills Eq. (55) but supersymmetry is not maintained in its classical form.
One can give up the constraint (52) and adjust a finite counterterm in such a way that
the renormalization of the topological term matches to Eq. (55). The corresponding
renormalized insertion has not the AdlerBardeen property (53), but the coefficient in
front of the anomaly contains also higher order corrections. With this definition the
equation (52) is modified by non-holomorphic contributions in the fields , which result in non-holomorphic contributions to the function. Due to relation (55) the field
can be considered as a local supersymmetric coupling. This construction has been
performed in the present paper (see (32), (33) and (46)).
One can define [W W ] in such a way that the topological charge has the Adler
Bardeen property (53) and satisfies (52). If supersymmetry is imposed in its classical
form, the relation between the external fields and the coupling (55) is modified (see
(35)). With this adjustment one obtains a holomorphic one-loop -function in the external fields. However, the insertion [W W ] is not defined in agreement with (55), but
Eq. (55) gets an one-loop correction (see (35)). This relation induces the 2-loop term
in the gauge function from the one-loop -function of the field (see (47) and (49)).
The definition with broken supersymmetry is certainly the best motivated one from
a physical point of view, since the renormalized insertion [W W ] has AdlerBardeen
properties as well as an direct relation to the renormalization of the coupling. In this respect
we want to point to the effective low energy Higgs Lagrangians for gluon fusion [18],
is the non-renormalized AdlerBardeen insertion
which are defined in such a way that GG
and G G is defined in agreement with the coupling normalization. The effective
95
Lagrangians are indeed not supersymmetric. Vice versa in a related approach to a nonperturbative construction of effective quantum actions for N = 1 supersymmetric theories
it has been shown that for non-trivial configurations supersymmetry is spontaneously
broken if the relations (55) and an analog of (52) are imposed at the same time [19,20].
From an abstract point of view mostly supersymmetric versions with linear supersymmetry have been considered in the past. There the insertion [W W ] has been defined
mainly by the AdlerBardeen property. (For a different point to view see [21].) In Ref. [17]
the closed expression of the gauge function has been derived in a rigorous and schemeindependent way from the construction of the supercurrent. Here the insertion of [W W ]
is defined from the anomaly of the local R-current in such a way that it satisfies the Adler
Bardeen theorem. Insertions produced by differentiation with respect to the coupling are
proven to be expressed in a non-trivial way by the AdlerBardeen [W W ] [22]. This is
a weaker version of Eq. (35) of the present paper taking into account all possible redefinitions of the coupling. In principle the same point of view is taken in those references which
use a local coupling and the Wilsonian scheme [9,23,24]. Using holomorphicity in the field
is nothing but establishing Eq. (52) and defining W W with AdlerBardeen properties
resulting in the holomorphic function.1 Thus, the renormalization of the external field
is not performed in accordance with the interpretation of the local coupling, and the transition from the holomorphic function to the function of the gauge coupling has to be
carried out in accordance with Eq. (35).
Finally it is worth to mention that for N = 2 supersymmetric YangMills theories
Eqs. (52) and (55) are compatible as such and the theory is free of anomalies and has
the holomorphic one-loop function of the gauge-coupling.
Acknowledgements
E.K. thanks R. Flume for many valuable discussions. E.K. is grateful to M. Spira
for discussions on phenomenological applications. E.K. and K.S. thank the Max-PlanckInstitut fr Physik, Munich, for kind hospitality, where parts of this work have been done.
Appendix A. The CallanSymanzik equation

For completeness we construct in this appendix the complete basis of symmetric
operators for the CS equation with local coupling. Unfortunately, it is just the unphysical
part, which requires quite some technicalities in the construction.
First we want to note that the classical action we have used for the construction is not
the most general solution of the ST identity, but the most general solution is obtained
by redefining the dimensionless field by an arbitrary field monomial respecting rigid
1 See also [25] for the definition of the topological charge in the Wilsonian scheme in a non-supersymmetric
context.
96
symmetry (see [14] for details). Hence we have to replace:

a a ( ) = a +
(k)

Gk1 ak, sa(a

a k ,
1 ...ak ) a1
(A.1)
k2 =1
with a BRS transformation

( ) 1
s =
Q c+ , c+ , ( ) .

(A.2)
The sa(a
are invariant tensors and (k) is the number of such independent tensors
1 ...ak )
for a given rank k + 1. With local couplings also the coefficients ak, are extended to
real superfields. They are interpreted as an infinite number of gauge parameters. In higher
orders such redefinitions appear in general with arbitrary divergences and we have to use
the external fields ak, for absorbing the corresponding terms into the CS operator.
Second, the gauge fixing sector has to be modified in such a way that in satisfies the
2 ,
anomalous identities (32) or (35). For this purpose we define the superfield G
2 = + + 1 + O(h ),
G
g2
(A.3)
that
as an invariant under the anomalous symmetry identities. It can be verified that the G
is defined order by the following implicit equation fulfills these requirements:
(1)

r ln 2 + r(1) + c.c. for (32),

2
2 + r(1) =
2 r(1) ln G
G
(A.4)
(1)

r ln 1 + r(1) + c.c. for (35).

2
2
g
Then the gauge fixing function,

1 H
2

( + )BB + e (DDB + D D B) ,
g.f. (H, ) = dV G
8
(A.5)
satisfies the defining symmetry identities. For vanishing external fields it just reduces to
the classical expression. For later usage we have introduced an external field H and have
extended the gauge parameter to an external field with shift. These fields as well as
the gauge parameters ak couple to BRS-variations and can be extended to BRS doublets
(u, v) = (H, C), (, X), (ak , k ):
su = v,
sv = 0.
In addition, the dependence of on H is constrained by an integrated identity:

+ c
+ c
+ d
S B
dS B

B
c
c
B

= 0.
2 dV
H
(A.6)
(A.7)
With these ingredients we are able to express all field redefinitions appearing in the
breaking of dilatations as field differential operators. Taking into account that the gauge
97
fixing action does not receive loop corrections due to linearity in the auxiliary field B and
the operator D + D has to be supplemented by the operator:
B

2 1 + r(1)G
2
+ ( + )
,
DH = 2 dV G
(A.8)
H
and
(D + D + DH )g.f. = 0.
(A.9)
The linear redefinitions of the fields give rise to the following l-loop counting operator,

(l)
(l)
2l

N = dV f (, H, ak, )G
(A.10)
,
H
and the renormalization of the parameters ak, to

2l .
Dak, = dV h(l) (, H, al, )G
ak,
(A.11)
2 (A.4) as a symmetric superfield it is obvious that these operators

Having constructed G
commute with the corresponding anomalous symmetry operators. Using the BRS-doublet
structure of external fields H, , ak it is evident that the operators of Eqs. (A.8), (A.10)
and (A.11) are BRS-variations.
The complete CS equation is a linear combination of symmetric operators:

(l)
1
(1) (D + D + DH )
,k Da(l)k, 0. (A.12)
(l)N (l) +
2
l
,k
For vanishing external fields , = 0 and for H = 0 one can use the identity (A.7) and
replace the field differentiation with respect to H by a differentiation with respect to
and the gauge parameter . Using furthermore that G
g for
the auxiliary fields B, B
vanishing external fields, we find the usual CS equation of ordinary super-YangMills
theories with a closed, being in the explicit construction here a pure 2-loop function
of the gauge coupling:

(1)
+ g 2 g 4 1 + r(1) g 2 g2 + NB

(N NB Nc + 2 )
(A.13)
,k ak, 0,
,k
where
=

l
(l) f (l) g 2l
and ,k =
(l)
h(l) g 2l ,k .
(A.14)
N are the usual field counting operators, which include in the case of complex fields also
the complex conjugated ones. Absence of an anomalous dimension of the FaddeevPopov
ghost c+ has its origin in the non-renormalization theorems of chiral vertices.
98
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Anomalously light mesons in a (1 + 1)-dimensional

supersymmetric theory with fundamental matter
J.R. Hiller a , S.S. Pinsky b , U. Trittmann b,1
a Department of Physics, University of Minnesota Duluth, Duluth, MN 55812, USA
b Department of Physics, Ohio State University, Columbus, OH 43210, USA
Received 13 March 2003; received in revised form 8 April 2003; accepted 15 April 2003
Abstract
We consider N = 1 supersymmetric YangMills theory with fundamental matter in the large-Nc
approximation in 1 + 1 dimensions. We add a ChernSimons term to give the adjoint partons a mass
and solve for the meson bound states. Here mesons are color-singlet states with two partons in the
fundamental representation but are not necessarily bosons. We find that this theory has anomalously
light meson bound states at intermediate and strong coupling. We also examine the structure functions
for these states and find that they prefer to have as many partons as possible at low longitudinal
momentum fraction.
PACS: 11.30.Pb; 11.15.Tk; 11.25.-w
Keywords: Supersymmetric YangMills theory; ChernSimons theory; Fundamental matter; Discrete light-cone
quantization
1. Introduction
Supersymmetry is a property of some quantum field theories that provides a beautiful
solution to a host of theoretical problems [1]. It is a pressing experimental issue to
see if nature takes advantage of this elegant option. Of course we already know that
supersymmetry is rather badly broken since we do not see any superpartners for the
particles of the standard model. It is assumed that all of the superpartners are in fact very
heavy and that we will see them as we go to higher energies in accelerators. The question
E-mail address: jhiller@d.umn.edu (J.R. Hiller).
1 Present address: Department of Physics, Otterbein College, Westerville, OH 43081, USA.
doi:10.1016/S0550-3213(03)00344-4
100
J.R. Hiller et al. / Nuclear Physics B 661 (2003) 99112
then becomes, what are our expectations for the lightest superparticles that we might first
see? As we know from QCD, symmetries can give rise to very light bound states. There
are indications that the same thing can happen with supersymmetry [2,3].
Long ago t Hooft [4] showed that two-dimensional models can be powerful laboratories
for the study of the bound-state problem. These models remain popular to this day because
they are easy to solve and share many properties with their four-dimensional cousins,
most notably stable bound states. Supersymmetric two-dimensional models are particularly
attractive since they are also superrenormalizable. Given that the dynamics of the gauge
field is responsible for the strong interaction and for the formation of bound states, it comes
as no surprise that a great deal of effort has gone into the investigation of bound states
of pure glue in supersymmetric models [5,6]. While such theories capture the essential
properties of the mass spectrum, and some of them are relevant for the string theory [7], the
wave functions are quite different from the ones for mesons and baryons. Extensive study
of the meson spectrum of nonsupersymmetric theories has been done (see [8] for a review).
Recently an initial study addressed some of these states in the context of supersymmetric
models [9].
Throughout this paper we use the word meson to indicate the group structure of the
state. Namely we define a meson as a bound state whose wave function can be written
as a linear combination of parton chains, each chain starting and ending with a creation
operator in the fundamental representation. In supersymmetric theories, the states defined
this way can have either bosonic or fermionic statistics.
Previously we saw that the lightest bound states in N = 1 supersymmetric theories are
very interesting [2,3]. In supersymmetric YangMills (SYM) theories in 1 + 1 and 2 + 1
dimensions, the lightest bound states in the spectrum are massless BogomolnyiPrasad
Sommerfield (BPS) bound states [5]. These states are exactly massless at all couplings.
We can add a ChernSimons (CS) term to the Lagrangian of SYM in 2 + 1 dimensions
without breaking the supersymmetry, since the CS term is itself supersymmetric. The CS
coupling behaves exactly like a complex transverse momentum, thus k k + i.
When one reduces the theory to 1 + 1 dimensions, the CS coupling remains and plays
the role of a mass for the particles in the adjoint representation and does this without
breaking the supersymmetry. We find in SYMCS theory in 1 + 1 dimensions that there
are approximate BPS states. The masses of these states are approximately independent
of the coupling, and at strong coupling these states are the lightest bound states in the
theory [2]. In (2 + 1)-dimensional SYMCS theory we find that at strong coupling there
are anomalously light bound states [3]. In both 2 +1 and 1 +1 dimensions, these interesting
states appear because of the exact BPS symmetry in the underlying SYM theory.
Here we will look at the lightest bound states of SYMCS theory with fundamental
matter. The properties of the entire spectrum will be presented elsewhere [10]. Again we
will see that the lightest bound states are significantly lighter than one would have naively
expected. We will see that the lightest state is nearly massless compared to the threshold
for the bound states at one unit of adjoint-parton mass.
There are several approaches to the solution of this problem. For QCD-like theories,
lattice gauge theory is probably the most popular approach since the lattice approximation
does not break the most important symmetry, gauge symmetry. Similarly, for supersymmetric theories, supersymmetric discrete light-cone quantization (SDLCQ) [5,8,11,12] is
101
probably the most powerful approach since the discretization does not break the most important symmetry, supersymmetry. Recently there has been renewed interest in using the
conventional lattice approach without breaking supersymmetry [13]; an excellent review
of such efforts can be found in [14]. Much of this builds on earlier work [15,16].
In this paper we consider supersymmetric theories and apply the SDLCQ approach. To
simplify the calculation we will consider only the large-Nc limit [4], which has proven to be
a powerful approximation for bound-state calculations. While baryons can be constructed
in this limit [17], they have an infinite number of partons and thus practical calculations for
such states are complicated. Note that throughout this paper we completely ignore the zeromode problem [18,19]; however, it is clear that considerable progress on this issue could be
made following our earlier work on the zero modes of the two-dimensional supersymmetric
model with only adjoint fields [20].
The paper has the following organization. In Section 2 we consider three-dimensional
supersymmetric QCD (SQCD) and dimensionally reduce it to 1 + 1 dimensions. We
perform the light-cone quantization of the resulting
theory by applying canonical
commutation relations at fixed x + (x 0 + x 1 )/ 2 and choosing the light-cone gauge

(A+ = 0) for the vector field. After solving the constraint equations, we obtain a model
containing four dynamical fields. We construct the supercharge for this dimensionally
reduced theory. In Section 3 we discuss the structure of the lighter meson bound states.
In Section 4 we discuss the addition of a ChernSimons (CS) term to the supercharge [21
23]. We explain that, in the context of this model, this is equivalent to adding a mass to
the partons in the adjoint representation. In particular, in Section 5 we discuss boundstate solutions that we find for the lowest mass states. We also present an analysis of the
convergence in the longitudinal resolution. Finally, in this same section we display the
structure function for the lowest state. In Section 6 we discuss our results and the future
directions that are indicated by this research.
2. Supersymmetric systems with fundamental matter

We consider the supersymmetric models in two dimensions which can be obtained as the
result of dimensional reduction of SQCD2+1 . Our starting point is the three-dimensional
action

S=

1
i
D + D D + i
D
d 3 x tr F F +
4
2

g + .
(1)
This action describes a system of a gauge field A , representing gluons, and its
superpartner , representing gluinos, both taking values in the adjoint representation of
SU(Nc ), and two complex fields, a scalar representing squarks and a Dirac fermion
representing quarks, transforming according to the fundamental representation of the same
102
group. In matrix notation the covariant derivatives are given by

D = + ig[A , ],
D = + igA ,
D = + igA .
(2)
The action (1) is invariant under the following supersymmetry transformations, which are
parameterized by a two-component Majorana fermion :
i
1
A = ,
= F ,
2
4
1
i
= D .
= ,
(3)
2
2
Using standard techniques one can construct the Noether current corresponding to these
transformations as
i
i
i
q = tr(F ) + D + D
4
2
2
i
i
D + D
.

(4)
2
2
We will consider the reduction of this system to two dimensions, which means that the
field configurations are assumed to be independent of the transverse coordinate x 2 . In the
resulting two-dimensional system we will implement light-cone quantization, where the
initial conditions as well as canonical commutation relations are imposed on a light-like
surface x + = const. In particular, we construct the supercharge by integrating the current
(4) over the light-like surface to obtain

i
i
2 i
+ tr(F ) + D + + D
Q = dx dx
4
2
2

i +
i
+

D + D .
(5)
2
2
Since all fields are assumed to be independent of x 2 , the integration over this coordinate
gives just a constant factor, which we absorb by a field redefinition.
If we use the following specific representation for the Dirac matrices in three
dimensions:
0 = 2 ,
1 = i1 ,
2 = i3 ,
(6)
the Majorana fermion can be chosen to be real. It is also convenient to write the fermion
fields and the supercharge in component form as
T

= (, )T ,
(7)
= (, )T ,
Q = Q+ , Q .
In terms of this decomposition the superalgebra has an explicit (1, 1) form
+ +

+
Q , Q = 2 2 P +,
Q , Q = 2 2 P ,
Q , Q = 0.
P
(8)
The SDLCQ method exploits this superalgebra by constructing

from a discrete
approximation to Q [11], rather than directly discretizing P , as is done in ordinary
DLCQ [8].
103
To begin to eliminate nondynamical fields, we impose the light-cone gauge (A+ = 0).
Then the supercharges are given by

i
i
i
i
Q+ = 2 dx A2 + + ,
(9)
2
2
2
2

i
Q = 2 dx A + i D2 iD2 + . (10)
2
Note that apart from a total derivative these expressions involve only left-moving
components of the fermions ( and ). In fact, in the light-cone formulation only these
components are dynamical. To see this we consider the equations of motion that follow
from the action (1), in light-cone gauge. Three of them serve as constraints rather than as
dynamical statements; they are

ig
= A2 , + i i ,
2
ig 2
g
= A + ,
2
2
(11)
(12)
and
2
A = gJ,
(13)
with

1
J i A2 , A2 + {, } ih + i + 2 .
(14)
2
Apart from the zero-mode problem [18], one can invert the last constraint to write the
auxiliary field A in terms of physical degrees of freedom. Substituting the result into the
expression for the supercharge and omitting the boundary term, we get
Q = Q
s + Q1 + Q2 + Q3 ,
is the supercharge of pure adjoint matter [11] and

1
g
Q
dx i 2 i 2
=
,
1
2

1
g
Q
dx 2
,
2 =
2

dx A2 + A2 .
Q
3 = 2g
where
(15)
Q
s
(16)
(17)
(18)
In order to solve the bound-state problem 2P + P |M = M 2 |M, we apply the methods
of SDLCQ. Namely we compactify the two-dimensional theory on a light-like circle
(L < x < L), and impose periodic boundary conditions on all physical fields. This
leads to the following mode expansions:

1
1
A2ij 0, x =
aij (k)eikx /L + aji (k)eikx /L ,
4 k=1 k
(19)
104

ij 0, x =

1
bij (k)eikx /L + bji (k)eikx /L ,
1/4
2
2L k=1

1
1
ci (k)eikx /L + ci (k)eikx /L ,
i 0, x =
4 k=1 k

i 0, x =
(20)
(21)

1
di (k)eikx /L + di (k)eikx /L .
1/4
2
2L k=1
(22)
We drop the zero modes of the fields; including them could lead to new and interesting
effects (see [20], for example), but this is beyond the scope of this work. In the light-cone
formalism one treats x + as the time direction, thus the commutation relations between
fields and their momenta are imposed on the surface x + = 0. For the system under
consideration this means that

2
1
Aij 0, x , A2kl 0, y = i il kj ij kl x y ,
(23)
N

1
ij 0, x , kl 0, y
(24)
= 2 il kj ij kl x y ,
N

i 0, x , j 0, y = iij x y ,
(25)

i 0, x , j 0, y = 2 ij x y .
(26)
These relations can be rewritten in terms of creation and annihilation operators as

1
1

aij , akl = il kj ij kl ,
bij , bkl = il kj ij kl ,
N
N

ci , cj = ij ,

ci , cj = ij ,

di , dj = ij ,

di , dj = ij .
(27)
(28)
After substituting the expansions (19)(22), one gets the mode decomposition of the
supercharge,
i21/4g L
Q =
(29)
q (k1 , k2 , k3 ),
k1 ,k2 ,k3 =1
with
q1 =
(k2 + k3 )
c (k2 )cj (k3 )bj i (k1 ) ci (k2 )bij (k1 )cj (k3 )
2k1 k2 k3 i

+ bji (k1 )ci (k2 )cj (k3 ) ci (k2 )bij (k1 )cj (k3 ) k3 ,k1 +k2 ,
q2 =
(30)
1
d (k2 )bij (k1 )dj (k3 ) + dj (k3 )di (k2 )bij (k1 )
k1 i

+ di (k2 )bij (k1 )dj (k3 ) + dj (k3 )di (k2 )bij (k1 ) k3 ,k1 +k2 ,
(31)
i
d (k1 )ci (k3 )aij (k2 ) + ci (k3 )aij (k2 )dj (k1 )
q3 =
2 k2 k3 j

+ di (k1 )aij (k2 )cj (k3 ) + aij (k2 )cj (k3 )di (k1 ) k1 ,k3 +k2

+ cj (k3 )di (k1 )aij (k2 ) + di (k1 )aij (k2 )cj (k3 )

+ ci (k3 )aij (k2 )dj (k1 ) + aij (k2 )dj (k1 )ci (k3 ) k3 ,k1 +k2 .
105
(32)
In this paper we will discuss numerical results obtained in the large-Nc limit, i.e., we
neglect 1/Nc terms in the above expressions. Although 1/Nc corrections may have
interesting consequences, they are beyond the scope of this work.
3. Mesons
We will consider here only meson-like states. In the large-Nc approximation these are
color-singlet states with exactly two partons in the fundamental representation. The boson
bound states will have either two bosons in the fundamental representation or two fermions
in the fundamental representation. In general a boson bound state will have a combination
of these types of contributions. Because this theory and the numerical formalism are
exactly supersymmetric, for each boson bound state there will be a degenerate bound
state that is a fermion. The fermion bound state will have one fermion in the fundamental
representation and one boson in the fundamental representation. In the string interpretation
of these theories, such states would correspond to open strings with freely moving
endpoints. In the language of QCD, the model corresponds to a system of interacting
gluons and gluinos which bind dynamical (s)quarks and anti(s)quarks. In the large-Nc limit
we will have to consider only a single (s)quarkanti(s)quark pair. Thus the Fock space is
constructed from states of the following type:
fi1 (k1 )ai1 i2 (k2 ) bin in+1 (kn1 ) fip (kn )|0.
(33)
Here fi and fi each create one of the fundamental partons, and |0 is the vacuum
annihilated by aij , bij , ci , ci , di , and di . In this basis P + is automatically diagonal. The
three supercharges that govern the behavior of the fundamental matter in these states are
Q
1 , Q2 , and Q3 , which are specified by Eqs. (29) through (32).
The other color-singlet bound states in this theory are states that are composed of traces
of only adjoint mesons. These can be thought of as loops. At finite Nc this theory has
interactions that break these loops and insert a pair of fundamental partons, making an
open-string state. This type of interaction can of course also form loops from open strings
and break open strings into two. In principle, a calculation of the spectrum of such a finiteNc theory is within the reach of SDLCQ. The only significant change is to include states
in the basis with more than one color trace.
106
4. Supersymmetric ChernSimons theory

The CS term we use in this calculation is obtained by starting with a CS term in 2 + 1
dimensions and reducing it to 1 + 1 dimensions. This term has the effect of adding a mass
for the adjoint partons. In this calculation we are including fundamental matter because
we are interested in QCD-like meson bound states. Without a mass for the adjoint matter,
this theory is known to produce very long light chains of adjoint partons. In a finite-Nc
calculation we would not have these very long chains because they would break, but
in the large-Nc approximation they do not. While SDLCQ can be used to do finite-Nc
calculations, it is much easier to add a mass to restrict the number of adjoint partons in our
bound states. We choose the CS mechanism to give the adjoint partons a mass because we
can do this without breaking the supersymmetry.
The Lagrangian of this theory is
L = LSQCD +
LCS ,
2
(34)
where LSQCD is the SQCD Lagrangian we discussed earlier, is the CS coupling, and

2i
.
LCS = 3 A A + gA A A + 2
(35)
3
A trace of the color
matrices is understood. The constraint equation (12) gains a third term
of the form / 2 on the right-hand side, and the definition of the current in (14) now
has an additional term, A2 . The discrete version of the CS part of the supercharge in
1 + 1 dimensions is
1/4

L

2
=
Q
(36)
aij (n)bij (n) + bij (n)aij (n) .

CS
n
n
Thus the full supercharge that we consider in this paper is the sum of (15) and (36),
Q = Q
s + Q1 + Q2 + Q3 + QCS .
(37)
It is important to compare Q
CS with the supercharge for N = 1 SYM in 2 + 1
dimensions [24], which has a contribution of the form
1/4

L
k
2
Q = i
aij (n, n )bij (n, n ) bij (n, n )aij (n, n ) , (38)
n
n,n
where k = 2n /L is the discrete transverse momentum. Notice that k and enter

the supercharge in very similar ways. Because the light-cone energy is of the form
2 + m2 )/k + , k behaves like a mass, and therefore also behaves in many ways like a
(k
mass for the adjoint particles.

The partons in the fundamental representation in this theory will remain massless. Of
course, in a more physical theory the supersymmetry would be badly broken; the squark
would acquire a large mass, and only the quarks would remain nearly massless.
107
5. Numerical results
This SYMCS theory with fundamental matter has two dimensionful parameters with
dimension of a mass squared, the YM coupling squared g 2 Nc / and the CS coupling
squared 2 . The latter is also the mass squared of the partons in the adjoint representation.
Furthermore, we are only considering meson bound states. These are states of the
form shown in Eq. (33) with two fundamental partons linked by partons in the adjoint
representation. Since we are working in the large-Nc approximation, this class of states
is disconnected from the other allowed class of pure adjoint matter bound states and
multiparticle states.
This theory also has a Z2 symmetry [25] which is very useful in labeling the states
and reducing the dimension of the Fock basis that one has to consider in any one
diagonalization step. For this theory the Z2 symmetry divides the basis into states with an
even or odd number of gluons. Here we will focus on the lowest mass states in the sector
with an odd number of adjoint bosons. The lowest mass state in the sector with an even
number of bosons has a mass that converges to about 0.2 2 ; at strong coupling this state
converges significantly slower than the state we consider here, and it will be presented in
detail in a future publication, where we will discuss the entire spectrum of this theory [10].
We find that the Z2 -odd spectrum of meson bound states divides into two bands of states,
a very light band and a heavy band, as can be seen in Fig. 1. This is easy to understand
if we start by considering large . At large , the light band is primarily composed of
two fundamental partons and a small mixture of adjoint partons, and the heavy band is
composed of bound states that have at least one adjoint parton. In the limit of very large ,
all the particles in the low-massband become massless. Here we will focus on the low-mass
band but keep at or below g Nc / . These moderate values of will allow asignificant
mixture of adjoint matter in the bound states. The lowest mass state at = g Nc / has
an average particle count of about three, two fundamental partons and one adjoint parton.
Fig. 1. The mass-squared spectrum, in units of g 2 Nc / , as a function of , in units of g Nc / , at a resolution

of K = 6.
108
(a)
(b)
Fig. 2. The mass squared of the lowest mass state, in units of g 2 Nc / , as a function of 1/K for (a) = g Nc /
and (b) = 0.1 g Nc / . The solid curve is a fit to the computed points.
If this state has on average one adjoint parton, which has mass 2 , and the fundamental
partons are massless, one would expect the lowest bound state in the spectrum to have a
mass of order 2 . We actually see that the lowest mass state is nearly massless. We appear
to have found a state similar to those found in N = 1 SYMCS theory [2,3]. The lowest
mass state is anomalously light and in fact nearly massless.
The mass
of the lightest boundstate as a function of the resolution is shown in Fig. 2
for = g Nc / and = 0.1 g Nc / . The convergence plot shows a rather unusual
oscillatory behavior as a function of the resolution K. This type of behavior was seen
in a DLCQ study of (1 + 1)-dimensional large-Nc QCD coupled to a massive adjoint
Majorana fermion [26], and the explanation there is that the spectrum of two free particles
as a function of the resolution oscillates and therefore a bound state that is in some way
closely related to a free-particle spectrum might oscillate. The oscillations we see here are
in fact much larger than those seen in [26]. As we discussed above, the low-mass band
in the spectrum is strongly connected to the free spectrum of two fundamental partons,
particularly at large , so some oscillation might be expected. This however is only a
qualitative statement, and we have not been able to predict the size and shape of the
109
Table 1
Properties of the lowest mass boson bound state, including the average numbers of adjoint bosons aB, adjoint
fermions aF , fundamental bosons f B, and fundamental fermions f F , for different values of the resolution K.
The mass squared M 2 is given in units of g 2 Nc / . The CS coupling is = g Nc /

K
M2
n
naB
nf B
naF
nf F
3
4
5
6
7
8
9
10
11
12
13
0.178
0.006
0.049
0.016
0.029
0.022
0.025
0.024
0.025
0.025
0.026
2.30
2.56
2.69
2.83
2.84
2.92
2.92
2.96
2.97
3.00
3.01
0.30
0.51
0.63
0.75
0.76
0.83
0.83
0.86
0.87
0.89
0.90
1.03
1.86
1.29
1.71
1.45
1.58
1.49
1.52
1.49
1.48
1.47
0.01
0.05
0.06
0.08
0.08
0.09
0.10
0.10
0.11
0.11
0.11
0.97
0.14
0.71
0.30
0.55
0.42
0.51
0.48
0.51
0.52
0.53
oscillations. Therefore, the fitted curves that we show are only to guide the eye and to
allow us to make sensible extrapolations.
The oscillatory behavior made this calculation particularly challenging numerically. We
were forced to go to very high resolution, K = 13, to be certain that the spectrum really
converged. This was made even more difficult because we had 4 species of particles in the
problem. To be certain that we were identifying the states properly and isolating the correct
state, it was very useful to calculate a number of properties of the states. These are shown
in Table 1. There are, of course, degenerate fermion bound states whose properties we do
not show. We find that the average number of partons in this state is approximately three
and that for the most part the adjoint particle is a boson. We also see that about 2/3 of the
wave function of this state is composed of two fundamental bosons and an adjoint parton
and about 1/3 of the wave function is made of two fundamental fermions and an adjoint
parton. Within the context of the standard model, this state is primarily a bound state of
two squarks and a gluon.
This state is different than the special state that we saw in pure SYM and SYM
CS theories. Those states had masses that were above threshold. The state that we are
considering here has a mass near zero, and threshold is at 2 . Thus this is a deeply bound
state. In a more realistic theory, the squark would be very heavy. It is conceivable that this
mechanism would give a binding well below the threshold even then.
It is very instructive to look at the structure functions of this bound state. We use a
standard definition of the structure functions
gA (x) =

q
dx1 dxq
i=1

xi 1
2

A
(x1 , . . . , xq ) .
(xl x)A
l
(39)
l=1
Here A stands for the chosen representation (fundamental or adjoint) and statistics (boson
or fermion) of the constituent of interest. The sum runs over all parton numbers q, and
A selects partons with matching representation and statistics A . The
the Kronecker delta A
l
l
110
discrete approximation gA to the structure function gA with harmonic resolution K is

q
q
Kq
K
2

A
(n1 , . . . , nq ) .
gA (n) =
(40)
ni K
nnl A
l
q=2 n1 ,...,nq =1
i=1
l=1
The functions gA (n) are normalized so that summation over the argument gives the average
number of type A particles; their sum is then the average parton number, and we compute
these sums as a check. We plot the structure functions as functions of the longitudinal
momentum fraction x = k/P + = n/K carried by an individual parton. In this lightest state
the bulk of the partons are fundamental or adjoint bosons, and their structure functions are
shown in Fig. 3. In the fit shown we have forced the fitting function to vanish at x = 0.
This is an assumption, and a fitting function which goes to a finite value at x = 0 would
also work. We see that both of the distributions in Fig. 3 are peaked at small x. This
reflects strong binding of the fundamental partons, allowing them to be widely separated
in momentum, combined with only a small contribution to the momentum from the adjoint
boson. We cannot, however, fit this peak at small x with a divergent function, such as 1/x
(a)
(b)
Fig. 3. Structure functions of the lowest mass bound state at resolution K = 12 for (a) fundamental bosons f B
and (b) adjoint bosons aB, with the CS coupling fixed at = g Nc / . The solid curve is a fit to the computed
points.
111
or log x, since such a structure function would imply that the average number of partons
also diverges. As we probe smaller and smaller x by increasing the resolution, we would
see this divergence. In Table 1 we see instead that the average number of partons converges
at high resolution to about three. Such strong peaks at low momentum are not unique to
this state, and we will discuss this further when we consider the full spectrum [10].
6. Discussion
In this work we studied the lowest mass meson of SYMCS theory with fundamental
matter in 1 + 1 dimensions. The CS term is included to give masses to the adjoint partons.
The calculations were performed at large Nc in the framework of SDLCQ; namely, we
compactified the light-like coordinate x on a finite circle and calculated the Hamiltonian
as the square of a supercharge Q , which we then diagonalized numerically.
In previous work we have found that the lowest mass states of a number of N = 1
supersymmetric theories solved at large Nc using SDLCQ have very interesting properties.
In SYM in 1 + 1 and 2 + 1 dimensions we found that there are a number of exactly massless
BPS states. In SYMCS theory in 1 + 1 dimensions we saw that at strong coupling the
lightest states are approximately BPS states whose masses are independent of the YM
coupling. In SYMCS theories in 2 + 1 dimensions at strong coupling there is again an
anomalously light bound state.
Now in this SYMCS theory with fundamental matter in 1 + 1 dimensions we find
a very light bound state composed primarily of squarks and gluons, and we find that
this persists at intermediate and strong coupling. This state is nearly massless and well
below the threshold for the spectrum. The structure function of this bound state shows
that the dynamics of this theory tend to maximize the number of small-longitudinalmomentum partons in the bound states. From the SDLCQ numerical perspective the states
are interesting because of the oscillatory convergence in the resolution. To be certain of
this convergence we pushed our resolution to K = 13, the highest we have attained in a
(1 + 1)-dimensional problem without truncating the basis. A study of the entire spectrum
of this theory will be presented elsewhere [10].
There remains a considerable amount of work to be done on SYM theories with
fundamental matter. The most straightforward extension of the present work is to consider
calculations in 2 + 1 dimensions [24,27,28]. The N = 1 theory in 2 + 1 dimensions is
easily within our reach. Beyond that the N = 2 theory [29] in 2 + 1 dimensions, which is
the dimensional reduction of the N = 1 theory 3 + 1 dimensions, will be very interesting.
Acknowledgements
This work was supported in part by the US Department of Energy. One of us (S.S.P.)
would like to acknowledge the Aspen Center for Physics where part of this work was
completed.
112
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Geometric dual and matrix theory for SO/Sp

gauge theories
Bo Feng
Institute for Advanced Study, Einstein Drive, Princeton, NJ 08540, USA
Received 6 January 2003; received in revised form 28 March 2003; accepted 8 April 2003
Abstract
In this paper, we give a proof of the equivalence of N = 1 SO/Sp gauge theories deformed from
N = 2 by the superpotential of adjoint field and the dual type IIB superstring theory on CY
threefold geometries with fluxes and orientifold action after geometric transition. Furthermore, by
relating the geometric picture to the matrix model, we show the equivalence between the field theory
and the corresponding matrix model.
PACS: 11.15.-q; 11.15.Tk
Keywords: Geometric dual; Matrix model; SO and Sp gauge theory
1. Introduction
A few months ago, a deep relationship between the matrix model and the supersymmetric gauge field theory has been pointed out in [13]. In these papers, it was shown that
exact glueball effective actions for supersymmetric gauge field theories can be calculated
by planar diagrams of corresponding matrix models. Since then, a lot of works have been
done to check this conjecture by explicit examples (see [416], and [3959]), from which
some remarkable features of the new method have been demonstrated. For example, in
[46,10] it was shown that different massive vacua of the mass deformed N = 4 theory are
related to each other by SL(2, Z) modular groups, so the MontonenOlive duality is not an
assumption, but rather derived result. It was also shown that the matrix model can calcu-
E-mail address: fengb@ias.edu (B. Feng).

doi:10.1016/S0550-3213(03)00304-3
114
B. Feng / Nuclear Physics B 661 (2003) 113138
late not only the exact low energy superpotential, but also quantum corrections of classical
moduli spaces.
Among these results, two papers [15] and [45] used purely the language of field theories
to prove the DV conjecture. These two proofs are very useful because they do not rely on
the geometric picture and explain why calculations of effective actions can be reduced
to matrix models. They provide also bases to generalize to other interesting cases, for
example, the double trace deformation studied in [60] or the SO/Sp gauge groups studied
in [57].
With these developments, it seems that to prove the DV conjecture, the geometric
picture is not really needed. However, the field theory proof is not very general at this
moment and for theories which can be geometrically engineered and embedded into string
theory, geometric method has been proved to be a very useful alternative way. One explicit
example can be found in [1]
for the N =
1 U (N) theory with one adjoint field and
n+1
r
arbitrary superpotential W = n+1
g
u
=
r
r
r=1
i=1 gr Tr( )/r. The proof in [1] was based
on works of [1720] where it was shown by large N duality that the calculation in the field
theory is equivalent to the one in the dual geometry. So if we can derive the dual geometry
(the spectral curve and periods of cycles) from the matrix model, by the link between the
geometry and field theory the relationship between the matrix model and field theory is
established also.
In this paper, we will use the same logic to extend the proof of DV conjecture to
N =
1 SO(N)/Sp(2N)
theories with one adjoint field and arbitrary superpotential
n+1
2r
W = n+1
g
u
=
2r
2r
r=1
r=1 g2r Tr( )/2r. We will show first that the exact effective
action calculated by field theory method is same as the one calculated by the dual geometry
method. Then we derive the corresponding spectral curve from the matrix model and match
physical quantities such as Si and i at two sides of the matrix model and dual geometry.
Combining the first step, it will complete our proof of DV conjecture for SO/Sp gauge
groups.
The arrangement of the paper is following. In Section 2 we provide the analysis in
field theory. In Section 3 we review the geometric dual picture and give a proof of the
equivalence between the gauge theory and dual geometry. In Section 4, we present the
derivation of the dual geometry from the matrix model, thus close the loop of our proof.1
2. The analysis in field theory

First let us analyze the classical moduli space of SO(2N), SO(2N + 1) and Sp(2N) (the
notation for Sp(2N) is that the rank of the gauge group is N ) with following superpotential
W=
n+1

r=1
g2r u2r =
n+1

r=1
g2r
Tr( 2r )
.
2r
(2.1)
1 When we were going to submit this paper, we noticed that two papers [61] and [62] have some overlaps with
this paper.
115
By gauge transformations, we can rotate into following form: diag(x1 i2 , . . . , xN i2 )

for SO(2N), diag(x1 i2 , . . . , xN i2 , 0) for SO(2N + 1) and diag(x1 , x1 , . . . , xN , xN )
for Sp(2N) with 2 the Pauli matrix. The supersymmetric vacua are given by solutions of
F -terms, i.e., roots of
W (x) = g2n+2 x
n

2

x ai2 ,
for SO/Sp.
(2.2)
j =1
If we choose Ni xi to be the same value iai (ai ) (with the convention that a0 = 0), the
gauge group is broken to
SO(2N) SO(2N0 )
n
U (Nj )
(2.3)
j =1

with nj=0 Nj = N for SO(2N) (for SO(2N + 1) or Sp(2N), SO(2N0 ) is replaced by
SO(2N0 + 1) or Sp(2N0 )). At low energy, SO(2N0 ), SO(2N0 + 1), Sp(2N0 ) as well as
SU (Ni ) develop a mass gap and confine, so there are n massless U (1) gauge fields left. It
is the exact effective action for these fields we are looking for.
Since our theories are deformed from corresponding N = 2 theories by the superpotential (2.1), we can calculate the exact superpotentials for these deformed theories by
using the well-known SeibergWitten curves [2131]. The method has been elaborated in
[17,32].
The basic idea is that N = 2 theories deformed only by W of (2.1) have unbroken
supersymmetries on a submanifold of Coulomb branches, where there are additional l
massless fields besides ur , such as magnetic monopoles or dyons. The exact low energy
superpotential in these vacua is given by
Weff =
n+1
g2r u2r
(2.4)
r=1
with u2r taking value in the submanifold where l monopoles are massless. In other
words, we require l mutually local monopoles or dyons in the submanifold of Coulomb
branches. This requirement put l conditions in original Coulomb branches and u2r lie on
the codimension l submanifold.
Because u2r lie on the codimension l submanifold, we can parameterize them by
(N l) parameters. To get the low energy effective action, we need to minimize Weff in
(2.4) regarding these parameters and substitute results back to Weff . By this way, we get
the low energy effective action Wlow as a function of g2r and only.
Above conditions can be translated into the requirement of proper factorization forms
of corresponding SeibergWitten curves as shown in [17,32]. For SO/Sp gauge groups,
as remarked in [32], there are two forms of SW curves. One is as a hyperelliptic curve of
genus N in [30] and another is as a hyperelliptic curve of genus 2N with Z2 symmetry in
[27,28,31]. It was found that to connect to the geometric picture, the second choice is more
natural and will be used throughout the paper.
Let us see how it works by the example of SO(2N). SO(2N) can be embedded into
U (2N) and considered as the Z2 quotient of later. With the superpotential (2.1), (2.2),
116
U (2N) is broken to 2n + 1 factors as

U (2N) U (2N0 )
with 2N0 +
n
U (Nj + ) U (Nj )
j =1
n
j =1 (Nj +
+ Nj ) = 2N , and the corresponding SW curve is factorized as
y 2 = F2(2n+1) (x)H2N(2n+1)(x)2 .
However, to reduce to SO(2N) group, we must take the Z2 action which requires Nj + =
Nj . The Z2 action also maps U (Nj + ) located at iaj to U (Nj ) located at iaj and
projects U (2N0 ) located at 0 to SO(2N0 ), so finally we get the broken pattern
SO(2N) SO(2N0 )
n
U (Nj ).
j =1
Considering the Z2 action of the factorized SW curve, we get [32]

2
y 2 = P2N (x 2 , u)2 44N4 x 4 = xH2N(2n+2)(x) F2(2n+1) (x),
where both H (x) and F (x) are functions of x 2 . Knowing the factorized form, gauge
coupling constants of remained massless U (1) fields can be calculated by the period matrix
of the reduced curve

y 2 = F2(2n+1) x 2 ; u2r = F2(2n+1) x 2 ; g2r , .
(2.5)
As we will show shortly, the function F2(2n+1)(x 2 ) is related to the deformed
superpotential and geometry by
2
g2n+2
F2(2n+1) (x 2 ) = W (x)2 + f2n (x)
where f2n (x) with degree 2n is a function of x 2 .

2.1. Rephrase problems
As shown in [17,20], the factorization and extremum can be restated into a pure
algebraic problem which is well posed and has a unique solution: Find P2N (x; u) such
that2
SO(2N):
2
(x)F2(2n+1) (x)
P2N (x 2 , u)2 44N4 x 4 = x 2 H2N2n2

1
2
= x 2 H2N2n2
W (x)2 + f2n (x) ,
(x) 2
g2n+2
(2.6)
2 Following discussions are under the assumption that the wrapping number N = 0 for all i = 0, . . . , n which
i
is also used in [20]. The discussion for more general cases is under the investigation.
117
2
(x)F2(2n+1)(x)
SO(2N + 1): P2N (x 2 , u)2 44N2 x 2 = x 2 H2N2n2

1
2
= x 2 H2N2n2
W (x)2 + f2n (x) ,
(x) 2
(2.7)
g2n+2

2
2
Sp(2N): x 2 P2N (x 2 , u) + 22N+2 44N+4 = x 2 H2N2n
(x)F2(2n+1) (x)

1
2
(2.8)
(x) 2
= x 2 H2N2n
W (x)2 + f2n (x) ,
g2n+2

where W (x) = g2n+2 x ni=1 (x 2 ai2 ) (where + for SO and for Sp) is given, together
with following boundary conditions at 0 as
SO(2N:
P2N (x 2 , u) x 2N0
n
(x 2 + ai2 )Ni ,
i=1
SO(2N + 1): P2N (x 2 , u) x 2N0

Sp(2N):
P2N (x 2 , u) x 2N0
n
Ni = N,
(2.9)
i=0
n

(x 2 + ai2)Ni ,
n
i=1
i=0
n

(x 2 ai2)Ni ,
n
i=1
i=0
Ni = N,
Ni = N.
(2.10)
(2.11)
Above boundary conditions mean that gauge groups are broken as

SO(2N) SO(2N0 )
n
U (Ni ),
i=1
SO(2N + 1) SO(2N0 + 1)
n
U (Ni ),
i=1
Sp(2N) Sp(2N0 )
n
U (Ni ).
i=1
Using same method as in [20] it can be proved that solutions for above problems are unique.
Once the low energy effective action
Wlow (g2r , ) =
n+1
g2r u2r
r=1
is obtained, we can calculate

Weff
= u2r ,
(2.12)
g2r
W
b2n
(2.13)
,
=

2
N
4g
2n+2
log( )
is 2N 2 for SO(2N), 2N 1 for SO(2N + 1) and 2N + 2 for Sp(2N). The S0 is
where N
the glueball superfield for SO(2N0 ), SO(2N0 + 1) or Sp(2N0 ) factor and Si is the glueball
superfield for U (Ni ) factor. The b2n is the leading coefficient of the function f2n (x). We
will give derivations of these results in next subsection.
118
2.2. The function F2(2n+1) (x)

As we mentioned above, the function F2(2n+1) (x) is related to the deformed superpotential and geometry by
2
g2n+2
F2(2n+1) (x 2 ) = W (x)2 + f2n (x).
(2.14)
This result has been given in [32] for SO groups. Here we adopt the method in [17,20]
which will also enable us to show relation (2.13).
Let us start with the SO(2N) gauge group. In this case, the SW curve is factorized as

2N2n1 (x) 2 F2(2n+1)(x)

P2N (x 2 , u)2 44N4 x 4 = H

2
= xH2N(2n+2)(x) F2(2n+1) (x).
Notice that since both the left-hand side and F2(2n+1) (x) are functions of x 2 and the degree
2N2n1 (x), thus we can
2N2n1 (x) is odd, one factor x must be factorized out in H

of H
2N2n1 (x) = xH2N(2n+2)(x). For our convenience, we change it to

write H

2
P2N (x 2 , u) 2
44N4 = Hl (x) x 2 F4N2l2 (x),
(2.15)
2
x
with P2N (x 2 , u)/x 2 a polynomial of x 2 . As in [20], the problem of factorizing the SW
curve and minimizing the superpotential under these constraints can be translated into
minimizing the following superpotential

n+1
l

P2N (x 2 , u)
2N2
g2r u2r +
2!i
Li
W=

x2
x=pi
r=1
i=1

2
P2N x(x2 ,u)

+ Qi
(2.16)

x
x=pi
with !i = 1 and variables u2r and Lagrange multipliers Li , Qi , pi . In fact Li , Qi
conditions tell us that there are l double roots at pi as shown by the factor (Hl (x))2 .
From the equation (2.16) we first get

2
P2N x(x2 ,u)

:
= 0,

Qi
x
x=pi

2
2 P2N x(x2 ,u)

: Qi
= 0.

pi
x 2
x=pi
Since in general
:
u2r
2 (P2N (x 2 ,u)/x 2 )
x 2
g2r +
l
N
is not degenerate, we get Qi = 0. Using this result we get

2N2j 2
Li pi
i=1 j =0
g2r =
l
N

i=1 j =0
s2j
= 0,
u2r
2N2j 2
Li pi
s2j 2r ,
119

2N2r with s = 1 and
where we have used the expansion P2N (x 2 , u) = N
0
r=0 s2r x
s2j /u2r = s2j 2r . Because the SW curve is an even function of x, roots pi must be in
pairs as (pi , pi ) and we can write the sum as
l/2
N

2N2j 2
g2r =
(Li+ + Li )pi
s2j 2r ,
(2.17)
i=1 j =0
where we have assumed that l is even number.

Now we calculate
N

g2r x 2r1
W (x)=
r=1
l/2
N
N

2N2j 2
=
(Li+ + Li )pi
s2j 2r x 2r1
r=1 i=1 j =0
l/2
N
N
2N2j 2
(Li+ + Li )pi
s2j 2r x 2r1 2L2N2 x 1
r= i=1 j =0

+ O x 3
l/2
where the L i=1 (Li+ + Li )!i . It can be shown by using /Li equations that

N
!i = !i+ = !i . Replacing N
j =0 by
j = since these added terms are higher orders,
we get
W (x) =
l/2
N
N
2N2j 2
(Li+ + Li )pi
s2j 2r x 2r1 2L2N2 x 1
r= i=1 j =

+ O x 3
l/2
N
2N2j 2 2N1+2j
(Li+ + Li )pi
i=1 j =
+

s2r x 2N2r 2L2N2 x 1 + O x 3
r j r:j N
= P2N (x 2 , u)
l/2
N
2N2j 2 2N1+2j
(Li+ + Li )pi
i=1 j =

2L2N2 x 1 + O x 3
= P2N (x 2 , u)
l/2

Li+ + Li
i=1
= xP2N (x 2 , u)
xpi2

1
2L2N2 x 1 + O x 3
2
2
1 pi /x
l/2

Li+ + Li
i=1
pi2
x2

1
2L2N2 x 1 + O x 3 .
2
pi
120
With the definition

l/2

Li+ + Li
i=1
x2
Bl (x)
=
x 2 pi2 Hl (x)
pi2
we have
W (x) = Bl (x)

P2N (x 2 , u)
2L2N2 x 1 + O x 3 .
xHl (x)
From this we can write
W (x) + 2L2N2 x 1 = Bl (x) F4N2l2 (x) +
(2.18)

44N4 x 2
+ O x 3 .
2
Hl (x)
Comparing the degree at two sides we find deg(Bl ) = 2n + 1 (2N l 1) 0. If we set

l = 2N 2n 2, Bl (x) = g2n+2 is just a constant, so finally we get the wanted relationship
2
g2n+2
F2(2n+1) (x) = W 2 (x) + 4L2N2 g2n+2 x 2n + = W 2 (x) + f2n (x). (2.19)
Furthermore, from the form (2.18), it can be seen that both Hl (x) and F4N2l2 (x) are
functions of x 2 .
There is another important relationship we can get. Differentiating (2.16) regarding to
log(4N4 ), we have
dW
u2r
W
W
=
+
4N4
4N4
d log(
) log(
) u2r log(4N4 )
W
Li
pi
W
+
+
4N4
Li log(
) pi log(4N4 )

W
Li !i 2N2
=
log(4N4 )
l
= L
2N2
where in the third line we have used equations for u2r , pi , Li and in the fourth line,
the definition of L. From (2.19) we can read out the leading coefficient of f2n (x) to be
b2n = 4L2N2 g2n+2 , so we get
dW
b2n
=
4N4
4g2n+2
d log(
)
(2.20)
which has been advertised in (2.13).

2.2.1. The SO(2N + 1) and Sp(2N) cases
Having done the case of SO(2N) in detail, we will just scratch the SO(2N + 1) and
Sp(2N) cases. For SO(2N + 1), we write the factorized SW curve as

2
P2N (x 2 , u) 2
(2.21)
44N2 = Hl (x) F4N2l2 (x),
x
and the corresponding low energy effective action

n+1
l

P2N (x 2 , u)
W=
g2r u2r +
2!i 2N1
Li

x
x=p
i
r=1
i=1

(P2N (x 2 , u)/x)
+ Qi
.

x
x=pi
121
(2.22)
Using equations of Qi , Li , pi , u2r we get

g2r =
l/2
N

2N2j 1
(Li+ Li )pi
s2j 2r
i=1 j =0
and
W (x) =
N
g2r x 2r1
r=1
l/2
N
N

2N2j 1
(Li+ Li )pi
s2j 2r x 2r1 2L2N1 x 1
r= i=1 j =0

+ O x 3
= xP2N (x 2 , u)
l/2

Li+ Li
i=1
with the definition L

l/2

Li+ Li
i=1
pi
l/2
i=1 (Li+

1
2L2N1 x 1 + O x 3 ,
2
pi
Li )!i . Defining
x2
Bl (x)
=
x 2 pi2 Hl (x)
we can write
pi
x2

2N1 1
W (x) + 2L
= Bl (x) F4N2l2 (x) +

44N2
+ O x 3 .
2
Hl (x)
Setting l = 2N 2n 2, B = g2n+2 we finally get

2
g2n+2
F2(2n+1) (x) = W 2 (x) + 4L2N1 g2n+2 x 2n + = W 2 (x) + f2n (x). (2.23)
Again, differentiating (2.22) by log(4N2 ), we get

b2n
dW
Li !i 2N1 = L2N1 =
.
=
4N2
4g2n+2
d log(
)
l
(2.24)
For the Sp(2N) gauge group we write down

2

2
2
x P2N (x 2 , u) + 22N+2 44N+4 = Hl (x) F4N2l+2 (x)x 2,
(2.25)
122
and
W=
n+1
g2r u2r +
r=1
l

Li x 2 P2N (x 2 , u)x=p 2!i 2N+2
i
i=1

(x 2P2N (x 2 , u))
+ Qi

x
x=pi
(2.26)
where !i = 0, 2 which is different from the SO case. From the W , we find

g2r =
l
N
2N2j +2
Li pi
s2i2r =
i=1 j =0
l/2
N
2N2j +2
(Li+ + Li )pi
s2i2r ,
i=1 j =0
and
W (x) =
N
g2r x 2r1
r=1
l/2
N
N

2N2j +2
(Li+ + Li )pi
s2j 2r x 2r1 2L2N+2 x 1
r= i=1 j =0

+ O x 3
= xP2N (x 2 , u)
l/2
(Li+ + Li )pi2
i=1
with the definition L

l/2
l/2
(Li+ + Li )pi2
i=1
i=1 (Li+
x2
x2

1
2L2N+2 x 1 + O x 3 .
2
pi
+ Li )!i . Writing
1
Bl2 (x)
=
2
Hl (x)
pi
we get

1 x 2 P2N (x 2 , u)
2L2N+2 x 1 + O x 3
x
Hl (x)

1
44N+4 22N+2
2
= Bl2 (x)
F4N2l+2 (x)x +
x
Hl (x)2
Hl (x)

2L2N+2 x 1 + O x 2

44N+4
22N+2
= Bl2 (x)
F4N2l+2 (x) + 2
xHl (x)
x Hl (x)2

2L2N+2 x 1 + O x 2 .
W (x) = Bl2 (x)
Setting l = 2N 2n and Bl2 (x) = g2n+2 , we have

2
F2(2n+1) = W (x)2 + 4L2N+2 g2n+2 x 2n + = W (x)2 + f2n (x).
g2n+2
(2.27)
123
Differentiating (2.26) by log(4N+4 ) we found

dW
b2n
=
Li !i 2N+2 = L2N+2 =
.
4N+4
d log(
)
4g2n+2
l
(2.28)
2.3. The 0 limit

To compare with the geometric picture, we need to discuss the solution in field theory
at the limit 0. In this limit, the factorization is easy to be solved. For example, for
SO(2N) gauge groups, we propose that

P2N (x, u)
2

= x
2N0
n

2
N
x + ai2 i
2
i=1

2
n

W (x)2 2 2N0 2 2
2 Ni 1
= 2
x x
x + ai
g2n+2
i=1
where the first line tells us that the proposed P2N (x, u) does satisfy the boundary condition.
From this factorized form we can read out that f2n (x) = 0. In this limit the effective action
is calculated as
Weff =
n+1

g2r
n+1
n
2r
g2r
Tr =
()r Ni ai2r
2r
2r
r=1
r=1
n
Ni
i=n
n+1

g2r
r=1
2r
i=n
n
()r ai2r =
Ni W (i ),
(2.29)
i=n
where we have used the from = diag(02N0 , (iai , iai )Ni ), and i are these eigenvalues.
Similar calculations can be done for other two gauge groups as

SO(2N + 1):
P2N (x, u)
2

= x
2N0
n

2
N
x + ai2 i
2
i=1
n
N 1
W (x)2 2 2N0 2 2
= 2
x x
x + ai2 i
g2n+2
i=1
Sp(2N):

4
x P2N (x, u)
=
W (x)2
2
g2n+2
2

= x 4 x 2N0

2 Ni
2N0
n
2
x 2 ai
i=1
n

2
2
N 1
x + ai2 i
2
,
i=1
with f2n (x) = 0. The effective action of SO(2N + 1) is same as SO(2N), but for Sp(2N)
124
it is modified to
Weff =
n+1

g2r
n+1
n

g2r
Tr 2r =
Ni ai2r
2r
2r
r=1
r=1
n
Ni
i=n
n+1

r=1
g2r 2r
a =
2r i
n
i=n
Ni W (i )
i=n
where = diag(02N0 , (ai , ai )Ni ).

3. The geometric picture
The geometric duals to field theories are given in [17], where it was conjectured that
low energy (holomorphic) dynamics can be calculated by geometric dual theories. Later in
[20], this conjecture has been proved for U (N) gauge groups with one adjoint field . The
geometric dual theories have been generalized from U (N) gauge groups to SO/Sp gauge
groups in [32] and explicit examples to support this conjecture were given in [34]. It is our
aim in this paper to give a proof for SO/Sp gauge groups.
3.1. Review
To have the geometric dual theory, first we need to geometrically engineer the N = 2
field theory deformed by superpotential (2.1). It can be done by wrapping D5-branes along
two cycles in the non-compact, nontrivial fibrated CalabiYau threefold
uv + w2 + W (x)2 = 0,
W (x) = g2n+2 x
n

2

x ai2 .
(3.1)
j =1
At each root of W (x) there is a blown up S 2 with Ni D5-branes wrapped around this
S 2 . The geometric dual theory is obtained via the geometric transition [35,36] where S 2 s
are blown down and S 3 s are blown up. At same time, Ni D5-branes wrapped around Si2
disappear and are replaced by Ni units of HRR fluxes through the new nontrivial Si3 . The
transition to S 3 s corresponds to a complex deformation of geometry as
uv + w2 + W (x)2 + f2n (x) = 0.
(3.2)
From it, we can calculate the effective superpotential in the geometric dual theory by

n

1
Weff = H =
(3.3)
H H ,
2i
CY
i=nA
i
Bi
Bi
Ai
where H = HRR IIB HNS , the holomorphic three form on the CY 3-fold and Ai , Bi
the symplectic bases.
As did in [20] we can reduce the integration on the CY 3-fold to the integration on the
reduced surface
y 2 = W (x)2 + f2n (x)
(3.4)
125
with reduced one forms h and dx eff

dx eff = dx W (x)2 + f2n (x),

h = H,
(3.5)
(3.6)
S2
so the effective action is simplified to

n

1
h dx eff h dx eff
Weff = h dx eff =
2i
i=n ai
bi
bi
(3.7)
ai
with ai these compact one cycles and bi , these corresponding non-compact dual onecycles.
When we discuss the SO/Sp gauge groups, we need to add the orientifold into the
geometry [32,37,38]. The orientifold action will have following contributions. Firstly, it
contributes HRR fluxes to the integration along the cycle around it. Secondly, it pairs blown
up S 3 s except the one fixed by the orientifold action in CY 3-fold. In other words, the
orientifold action requires the deformation f2n (x) to be a function of x 2 .
Above discussions provide us a convenient way to look at the problem. We can work
first at the double covering space, where the result of U (2N) can be applied, with the
condition that it preserves the Z2 action of orientifold. Then by putting the Z2 action back,
we get the results for SO/Sp gauge groups.
First let us discuss the choice of cycles in (3.7). These cycles are almost same as these in
[20] with only one extra condition that they preserve the Z2 symmetry (see Fig. 1). Since
branch cuts are symmetric with one located at the center, it is not difficult to show

dx eff =
dx eff ,
dx eff =
dx eff .
(3.8)
k
Ck
Ck
For the second equation, it is worth to notice that Ck Ck =

j dx eff = j dx eff .
Now we can identify cycles

1 1
1
=
,
=
,
2 2i
2i
ak
bk
1
k =
2
j =k,j =0 j
and
Ck
and following physical quantities

1 1
dx eff ,
Sk = dx eff =
2 2i
ak
k
(3.9)

bk
1
dx eff =
4i

Ck
1
dx eff =
2i
0
dx eff .
ak
(3.10)
126
Fig. 1. The choice of our cycles i , Ci , i . Notice that they are drawn in symmetric fashion. The solid line means
that it is at the upper plane while the dotted line, the lower plane. Q is same point as P , but at lower plane.
Among them equation (3.8) indicates that

Sk = Sk ,
k = k .
(3.11)
Furthermore, using the fact that D5-branes have been replaced by fluxes, we get

1
1
h = Ni (k = 0),
h = 2N0 ,
h = 2YM .
2
2
ak
a0
(3.12)
bk
There are several things needed to be remarked. First, because of the orientifold plane,
every D5-brane in the covering space carries only half physical brane charges. Secondly,
=
the physical brane charges of orientifold planes are O5 = 1, O5+ = +1 and O5
1/2, so 2N0 , which mean initially total 2N0 D5-branes wrapped around the origin, are
modified to 2N0 2 forSO(2N) group, 2N0 1 for SO(2N + 1) group, and 2N0 + 2 for
Sp(2N) group. Thirdly, bk h are independent of k, thus we require

h = 0
Ck Cl
h = 0,
j
j.
(3.13)
Fourthly, summing all k contours together, we get

n
n

h
h
h

Ni = 2N,
=
=
= 2N,
2i
2i
2i
k=nk
k=n
127
(3.14)
is 2N 2 for SO(2N) gauge group, 2N 1, SO(2N + 1) gauge group and

where 2N
2N + 2, Sp(2N) gauge group. Later, we will find an 1-form h on the surface (3.4) satisfied
both (3.13) and (3.14). Finally, putting everything together we can write the effective action
as

n

1
Weff =
h dx eff h dx eff
2i
i=n ai
bi
bi
ai
n
1
Ni (2i ) 2YM Si
2
i=n

n
n

= 2N0 0 +
2Ni i 2YM S0 + 2
Si
i=1
(3.15)
i=1
where in the last line, we keep cycle integrations of upper half planes only.
3.2. Some properties of Weff
Now let us discuss some properties of the effective action Weff . First, if we let 0
e2i 0 at the upper plane, for every Ck , it will anti-clockwised enclose all brunch cuts, so

1
4k = 4
2i

0
+n
n

dx
eff = 2
dx eff =
Si ,
2i
i=n i
ak
i=n
which means that k must depend on the cutoff 0 as

k =
n
2
Si log 0 + .
2i
i=n
We can also find the 0 dependence directly by calculating

1
k =
2
0
0
1
dx eff =
dx W (x)2 + f2n (x)
2i
ak
ak

0

1
b2n 1

2
+ O 1/x
dx W (x) +
2i
2g2n+2 x
ak

b2n
1
2
log 0 + O 1/0 .
W (0 ) +
2i
2g2n+2
(3.16)
128
From these two expressions we get a very important relationship

n

b2n
=
Si .
4g2n+2
(3.17)
i=n
In fact, this result can be obtained by summing all k cycles on the upper plane and push
them to go around point P

n
+n

1
1
eff =
Si =
dx W (x)2 + f2n (x)
4i
4i
i=n
i=n i
P

f
1
2n (x)

+
dx W (x) +
=
4i
2W (x)
P

b2n
1
b2n
=
=
dx
.
4i
2g2n+2 x 4g2n+2
P
Notice that at the last step, we integrate around the point at infinite.
Now we put (3.16) back into the effective action and get

n

log 0 + 2iYM + .
Si 2N
Weff = 2
i=n
log 0 + 2iYM = 2N
log ,
Absorbing the cutoff 0 into the physical scale by 2N
we get an important result
dWeff
d log 4N
n
Si =
i=n
b2n
.
4g2n+2
(3.18)
This equation is same as (2.20), (2.24) and (2.28) got by calculations in the field theory
if the f2n (x) in the field theory side is identified to the one in the dual geometry. We will
show it is true.
Using the result (3.17) we can rewrite (3.15) into

n

b2n YM
dx
1
Nk
.
Weff =
eff +
2i
2i
2g2n+2
0
k=n
ak
In the 0 limit, f2n (x) = 0 as well as b2n = 0. Thus we have

Weff =
n

k=n
0
n

(0 ).
Nk dx W (x) =
Nk W (ak ) 2NW
ak
(3.19)
k=n
It is equal to the result (2.29) in the field theory up to a constant.3

3 There is a small difference between (2.29) and (3.19). In (3.19) N are modified to N
0 . However, in 0
0
limit, a0 = 0 and W (a0 ) = 0 so this difference does not effect anything.
129
f
Just like [20], here we have shown that for SO/Sp gauge groups, the Weff calculated
G calculated in the dual geometry have same value at the
in the field theory and the Weff
classical limit 0 and follow same differential equation regarding to , so they must
be same. These results finish the first step of proofs that the field theory is equivalent to the
dual geometry.
3.3. The h and related SeibergWitten curve
To show the equivalence between the field theory and the dual geometry we need to find
the one-form h satisfied conditions (3.13) and (3.14). To do so, first we rewrite the effective
action as

n

h
dx eff
dx eff
h
2
Weff =
2i
2i
2i
2i
2i
k=nk

= 2N
Ck
Ck

n
k

dx eff b2n YM
dx eff
+
.
2Nk
2i
2g2n+2
2i
k=1
C0
j =1

To reach the last step, we have used following facts Ck = kj =1 k + C0 , Ck =
k
j =1 k + C0 and (3.13), (3.14). From this we get equations of motion
k

n

YN
2 Weff
dx eff
dx eff

= 2N
+
l,n
2Nk
. (3.20)
2i b2l
2i b2l
2g2n+2
2i b2l
k=1
C0
j =1
For l = n, since
eff
1 dx
b2n
2g2n+2 x
log 0 + 2iYM )/g2n+2 with a cutoff 0
at large x limit, the first two terms give (2N
and we need to introduce some (depending on b2r ) to satisfy the equation.
For l < n, notice that
dx
eff
x 2l dx
x 2l dx
=
=
b2l
2 W (x)2 + f2n (x) 2 F2(2n+1) (x)
t l dt
,
=
2n+1 (t)
4 tF
t = x 2,
2n+1 (t) = F2(2n+1) (x).

F
The equations of motion (3.20) can be rewritten as

k

l
n

t l dt
t
dt

N
=
, l
Nk
y
C0
k=1
j =1
(3.21)
with
:
2n+1 (t).
y 2 = t F
(3.22)
130
The curve (3.22) is, in fact, the related SeibergWitten curve after the Z2 quotient from the
covering space [33]. Its genus is n which corresponds to the fact there are N U (1) left in
the field theory. The integrand ul du/y l = 0, . . . , n 1 are bases of holomorphic one forms
on and equations (3.21) mean that the left-hand side is zero up to some periods on .
According to the Abels theorem, there must be a meromorphic function on with divisor
[P Q].4 Furthermore, h is a holomorphic one form on with certain properties.
N
Now we have translated field theory equations into the existence of a particular Riemann
surface . We will show that if the factorization form holds, the particular Riemann surface
exists. Let us start with SO(2N) gauge group. Rewriting

2
2
P2N (x, u)2 4 2 x 4
W (x) + f2n (x) x 2 H2N2n2 (x)2 = g2n+2
(3.23)

n
with the boundary condition that P2N (x, u)| 0 = x 2N0 i=1 (x 2 + ai2 )Ni as

2
Nn1 (t)2 y 2 = g2n+2

H
P
N (t, u)2 4 2 t 2
and defining
1
Nn1 (t),
y(t)
H
g2n+2
we get the equation satisfied by z
zt = P
N (t, u)
(3.24)
2P
N (t, u) 4 2
+
=0
(3.25)
t
z
(please notice that 2P
N (t, u)/t = 2P2N (x, u)/x 2 , so it is the polynomial of t). Notice
that at this moment the is an undetermined parameter which will be shown to be the
dynamical scale in the SeibergWitten curve by independent derivations. From (3.25), we
see immediately that z has zeros of order N 1 at P and poles of order N 1 at Q and
holomorphic elsewhere. Thus
z
dz
(3.26)
z
satisfies all conditions required by the geometry. To check that we lift to the covering space
by replacing t = x 2 . As noticed in [20], integration around k cycles do not depend on ,
so we can evaluate them by setting 0

1
1
1
dz
h=
=
d(log z)
2i
2i
z
2i
i
i
i

1
1
2P2N (x, u)
=
N
d log(x iai )
=
d
i

2
2i
x
2i
0
i
i

for i = 0,
Ni
=
2N0 2 for i = 0,
h=
4 It maybe a little confused that for SO(2N + 1) gauge group we have N

= N 1/2 not integer. The reason
is that from the brane picture, there is a stuck D5-brane top on the orientifold without the image, so the best way
to discuss SO(2N + 1) is in the covering space.
where we have used the boundary condition P2N (x, u)| 0 = x 2N0
the direction of cycles is clockwise. Furthermore,

1 dz
= 0,
2i z
131
n
i=1 (x
+ ai2 )Ni and
Ci Cj
since Ci Cj cycles do not cross any branch cut of the logarithmic function. To determine
the , we solve

P2N (x, u)
P2N (x, u) 2
4 2
z=
(3.27)
x2
x2
and integrate directly

2YM =
2
1
h=
2i
2i
Ck
0
ak+
0

22N2
2
dz
2
0
=
log(z) =
log
,
z
2i
2i
2
a+
k
where we have used the fact that at x = ak+ , W (x)2 + f2n (x) = 0, so by the factorization
form we have

P2N (x, u) 2
= 4 2 .
x2
Because we have required 2iYM + (2N 2) log 0 = (2N 2) log , it gives
immediately
= 2N2 .
(3.28)
Results (3.23) and (3.28) prove that the complex deformation f2n (x) in the dual geometry
is same as the f2n (x) in the field theory by factorization.
Similar calculations can be done for SO(2N + 1) and Sp(2N) gauge groups. For
SO(2N + 1), we take the factorized form
2

2
W (x) + f2n (x) x 2 H2N2n2 (x)2 = g2n+2
(3.29)
P2N (x, u)2 4 2 x 2

n
with the boundary condition P2N (x, u)| 0 = x 2N0 i=1 (x 2 + ai2 )Ni and define z by
2P2N (x, u) 4 2
(3.30)
+
= 0.
x
z
Notice that 2P2N (x, u)/x does not have poles at x = 0. It is easy to see that z has zeros of
order 2N 1 at P and poles of order 2N 1 at Q (notice that now it is in the covering
space). Defining h as in (3.26) and doing same calculations, it is easy to show that h
satisfies all required conditions. Directly integrating h along any Ck , it can be seen that
z
= 2N1 .
For Sp(2N) gauge group, we use

2
2
2
2
W (x) + f2n (x) x 2 H2N2n (x)2 = g2n+2
x P2N (x, u) + 2 4 2
(3.31)
(3.32)
132
with the boundary condition P2N (x, u)| 0 = x 2N0

equation
n
i=1 (x
+ ai2 )Ni and define z by the

4 2
2 x 2 P2N (x, u) + 2 = 0
(3.33)
z
with zeros of order 2N + 2 at P and poles of order 2N + 2 at Q. Using h as in (3.26) it is
easy to check all required conditions for h and determine
z+
= 2N+2 .
(3.34)
3.4. The coupling constant matrix ij

Now the last piece we need to do is to check that the coupling constant matrix
ij =
2F
Si Sj
is indeed given by periods of the reduced SeibergWitten curve. Since we have shown that
Sk = Sk , k = k , there are only n + 1 independent Sk and k which, for simplicity,
can be chosen to be Sk , k with k = 0, 1, . . . , n with relations
F
F
(3.35)
, k > 0,
0 = 2
.
Sk
S0
The reason for the second equation is that under the Z2 action, S0 is mapped to itself, so
f
f
the physical glueball field S0 = S0 /2 and 0 = F /S0 .
We define new bases of cycles as

n

1

4N0
=
+
2Nj
,

S0
Sj
S0 4N
k =
j =1
,
=
2
.
Si1
S0
Si>1 Si
S1 S1
Then using equations of motion for the effective action (3.15)

n
n

0 0 +
2N
=0
2Ni i 2YM S0 + 2
Si
Sk
i=1
(3.36)
(3.37)
i=1
we see immediately
00 =
2F
2YM
=
,

4N
S02
0,i=0 =
2F
= 0.
Si
S0
In fact, 00 is the coupling constant of central U (1) in double covering U (2N) gauge group.
When we project the U (2N) to SO/Sp gauge groups by orientifold, the U (1) is broken to
global Z2 symmetry as discussed in [33]. For other coupling constants

2
ij =
F=
(j j 1 ) =
eff , i, j 1,
Si
Sj
Si
Si
Cj Cj1
by taking b2r as new independent variables, we have

n1

b2n
b2r
ij =
eff +
Si b2r
Si b2n
r=0
n1
b2r
Si b2r
r=0
Cj Cj1
133

eff
Cj Cj1
eff
(3.38)
Cj Cj1
where the second term drops out because b2n = 4g2n+2 (S0 + 2

b2n /
Si = 0. Using eff = W (x)2 + f2n (x), it is easy to see that

dx
x 2r
tr
eff
,
= dx
= dt
b2r
2eff
2y(t)
n
j =1 2Sj )
and
r = 0, . . . , n 1,
r
t
where y is given in (3.22) to be exactly the reduced SeibergWitten curve. Since dt 2y(t
)
with r = 0, 1, . . . , n 1 form a bases of holomorphic one forms on the reduced Riemann
surface and {i , Ci Ci1 } form a basis for H1 (, Z), by (3.38) ij are indeed given by
the period matrix of . This completes the proof that the effective action and the coupling
constants in the field theory can be equivalently calculated by the dual geometry using the
large N duality.
Before closing this section, let us remark the role of z defined above. It can be shown
that x dz
z is exactly the SeibergWitten differential. For example, in the case of SO(2N)
gauge group, using (3.27) and y 2 = P2N (x 2 , u)2 44N4 x 4 we get
P2N (x,u)

(x, u)
x dx 2 P2N
P2N (x, u)
dz
x2
x
= x dx
=
2
x
z
y
x2
x3
P2N (x,u) 2
44N4
x2

1
(44N4 x 4 )
x dx
=
P2N (x, u) P2N (x, u)
y
2
44N4 x 4
which is indeed the SeibergWitten differential [31]. In fact, dz/z is nothing else, but the
eigenvalue distribution function in the corresponding gauge field theory as emphasized in
[10,43]. Furthermore, in the classical limit 0, we have

2
dz
= dx 1
(3.39)
.
z
x
The term 2/x counts the contribution of the orientifold plane. It is rather strange that even
in the classical limit the theory knows the presence of the orientifold plane.
4. The matrix model

Recalling the proof of matrix model conjecture for U (N) gauge theory with superpotential W () given in [1], the first step is to show that from the corresponding matrix model,
the spectral curve which is same as that in the dual geometry, can be derived. The second
134
step is to match various integrations along compact and non-compact cycles at both sides
(matrix model side and dual geometric side). The last step is to show that the relationship
among these integrations are same at both sides. We will follow the same logic here for
SO/Sp gauge groups.
The matrix models for the SO/Sp gauge groups have been proposed in [57,62,63].5 The
partition function of the matrix model is given by

1
1
d exp Tr W () ,
Z=
(4.1)
Vol(G)
gs
where is in the adjoint representation of relative groups. The group measure has been
given explicitly in [62,64] for general matrices. For these models, Feynman diagrams are
unoriented double line diagrams which reflect the nature of SO/Sp gauge groups. Going to
the eigenvalue integration we get

s

M

2
Z
(4.2)
di
(2i 2j )2
2i exp
Tr W (i ) ,
gs
i
i<j
i=1
where s = 0 for SO(2M) and s = 1 for SO(2M + 1)/Sp(M). Putting the Vandermonde
determinant to the exponential we get
S() =
M
M

2
2
Tr W (i )
log 2i 2j s
log 2i .
gs
i<j
i=1
(4.3)
i=1
Saddle point approximation of (4.3) gives us equations of motion of eigenvalues

1
s
1
W (i ) 2i
= 0.
gs
i
2i 2j
(4.4)
j =i
Define the resolvent to be

(x) =
M
1
1 2x
1
Tr
=
,
M
x
M
x 2 2i
i=1
(4.5)
where we have used the fact that both i are eigenvalues of for SO/Sp gauge groups.
With some algebraic operations we get

4
1
1 2s
2
(x) 2 f2n (x) + (x)W (x) = 0,
(x)2
(4.6)
(x)
M
x
where
f2n (x) = gs
M

i W (i ) xW (x)
i=1
x 2 2i
(4.7)
5 In previous version, we follow the orthogonal and symplectic ensembles matrix model in [9]. However, from
the point of view of field theory, it is more natural to use the matrix model proposed in [57,62,63]. Our treatment
in this section will follow these three papers.
135
and = gs M which will be kept to be constant in the large M limit. Notice that since
W (x) is an odd function of x, f2n (x) will be an even polynomial of x with degree 2n.
Also the difference between SO(2M) and SO(2M + 1)/Sp(M) in (4.6) is counted by the
(1 2s) factor of O(M 1 ) order.
After taking the large M limit, differential equation (4.6) becomes algebraic equation
(x)2
4
2
f2n (x) + (x)W (x) = 0
2
from which, if we define

W (x)
y(x) =
(x) +
,
2
2
(4.8)
(4.9)
we get the spectral curve

y 2 = W (x)2 + f2n (x).
(4.10)
Curve (4.10) is exactly same form (3.4) as in previous section. y(x) is related to the force
of moving eigenvalues away from their equilibrium positions as

gs S()
gs S() s

+
y() =
(4.11)
.
2
2 large M
Defining the eigenvalue distribution function as

1
( i ),
d () = 1
() =
M
(4.12)
we have

1
( + i0) ( i0) .
(4.13)
2i
At large M limit, eigenvalues are clustered around different critical points given by the
superpotential W () and filling factors can be calculated as

Mk
(4.14)
= d ().
M
() =
k
1
(y( + i0) y( i0)), so
Using the definition of y, we can get () = i

4M
y()
8
Mk = Sk
d
Mk =
2i
gs
k
(4.15)

1
by comparing with Si = 12 i d 2i
y(). Now changing filling factors by the amount
4Mi , the action is changed to

y(x) 32i
y(x) 32i
= 2 4Si i
= 2 4Si
4Fmatrix = 4Mi
gs
2i
gs
gs
Ci /2
Ci /2
136
and we get
identify
Fmatrix
Si
Fmatrix =
32i
i .
gs2
32i
Ffield .
gs2
So to match results in the dual geometry, we just need to
(4.16)
Equations (4.10), (4.14) and (4.16) prove the equivalence between the matrix model and
the dual geometry.
Before ending this section, let us give an important remark. In [3] it was suggested that
the total contribution to SO/Sp gauge theories should include both S 2 and RP 2 diagrams.
Using this idea, explicit calculations have been carried out in [57] and it was found that at
least up to order O(S 4 ), the whole result can be written as coming only from S 2 diagrams
with modified color number. Later, a beautiful proof for SO group was given in [63]. These
observations are consistent with the result in the dual geometry where the integration of
fluxes h around the origin is modified by the presence of the orientifold plane.
Acknowledgements
This research is supported under the NSF grant PHY-0070928. We own a lot of thanks to
Freddy Cachazo who explained his work carefully to us and gave a lot of insight remarks.
We also likes to thank the discussion with Vijay Balasubramanian, David Berenstein,
Joshua Erlich, Yang-Hui He, Min-xin Huang, Vishnu Jejjala and Asad Naqvi.
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Field theoretical approach to the study of theta

dependence in YangMills theories on the lattice
Massimo DElia
Dipartimento di Fisica dellUniversit di Genova and INFN, Via Dodecaneso 33, I-16146 Genova, Italy
Abstract
We discuss the extension of the field theoretical approach, already used in the lattice determination
of the topological susceptibility, to the computation of further terms in the expansion of the ground
state energy F () around = 0 in SU(N) YangMills theories. In particular we determine the fourth
order term in the expansion for SU(3) pure gauge theory and compare our results with previous
cooling determinations. In the last part of the paper we make some considerations about the nature
of the ultraviolet fluctuations responsible for the renormalization of the lattice topological charge
correlation functions; in particular we propose and test an ansatz which leads to improved estimates
of the fourth and higher order terms in the expansion of F ().
PACS: 11.15.Ha; 11.10.Gh; 12.38.Gc
1. Introduction
The dependence of SU(N) YangMills theories on the angle is the subject of ongoing
theoretical debate. The dependence can be expressed in terms of the free energy density
F ( ) which, in the Euclidean theory, is defined as follows:

4

exp V F ( ) Z( ) = [dA]e d x L(x)eiQ ,
(1.1)
a (x)F a (x) is the usual YangMills
where V is the four-dimensional volume, L(x) = 14 F
4
Lagrangian and Q = d x q(x) is the topological charge, with the topological charge
E-mail address: delia@ge.infn.it (M. DElia).

doi:10.1016/S0550-3213(03)00311-0
140
M. DElia / Nuclear Physics B 661 (2003) 139152
density q(x) defined as

g2
a
a
F
(x)F
(x) = K (x),
64 2
where K (x) is the Chern current

g2
1 abc b c
a
a
K =
A A gf A A .
3
16 2
q(x) =
(1.2)
(1.3)
The coefficients of the Taylor expansion of F ( ) around = 0,

F ( ) =

1 (k)
F (0) k ,
k!
(1.4)
k=0
are related to the connected expectation values of the topological charge distribution,

Qk c
dk
(k)
,
= i k
F (0) k F ( )
(1.5)
d
V
=0
where c is a short notation meaning the connected expectation value taken at = 0.
F ( ) is a non-trivial function, indeed the topological susceptibility, = Q2 c /V , is
expected to be different from zero, to the leading order in 1/N , to solve the so-called
U (1) problem [1,2]. In Refs. [3,4] it has been argued that, in the large N limit, F ( ) is a
multibranched function of , and in particular
F ( ) = F (0) + min( + 2k)2 + O(1/N).

(1.6)
2 k
Therefore, for sufficiently small values of ( < ), F ( ) is expected to have an almost
quadratic dependence on , with O( 4 ) corrections suppressed by powers of 1/N .
Numerical Monte Carlo simulations on the lattice are a natural tool to obtain information
from first principles about the dependence of F ( ) around = 0. While direct numerical
simulations of the theory at = 0 are not feasible because of the complex nature of
the action, the Taylor expansion of F ( ) around = 0 can be computed, in principle,
up to any given order, by measuring the connected expectation values of the topological
charge over the ensemble of configurations at = 0, as explicited in Eqs. (1.4) and (1.5).
The topological susceptibility has been already extensively studied on the lattice (see
Refs. [5,6] for recent reviews) and further terms in the expansion have been recently
measured [7].
The lattice study of quantities related to topology requires care. The problem is usually
related to the fact that the topology of gauge configurations on a discretized spacetime
is, strictly speaking, always trivial, and that the usual lattice definition, given in terms of
gauge fields as a nave discretization of the continuum topological charge, does not have the
continuum integer valued spectrum: as a good alternative the fermionic definition, which
is directly related to the index theorem, or the definition based on the so-called cooling
method, are used.
In fact, the topological charge operator and its correlation functions can be defined on
the lattice with the same rigour as for any other operator of the theory: as for any other
physical quantity, one has to pay attention when removing the ultraviolet (UV) regulator,
141
i.e., when going to the continuum limit, since the appropriate renormalizations have to
be performed. In the cooling method the UV lattice fluctuations, which are responsible
for the renormalizations, are removed by a process of local minimization of the action.
However, it is also possible to compute the renormalizations and perform the appropriate
subtractions. This program, usually known as the field theoretical method, has been
already widely discussed and developed, together with a method for the numerical nonperturbative determination of the renormalization constants, usually known as the heating
method, in the context of the lattice determination of the topological susceptibility [816].
The aim of the present paper is that of discussing the extension of the field theoretical
method (and of the heating method used to compute the renormalizations) to the case
of higher order correlation functions of the topological charge, in order to study the
dependence of the theory. In Section 2, after a review of the field theoretical method, as
used for the computation of the topological susceptibility, we will discuss its application
to the case of higher order correlations and develop a suitable extension of the heating
method. In Section 3 the case of SU(3) pure gauge theory will be used as a testground for
the method developed in Section 2, and we will determine the fourth order contribution
to F ( ) and compare our results with those obtained by the cooling technique [7]. In
Section 4 we will state and test an ansatz about the nature of the UV lattice fluctuations
responsible for the renormalizations, which will allow us to simplify the computation of
the connected correlation functions and to obtain more precise determinations of the fourth
order contribution to F ( ). Finally, in Section 5, we will give our conclusions.
2. Topological charge correlation functions on the lattice

In this section we will discuss how the various moments of the lattice topological charge
distribution renormalize with respect to the continuum ones, and how the corresponding
renormalizations can be computed numerically. In order to make the discussion clearer, we
will first review the case of the second moment, i.e., the topological susceptibility.
2.1. Renormalization of the topological susceptibility
On the lattice it is possible to define a discretized gauge invariant
topological charge

density operator qL (x), and a related topological charge QL = x qL (x) (with the sum
extended over all lattice points), with the only requirement that, in the formal (nave)
continuum limit,

a0
qL (x) a 4 q(x) + O a 6 ,
(2.1)
where a is the lattice spacing. A possible definition is
qL (x) =
1
29 2
4

Tr (x) (x) ,
(2.2)
=1
where (x) is the usual plaquette operator in the plane, is the standard
Levi-Civita tensor for positive directions and is otherwise defined by the rule =
() .
142
A proper renormalization must be performed when going towards the continuum limit,
like for any other regularized operator. In spite of the formal limit in Eq. (2.1), the
discretized topological charge density renormalizes multiplicatively [8]:

qL (x) = Z()a 4 ()q(x) + O a 6 ,
(2.3)
with a multiplicative renormalization constant Z() which is a finite function of the bare
coupling = 2N/g02 , approaching 1 as .
When defining the topological susceptibility, further renormalizations can appear.
Indeed, already the continuum definition,

Q2
= d4 x q(x)q(0) ,
(2.4)
V
involves the product of two operators q(x) at the same point: this contact term is divergent
and not well defined, so that an appropriate prescription must be assigned. It can be
shown [17,18] that the correct prescription, corresponding to the quantity which appears in
the Taylor expansion of F ( ), is the one in which the derivative appearing in the definition
of q(x), Eq. (1.2), is taken out of the vacuum expectation value:

1
d4 x d4 y x y K (x)K (y) .
=
(2.5)
V
The lattice definition of the topological susceptibility

L =
qL (x)qL (0)
(2.6)
is in general not guaranteed to meet the correct continuum prescription for the contact term,
and this leads to the appearance of additive renormalizations:
L = Z()2 a 4 () + M(),
(2.7)
where M() describes generically the mixing with all local scalar operators appearing in
the operator product expansion (OPE) of qL (x)qL (0) as x 0 in Eq. (2.6), including, in
particular, the action density and the identity operator.
The idea behind the numerical technique, known as the heating method, used to compute
the two renormalizations Z() and M(), is that the UV fluctuations in qL (x), which are
responsible for renormalizations, are decoupled from the background topological signal
so that, starting from a semiclassical configuration of fixed and well-known topological
content, it is possible, by applying a few thermalization steps (i.e., Monte Carlo updating
steps at the corresponding value of ), to thermalize the UV fluctuations without altering
the background topological content. This is certainly true for high enough , i.e.,
approaching the continuum limit, and in practice it turns out to be true in a range of
the values usually chosen in Monte Carlo simulations of YangMills theory, being
also favoured by the fact that topological modes have very large autocorrelation times,
as compared to any other non-topological mode.
It is thus possible to create samples of configurations which have a fixed topological
content, Q, and the UV fluctuations thermalized: various measurements of topological
quantities on these samples can give information about the renormalizations. For example,
143
the expectation value of QL gives

QL = Z()Q,
(2.8)
from which the value of Z() can be inferred, while the expectation value of
2
QL = Z()Q2 + V M(),
Q2L
gives
(2.9)
where by V we intend, from now on, the four-dimensional volume measured in

adimensional lattice units.
To check that UV fluctuations have been thermalized, one looks for plateaux in
quantities like QL or Q2L as a function of the heating steps performed: only
configurations obtained after the plateau has been reached are included in the sample.
Special care has to be paid to verify that during the heating procedure the background
topological charge is left unchanged: this is usually done by performing a few cooling
steps on a copy of the heated configuration and configurations where the background
topological content has changed are discarded from the sample [13]. Further details about
the procedure and about the estimate of the systematic errors involved can be found in
Ref. [14].
A sample with Q 1 can be used to measure Z and a sample with Q = 0 (usually
thermalized around the zero field configuration) can be used to determine M. Crosschecks can then be performed, using samples obtained starting from various semiclassical
configurations with the same or different values of Q, to test the validity of the method.
Once the renormalizations have been computed and the expectation value L over the
equilibrium ensemble has been measured, the physical topological susceptibility can be
extracted, using Eq. (2.7), as
L M()
.
(2.10)
a 4 ()Z()2
If large renormalization effects are present, i.e., if Z 1 and if M brings a good
fraction of the whole signal in L , the final determination of , obtained via Eq. (2.10),
can be affected by large error bars. However, one can exploit the fact that Z and M both
depend on the lattice discretization qL (x) and that infinitely many operators qL (x) can be
defined all having the same nave continuum limit, to choose improved operators for which
the renormalization effects are reduced, thus leading to improved estimates of . This is
the idea behind the definition of smeared operators [19]
=
qL(i) (x) =
1
29 2
4

(i)

(i)
Tr
(x)
(x) ,
(2.11)
=1
(i)
(i)
where (x) is the plaquette operator constructed with i-times smeared links U (x),
which are defined as
U(0) (x) = U (x),
4

(i) (x) = (1 c)U(i1) (x) + c
U
U(i1) (x)U(i1) (x + )U
(i1) (x + )
,
6
=1
||=
144
U(i) (x) =
(i) (x)
U
,
(i) (x) U
(i) (x))1/2
( 1 Tr U
(2.12)
where c is a free parameter which can be tuned to optimize the improvement. These
operators have been successfully used, up to the second smearing level, to determine
at zero and finite temperature both in SU(2) [15] (with c = 0.85) and SU(3) [14] (with
c = 0.9) pure gauge theory. We will make reference to them later in this paper, when
computing the higher order correlation functions of the topological charge.
2.2. Renormalization of higher order correlation functions
In order to compute the higher order connected moments of the topological charge
distribution, Qn c , needed for the Taylor expansion of F ( ), it is necessary to first
compute the disconnected correlation functions Qn . We will consider, in particular, the
case n = 4, for which Q4 c = Q4 3Q2 2 .
Like in the case of the topological susceptibility, also the definition of Q4 needs a
special prescription for the contact terms, in order to correspond to the quantity which
enters the Taylor expansion of F ( ). Starting from the lattice definition, QL , one can define
the expectation value

4
QL = d4 x1 d4 x4 qL (x1 )qL (x2 )qL (x3 )qL (x4 )
(2.13)
and it is clear that, apart from an obvious multiplicative renormalization constant Z 4 (),
Q4L will be linked to Q4 by additive renormalizations related to the contact terms
arising when two or more charge densities in the expectation value integrated in Eq. (2.13)
come to the same point. Our aim is to eventually compute the renormalization constants
numerically, and in this sense we are not interested in the exact form of the mixing terms,
but just in understanding if they can be related in a simple way to the correlation functions
of different order, Qm , so that they can be computed using the heating method, as it will
be clarified below.
We will assume a simple and quite natural form for the renormalization rule:

4
QL = Z()4 Q4 + M4,2 () Q2 + M4,0 (),
(2.14)
where M4,2 () and M4,0 () are two constants which are independent of the topological
sector. We will discuss in the following whether Eq. (2.14) makes sense from a theoretical
point of view, while its validity will be fully checked numerically in Section 3.
The presence of the term Z()4 Q4 in Eq. (2.14) comes from the multiplicative
renormalization of the topological charge density. The question is then whether the additive
renormalizations coming from contact terms can be put in the form M4,2 ()Q2 +
M4,0 (). Contact terms arise when two or more charge densities in the expectation value
in Eq. (2.13) come to the same point, but the discussion of the two charge case will
suffice: the instance with three (or more) charge densities coming to the same point can
be considered as a special case of the two charge case, so that the related mixing terms are
already considered when discussing the two charge contact term.
Let us consider, for instance, x3 x4 in Eq. (2.13). The operators of lower dimension
appearing in the OPE of qL (x3 )qL (x4 ) are the identity operator and the action density
145
a (x)F a (x). The insertion of the identity operator in the expectation value in
s(x) F
Eq. (2.13) leads to a contribution proportional to

d4 x1 d4 x2 qL (x1 )qL (x2 ) Id = Q2L = Z 2 () Q2 + V M(),
(2.15)
which is consistent with the assumption in Eq. (2.14). The insertion of the action density
operator leads to a contribution proportional to

d 2
Q ,
d4 x1 d4 x2 d4 x qL (x1 )qL (x2 )s(x) = Q2L S = S Q2L
(2.16)
d L
where S is the total action of the theory and we have used the relation, which is valid for
any operator O, (d/d)O = S O SO , where the derivative is taken as the fourdimensional volume in lattice units, V , is kept fixed. The first term on the right-hand side
of Eq. (2.16), S Q2L , is proportional to Z 2 ()Q2 + V M() and therefore consistent
with Eq. (2.14). Using the fact that the topological susceptibility is a renormalization
group invariant quantity, i.e., independent of , and that = Q2 /(V a 4 ), the second term
can be written as

d
2
d
2
dM()
d 2
QL =
Z ()a 4 ()V + M()V = V
Z ()a 4() + V
d
d
d
d
2 4

d
2
dM()
Z ()a 4 () + V
,
= Q a ()
(2.17)
d
d
which is again consistent with Eq. (2.14).
This does not complete the discussion, as operators of higher dimension in the OPE of
qL (x3 )qL (x4 ) could bring corrections in which cannot be expressed in the same simple
form as in Eq. (2.14). However, we will assume those corrections to be negligible, and this
assumption will be well supported by the numerical data shown in Section 3.
In order to extract the value of Q4 from Eq. (2.14), we need to measure the lattice
expectation value Q4L , to already know Q2 , and to determine the new renormalization
constants M4,2 () and M4,0 (). The computation of the renormalization constants can
be performed using a simple extension of the heating method. Indeed, measuring the
expectation value Q4L on the ensemble thermalized around a semi-classical configuration
of charge Q, one obtains
4
QL = Z 4 ()Q4 + M4,2 ()Q2 + M4,0 ().
(2.18)
It is clear that if we repeat the measurement in 2 sectors with different values of Q
(for instance, Q = 0, 1), we obtain 2 different constraints involving the renormalization
constants which, assuming that Z() is already known, allow the determination of M4,2 ()
and M4,0 (). If we perform the measurement in more than 2 sectors we have more
constraints than constants to be determined, and this offers the possibility to perform a
non-trivial test of Eq. (2.14) and of the heating method.
We close this section by considering the general case of the nth order correlation
function. A natural extension of Eq. (2.14) is the following:

Mn,n2h () Qn2h ,
QnL = Z()n Qn +
n/2
h=1
(2.19)
146
and its validity can be discussed along the same lines as for n = 4. In this case, the
measurement of QnL on the ensemble thermalized around a semi-classical configuration
of charge Q gives
n
QL = Z n Qn + Mn,n2 Qn2 + + Mn,0 ,
(2.20)
so that it is necessary to measure QnL in at least n/2 different topological sectors to
determine the n/2 renormalization constants Mn,n2 (), Mn,n4 (), . . . , Mn,0 ().
3. Determination of Q4 c in SU(3) pure gauge theory
In this section we present numerical results obtained for SU(3) pure gauge theory.
We will illustrate a detailed study of the renormalization constants involved in the
determination of Q2 and Q4 , using the heating method: we will employ samples of
configurations thermalized in three different topological sectors, Q = 0, 1, 2, and this will
enable us to perform a non-trivial consistency test of Eq. (2.14) and of the heating method
itself. We will then combine the values of the renormalization constants with the results
obtained at equilibrium to compute Q4 c and thus obtain information about the quartic
Q4 c
term in the expansion of F ( ). In particular, we will compute the quantity b2 = 12Q
2 ,
which measures the relative weight of quartic to quadratic terms and has been determined
in Ref. [7] via the cooling method.1
All the results reported in this section refer to simulations performed on a lattice of size
164 , with = 6.1 and the standard Wilson action. Two different discretized topological
charge density operators have been used, corresponding to the 1- and 2-smeared operators
defined in Section 2.
3.1. Determination of the renormalization constants
We will make use of the method described in Section 2 to determine the renormalization
constants which enters the computation of Q2 and Q4 .
We have collected five different samples of configurations, one thermalized in the
Q = 0 sector (around the zero field configuration), two in the Q = 1 sector (thermalized
around two different semiclassical configurations of topological charge one) and two
in the Q = 2 sector (thermalized around two different semiclassical configurations of
topological charge two). The semiclassical configurations have been obtained by extracting
thermalized configurations with non-trivial topology from the equilibrium ensemble at
= 6.1 and then minimizing their action by a usual cooling technique. All the five samples
have been obtained by performing about 3000 heating trajectories around the semiclassical
configurations, each trajectory consisting of 90 heating steps; 6 straight cooling steps have
been applied on heated configurations to check that their background topological content
did not change.
1 We use the same notation used in Ref. [7], in order to make the comparison easier.
147
We have then measured the expectation values Q2L , Q4L , and also QL /Q where
Q = 0, over the five samples, with the aim of applying Eqs. (2.8), (2.9), (2.18) and
determine the renormalization constants.2 We have reported the results in Table 1 for the
1-smeared operator and in Table 1 for the 2-smeared operator: expectation values obtained
on samples with the same Q turned out to be equal within errors, as they should, and we
have reported in the tables only their weighted averages. It is still possible to appreciate
in Tables 1 and 2 the agreement for the values of Z determined in the Q = 1 and Q = 2
sectors. We have also reported results for Q6L , which will be used in Section 4.
Let us rewrite Eq. (2.7) in the form Q2L = Z()2 Q2 + M2,0 (), with M2,0 () =
V M(). The information contained in Q2L for each different topological sector Q can
be used to determine M2,0 , using Eq. (2.9). We have 2 constants to be determined, Z and
M2,0 , and 3 equations (Q = 0, 1, 2), plus two direct determinations of Z from QL /Q, so
that there are 5 constraints to be satisfied and only 2 variables to be determined. The fact
that this can be done consistently is a non-trivial test of the method, and more precisely of
the fact that the UV fluctuations which are responsible for the renormalization constants
are decoupled from the background topological content, an assumption that is at the very
basis of the heating method, as it has been explained in Section 2. In practice, we have used
the 5 values measured for Q2L and QL /Q to perform a best fit to Eqs. (2.8) and (2.9),
obtaining best fit values which are reported in Table 3 and good 2 /d.o.f. values ( 0.1 for
the 1-smeared operator and 0.2 for the 2-smeared operator3). The values obtained for Z
and M2,0 are compatible with those reported in Ref. [14].
Table 1
Expectation values measured in different topological sectors for the 1-smeared operator
2
4
Q
Z = QL /Q
QL
QL
0
1
2
0.416(6)
0.413(5)
0.311(12)
0.4785(60)
0.9626(80)
0.290(20)
0.630(15)
1.973(50)
Table 2
Expectation values measured in different topological sectors for the 2-smeared operator
2
4
Q
Z = QL /Q
QL
QL
0
1
2
0.544(5)
0.542(4)
0.208(10)
0.489(5)
1.314(8)
0.124(10)
0.556(12)
2.77(6)
6
QL
0.48(5)
1.295(45)
5.82(18)
6
QL
0.131(18)
0.93(3)
7.65(17)
2 The initial charge of the semiclassical configuration used in the heating procedure, Q, is never strictly an
integer (apart from the case Q = 0). The deviation from the corresponding integer value is always around 3% in
our case (e.g., when Q 1, we actually have Q 0.97). When applying Eqs. (2.8), (2.9) and (2.18), one has to
be careful and make use of the real value of Q instead of the closest integer. For a more accurate discussion on
this point see, for instance, Ref. [20].
3 The low values obtained for 2 /d.o.f. can be related to the fact that the measurements of Q2 and
L
QL /Q at corresponding values of Q are partially correlated, since they are measured on the same sample
of configurations.
148
The same procedure has been repeated, using the Q4L measurements and Eq. (2.18),
to obtain the best fit values for M4,2 and M4,0 reported in Table 3. Also in this case we
have obtained good values for 2 /d.o.f. ( 0.1 for both the 1-smeared and the 2-smeared
operator). This represents a strong numerical support to the validity of Eq. (2.14).
3.2. Determination of Q2 , Q4 and Q4 c
Now that we have determined the renormalization constants we can proceed to
determine Q2 and Q4 . The equilibrium values for Q2L and Q4L , which are reported
in Table 4, have been measured on a sample of 300 K configurations separated by five
updating cycles, each composed of a mixture of 4 over-relaxation +1 heat-bath updating
sweeps; the reported errors have been estimated by a standard blocking technique.
The value of Q2 can be computed as

Q2L M2,0
Q2 =
.
Z2
(3.1)
The expression for Q4 follows from Eq. (2.14):

Q4L M4,2 Q2 M4,0

Q4 =
.
Z4
(3.2)
The results for Q2 and Q4 are reported in Table 4, the errors have been computed
by standard error propagation. It is interesting to notice that the values obtained for
the 1-smeared operator and for the 2-smeared operator are in good agreement, as they
should, again confirming the robustness of the method. We can finally determine Q4 c =
Q4 3Q2 2 , obtaining Q4 c = 0.32 1.80 for the 1-smeared and Q4 c = 0.66 0.90
for the 2-smeared operator, leading to b2 = 0.012(62) and b2 = 0.024(32) for the
1- and 2-smeared operator respectively, in agreement with the determination reported in
Ref. [7].
Table 3
Values of the renormalization constants obtained by using the results reported in Tables 1 and 2 and performing a
best fit to Eqs. (2.8), (2.9) and (2.18)
Operator
1-smeared
2-smeared
Z
0.414(4)
0.543(5)
M2,0
M4,2
0.315(6)
0.211(5)
0.336(16)
0.377(15)
Table 4
Expectation values measured at equilibrium and results obtained for the renormalized quantities
2
4
2
Operator
QL
QL
Q
1-smeared
2-smeared
0.7121(38)
0.8776(60)
1.548(18)
2.368(36)
2.312(72)
2.262(41)
M4,0
0.289(16)
0.124(9)
4
Q
16.4 1.8
16.02(72)
149
4. A closer look into the renormalization effects

The renormalization constants Z, Mn,m (m < n) which, for a given lattice discretization
QL , appear in Eq. (2.19), are in principle independent of each other, or at least no simple
relation exists among them, unless some further hypothesis can be done about the nature of
the UV fluctuations which are responsible for the renormalizations. In this section we will
propose and test an ansatz which will greatly simplify the structure of the renormalization
constants and will lead to a renormalization formula which directly involves the connected
correlation functions, thus allowing a more precise determination of b2 .
An hypothesis about the nature of the UV fluctuations has been done in Refs. [9,11],
where it was assumed that the discretized topological charge density can be expressed as

qL (x) Z + (x) q(x) + (x),
(4.1)
where q(x) is a background topological charge density which is determined by physical
fluctuations on the scale of the correlation length , whereas (x) and (x) are random
variables with zero averages which are determined by the short range UV fluctuations and,
at least in the continuum limit, are expected to be decoupled from q(x), i.e., (x)q(x) =
(x)q(x) = 0. Summing Eq. (4.1) over all lattice points, the following relation follows
for the lattice topological charge QL :

QL = ZQ +
(4.2)
(x)q(x) + ,

where = x (x). We now make the further assumption that the term x (x)q(x) in
Eq. (4.2) can be neglected, configuration by configuration. This is not unreasonable, in
view of the fact that q(x) and (x) are decoupled from each other. We will thus assume
that
QL = ZQ + ,
(4.3)
where is a random noise with zero average which is stochastically independent of Q.

This assumption has relevant consequences for the structure of the renormalization
constants. Indeed, using the hypothesis that Q and are stochastically independent
variables and that they are both evenly distributed around zero, it is easy to verify that
the general renormalization formula in Eq. (2.19) becomes

QnL
n/2

n
Z n2h Qn2h 2h ,
=
2h
(4.4)
h=0
so that the renormalization relation for QnL is described only in terms

of
Z and of
the correlation functions of the noise . In particular, we have Mn,m = mn Z m nm ,
a relation that should be verified on numerical data if our ansatz in Eq. (4.3) is correct.
From the data in Table 3 it can be checked that indeed M4,2 = 6Z 2 2 = 6Z 2 M2,0 , but we
will now proceed further and check the validity of Eq. (4.4) up to n = 6. The correlation
functions of can be determined by the heating method using the analogous of Eq. (2.20),
150
which up to n = 6 reads:
2

QL = Z 2 Q2 + 2 ,
4

QL = Z 4 Q4 + 6Z 2 Q2 2 + 4 ,

6
QL = Z 6 Q6 + 15Z 4 Q4 2 + 15Z 2Q2 4 + 6 .
(4.5)
Using the values for Q2L , Q4L and Q6L obtained in the sectors with Q = 0, 1, 2
and reported in Tables 1 and 2, we have performed a best fit to Eq. (4.5), obtaining the
best fit values reported in Table 5 with 2 /d.o.f. 0.34 for the 1-smeared operator and
2 /d.o.f. 0.23 for 2-smeared operator. The fact that the values for Q2L , Q4L and
Q6L obtained in the various sectors can be fitted by the simple relations in Eq. (4.5) is a
confirmation of the validity of the ansatz in Eq. (4.3).
Assuming that Eq. (4.3) is valid, it is possible to write a renormalization relation which
involves directly the connected correlation functions. Indeed, it is a general rule that the
connected correlation functions of a stochastic variable (QL in our case), which is the sum
of two variables which are stochastically independent of each other (ZQ and in our case),
are the sum of the corresponding connected correlation functions, i.e.,

n

QL c = Z n Qn c + n c .
(4.6)
Therefore, in order to compute Qn c we need to know, apart from Z, only one
renormalization constant, n c , which can be easily measured by computing QnL c on
the sample of configurations in the Q = 0 sector. Qn c is then given by

QnL c n c
Qn c =
(4.7)
,
Zn
where QnL c is measured on the ensemble of configurations at equilibrium.
We have computed Q4L c = Q4L 3Q2L 2 on our equilibrium configurations at
= 6.1, obtaining Q4L c = 0.026(7) for the 1-smeared operator and Q4L c = 0.057(13)
for the 2-smeared operator. We have then computed Q4L c on our sample of configurations
thermalized in the Q = 0 sector at = 6.1, obtaining 4 c = 4 32 2 = 0.006(4)
for the 1-smeared operator and 4 c = 0.001(2) for the 2-smeared operator. In both cases
(equilibrium and Q = 0) errors have been estimated by standard jackknife techniques.
By using Eq. (4.7) and the values for Z and Q2 previously obtained, we have obtained
4
Q c = 0.68(24), b2 = 0.024(9) for the 1-smeared operator and Q4 c = 0.66(15),
b2 = 0.024(6) for the 2-smeared operator.
By making use of the ansatz in Eq. (4.3) we have thus made determinations which
are much more precise than those obtained in Section 3. The reason is that Eq. (4.6)
Table 5
Values of the renormalization constants obtained by using the results reported in Tables 1 and 2 and performing a
best fit to Eqs. (2.8) and (4.5)
4
6
2
Operator
Z
1-smeared
2-smeared
0.415(4)
0.542(4)
0.315(6)
0.211(5)
0.298(11)
0.129(6)
0.462(37)
0.131(17)
151
allows to relate Qn c directly to the connected correlation functions of the discretized
lattice topological charge, with only two renormalization constants involved: this greatly
simplifies computations and error propagation, thus leading to improved estimates. We
notice that most of the error in the final determination of Q4 c and b2 comes from
the determination of Q4L c at equilibrium, which is also the most expensive part of the
computation in terms of CPU time. The renormalization procedure is thus completely
under control and numerically non-expensive.
We have also made a determination of b2 at = 6.0, again on a 164 lattice. On
a sample of about 300 K configurations obtained at equilibrium and using the same
algorithm as for = 6.1 we have obtained, for the 2-smeared operator, Q2L = 1.377(7),
Q4L c = 0.052(23). On a sample of configurations thermalized in the Q = 0 topological
sector by performing about 3000 heating trajectories, each composed of 90 heating steps,
we have obtained, for the 2-smeared operator, 2 = 0.308(10) and 4 c = 0.002(3).
From these data, using the value Z( = 6.0) = 0.51(2) reported for the 2-smeared operator
in Ref. [14], we obtain b2 = 0.015(8), which is consistent with the value obtained at
= 6.1.
Let us close this section with some further speculations about the nature of the UV
fluctuations. The value obtained for 4 c is very small and compatible with zero for
both the 1-smeared and the 2-smeared operator. We have also measured 6 c on the
sample of configurations at Q = 0 obtaining 6 c = 0.001(8) for the 1-smeared and
6 c = 0.0005(14) for 2-smeared operator ( = 6.1). This seems to indicate that
behaves as a Gaussian noise: it can also be verified on the values reported in Table 5 that
4 is always compatible with 32 2 and that 6 is always compatible with 152 3 , as
it should be for a Gaussian variable. We have also directly verified on the histograms of
the distribution of in the Q = 0 sector that it does not present any significant deviation
from a Gaussian distribution. If the hypothesis of Gaussian distribution for were true, the
renormalization relation in Eq. (4.6) would become, for n > 2, QnL c = Z n Qn c , i.e., the
connected correlation functions of QL would renormalize only multiplicatively for n > 2.
However, we will not consider further analysis of this hypothesis in the present paper.
5. Conclusions
In this paper we have discussed how to extend the field theoretical method, already used
for the lattice determination of the topological susceptibility, in order to compute further
terms in the expansion of the ground state energy F ( ) around = 0.
After a review of the method as used for the determination of the topological
susceptibility, we have discussed the structure of the renormalizations involved in the
general case and how they can be computed using the heating method. We have presented
numerical results regarding SU(3) pure gauge theory, providing both support to the
correctness of the method and a determination of the fourth order term in the expansion of
F ( ) around = 0.
In the last part of the paper we have made some speculations about the nature of the
lattice UV fluctuations which are responsible for the renormalizations and proposed an
152
ansatz, which we have verified against the numerical data, that leads to a simpler structure
for the renormalizations and to an improved estimate of the fourth order term.
The determinations obtained are in agreement with those obtained in Ref. [7] via the
cooling method, and confirm that fourth order corrections to the simple 2 behaviour of
F ( ) around = 0 are small already for N = 3.
Acknowledgements
We thank B. Alls, L. Del Debbio, A. Di Giacomo and E. Vicari for useful comments
and discussions. This work has been partially supported by MIUR. We thank the computer
center of ENEA for providing us with time on their QUADRICS machines.
References
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Explicit factorization of SeibergWitten curves

with matter from random matrix models
Yves Demasure a,b , Romuald A. Janik c,d
a Instituut voor Theoretische Fysica, Katholieke Universiteit Leuven, Celestijnenlaan 200D,
B-3001 Leuven, Belgium

b NORDITA, Blegdamsvej 17, DK-2100 Copenhagen, Denmark
c The Niels Bohr Institute, Blegdamsvej 17, DK-2100 Copenhagen, Denmark
d Jagellonian University, Reymonta 4, 30-059 Krakow, Poland
Received 24 December 2002; received in revised form 11 April 2003; accepted 15 April 2003
Abstract
Within the DijkgraafVafa correspondence, we study the complete factorization of the Seiberg
Witten curve for U (Nc ) gauge theory with Nf < Nc massive flavors. We obtain explicit expressions,
from random matrix theory, for the moduli, parametrizing the curve. These moduli characterize the
submanifold of the Coulomb branch where all monopoles become massless. We find that the matrix
model reveals some nontrivial structures of the gauge theory. In particular the moduli are additive
with respect to adding extra matter and increasing the number of colors.
PACS: 11.15.-q
1. Introduction
Very recently there appeared new powerful methods of extracting effective superpotentials for a wide class of N = 1 gauge theories. The proposal by Dijkgraaf and Vafa [1,
2], building upon earlier string theoretical constructions [3,4], links these superpotentials
with quantities in random matrix models. The proposal have since been proven [5,6]. The
proposal has been extended to theories with fundamental matter [7] and there has been
significant work on studying some features of the link with SeibergWitten curves [814].
Work partially supported by the European Commission RTN programme HPRN-CT-2000-00131.

E-mail addresses: demasure@nordita.dk (Y. Demasure), janik@nbi.dk, ufrjanik@if.uj.edu.pl (R.A. Janik).
doi:10.1016/S0550-3213(03)00346-8
154
Y. Demasure, R.A. Janik / Nuclear Physics B 661 (2003) 153173
These curves made their appearance in the ground-breaking work of Seiberg and Witten
[15,16] on the study of N = 2 supersymmetric gauge theories. It turned out that one can
describe the low-energy dynamics of the gauge theory in terms of geometrical properties
of the SeibergWitten curves. Subsequently it was realized [16,19] that one could also
study, within the same framework, deformations to N = 1 theories by adding a tree level
superpotential. In this context one is led to the points (submanifolds) in moduli space
where monopoles become massless and condense. At these points the SeibergWitten
curve factorizesit has only two single zeroes (branch points) in the case of complete
factorization, where all monopoles condense. Once the form of the SeibergWitten curve
at the factorization point is known one can calculate effective potentials for the deformed
theory [4,16,19].
The possibility of integrating in the glueball field S was realized in [9] and used to check
the matrix model result following from the DijkgraafVafa proposal for deformed pure
N = 2 theories (without fundamental matter). There the explicit factorization of curves
without matter of [19] was known. Factorization properties were also used in the context
of SO(Nc ) theories [20] and multi-trace operators [21] to obtain the appropriate effective
superpotentials Weff (S).
However once one adds fundamental matter to the theory, the factorization problem
becomes exceedingly complicated (even in the case of U (2) with 1 flavour) and no
explicit solutions are known. The aim of this paper is to use the DijkgraafVafa proposal
linking superpotentials to matrix models and derive, from the random matrix model
solution, explicit factorization of SeibergWitten curves of U (Nc ) theory with Nf < Nc
fundamental matter fields.
If it were not for the DijkgraafVafa correspondence, we would not expect that any
analytical solutions to this problem could exist. The fact that they can be obtained in this
way shows that the random matrix model with matter is intimately linked to fine details of
the geometry of the appropriate SeibergWitten curves.
In addition we find that the matrix theory variables capture a surprising robust
structure of the factorized SeibergWitten curve. The pure N = 2 solutions and the
new contributions of each flavor appear additively. All nonlinearity is concentrated in a
single relation involving the scale of the gauge theory and the matrix theory variables.
Moreover we find that the integrating-out equations of pure N = 2 theories reappear,
in terms of matrix variables, in the context of N = 2 theories with fundamental flavors.
This arises naturally in the matrix model but is rather unexpected from a gauge theory
perspective. In Section 7 we collect the final results of the paper.
The plan of this paper is as follows. In Section 2 we describe the field theoretical
ingredients in more detail. In Section 3 we introduce the setup for the DijkgraafVafa
proposal with matter fields. We then go to use the orthogonal polynomial method to
rederive directly the solution of the factorization for pure N = 2 theory, which is an
ingredient of the expressions for theories with matter. In Sections 5 and 6 we derive the
linearity in couplings of the superpotential and the expressions for factorization. Section 7
contains the main result of the paper. In Section 8 we give some specific examples and
close the paper with a discussion. Three appendices contain some technical details.
155
2. Field theory considerations

It has been known for a long time that N = 2 supersymmetric U (Nc ) gauge
theories with Nf < Nc massive flavors has a Coulomb branch that is not lifted by
quantum corrections [15]. This quantum moduli space is Nc -dimensional, parametrized,
for example, by uk = 1k tr k with k Nc . At each point of the moduli space, the lowenergy theory is described by an N = 2 effective Abelian U (1)Nc gauge theory. All the
relevant quantum corrections in the IR can be recast in terms of the period matrix of a
particular meromorphic one-form of the auxilliarly complex curvethe SeibergWitten
curve [1518], or more precisely a family of genus Nc 1 hyperelliptic Riemann surfaces:
y 2 = PNc (x, uk )2 42Nc Nf
Nf
(x + mi ),
(1)
Nc

PNc (x, uk ) = det(xI ) =
s x Nc .
(2)
i=1
with
=0
The coefficients s are polynomials of the uk s parameterizing the Coulomb branch:

s +
ksk uk = 0,
(3)
k=0
s0 = 1,
u0 = 0.
(4)
One can deform this N = 2 theory to a N = 1 gauge theory by adding a tree level
superpotential:
Wtree =
N
c +1
p=1
gp
1
tr p .
p
(5)
The classical vacuum structure is given by all possible distributions of the Nc eigenvalues
k of amongst the Nc critical points aj of the potential. This corresponds, at the classical
c n
level, to a breaking of the U (Nc ) gauge symmetry to the gauge group N
i=1 U (Ni ) with
Nc n
N
=
N
,
where
the
N
s
are
the
nonzero
multiplicities
of
the
eigenvalues.
For the
i
c
i
i=1
purposes of this paper we can safely set gNc +1 = 0 as we will be considering the case with
no breaking of gauge symmetry (complete factorization).
Turning to the quantum picture, the presence of this superpotential will lift the quantum
moduli space, characteristic of the N = 2 Coulomb phase, except for the codimension n
submanifolds, where n mutually local magnetic monopoles become massless. These are
the N = 1 vacua solving the F -flatness and D-flatness conditions and are characterized by
a monopole condensate of the massless monopoles. This is believed to produce, by the dual
Meissner effect, the expected confinement of the electric N = 1 theory. Hence, the final
quantum theory is described at low energies by a N = 1 U (1)Nc n gauge theory. These
U (1)s can be thought of as the U (1) U (Ni ) of the classical theory. The N = 1 SU(Ni )
part of the theory confines, has a mass gap and is characterized by a gaugino condensate.
156
These N = 1 vacua, being the codimensional n submanifolds of the N = 2 Coulomb

branch, where n mutually local monopoles become massless, are parameterized by the sets
of moduli {ufact
k } where the SeibergWitten curve factorizes, i.e., the r.h.s. of (1) has n
1
double roots and 2(Nc n) single roots:
Nf

2
2Nc Nf
PNc x, ufact
4
(x + mi ) = F2(Nc n) (x)Hn2(x).
k
(6)
i=1
Moreover it is shown in [8] that the reduced curve,

y 2 = F2(Nc n) ,
(7)
U (1)Nc n
low-energy theory.
captures the full quantum dynamics of the N = 1
The effective superpotential of the theory deformed by (5), where we set gNc +1 = 0, is
obtained by plugging the solutions ufact
k , parametrized by Nc n parameters into the tree
level superpotential:
Weff =
Nc
gp ufact
p .
(8)
p=1
Then (8) should be minimized with respect to the Nc n parameters.

Complete factorization
In this paper we will be interested in the case where Nc 1 mutually local monopoles
condense. This corresponds to a complete factorization of the SeibergWitten curve: the
vacua form a 1-dimensional submanifold such that the curve has only 2 single roots and
Nc 1 double roots:
Nf

2
2Nc Nf
PNc x, ufact
4
(x + mi ) = (x a)(x b)HN2 c 1 (x).
k
(9)
i=1
where
The main goal of this paper is to find explicit expressions for the moduli ufact
k
complete factorization occurs. Let us briefly review the solution for the pure N = 2
YangMills case found by Douglas and Shenker [19] some time ago using Chebyshev
polynomials.
Their solution factorizing the curve PNc (x, uk )2 42Nc is2

p2q
[p/2]

2q
Nc p
2q u1
ufact
(,
u
)
=
.
(10)
1
p
p
Nc
2q
q
q=0
Note that the one-dimensional submanifold where the U (Nc ) curve completely factorized,
is parametrized by u1 = tr . These results can be easily restricted to the SU(Nc ) case, by
putting explicitly u1 = 0. All parameters are then uniquely fixed in terms of the only scale
of the theory .
1 For simplicity we are assuming that higher-order roots are not occurring.
2 Adapted to the U (N ) gauge group [9].
c
157
Integrating in S
The quantum N = 1 effective potential generated by the tree level potential is obtained
by minimizing (8)
Weff (, u1 ) =
Nc
gp ufact
p (, u1 ),
(11)
p=1
with respect to u1 .
Here we follow an alternative route taken in [9], and integrate in S by performing a
Legendre transformation with respect to log 2Nc Nf . The superpotential is then given by:
Weff (S, u1 , , ) = S log 2Nc Nf + Weff (S, u1 , )
= S log 2Nc Nf S log 2Nc Nf +
Nc
gp ufact
p (, u1 ).
(12)
p=1
Note that the only -dependence is in the linear S log 2Nc Nf term. Integrating out S
forces = and brings us back to (11). In order to get the effective potential Weff (, S)
one has to integrate out both and u1 .
Our strategy for identifying the factorization parameters ufact
p for the theory with matter
is to rewrite the random matrix expression in the form given by the last two terms of (12)
and to read off the appropriate gauge theoretic moduli ufact
p . The first term in (12) could also
be absorbed into the matrix model expressions if appropriate rescalings of the integration
measure of the matrix model was made. We will not do this here.
For later reference let us quote the equations of motion for the pure N = 2 gauge theory:

p2q
[p/2]

2q
Weff (S, u1 , ) q p
2q u1
=
g
S = 0,
p
p
Nc
2q
q
log 2Nc
(13)

p2q1
[p/2]

Weff (S, u1 , ) p 2q p
2q
2q u1
=
gp
= 0.
u1
p
Nc
2q
q
(14)
p2
p1
q=0
q=0
These follow directly from (12) and (10).
3. The DijkgraafVafa proposal with fundamental matter

According to the DijkgraafVafa prescription the perturbative part of the superpotential
can be expressed as [1]
F=2 (S)
+ F=1 (S),
S
where the F are defined through the matrix integral [1,7]

2
N
N2 F=2 (S) N
F=1 (S)+
S
e S
= D DQi D Q i e S (tr V ()mQi Qi Qi Qi ) ,
Weff (S) = Nc
(15)
(16)
158
where we included the coupling of fundamental matter to the adjoint field in accordance
with N = 2 supersymmetry.
The matter fields in the matrix model (16) appear only quadratically and hence may be
integrated out giving

N
D det(m + )1 e S tr V () = Z det(m + )1 ,
(17)
where Z is the partition function of the matrix model without matter. For the complex
matrix model it is well know that Z will contribute only to F=2 and not to F=1 . Using
large N factorization we also have

det(m + )1 = e log det(m+) = e tr log(m+) = etr log(m+) .
(18)
We see that the matter determinant appears at subleading order in N w.r.t the tree level
potential. This has the important consequence that the saddle point solution (eigenvalue
density ()) and hence F=2 will not be influenced by the presence of matter. The = 1
contribution is then given by
F=1 =
Nf
d () log(mi + ).
(19)
i=1
In the following section we will evaluate the F=2 piece of the partition function Z
appearing in (17) using the method of orthogonal polynomials. As a byproduct we will
rederive the factorization expression for the pure gauge theory case. Then in Section 5 we
will start investigating the matter contribution (19).
4. Orthogonal polynomials and F=2
In this section we will use the method of the orthogonal polynomials to study thoroughly
the one cut solution. A very nice introduction to this powerful method can be found in [22].
We will show that all results obtained from the field theory analysis appear naturally in this
setting from random matrix computations (compare [9]).
The orthogonal polynomials associated to the matrix model with potential NS tr V ()
satisfy the recursion relation
sPn (s) = Pn+1 (s) + Tn Pn (s) + Rn Pn1 (s).
(20)
In the large N limit the recursion coefficients Tn , Rn can be taken to be continuous

functions of u = S (n/N) S x. In addition, the equations of motion of the matrix
model with general potential Wtree () become purely algebraic [22,23]:

dz
R(Sx)
(21)
V z+
+ T (Sx) = Sx,
2i
z

dz 1
R(Sx)
V z+
+ T (Sx) = 0.
(22)
2i z
z
159
When x = 1 we will denote R(S) by R and T (S) by T . These two variables are related to
the endpoints a and b of the support of the matrix eigenvalue distribution through
a+b
,
2
(a b)2
R=
.
16
T=
(23)
(24)
For a general matrix potential V () =

u Sx =
(25)
p 2q p
2q
R(Sx)q T (Sx)p2q1 = 0,
p
2q
q
(26)
[p/2]

q=0
gp
p1
[p/2]

q=0
gp p1 p , one obtains easily:
2q
q p
R(Sx)q T (Sx)p2q ,
p 2q
q
gp
p2
defining u and v for later convenience.3 In terms of these polynomials, the matrix model
partition function takes a very elegant form:
N
Z = N!hN
0 e
1
0
dx (1x) lnR(Sx)
(27)
where h0 is the integral

h0 =
ds e S V (s) .
N
(28)
From Eq. (27), one can easily extract the = 2 contribution (we will comment on the h0
piece below)
1
F=2 = S 2
dx (1 x) ln R(Sx).
(29)
Performing an integration by parts leads to:

S
S
du ln R(u) +
S
0
du u ln R(u).
(30)
Following the DijkgraafVafa prescription, the contribution to the gauge theory effective
potential is proportional to:
F=2
= S ln R(S) +
S
R(S)

u(R, T )
dR.
R
R(0)=0
3 Apart from the present section u and v are always taken at x = 1.
(31)
160
Fig. 1. The dotted line represents the original contour of integration, while the solid lines show the deformed
contour in the T R plane.
The remaining integral is rather tricky. The integrand is a function of two variables R and
T , tied together by the highly nonlinear constraint v = 0. This complicates the integral,
and moreover spoils the manifest linearity in the couplings gp , appearing in the matrix
potential. It is convenient, however, to treat the one-dimensional integral as an integral
of a 1-form over the path {v = 0} in the two-dimensional RT plane. Then one can
rewrite the integral as an integral over a closed 1-form , such that the original integral
remains unchanged. One can then deform the contour v = 0 into a piece with R = 0,
while integrating T from T (0) to T (S) and another piece, keeping T fixed at T (S), and
integrating R from 0 to R(S) (see Fig. 1):
R(S)

u(R, T )
dR
R
R(0)=0
u(R, T )
dR =
R
v=0
v=0
T =const
(32)
R=const
An extension of the integrand of (31) to a closed one-form can be found to be

u
= dR + vdT .
(33)
R
Note that the extra piece does not give a contribution to the original integral, which is taken
over v = 0.
Performing the integral is now straightforward. The first piece, integrating over T and
constraining R to 0 gives:
T(S)
v dT =
T (0)
gp

T p (S) T p (0) .
p
(34)
p1
The evaluation of the integral at T (0), can be cancelled (at the saddle point) against the
hN
0 , appearing in the partition function (27). For the second piece, one fixes T at T (S), and
integrates over R:
R(S)

gp [p/2]
p
2q
u
dR =
R q T p2q .
R
p
2q
q
p2
q=1
(35)
161
From now on until the end of the paper we will denote by R and T the recursion coefficients
defined at S. Bringing the two contributions together, leads to the following result:
gp [p/2]
p
2q
Weff = Nc S ln R + Nc
R q T p2q .
2q
q
p
p1
(36)
q=0
This is exactly, term by term, the field theory result for pure N = 2 U (Nc ) gauge theory
((12) and (10)), provided we identify field theory variables and matrix theory variables in
the following way:
u1
T=
.
R = 2,
(37)
Nc
The first identification is extracted from the linear term in S, the second part follows from
the term linear in g1 . As it should, the equations of motion for R and T (25), (26), are
mapped, under this identification, to the equations obtained from integrating out and u1
(13), (14).
From (36) we may read off the coefficients of gp :
pure
Up
(R, T ) =
[p/2]

1 p
2q q p2q
.
R T
p
2q
q
(38)
q=0
Under the identification (37) and setting = these coincide exactly with the
factorization solution (10) of Douglas and Shenker for pure N = 2 gauge theory. For
theories with matter, (38) will be just a part of the final result, and an identification between
R, T and gauge theoretic quantities will have to be made only after the F=1 contribution
is evaluated in the following sections.
5. The F=1 matter contribution
In the previous section we have rederived the result that the first piece in (15) can be
recast in the form

F=2
pure
= Nc S log R +
gp Up (R, T ) ,
Nc
(39)
S
and the equations of motion for R and T derived from (39) are exactly the random matrix
saddle point equations
S =u
0=v
gp
[p/2]
p2
q=0
[p/2]
p1
gp
q=0
q p
2q q p2q
,
R T
p 2q
q
(40)
p 2q p
2q q p2q1
.
R T
p
2q
q
(41)
The first of these can be interpreted as the formula for integrating in S. The linearity of
pure
(39) in the random matrix couplings is essential for identifying the Up (R, T ) with the
162
point in N = 2 moduli space where the SeibergWitten curve y 2 = PNc (x, uk )2 42Nc
factorizes.
In the following section we will recast the random matrix expression (19) for F=1 in
the same way:
Nf

matter
F=1 =
S log L(R, T , mi ) +
gp Up
(R, T , mi ) .
(42)
i=1
Let us comment on an ambiguity, leading to a unique determination of a crucial term to

obtain the correct final result. Once we start interpret this expression for F=1 , as a part
of the effective gauge theory potential, we should be able to integrate out R and T . The
equations of motion thus obtained, should be consistent with the random matrix saddle
point equations. But, as explained in Section 3, adding fundamental matter in the gauge
theory does not modify the saddle point equations of the matrix model. So it is necessary
to impose that the equations of motion for R and T , derived from the effective potential,
with the F=1 contribution are consistent with (40) and (41). This fact is highly nontrivial
and reveals an unexpected relation between the factorization of SeibergWitten curves with
and without matter.
We will show that the addition of F=1 to the superpotential does not change the
equations of motion for R and T provided we add an extra term proportional to v. From
the matrix model perspective nothing changes, while the extra term turns out to be crucial
to obtain the correct gauge theoretical interpretation of our results. We stress that this does
not alter the DijkgraafVafa prescription. It merely solves an ambiguity that arises when
interpreting the matrix model variables directly in terms of gauge theoretical quantities.
Let us now focus on a single summand of (19). In this case it seems to be difficult to use
the orthogonal polynomial method, which was the most straightforward way of deriving
the F=2 contribution. Here it is more convenient to use the saddle point expression for
the eigenvalue density of the single-cut solution:
(x) =

1
M(x) (b x)(x a),
2
(43)
where M(x) is a polynomial which is expressible in terms of the random matrix potential
through

M(x) =
C
V (w)
dw
.
2i (w x) (w a)(w b)
(44)
The features of interest of the above expression are

(i) it is linear in the explicit dependence on the couplings gp ,
(ii) the coefficients of gp are universal functions of the endpoints a, b and hence of the
variables R and T ,
(iii) for given gp , its coefficient is a polynomial in x of order p 2.
163
In order to obtain an explicit dependence on R and T let us perform the change of

variables
ba
1
T + 2 R .
x = (a + b) +
(45)
2
2
Then the contribution to F=1 of a single flavour is given by
2
R

d
1 2 M() log(m + T + 2 R ) + vf (R, T ).
(46)
As noted before, one should take into account a possible addition of v multiplied by any
function f (R, T ) (since v = 0 is an equation of motion of the random matrix model).
6. Factorization formulas
We will first derive the formulas involving g1 and g2 , in particular this will allow
us to fix uniquely the function f (R, T ). Also this will make the general structure more
transparent. Then we will derive the results for arbitrary gp .
Contribution of g1 , g2
To this order M() = g2 and the formula (46) gives

1

R
2
2
.
g2 R log(m + T ) +
d 1 log 1 + 2
m+T
(47)
This can be evaluated to give

m + T + (m + T )2 4R
g2 R log
2

m + T (m + T )2 4R 1
.
+ (m + T )
4R
2
(48)
At this stage we should identify the coefficient of the logarithm with S (here this is trivial
since to this order the equation of motion for R is just S = g2 R, but later we will see that
this property will hold in general). Thus we are left with

m + T + (m + T )2 4R
S log
2

R
m+T
2
,
+ g2
(49)
m + T (m + T ) 4R
4
2
which indeed has the form of (42). Now we require that the saddle point equations remain
consistent with the F=1 equations of motion. This determines uniquely the term
v(g1 , g2 , R, T ) f (R, T ) = (g1 + g2 T ) f (R, T ).
(50)
164
Indeed the requirement that integrating out T from the sum of (49) and (50) gives
v = g1 + g2 T = 0 fixes f (R, T ) uniquely to be

1
f (R, T ) = m + T (m + T )2 4R .
(51)
2
This extra term does not change the equation for R, which is consistent with the saddle
point equations. This function will stay unchanged in the general case. We may now read
off the final expressions for the mass dependent contributions to u1 and u2 :

1
U1matter (R, T , m) = m + T (m + T )2 4R ,
(52)
2

R
m+T
m + T (m + T )2 4R
U2matter (R, T , m) =
4
2

T
m + T (m + T )2 4R .
(53)
2
Arbitrary gp
We will now extend the previous considerations to the calculation of arbitrary Upmatter .
The general structure will remain unchanged. The function f (R, T ) multiplying v will
remain unmodified (as it should). Also the coefficient of the logarithm will turn out to be
exactly S.
In Appendix A we derive the following expression for the polynomial M():
M() =
p2
gp
p2
cp,n n ,
(54)
n=0
where
cp,n = 2 R
n
n
2
[ pn2
]
2

k=0
2k
k
p1
R k T pn22k .
2k + n + 1
(55)
So the integral (46) can be rewritten as

1

p2

2
gp
cp,n R log(m + T )
d 1 2 n
p>2
n=0
2
+

d

R
.
1 2 n log 1 + 2
m+T
(56)
We now have to distinguish two cases.

n odd Then the first integral vanishes and we will denote the second integral by fn (z). As
discussed in Appendix B, fn (z) is essentially a polynomial in z of order (n + 1)/2 (divided
by (z 1)n/2+1 ) when expressed in terms of the variable

m+T
z=
(57)
m + T + (m + T )2 4R .
2R
165
Appendix B contains a general formula for fn (z). Explicit expressions for some specific
cases are shown in Table 1 in Section 7.
n even In this case the first integral is nonvanishing. Moreover the second integral
involves a logarithm with the same coefficient as log(m + T ) in the first integral. Together
they combine to give

p2
[ p2
2 ]
gp

l=0

m + T + (m + T )2 4R
22l 2l
log
.
cp,2l R
l+1 l
2
(58)
It is shown in Appendix C that the coefficient in curly braces is exactly equal to S. The
second integral with the logarithmic part subtracted out has again a simple polynomial
structure (see Appendix B for details).
At this stage we arrive to the analogue of (49):

p2

m + T + (m + T )2 4R
gp
cp,n Rfn (z) .
S log
(59)
+
2
p>2
n=0
Again we have to add to this the correction term

1
v f (R, T )
gp vp m + T (m + T )2 4R .
2
(60)
p1
We checked explicitly for some cases that this term together with (59) gives equations of
motion consistent with the random matrix constraints. The sum of (59) and (60) is now of
the expected form (42), thus defining Upmatter (R, T , mi ).
7. Final results
Putting all results together ((36), (59), (60)), and putting in the term S log 2Nc Nf as
required from the DijkgraafVafa prescription gives a prediction from the matrix model
side for the quantum effective gauge potential:

Nf 1
2
2Nc Nf i=1
2 (mi + T + (mi + T ) 4R )
Weff (S, T , R, ) = S log
R Nc

Nf

pure
matter
+
gp Nc Up (R, T ) +
Up
(R, T , mi ) .
(61)
p1
i=1
This expression should be compared with the potential Weff (S, u1 , , ) (see (12)),
obtained from the field theory analysis. The relation between the parameters of the matrix
model and the field theory is highly non-linear:
Nf
u1 = Nc T

1
mi + T (mi + T )2 4R ,
2
i=1
(62)
166
2Nc Nf = N
f
i=1
R Nc
.

1
2 4R )
(m
+
T
+
(m
+
T
)
i
i
2
(63)
In order to obtain the final factorization formulae we integrate out S from Weff (S, T , R, ):
2Nc Nf = 2Nc Nf .
(64)
Combined with (62) this gives an expression for in terms of R and T . The remaining
part of (61) should then be compared with field theory result:

gp ufact
Weff (, u1 ) =
(65)
p (, u1 ),
p1
where the ufact

p , is the one parameter solution, factorizing completely the SeibergWitten
curve for U (Nc ) SYM with Nf flavours (Nf < Nc ):
2Nc Nf
y = PNc (x, uk ) 4
2
Nf
(x + mi ).
(66)
i=1
Comparing with the results from matrix models gives an expression for the ufact
p s,
pure
ufact
p = Nc Up
(R, T ) +
Nf
Upmatter (R, T , mi ),
(67)
i=1
in terms of two parameters R and T , tied together with the constraint:

2Nc Nf = N
f
i=1
R Nc
.

1
2
2 (mi + T + (mi + T ) 4R )
(68)
For completeness, we recall the formulas

pure
Up
(R, T ) =
[p/2]

1 p
2q q p2q
,
R T
2q
q
p
(69)
q=0

1
m + T (m + T )2 4R ,
2
p2

1
matter
(R, T , m) =
cp,n Rfn (z) vp m + T (m + T )2 4R .
Up2
2
U1matter (R, T , m) =
(70)
(71)
n=0
In the above formula the coefficients cp,n are defined in (55), while vp is just the coefficient
of gp in the constraint v = 0 (see Eq. (41)). Finally the functions fn (z) are computed in
Appendix B and depend on the variable z(R, T ), given by (57). In Table 1 we present the
explicit forms of the functions fn (z) for n 7.
In the final result (67) we see that both the Nc and Nf dependence is very simple.
Moreover the contribution of each extra flavor enters additively the expression for the
moduli. Another curious feature is the appearance of the original factorization solutions
for the pure N = 2 U (Nc ) gauge theory. Increasing the number of colors does not change
167
Table 1
Examples of the functions fn (z) for small n
1
f0 (z) = 2(z1)
f2 (z) =
1
16(z1)2
f1 (z) =
3z4
6(z1)3/2
2
f3 (z) = 30z 65z+32
5/2
120(z1)
2
f4 (z) = 3z +9z5
96(z1)3
3
2
f5 (z) = 525z 1610z +1582z512
3360(z1)7/2
3
2
f6 (z) = 48z +168z 176z+59
4
4
3
2
f7 (z) = 4410z 17640z +25956z9/216857z+4096
1536(z1)
40320(z1)
the expressions for Upmatter in terms of R and T . However the only nontrivial change is
encoded in the expression for in terms of R and T .
If we wanted instead to obtain the effective potential W (S, ), we would have to
integrate out R and T from (61). On the field theory side it is very cumbersome how the
structure of the SeibergWitten curve appears in the equations of motion for u1 and . On
the matrix model, on the other hand, the equations of motion for R and T appear naturally
to be the same as ones obtained in the case without flavours. It seems that the particular
combinations of u1 and , embodied in R and T , captures some nontrivial structure of the
SeibergWitten curves.
8. Some examples
In this section we will study some examples to verify that the ufact
we obtained
p
from random matrix models, do factorize the appropriate SeibergWitten curves with
fundamental matter.
U (2) with 1 flavour
In this case we have

1
m
+
T
=
2T
(m + T )2 4R ,
ufact
1
2

1
T2
fact
u2 = 2 R +
+ m2 2R T 2 + (T m) (m + T )2 4R ,
2
4
3 =
2R 2

.
m + T + (m + T )2 4R
(72)
(73)
(74)
We have verified that with the above choices, the discriminant of the SeibergWitten curve

2
1
y 2 = x 2 u1 x u2 + u21 43 (x + m),
(75)
2
vanishes identically, which in the special case of 2 colours proves factorization. Note that
for general Nc , complete factorization is a much stronger condition than the vanishing of
the discriminant.
168
SU(Nc ) with 1 flavour

In order to consider SU(Nc ) theory we have to impose the constraint that u1 = 0. Then
the parameter T can be expressed in terms of R and the mass m of the additional flavour.
Namely we have
u1 Nc T

1
m + T (m + T )2 4R = 0,
2
(76)
which gives
T=
m2 4R + 4 NRc
2(Nc 1)
(77)
Now R is linked directly to the scale of the gauge theory through

2Nc 1 =
(m + T +
R Nc
(m + T )2 4R )/2
(78)
where the expression (77) should be used. The remaining formulas remain, however, quite
complicated functions of R, m, and Nc . This is in marked contrast to the case of pure
gauge theory without fundamental matter where the passage from U (Nc ) to SU(Nc ) is
very simple, and Nc enters linearly.
It is interesting to look at the m limit. Then T 0 as expected for a pure N = 2
SU(Nc ) theory, while (78) becomes 2Nc 1 = R Nc /m. Recall that in pure SU(Nc ) theory
R had the interpretation of 2pure . Hence we obtained the correct field theoretic matching
of scales
c
2Nc 1 m = 2N
pure .
(79)
Moreover it is easy to check that then the Upmatter (R, T , m) give a vanishing contribution as
the functions fn (z) 0 when z (see Appendix B). The above behaviour is quite
clear from the SeibergWitten curve perspective. It is reassuring that it could be also
obtained in a simple way from the random matrix formulas.
U (7) with 3 flavours
As a final check of the formulas we considered U (7) theory with 3 flavours with masses
m1 = 1, m2 = 2, m3 = 3. For the random choice of parameters T = 0 and R = 0.2 we find
= 0.31643, while the polynomial P7 (x) = x 7 + 0.45018x 6 1.3447x 5 0.5382x 4 +
0.5048x 3 + 0.16048x 2 0.045x 0.00704. For the curve
y 2 = P7 (x)2 411 (x + 1)(x + 2)(x + 3),
we find single zeroes at x = 0.8944 and a series of 6 double-zeroes in between.
(80)
169
9. Discussion
In this paper we used the DijkgraafVafa proposal linking random matrix models with
fundamental matter and superpotentials for obtaining explicit formulas for the complete
factorization of SeibergWitten curves for U (Nc ) theories with Nf < Nc flavours. These
points in the moduli space, forming effectively a 1-parameter manifold, correspond to
condensation of all species of monopoles. As a byproduct we obtained formulas for
the solution of the random matrix model with matter with an arbitrary polynomial
superpotential.
In order to identify the points in moduli space where the SeibergWitten curve factorizes
we recast the random matrix solution in a way that exhibits
(i) linearity in the couplings gp of the deforming tree level superpotential,
(ii) the whole dependence on the glueball superfield S could be written as a linear coupling
of S to a logarithmic expression.
The first property allowed us to identify the moduli space parameters of the factorized
curve up as the coefficients of gp , while the second property is exactly the one found in
integrating-in S and thus gave the expression for the gauge theoretic scale in terms of
random matrix model quantities.
The fact that the above procedure works is yet another argument for the Intriligator
LeighSeiberg linearity principle [24] and the validity of integrating-in. In addition
it shows that the matrix model of the DijkgraafVafa proposal captures quite detailed
properties of the field theoretical SeibergWitten curve. In fact we found it surprising that
any analytical description of the very nonlinear complete factorization property could be
found for the case with matter.
A curious feature of the random matrix formulas is that the solution for the up for
the pure N = 2 theory appears linearly in the complete expression for the theory with
fundamental matter fields. The full nonlinearity is encoded in the formula for in terms
of random matrix parameters. It would be interesting to understand this structure from the
field-theoretical point of view. In addition the random matrix constraints expressed in terms
of R and T do not change when adding fundamental matter. They have precisely the form
of equations of motion for the pure N = 2 theory. But now the mapping between R and T
and field theoretical and u1 becomes complicated. Nevertheless, the question why the
pure N = 2 equations still arise in a disguised form for theories with fundamental matter
poses an interesting question from the gauge theory perspective.
There are numerous issues that one could investigate further. The factorization
properties of the pure N = 2 curve are linked with the concept of master field. This has
been investigated in the context of associated random matrix theory in [25]. It would be
interesting to study the factorization formulas obtained in this paper from a similar point
of view, albeit it will surely be much more involved.
Another interesting question would be to explore the mathematical structure linking the
random matrix model with matter with factorization properties of the associated curves.
In this paper we relied heavily on recasting the random matrix expressions guided by field
theoretic ingredients such as the ILS principle and integrating-in, for which there is no real
170
direct proof. It would be very interesting to uncover the mathematical interrelation between
such seemingly unconnected topics as the factorization of SW curves and random matrix
models.
Finally we hope that the above results could be used for a more detailed investigation
of the physics of U (Nc ) theories with Nf < Nc flavours along the lines of [19,26].
Acknowledgements
R.J. was supported by the EU network on Discrete Random Geometry and KBN
Grant 2P03B09622. Y.D. was supported by an EC Marie Curie Training site Fellowship at
Nordita, under contract number HPMT-CT-2000-00010.
Appendix A. Formula for M()

Since we use explicitly the form of theeigenvalue densityin the variable , let us
perform the changes of variables x = T + 2 R , w = T + 2 R in the definition (44)
of M(x):
1
1 V (T + 2 R )

M() = Res=
.
2 R
2 1
(A.1)
Using the power series expansion of the square root

1
1
1
2
ak
k=0

1
1
2k 2k
2
,
2k
k 2k
(A.2)
k=0
it is straightforward to obtain the Laurent expansion of the function in (A.1):

p2
gp
n=0 k=0
a
2k+n+2 k
p1

l=0
p1
(2 R )l1 T p1l l .
l
(A.3)
From this expression we may isolate the coefficient of 1/ giving the result quoted in the
text:
M() =
p2
cp,n = 2 R
n
n
2
gp
p2
cp,n n ,
(A.4)
n=0
[ pn2
]
2

k=0
2k
k
p1
R k T pn22k .
2k + n + 1
(A.5)
171
Appendix B. Logarithmic integrals fn (z)

Here we will derive the explicit form of the functions fn (z) related to the logarithmic
integrals
2
In =
1
d

1 2 n log(1 + 2 x ),
(B.1)
where x = R/(m + T ). In fact the results simplify significantly if one re-expresses

everything in terms of the variable z

m+T
m + T + (m + T )2 4R
2R
(x is expressed in terms of z as z 1/z). We have to distinguish two cases:

z=
(B.2)
n odd The integral (B.1) can be performed using a series expansion of the logarithm,
integrating it term by term using
2

d
1 2 2n =
22n+1 2n
,
(2n + 2) n
and resumming. The result is

2 z 1 < 1 + n2
n 3 5+n
1
fnodd (z) =
, 1, 1 + ; ,
F
5+n
3 2
2
2 2
2
z< 2
(B.3)
4(z 1)

.

z2
(B.4)
For odd n, fn (z) is expressed through elementary functions (see examples in Section 7). It
n
has the form of a polynomial in z of order (n + 1)/2 divided by (z 1) 2 +1 .
n even The integral (B.1) can be again obtained using a resummation procedure. The
result is

2(z 1)< 3+n

n 4(z 1)
3+n
even
2
3 F2 1, 1,
; 2, 3 +
In = 2
(B.5)
.
2
2
z2
z < 3 + n2
In this case the integral (B.1) involves a logarithm, which together with the log(m + T )
forms the logarithmic function multiplying S in (59). Thus to define the function fn (z) for
even n we have to subtract from Ineven this logarithm:

z1
2n+1 n
.
log
fneven (z) Ineven
(B.6)
n
n+2 2
z
n
Its general form turns out to be a polynomial of order n/2 divided by (z 1) 2 +1 . In

Table 1 in Section 7, for completeness we present the explicit forms of the functions fn (z)
for n 7.
172
Appendix C. Coefficient of the logarithmic term in (58)

In this appendix, we identify the coefficient of the logarithmic piece of the = 1
contribution with S, as expected from field theory. From (46) one can easily read off the
coefficient of log(m + T ):
1
4R
1
d
2
1 2 M().
(C.1)
Using the elementary integral (B.3) one obtains the expression:

4R
gp
p2

22l2
2l
.
cp,2l
l+1
l
2l=0
p2
(C.2)
Inserting the explicit expression for the coefficient cp,2l , leads to:
p2l2
[ p2
]
2 ][
2
gp
p2
l=0
k=0
2k
k
2l
1
p1
R l+k+1 T p2k2l2.
2l + 2k + 1 l + 1
l
(C.3)
Changing to a new summation variable m = k + l + 1 gives the expression:

gp
p2
[ 2 ] m1

m=1 l=0
p
2l
2m
2m 2l 2
R m T p2m .
ml 1
p(l + 1) 2m
l
(C.4)
This is exactly the expression for S, provided that:

2
m1

l=0
2l
2m
1
2m 2l 2
=
,
m
1
l+1 l
m
(C.5)
which can be verified.
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On type IIA string theory on the PP-wave

background
Mohsen Alishahiha a , Mohammad A. Ganjali b , Ahmad Ghodsi a,b ,
Shahrokh Parvizi a
a Institute for Studies in Theoretical Physics and Mathematics (IPM), PO Box 19395-5531, Tehran, Iran
b Department of Physics, Sharif University of Technology, PO Box 11365-9161, Tehran, Iran
Received 20 December 2002; received in revised form 17 March 2003; accepted 7 April 2003
Abstract
We study type IIA superstring theory on a PP-wave background with 24 supercharges. This model
can exactly be solved up to quadratic fermionic action and then quantized. The open string in this
PP-wave background is also studied. We observe that the theory has supersymmetric Dp-branes for
p = 2, 4, 6, 8.
PACS: 11.25.-w
1. Introduction
An interesting observation in [1] (see also [2]) is that type IIB string theory on the
10-dimensional PP-wave background with five form RR field strength is exactly solvable.
In fact it has been shown that in the light-cone gauge the GreenSchwarz action of type
IIB string theory in this background is quadratic in both bosonic and fermionic sectors
and can, therefore, be quantized in spite of the presence of RR field. Besides it has also
been shown [3] that this background is a maximally supersymmetric solution of type IIB
supergravity. Thus with the flat ten-dimensional Minkowski space and AdS5 S 5 we have
three maximally supersymmetric background of type IIB string theory but two of them
have led to the exactly solvable models so far.
Another interesting fact is that this maximally supersymmetric PP-wave background can
be obtained as a Penrose limit of another maximally supersymmetric background which is
E-mail address: alishah@theory.ipm.ac.ir (M. Alishahiha).
doi:10.1016/S0550-3213(03)00298-0
M. Alishahiha et al. / Nuclear Physics B 661 (2003) 174190
175
AdS5 S 5 [4]. On the other hand type IIB string theory on AdS5 S 5 is believed to be
dual to the N = 4 SYM theory in four dimensions. Indeed it has been shown [5] that
taking Penrose limit of AdS5 S 5 has a corresponding limit for the gauge theory as well.
By making use of this fact the authors of [5] have been able to identify the excited string
states with a class of gauge invariant operators in the large N limit of N = 4 SYM SU(N)
theory in four dimensions.1 Such an identification is very difficult for AdS5 S 5 itself
mainly because the string theory in this maximally supersymmetric background has not
proved to be exactly solvable yet.
Regarding the fact that the string theory on a PP-wave background, obtained by taking
the Penrose limit of AdS5 S 5 , is exactly solvable one might wonder if this is the case
for other gravity backgrounds of the string theory. In particular if this also works for string
theory on PP-wave coming from the Penrose limit of a gravity backgrounds with less than
maximal supersymmetries. In fact it has been observed that taking the Penrose limit of a
type IIB gravity background with the form of AdS5 M5 , where M5 is a five-dimensional
Einstein manifold which could also be singular and therefore with less supersymmetries,
would lead to a PP-wave background in which the string theory can be exactly solved. We
note however that the PP-wave background could be either the maximal supersymmetric
PP-wave, the same as one obtained by AdS5 S 5 , or a PP-wave background with less than
32 supercharges. For more detail of these observations see [6].
Of course, it is not always the case that a PP-wave limit of a gravity solution leads to
a background in which the string theory can be exactly solved (for example, see [7]).2
Nevertheless there are examples of PP-wave systems which provide a class of models
that are exactly solvable in string perturbation theory [911]. In [14], the holography
problem, and in [15,16] open strings and D-branes have also been studied in the PP-wave
background.
The PP-wave solutions we have been talking so far are mostly type IIB PP-wave
backgrounds. A way to find type IIA PP-wave is to use T-duality. In fact in [17] a
supersymmetric type IIA PP-wave background has been found by making use of T-duality
on the maximally supersymmetric type IIB PP-wave. It has also been shown that the
obtained type IIA PP-wave preserves only 24 supercharges. The PP-waves with 24 and
28 supercharges in IIB have also been studied in [18]. More recently a unique type IIA PPwave with 26 supercharges has been presented in [19] where the authors argued that there is
no type IIA PP-waves preserving 28 or 30 supercharges. This argument is based on the fact
that there is no 11-dimensional PP-wave with 28 and 30 supercharges and there is a unique
11-dimensional PP-wave with 26 supercharges. Therefore, upon compactification, we just
get PP-wave with 26 supercharges. Moreover it was argued that there is no supersymmetric
D-branes in this type IIA background.
This is the aim of this paper to study type IIA string theory on the PP-wave background
with 24 supercharges. In this case, we find that the theory can be exactly solved up
to quadratic fermionic action and then quantized. We shall also see that the theory has
supersymmetric Dp-branes for p = 2, 4, 6, 8.
1 Another approach to study the highly excited string states in AdS S 5 and their relation to specific sectors
5
of dual gauge theory has also been proposed in [12]. For further study in this direction see [13].
2 The Penrose limit of different gravity backgrounds have also been studied in [8].
176
The organization of the paper is as following. In Section 2 we will review the

compactification and T-duality in type IIB string theory on the maximally supersymmetric
PP-wave background which leads to a type IIA PP-wave background with 24 supercharges.
In Section 3 we shall study the bosonic and fermionic closed string in this background. In
Section 4 we work out the first quantized bosonic and fermionic Hamiltonian of the system.
In Section 5 the bosonic and fermionic open string sectors in this background are studied.
Finally the last section is devoted to the conclusions and comments.
2. PP-wave solution in type IIA

The supergravity solution of the maximally supersymmetric PP-wave in type IIB string
theory is given by [3]

2
dS 2 = 2 dX+ dX 2 Xi Xi dX+ + dXi dXi ,
1
F+1234 = F+5678 = ,
(1)
2
where i = 1, 2, . . . , 8. This solution has SO(4) SO(4) Z2 symmetry which rotates and
exchanges the {X1 , X2 , X3 , X4 } and {X5 , X6 , X7 , X8 } subspaces. Its 30 Killing vectors
are given by [3]

kei = cos 2x + i 2 sin 2x + x i ,
ke+ = + ,

i

+
2
+
ke = ,
kei = 2 sin 2x i + 4 cos 2x x ,
kMij = x i j x j i ,
both i, j = 1, . . . , 4 or i, j = 5, . . . , 8.
(2)
The compactification of the PP-wave background (1) along the circle generated by the
isometry ke + ke+ has been considered in [3]. Although this is a manifest isometry of (1),
it is not space-like and moreover breaks all supersymmetries, except at special values
of radius of compactification. On the other hand, this background has several isometries
which are not manifest in the form written in (1). For example, in [17] the compactification
of the background (1) on the other directions has been considered. The space-like of unit
norm isometry, considered in [17], is given by
kS = kei
ij
1
ke .
2 j
(3)
Using SO(4) SO(4) Z2 symmetry of the background one can choose the + sign and
i = 1. Then we are left with two possibilities for j ; either j = 2 or j = 5. It was also shown
that using kS + the compactified theory would preserve only 24 supercharges. This is the
12
case we work with in this paper.
To make this isometry manifest, it is useful to change the coordinates as following
X+ = x + ,
X = x x 1 x 2 ,

X1 = x 1 cos x + x 2 sin x + ,
XI = x I ,
for I = 3, . . . , 8,
+

X = x sin x + x 2 cos x + .
2
(4)
177
Then the solution (1) reads

2
ds 2 = 2 dx + dx 2 x I x I dx + 4x 2 dx 1 dx + + dx i dx i ,

F = dx + dx 1 dx 2 dx 3 dx 4 + dx 5 dx 6 dx 7 dx 8 .
(5)
2
In this coordinate system, /x1 is a manifest isometry. Therefore we can compactify
the background in x 1 direction and perform T-duality along it. Doing so, we will get the
following type IIA PP-wave configuration [17]
2 2 + +
ds 2 = 2 dx + dx 2 4 x 2 + x I
dx dx + dx i dx i ,
B+1 = 2x 2,
F+234 = 4.
(6)
One can check that this solution solves the type IIA supergravity equations of motion. To
see this we note that the dependence appears non-trivially only in the Ricci tensor R++ ,
where one obtains a constant contribution of 102 , which is canceled by 22 contribution
coming from B field and 82 contribution from RR 4-form.
This type IIA PP-wave background has SO(2) SO(4) symmetry and preserves 24
supercharges. Its Killing spinor equation is given by

+ = 0,
(7)
where
1
11
= H 3 +
F 1 .
8
8 4!
For the solution (6) one finds
1
+ = 12 3 + +234 + 1 ,
2
1
1 = +2 3 + +234 1 1 ,
2
and the Killing spinor is given by

8

j
x j x + ,
() = 1
a = +234 a 1 ,
(8)
a = 3, . . . , 8,
1
2 = +1 3 + +234 2 1 ,
2
(9)
(10)
j =1
+
where (x + ) = e+ x with is a constant spinor. Regarding the fact that depends

only on x + gives the following two equations,
+ + + = 0,

8

1 2
j
ij [j , + ] + Aij = 0,
2
(11)
j =1
where Aij = diag(0, 4, 1, 1, 1, 1, 1, 1). We note also that the solution (10) should be
accompanied by the condition (11), which implies that + = + = 0. Finally as it has
been argued in [17], using this information one can show that the solution (6) preserves
only 24 supercharges.
178
3. Type IIA string theory on PP-wave background

In this section we shall study type IIA PP-wave on the PP-wave background (6). In
comparison with type IIB PP-wave, this background has 6 massive bosonic fields plus a
non-zero B field in two other directions. Although in this case the equations of motion
coming from the GreenSchwarz action in light-cone gauge are coupled, we will see that
in fact they can exactly be solved and quantized. In this section, we shall only consider the
classical solution and leave the quantization to the next section. To make the results more
clear we will study the bosonic and fermionic sectors separately.
3.1. Bosonic sector
The bosonic 2-dimensional worldsheet action in the presence of non-zero B-field is
given by

1
Sbos =
(12)
d 2 ab G a x b x + ab B a x b x ,
4
where = diag(1, 1) is the worldsheet metric and we use a notation in which = 1.
Plugging the type IIA PP-wave solution (6) in this action, one finds

1
Sbos =
d 2 ab 2a x + b x + a x i b x i

4
2 2

2 4 x 2 + x I a x + b x +

2x 2 ab a x + b x 1 a x 1 b x + .
(13)
The same as type IIB case [1], the action can be simplified using the light-cone gauge. In
this gauge, setting, x + = p+ , the action (13) reads

2

2
1
Sbos =
(14)
d 2 ab a x i b x i + m2 x I + 4 x 2 4mx 2 x 1 ,

4
where m = p+ . From the variation of this action, the equations of motion, therefore, in
the light-cone gauge read
ab a b x I m2 x I = 0,
for I = 3, . . . , 8,
a b x 4m x + 2m x 1 = 0,
ab
2 2
ab a b x 1 2m x 2 = 0
subject to the following boundary conditions

x 2 x 2 boundary = 0,
x I x I boundary = 0,

x 1 x 1 2mx 2x 1 boundary = 0.
(15)
(16)
Now we can proceed to solve the equation of motion subject to the above boundary
condition. In this section we only study the closed string and leave the open string for
179
Section 5. The closed string boundary conditions are given by

x I (, + 2) = x I (, ),
x 1 (, + 2) = x 1 (, ),
x 2 (, + 2) = x 2 (, ).
(17)
ei( +n )
Using these boundary conditions one can consider an ansatz for the solution as
and the solution is then given by the following mode expansion

1 1 in
1
1
1
1
x = x0 + p0 + i
n e + n1 ein ein
1
2
n=0 n

1 2 in
2
n e + n2 ein ein ,
+i
2
2
n=0 n

sgn(n) 1 in
2
1
2
2
p0 sin(2m ) +
n e n1 ein ein
x = x0 cos(2m ) +
2m
2
n
n=0

sgn(n) 2 in
2
n e n2 ein ein ,
+
2
n
n=0

1 I in
I
I
I
n e + nI ein ein , (18)
x = x0 cos(m ) + p0 sin(m ) + i
m
2
n
n=0
where

n1 = m + m2 + n2 ,
n2 = m m2 + n2 ,

n = m2 + n2 , n > 0,

n2 = m + m2 + n2 ,
n1 = m m2 + n2 ,

n = m2 + n2 , n < 0.
(19)
One should also impose the reality condition of fields which leads to the following relations
between the coefficients of Fourier modes
1
,
n1 = n
2
n2 = n
,
I
nI = n
,
1
,
n1 = n
2
n2 = n
,
I
nI = n
.
(20)
3.2. Fermionic sector

Probably the most interesting and also confusing part of the GreenSchwarz action is the
quadratic fermionic part. Actually there are several expressions for the quadratic fermionic
part of the GreenSchwarz action in a general background for type IIB string theory but
with several inconsistencies in signs and numerical factors (for example, see [10]).
Indeed, following [10] one could find a clear principle that defines the relevant part
of the action [2]: the differential operator is precisely the supercovariant derivative that
appears in the gravitino variation. Using this procedure, the quadratic fermionic action in
180
type IIA is given by

i
d 2 ab pq ab (3 )pq a x p Db q ,
(21)
where p , p = 1, 2, are two 10-dimensional spinors with different chiralities, and 3 =

diag(1, 1). The generalized covariant derivative, D is given by [21,22]

1
1
1
F 1 .
Da = a + a x H 3 +
(22)
4
2
2 4!
An expression for the quadratic fermionic part of the GreenSchwarz action in a general
background in type IIA is also given in [20]. Note that in comparison with the result of [20]
we have an extra factor of half in the last term (22). We note, however, that it is just because
of different conventions and both of them are correct.
In the light-cone gauge we set x + = p+ , + p = 0, then the non-zero contribution to
the (21) comes only from the term where both the external and internal a x factors
become p+ + a0 . Therefore, the action in the light-cone gauge reads

ip+

d 2 p + pq D + (3 )pq D q ,
where the supercovariant derivatives are given by

1 +
1
1
D = + p
F
+ H+ 3 +
1 + ,
4
2
2 4!
D =
(23)
(24)
here i s are Pauli matrices. Plugging (24) into (23) and taking into account that + p = 0
one finds the following expression for the quadratic fermionic action in the light-cone
gauge

m 1 12 1
ip+
2 12 2
d 2 1 + 1 + 2 2 +
2

1 234 2
+ m + 2 234 1 .
(25)
The equations of motion read

m 12 1
+ mI 2 = 0,
+ +
2

m 12 2

+ mI 1 = 0,
2
(26)
where I = 234 . The fermionic boundary condition is also given by

1 1 + 2 2 (, = 2) = 1 1 + 2 2 (, = 0) (27)
which is satisfied by imposing the periodicity condition on the fermions for closed string
theory. The open string sector will be considered in Section 5.
181
Using an ansatz for the fermions as ei( +n ) and ei( +n ) and imposing the closed
string boundary conditions, we get the following mode expansion for the fermionic fields

m 12
1 = e 2 cos(m )0 + sin(m )0

im i(n +n )
i(n n )
+
e
n +
e
n ,
2n
n=0

sin(m )0 + cos(m )0

iI 2
+
m + n2 sgn(n) n ei(n n ) n
m
= Ie
2
12
m
2
n=0

im 2
m + n2 sgn(n) + n ei(n +n ) n ,
2n
(28)
with
im 12 2
+ m + n2 , n > 0,
2
im 12 2
m + n2 , n < 0.
n =
2
The reality condition for the fermionic field implies that
n =
,
n = n
n = n
,
(29)
(30)
where is the spinor index.

Since i 12 has eigenvalues 1, the fermionic frequencies are the same as bosonics
up to an m dependent constant. In fact this is what we would expect to get as a necessary
condition for the supersymmetry. The situation is very similar to the type IIB PP-wave
compactified on a circle using the isometry kS + in (3) where the system has 24 charges.
12
This model has been studied in [17] where the relation between bosonic and fermionic
modes are the same as our case.
4. Quantization
In this section we proceed to study the canonical quantization of our model considered
in the previous section. Again to make our computation more clear we shall consider the
bosonic and fermionic sectors separately.
4.1. Bosonic sector
Using the bosonic mode expansion one can write an expression for the canonical
momentum P i = x i and then using the canonical quantization relation
i

P (, ), x j , = ij ,
(31)
182
we get the following commutation relations

I J I J
ar , as = a r , a s = sgn(r)r+s,0 I J ,
1 1 1 1
ar , as = a r , a s = sgn(r)r+s,0,
2 2 2 2
ar , as = a r , a s = sgn(r)r+s,0,

x01 , p01 = x02 , p02 = i,
I J
x0 , p0 = i I J ,
2 2
I I
a 0 , a0 = m,
a 0 , a0 = m, (32)
where ain and a in are defined in terms of the oscillators modes as following

1
a02 = p02 + 2imx02 ,

2

1 I
a0I =
p0 + imx0I ,

2

4
4(m2 + r 2 ) 2
ar2 =
ar1 =
r ,
ir

4
4(m2 + r 2 ) 2
2
a r =
r ,
a r1 =
ir

1
a 02 = p02 2imx02 ,

2

1 I
a 0I =
p0 imx0I ,

2

4
2
4(m + r 2 ) 1
1
arI =
rI ,
r ,
4
2
2
ir
(m + r )

4
2
2
4(m + r ) 1
1
r ,
rI . (33)
a rI =
4
2
ir
(m + r 2 )
The light-cone Hamiltonian of bosonic part is given by

Hb =
1
4
2

2
2
d P i + x i x i + m2 x I + 4 x 2 4mx 2 x 1 ,
(34)
which in terms of creation and annihilation operators is

2

I I
1
I
Hb = 4m + p01 + 2a02a 02 + a0I a 0I +
n sgn(n) an
an + a n
a nI
2
n=0

1 1
2 2
2

1
1
1
2
+
n sgn(n) an an + a n a n
n sgn(n) an
an + a n
a n2 ,
n=0
(35)
n=0
where 4 in the Hamiltonian is the zero point energy, which can easily be read from the
zero-mode terms. In fact we have a contribution 12 2 from x 2 direction and 12 6 form
x I , I = 3, . . . , 8, with altogether come to 4.
The canonical momenta of the fermionic fields are given by

p1 = ip+ 0 1 ,
p2 = ip+ 0 2 .
(36)
The classical Poisson brackets between fermionic fields and their conjugate momenta are
1

pi , j = + ij , ,
2
which lead to the classical Dirac brackets between fermionic fields
i j

1 + 0 ij
,
=

, .
+
4ip

(37)
(38)
183
To quantize the theory we replace the classical brackets with anticommutators for
corresponding creation and annihilation operators. Doing so, the anticommutation relations
for fermionic creation and annihilation operators become
+ 0
+ 0
r , s =
r,s ,
r , s =
r,s ,
+ 0
+ 0
0 , 0 =
0 , 0 =
(39)
,
,
where the normalized creation and annihilation operators i and i in terms of the mode
expansion coefficient i and i are defined by

16p+ m2 + r 2
4p+ m2 m2 + r 2
r ,
r =
r =
r ,
m2 + r 2 + r sgn(r)
r 2 ( m2 + r 2 r sgn(r))

0 = 8p+ 0 .
0 = 8p+ 0 ,
(40)
Using the equations of motion, the Hamiltonian for fermionic sector takes the following
form
ip+
Hf =

d 1 1 + 2 2 ,
(41)
and in terms of creation and annihilation operators the Hamiltonian reads

Hf =

im 12
0 0 + 0 12 0 4 0 0
8
1
1
n n n .
n n n
4
8
n=0
(42)
n=0
It can also be seen that the zero point energy is zero for the fermionic sector.
Note that the metric we started with has SO(6) global symmetry while the 4-form
RR field breaks the symmetry to SO(2) SO(4). We might expect to see this symmetry
breaking in the fermionic zero mode. We note however that whether the symmetry breaking
is manifest in the level of Hamiltonian depends on the way we define the creation
and annihilation operators. One could choose the creation and annihilation operators in
such a way that the vacuum preserves SO(6) symmetry, but the zero mode of fermionic
Hamiltonian is not SO(6) invariant. On the other hand, one could introduce another set of
creation and annihilation operators which preserves only SO(2) SO(4) global symmetry,
but the zero mode of the fermionic Hamiltonian will formally restores the full SO(6)
symmetry. Here we have taken the second choice. For the similar discussion for the type
IIB on PP-wave background see [2].
Finally we note also that, in the light-cone gauge where we set x + = p+ , the x
coordinate can be fixed using the Virasoro constraint. In fact we get the following constraint
for x

p+ x + x i x i 4i p+ 1 1 + 2 2 = 0.
(43)
184
Plugging the mode expansions for bosonic and fermionic fields into this constraint one
finds the usual constraint for the left and right moving modes appear in each level, namely
N1 = N2 ,
(44)
where
N1 =

n=0
N2 =

n=0
1 1

2
I
n sgn(n) an
an + an
an2 an
anI + n n n ,
1 1

2
I
a n + a n
a n2 a n
a nI + n n n ,
n sgn(n) a n
(45)
are oscillation numbers for left and right moving sectors in our closed string theory.
5. Open strings
So far, we have considered the closed string on the PP-wave background (6). It is also
important to study the open string sector on this PP-wave background. This is because by
making use of the open string dynamics we can find and classify D-branes of the theory.
The D-branes of type IIB string theory on the maximally PP-wave background have been
studied in [15,16] where it was shown that the theory has supersymmetric Dp-branes with
half of the original supersymmetries only for p = 3, 5, 7. In this section we would like to
study D-branes of the type IIA string theory on the PP-wave background (6). Here we will
use the notation of [15]. We will separately consider the bosonic and fermionic sectors to
make the thing more clear.
5.1. Bosonic sector
In this subsection we study the bosonic open string solutions for the action (14). In
the study of open string the essential role is played by the boundary conditions which we
can impose for different directions. This could be either Neumann or Dirichlet boundary
conditions. We note, however, since our background (6) has also a non-zero B field in 1
and + directions we could have mixed boundary condition for these directions as well.
In the light-cone gauge where x + = p+ the only consistent boundary condition for x +
is Neumann boundary condition. On the other hand from the bosonic part of the Virasoro
constraint we get
x =
x i x i
p+
(46)
which means for p+ = 0 the only boundary condition for x is Neumann boundary
condition too. Therefore, the branes we are considering in this section are along x + and
x directions.
185
For the direction x I we could choose either Neumann or Dirichlet boundary conditions.
For Neumann boundary condition in x I direction we get
x I = x0I cos(m ) +
I
p0I
n
sin(m ) + i 2
cos(n )ein ,
m
n
(47)
n=0
which gives the following contribution to the open string Hamiltonian of bosonic sector

I I
Nm
HI = a0I a 0I +
(48)
+2
n sgn(n) an
an ,
2
n=0
where N/2 is the zero point energy corresponding to N -Neumann directions. On the other
hand, for the Dirichlet boundary condition in x I direction one finds
I
n
x I = 2
sin(n )ein ,
n
(49)
n=0
with the following contribution to the open string Hamiltonian in the bosonic sector

I I
HI = 2
(50)
n sgn(n) an
an .
n=0
In theabove equations, the frequency is defined the same as closed string case, namely
n = m2 + n2 sgn(n).
For x 2 direction the situation is the same as x I , though with different mode expansion.
On the other hand for x 1 direction we could have mixed boundary condition as following
x a + Bba x b = 0,
for a, b = +, 1.
(51)
But since the boundary condition for x + is always Neumann, the x 1 must obey the
following boundary condition

x 1 2mx 2 boundary = 0 .
(52)
Looking at the mode expansion of x 2 we realize that for the Dirichlet boundary condition
the value of x 2 at the boundary must be zero. From (52) this means that the boundary
condition for x 1 must be Neumann. On the other hand for the Neumann boundary condition
for x 2 one can show that the condition (52) is not satisfied and, therefore, we need
to set x 1 = 0 at the boundary, i.e., the boundary condition for x 1 must be Dirichlet.
Therefore, choosing Neumann boundary condition for x 2 implies that x 1 must have
Dirichlet boundary condition and vise versa. In these cases, their mode expansions are
given by
(1) Neumann boundary condition for x 2
p02
sin(2m )
2m

sgn(n)
1
2
+ 2
cos(n ) n1 ein + n2 ein ,
n
x 2 = x02 cos(2m ) +
n=0
186

1

2
1
2
x 1 = 2
sin(n ) n1 ein + n2 ein ,
n
n
(53)
n=0
with the following contribution to the bosonic Hamiltonian for open string

1 1
2 2
H1,2 = 2a02a 02 + m + 2
n1 sgn(n) an
an 2
n2 sgn(n) an
an ;
n=0
(54)
n=0
(2) Dirichlet boundary condition for x 2

sgn(n)

1
2
sin(n ) n1 ein + n2 ein ,
x 2 = i 2
n
n=0

1

2
1
2
x 1 = x01 + p01 + i 2
cos(n ) n1 ein + n2 ein ,
n
n
(55)
n=0
and its contribution to the bosonic Hamiltonian is

2
1 1
2 2
1
H1,2 = p01 + 2
n1 sgn(n) an
an 2
n2 sgn(n) an
an .
2
n=0
(56)
n=0
In these equations the frequencies are defined the same as closed string case

n1 = m + m2 + n2 sgn(n),
n2 = m m2 + n2 sgn(n).
(57)

Since 1 and 2 have different chiralities, the fermionic boundary condition (27) is
satisfied for
1 = M 0 2 ,
(58)
where M is made out of product of even number of ten-dimensional gamma matrices which
satisfies the following conditions
M T 0 M 0 = ,
M 0 I M 0 I = 1.
(59)
Using this boundary condition for open fermionic string, we find the following solution for
the fermionic field

m 12
1 = e 2 cos(m ) M 0 I sin(m ) 0

iM 0 I 2
+
ein n ein
m + n2 sgn(n) n n ein ,
m
n=0

m 12
2 = I e 2 sin(m ) + M 0 I cos(m ) 0

iI in 2
+
e
m + n2 sgn(n) n n ein imM 0 I n ein ,
m
n=0
(60)
187
and the fermionic Hamiltonian for the fermionic sectors is given by

Hf =

im 12
0 I M T 0 12 M 0 I + 4 M 0 I 0
8

2
1
4n2 2
m + n2 sgn(n) n
n n 4
4
m
n=0

T 0
0
I M n M I n ,
(61)
12
where n = im
+ m2 + n2 sgn(n), the same as the closed string case.
2
To classify the possible supersymmetric D-branes in type IIA string theory on the PPwave background (6), we should solve the conditions (59) for M. To do this, it is convenient
to define as M = 0 , which is made out of product of odd number of gamma matrices,
i.e., = 1 2k+1 . These indices correspond to the directions which have Dirichlet
boundary condition, in other words, the directions which are transverse to the brane. This
shows that we will have even branes.
It turns out that the only solutions for the conditions (59) are
= a,
= i j k,
= a b i ,
= 2 3 4 i j ,
= a i j k l,
= a b i j k l m,
(62)
where a, b, c = 2, 3, 4, and i, j, k, l, m = 1, 5, 6, 7, 8. This means that we can have

supersymmetric Dp-branes with p = 2, 4, 6, 8. This is in fact what we would expect from
T-duality of corresponding D-branes in type IIB [15].
6. Conclusions
In this paper we have studied type IIA string theory on a PP-wave background which
preserves 24 supercharges. This PP-wave background can be obtained from the maximally
supersymmetric PP-wave in type IIB using T-duality [17]. This model is exactly solvable
up to quadratic fermionic action. Of course this is what might be expected, because the
T-duality does not change the quadratic structure of the action in the light-cone gauge,
though it could mix the fields to each others.
An essential fact about our consideration is how to write the type IIA superstring
action in a general background. Although the bosonic part has a well-known form, there
are several confusions for the quadratic fermionic action. These confusions mainly arise
from the fact that different people have used different conventions. Nevertheless, we have
been able to fix this for our case using the supercovariant derivative which appears in the
gravitino transformation in type IIA superstring theory. This is analogues to that proposed
in [2,10] for type IIB. We have found that using this procedure, the solutions we get are
consistent with the supersymmetry of theory.
188
In this paper we have also considered open string sectors and thereby the possible
supersymmetric D-branes in the theory. We found that type IIA in the PP-wave background
cannot have D0-brane which of course can be understood from the fact that both x + and x
have Neumann boundary condition. Thus we could get Dp-brane for p = 2, 4, 6, 8. This
is of course consistent with the result of [15]. There the authors have found that possible
supersymmetric Dp-branes are those with p = 3, 5, 7. Starting from Dp-branes in type
IIB [15] and applying T-duality as in Section 2 we see that the possible type IIA D-branes
are those classified in (62).
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Thermal partition function of superstring on

compactified pp-wave
Yuji Sugawara
Department of Physics, Faculty of Science, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku,
Tokyo 113-0033, Japan
Received 15 January 2003; accepted 15 April 2003
Abstract
We study the thermal partition function of superstring on the pp-wave background with the circle
compactification along a transverse direction. We calculate it in the two ways: the operator formalism
and the path-integral calculation. The former gives the finite result with no subtlety of the Wick
rotation, which only contains the contributions of physical states. On the other hand, the latter
yields the manifestly modular invariant expression, even though we only have the winding modes
along the transverse circle (no KaluzaKlein excitations). We also check the equivalence of these
two analyses. The DLCQ approach makes the path-integration quite easy. Remarkably, we find that
the contributions from the transverse winding sectors disappear in the non-DLCQ limit, while they
indeed contribute in the DLCQ model, depending non-trivially on the longitudinal quantum numbers.
PACS: 11.25.-w; 11.25.Db
1. Introduction
The string theories on the supersymmetric pp-wave backgrounds [1] have been
gathering much attentions after the works [2], as new classes of exactly soluble superstring
vacua [3] and as a powerful tool to analyze the AdS/CFT correspondence beyond the
supergravity approximation [4].
In this article we study the thermal partition function (or the free energy in space
time theory) [57] of the superstring theory on the pp-wave background compactified
on a space-like circle presented in [8]. The recent related papers analyzing the one-loop
E-mail address: sugawara@hep-th.phys.s.u-tokyo.ac.jp (Y. Sugawara).
doi:10.1016/S0550-3213(03)00347-X
192
Y. Sugawara / Nuclear Physics B 661 (2003) 191208
amplitudes in the strings on pp-waves are given in [920]. While the one-loop partition
functions are comparably easy to analyze even in the pp-wave backgrounds, we still have
several non-trivial points:
1. We need clarify the building blocks possessing good modular properties to describe
the massive world-sheet theory for the transverse sector.
2. We need integrate out suitably the longitudinal degrees of freedom that are not
decoupled in the relevant backgrounds.
3. It is known [8] that the world-sheet Hamiltonian in the light-cone gauge only
includes the winding modes and includes no KaluzaKlein (KK) momenta along the
compactified circle. It seems quite puzzling how we can achieve modular invariant
amplitudes in this situation.
The first and second points are common features in general pp-wave backgrounds with
RR-flux. As for the first one, only the non-trivial point is how we should evaluate
the regularized zero-point energies (or the normal order constants) compatible with the
good modular transformation properties. This problem has been nicely solved in [10,11].
The wanted zero-point energies are given as the Casimir energies which are defined by
subtracting the divergence of bulk energies not sensitive to the boundary conditions.
We summarize the formulas of relevant building blocks, which we call massive theta
functions in this paper, and the zero-point energies in appendix.
The second point is much more non-trivial. In the path-integral approach we have to
integrate out the longitudinal zero-modes in order to obtain modular invariant amplitudes.
For the familiar string vacua with the flat spacetime, the longitudinal momenta are
completely decoupled and we can obtain finite results by simply taking the Wick rotation
in spacetime. However, in the present case of pp-wave, the naive Wick rotation leads to a
difficulty of complex mass parameter in the light-cone gauge action. It seems quite subtle
whether such models are really meaningful.
To avoid this difficulty we shall consider the thermal model as in [1315,20]. To be
more precise, we first adopt the DLCQ approach [21] and later take the decompactification
limit, following our previous study [15]. In our approach the mass parameter can be always
treated as a real parameter. However, as the cost we must pay for it, the longitudinal
instanton actions, which capture the contributions from topological sectors, include pure
imaginary terms.1 Although our approach seems to have the similar difficulty of the
complex world-sheet action, we can justify the result by comparing with the operator
calculation, which only includes the contributions from the physical states and is a
manifestly meaningful quantity.
The third point is a characteristic feature of the compactified pp-waves, and is actually
the main motivation by which we study this background. This problem will be resolved
in this article. As a remarkable feature, we will show that the winding modes along the
1 We would like to emphasize that this is not a peculiarity of the pp-wave. This phenomenon appears already
in the thermal model of flat DLCQ string, and is justified by comparing with the operator calculation [22].
193
transverse circle are decoupled in the non-DLCQ model, while the non-trivial contributions
from them are found in the DLCQ model.
This paper is organized as follows. We first calculate the free energy by means of the
operator formalism, after making a brief review on the compactified pp-wave [8]. We next
derive the modular invariant expression of it based on the path-integral approach along the
same line as in [15], and finally make some discussions.
2. Operator calculation of spacetime free energy in superstring on the compactified

pp-wave
We start by making a brief review on the type IIB superstring theory on the maximally
supersymmetric pp-wave compactified around a space-like circle [8] to mainly prepare
our notations. (A good review is also found in the recent paper [23].) Suppose a
compactification along a circle in the X1 X2 plane in the space-like directions. According
to [8], we introduce the following new coordinates which simplify a Killing vector on the
pp-wave background ( is the strength of 5-form RR-flux):
X = Z Z 1 Z 2 ,
X+ = Z + ,
1
1
cos(X+ ) sin(X+ )
Z
X
=
,
2
+
+
X
sin(X ) cos(X )
Z2
(2.1)
and the other coordinates XI (I = 3, . . . , 8) remain unchanged. Because the relevant

Killing vector is now written as V = /Z 1 , we can take an S 1 -compactification
Z 1 Z 1 + 2RT ,
(2.2)
which is known to give a supersymmetric sting vacuum with 24 Killing spinors [8]. Under
the light-cone gauge
Z + = p+ ,
+ = + = 0,
(2.3)
the GreenSchwarz action is written as

S = SB + SF ,
1
4
SB =
SF =
i
2

d 2 + Z 1 Z 1 + + Z 2 Z 2 + + XI XI

m2 (XI )2 4mZ 2 Z 1 ,

m
m
d 2 S + 1 2 S + S 1 2 S 2mS S ,
2
2
(2.4)
(2.5)
where m = p+ and in our convention. The 8 8 matrices i , i

(i = 1, . .. , 8) are
defined so that the chiral representation of SO(8) gamma matrices is
given by
, and satisfy
i j + j i = 2 ij ,
i j + j i = 2 ij ,
( i )T = i .
(2.6)
194
We also set = 1 2 3 4 . We note that the coordinate system (2.1) reduces to the rotated
frame after taking the light-cone gauge. The absence of the harmonic potential (mass term)
and the existence of interaction with a constant magnetic field (or the Coriolis force) for
Z 1 , Z 2 is originating from this fact.
Combining Z 1 , Z 2 to a complex boson Z Z 1 + iZ 2 , the equations of motion are
written as
+ Z + 2im Z = 0,
+ XI + m2 XI = 0 (I = 3, . . . , 8),

m
+ 1 2 S m S = 0,
2

m
1 2 S + mS = 0.
2
(2.7)
It is convenient to solve the equation for Z in the following form:

Z = eim Y + W RT + Z01 + iZ02 ,
(2.8)
where Y is the standard massive complex boson satisfying + Y + m2 Y = 0. W ( Z) is

the winding number for the circle along Z 1 and Z0 Z01 + iZ02 (= const) is the center of
mass coordinate. We remark that the zero-mode part of the solution (2.8) does not include
the KK momentum term , which is not compatible with the equations of motion (2.7).
Similarly, for the fermionic coordinates, it is convenient to rewrite as
m
S =e2
where
1 2
a )
( a ,
1 2

S = e 2 ,
m
(2.9)
satisfy the usual Dirac equation with mass m:
= 0,
+ m
+ m = 0.

(2.10)
The canonically conjugate momenta are given as

1
1
I
1
2
X
,
=
Z
2mZ
2
2
i a
i a
S ,
a =
a =
S .
2
2
I =
2 =
1
Z 2 ,
2
(2.11)
Since 1 is canonically conjugate to the compactified coordinate Z 1 , it must be quantized

as
2
d 1 =
k
RT
(k Z).
(2.12)
2
We thus find the quantization of zero-mode coordinate Z02 , since 0 d Z 1 = 0 holds
as we mentioned above. This phenomenon is the well-known one, giving rise to the
degeneracy of the Landau levels:
N=
2RT

( /2mRT
1
4mRT RT ,

(2.13)
195
where we set the volume along the Z 2 -direction 2RT , which should be decompactified
after the calculation.
The canonical quantization is defined in the standard manner. The easiest way to do so
a (and XI , of course),
is to introduce the mode expansions with respect to Y , Y , a ,
since they satisfy the same equations of motion as in [3]. The Virasoro constraints lead us
to the following world-sheet Hamiltonian:

H ( p+ p ) = d r Z r + I XI + a S a + a S a L
=

W 2 RT2
(+)
(n + m)Nn(+) + (n m)Nn()
+ 2mN0 +

2
n=0
8

n NnI
I =3 nZ

m
m
(+)
()
+
n +
NF,n + n
NF,n .
2
2
nZ
(2.14)
In this expression we set n = n2 + m2 . NnI are the mode counting operators for XI ,
and Nn(+) (Nn() ) is the one associated to the positive (negative) frequency modes of
Y and the negative (positive) frequency modes of Y . The fermionic mode counting
()
operators NF, n are defined as follows: Let S = S (+) + S () , S = S (+) + S () be the
(+)
()
decomposition according to the eigen-value of i 1 2 (= 1). NF, n (NF, n ) is the one

associated to the positive (negative) frequency modes of S (+) , S (+) and the negative
(positive) frequency modes of S () , S () . We have no normal order constant here thanks to
the SUSY cancellation, since both the bosonic and fermionic coordinates obey the periodic
boundary conditions. We will later face the situations in which this cancellation fails due to
the twisted boundary conditions in the calculation of thermal amplitudes. In those cases we
need the non-trivial formula of regularized zero-point energies (A.2) given in [10,11] (see
also [1416]). It is obvious that the energies of each bosonic and fermionic oscillators in
the Hamiltonian (2.14) are not balanced. This fact implies that all of the 24 Killing spinors
are time-dependent, corresponding to the supercharges that do not commute with the
Hamiltonian.
The Virasoro condition also provides the level matching condition in the standard
manner:
Posc kW = 0,
(2.15)
where Posc means the oscillator part of the world-sheet momentum operator defined as

(+)
()
(+)
()
I
Posc =
(2.16)
n Nn + Nn +
Nn + NF, n + NF, n .
nZ
Notice that the canonical momentum k

d 1 is absent in the Hamiltonian (2.14) as
is expected, but the level-matching condition depends on it.

For later convenience, we shall take the DLCQ compactification [21] from now on:
Z Z + 2R .
(2.17)
196
This is really well-defined since /Z is still a covariantly constant Killing vector in the
rotated coordinates (2.1). Under (2.17), the light-cone momentum is quantized as
p
(p Z>0 ),
p+ =
(2.18)
R
and the level-matching condition (2.15) is deformed as
Posc kW pZ.
(2.19)
Now, we are in the position to calculate the free energy (with vanishing chemical
potential) in the thermal ensemble of free strings on the relevant pp-wave backgrounds.
Let be the inverse temperature, then the free energy should be written as

1
1
0
0
Tr (1)F ln 1 (1)F ep
Tr (1)(n+1)Fenp ,
n
n=1
(2.20)
1
0
+
where F denotes the spacetime fermion number (mod 2) and p (p p ) is the

2
spacetime energy operator. The trace should be taken over the single particle physical
Hilbert space on which the on-shell condition and the level matching condition are
imposed. The following calculation is almost parallel to that of [15]. In the present problem,
however, we must care about the degeneracy of Landau levels. We thus calculate the free
energy, dividing it by the degeneracy N given in (2.13), and then take the RT limit.
The on-shell condition is written as

p
1
+
R
1
0
H .
+
p = p p =
(2.21)
2
2 R p
Imposing the level matching condition (2.19) is slightly a non-trivial task. It is achieved by
inserting the following projection operator into the trace
1 2i pq (PosckW )
(2.22)
e
.
p
F () =
qZp
We so obtain

N
1 1
np
RT N
F () = lim
n=1 p=1 qZp W Z k=0

np
nR RT2 W 2 2i pq kW
exp
e
2R
2 p 2

R
q
Tr (1)(n+1)F exp n
Hosc + 2i Posc ,
(2.23)
p
2p
where Hosc denotes the oscillator part of Hamiltonian (2.14). The trace is taken over the
Fock space associated to the light-cone momentum p+ = p/R . The summation of k is
readily carried out under the large RT -limit (large N -limit) as
lim
RT
N
1 2i pq kW
(qW
pk ),
e
=
N

k=0
k Z
(2.24)
where we set
(n)
=
1 (n = 0)
0 (n =
0)
(n Z).
197
(2.25)
def
Let us introduce d = |GCD(p, q)|, and write p = p d, q = q d. Since p and q are

relatively prime, the discrete delta function (2.25) imposes that W must be written as
the form
W = p0
(0 Z).
(2.26)
q+in
with the constant
p
(n+1)F
Tr[(1)
e22 Hosc +2i1 Posc ].
It is also convenient to introduce the modulus parameter
2R
4 .
The trace of oscillator part is now written as

This is easily evaluated from the explicit form of Hamiltonian (2.14) and expressed
concisely in terms of the massive theta functions defined in (A.1). The temporal boundary
condition of fermionic coordinates should be periodic for even n and anti-periodic for odd
n because of the insertion of (1)(n+1)F . Combining all the things, we finally obtain
F () = 2RT
1
np
2=0,1 n2Z+2, n>0 p,q W (p/d)Z

2 R 2 W 2
R
2 n2
T
exp
1+
4 2
2p2 2
(, ; p)
0,i n
4
+2
2
(0,0) (, ; p)
3 (0,i n)
(, ; p)
(2.27)
where the integers n, p (> 0), q run over the range such that S with the definition

1
def
.
S = C; 2 > 0, |1 |
(2.28)
2
It is interesting that the winding modes W along the space-like circle is not independent
of the longitudinal quantum numbers p, q. This feature is in a sharp contrast with the flat
backgrounds.
Let us finally discuss the decompactification limit R . The desired free energy
should be defined as limR F () , in which the summation of p is replaced with the
2 R
integration

1
f (p/R ) dp+ f (p+ ).
R p
(2.29)
To consider this limit we first note that the winding modes W = 0 are trivially decoupled,
unless d |GCD(p, q)| is the value of the same order
of R . In the cases when d
O(R ) holds and W = 0, however, the discrete sum p1 q is still negligible because of
the small factor 1/p O(1/R ). We thus conclude that only the no winding sector W = 0
198
survives and the summation of q reduces to an integral

1
f (q/p)
p q
1/2
d1 f (1 ).
(2.30)
1/2
In this way, we have achieved the wanted decompactification limit:

F ()
lim
= 2RT
R 2 R
2=0,1

n2Z+2,n>0

0
dp+

2
0,i 8
n+ 22
1
n
1/2
d1 enp
+/
1/2
(, ; p+ )4
(0,0) (, ; p+ )3
0,i
2
4 n
(, ; p+ )
,
(2.31)
where we set = 1 + i 42n

p + . It is also not difficult to derive (2.31) directly from the
non-DLCQ model. The light-cone momentum p+ is now continuous. The level matching
condition is given by (2.15) instead of (2.19), and hence the projection operator (2.22)
should be replaced with
1/2
d1 e2i1 (Posc kW ) .
(2.32)
1/2
Eq. (2.24) is further replaced with
1
N
1 2i1 kW
1
e
=
lim
lim
(W 1 k )
RT N

RT N
k=0
(W = 0),
(W = 0).
(2.33)
k Z
Therefore, we again find that the W = 0 sectors are decoupled, and obtain the same result
(2.31).
3. Path-integral calculation of thermal partition function in superstring on the

compactified pp-wave
Next we perform the path-integral calculation of the toroidal partition function with the
thermal compactification. The wanted partition function Ztorus() will have a manifestly
modular invariant form and should be equated with the free energy considered above by
the next simple relation:
Ztorus() = F ().
(3.1)
We shall first deal with the DLCQ model, and will later consider the decompactification
limit. The calculation is again almost parallel to that presented in [15] (see also [22]).
199
We need the Wick rotation in both of the world-sheet and spacetime. Although the
Wick rotated pp-wave backgrounds have a difficulty of complex mass parameter as we
already mentioned, in our approach the mass parameter m can be always treated as a real
parameter. As the cost we must pay for it, the longitudinal string coordinates become
complex, leading to a complex instanton action. Nevertheless, the final result will turn out
to be a real function and to be justified by confirming the relation (3.1).
We define the Wick rotated world-sheet coordinates as
1 = ,
2 = i.
In the Wick rotated spacetime
(3.2)
Z
1 (Z 9
2
0 ),
iZE
the DLCQ string theory (Z
Z + 2R ) is described by the complex identification
0
0
ZE
ZE
+ 2 R i,
Z 9 Z 9 + 2 R ,
(3.3)
and the thermal compactification is defined as

0
0
ZE
ZE
+ ,
(3.4)
where denotes the inverse temperature.

The longitudinal coordinates have various topological sectors:
i
Z + (1 + 2, 2 ) = Z + (1 , 2 ) + w,
2
i
Z + (1 + 21 , 2 + 22 ) = Z + (1 , 2 ) + n,
2
i
Z (1 + 2, 2 ) = Z (1 , 2 ) w + 2R r,
2
i
Z (1 + 21 , 2 + 22 ) = Z (1 , 2 ) n + 2R s
2
(w, n, r, s Z).
(3.5)
Let Zw,n,r,s
, Zw,n,r,s
be the instanton solution obeying the boundary conditions (3.5). Even
though the light-cone gauge is not compatible with (3.5), we can take the instanton gauge
+
Z + = Zw,n,r,s
, which makes the world-sheet action quadratic as in [15]. In fact, consider
the rotation of the world-sheet coordinates as

1
cos w,n sin w,n
1
(3.6)
=
2
sin w,n
cos w,n
2
with
cos w,n =
w1 n
,
|w n|
sin w,n =
w2
.
|w n|
+
behaves in this new coordinate as
Then, Zw,n,r,s
2
+
Zw,n,r,s = i
|w n|2 .
42
(3.7)
(3.8)
200
As a result, we obtain the equation of motion of the same form as (2.7) (on the Euclidean
world-sheet):

2
+ 2 Z + 2m Z = 0,
(3.9)
1
but with the non-trivial mass parameter
|w n| |w n|.
m=
42
2
This again leads to
2

+ 2 Y m2 Y = 0,
1
(3.10)
(3.11)
under the transformation of string coordinates

Z = em2 Y + aRT 1 + Z0 ,
(3.12)
where a is a real number (not necessarily an integer) which will be determined by the
boundary conditions of Z. Since (3.11) has the manifest rotational symmetry, we can move
back to the original coordinates 1 , 2 which is independent of the modulus without
changing the form of equation:

2
1 + 22 Y m2 Y = 0.
(3.13)
This fact makes things quite easy. We can calculate the one-loop amplitude as the
determinant of standard KaluzaKlein operator, resulting the massive theta functions (A.1).
However, Y obeys the non-trivial boundary conditions as the function of 1 , 2 . We must
carefully evaluate them from the boundary conditions of Z:
Z(1 + 2, 2 ) Z(1 , 2 ) 2RT Z,
Z(1 + 21 , 2 + 22 ) Z(1 , 2 ) 2RT Z.
(3.14)
Based on (3.6), (3.7) and (3.12) we first find the constraints on a:

() :
w1 n
a Z,
|w n|
w| |2 n1
a Z.
|w n|
(3.15)
These constraints are quite non-trivial to solve, and probably we could not have the
solutions everywhere on the moduli space of torus. However, it will later turn out that
we can always solve it for the DLCQ model which effectively has the discretized moduli
space. Secondly, the periodicity of the oscillator part of Z leads to
Y (1 , 2 ),
Y (1 + 2, 2 ) = e2 w
Y (1 , 2 ).
Y (1 + 21 , 2 + 22 ) = e2 n
(3.16)
Similar arguments work also for the fermionic coordinates. We finally achieve the GS
that satisfy the Dirac equation with the mass (3.10)
fermions ,
= 0,
(1 + i2 ) m
m = 0,
(1 i2 )
(3.17)
201
and obey the boundary conditions:
(1 + 2, 2 ) = (1)w ei w
1 2
1 + 2, 2 ) = (1) e
(
1 2
w i w
(1 , 2 ),
1 , 2 ),
(
(1 + 21 , 2 + 22 ) = (1)n ei n
1 2
(1 , 2 ),
1 2
1 , 2 ).
1 + 21 , 2 + 22 ) = (1)n ei n
(
(
(3.18)
Here the extra phase factors (1)w , (1)n are due to the thermal boundary conditions for
world-sheet fermions [7].
The contributions from the zero-modes are described by the instanton actions, being
summed over possible topological sectors. For the longitudinal modes we obtain

Sinst (w,n,r,s)
Vl.c.
Sinst (w,n,r,s)
e
=
e
,
2 w,n,r,s
4 2 2 w,n,r,s
(3.19)
where the instanton action is evaluated as

Sinst (w, n, r, s) =
Vl.c.
=

2 |w n|2
2
| | wr 1 (ws + nr) + ns .
+ 2i

4 2
2
(3.20)
2 R denotes the volume of the longitudinal directions and we again set
2R
4
. We here define the amplitude by subtracting the w = n = 0 sector following
the arguments given in [22], which could induce a trivial divergent sum of the remaining
winding numbers r, s. This term corresponds to the total vacuum energy under the zero
temperature limit . We will discuss it later.
We also obtain for the zero-modes along the space-like circle

RT2 |W1 (a) W2 (a)|2
exp
,
2RT
(3.21)
2
a:()
where the summation is over all the real numbers a satisfying the constraints () given in
(3.15) and the winding numbers W1 (a), W2 (a) are determined by the relations
W1 (a) =
w1 n
a,
|w n|
W2 (a) =
w| |2 n1
a.
|w n|
(3.22)
Taking all the things into account, we obtain the following partition function
2

d

Ztorus() = 2RT
22 2 =0,1 w2Z+2
r,s a:()
F
1
n2Z+22

RT2 |W1 (a) W2 (a)|2
exp Sinst (w, n, r, s)
2
4
2
2 (, ; m)
i w
+ 1 ,i n
+ 2
2
(0,0) (, ; m)3 (i w,i

(, ; m)
n)
(3.23)
202

where we set m 2 |w n|, and indicates the summation over w, n except for
w = n = 0. F denotes the fundamental domain of moduli space

1
def
F = C; 2 > 0, | | > 1, |1 |
(3.24)
.
2
However, (3.23) is not the desired one, because the condition () cannot be easily solved
and the windings W1 (a), W2 (a) have complicated forms depending non-trivially on the
modulus . Fortunately, we can improve this point drastically in our DLCQ approach. In
fact, we can explicitly carry out the summations over r, s, since the remaining sectors do
not depend on them. (Recall our assumption (w, n) = (0, 0).) We so find the periodic delta
function term:

2 |w n|2
eSinst (w,n,r,s) =
exp
4 2
r,s
p,q

2 (2) (w + ip) (n + iq) ,
(3.25)
which imposes the constraints
w1 p2 = n,
w2 + p1 = q.
(3.26)
With the helps of them, the condition () is explicitly solved;

0
|w n| (0 Z),
d2
and W1 (a), W2 (a) are determined as
a=
W1 (a) = p0,
(3.27)
W2 (a) = q0,
(3.28)
where we again set d = |GCD(p, q)|, p = pd,

q = qd.
After a short calculation using
again (3.26), we finally achieve the expression as follows:
2

d

Ztorus() = 2RT
2
2 2 =0,1 w2Z+2 p,q W (p/d)Z
F
1
n2Z+22

2 R 2 W 2
R
2 |w n|2
T
exp
1+
4 2
2p2 2

2 (2) (w + ip) (n + iq)
i w
+12
2
1
2 1 ,i 2 + 2 22
(, ; |w
+ ip|)4
(0,0) (, ; |w
+ ip|)3 (i w,i
(, ; |w
+ ip|)
n)
(3.29)
This is the desired partition function. The modular invariance of integrand is confirmed
because of (A.3). Especially, the S-transformation brings about the exchanges p q,
w n, and leaves d |GCD(p, q)| unchanged.
It is now straightforward to check the equivalence with the operator calculation. In fact,
the modular invariance allows us to make (3.29) a simpler form by setting w = 0 and
replacing F with the larger domain S (2.28) as discussed in [5]. After performing the
modulus integral explicitly, we find the relation (3.1) is really satisfied.
203
Let us finally argue on the decompactification limit limR Ztorus () as we promised.

2R
We can again show that only the W = 0 sector survives in this limit. The summations with
respect to p, q reduce to integrals and easily carried out. We hence obtain
2
Ztorus()
d
lim
= 2RT
2

R
4
22
2 R
2i =0,1
w2Z+21
n2Z+22

2 |w n|2
exp
4 2

2n
2
F21 ,22 , ; i 2w
,
i
,
4
4
42 |w n| ,
(3.30)
where we set
F21 ,22 (, ; , , m) =
1 + 1 21 , 1 + 1 22 (, ; m)4
2
(0,0) (, ; m)3 (,) (, ; m)
(3.31)
The modular invariance in (3.30) is similarly checked. Moreover, we can again rewrite it by
setting w = 0 and replacing
the integration region F with S. Transforming the integration
variable as = 1 + i 42n
p + , we can again show the relation (3.1) with (2.31).
4. Comments
In this paper we have calculated the thermal partition function (free energy) of
superstring on the compactified pp-wave. We have presented two analyses, that is, the
operator formalism and path-integral approach. We have also checked their equivalence.
Now, the several comments are in order.
1. We have observed that the winding modes along the transverse circle non-trivially
depend on the longitudinal quantum numbers in the DLCQ model, and are decoupled
in the non-DLCQ model. These aspects are in a sharp contrast with the usual toroidal
compactifications in flat backgrounds. We here illustrate why such peculiar phenomenon
occurs.
We first point out that it depends on the modulus whether the string can wind around
the space-like circle contrary to the flat cases. This is essentially due to the fact that we
are working on the time-dependent frame. In the DLCQ model we effectively have the
discretized moduli space, and we observed that the winding modes consistently exist at
each point of the discretized modulus.
On the other hand, we have the continuous modulus which should be integrated out
in the non-DLCQ model. However, the existence of winding modes limits the modulus
to rational points, which have the zero measure and do not contribute to the modulus
integral. In other words, recall that the physical spectrum does not really degenerate with
respect to the canonical momentum k unless W = 0. Although the momentum k does
not appear in the Hamiltonian (2.14), it controls the physical spectrum through the level
204
matching condition (2.15). Only in the case W = 0 we have the infinite degeneracy of
Landau levels which cancels the infinitely small factor 1/N .
2. The analysis on the Hagedorn behavior [24] is quite easy, since we have already
known the modular invariant forms (3.29), (3.30). We follow the argument given in [15].
Namely, it is enough to investigate the IR behavior of the term with w = 1, n = W = 0 in
(3.29) (or (3.30)), which could be tachyonic at a sufficiently high temperature and brings
about the thermal instability as in the flat backgrounds [6,7]. We can show that
Ztorus():
finite > H ,
with the equation determining the Hagedorn temperature
(4.1)
1
;
TH H
2H

2H
H
2H
1
=
8
;
i
+
6
4
8
2
4 ; 0
8 2
2H

H
2 4 ; i 2
,
4
(4.2)
where the zero-point energy (m; a) of the massive theta functions is defined in (A.2). The
equation (4.2) does not depend on the DLCQ radius R as well as the compactification
radius RT , as should be (see [22]). We should here note that the Hagedorn temperature
determined by (4.2) is not equal to that of the original coordinate system in [24], which is
studied in [1315,20], even under the uncompactified model RT = . One might suppose
this fact peculiar, but it is not a contradiction. The temperature is defined associated to
the Euclidean time axis, and hence should be a quantity not independent of the choice of
spacetime coordinates.
On the other hand, we know a manifestly coordinate free quantity; the cosmological
constant. So, one might ask how we can avoid the contradiction even though the partition
function (3.23) (or (3.29)) apparently has a different form compared with that calculated
in the original coordinate [15]. To answer this question, we first note that the vacuum
energy densities should be compared at the zero-temperature limit , because the
temperature is not coordinate free as pointed out above. Moreover, the amplitude in the
zero-temperature limit is described by the sectors with no thermal winding w = n = 0.
We thus have to confirm that the contribution from this sector, which we omitted in our
analyses, does not depend on the choice of coordinate system. In particular, we must show
that it really vanishes, as is expected from the spacetime SUSY. In a naive sense this is
very easy to confirm. In fact, in our instanton gauge we have Z + = const, if w = n = 0
holds, leading to the 8 massless bosons and 8 massless Dirac fermions in the transverse
sector as in the flat backgrounds. We hence trivially obtain the vanishing cosmological
constant irrespective of the choice of coordinate system. However, the gauge choice
Z + = const is supposed to be the singular point of the light-cone gauge p+ = 0, which is
not compatible with the usual Virasoro constraints. We thus may need more careful study
about this problem, probably with introducing a suitable regularization scheme to evaluate
the vacuum energy.2
2 A possible way to evaluate it may be to first calculate it with the small non-zero p + , and then to take
the p + 0 limit. With the non-zero p + the partition function could not vanish. However, since we are now
considering the vacuum energy density, the result actually seems to vanish because of the infinite volume factor
due to the non-compact background. (See [15] for the more detail.)
205
3. Generalizations to the compactifications on higher-dimensional space-like tori are

straightforward. Among others, let us consider the T 2 -compactification in which a circle
lies along the X1 X2 plane and another circle does along the X3 X4 plane, for example.
In that case we should work on the rotated frame generalizing (2.1). We find 20 Killing
spinors [8] and obtain the same spectra of the bosonic and fermionic oscillators as follows:

2 (n + m), 2 (n m), 4 n n Z, n n2 + m2 .
(4.3)
This fact suggests that some of Killing spinors are time-independent and define the
supercharges commuting with the world-sheet Hamiltonian. The similar analysis gives the
following thermal partition function (in the DLCQ model):
Ztorus()
2

d
2RTi
=
22 2 =0,1
i=1,2
F
w2Z+21
n2Z+22
p,q W i (p/d)Z

i i 2

2
R
2 |w n|2
i RT W
1+
exp

4 2
2p2 2

2 (2) (w + ip) (n + iq)
1 21 , 1 22 (, ; |w
+ ip|)2
i w+
+ ip|)2
1
1 (, ; |w
21 ,i n+
22
2
(0,0) (, ; |w
+ ip|)2 (i w,i
(, ; |w
+ ip|)2
n)

2RTi
=
p,q W i (p/d)Z
i=1,2

i i 2

2
R
2 n2
1
i RT W
exp
1+
np
4 2
2p2 2
n:even,n>0

i i 2

2

R
2 n2
1
i RT W
exp
1+
+

np
4 2
2p2 2
n:odd,n>0

(0, 1 ) (, ; p)
2 (0,i n+
2
1 (, ; p)
2
2)
,
(0,0) (, ; p)
2 (0,i n)
(, ; p)
2
(4.4)
where RT1 , RT2 are the compactification radii. We again set q+in
in the second line
p
and the summations of p, q and n are taken in the range such that S. These are quite
reminiscent forms of those given in [15]. The first line is the modular invariant expression
and the second line only contains the contributions from physical states. The first term in
the second line (the terms with even n) corresponds to the Witten index and the second one
describes the thermal excitations.
4. We have various future directions for this work. A natural generalization of our
calculations is to include the non-vanishing chemical potential as in [14,20]. As for
the gauge theory duals, the DLCQ model for the uncompactified pp-wave was studied
in [25,26], and more recently the compactified models with/without DLCQ have been
206
investigated in [23]. It may be interesting to compare the thermodynamical aspects in

these dual field theories with our string calculations. Moreover, it will be a tractable and
interesting problem to analyze the compactified pp-wave backgrounds originating from
the AdS3 S 3 backgrounds, and to discuss the aspects of holographic dualities as in [27].
Among other things, it is well known that we have the SL(2; Z)-family of supersymmetric
vacua possessing both the RR and NSNS flux in those cases. There would appear nontrivial zero-modes which could allow new winding sectors under the suitable choice of
flux. We would like to explore this aspect in a detail elsewhere.
Acknowledgements
I would like to thank Y. Imamura, T. Kawano, S. Mizoguchi, T. Takayanagi and
S. Yamaguchi for stimulating conversations. This work is supported in part by a Grant-inAid for the Encouragement of Young Scientists (:13740144) from the Japanese Ministry
of Education, Culture, Sports, Science and Technology.
Appendix A. Massive theta functions

The massive theta functions are defined as
2

2
2
def

(a,b) (, ; m) = e42 (m;a)
1 e22 m +(n+a) +2i1 (n+a)+2ib , (A.1)
nZ
where the regularized zero-point energy (m; a) is defined [10,11,14,15] as

1 2
1
(m; a) =
m + (n + a)2
2
2
def
nZ
1
2 2

dk
m2 + k 2
2 2 m2
s
ds esn
(A.2)
cos(2na).
n=1 0
They have the following modular properties [11]:

(a,b) ( + 1, + 1; m) = (a,b+a)(, ; m),
(a,b) (1/, 1/ ; m| |) = (b,a) (, ; m).
(A.3)
The next formulas are also useful:

(a,b) (, ; m) = (a,b) (, ; m) = (a+r,b+s)(, ; m) (r, s Z),

2

22 a 2 1 (, a + b)
lim (a,b) (, ; m) = e

.
m0
( )
(A.4)
(A.5)
207
The partition function for the d-components complex massive boson (non-chiral fermion)
with the boundary conditions
(z + 2, z + 2) = e2ia (z, z ),
(z + 2, z + 2 ) = e2ib (z, z ),
is calculated as

Z(, ; m) = Tr (1)F e22 H +2i1 P +2ibh
= (a,b) (, ; m)2d ,
(A.6)
where 2 = +1 for the boson and 2 = 1 for the fermion. In this expression we introduced
the momentum operator for the twisted fields

(n + a)Nn(+) + (n a)Nn() ,
P =
(A.7)
n
and the helicity operator

h =
Nn(+) Nn() ,
(A.8)
where Nn(+) , Nn() express the mode counting operators associated to the Fourier modes
ei(n+a) , ei(na) , respectively.
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CP violation in top quark production at the LHC

and two-Higgs-doublet models
Wafaa Khater, Per Osland
Department of Physics, University of Bergen, Allegt. 55, N-5007 Bergen, Norway
Received 7 February 2003; received in revised form 19 March 2003; accepted 7 April 2003
Abstract
We discuss CP violation in topantitop production at the LHC, induced by gluon fusion and finalstate Higgs exchange. Results by Bernreuther and Brandenburg are confirmed and further reduced.
The lepton energy asymmetry is studied in detail in explicit two-Higgs-doublet models with nearmaximal mixing in the neutral Higgs sector. Unless there is only one light Higgs particle, and unless
(in model II) tan 1, the CP-violating effects are very small, possibly too small to be seen at the
LHC.
PACS: 11.30.Er; 13.85.Fb; 14.80.Cp; 14.65.Ha
1. Introduction
One of the most promising ways in which one can search for new physics at the LHC, is
in CP violation in connection with t t production. It is generally believed that the top quark,
since it is very heavy, might be more susceptible to new physics [1,2]. In the particular case
of Higgs-mediated interactions, this is naturally the case, since the Higgs coupling to the
top quark is proportional to its mass. This process
pp t t + X,
(1.1)
has been explored in considerable detail by Bernreuther and Brandenburg [3,4] who
identified the different kinematical structures appearing in the CP-violating part of the
interaction, and evaluated them in a generic two-Higgs-doublet model [5].
E-mail address: per.osland@fi.uib.no (P. Osland).
doi:10.1016/S0550-3213(03)00300-6
210
W. Khater, P. Osland / Nuclear Physics B 661 (2003) 209234
Here, we review (and confirm) these calculations, and apply the results to a particular
version of the two-Higgs-doublet model, in which the CP violation is minimal in structure
[6]. This allows us to relate and constrain the couplings and masses of the model. Such
relations among parameters are crucial in order to estimate the magnitude of possible
signals.
If the Higgs states are not eigenstates under parity, then their couplings to the fermions
will violate CP. In particular, if the H t t coupling (for a given Higgs particle) is of the
generic form
H t t:
[a + i5 a],
(1.2)
then the CP-violating part of the cross-section for the process (1.1), which depends on the
t and t spins, will be proportional to the dimensionless model-dependent quantity
CP = a a,
(1.3)
where a, a are the reduced scalar and pseudoscalar Yukawa couplings, respectively.
Here, we restrict ourselves to the subprocess gg t t since it is the leading t t
production mechanism at the CERN LHC. The q q initial states, which are important at
the Tevatron [3], contribute at the LHC less than 10% to the total cross-section [7] and give
only a numerically negligible contamination of the CP-violating signal [1,3].
The MSSM provides an alternative, very interesting framework for CP violation via the
Higgs sector [8]. Additional effects in the MSSM include CP-violating gluino exchange
[9,10] as well as those due to phases in the bilinear and trilinear couplings, given by the
so-called and At parameters. For an application to the process (1.1), see [10]. We here
restrict ourselves to the 2HDM, this is already a rich framework.
The paper is organized as follows. After a review of notation and relevant formulas in
Section 2, we give model-independent results in Section 3, focusing on basic observables
discussed in [3]. In Section 4, we review the physical content of the 2HDM, and in
Section 5, we study the magnitude of the CP violation for two distinct neutral Higgs mass
spectra: two light and one heavy vs. one light and two heavy. Section 6 is devoted to
concluding remarks, and an Appendix A summarizes the basic one-loop results for the
CP-violating amplitudes.
2. Preliminaries
A schematic representation of a generic one-loop diagram of the process gg t t is
given in Fig. 1.1
2.1. Notation
The momentum and the spin four-vectors of the top (and antitop) quark are denoted by
p1 and s1 (and p2 and s2 ), respectively, with mt the mass, whereas the momenta and the
1 To produce the figures, the A XODRAW package [11] was used.
211
Fig. 1. Kinematics of the underlying g(k1 ) + g(k2 ) t (p1 ) + t(p2 ) reaction.
Fig. 2. Lowest-order QCD Feynman diagrams of the underlying gg t t reaction, the crossed diagram of (a) is
not shown.
Lorentz indices of the initial gluons are represented by ki and i (i = 1, 2). We introduce
the linearly-independent set of momenta (Pg , Q, Pt ):
Q = k1 + k2 = p1 + p2 ,
Pg = k1 k2 ,
Pt = p1 p2 ,
(2.1)
with Q Pt = Q Pg = 0. The non-vanishing scalar products involving the momenta (Pg ,

Q, Pt ) are given by Q2 = Pg2 = s , Pt2 = 2 s and (Pg Pt ) = zs where s is the

gluongluon center of mass energy squared, = 1 4m2t /s is the top quark velocity
and z = cos = (P g P t ), with the scattering angle in the gluongluon center of mass
frame. Working with the linearly-independent set of momenta (Pg , Q, Pt ) simplifies the
kinematics, the four-point first- and second-rank tensor loop integrals in particular.
Denoting by M0 the QCD amplitude corresponding to the diagrams of Fig. 2, and by
M1 the one corresponding to the one-loop Higgs-exchange diagrams of Fig. 3, we obtain
the cross-section
|M0 + M1 |2 .
(2.2)
Spin-dependent CP-violating parts arise from terms linear in CP , (1.3). Those originate
from interference between M0 and M1 , and from |M1 |2 .2 We write
= even + CP ,
(2.3)
where the non-interesting CP-even part of the cross-section even results from |M0 |2 and
from the terms in |M1 |2 that are independent of CP or even in this quantity. The CPviolating part of the cross-section can be written in the most general Lorentz-invariant
2 When calculating linear terms in
2
CP in |M1 | , we only considered the contribution from diagram h in
Fig. 3, which is important for mH above the t t threshold [4].
212
Fig. 3. Feynman diagrams of the underlying gg t t reaction with neutral non-Standard-Model Higgs exchanges
(dashed). The crossed diagrams are not shown (diagram (g) has no crossed partner).
form as

CP 1 Pg s1 (1 2) + 2 Pt s1 (1 2) + 3 R s1 (1 2)

+ 1 (R s1 )(Pg s2 ) (1 2) + 2 (R s1 )(Pt s2 ) (1 2)

+ 3 (Pg s1 )(Pt s2 ) (1 2) ,
(2.4)
with the auxiliary pseudovector
R = Pg Q Pt .
(2.5)
The coefficients 1 , . . . , 3 and 1 , . . . , 3 , the structure of which are determined by the

actual Higgs exchange diagrams (for details, see [3,17]), depend on s , z, and the masses of
the Higgs boson and the top quark, mH and mt .
2.2. The BernreutherBrandenburg decomposition
Bernreuther and Brandenburg describe the CP violation in the process of Fig. 1 in terms
of the t t production density matrix, Eq. (2.8) in [3] as:

CP
CP
CP
pi + bg3
n i i 1 1 i
ki + bg2
RCP = bg1
+ ij k (cg1 ki + cg2 p i + cg3 n i ) j k ,
(2.6)
213
where (in our notation) k =

Pg , p =
Pt and n is the unit vector in the direction of
n = Pg Pt defined in the gluongluon center of mass frame.3 The i are Pauli matrices
with s1 = 12 1 (s2 = 12 1 ) the spin operator of the top (antitop) defined in the top
(antitop) rest frame.
The relation of this expansion to our Eq. (2.4) is given by:
CP
bg1
= s 1 ,

s
s
CP
1 z1
2 ,
bg2 = s
2mt
2mt

CP
bg3
= s s 1 z2 3 ,
s2 s
cg1 =
[z1 + 2 ],
2mt

s2 s z
[z1 + 2 ] s2 1 z2 1 ,
cg2 =
2mt
s s
cg3 =
(2.7)
1 z 2 3 .
2mt
The symmetry properties of these functions are given in [3].
We confirm the results for these functions (2.7) given in Ref. [3, Appendix], up to some
misprints mentioned in [4]. Also, we have further reduced the results of the box diagram
to the basic four-point function together with three- and two-point functions. This yields
a more unique representation, and is also convenient for the use of standard loop function
libraries, like the L OOP T OOLS package [13,14]. Our results are collected in Appendix A.
3. Model-independent results
Before invoking concrete models, we shall first update and review some CP-violating
quantities discussed in [3], both at the parton level and at the hadronic level.
3.1. CP violation at the parton level
We first consider the non-vanishing4 parton-level CP-odd quantities [3]:
1
CP + b CP )
4 1 dz (zbg1

g2
p (s 1 s 2 ) g =
,
1
g
4 1 dz A
(3.1)
3 For the momenta of the partons involved, we use the notation g(k ) + g(k ) t (p ) + t(p ), while in [3]
1
2
1
2
the notation g(p1 ) + g(p2 ) t (k1 ) + t(k2 ) was used.
4 The corresponding quantities involving the gluon or beam direction, vanish due to the symmetry properties
under z.
214
Fig. 4. Parton-level spinspin correlations (3.1) and (3.2) in gg t t vs.

masses. Dashed: mH = 100, 150, . . . , 300 GeV; solid: 350, . . . , 500 GeV.
p (s 1 s 2 ) g =
s , for CP = 1 and different Higgs
CP
CP
1 dz (zcg1 + cg2 )
,
1
4 1 dz Ag
(3.2)
where Ag is the spin-independent part of the CP-even part of the production density
matrix given analytically in [3]. We note that these two spinspin correlations are given
by absorptive and dispersive parts of the amplitudes
(see Appendix A). Plots of these
expectation values vs. the center of mass energy s are shown in Fig. 4.
We confirm the results of [3] for (3.1) (Fig. 4, left panel), but differ from their results
(f )
for (3.2) (Fig. 4, right panel), since there were sign misprints in the structure functions cg1
(f )
and cg2 and a wrong factor of 8 in the Higgs width Z used in [3] and corrected in [4].
In our numerical work, we used the L OOP T OOLS package [13,14].
As stressed in [4], for Higgs masses above the t t threshold, the quantity (3.1) (and to a
lesser extent
(3.2)) has a characteristic
shape, with peaks in the
resonanceinterference
region s mH . As one goes from s mH to s mH the expectation values (3.1)

and (3.2) change sign. Thus, there are cancellations which tend to reduce the CP-violating
effects, when folded with
the gluon distribution functions, i.e., when integrated over the t t
invariant mass, Mt t = s .
3.2. Observables in pp t tX l + l X
We consider events where the t and/or the t quarks decay semileptonically:
t l + l b,
t l l b,
(3.3)
and denote the lepton laboratory-frame momenta and energies by l and E . Following
Ref. [3], we neglect any CP violation in the top decay. This effect has been found to be
small [15,16].
For reference, we shall consider the observables [3]
A 1 = E+ E ,
+
(3.4)
A2 = pt l pt l ,
(3.5)
215
Fig. 5. Left panel: lepton energy correlations A1 in pp t tX vs. Higgs mass for CP = 1. Dashed curves
(b)
labeled a, b, and c refer to modified observables of Eq. (3.8). Grey band: A1 , with 10% uncertainty in
Mt t . Right panel: corresponding signal-to-noise ratio.
where pt (pt) is the top (antitop) three-momentum in the laboratory frame. The lepton
energy asymmetry, A1 , requires events where both the top and the antitop decay
semileptonically. The observable A2 requires the top or antitop to decay hadronically,
while the other decays semileptonically. From the two-sample scenario discussed in
[4] with sample A consisting of events where the t decays semileptonically and the t
decays hadronically and sample A where the t decays hadronically and the t decays
semileptonically, one defines the expectation value of the asymmetry A2 as

A2 = pt l+ A pt l A .
(3.6)
In Fig. 5 we show the expectation value A1 , together with the ratio5
A1
S
=
,
N
A21 A1 2
(3.7)
both as functions of the Higgs mass, and for CP = 1. The right panel here corresponds to
Fig. 7 of Ref. [3], but for mt = 175 GeV.6 Here, and throughout this paper, we have used
the CTEQ6 parton distribution functions [12]. The fact that S/N = O(103 ) means that of
the order of a million t t events are required (in the dilepton channel). Also, it means that
the relative lepton energy must be known at (or better than) the per mille level.
Next, we turn to the observable A2 . We reproduce the analytical result of Eq. (4.5)
of [3], but our numerical result, shown in Fig. 6, has the opposite sign, and the signalto-noise ratio is in magnitude smaller than theirs by a factor of O(1/10) [17]. Thus, the
observable A2 may be rather hard to access at the LHC.
The reason for the small signal-to-noise ratio for A2 (as compared to A1 ) appears to
be a combination of two effects. The main effect is due to the Lorentz transformations.
2 ) and B = 2 /(1 2 ) are
Since it is bilinear in momenta, factors like B2 = 1/(1 gg
gg
gg
2
5 We shall loosely refer to this as signal-to-noise ratio [3].
6 We reproduce their results for the same choice of m and the same Higgs widths. Also, we note that a factor
t
of is missing in Eq. (4.4) of [3].
216
Fig. 6. Left panel: momentummomentum correlations A2 (see Eq. (3.5)) in pp t tX vs. Higgs mass for
CP = 1. Right panel: corresponding signal-to-noise ratio.

2 for A , with
involved, vs. B1 = 1/ 1 gg
1
gg the gluongluon c.m. velocity w.r.t. the
laboratory frame. The signal-to-noise ratios for these quantities (quasi-observables)
B2 and B2 are reduced with respect to that of B1 by a factor of 34. This is due to the
importance of events where the t t invariant mass is close to threshold, and the relatively
light t t system has a high velocity in the laboratory system. Furthermore, in A2 , higher
powers of cosines of angles are involved, and we note that, for example, cos2 = 1/3,
whereas cos4 = 1/5. Together, these two effects give a reduction by O(1/10).
For values of the Higgs mass above the t t threshold, there is a fall-off in the absolute
value of S/N . This is in part due to cancellation between the positive and negative parts
in p (s1 s2 ), as shown in Fig. 4. One possible way to enhance the signal, would be
to consider bins in Mt t, centered around the resonant contribution of the (lightest) Higgs
particle [4]. It would be worthwhile to perform a detailed simulation study of the gains
of such binning in Mt t. The value of this technique would depend critically on the mass
resolution that can be achieved by a given detector.
We have investigated various other ways to reduce this loss of sensitivity, by studying
instead of A1 , the modified observables (still for events with two leptons):
A(a)
1 =
Mt t MH
A1 ,
Mt t + MH
(3.8)
(b)
(3.9)
(c)
(3.10)
A1 = sign(Mt t MH )A1 ,
A1 = |A1 |.
The expectation values and signal-to-noise ratios for these observables are also shown
in Fig. 5, labeled a, b, and c. For A(b)
1 , and for high Higgs masses, a significant
(a)
(b)
improvement is obtained. However, the modified observables A1 and A1 require precise
knowledge of the t t invariant mass, as well as of the Higgs mass. Of these, presumably the
t t invariant mass will be the most difficult one to determine. We show in Fig. 5 the ranges
in A(b)
1 and signal-to-noise ratio that result from errors of 10% in this invariant mass.
217
If only the magnitude of A1 is required, then it can be determined with better sensitivity
from A(c)
1 = |A1 |, which in Fig. 5 coincides with the lower boundary of the shaded region
and hence gives the largest signal enhancement.
4. The two-Higgs-doublet model

In the previous discussion, the amount of CP violation was given by the Yukawa
couplings a, a (in particular, via the product, CP = a a)
and the Higgs mass. In an explicit
model, the situation is more complex, since there are several Higgs bosons, whose masses
and couplings will be inter-related by the specific model. As an example of such a more
complex situation, we shall in this and the next section study a specific two-Higgs-doublet
model where the CP violation is minimal in structure.
4.1. Parametrization
The two-Higgs-doublet model we want to consider, is the one discussed in [6], where
the potential is given by
V=

1 2 2 2
1 1 +
2 2 + 3 1 1 2 2 + 4 1 2 2 1
2
2

1 2
+ 5 1 2 + h.c.
2

1
m211 1 1 + m212 1 2 + h.c. + m222 2 2 .
2
(4.1)
The parameters 5 and m212 are allowed to be complex, subject to the constraint
Im m212 = Im 5 v1 v2 ,
(4.2)
with v1 and v2 the vacuum expectation values (v12 + v22 = v 2 , with v = 246 GeV). It is this
quantity, Im m212 (or Im 5 ) which leads to CP violation, and one may think of CP violation
as being introduced softly, via the mass term m212 in (4.1). Since the potential has a Z2
symmetry that is only broken softly by the m212 term, flavour-changing neutral currents are
suppressed [18,19].
The neutral-sector mass squared matrix corresponding to the potential (4.1) can be
written as (for details, see [6])
1 c2 + s2
(345 )c s 12 Im 5 s
M = v 2 (345 )c s
(4.3)
2 s2 + c2
12 Im 5 c ,
1
1
2 Im 5 s
2 Im 5 c
Re 5 +
with the abbreviations c = cos , s = sin , tan = v2 /v1 , 345 = 3 + 4 + Re 5 ,
= Re m212 /(2v 2 sin cos ) and 2 = v 2 .
For Im 5 = 0, the elements M13 and M23 provide mixing between the 2 2 upper
left part of the matrix and M33 . These two sectors would otherwise represent two scalar
(usually denoted h and H ) and one pseudoscalar Higgs boson (denoted A). We note that
218
these two mixing elements are related via tan :

M13 = tan M23 .
(4.4)
It is in this sense that the CP violation is minimal in structure. This simple relation is
violated in more general models, with so-called 6 and 7 terms in the potential [6].
We diagonalize (4.3) with the matrix R, defined such that

RMR T = diag M12 , M22 , M32 ,
(4.5)
and use for the rotation matrix [20]
R = Rc Rb R

cos b 0 sin b
cos
1
0
0
= 0 cos c
sin c
0
1
0
sin
0 sin c cos c
sin b 0 cos b
0

c cb
s cb
sb
= (c sb sc + s cc )
c cc s sb sc
cb sc ,
c sb cc + s sc (c sc + s sb cc ) cb cc
sin
cos
0
0
0
1
(4.6)
with ci = cos i , si = sin i . The angular range, beyond which R is repeated, can be chosen
as /2 < /2, < b , and /2 < c /2. However, the physical range
is more restricted, since we require M1 M2 M3 .
There are certain symmetries, under which the masses are unchanged, but one or two
rows of R (i.e., physical Higgs fields) change sign. These symmetries are:
(A)
fixed, c c , b + b :
R1i R1i , R2i R2i , R3i R3i ,
(B)
+ ,
b b , c c :
R1i R1i , R2i R2i , R3i R3i .
(4.7)
In addition, we have the following symmetry for ,

c fixed:
(C)
b b , b > 0 (b b , b < 0):

R1i R1i , Rj 3 Rj 3 ,
(4.8)
the other elements in R being unchanged. Finally, we have, for b , c fixed:

(D)
+ :
Rj 1 Rj 1 , Rj 2 Rj 2 , Rj 3 Rj 3 .
(4.9)
(The symmetries (B) and (D) are of marginal interest, since they only relate the edges of
the angular range.)
The CP-conserving case is obtained by taking b = 0 or b = , together with c = 0
and = 12 + arbitrary. Here, is the familiar mixing angle of the CP-even sector.
Thus, as alternatives to Im 5 , the angles b and c parametrize the mixing that leads to
CP violation. Of course, replacing one parameter by two, constraints are imposed on the
mass spectrum.
219
4.1.1. Yukawa couplings

With this notation, and adopting the so-called model II [21] for the Yukawa couplings,
where the down-type and up-type quarks are coupled only to 1 and 2 , respectively, the
H t t couplings can be expressed (relative to the SM coupling) as
Hj t t:
1
[Rj 2 i5 cos Rj 3 ] a + i a
5.
sin
(4.10)
As mentioned in the introduction, the product of the scalar and pseudoscalar couplings,
CP = a a =
cos
sin2
Rj 2 Rj 3 ,
(4.11)
plays an important role in determining the amount of CP violation. We note the following
symmetries of CP for any of the three Higgs bosons Hj (j = 1, 2, 3):
under the symmetries (A) and (B) of (4.7), CP is invariant,
under the symmetries (C) and (D), CP changes sign.
As was seen in Section 3, unless the Higgs boson is resonant with the t t system, CP
violation is largest for small Higgs masses. We shall therefore focus on the contributions
of the lightest Higgs boson, H1 . For the lightest Higgs boson, the coupling (4.10) becomes
H1 t t:

1
sin cos(b ) i5 cos sin(b ) ,
sin
1 sin sin(2b )
,
with CP =
2 tan sin
(4.12)
where and b are mixing angles of the Higgs mass matrix as defined above.
When the three neutral Higgs bosons are light, they will all contribute to the CPviolating effects. In fact, in the limit of three mass-degenerate Higgs bosons, the CP
violation will cancel, since (cf. Eq. (4.11))
3

j =1
CP =
3
cos
sin2
Rj 2 Rj 3 = 0,
(4.13)
j =1
due to the orthogonality of R.

4.1.2. Maximal CP violation
The |CP | of Eq. (4.12) is readily maximized w.r.t. the rotation angles and b :
3
1
1
max CP = ,
(4.14)
bmax CP = or ,
2
4
4
whereas it increases with decreasing values of tan . Negative values of c are related
to positive values through the symmetry (A) of Eq. (4.7) and need not be considered
separately. Similarly, the case of b = 3/4 is related to that of b = /4 by the symmetry
(C) and just leads to an over-all change of sign for CP . We shall somewhat imprecisely
(since also H2 and H3 contribute) refer to these cases (4.14) as maximal CP violation.
220
More generally, large CP-violating effects are expected when | Im 5 | is large, or, when
the elements M13 and M23 are large, see (4.3). These can be expressed in terms of the
rotation matrix and the mass eigenvalues as
M13 = R11 R13 M12 + R21 R23 M22 + R31 R33 M32 ,
M23 = R12 R13 M12 + R22 R23 M22 + R32 R33 M32 .
(4.15)
In this description, one measure of maximal mixing would be to ignore the lightest
mass, and then require the coefficients of M22 and M32 to be equal in magnitude. This
would require | sin()|
= 0 or | cos()|
= 0, i.e., = 0, 12 or , and simultaneously
| sin(2b )| = | sin(2c )| = 1. We shall refer to these cases as maximal mixing.
The bounds on the electric dipole moments of the neutron and the electron impose
restrictions on the allowed magnitude of CP violation in the 2HDM. We note that, within a
consistent framework, and for maximal CP violation in the Higgsgauge sector [22] (which
amounts to maximizing the product of the three couplings (4.26), and thus is different from
the present concept of maximal CP violation, where we consider Yukawa interactions
only), those bounds restrict the mass splitting between M2 and M3 to be less than O(15
20%) [23].
4.2. Physical content
Specifying all the parameters of the potential, as well as the structure of the Yukawa
couplings, the physical content of the model is fixed. We shall here follow a somewhat
different approach: we start out by specifying the masses of two Higgs bosons (the lightest
and one other), together with tan and the three angles that determine R. Then, unless
b = 0 or c = 0, the third Higgs mass can be determined, as well as all the couplings.
This approach gives more control of the physical input.
With tan , R and the masses of two neutral Higgs bosons fixed, the third one is given
by
R13 (R11 R12 tan )M12 + R23 (R21 R22 tan )M22
+ R33 (R31 R32 tan )M32 = 0,
(4.16)
where we have assumed Im 5 = 0 and made use of the relation (4.4). Invoking the
orthogonality of R, one sees that this relation (4.16) only relates differences of masses
squared:

R23 (R21 R22 tan ) M22 M12 + R33 (R31 R32 tan ) M32 M12 = 0. (4.17)
In general, as two Higgs masses approach each other, also the third mass has to approach
the same value, as we can read off Eq. (4.17). However, for particular choices of the
parameters, this is not the case. For example, if we put the coefficient of M12 in Eq. (4.16)
equal to zero, one has M2 = M3 for
R13 (R11 R12 tan ) = 0.
This equation is satisfied for
(4.18)
221
Fig. 7. Physically allowed regions in the b c plane, for tan = 0.5, 1 and 2 and for selected values of .
Dark grey: allowed regions; white: not allowed; light grey: marginally allowed (see text). The dashed lines at
b = /4 are lines of maximum CP violation. Solid contours in allowed regions: M2 /M3 = 0.6 and 0.8
(M2 = M3 along b = 0). For no choice of mass parameters can the allowed region extend beyond the solid
contours in the forbidden region.
(i) R13 = 0 or
(ii) tan = R11 /R12 , or
(iii) R11 and R12 each zero.
Solution (i) implies b = 0, whereas solution (ii) implies tan = cot ,
or = 12 .
Solution (iii) implies |b | = /2 where, non-interestingly, the three masses are arbitrarily
chosen. Following from (ii), for example, we get M2 = M3 for arbitrary M1 , for the choice
of parameters tan = 1 and = /4.
4.2.1. Allowed regions in the parameter space
In Fig. 7 we show the allowed regions in the b c plane for selected values of tan
and ,
subject to the constraint M1 M2 M3 . Regions of negative c and |b | > /2
are not shown, they follow by the symmetries (A) and (C), respectively, of Eq. (4.7).
222
In this analysis, we keep M1 and M2 fixed, and determine M3 from Eq. (4.16). Clearly,
this breaks down when
R33 (R31 R32 tan ) = 0,
(4.19)
in which case M3 is not determined. This occurs deep inside the unphysical region, as
explained below.
The dark regions in Fig. 7 are allowed, the white ones are not allowed. Some reasons
why a region is physically forbidden are: (i) the equation for M3 has no solution (for
example, when M32 < 0, or when Eq. (4.19) holds), (ii) M3 > M2 is violated, (iii) positivity
of the potential (4.1) is violated, or (iv) perturbativity is violated. The requirement to
perturbativity is taken as
|i | < 4,
(4.20)
where we somewhat arbitrarily take = 0.8. The lightly-shaded regions are also allowed,
if we use a less stringent condition on perturbativity, = 1.0.7 The cut-off against the
disallowed region depends on the additional parameters, which we in this figure take as
M1 = 100 GeV, M2 = 300 GeV, MH = 500 GeV, and = 0 (corresponding to case 1,
studied in Section 5.1). This dependence enters via the conversion of the masses of the
neutral Higgs bosons, and the rotation angles, to s.
The condition (4.19), which is satisfied for
(1)
R33 = 0
or (2)
R31 R32 tan = 0,
(4.21)
defines borders where M32 changes sign. We note that these borders are independent of
the mass parameters of the model. Thus, they are absolute borders which the physically
allowed region can never cross for any choice of mass parameters. Let us now discuss the
two cases of Eq. (4.21). In the b c plane, case (1) is satisfied when cos b = 0 or when
cos c = 0. When cos b = 0, then Eq. (4.16) is trivially satisfied, so this is not interesting.
The second subcase, cos c = 0, corresponds to the upper boundary of the plots in Fig. 7,
c = /2. Since this line represents a border where M32 changes from + to , there
is a region next to it where M3 is so large that perturbativity breaks down (and hence
forbidden), as indeed seen in the figure.
Coming now to the more interesting case (2) of (4.21), which, according to Eq. (4.6) is
satisfied for
tan( + )
tan c = sin b ,
(4.22)
we obtain the contours shown in Fig. 7 deep inside the unphysical region.
These contours must be in the same quadrant in the b c plane as where the
physically allowed region is located. This can be seen as follows. On one side of the
contour, M32 is large and positive. By continuity, moving from the contour toward the line
7 These numbers are of course only order-of-magnitude indicators. For example, one could argue that since
1 and 2 are accompanied by factors 1/2 in the potential (and hence in all couplings), the relevant limit is 8 ,
not 4 .
223
Fig. 8. Squared coupling of the lightest Higgs boson to vector bosons (relative to that of the Standard Model),
gV2 V , vs. mixing angle b , for fixed = 0, /4 and /2. These couplings are symmetric under b b ,
and independent of c . For = 0 and tan = 0.5, only small values of b are allowed for the chosen mass
parameters: M1 = 100 GeV, M2 = 300 GeV, MH = 500 GeV, c = /3 and = 0.8 (cf. Fig. 7).
b = 0, where M3 = M2 , the value of M3 will inevitably pass through an allowed region

where M3 O(M2 ).
This observation allows us to determine in which quadrant the physically allowed
regions are located. Near the origin, (4.22) can be approximated as
tan( + )

b
.
c
(4.23)
Thus, b c > 0 when

1
0 < + < , first (or third) quadrant,
2
whereas b c < 0 when
(4.24)
1
1
< + < , second (or fourth) quadrant, (4.25)
< + < 0 or
2
2
in agreement with Fig. 7. Finally, we note from (4.23) that the physical region may occupy
a large fraction of the actual quadrant when | + |
/2, and only a small fraction of the
quadrant when | + |
0 or .
4.2.2. Higgsvectorvector couplings
The non-discovery of a Higgs boson at LEP poses constraints on tan and on the Higgs
mass. While SM Higgs masses below 115 GeV are excluded [24], as well as tan 23
in the MSSM [25], these bounds can be eluded in the 2HDM, if the lightest Higgs boson
couples with sufficiently reduced strength to the vector bosons. In fact, this coupling is
(relative to the corresponding SM coupling) given by
Hi ZZ:
cos Ri1 + sin Ri2 .
(4.26)
Higgs masses down to about 50 GeV are allowed, provided this coupling squared is less
than about 0.5 [26].
We show in Fig. 8 the square of the coupling of the lightest Higgs boson to vector
bosons, relative to that of the Standard Model, gV2 V , for low values of tan . As discussed
above, for masses of the lightest Higgs below 100 GeV, this quantity should be well
224
below unity, in order not to be in conflict with the non-observation of a Higgs boson at
LEP2 [24].
It should be noted that this coupling can be expressed in terms of angles only, without
any dependence on masses. However, for certain combinations of mass parameters and c
values, some b ranges might be unphysical, as illustrated for = 0 and tan = 0.5 in this
figure, as well as in Fig. 7.
5. Case studies
In order to get a better idea how much CP violation the 2HDM can give, we shall here
discuss the case of maximal CP violation in the sense of Eq. (4.14), together with small
values of tan and light Higgs masses.
In the following two subsections, we shall analyze two cases, first (Section 5.1) the case
of two Higgs bosons being light, and then (Section 5.2) the case of one light and two heavy
ones. These are qualitatively different, since in the first case there will be considerable
cancellations among the CP-violating contributions, because of (4.13).
With all mixing angles fixed, and two Higgs masses specified, the third Higgs mass is
determined. Thus, the soft mass term 2 = Re m212 / sin 2 only enters in converting the
masses (and angles) to s. We check that the required s satisfy positivity of the potential
and perturbativity, Eq. (4.20).
5.1. Case 1. Two light and one heavy Higgs bosons
As a first case, we consider M1 M2 = 300 GeV (below the t t threshold) with
MH = 500 GeV and tan = 0.5 and 1.0. (This is well within the limits on MH and
tan derived from studies of meson decays and mixings [27].) Then, for c = /4, /3
and 5/12, we show in Fig. 9 the heaviest Higgs boson mass, M3 vs. M1 , for tan = 0.5,
1.0 and 1.5. We note that, for some of the parameters considered, there is no solution (we
take = 1.0), as also follows from Fig. 7.
In Fig. 10 we show, for this case of maximal CP violation and low values of tan
(tan = 0.5 and 1.0), the corresponding signal-to-noise ratio of the observable A1 (3.4),
for M1 ranging from 80 to 300 GeV, keeping M2 = 300 GeV fixed and letting M3 vary
accordingly. We show separately the contributions of only the lightest Higgs boson, and the
contributions of all three. Considering only the contribution of the lightest Higgs boson, the
CP-violating effects are seen to be significantly larger than in the general case studied in
Section 3, essentially because of the enhancement of CP due to the small values of tan .
We note that, for the parameters considered here ( = /2 and b = /4), and for the
lightest Higgs boson, CP is negative, contrary to the case studied in Section 3.
However, in the present case, the inclusion of all three contributions leads to large
cancellations. This also implies that, even if no CP violation should be observed, it may
be difficult to conclude that the Higgs sector conserves CP, since such cancellations are
possible.
As expected, the CP-violating effects are largest for low values of M1 . Since the two
lightest Higgs bosons are below the t t resonance, there is a smooth dependence on M1 .
225
Fig. 9. Heaviest Higgs-boson mass, M3 vs. M1 , for M2 = 300 GeV, and MH = 500 GeV, for three values of
c = /4, /3 and 5/12, and three values of tan = 0.5, 1.0, and 1.5. Furthermore, we consider maximal CP
violation with = /2 and b = /4.
Fig. 10. Signal-to-noise ratio, for lepton energy correlations A1 in pp t tX vs. lightest Higgs mass for the
2HDM, for a case of three moderately light Higgs bosons (see Fig. 9) and tan = 0.5 and 1.0. Maximal CP
violation is considered (cf. Eq. (4.14)), and c = /4, /3 and 5/12. Also shown, is the contribution of the
lightest Higgs boson only (independent of c ).
As M1 approaches M2 (where all three masses are degenerate), the CP-violating effects
cancel. On the whole, the resulting CP violation is reduced by a factor of 1/4 compared
to the model-independent case considered in Section 3.
Whereas the top Yukawa couplings of the lightest Higgs boson do not depend on c ,
some dependence on this quantity enters, via the couplings of the two heavier Higgs bosons
to the t quark. This is also illustrated in Fig. 10.
Since the two heavier Higgs bosons can contribute significantly to A1 , the dependence
on b need not be as simple as discussed in Section 4.1. In particular, the CP violation need
not be maximal for b = /4 (or 3/4). Fig. 11 (left panel) illustrates the dependence
on b for fixed = /2, c = /3, and two values of tan (0.5 and 1.0). One confirms
the general impression from the form of (4.6) and the discussion following (4.15), that |b |
should be sizable, but not necessarily /4, in order to maximize the CP violation.
226
Fig. 11. Sensitivity of A1 in pp t tX vs. lightest Higgs mass. Left panel: different values of b are studied, for
fixed = /2, c = /3. Right panel: different values of are studied, = 0, /4 and /2 (maximal mixing)
with c = /3 (see Fig. 7). The mixing angle |b | = /4 is kept fixed. Two values of tan are considered: 0.5
and 1.0.
Fig. 12. Heaviest Higgs-boson mass, M3 vs. M1 , for M2 = 500 GeV and MH = 700 GeV. For some parameters,
there is a lower limit for M1 , due to perturbativity, Eq. (4.20), where we take = 1.0.
It is also possible that one Higgs boson does not violate CP in its couplings to the t
quark, and yet the other two do. For example, for = 0, the lightest Higgs boson has a
pure pseudoscalar coupling to the top quark, and hence the CP violation is exclusively
due to the two heavier Higgs bosons. In this case, the resulting total contribution to the
lepton energy correlations A1 may even exceed that obtained when the contribution of
the lightest Higgs boson is maximal, see Fig. 11 (right panel).
5.2. Case 2. One light and two heavy neutral Higgs bosons
Next, we let two of the neutral Higgs boson masses be more heavy, taking M3 M2 =
500 GeV, and MH = 700 GeV. The resulting mass values, M3 , are shown in Fig. 12, for
two values of ,
three values of c = /4, /3 and 5/12, and small values of tan . For
the cases studied in Section 5.1, solutions could be found with = 0. This is here not the
case. For = /2 (maximal CP violation), no value of allows a light H1 (Fig. 12,
227
Fig. 13. Signal-to-noise ratio, for lepton energy correlations A1 in pp t tX vs. Higgs mass for the 2HDM.
Similar to Fig. 10 for = /3 and M3 > M2 = 500 GeV, with MH = 700 GeV. Note that one set of curves
is upside-down with respect to the other, since the b -values have opposite signs (we keep c positive in both
cases).
Fig. 14. Signal-to-noise ratio, for lepton energy correlations A1 in pp t tX vs. Higgs mass for the 2HDM.
Similar to Fig. 13 for three values of b .
right panel), so we have included also = /3 (left panel), where light H1 can be realized
for large .
We show in Fig. 13 the corresponding results for the lepton energy asymmetry, A1 ,
for tan = 0.5 and 1. In this case, as opposed to the cases considered in Section 5.1, since
H2 and H3 are heavier, it is a good approximation to consider only H1 exchange up to
M1 450 GeV. As a result, the CP violating effects are significantly larger than in the
low-mass case studied in Section 5.1. The amount of CP violation for one light Higgs
boson, M1 = O(100 GeV), is comparable with, and may exceed that obtained for a mass
around the t t resonance.
We note that there is only a rather weak dependence on c . This is clearly due to the fact
that the contribution of H1 (which is independent of c ) dominates. (However, as c 0,
the physical range of M1 shrinks, cf. Fig. 7.)
Fig. 14 is devoted to a study of the dependence on b . As expected (since H1 dominates), the CP violation is maximized for b /4. As b 0, the effect vanishes.
228
Fig. 15. Lepton energy correlations A1 in pp t tX vs. Higgs mass for the 2HDM. The intermediate Higgs
mass, M2 , is in the t t threshold region.
There are in fact two reasons for this. First, the contribution of H1 to CP vanishes linearly.
Secondly, M2 and M3 become degenerate in this limit. According to the discussion in
Section 4.2, all three masses must then become degenerate, and there is no CP violation.
5.3. Case 3. The t t transition region
As is seen from Fig. 4, and also from a qualitative comparison of case 1 and case 2,
there is in general less CP violation if two Higgs masses are below the t t threshold than
if two masses are above. We here explore this transition region in a little more detail, by
comparing in Fig. 15 a few values of the intermediate Higgs boson mass M2 , below and
above the t t threshold, keeping the mixing angles fixed at = /2, b = /4, c = /3
and tan = 0.5. One sees that, for values of M1 well below M2 , there is little dependence
on M2 , unless M2 is above the t t threshold, in which case the CP violation (for fixed M1 )
increases rapidly with M2 .
6. Concluding remarks
We have reviewed and confirmed the basic results of [3] on CP violation induced by nonstandard Higgs exchange in the production of t t pairs at the LHC, up to a few misprints.
The results for the box diagram have been further reduced to basic loop integrals. Some
modifications of their observable A1 = E+ E (where E are the lepton energies) have
been investigated. These modifications can in some kinematical situations improve the
signal-to-noise ratio, provided the t t invariant mass can be determined with a reasonable
precision.
For the observable A2 = pt l+ pt l , we find a much lower signal-to-noise ratio than
was given in [3]. This observable thus appears less suited for a search for CP violation at
the LHC (for details, see Section 3.2).
In a minimal, CP-violating two-Higgs-doublet model, where couplings and masses are
constrained and related by the Higgs potential and the Yukawa couplings (model II), the
CP-violating effects can at the LHC be at the per mille level, as given by Bernreuther and
229
Brandenburg [3] (see also [1]), provided that (i) tan is small ( 1), and that (ii) there is
only one light Higgs boson. If there are two neutral Higgs bosons below the t t threshold,
the effects are severely reduced by cancellations among different contributions.
Our study does not include QCD corrections. Within pure QCD (no Higgs exchange),
next-to-leading-order corrections are known [28]. They are not known for these CPviolating effects. Since we study ratios, one may hope that the dominant parts of the QCD
corrections cancel, but this remains to be seen.
Finally, we recall that there are other observables that we have not studied (see, e.g.,
[4,29]). At the parton level, the basic asymmetries are larger, of the order of 102 , as
compared with the order 103 effects discussed here. Thus, for some other choice of
observable, it is quite possible that a larger fraction of the 2HDM parameter space could
be explored.
Acknowledgements
We would like to thank P.N. Pandita and J. Sjlin for collaboration in early stages of this
work. It is also a great pleasure to thank W. Bernreuther and, in particular, A. Brandenburg,
for very useful discussions and correspondence. Also, we would like to thank I.F. Ginzburg
and M. Krawczyk for discussions on the 2HDM, and W. Hollik and M. Klasen for advice
on the L OOP T OOLS package. This research has been supported by the Research Council
of Norway.
Appendix A
CP , b CP , c , c
In this appendix we collect complete results for the functions bg1
g1 g2 of
g2
Eq. (2.6), correcting some misprints in [3] and also reducing completely the contribution
from the box diagram to four-, three-, and two-point scalar integrals. We define the
following two-point functions:

1
1
B0 m2t , m2H , m2t = 2 d n q
(A.1)
,
1
2
2
i
[(q 2 Q) mt ][(q 12 Pt )2 m2H ]

1
1
B0 s , m2t , m2t = 2 d n q
(A.2)
,
1
2
2
i
[(q + 2 Q) mt ][(q 12 Q)2 m2t ]

1
1
2
2
,
B0 t , mH , mt = 2 d n q
(A.3)
1
2
2
i
[(q 2 Pg ) mt ][(q 12 Pt )2 m2H ]
three-point functions:

C0 s , m2t , m2t , m2t

1
1
= 2 d nq
,
1
1
2
2
i
[(q + 2 Q) mt ][(q 2 Pg )2 m2t ][(q 12 Q)2 m2t ]
(A.4)
230

C0 s , m2H , m2t , m2t

1
1
= 2 d nq
,
1
1
2
i
[(q + 2 Q)2 mt ][(q 2 Q)2 m2t ][(q 12 Pt )2 m2H ]

C0 t, m2H , m2t , m2t

1
1
= 2 d nq
,
1
1
2
2
i
[(q 2 Pg ) mt ][(q 2 Q)2 m2t ][(q 12 Pt )2 m2H ]
and the basic four-point function:

2
2

1
1
1
n
2
2
q Pg mt
D0 (t ) = 2 d q
q + Q mt
2
2
i

1

2
2
1
1
2
2
q Q mt
q Pt mH
.
2
2
(A.5)
(A.6)
(A.7)
Here, s = Q2 , t = Q2 (1 z). Furthermore, for u = Q2 (1 + z), the scalar integrals

B0 (u,
m2H , m2t ), C0 (u,
m2H , m2t , m2t ) and D0 (u)
are obtained from (A.3), (A.6), and (A.7),
respectively, with Pg Pg (or Pt Pt ). Note that, in this notation of [3], the function
C0 (s , m2t , m2t , m2t ) cannot be obtained from C0 (s , m2H , m2t , m2t ) by a simple substitution.
We also define the abbreviations

DF (t ) = m2H D0 (t ) (1 z)C0 t, m2H , m2t , m2t ,

DF (u)
(A.8)
= m2H D0 (u)
(1 + z)C0 u,
m2H , m2t , m2t ,
where = (1 4m2t /s )1/2 and z = (
Pg
Pt ), together with the UV-finite combination

B = 9z B0 t, m2H , m2t B0 u,
m2H , m2t

+ 18z2 B0 s, m2t , m2t B0 m2t , m2H , m2t

+ 7 B0 t, m2H , m2t + B0 u,
(A.9)
m2H , m2t 2B0 m2t , m2H , m2t ,
and (see [3])

B0 (m2t , m2H , m2t ) B0 (t, m2H , m2t )
Cs (t ) = C0 t, m2H , m2t , m2t +
,
m2t t
G(s ) =
[m2H C0 (s , m2H , m2t , m2t ) + B0 (s , m2t , m2t ) B0 (m2t , m2H , m2t )]

.
s 2
(A.10)
(A.11)
is obtained from Eq. (A.10) by the replacement t u.

The factor
Furthermore, Cs (u)
m2 2 GF gs4
,
= t
(A.12)
8 2
where gs is the QCD coupling constant, determines the over-all scale.
CP and c
CP
The functions bg1
whereas bg2
g1 are odd under (z z, implying t u)
and cg2 are even. In the following, the four- and three-point functions are finite in four
dimensions, as well as all combinations of two-point functions.
231
For the box diagram (in Fig. 3(c)), we find:

mt E1
192(1 2 z2 )(1 z2 )s

(7 + 9z) 2z s (1 z)2 + 4m2H Im DF (t )

+ s z s(1 z) 1 2z + z2 + 4m2H ( z)

s 2 (1 z) 1 2 Im D0 (t ) (z z; t u)

+ 4 2 z s 7 18 2z2 + 7z2 18m2H z2 3 z2 9s 1 2

Im C0 s , m2H , m2t , m2t

+ 4z s 7 11 2 z2 + 28m2H Im C0 s, m2t , m2t , m2t

4 2 z 1 z2 Im B ,
(A.13)
bg(c)
= CP
1
bg(c)
= CP
2
mt
2
192(1 z2 )(1 z2 )s

(7 + 9z) 2 s (1 z)2 + 4m2H 1 z2 mt + E1 z2 Im DF (t )

+ s s (1 z) 1 2z + z2 + 4m2H ( z)

1 z 2 mt + E 1 z 2

s 2 E1 z(1 z) 1 2 Im D0 (t )
+ (z z; t u)

2
+ 4 s 7 18 2z2 + 7z2 18m2H z2 3 z2
1 z 2 mt + E 1 z 2

18z2 mt m2H 1 z2 + 2mt E1 Im C0 s , m2H , m2t , m2t

+ 4 s 7 11 2 z2 + 28m2H 1 z2 mt + E1 z2 Im C0 s , m2t , m2t , m2t

4 2 1 z2 2 z2 mt + E1 z2 Im B ,
(A.14)
mt E 1
192(1 2 z2 )(1 z2 )s

(7 + 9z) 2z s 2 z2 + 2 2 2z 1 + 4m2H Re DF (t )

+ s z s (1 z) 1 2z + z2 + 4m2H ( z)

+ s2 (1 z) 1 2 Re D0 (t ) (z z; t u)

2
2 2
2
2 2
2
2
+ 4 z s 7 18 z + 7z 18mH z 3 z + 9s 1

Re C0 s , m2H , m2t , m2t

4z s 7 + 11 2 z2 28m2H 14s 2 Re C0 s , m2t , m2t , m2t

4 2 z 1 z2 Re B ,
(A.15)
= CP
cg(c)
1
232
mt
cg(c)
= CP
2
192(1 2 z2 )(1 z2 )s

(7 + 9z) 2 s 2 z2 2z 1 + 4m2H 1 z2 mt + E1 z2

+ 2s E1 2 z2 Re DF (t )

+ s s (1 z) 1 2z + z2 + 4m2H ( z)

1 z 2 mt + E 1 z 2

+ s 2 E1 z(1 z) 1 2 Re D0 (t )
+ (z z; t u)

1 z 2 mt + E 1 z 2
+ 4 2 s 7 18 2z2 + 7z2 18m2H z2 3 z2

18z2 mt m2H 1 z2 2mt E1 Re C0 s , m2H , m2t , m2t

4 s 7 + 11 2z2 28m2H 1 z2 mt + E1 z2 14s E1 2 z2

Re C0 s , m2t , m2t , m2t

(A.16)
4 2 1 z2 2 z2 mt + E1 z2 Re B .
From the vertex diagrams (in Fig. 3(d) and (e)):
mt E1
= CP
cg(d+e)
1
96(1 2 z2 )

(7 + 9z) 2 1 2 C0 t, m2H , m2t , m2t

z
2 2
2
1 + z 2 Cs (t ) (z z; t u)
,
+
1 z
mt
= CP
cg(d+e)
2
96(1 2 z2 )

2mt
(7 + 9z)
(E1 + mt zE1 )C0 t, m2H , m2t , m2t
E 1 + mt

mt + E 1 z 2 mt z 2 2
2
2 2 2
E1 2mt E1 z Cs (t )
E12 (1 z)

+ (z z; t u)
.
From the self-energy diagram (after fixing the signs):
mt
cg(f)1 = CP
192E1(1 2 z2 )

1 2 2 2
B0 mt , mH , m2t B0 t, m2H , m2t
(7 + 9z)
1 z

(z z; t u)
,
(A.17)
mt
cg(f)2 = CP
192(1 2 z2 )

E1 + mt zE1 2 2
mt
B0 mt , mH , m2t
(7 + 9z)
2
E1 + mt E1 (1 z)

B0 t, m2H , m2t + (z z; t u)
.
233
(A.18)
From the diagram in Fig. 3(g):

3m2t 3 z2 Im G(s )
,
8(1 2 z2 )
Finally, from the diagram in Fig. 3(h):
(g)
bg2 = CP
(g)
cg2 = CP
3m2t 3 z2 Re G(s )
.
8(1 2 z2 )
(A.19)
m2t
(s m2H )2 + H2 m2H 4(1 2 z2 )

2m2t H mH Re C0 s , m2t , m2t , m2t s m2H Im C0 s , m2t , m2t , m2t

+ H mH ,
(A.20)
bg(h)
= CP
2
m2t
(s
+ H2 m2H

2s 1 + 2 s m2H Re C0 s , m2t , m2t , m2t
2
2
16(1 z )

+ H mH Im C0 s , m2t , m2t , m2t 4 s m2H

3 m2t 2 GF 3 2
2
2
2 2
C
,
m
,
m
2
s
+
s
,
m
0
t
t
t
32
8 2

2
2
2
2
2 2
+ 2s a 2 s C0 s , mt , mt , mt
,
cg(h)
= CP
2
m2H )2
(A.21)
where H is the width of the Higgs boson calculated by summing the partial widths for
H W + W , ZZ, t t in the version of 2HDM we considered.
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An improved mean field approximation on the

worldsheet for planar 3 theory
Korkut Bardakci a,b , Charles B. Thorn c
a Department of Physics, University of California, Berkeley, CA 94720, USA
b Theoretical Physics Group, Lawrence Berkeley National Laboratory, University of California,
Berkeley, CA 94720, USA

c Institute for Fundamental Theory, Department of Physics, University of Florida, Gainesville, FL 32611, USA
Received 16 January 2003; accepted 15 April 2003
Abstract
We present an improved version of our earlier work on summing the planar graphs in 3 field
theory. The present treatment is also based on our world sheet formalism and the mean field
approximation, but it makes use of no further approximations. We derive a set of equations between
the expectation values of the world sheet fields, and we investigate them in certain limits. We show
that the equations can give rise to (metastable) string forming solutions.
PACS: 12.38.Cy; 03.70.+k
1. Introduction
One of the most challenging problems in the study of non-Abelian gauge theories
is to discover the dual string description [1]. After many years of relative stagnation,
the discovery of the AdS/CFT correspondence [2,3] has led to important progress in
the resolution of this problem. This approach relies heavily on ideas from string theory
and supersymmetry, and it can deal effectively with only a fairly restricted class of field
theories.
This work was supported in part by the Director, Office of Science, Office of High Energy and Nuclear
Physics, of the US Department of Energy under Contract DE-AC03-76SF00098, in part by the National Science
Foundation Grant 22386-13067-44-X-PHHXM, and in part by the Department of Energy under Grant No. DEFG01-97ER-41029.
E-mail address: bardakci@thsrv.lbl.gov (K. Bardakci).
doi:10.1016/S0550-3213(03)00343-2
236
K. Bardakci, C.B. Thorn / Nuclear Physics B 661 (2003) 235256
Recently, we initiated a program [4], one of the goals of which is to establish the
duality between field and string theories. The idea, which goes back to Nielsen, Olesen,
Sakita and Virasoro [5], and which was given a systematic foundation via t Hoofts
1/Nc expansion [6], is to construct a world sheet description of the planar graphs of a
general field theory. As shown in [6], planar graphs are selected by introducing an internal
color degree of freedom and taking Nc limit, and the use of a mixed coordinatemomentum space light cone coordinates leads to the world sheet description. Although
originally only a 3 theory was considered for simplicity [4,6], this approach is sufficiently
flexible to be able to handle more realistic cases, including non-supersymmetric [7] and
supersymmetric [8] gauge theories.
The original world sheet model suggested by t Hooft was non-local. In Ref. [4],
it was shown how to reformulate this model as a local world sheet field theory by
introducing additional non-dynamical fields. The world sheet structure of a given graph
consists of the bulk and a bunch of solid lines, which describe the multiple internal
boundaries representing the loops of a multi-loop planar diagram. The dynamics is all in
the boundaries, and the only function of the fields that live in the bulk is to instantaneously
transmit the interaction from one boundary to another. Therefore, the local world sheet
theory can be thought of as a topological theory.
The representation of planar graphs by a topological field theory is perhaps elegant,
but it has no new physical content. The elimination of the bulk fields would lead back to
the original non-local structure of t Hooft. One gets something new and interesting if the
topological bulk fields are somehow promoted into genuine dynamical fields. One way for
this to happen is through the condensation of the solid lines (the boundaries). In a graph
of a given order, the density of the solid lines, by which we mean the percentage of the
area on the world sheet occupied by solid lines, is zero. This is because solid lines are
lines; they have zero thickness. However, as the order of the graph asymptotes to infinity,
solid lines become more and more numerous and dense, and ultimately, one can envisage
a limit in which they acquire a finite density on the world sheet. This is what we mean by
the condensation of the boundaries. In this limit, the distinction between the bulk and the
boundary disappears, the world sheet acquires a uniform texture, and it becomes possible
to have a string formulation of the sum of the Feynman graphs in terms of dynamical fields
on the world sheet. We will call this mechanism string formation through condensation of
boundaries. Whether this really happens depends on the dynamics: One clearly needs an
attractive interaction and also an effectively strong coupling, leading to the domination of
higher order graphs.
The worldsheet formalism of [4] might also provide a natural setting for understanding
confinement in real QCD, where strong coupling is only a feature of infrared dynamics.
Then the physical world sheet representing the confining flux tube would not have the
uniform texture mentioned above but would include important fluctuations in which
regions of the world sheet would not have solid line condensation and would retain the
topological character of perturbation theory. These fluctuations would describe the pointlike structures implied by asymptotic freedom.
In an earlier paper [9], using 3 theory as a prototype toy model, we investigated
the possibility of boundary condensation leading to string formation. Although this is an
unphysical theory, it provides a simple setting for developing the tools needed to attack
237
more interesting and also more complicated theories. The main tool used in [9] was the
mean field approximation, or the self consistent field approximation. This approximation
has been widely used in both field theory and many body theory, in most cases leading
to at least qualitatively reasonable answers. For the problem at hand, the easiest way to
implement it systematically is to consider the limit of large D, where D is the number of
transverse dimensions in the light cone picture. We should add that although the large D
limit provides a convenient bookkeeping device, it does not truly capture the physics of the
problem in most cases. The critical factor is the number of degrees of freedom of the system
in question: The mean field approximation is usually successful when applied to a system
with a large number of degrees of freedom. Of course, one way to have a large number
of degrees of freedom is to have a large number of space dimensions, but this is rather
artificial in most cases. A more physical situation is to have a large number of particles
in a many body system, and this is the case in most of the standard applications. In our
case, as explained above, we are interested in graphs with a large number of boundaries,
and we can roughly identify the number of boundaries with the degrees of freedom. With
this identification, the mean field method should be a good tool for investigating problems
involving graphs with a large number of boundaries. There is then no need to appeal to the
large D limit, except, as a convenient bookkeeping device.
In this article we aim to improve the treatment of [9] in several respects. First, we applied
the mean field approximation to a system of Ising spins introduced as a representation
of the sum over all arrangements of solid lines. Since the world sheet on which these
spins lived remained 2-dimensional even as D , it was not clear why that should
justify replacing each spin by a mean field. Instead the large D limit is actually that of an
O(D) vector model. As is well known this limit justifies treating the O(D) invariants, the
scalar products of the vector fields, classically. In fact the process of replacing the scalars
with classical fields eventually leads to a mean field treatment of the Ising spins as well,
but, unlike in [9], there are no ambiguities in how to set up the action for the classical
mean fields. We incorporate this clarification in the current article. But the most substantial
improvement we make here is in the treatment of the Dirichlet boundary conditions. In [9]
we introduced Gaussian representations of delta functions of the type
D/2

2
e q
q = lim
2
to enforce the boundary conditions. Keeping finite amounts to imposing an infrared
cutoff on target space. With a sufficiently exact calculation there is nothing wrong with
this. But after making an approximation to the cutoff theory, the delicacy of removing
the infrared cutoff might well invalidate the approximation. In the current article we shall
impose the boundary conditions exactly, thereby eliminating this difficulty. The price will
be the need to introduce a more complicated system of mean fields, some of which are
non-local on the world sheet. The presence of such non-local mean fields might even make
it easier to incorporate the non-homogeneous worldsheet textures required for a realistic
worldsheet description of QCD. We are then able to derive a set of equations for these
fields, which relies on no other approximation except for the mean field approximation. We
consider these equations (Eqs. (46) and (47)) as the main result of this article. Although
these equations are non-linear and somewhat complicated, it should be possible to attack
238
them by various approximation schemes and numerical methods. However, in this article,
we will be content with studying them in some limiting cases, and we leave a full
investigation of this problem to future research.
The paper is organized as follows. In the next section, we present a brief review of the
world sheet formalism developed in [4] for summing planar graphs. We also argue that,
in the leading order of the mean field approximation, a good deal of simplification takes
place: the ghost fields can be dropped, and the world sheet dynamics is described by a
free action (Eq. (7)), plus constraints on the boundaries given by Eq. (8). In Section 3,
the boundary constraints are re-expressed in a form suitable for inclusion in the effective
action and also for taking the large D limit. This is done by introducing auxiliary scalar
fields, which are equal to the scalar products of the vector fields in D dimensions. The
important point is that these scalar fields become classical in the large D limit. Section 4
is devoted to the construction of the effective action as a function of the scalar fields.
This is done by explicitly carrying out the functional integration over the vector fields.
The classical equations for the scalar fields resulting from this effective action completely
determines the large D dynamics. In Section 5, we investigate these equations in various
limits, and we argue that one solution, although not stable, can lead to condensation of the
boundaries and string formation. This is a moderately encouraging but preliminary result,
although no definite conclusions can be reached until we have the full solution. Section 6
summarizes our conclusions. In Appendix A, we show that the contribution of the ghost
fields is unimportant in the leading order of the large D limit.
2. A brief review
We will be working with a massless 3 matrix field theory in the large N limit, which
amounts to a summation of the planar graphs. As t Hooft has shown [6], Feynman rules are
especially simple if a particular mixture of coordinate and momentum light cone variables
are used. We will use the following notation:
a Minkowski vector v will be written as
(v + , v , v), where v = (v 0 v 3 )/ 2, and the boldface letters label the components

along the transverse directions. The Lorentz invariant product of two vectors v and w
is given by v w = v w v + w v w+ . The evolution parameter (time) is x + , and
the Hamiltonian conjugate to this time is p . A massless on-shell particle thus has the
energy p = p2 /2p+ . The number of transverse dimensions D is arbitrary to start with,
and eventually, we will consider the large D limit. As explained in [4], this limit is a
convenient method of organizing the mean field approximation. Of course, the eventual
case of interest is D = 2.
Let us now briefly review the Feynman rules derived in [6]. A specific graph is
represented by a set of parallel solid lines drawn on the world sheet. A propagator
corresponds to a strip bounded by two solid lines (Fig. 1). If p is the momentum carried by
the propagator, the strip has width p+ , and length = x + . We associate two transverse
momenta q1 and q2 with the two solid lines forming the boundary. The transverse
momentum p of the propagator is their difference:
p = q1 q2 ,
239
Fig. 1. A propagator.
Fig. 2. A typical graph.
and using a Euclidean world sheet metric, the propagator is given by

( )
exp (q1 q2 )2 /2p+ .
+
2p
(1)
Now let us consider a more complicated graph, with interaction vertices, pictured in
Fig. 2. Interaction takes place at the points where a solid line ends, and a factor of g is
associated with each such vertex, where g is the coupling constant. After putting together
the propagators and coupling constants associated with the graph, one has to integrate over
the positions of the solid lines and the position of the interaction vertices, as well as the
momenta carried by solid lines. We note that momentum conservation is automatic in this
formalism.
These Feynman rules look quite non-local; however, it was shown in Ref. [4] that they
can be reproduced by a local field theory defined on the world sheet. Later, this result
was extended from 3 to more complicated and more realistic theories [7,8]. The world
sheet field theory in question can be formulated either on a latticized or continuum world
sheet, and here we choose the continuum version. We will eventually need to specify
some cutoffs, but we defer that until the need arises. Using the coordinates in the p+
direction and itself in the x + = direction, the bosonic fields q(, ) and the fermionic
240
fields b(, ) and c(, ), called ghosts, are introduced. In contrast to q, which has D
components, b and c each have D/2 components. (Here, we are assuming that D is even.)
The free part of the action on the world sheet is given by
f
S0 =
p
d

1
d b
c
q
2 ,
2
(2)
where the prime denotes derivative with respect to . Here p+ is the + component of
the total momentum flowing through the graph. For convenience, we have also restricted
the integration; eventually, we will let i and f +. This action is to be
supplemented by the following boundary conditions: on solid lines, q(, ) is constrained
to be independent of , or, equivalently, the Dirichlet boundary condition
q = 0
is imposed, where the dot denotes derivative with respect to . Also, if the transverse
momentum carried by the whole graph is p, the constraint
p
d q
= p
(3)
has to be imposed. For simplicity, we will set p = 0 in what follows, which means periodic
boundary conditions on q:

q( = 0) = q = p+ .
(4)
The corresponding boundary conditions on the ghosts are simple:
b=c=0
(5)
on the solid lines.

In addition to S0 , it was shown in [4] that the full action contains interaction terms in the
form of the insertion of ghost vertices. These insertions are needed to correctly reproduce
the factor 1/2p+ in front of the exponential in the expression (1) for the propagator. If,
for example, one integrates the matter and ghost fields of S0 with the boundary conditions
appropriate for the propagator, without any vertex ghost insertions, the result is

( ) exp p2 /2p+ ,
(6)
instead of (1). Local ghost vertex insertions can be arranged to correct this defect. However,
we will now argue that this is the correct leading term in the large D expansion. To see this,
let us rewrite the propagator in the form

( ) exp p2 /2p+ ln 2p+ .
The first term in the exponent really corresponds to D terms since it is the square of a
vector with D components. Consequently, in the large D limit, its contribution is of the
order of D. In contrast, the contribution of the second term is D independent. Therefore,
241
in the leading order in D, which is all we are going to consider in this paper, the factor of
1/2p+ can be dropped. This means that, in the large D limit, we are entitled to work with
S0 given by Eq. (2) and ignore the ghost insertion terms.
We are going to take advantage of one more simplification. Although the fermionic
(ghost) part of S0 does contribute in the large D limit, it will be shown in the appendix that
its contribution harmlessly shifts some of the fields we had already introduced. So, bearing
in mind that the fields might need to be interpreted differently, we are going to drop the
ghost contributions.
To summarize, the starting point of the present paper will be the action
f
S0
p
d

1
2
q ,
2
(7)
plus the Dirichlet boundary conditions

q = 0
(8)
on solid lines and the periodicity condition given by Eq. (4). We would like to stress that the
terms we have neglected do contribute in the non-leading orders of the large D expansion.
3. The boundary conditions

Our goal is to express the sum over all the planar graphs in the form of an effective
action. We start with Eqs. (7) and (8), which generate the simplified Feynman rules of the
large D limit. We would like to rewrite the conditions (8) in a form that can be identified
as a contribution to the action, and cast them in a form suitable for taking the large D limit.
We note that the boundary conditions decouple in the direction, and so it is convenient
first to discretize the coordinate into small segments of length = 1 , and to impose
the conditions for each discrete value of separately. (In [9] this cutoff 1 was called m
the minimal unit of p+ in the discretized formulation.) The parameter 1 will play the role
of an ultraviolet cutoff on the worldsheet. It should be pointed out that we are making an
important change in the way we classify graphs. The customary classification is according
to the total number of solid lines, which is the same as counting the powers of the coupling
constant. This is analogous to a Fock space description. Instead, we are now going to focus
on the distribution of solid lines separately for each value of . This is more analogous
to the occupation number description. If one is interested in the condensation of the solid
lines, the occupation number description is clearly superior, since counting the number of
lines in a condensate is not very useful.
Next, for a fixed value of , we are going to carry out the summation over all possible
partitionings of solid lines and over all values of momenta flowing through them. This
will result in an integral equation. In particular, we note that the Dirichlet boundary
conditions (8) will be taken into account exactly. In this respect, the present treatment
is superior to the one given in [9]; in that work, only a weaker version of these boundary
conditions was imposed.
242
Fig. 3. Solid and dotted lines.
In Fig. 3, we have drawn lines located at the discrete values of and extending in the
direction. These lines consist of alternating solid and dotted segments: as before, the
solid lines are located where the boundary conditions (8) hold, whereas the dotted lines
run through what used to be blank space, where there are no boundary conditions. Now
consider a typical line located at some , starting at i and ending at a variable point .
For simplicity, we assume that this line contains an equal number of solid and dotted line
segments, and we call this number m. One has then to sum over all possible partitions of
this line between alternating solid and dotted segments for a given m, and then sum over all
m. Let Fm (, i , ) be the factor that takes care of (8) on the solid segments. This function
satisfies the following recursion relation:

Fm+1 (, i , ) = g

d1
d2 K(, 2 , )Fm (, i , 1 ).
(9)
In going from Fm to Fm+1 , we have added a dotted segment extending from 1 to 2 ,

and a solid segment extending from 2 to . Since there is no boundary condition on the
dotted segment, we associate with it a factor of one. With the solid segment, we associate
the factor K(, 2 , ), which is introduced to take care of the corresponding boundary
condition. The total F is then given by
F (, i , ) =
Fm (, i , )
(10)
m=0
and it satisfies the integral equation

F (, i , ) = F0 (, i , ) + g

d1
d2 K(, 2 , )F (, i , 1 ).
(11)
So far, we have defined an F that implements (8) for a single line located at . To find
the F that implements these boundary conditions for the whole world sheet, we have to
multiply the F s associated with each discrete value of and let f :

F (n , i , f ).
F (i , f ) =
(12)
n
Now let us return to the integral equation (11). We will set

F0 (, i , ) = (i ).
(13)
243
The kernel K, which has to implement (8) on the solid line segment extending from 2 to
, is given by

K(, 2 , ) = dk Dl exp i d l , q , k .
(14)
2
l(,
)
The integration over

sets q(,
) equal to a constant independent vector k in
the interval (2 , ), and then k is integrated over. It is clear that this is equivalent to the
condition that q is independent of
in this interval.
It will become clear as we proceed that an ultraviolet cutoff in the variable k is needed
to avoid divergences. We therefore modify the expression for K by introducing a suitable
cutoff of the form of exp(k 2 ) and then do the integration over k:

2

2
K(, 1 , 2 ) dk Dl exp k + i d l , q , k
1

=
2

D/2
exp i d
l ,
q ,
Dl(/)
1
4
2
d
1
2

.
d l , l ,
(15)
We note that in addition to the worldsheet ultraviolet cutoff 1 introduced earlier, we now
have a second ultraviolet cutoff , acting in the target space. Later, we will find that a third
cutoff may be necessary, although it is likely that the third cutoff is expressible in terms of
the first two.
It is worth noting that the non-local term in Eq. (15) is entirely due to the integration
over k, the Dirichlet value of q on the internal boundary which K adds to the worldsheet.
But in the worldsheet formalism applied to gauge theories with extended supersymmetry
[8], the worldsheet variables q(, ) were (2 + d)-dimensional where d = 2 for N = 2
supersymmetry and d = 6 for N = 4 supersymmetry. The process of dimensional
reduction, which leads to the 4-dimensional theory with extended supersymmetry, was
achieved in [8] by imposing the boundary condition q I = 0 on all boundaries, external and
internal, whenever I = 3, 4, . . . , d. This means that the same components of the vector k
are put to zero and not integrated. In other words the non-locality is not introduced for
the components of l in the extra dimensions. This worldsheet locality for the dimensions
associated with the field theoretic internal degrees of freedom could be associated with the
generic appearance of Sn factors of the spacetime manifold on the strong coupling side of
the AdS/CFT correspondence.1
We are dealing here with a vector model, and the standard first step in taking the large N
(in this case, the large D) limit, is first to express everything in terms of the scalar products
1 We thank J. Maldacena for an illuminating conversation that inspired this suggestion.
244
of the vectors. From Eq. (15), we see that this goal has been achieved: the kernel K is
expressed in terms of the scalar products q l and l l. In the next step, the scalar products
are replaced by their vacuum expectation values, which are proportional to D, and which
we denote by D 1 and D2 , respectively:

l ,
q ,
l ,
q ,
= D1 ,
,

l ,
l ,
l ,
l ,
= D2 ,
,
.
(16)
We would like to make it clear that 1 and 2 are fixed classical background fields, not
to be integrated over. They are the saddle points that dominate the large D limit, to be
determined by minimizing the effective action. The general rule is that vector valued fields
are quantum mechanical, and they are to be integrated over. In contrast, scalar valued fields
are classical background fields.
The kernel K can now be written solely in terms of 1 and 2 :
K(, 1 , 2 )
= (/)
D/2
2
d 1 ,
exp iD
4
2
d
1
2

.
d 2 , ,
(17)
Substituting this expression back into Eq. (11), we have to solve an integral equation to
find F (i , f ). We will reconsider this problem in the next section, after the simplifications
following from translation invariance are taken into account. Here we note that once F is
known, the total action S, which incorporates the boundary condition (8) on solid lines, is
given by
exp(S) = exp(S1 )F (i , f ),
(18)
where,
p
S1 =

2

1
d q (, ) + i1 (, ) l(, ) q(, ) D1 (, )
2
p
i

d

d
2 , ,
l(, ) l ,
D2 , ,
.
(19)
The first term on the right is S0 (Eq. (7)). In the rest of the terms in S1 , the Lagrange
multipliers 1 and 2 enforce the definition of 1,2 given by (16).
4. The effective action

In this section, we will address the problem of the computation of the effective action.
This will involve
(a) solving the integral equation (11) for F ;
245
(b) doing the functional integrations over the vector-valued fields q and l, keeping all the
scalar valued fields fixed.
We will be able to make only partial progress in solving Eq. (11). In contrast, the functional
integrations over q and l can be carried out in closed form. Once the effective action is
derived, the classical fields 1,2 and 1,2 are determined by the equations
Se
= 0.
1,2
Se
= 0,
1,2
(20)
The calculations outlined above are greatly simplified by making use of translation
invariances in both the and directions on the world sheet. This symmetry means that
various background fields are either constants or functions of a single variable:
1 (, ) 1 ,

2 , ,
2
,
1 (, ) 1 ,

2 , ,
2
,
(21)
where 1 and 1 are independent of and , and 2 and 2 depend only on the difference

. Substituting this in Eq. (20), we see that S1 will be non-local in the coordinate.
This makes the problem of finding the minimum of the effective action more difficult;
instead of an algebraic equation, we have to solve functional equations in one variable.
Let us now go back to the integral equation (11), taking advantage of the simplification
resulting from translation invariance. First, we note that the functions K and F simplify:
K(, 1 , 2 ) K(2 1 ),
F (, 1 , 2 ) F (2 1 ).
(22)
Now, Eq. (11) can be formally solved using Fourier transforms. We define
1

K()
=
2

d e
K( ),
() = 1
F
2

d ei F ( ).
(23)
The lower limits of integration start at zero, since both F and K are defined to be zero for
negative values of the argument. The solution to Eq. (11) is then given by

() = 1
F ( ) = d ei F
(24)
d ei
,

2
2ig 2 K()
can be written in the form
where K
1

K()
=
2
D/2

D
d exp i + iD1 L( )

4
(25)
and where we have defined

2
L(2 1 ) =
d
1
2
1

d
(26)
246
The contribution of F to the effective action follows from Eq. (18):

S = S1 + SF ,

SF = ln F (f i ) .
(27)
Now, let us examine SF in more detail. The time interval f i , which corresponds
to in Eq. (23), will eventually tend to infinity. It is a standard result in Fourier transform
that this limit will be dominated by the lowest lying singularity in the variable of the
integrand in Eq. (23), which could be the tip of a cut or a pole. Since, being conjugate to
time, is energy, a cut corresponds to the continuum and the pole to a bound state. We are
particularly interested in bound states, since they can lower the energy of the system and
lead to a non-trivial solution to our variational problem. Therefore, we will assume that the
lowest lying singularity is a pole,2 and we will be looking for the zeroes of the denominator
in Eq. (24):

2ig 2 K()
= 0.
(28)
If 0 is a solution to this equation, the corresponding energy is given by

E0 = i0 ,
(29)
and the corresponding contribution to the action is

SF =
i +
p (f i )0 ,
1
(30)
where 1 is the cutoff resulting from the discretization of the interval along the direction.
(See Eq. (12).) At this point, we should note that bound states cannot arise in perturbation
theory, so our treatment from now on is definitely non-perturbative. There is also the
question of the reality of E0 . In a stable theory, the spectrum should be real and bounded
from below; however, since we are dealing with 3 , an intrinsically unstable theory, we
may end up with complex energies. We will investigate this question in Section 5 in the
context of a simple model.
For the time being, we cannot proceed any further with the bound state problem without
knowing 2 , so we will leave its solution in the implicit form defined by Eqs. (24), (25)
and (28). Let us now turn to the next problem, that of carrying out the functional integrals
over the quantum fields q and l. Replacing 1 and 2 in Eq. (19) by their translation
invariant forms (Eq. (21)), this equation can be rewritten as
S1 = S1
+ S1
,
S1
p
= iD

d d 1 1 + d1 d2 2 (1 2 )2 (1 2 ) ,
2 In Ref. [9], the energy spectrum consisted of only discrete states due to the infrared cutoff introduced in the
Gaussian representation of the delta functions imposing Dirichlet boundary conditions.
S1
p
247

1
d q
2 + i1 l q
2
p
d1
d2 2 (2 1 )l(, 1 ) l(, 2 ).
(31)
It turns out to be more convenient to work in the momentum space. We define

q(, ) = dp0
exp(ip1 + ip0 )q(p
0 , p1 ),
p1

l(, ) =
dp0

2 ( ) =
2 ( ) =
0 , p1 ),
exp(ip1 + ip0 )l(p
p1
dp0 exp(ip0 ) 2 (p0 ),

dp0 exp(ip0 ) 2 (p0 ),
(32)
where
p1 = 2m/p+ ,
m Z,
because of the periodic boundary conditions in the direction.

Before attempting to do the functional integrals over q and l, we will examine the
classical equations of motion. They will enable us to make a comparison with the standard
string action. Written in momentum space, the equations of motion are
i1 l p12 q = 0,
1 q 4 2 (p0 )l = 0.
(33)
The solution to these equations is

p12 =
i21
.
4 2 (p0 )
(34)
The usual string action corresponds to taking

21
(35)
= 16i 2 p02 ,
2 (p0 )
where is the slope parameter. One can see this as follows: In coordinate space, Eq. (35)
is equivalent to the action
1
Ss =
2
p

d 4 2 q 2 + q
2 .
The Hamiltonian corresponding to this action is the light cone energy p , and the
quantized values of p are given by the usual string result
n
p = + ,
p
248
where n is a positive integer. We are really interested in the squares of the masses of the
excitations, and these are given by
2n
,
since we have set (see Eq. (4)) p = 0. From this result, we see that the slope parameter
is given by = (2T0 )1 =
, where
is the slope of open string Regge trajectories.
A string that is linearly confining at large distances corresponds to a 2 that has the
dependence given by Eq. (35) for small p0 , so we are going to investigate whether such a
behavior is compatible with our dynamical scheme.
After this diversion, let us now carry out the integrations over q and l in S1
. The result
is the determinant, which is the product of the eigenvalues that satisfy the equations
M 2 = 2p+ p =
i1 l p12 q = q,
i1 q 4i 2 (p0 )l = l,
(36)
or

2 + p12 + 4i 2 (p0 ) + 21 + 4ip12 2 (p0 ) = 0.
(37)
The eigenvalues depend on both p0 p, which is continuous, and on

p1 =
2m
p+
we end up with the factor

with m an integer. After the integration over q and l,

D/2

2m 2
D/2
2
=
.
(det)
4i
2 (p) + 1
p+
m p
The corresponding Tr ln is given by

2m 2
i21
D(f i )
D
ln
Tr ln =
dp
2
4
p+
4 2 (p)
m

p+
+
ln 2 (p)
.
1
(38)
In writing the right-hand side of this equation, we have factored 2 from the first term on
the right, and we incorporated it into the second term in the form of ln( 2 ). The coefficient
of this term involves a sum over m and appears to be divergent. However, remembering
that the variable was discretized into segments of length 1 , this sum is easily seen to be
equal to p+ /1 .
We now collect various contributions to the effective action:
D
Tr ln .
(39)
2
The terms that appear in this formula are given in Eqs. (31), (30) and (38). It is now easy to
write down various classical equations of motion that follow from this action. The equation
Se = S1
+ SF
249
obtained by varying with respect to 2 is

2iDp+ (f i ) 2 (p)
or
2 (p) =
D (Tr ln)
= 0,
2 ( 2 (p))
+

p 1/2
i
s (p)
coth
,
2
3
1/2
2
2
(4) 2 (p)s (p)
8 1 2 (p)
21
(40)
(41)
where, for convenience, we have defined

s(p) =
i21
.
4 2 (p)
Eq. (41) is the first fundamental equation of our dynamical scheme; it establishes a
relation between 2 and 2 . A second relation follows from varying the action with respect
to 2 :
(Se )
= 0.
(2 )
In this case, it turns out to be more convenient to stay in position space and use L instead
of 2 as the independent function. The connection between them is
22 ( ) = L
( ),
where we have assumed that 2 (p) is an even function of p. This assumption, although not
crucial, simplifies matters. It is consistent with all our equations and with the approximate
solutions given in Section 5.
Taking into account the contribution of S1
(Eq. (31)) and of SF (Eq. (30)), we have
D
2 ( ) =
2 (0 )
.
1 (L( ))
(42)
We have now to compute the functional derivative of 0 with respect to L from Eq. (28).
Differentiating this equation gives
0 ))

(0 )
(K(

(0 ) 1 ,
= 2ig 2
1 2ig 2 K
(L( ))
(L( ))
and from Eq. (25), we find

0 ))
D D/2
DL( )
(K(
=
exp i0 + iD1
.
(L( ))
8
4
(43)
(44)
Eqs. (42), (43) and (44) put together give us the second relation between 2 , or
equivalently L, and 2 :

)
ig02 exp i0 + iD1 DL(
4
,
2 ( ) =
(45)

)
21 1 + g02 0 d exp i0 + iD1 DL(
4
250
where the dimensionless coupling constant g0 is defined by

D/2
.
g02 = g 2

To the above equations, one has to add the equations resulting from varying the action
with respect to 1 and 1 :

1 1 = 4

dp 2 (p)2 (p) +

i
,
8 2 1

1 = 2i
2 ( ).
(46)
We now have a complete set of equations needed to solve for the classical fields 1,2
and 1,2 . We would like to stress that, apart from the large D limit, which is the basis of the
mean field method, so far everything is exact. Unfortunately, to make progress, we need
to know 0 , which is only given implicitly through Eq. (28). Ultimately, it should not be
too difficult to find approximate solutions by numerical methods. We will, however, leave
this problem to future research. Instead, in the next section, we will try to extract as much
information as we can from these equations by analytic methods. Such information should
be useful for the eventual numerical work.
5. Consequences of the dynamical equations

In the last section, we have derived a complete set of equations for the dynamical
variables 1,2 and 1,2 . This section will be devoted to the investigation of the
consequences of these equations. First, for the convenience of the reader, we collect the
set of equations to be investigated; namely, Eqs. (28), (41) and (45):

0 = 0 ig02

D
d exp i0 + iD1 L( ) ,
4

+
i
p 1/2
s (p)
coth
,
2
3
1/2
2
2
(4) 2 (p)s (p)
8 1 2 (p)

)
ig02 exp i0 + iD1 DL(
4
,
2 ( ) =

)
21 1 + g02 0 d exp i0 + iD1 DL(
4
2 (p) =
where
L( ) =
21

dp
2 eip eip 2 (p),
2
p
(47)
(48)
which follows from Eq. (26).

We will now try to find an approximate solution to Eqs. (47), and the approximation will
be based on a pole dominance model. This is a crude model, which is at best valid only for
large , or equivalently, for small p. We remind the reader that this region is of interest in
probing string formation (see the section following Eq. (35)), so any information gleaned
251
is of value. Our starting point is the ansatz

2 p2
(49)
as p 0, where is a constant. The basic idea is to cycle this limiting behavior through
the dynamical equations to check its consistency. We first need to restate it in the position
( ) space. Consider the limit of L( ) from Eq. (48). In the terms involving the
exponentials, this limit can be deduced from the well-known Fourier relation: large is
dominated by small p. Since the integrand is non-singular at p = 0 by virtue of the ansatz
on 2 , the exponential factors oscillate to zero for , with the result that
L( ) L0 ,
where L0 is a constant. This constant is given by

dp
2 (p).
L0 =
p2
(50)
(51)

If L( ) goes to a constant as , the integral for K()
(Eq. (25)) develops a pole
in the variable . We will now make the assumption that this pole is a good approximation
for small values of (pole dominance). We therefore have
for K

1 D/2
i
DL0

K()
(52)
exp
.
2
4 + D1
Eq. (28) now becomes
02 + D1 0 + g 2 = 0,
where we have defined

DL0
g 2 = g02 exp
.
4
(53)
(54)
The two solutions to this equation are

1/2
1
i
.
0 = D1 4g 2 D 2 12
(55)
2
2
We will investigate both solutions.
Next, we evaluate 2 by replacing L( ) by L0 on the right-hand side of Eq. (45). As
explained above, this should be a good approximation in the large , small p regime.
Transforming into the momentum space, we have
1
(0 + D1 )2
g 2
2 (p) =
41 ((0 + D1 )2 g 2 )(0 + D1 p) p2
1/2
i g 2 2
p0

.
4g (D1 )2
2
41 p
(56)
We note that the 1/p2 dependence of 2 for small p is exactly what is needed for string
formation (see Eq. (35)). We can now substitute this result in Eq. (41) to determine the
small p behavior of 2 , to see whether it is consistent with our initial ansatz (49). In the
252
limit p 0, we indeed find that

1
i
1
2 (p)
8 2 2 (p) p+ 1
const p2 ,
(57)
establishing consistency.
It is also important to establish the reality properties of various variables within the
context of our approximate solution. We will initially assume that 1 is pure imaginary
and g 2 is real and positive. It then follows from Eq. (56) that, at least for small p, 2 is
pure imaginary. In the same small p limit, Eq. (57) tells us that 2 is real, and therefore,
from Eq. (51), so is L0 . We are now able to verify one of our initial assumptions: A real L0
means that g 2 is real and positive (Eq. (54)). It then follows from Eq. (55) that 0 are pure
imaginary, and the corresponding energies E0 (Eq. (29)) are real, as they should be. Next,
we will investigate 1 . It can be calculated from the second Eq. (46), where
2 is given by
Eq. (45), with L( ) replaced by L0 . The result is
1 =
1
g 2
,
1 g 2 (0 + D1 )2
(58)
which shows that 1 is real. Finally, we go back to the first equation (46): since 1 and
2 are real, and 2 is pure imaginary, it follows that 1 is pure imaginary, verifying the
remaining initial assumption.
From the above analysis, we have seen that 2 (p) goes like p2 for small p, which is
the necessary condition for string formation. However, in addition, the square of the slope
parameter (Eq. (35)) must be real and positive. Using Eq. (56), this parameter is given
by
2 =
21
16ip2 2 (p)

1 21 2
2 2 1/2
4
g
,
1
4g 2
(59)
and remembering that 1 is real and 1 is pure imaginary, 2 is positive for the lower sign.
This means that in Eq. (55) for 0 , we must also choose the lower sign. This is then the
string forming solution, and from the same equation, we see that the corresponding energy
E0 is positive. However, the other solution, corresponding to the upper sign, has lower
energy, since E0+ is negative, so that it will actually dominate the worldsheet path integral,
and not describe a string. The state that looks like string is at best meta-stable and more
likely completely unstable. This is, of course, not unexpected, since 3 is an inherently
unstable theory. We expect a more realistic theory, such as a non-Abelian gauge theory,
to retain the string forming solution but to be free of the instability. As explained in the
introduction, our goal in studying 3 is to develop the tools needed to attack more realistic
but also more complicated theories in a simpler setting. We find it encouraging that, despite
the instability, we find a signal for string formation.
The results discussed above were based on the pole dominance approximation. As we
have argued earlier, this is probably a reasonable approximation for small p. In fact, the
1/p2 dependence of 2 for small p, which leads to string formation, appears to be generic.
This is easily seen from Eq. (45): in momentum space, the double derivative on 2 turns
253
into a factor of p2 , and unless the right-hand side of this equation vanishes accidentally
at p = 0, 2 must have a 1/p2 dependence. On the other hand, we cannot expect the pole
dominance model to be valid for large p. In fact, we show below that the large p regime is
quite different from the small p regime.
We will try to determine the large p behavior of the fields through self consistency. We
start with the ansatz
2 (p) b|p|,
for p , where b is a constant, or, equivalently
2b
2
as 0. It then follows from
2 ( )
22 ( ) = L
( )
that
L( ) 4b ln( ),
in the same limit. Eq. (45) then gives
2 ( ) const (2bD/)
again, as 0. The motivation for the original ansatz was in fact to obtain a power
behavior for 2 , which translates into
2 (p) const |p|bD/3
for large p in momentum space. Now, from Eq. (41), we find that
2 (p) const (p)3/2 const |p|9/23bD/2 ,
and comparing this with the initial ansatz, we see that it is consistent if
bD 7
= .

3
Admittedly, this is a crude analysis, but if we accept it, we have asymptotic limit
2 (p) const |p|2/3 ,
2 (p) const |p|,
(60)
for p . This is quite different from the small p behavior

2 (p) const 1/p2 ,
2 (p) const p2 .
(61)
We end this section with a short discussion of the need for a third cutoff. The asymptotic
behavior derived above shows that the integral for L (Eq. (48), as well as the integral for
1 1 (Eq. (46)), are divergent at large p. The integrals have to be regulated, say, by a factor
of the form

exp 2 p2 ,
254
where 2 is a third cutoff, in addition to and 1 . This new cutoff is probably not
independent of . The argument goes as follows: instead of an exponential cutoff, let us
latticize the direction, with a lattice spacing . From (6), we see that one lattice step
corresponds to a factor of

exp p2 /2p+ .
Comparing this with the cutoff exp(k 2 ) (Eq. (15)), we can identify
p+ .
(62)
On the other hand, there is a rough relation between and 2 :

2 ( )2 ,
and therefore, it follows that
2

2 p+ .
(63)
In view of this connection between and 2 , it is tempting to conjecture that one of them
is redundant. In fact, in Eqs. (46) and (47), and 1 do not regulate any divergent integrals;
they merely appear as parameters. One can easily eliminate the singular dependence on
these parameters by the following scaling of the fields:
2 2 ,
1
1
,
1
2
,
1
1 1 ,
0 0 .
(64)
After this scaling, as far as the equations are concerned, one can let
0,
1 0,
while keeping the dimensionless coupling constant g0 fixed. Let us see how some
physical quantities behave under this scaling. As indicated above, 0 and therefore E0 are
independent of and 1 , whereas the slope parameter 2 scales as /1 (Eq. (35)). Keeping
this ratio finite as each cutoff parameter goes to zero would avoid any singular behavior.
So it appears that at least in the leading order of the mean field approximation, both and
1 are redundant. In contrast, as pointed out earlier, the cutoff 2 cannot be dispensed with;
it is really needed to regulate integrals over p in Eqs. (46) and (48). Clearly, the problems
involving cutoff dependence and renormalization must await a better understanding of the
solution to Eq. (47).
6. Conclusions
The main result of this article is the derivation of a set of equations for the sum of
all planar graphs the 3 field theory, subject to the mean field or large D approximation.
Apart from this single approximation, the treatment is exact. This is in contrast to our
earlier paper [9], where the same problem was considered, but also further and somewhat
255
questionable approximations were made. The present treatment is therefore a definite

improvement over the one presented in [9].
The equations derived in this article are somewhat involved but they appear treatable
by numerical methods. As a preliminary step, we have studied them in the large and
small momentum regimes. The latter is especially important since it is relevant to string
formation. We find that a string forming solution is consistent with our equations, although
this solution is unstable. Given that we are dealing with an unstable theory to start with,
we still find this result encouraging.
Much still remains to be done. A thorough numerical analysis of the equations derived
here should be carried out. Since we do not necessarily expect to find interesting results
for the 3 model, the methods developed in this article should be applied to more physical
theories, whose world sheet formulations are already available [7,8]. It is also important to
go to next to leading order in the large D expansion, both as a check on the leading order,
and also to investigate questions such as Lorentz invariance.
Acknowledgements
We would like to thank Jeff Greensite for valuable discussions. This work was supported
in part by the Director, Office of Science, Office of High Energy and Nuclear Physics, of the
US Department of Energy under Contract DE-AC03-76SF00098, in part by the National
Science Foundation Grant 22386-13067-44-X-PHHXM, and in part by the Department of
Energy under Grant No. DE-FG01-97ER-41029.
Appendix A. Contribution of the ghost sector
In this appendix, we will discuss the changes resulting from taking into account the
ghost fields b and c. First of all, an additional factor has to be added to K given by (14):
K K Kg ,
where,
Kg (, 2 , )

.
= D b D c exp i d b , b , + c , c ,
(A.1)
Here, b and c are Lagrange multipliers that enforce the boundary conditions (5) on solid
lines. Moreover, there is a ghost contribution to the action (Eq. (28)):
S S + Sg ,
where,
+
p
Sg =
0

d b
c
+ 1 b b D1 + 2 c c D2 .
(A.2)
256
In this expression, the first term comes from Eq. (2), and in the rest of the terms, the
Lagrange multipliers 1,2 set the expectation value of b b and c c equal to 1,2 . As before,
this is in preparation for taking the large D limit: Vector valued fields b and c are traded
for scalar valued fields 1,2 and 1,2 .
Next, as in Eq. (22), we use translation invariance to replace the fields 1,2 and 1,2 by
constants independent of and . As a result, we can set

Kg exp iD(1 + 2 )( 2 ) ,
(A.3)
and Eq. (18) gets replaced by

D
K (/)D/2 exp iD(2 1 )(1 + 1 + 2 ) L(2 1 ) .
4
(A.4)
We see that as far as K and, therefore, F is concerned, all that the ghosts have done is to
shift 1 by 1 + 2 . As a result, Eq. (25) through (28) still continue to be valid, with the
proviso that 1 be replaced by the shifted 1 . These shifts do not change anything done
in this paper, since we have never made any use of the actual value of 1 , and that is the
reason why we have suppressed the ghost sector in the main body of the paper. We expect
them to become important in the next non-leading order in D.
Although we do not need it, for the sake of completeness, we will carry out the
functional integrations over b, c, b and c in Sg (Eq. (62)). The resulting Tr ln is very simple:
C 2 2
,
(A.5)
16 1 2
where C is a cutoff dependent constant. The reason for this simple answer is that the
term b
c
in (62), the only term that propagates the ghosts, does not contribute to the
determinant. This is an example of the non-dynamical, or equivalently, non-propagating
ghosts discussed in [9]. In the absence of propagation, the determinant, or the Tr ln has
purely algebraic dependence on the s. In any case, we see that the ghost contribution to
the action is relatively trivial.
Tr lng = p+ (f i )
References
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
S.S. Gubser, I.R. Klebanov, A.M. Polyakov, Nucl. Phys. B 636 (2002) 99, hep-th/0204051.
J.M. Maldacena, Adv. Theor. Math. Phys. 2 (1998) 231252, hep-th/9711200.
O. Aharony, S.S. Gubser, J. Maldacena, H. Ooguri, Y. Oz, Phys. Rep. 323 (2000) 183, hep-th/9905111.
K. Bardakci, C.B. Thorn, Nucl. Phys. B 626 (2002) 287, hep-th/0110301.
H.B. Nielsen, P. Olesen, Phys. Lett. B 32 (1970) 203;
B. Sakita, M.A. Virasoro, Phys. Rev. Lett. 24 (1970) 1146.
G. t Hooft, Nucl. Phys. B 72 (1974) 461.
C.B. Thorn, Nucl. Phys. B 637 (2002) 272, hep-th/0203167.
S. Gudmundsson, C.B. Thorn, T.A. Tran, hep-th/0209102.
K. Bardakci, C.B. Thorn, hep-th/0206205.

Comments on quiver gauge theories

and matrix models
Shigenori Seki
Department of Physics, Faculty of Science, Kobe University, Kobe 657-8501, Japan
Abstract
Dijkgraaf and Vafa have conjectured the correspondences between topological string theories,
N = 1 gauge theories and matrix models. By the use of this conjecture, we calculate the quantum
deformations of CalabiYau threefolds with ADE singularities from ADE multi-matrix models. We
analyse the effective superpotentials of the dual quiver gauge theories in terms of the geometric
engineering for the deformed geometries. We find a part of the VenezianoYankielowicz terms in the
effective superpotentials.
PACS: 11.25.-w; 11.30.Pb; 11.25.Mj
1. Introduction
String theories give us a lot of useful methods in order for us to understand various
gauge theories. For example, the AdS/CFT correspondence [1] and the gauge/gravity
correspondence [2] are known well. A-model topological string theories correspond to
ChernSimons gauge theories by the gauge/gravity correspondence.
There are mirror symmetry between the A-model topological string theories and the
B-model topological string theories. Recently Dijkgraaf and Vafa have proposed the
correspondences between the B-model topological string theories, N = 1 supersymmetric
gauge theories and large N matrix models [35]. In other words, these correspondences
are the mirror dual of the gauge/gravity correspondence. The N = 1 gauge theory is
constructed by adding certain superpotential to the N = 2 gauge theory. In the description
of D-brane configuration, the N = 1 gauge theory is realized by D5-branes wrapped on
E-mail address: sekis@phys.sci.kobe-u.ac.jp (S. Seki).
doi:10.1016/S0550-3213(03)00296-7
258
S. Seki / Nuclear Physics B 661 (2003) 257272
two-cycles in CalabiYau manifolds. When the two-cycles are blown down, new threecycles emerge. Three-form RR and NSNS fluxes then appear instead of the D5-branes. This
is called geometric transition [610]. On the CalabiYau manifolds after the geometric
transition, there are two kinds of three cycles, which are compact Ai -cycles and noncompact Bi -cycles. We define periods,
1
i =
2i

,
F0
i =
=
i
Ai

,
(1.1)
Bi
where is a holomorphic three-form on the CalabiYau threefold and F0 is a prepotential.

In terms of these periods we can write down the effective superpotential of the dual gauge
theory,
Weff =

(Ni i 2ii i ),
(1.2)
where Ni is a number of D-branes and i is a gauge coupling.

It is proposed that the effective superpotential can be reproduced by the matrix model
with certain tree level superpotential W () [3]. The partition function of the matrix model
is

Z=

1
d exp W () .
gs
Fixing Si = Ni gs , we take the limit Ni 1, gs 1, and the partition function then leads to
2g2
Z = exp g gs
Fg (Si ). The free energies Fg are the contributions of genus g diagrams.
In particular F0 is derived from the planar diagrams. If we can calculate the partition
function, we obtain the free energy, log Z. We can identify it with the prepotential of the
dual gauge theory and we obtain the exact effective superpotential in terms of (1.1) and
(1.2). Since the perturbative analyses in the matrix models lead to the exact results in the
dual gauge theories, this new derivation of the superpotentials is powerful. A lot of works
on this subject have been done [1150].
In this paper we consider N = 1 quiver gauge theories and matrix models. The matrix
models are ADE multi-matrix models, which have been studied in [51,52]. The quiver
gauge theories are realized by the string theories on the CalabiYau manifolds with ADE
singularities. The N = 2 quiver gauge theories lead to the N = 1 theories by the additional
superpotentials, while the dual CalabiYau geometries are deformed. These deformations
are reproduced by the matrix model [4]. Since we systematically introduce a lot of gauge
symmetries to the quiver gauge theories, they are interesting also for realistic particle
theories [23].
In Section 2, we will analyse the quantum deformations of the ADE singularities
in the matrix model side. In terms of the deformed geometries, we will calculate the
superpotentials of the dual quiver gauge theories. Section 3 is devoted to the conclusions
and the some comments on left problems.
259
2. Effective superpotentials of quiver gauge theories

Before discussing on the quiver gauge theories and the multi-matrix models, we will
give a brief review on a one-matrix model [3]. Let us consider an N N Hermitean
matrix . The partition function of the one-matrix model with the tree level superpotential
W () is

1
Z = d exp W () ,
(2.1)
gs
where we set that W () is a degree n polynomial of . In terms of the N eigenvalues I
(I = 1, . . . , N) of , we can rewrite the partition function (2.1) as

N
N
1
2
Z=
(2.2)
dI () exp
W (I ) ,
gs
I =1
I =1
where () is the Vandermonde determinant, I <J (I J ). When we describe the

partition function as Z = I dI eS , the effective action
S is denoted by
N

1

W (I ) 2
log(I J ).
S=
gs
I =1
(2.3)
I <J
From the action (2.3), the equations of motion for I are written down as

1
1
W (I ) 2
= 0.
gs
I J
(2.4)
J =I
We introduce a resolvent,
(x)
N
1 1
,
N
x I
(2.5)
I =1
which is useful in the matrix model technology [53,54]. Physical meaning of the resolvent
is a loop operator and we can easily derive a loop equation from (2.4) in terms of the
resolvent. From (2.4), we define the function,
y(x) = W (x) 2gs
N

J =1
1
= W (x) 2S(x),
x J
(2.6)
where S is the t Hooft coupling Ngs . (x) is not a polynomial, but, in large N limit, y(x)2
is given by y(x)2 = W (x)2 + fn1 (x), where fn1 (x) is a degree n 1 polynomial.
In the context of large N duality and geometric transitions [69], the dual CalabiYau
geometry after the deformation is denoted by
u2 + v 2 + y 2 + W (x)2 + fn1 (x) = 0.
We then consider the one-form,

y(x) dx = W (x)2 + fn1 (x) dx.
(2.7)
(2.8)
260
The periods (1.1) are described as

1
2i
3/2

y(x) dx = i ,
y(x) dx =
Ai
F0
= i ,
i
(2.9)
Bi
in terms of the one-form (2.8). Without the deformation, y(x) in (2.8) is equal to W (x).
Since the function (2.6) derived from the matrix model can be identified with y(x) in
(2.8), 2S(x) in (2.6) leads to fn1 (x) in (2.7), in other words, fn1 (x) is regarded as
the contribution of loop operators in the matrix model. Adding fn1 is called a quantum
deformation.
Let us now consider the ADE singularities and the quiver gauge theories. The Calabi
Yau threefolds with the ADE singularities are realized by the fibration of two-dimensional
ADE singularities. The fibres over x-plane are denoted by
An :
u2 + v 2 +
n+1

y ti (x) = 0,
i=1
n+1
ti = 0,
(2.10)
i=1

n
n
n

1
2
2
y ti (x)
ti (x) + 2
vti (x) = 0,
Dn : u + v y +
y
2
i=1
E6 :
i=1
(2.11)
i=1
u2 + v 3 + y 4 + 2 (x)vy 2 + 5 (x)vy + 6 (x)y 2 + 8 (x)v

+ 9 (x)y + 12 (x) = 0,
(2.12)
E7 :
u2 + v 3 + vy 3 + 2 (x)v 2 y + 6 (x)v 2 + 8 (x)vy + 10 (x)y 2
E8 :
u + v + y + 2 (x)vy + 8 (x)vy + 12 (x)y + 14(x)vy
+ 12 (x)v + 14 (x)y + 18 (x) = 0,

2
(2.13)
3
+ 18 (x)y 2 + 20 (x)v + 24(x)y + 30 (x) = 0,
(2.14)
where i are functions of ti (x) and are explicitly written down in [55]. For these fibrations
we can describe the one-forms yi (x) dx [8] as
An :
yi = ti+1 ti ,
i = 1, . . . , n,
(2.15)
Dn : yi = ti+1 ti ,
i = 1, . . . , n 1,
yn = tn1 tn ,
(2.16)
yi = ti+1 ti ,
i = 1, . . . , n 1,
yn = t1 + t2 + t3 .
(2.17)
En :
If we calculate the periods (2.9) for the one-forms (2.15)(2.17), we obtain the effective
superpotentials of the quiver gauge theories.
In the following, we will derive the quantum deformations of the ADE singularities
from the ADE matrix models and consider the effective superpotentials of the dual quiver
gauge theories.
261
2.1. An singularity
Firstly we consider the An singularities and the An quiver gauge theories.
For the simplest example, let us study an A2 singularity [4]. The A2 quiver diagram
is similar to the A2 Dynkin diagram and is represented in Fig. 1. We assign a U (Ni )
gauge group to the ith node of the A2 diagram. The dual quiver gauge theory consists
of the adjoint scalars 1 , 2 and the bifundamental matters Q12 , Q21 transforming in the
2 ), (N2 , N
1 ), respectively. The tree level superpotential is

representation of (N1 , N
W (, Q) = Tr Q12 2 Q21 Tr Q21 1 Q12 + W1 (1 ) + W2 (2 ).
The supersymmetry of the quiver gauge theory is broken from N = 2 to N = 1 by inserting
the superpotentials Wi (i ). The partition function of the matrix model which we should
consider is

1
Z = d dQ exp W (, Q) .
gs
i is an Ni Ni matrix and Qij is an Ni Nj matrix. Integrating Qij out in the partition
function, we obtain the effective action of i . Since i is the Ni Ni matrix,
using the
eigenvalues i,I (i = 1, 2, I = 1, . . . , Ni ), we exchange the matrix integrals d for the
eigenvalue integrals di,I . We then obtain the equations of motion [4],
1
W (1,I ) 2
gs 1
1
W (2,I ) 2
gs 2
N1

J =1, J =I
1,I
N2

J =1,J =I
2

1
1
+
= 0,
1,J
1,I 2,J
(2.18)
J =1
1

1
1
+
= 0.
2,J
2,I 1,J
2,I
(2.19)
J =1
The second terms in (2.18) and (2.19) are the contributions of loop effects of i,I , and
the third terms come from the contributions of Qij . On the analogy of (2.5), we define
resolvents,
N1
1
1
1 (x)
,
N1
x 1,I
I =1
N2
1
1
2 (x)
.
N2
x 2,I
(2.20)
I =1
By the way, the classical deformation of the A2 singularity is denoted by

u2 + v 2 + y t1cl (x) y t2cl (x) y t3cl (x) = 0,
3

i=1
Fig. 1. A2 quiver diagram.
ticl (x) = 0,
(2.21)
262
where the deformation parameters ticl (x) are given by

2W1 (x) + W2 (x)
W (x) W2 (x)
,
t2cl (x) = 1
,
3
3
W (x) + 2W2 (x)
t3cl (x) = 1
(2.22)
,
3
from (2.10) and (2.15) [8]. On the other hand, from (2.18)(2.20), we obtain the one-form
yi (x) dx which are described as
t1cl (x) =
y1 (x) = W1 (x) 2S1 1 (x) + S2 2 (x),

y2 (x) = W2 (x) + S1 1 (x) 2S2 2 (x).
(2.23)
Since the classical deformations are given by y1cl (x) = t2cl t1cl = W1 (x) and y2cl (x) =
t3cl t2cl = W2 (x), the terms including i in (2.23) imply quantum effects. We can define
the quantum deformation of the A2 singularity [4] as

u2 + v 2 + y t1 (x) y t2 (x) y t3 (x) = 0,
3
ti (x) = 0,
(2.24)
i=1
so that ti (x) satisfy y1 (x) = t2 (x) t1 (x) and y2 (x) = t3 (x) t2 (x). Actually ti (x) can be
written down as
t1 (x) = t1cl (x) + S1 1 (x),
t2 (x) = t2cl (x) S1 1 (x) + S2 2 (x),
t3 (x) = t3cl (x) S2 2 (x).
(2.25)
So far we have given a brief review on the geometry of the A2 quiver [4]. We will
generalize the above discussions to the An quiver and calculate the effective superpotentials
of An quiver gauge theories. We will consider, in particular, the quadratic tree level
superpotentials.
The An quiver diagram is represented in Fig. 2. Since the diagram has n nodes, we
assign a U (Ni ) gauge group to each ith node. The dual theory is the An quiver gauge
theory which consists of the adjoint scalars i and the matters Qi,i+1 , Qi+1,i . Each Qij
j ). The tree level superpotential is

transforms in the bifundamental representation (Ni , N
W (, Q) =
n1
Tr(Qi,i+1 i+1 Qi+1,i Qi+1,i i Qi,i+1 ) +
i=1
n
Tr Wi (i ),
i=1
where Wi (i ) is a polynomial of i . We integrate out Qij in the partition function,

n

1
Z=
di
dQij exp W (, Q) ,
gs
i=1
i,j
Fig. 2. An quiver diagram.
263
and we can rewrite it in terms of the eigenvalues i,I (I = 1, . . . , Ni ) of i . We then obtain

n
n
1
1
exp
Z=
di
Tr Wi (i )
gs
i det(i 1 1 i+1 )
i=1
i=1

2
1
i,I <J (i,I i,J )
di,I
Wi (i,I ) .
exp
=
(2.26)
gs
i,I,J (i,I i+1,J )
i,I
i,I
When we describe the partition function as

denoted by
i,I

di,I eS , the effective action
S is

1

S=
Wi (i,I ) 2
log(i,I i,J ) +
log(i,I i+1,J ).
gs
i,I
i,I <J
(2.27)
i,I,J
The equations of motion for the action (2.27) become

1
W (1,I ) 2
gs 1
1
W (j,I ) 2
gs j
Nj+1
J =1
j,I
N1

J =1,J =I
1,I
2

1
1
+
= 0,
1,J
1,I 2,J
j,I
Nj1

1
1
+
j,J
j,I j 1,J
Nj

J =1,J =I
1
= 0,
j +1,J
1
W (n,I ) 2
gs n
Nn

J =1,J =I
n,I
J =1
J =1
j = 2, . . . , n 1,
Nn1

1
1
+
= 0.
n,J
n,I n1,J
(2.28)
J =1
We also introduce the resolvents,

Ni
1
1
i (x)
,
Ni
x i,I
i = 1, . . . , n,
(2.29)
I =1
and the t Hooft couplings Si gs Ni . Note that, in the context of the large N duality, we
fix Si and take the limits where Ni go to infinity. We then read the following functions
from (2.28) as
y1 (x) = W1 (x) 2S1 1 (x) + S2 2 (x),
(2.30)
yj (x) = Wj (x) 2Sj j (x) + Sj 1 j 1 (x) + Sj +1 j +1 (x),

j = 2, . . . , n 1,
yn (x) = Wn (x) 2Sn n (x) + Sn1 n1 (x).
(2.31)
(2.32)
yi (x) include the quantum deformations of An singularity and yi (x) dx denote the
deformed one-forms. Note that yicl = Wi are regarded as the classical deformations.
264
Let us set the tree level superpotentials to be the quadratic ones,

Wi (x) =
mi 2
x ,
2
i = 1, . . . , n.
(2.33)
From Wi (i,I ) = 0, the classical vacua are i,I = 0. The perturbative analyses around
these vacua in the matrix model give us the exact effective superpotentials of the N = 1
dual gauge theories [3,5]. Since, in the case of the quiver gauge theories, it is difficult to
compute the exact superpotentials, we approximate i,I to the vacuum expectation values,
that is, we set all i,I to be equal to zero. (2.30), (2.31) and (2.32) then become
2S1 S2
,
(2.34)
x
2Sj Sj 1 Sj +1
yj (x) = mj x
(2.35)
, j = 2, . . . , n 1,
x
2Sn Sn1
.
yn (x) = mn x
(2.36)
x
Since all eigenvalues sit on i,I = 0, yi (x) are singular at x = 0. In general, the eigenvalue
supports in the matrix model generate branch cuts. The contour around each cut is called
Ai -cycle and the path from the edge of the cut to infinity is called Bi -cycle. The period
integrals along these cycles are

1
yi (x) dx,
i = yi (x) dx,
i =
(2.37)
2i
y1 (x) = m1 x
Ai
Bi
and they correspond to the periods (1.1) in the topological B-model computation [3,4].
Under those approximations, the cuts shrink to a point x = 0, so we should consider that
the Ai -cycle encircles the point x = 0 counterclockwise and the Bi -cycle starts from x = 0
to infinity. Since the Bi -cycles are non-compact, the cut-off i are needed. Actually we
also require the other cut-off -i ( 1) because of the singularity of yi (x) at x = 0. Then
(2.37) leads to the period integrals,
1
i =
2i

yi (x) dx,
Ai
3/2
i =
yi (x) dx.
(2.38)
3/2
-i
From (2.30)(2.32), we obtain the periods around the B-cycles,

3
1
1
1
1 = m1 31 -13 (2S1 S2 ) log
,
2
2
-1

1
j 3
1 3
3
,
j = mj j -j (2Sj Sj 1 Sj +1 ) log
2
2
-j
j = 2, . . . , n 1,
3
1
1 3
n
3
n = mn n -n (2Sn Sn1 ) log
.
2
2
-n
(2.39)
(2.40)
(2.41)
265
We also calculate the periods around the A-cycles as

1 = 2S1 + S2 ,
(2.42)
j = 2Sj + Sj 1 + Sj +1 ,
j = 2, . . . , n 1,
(2.43)
n = 2Sn + Sn1 .
(2.44)
Using these results and (1.2), we obtain the effective superpotential,

Weff =
n

1

Ni mi 3i -i3
2

3

1
1
n 3
N1 (2S1 S2 ) log
+ Nn (2Sn Sn1 ) log

2
-1
-n

n1

j 3
+
Nj (2Sj Sj 1 Sj +1 ) log
-j
j =2

n1

+ 2i 1 (2S1 S2 ) + n (2Sn Sn1 ) +
j (2Sj Sj 1 Sj +1 ) .
i=1
j =2
n
(2.45)
Note that the constant terms i=1 21 Ni mi (3i -i3 ) can be neglected. If we set all Ni = N ,
all i = , all -i = -, all Si = S and all i = , the effective superpotential is denoted
simply by
3
+ 4i S.
Weff = NS log
-
(2.46)
The N = 1 supersymmetric gauge theory with an adjoint chiral superfield

corresponds to the one-matrix model [3]. The effective superpotential of the N = 1 theory
has the VenezianoYankielowicz term [56],

3
.
NS 1 log
S
On the other hand, we should consider the limits -i 0 in (2.45). Since i and -i appear in
the form of i /-i in (2.45), -i 0 is compatible with i and we can replace i /-i
with a new cut-off parameter i . Then (2.45) and (2.46) present the proper dependence of
the effective superpotential on the cut-off , and we reproduce a part of the Veneziano
Yankielowicz terms in the quiver gauge theories.
2.2. Dn singularity
Next let us consider the Dn singularities. A D4 singularity appears in the compactifications of F-theory and is discussed also in the context of DijkgraafVafa conjecture [23].
The Dn quiver diagram is represented in Fig. 3. In the same way as the An quiver gauge
theories, we assign a U (Ni ) gauge group to each ith node. The fields defined in the Dn
266
Fig. 3. Dn quiver diagram.
quiver gauge theories are the adjoint scalars i for i = 1, . . . , n and the bifundamental
matters Qij for the ith and j th nodes which are linked to each other.
The tree level superpotential is
W (, Q) =
n1
Tr(Qi,i+1 i+1 Qi+1,i Qi+1,i i Qi,i+1 )
i=1
+ Tr(Qn2,n n Qn,n2 Qn,n2 n2 Qn2,n )

n

+
Tr Wi (i ).
(2.47)
i=1
Integrating Qij out and rewriting the matrix integrals of i with the eigenvalue integrals
of i,I which are the eigenvalues of i , we obtain the equations of motion for i,I . From
these equations of motion, we find the one-forms yi (x) dx of the deformed Dn singularity,
y1 (x) = W1 (x) 2S1 1 (x) + S2 2 (x),
(2.48)

j = 2, . . . , n 3,

(x) 2Sn2 n2 (x) + Sn3 n3 (x) + Sn1 n1 (x)
yn2 (x) = Wn2
+ Sn n (x),

(x) 2Sn1 n1 (x) + Sn2 n2 (x),
yn1 (x) = Wn1

yn (x) = Wn (x) 2Sn n (x) + Sn2 n2 (x),
(2.49)
(2.50)
(2.51)
(2.52)
by the use of the t Hooft couplings Si and the resolvents i (x) which are defined in the
same way as (2.29). In the Dn case different from the An case, (2.50) is characteristic,
because the (n 2)th node is linked to the three nodes. The one-forms yi (x) dx include
the quantum effects coming from the Dn matrix model.
Let us consider the quadratic superpotential (2.33) and apply the same approximation
used in the previous subsection, that is, every eigenvalue is fixed in the vacuum. We can
then calculate the periods around the B-cycles as
3
1
1
1
,
1 = m1 31 -13 (2S1 S2 ) log
(2.53)
2
2
-1

1
j 3
1 3
3
,
2
2
-j
j = 2, . . . , n 3,
(2.54)
267

3
1
1
n2 3
3
,
n2 = mn2 n2 -n2 (2Sn2 Sn3 Sn1 Sn ) log
2
2
-n2
(2.55)

3

1
1
n1
3
n1 = mn1 3n1 -n1
(2.56)
(2Sn1 Sn2 ) log
,
2
2
-n1
3
1
1
n
n = mn 3n -n3 (2Sn Sn2 ) log
(2.57)
,
2
2
-n
and the periods around the A-cycles as
1 = 2S1 + S2 ,
j = 2Sj + Sj 1 + Sj +1 ,
(2.58)
j = 2, . . . , n 3,
(2.59)
n2 = 2Sn2 + Sn3 + Sn1 + Sn ,
(2.60)
n1 = 2Sn1 + Sn2 ,
(2.61)
n = 2Sn + Sn2 .
(2.62)
From these periods and (1.2), we can obtain the effective superpotentials of the Dn quiver
gauge theories.
For example, we consider the D4 quiver gauge theory. The effective superpotential
becomes
3
1
Weff = N(S1 + S3 + S4 S2 ) log

(2.63)
+ 2i (S1 + S3 + S4 S2 ),
2
where, for simplicity,
we set that all Ni = N , all i = , all -i = - and all i = , and
the constant term i 21 Ni mi (3i -i3 ) is ignored. Since the first, third and fourth nodes
of the D4 quiver diagram have a cyclic symmetry, S1 , S3 , S4 in the superpotential (2.63)
can be replaced with one another. (2.63) also presents the same dependence on as the
VenezianoYankielowicz term.
2.3. En singularity
Finally we consider the En singularities. In the string theories, the En singularities play
important roles. For example, E8 E8 gauge symmetry of a heterotic string theory is
realized by the En singular fibres in the F-theory compactification. So it is interesting to
analyse the En singularities.
The En quiver diagram is depicted in Fig. 4. Each ith node has a U (Ni ) gauge group.
In the same way as the An and Dn quiver gauge theories, we define the adjoint scalars i
Fig. 4. En quiver diagram.
268
and the bifundamental matters Qij . The tree level superpotential in the En quiver matrix
models is
W (, Q) =
n1
Tr(Qi,i+1 i+1 Qi+1,i Qi+1,i i Qi,i+1 )
i=1
+ Tr(Q3n n Qn3 Qn3 3 Q3n ) +
n
Tr Wi (i ).
(2.64)
i=1
We integrate Qij out in the partition function

1
Z = d dQ exp W (, Q)
gs
and obtain the effective action of i,I which are the eigenvalues of i . We calculate the
equations of motion from this effective action and read the following functions,
y1 (x) = W1 (x) 2S1 1 (x) + S2 2 (x),
(2.65)
y2 (x) = W2 (x) 2S2 2 (x) + S1 1 (x) + S3 3 (x),

y3 (x) = W3 (x) 2S3 3 (x) + S2 2 (x) + S4 4 (x) + Sn n (x),
(2.66)
j = 4, . . . , n 2,

yn1 (x) = Wn1
(x) 2Sn1 n1 (x) + Sn2 n2 (x),

yn (x) = Wn (x) 2Sn n (x) + S3 3 (x).
(2.67)
(2.68)
(2.69)
(2.70)
We also consider the quadratic superpotential (2.33) and assume that the eigenvalues i,I
appearing in i (x) sit at the vacua, that is, i,I = 0. Since the one-forms yi (x) dx receive
the quantum deformations by the Si i (x) terms, yi (x) become singular at x = 0 under that
assumption. We then calculate the periods (2.38) for the one-forms yi (x) dx. The periods
i around the B-cycles are
3
1
1
1
1 = m1 31 -13 (2S1 S2 ) log
(2.71)
,
2
2
-1
3
1
1 3
2
3
2 = m2 2 -2 (2S2 S1 S3 ) log
(2.72)
,
2
2
-2
3
1
1
3
3 = m3 33 -33 (2S3 S2 S4 Sn ) log
(2.73)
,
2
2
-3

1
j 3
1 3
3
,
2
2
-j
j = 4, . . . , n 2,
(2.74)

3

1
1
n1
3
n1 = mn1 3n1 -n1
(2.75)
(2Sn1 Sn2 ) log
,
2
2
-n1

1
1
n 3
,
n = mn 3n -n3 (2Sn S3 ) log
(2.76)
2
2
-n
269
and the periods i around the A-cycles are

1 = 2S1 + S2 ,
(2.77)
2 = 2S2 + S1 + S3 ,
(2.78)
3 = 2S3 + S2 + S4 + Sn ,
(2.79)
j = 2Sj + Sj 1 + Sj +1 ,
j = 4, . . . , n 2,
(2.80)
n1 = 2Sn1 + Sn2 ,
(2.81)
n = 2Sn + S3 .
(2.82)
From these periods and (1.2), we can calculate the effective superpotentials of the En
quiver gauge theories. For simplicity, we ignore the terms independent of Si and set that
all Ni = N , all i = , all -i = - and all i = . For example the effective superpotential
of the E8 quiver then becomes
3
1
Weff = N(S1 + S7 + S8 S3 ) log

+ 2i (S1 + S7 + S8 S3 ).
2
In this effective superpotential we can also find a part of the VenezianoYankielowicz term.
Since the third node is linked to the three nodes, S3 is characteristic in the En quiver as
well as in the Dn quiver.
3. Conclusions and discussions

We have considered the CalabiYau manifolds with the ADE singularities. If we
calculate the periods of one-forms yi (x) dx around compact A-cycles and non-compact
B-cycles on the deformed geometry of the CalabiYau manifolds, we can obtain the
effective superpotentials of the dual gauge theories by the geometric engineering. These
gauge theories are the quiver gauge theories and correspond to the ADE multi-matrix
models via the DijkgraafVafa conjecture. In the matrix model side, we have introduced
the Ni Ni matrices i and the Ni Nj matrices Qij which correspond to, in the
quiver gauge theories, the adjoint scalars and the bifundamental matters, respectively. We
have integrated Qij out and written down the effective actions for the eigenvalues of
i . We have calculated the equations of motion from these actions. Since the quantum
deformations are derived from the perturbative analyses of the matrix models by the
DijkgraafVafa conjecture, we have found out the quantum deformations of the one-forms
yi (x) dx from those equations of motion in the ADE matrix models.
We have considered the quadratic superpotentials Wi (i ) = 12 mi Tr i2 for the simple
examples. Then the classical vacua are i,I = 0. Since the perturbation theory on these
vacua gives rise to the effective superpotential in the dual gauge theory, we have used
the approximation that i,I in the resolvents i sit at the vacua. Since the cuts shrink
to the point x = 0 under this approximation, we have considered the compact A-cycles
encircling x = 0 and the non-compact B-cycles starting from x = 0 to infinity. For these
cycles we have calculated the periods (2.38). From these periods we have written down the
effective superpotentials of the dual quiver gauge theories. We have also shown that the
270
effective superpotentials include the terms presenting the proper dependence on the cut-off
parameters. These terms are a part of the VenezianoYankielowicz terms.
We have used the approximation, that is, all eigenvalues of i appearing in the
resolvents are in the classical vacua. But in order to derive exact effective superpotentials
for the N = 1 quiver gauge theories, we should achieve the integration of the eigenvalues
in the multi-matrix model partition function.
Though it is difficult to exactly calculate the partition functions of the multi-matrix
models, we can analyse the loop expansions of the planar diagrams order by order of the
t Hooft couplings Si by the use of Feynman diagrams [19]. So we should confirm the
expansions in the context of the geometric engineering.
Acknowledgements
I would like to thank B. Taylor for useful comments. This work is supported in part by
the Grant-in-Aid for Scientific Research of Professor H. Sonoda, Kobe Univ., from Japan
Ministry of Education, Science and Culture (#14340077).
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D = 5 M-theory radion supermultiplet dynamics

Jean-Luc Lehners, K.S. Stelle
The Blackett Laboratory, Imperial College, London SW7 2BZ, UK
Received 15 November 2002; received in revised form 24 March 2003; accepted 28 March 2003
Abstract
We show how the bosonic sector of the radion supermultiplet plus d = 4, N = 1 supergravity
emerge from a consistent braneworld KaluzaKlein reduction of D = 5 M-theory. The radion and
its associated pseudoscalar form an SL(2, R)/U (1) nonlinear sigma model. This braneworld system
admits its own brane solution in the form of a 2-supercharge supersymmetric string. Requiring this
to be free of singularities suggests an SL(2, Z) identification of the sigma model target space. The
radion mode then gives a minimum length between branes; we suggest that this could be used to
avoid the occurrence of singularities in branebrane collisions. We discuss possible supersymmetric
potentials for the radion supermultiplet and their relation to cosmological models such as the cyclic
universe or hybrid inflation.
1. Introduction
Heterotic string theory is one of the most promising string theories for phenomenological applications. In particular, models resembling the Standard Model can be obtained as
low energy solutions of this theory. It is therefore not surprising that cosmological models
inspired by heterotic string theory have recently been tried out. The proper setting for such
theories lies within heterotic M-theory: Horava and Witten showed how heterotic string
theory arises from M-theory by compactifying 11-dimensional supergravity on the orbifold
S1 /Z2 , and by including boundary theories with a gauge group E8 on each of the two orbifold fixed planes in order to cancel gravitational anomalies [1]. For fields slowly varying
across the orbifold this construction has as its low energy limit heterotic string theory with
Research supported in part by PPARC under SPG grant PPA/G/S/1998/00613 and by the EC under RTN
contract HPRN-CT-2000-00122.
E-mail addresses: jean-luc.lehners@ic.ac.uk (J.-L. Lehners), k.stelle@ic.ac.uk (K.S. Stelle).
doi:10.1016/S0550-3213(03)00265-7
274
J.-L. Lehners, K.S. Stelle / Nuclear Physics B 661 (2003) 273288
gauge group E8 E8 in ten dimensions. One can then compactify this on a CalabiYau
manifold in order to retrieve 4-dimensional physics. However it turns out that for phenomenological reasons the size of the orbifold has to be about an order of magnitude larger
than the CalabiYau size [2]. Hence going up in energy from an initial 4-dimensional point
of view, the world would first look 5-dimensional and then 11-dimensional. Moreover the
vacuum of the 5-dimensional theory is not flat space, but has been shown to consist of two
parallel and static 3-branes located at the orbifold fixed points [3]. One may then try to
identify one of the 3-branes with our visible universe. Cosmological scenarios, such as the
cyclic universe of Steinhardt and Turok [5], for example (or its predecessor, the ekpyrotic
universe) [6], or the models of Brax and Davis [7], obtain an expanding universe on the
brane worldvolume as a consequence of relative motion of the branes (see also [4] for an
early discussion). Relative motion of the initially static branes can be achieved via the inclusion of a conjectured nonperturbative potential for the radion field which determines the
distance between the branes.
In this article, we will attempt to clarify certain mathematical issues concerning this
setup: first of all we will identify the pseudoscalar partner of the radion in an N = 1
chiral supermultiplet. We then show that it is consistent to truncate the original 5dimensional theory down to the 4-dimensional worldvolume of the brane while keeping
d = 4 gravity and the radion supermultiplet scalars, i.e., the 5-dimensional equations of
motion reduce to 4-dimensional ones that are independent of the orbifold direction. The
radion supermultiplet scalars form an SL(2, R)/U (1) nonlinear sigma model. On the 4dimensional worldvolume, we will construct a solitonic string solution supported by this
sigma model, in which the pseudoscalar may be viewed as a 0-form gauge potential.
This string has finite energy only if one makes identifications in the target space under
a discrete SL(2, Z) subgroup of SL(2, R), so that the reduced target space becomes
SL(2, Z)\SL(2, R)/U (1) [1113]. In fact, SL(2, Z) has been conjectured to be preserved as
a local symmetry in this sense of the full quantum string theory [15]. This has interesting
consequences, especially if we look at the string solution from a 5-dimensional point of
view. Indeed, in 5 dimensions the string arises as the intersection of a membrane with the
boundary 3-branes, as we will show. And the SL(2, Z) identification of the target space
implies that the distance between the boundary branes has a minimum value, a result of
possible significance for cosmological models relying on the collision of boundary branes.
In order to clarify the rle of the pseudoscalar further, we will look at the conditions
under which it itself can be truncated out. In fact, the pseudoscalar may itself be
consistently set to zero in the absence of a potential. However the question of whether
one can truncate it must be reviewed when one includes a potential, since such a potential
generically leads to interactions between the scalar and pseudoscalar. We find that the
pseudoscalar can still be consistently set to zero even in the presence of a potential if the
superpotential is real when the complex radion field is restricted to be real.
After these considerations we will show that the potential proposed for the cyclic
universe cannot itself be embedded in heterotic M-theory, even if one neglects the SL(2, Z)
symmetry. It can, however, be approximated to some extent. We will give an example of
such a supersymmetric approximation and will show the completion of it to a two-field
potential after reinstating the pseudoscalar.
275
Finally we will turn our attention to the corrections that arise from integrating out
the massive modes that occur in CalabiYau compactifications, which can couple to the
massless sector. These corrections, in the presence of a superpotential, turn out to affect
not only the kinetic terms of the radion and pseudoscalar, but also the potential of the
theory. The importance of these corrections will be studied for known nonperturbative and
flat potentials as well as a supersymmetric approximation to the cyclic universe potential.
2. A consistent truncation to gravity and scalars

The bosonic sector of the bulk action for 5-dimensional heterotic M-theory, including
gravity and the universal hypermultiplet is given by [3]

1
3
1
g R + F F + A F F
S5 = 2
2
25
2
M5
1
1
+ V 2 V V + 2V 1 + V 2 G G
2
24

1 2 2
2

+
G i( ) 2A + V .
24
3
(2.1)
The static 3-brane solution for this system is given by [3]

ds52 = H (y) dx dx + H 4 (y) dy 2,
(2.2)
V = H (y),
(2.3)
with the codimension one harmonic function
2
|y| + c0 ,
H (y) =
(2.4)
3
and all other fields set to zero. In order to obtain a D = 5 HoravaWitten geometry, the
harmonic function is taken to have a second kink at y = . The solution then represents
a pair of parallel 3-branes supported by the scalar V at coordinate values y = 0, . Note
that the distance between branes is given by d = 0 H 2 dy, and is thus static but arbitrary
since the coordinate value may be chosen at will.
We wish to extend the above solution to one in which the branes can move relatively to
each other, i.e., in which the size of the orbifold can vary. Introducing a radion field b(x ),
a function of the worldvolume coordinates only, we state the following ansatz:
ds52 = eb/2 H (y)g dx dx + eb H 4 (y) dy 2.
(2.5)
This metric is a solution of the theory if

V = eb/2 H 3 .
Now the interbrane distance

d = eb/2H 2 dy
0
(2.6)
(2.7)
276
is a function of the worldvolume coordinates and is dynamical. Note that inclusion of the
modulus b makes the parameter redundant, since we may eliminate it by a rescaling
of y. So we shall set = 1 hereafter. The branes will collide as b , and in this
limit V 0. Since V , from the 11-dimensional point of view, represents the volume
of the compactified CalabiYau space, we see that at the moment of collision a total of
1 + 6 = 7 dimensions disappear. Cosmological theories in which the branes collide, e.g.,
the ekpyrotic universe, need to take into consideration that the CalabiYau dimensions also
disappear momentarily. The way in which string theory handles this singularity is not clear
at present, and some recent studies seem to indicate that such singularities may persist even
in the full theory [8].
The domain wall solution preserves 4-dimensional N = 1 supersymmetry on the brane
worldvolume. Scalars therefore belong to chiral supermultiplets, and the radion must be
paired with a pseudoscalar to form a complex scalar. Let us denote the pseudoscalar by
(x ). It can also be obtained from a consistent truncation of the D = 5 theory, given by
setting
Fy = H (y)2 ,
Gy = e
,
(2.8)
(2.9)
where is the 4-dimensional Levi-Civita tensor, and all other unrelated index
structures of F and G as well as the complex scalar are set to zero. Taken together
with d = 4 gravity and the radion mode b, the 5-dimensional equations of motion reduce
to a 4-dimensional system that can be summarized by the following effective action:

1
1
g R (4) + b b + 4eb .
S4 = 2
(2.10)
2
2
M4
Note that, as a consequence of the consistency of this reduction, (2.10) may also be
obtained directly by substituting the reduction ansatz (2.5), (2.8), (2.9) into (2.1), but the
proper verification of this consistency is made using the D = 5 equations of motion.1
Since the theory is supersymmetric it should be possible to cast the kinetic terms in
Khler form. For this purpose let us define a complex scalar
eb/2 + i 2 .
(2.11)
Then the Khler potential can be identified to be
K = 4 ln( + ).
(2.12)
From this, or more directly from the 4-dimensional effective action, it can be seen by
inspection that the sigma model formed by the two scalars b and has a SL(2, R)
symmetry. Also, in the notation of Ref. [3], our consistent truncation turns out to be the
combination = S = T .
1 The possibility of consistently reducing from a surrounding bulk supergravity theory to a braneworld
supergravity multiplet was found in Ref. [9], but such consistent reductions do not in general allow for the
retention of matter multiplets. Hence the consistency of the d = 4 supergravity/radion supermultiplet system
was not a priori expected.
277
3. The solitonic string solution

Our 4-dimensional bosonic theory consists of gravity and two scalars. The exponential
coupling of the second scalar to the first indicates that this theory should have its own
brane solution. The scalar acts as a 0-form gauge field, giving rise to a one-form field
strength. In 4 dimensions, this is dual to a three-form field strength, which couples to a
string solution. Explicitly, we have
ds42 = dx dx + h4 (r) dx m dx m ,
= 0, 1, m = 2, 3,
e = h (r),
2 ,m = mn h(r),n
b
(3.1)
(3.2)
(3.3)
with
the harmonic function h(r) = 1 + ln(r) depending on the radial transverse distance
r = x m x m . The solitonic string can be compared to a cosmic string: the spacetime is
conical, with a singularity at the location of the string (r = 0). However this solitonic string
possesses nonvanishing energymomentum throughout space, unlike the cosmic string.
Note that in this solution the metric is also degenerate at r = e1 , where there is a curvature
singularity and infinite energy density. We shall shortly see how this is to be avoided; the
above behavior will however remain valid at large r.
In order to find a better behaved solution, let us introduce the complex field
1 + i2 2 + ieb/2 = i .
(3.4)
The 4-dimensional action can then be rewritten as

1
(1 )2 + (2 )2
S4 = 2
.
g R (4) + 2
2
22
(3.5)
M4
Now assume that here depends only on x 2 and x 3 , since we are looking for a string
solution. Writing = z
and z = x 2 + ix 3 , the equation of motion for is given by

= 0.

It is solved by any holomorphic = (z). Our metric ansatz reads
+ 2
(3.6)
ds42 = dt 2 + dx 2 + E 4 (z, z ) dz d z ,
(3.7)
with the harmonic function given by
1
z) ,
h(z) + h(
2
where h(z) is a holomorphic function. The Einstein equations are solved for
E(z, z ) =
(3.8)
(z) = ih(z).
(3.9)
It turns out [1113] that in order to have finite energy solutions one must make sigma
model target-space identifications under an SL(2, Z) subgroup of the SL(2, R) symmetry
of the action (3.5). then takes its values in the upper half complex plane modulo SL(2, Z)
278
transformations, i.e., the moduli space becomes SL(2, Z)\SL(2, R)/U (1) (note that this
makes periodic). Physically inequivalent values of lie in the fundamental domain F
of the modular group, defined by 12 1 < 12 and | | 1. There exists a map, called
the j -function, which maps F in a one-to-one and holomorphic fashion onto the complex
plane [11]. Hence we can specify a holomorphic function and pull it back to F using j , thus
obtaining a solution for which respects the SL(2, Z) symmetry. A single string solution
is given by

j (z) = z.
(3.10)
Multiple string solutions are obtained by taking j ( ) to be a polynomial in z. Asymptoti
ically we have 2
ln(z), so that h(z) ln(z) and E(z, z ) ln(|z|) for large |z|. This
means that we recover a cylindrical symmetry, and actually have a conical spacetime at
locations far away from the string.
Let us also check the supersymmetry conditions that this solution satisfies. These are
derived from the requirement that one be able to set the fermionic fields to zero consistently
with the surviving supersymmetry. The transformations of the spinor partner of and of
the gravitino lead to the following requirements:
= 0
= 0
a a = 0,
1
( + )
= 0,
+ ab a b
4

(3.11)
(3.12)
where ab is the spin connection and is a d = 4 Majorana spinor parameter. Now using
z = 12 (2 i3 ) and z = 12 (2 + i3 ) we obtain
( + )
1 ab
a b =
i23 ,
4

(3.13)
with 23 = 12 (2 3 3 2 ). Imposing the condition

23 = i
(3.14)
then solves Eq. (3.12). This condition is equivalent to demanding that

1
P (1 i23 ) = 0,
2
(3.15)
where P is a projection operator, i.e., P 2 = P . We have thereby imposed a d = 2

worldsheet chirality constraint on the spinor parameter which projects out half of its
components. We are thus left with just 2 supercharges as expected, thus preserving half of
the 4-dimensional N = 1 supersymmetry. Eq. (3.11) is solved by virtue of the projection
condition and holomorphicity of the field .
Since we have a consistent truncation from D = 5 to d = 4, the solitonic string solution
can be oxidized straightforwardly back up to 5 dimensions, giving the resulting metric
ds52 =
H (y)
dt 2 + dx 2 + E 4 (z, z ) dz d z + E 2 (z, z )H 4 (y) dy 2.
E(z, z )
(3.16)
279
Fig. 1. The five-dimensional interpretation of the solitonic string as the intersection of a membrane with the two
boundary 3-branes, with the intersecting string delocalized along the membrane.
In order to interpret this solution [10], we should rewrite it as

ds52 =

H
dt 2 + dx 2 + H E12 E2 dz d z + E12 H 4 dy 2 ,
E1
(3.17)
with E1 = E2 = E(z, z ). Now taking limits in which we set the harmonic functions
E1 , E2 and H pairwise equal to 1, we recover the metrics of the 3-brane (E1 = E2 = 1),
a membrane (E1 = H = 1) and a string (E2 = H = 1) in 5 dimensions, with the string
being delocalized in the y-direction.2 Comparing with the full 5-dimensional action (2.1)
we can verify that the membrane is supported electrically by G and the string is
supported magnetically by F . Thus our 5-dimensional interpretation of the solitonic
string solution is as an intersection of one 3-brane and a 2-brane, which then stretches
between it and the other orbifold 3-brane, and with the intersection string delocalized over
the worldvolume of the 2-brane. This setup is sketched in Fig. 1. Note that we have
2 = eb/2 =
1
z) = E(z, z ).
h(z) + h(
2
2 Such semi-localized intersecting brane solutions have been discussed, e.g., in Ref. [14].
(3.18)
280
We can draw two observations from this equation, remembering that eb/2 governs the
distance between the orbifold branes (cf. Eq. (2.7)): (i) the distance grows as ln |z| for large
|z| and (ii) since takes its values only in the fundamental domain F , there is a nonzero
minimal distance between the branes at which
3
b/2
.
e =
(3.19)
2
Note that choosing a different representative SL(2, Z) domain for tau to take its value in
will be physically equivalent to the above choice if one takes SL(2, Z) to be interpreted
as a gauge symmetry defining equivalences between field configurations. This is similar
to
the situation for T-duality, where probing spacetime above or below a minimum length
2 is physically equivalent.
The reduction of the target space from SL(2, R)/U (1) to SL(2, Z)\SL(2, R)/U (1) thus
prevents the collision of the two boundary branes. This is significant since the full quantum
string theory is expected to exhibit such a local SL(2, Z) symmetry [15]. In this light,
cosmological scenarios relying on a collision between the boundary branes would need
to be revised. Moreover, one might speculate that this reduction of the target space could
provide a mechanism for the two branes to bounce after reaching their minimum separation
in the presence of an attractive potential.3
However, for the rest of this paper, we will proceed by considering the case of an
unreduced target space SL(2, R)/U (1).
4. Truncating the pseudoscalar
The pseudoscalar can be set to zero consistently if the equations of motion for the
metric and b can still be satisfied at all times when = 0. In the absence of a potential,
this is possible since does not have any -independent source terms. Then the radion b
is, in general,
becomes a free massless scalar satisfying (4) b = 0. But a potential V (, )
a function of b and . And if it contains terms of the form f (b), where f (b) is an arbitrary
function of b, then the resulting equation of motion for will be
D (2) = f (b),
(4.1)
where D (2) is a second order differential operator. Clearly in this case it is inconsistent to
neglect . Thus we can conclude that the condition for the truncatability of reads

V
= 0.
(4.2)

=0
in supergravity arises from a superpotential W () (which is a

Any potential V (, )
holomorphic function of ) by the formula

V = eK K D W D W 3W W
(4.3)
3 The scale of the minimum separation would be set by the tension of the 3-brane worldvolume string, similarly
to the way in which = 1/(2 T ) sets the minimum length 2 as a consequence of T-duality, under which

r 2 /r.
281
= ( K )1 . K was given
with D = + K
, where K is the Khler potential and K

above in Eq. (2.12) and so we obtain in the present theory

1
1
W
W
W W
1
=
V (, )
W
+
W
WW.
+
2
3

4( + )
( + )

( + )
(4.4)
Thus we have
i 2
i 2
V
=
(W, W , W, W , )
(W, W W W , )
2
3
4( + )
( + )
i 2
(W, W W W , ).
+
(4.5)
4
( + )
Hence we see that the condition for the truncatability of
Setting = 0, we have = .
becomes (as can be verified using a series expansion of W )
W =W
for = ,
(4.6)
up to an irrelevant overall phase. Thus, if the superpotential is real when is set to zero,
then can be truncated and the formula for the potential becomes

1
2W 2
3 W2
V=
.
W
,
16 2
16 4
(4.7)
But for a general complex superpotential we are not allowed to disregard and it may
not be dynamically sensible to do so even if it is mathematically consistent. This could be
important for cosmology. We in general have two interacting scalars and both scalars need
to be taken into account when studying the consequences of inflation, density perturbations
or quintessence.
For future reference, let us pause here to calculate the solutions to (4.7) that lead to a
= 2 W simplifies
flat potential V = V0 representing a cosmological constant. Setting W
the equation, since we can rewrite it as
2
2 + 16V0 .
,
= 3W
2W
For V0 < 0, the solutions are

V0
W = 4 2,
3

V0 2+3
+ 2 3 ,
W =2
3
whereas for V0 > 0 the solution is

V0 2+3
W =2
2 3 .
(4.8)
(4.9)
(4.10)
(4.11)
282
5. A note on the cyclic universe potential

The potential proposed in the cyclic universe scenario [5] is of the form

V () = V0 e1/ 1 10 .
(5.1)
The radion is the only scalar being considered here: has been set to zero and accordingly
we have = eb/2 .
A serious criticism of this conjectured potential is that it cannot in fact be derived from
a superpotential, and therefore cannot exist in heterotic M-theory. For its existence one
would need to solve

W,
2W 2 3W 2
1/
10
2
1
=
4 .
16V0 e
(5.2)
To see why this cannot be solved for W , given V in (5.1), let us try to solve this equation as
0. Then the dominant term on the left is 16V0e1/ 10 and because it is negative
we require
on the right that the negative second term be dominant in this limit. This gives
W 4 V0 /3 e1/(2) 3 as 0. But for this W it is in fact the first (positive) term
on the right that dominates, in contradiction with our assumptions. A remaining possibility
would be that both terms on the right are equally dominant. This would be the case if W
were a power of . But a polynomial W cannot reproduce the nonperturbative e1/ factor
in (5.1). Note that this also applies for any negative power of in (5.1); the power 10 is
of no special importance for this argument. We conclude that the cyclic universe potential
cannot exist in heterotic M-theory.
However, to some extent the potential (5.1) can be supersymmetrically approximated,
and in particular for the region in eb/2 that is relevant for calculating the spectrum of density
fluctuations. (We note also that in this region the cyclic potential coincides closely with the
ekpyrotic one.) We take the approximate superpotential to be
W () = e1/(2) c 5 e + Wflat ,
(5.3)
where Wflat denotes the flat solution found above in (4.11). This gives a potential of the
shape plotted in Fig. 2; c determines the depth of the dip. The shape is similar to that of the
cyclic potential (5.1) except for the (inevitable) little positive bump near the origin. Now
the branes can only collide if the scalar field picks up enough kinetic energy to overcome
this bump.
We can restore the second scalar and plot the resulting two-field potential in the steep
region where the density fluctuations are evaluated (see Fig. 3). Note that, as one comes
in from large b values, the potential falls in the eb/2 direction, but the transverse curvature
becomes larger and larger, thus tending to confine the scalar field to the = 0 plane.
However, there is an instability at the minimum of the original one-field potential: at the
saddle point, the field will generically roll off to one of the true minima of the potential
where is equal to plus or minus a nonzero constant. It might be interesting to see what
implications this has for cosmology, bearing in mind that in this model the adiabatic modes
of density fluctuations will be complemented by isocurvature modes.
En passant, we note that the shape of the potential shown in Fig. 3 is reminiscent of the
potentials considered in hybrid inflation scenarios [16], so the cosmological applications of
283
Fig. 2. The approximation to the cyclic universe potential necessarily exhibits a positive bump near the origin.
Fig. 3. The part of the two-field potential that is relevant for a calculation of the spectrum of density perturbations.
The = 0 section represents the original one-field potential. Note the instability in the form of a saddle point at
the minimum of the = 0 section.
the radion dynamics considered in this paper could perhaps also be extended to inflationary
models.
6. KaluzaKlein corrections to potentials

In the KaluzaKlein reduction from eleven to five dimensions on a CalabiYau
manifold, there can be couplings of massive graviton supermultiplets (the most significant
284
of which will have a mass roughly equal to the inverse radius of the CalabiYau manifold)
to the massless scalar , couplings which can be linear in the massive supermultiplet fields.
Not enough is known about CalabiYau manifolds to enable a detailed calculation of these
couplings, so this should be considered as an indicative study of eventual couplings of this
type. Given a coupling linear in the massive graviton supermultiplet fields, the massive
modes cannot be ignored and must be properly integrated out, as discussed in Ref. [17],
the relevant results of which we now review.
The analysis is done in superspace. The radion and its pseudoscalar partner plus
their fermionic superpartner together with the associated auxiliary fields are component
fields of a chiral superfield that we shall also denote by . When we come to compare
the forms of corrected and uncorrected potentials, we can set = = 0 and eliminate the
auxiliary fields, taking once again = eb/2 ; but for now we shall remain in superspace.
Since we consider here the coupling problem to lowest order in a massive graviton
supermultiplet, it is sufficient to restrict attention to the linearized level. Linearized
supergravity is represented by a vector superfield V , and in order to be able to write
an action invariant under both linearized super-Poincar and super-Weyl transformations,
one must also include a chiral conformal compensating multiplet, represented here by a
prepotential superfield X. The mass term for this supermultiplet is then given by

m2
m2
4
4

(6.1)
d x d V V
d 4 x d 4 XX;
2
2
this combination is needed to reproduce the PauliFierz mass term for a ghost-free massive
spin two field (for a discussion of massive D = 4, N = 1 supergravity see also [18]).
KaluzaKlein couplings of the massive graviton supermultiplet to massless fields must be
gauge-invariant in form (since gauge invariance is broken only in the mass term), and
therefore the massive graviton supermultiplet must couple to a supercurrent J . The
available supercurrent must be constructed out of the massless scalar superfield and
gauge invariance implies that it must obey the conservation law
D J = D S,
(6.2)
where
1
(6.3)
S = D 2 K + 3W .
2
Here K is the Khler potential as given before and W is the posited superpotential. The
kinetic action for the massless scalars is given by the superspace integral of the Khler
potential, i.e.,

d 4 x d 4 K.
(6.4)
The nontruncatable couplings to the massive supermultiplet can be written as

4
4

d x d V J d 4 x d 2 (XS + XS).
(6.5)
Upon integrating out V and X while keeping only lowest order correction terms, we may
drop the kinetic action terms for the massive multiplet (which we have not written out here)
285
and retain only the mass term (6.1) and the coupling term (6.5). All the correction terms so
obtained are of higher derivative structure except for

18
(6.6)
d 4x d 4 W W ,
m2
which modifies the Khler potential by
18
(6.7)
WW.
m2
Thus, after higher KaluzaKlein corrections are taken into account, the presence of a
superpotential modifies the kinetic structure of the massless scalars in the theory. The
significance of this correction depends very much on the scale of compactification and
on the shape of the superpotential considered.
Recall from Eq. (4.3) that the potential V depends on both the superpotential W and
on the Khler potential K. Now, since K has been modified, the potential V acquires
corrections as well and we then have

18
K+ 182 W W
m
D W D W 3W W ,
Vcorr = e
(6.8)
K + 2WW
m
K Kcorr = K +
18 W
with the covariant derivative D = + K
+ m2 W . However, since the correction
to K is of the form W W this in fact does not change the condition on truncatability of
so we can still set to
the pseudoscalar (i.e., that W should be real when = ),
zero consistently if we assume that W has real expansion coefficients. This gives us the
following expression for the potential:

18
2
18 2 1
1
18 2
W 2
4 m2 W
2
Vcorr = (2) e
+
W
3W .
W, 1 + 2 W 2
2 m2 ,
m
(6.9)
Superpotentials of nonperturbative origin have been investigated in this context by
Lima et al. [19] and Moore et al. [20]. They arise from membrane instantons and are
generically of the form W = e , when no additional matter is considered on the brane
worldvolume. They lead to an exponentially falling potential V which therefore acts as a
repulsive force between the branes. Moreover this potential gets corrected very little by the
massive KaluzaKlein modes.
More dramatic effects can be observed for potentials whose uncorrected forms do not
go to zero as . Indeed, let us see what the fate of a constant potential is when the
corrections are taken into account. We should note that it is not clear how such potentials
could be generated in the underlying microscopic theory, but many cosmological models
can be approximated in this way, at least asymptotically, and so they are of interest to
consider. A flat potential is obtained by considering one of the superpotentials (4.9)(4.11).
Now when we look at what the KaluzaKlein corrections do to this initially flat potential,
the effect is eventually drastic. As we go to large values of , we notice an initial dip
18
W2
prefactor in formula
and then an exponential rise (see Fig. 4). This is due to the e m2
(6.9). This behavior is generic for potentials that do not tend to zero at large values of .
286
Fig. 4. Graph of an originally constant cosmological potential after inclusion of massive KaluzaKlein
supermultiplet corrections. The height V0 of the original uncorrected potential determines the range of = eb/2
values where the corrections eventually become important.
However, carrying out the same analysis for, e.g., the cyclic universe potential, which is
asymptotically flat, one notes that when plugging in phenomenologically reasonable values
of the parameters involved, the KaluzaKlein corrections only become important at values
of so large that the corrections can be ignored in the region of cosmological interest.
7. Conclusions
We have investigated the rle of the chiral radion supermultiplet in heterotic M-theory.
The existence of a consistent truncation from 5 to 4 dimensions is of central importance
in our work. This opens up the possibility of constructing cosmological scenarios with
dynamical boundary branes.
A prominent rle in this paper is played by the pseudoscalar . We showed that it
cannot be ignored unless the superpotential can be written as an expansion with only real
coefficients, and even then ignoring it may not be dynamically justified. In cases where it
can be truncated we estimated the effect of KaluzaKlein corrections due to heavy modes
on the potential of the theory. They can be safely ignored for all potentials that approach
zero fast enough asymptotically for large radion values; otherwise they tend to make the
potential rise exponentially for large interbrane distances, thus effectively putting an upper
bound on the distance between the boundary branes.
We constructed a solitonic string solution in d = 4 dimensions that is supported by the
pseudoscalar . From the standpoint of 5 dimensions, the string appears as the intersection
of a membrane with a boundary brane. An important ingredient for interpretation of the
solitonic string is the assumption that the full quantum theory should exhibit an unbroken
SL(2, Z) symmetry that can be interpreted locally. As a consequence, the distance between
the boundary branes cannot reach zero, and thus the singularity at which the orbifold
and CalabiYau volumes vanish is avoided. Virtual exchanges of membranes between the
boundary branes may lead to forces between the branes. It would be interesting to calculate
a potential for these forces from a purely 5-dimensional perspective.
287
This potential should of course respect the SL(2, Z) invariance [21]. To see the
implications of this, recall that V is given by

V (, ) = eK K D W D W 3W W
and we have K(, ) = 4 ln( ) if we write K in terms of . Let M denote an SL(2, Z)
transformation:
a + b
,
ad bc = 1.
M
c + d
For invariance of the potential, we want V (M, M ) = V (, ). Now
K(M, M ) = K(, ) + 4 ln(c + d) + 4 ln(c + d).
This puts the following condition on the superpotential W ( ):
W (M ) = (c + d)4 W ( ).
Noting that Dedekinds -function satisfies
(M )24 = (c + d)12 ( )24 ,
we can see that, for example, taking W ( ) ( )8 (multiplied by an arbitrary modular
invariant function) will give us an SL(2, Z) invariant potential. One would like to see which
such nonperturbative superpotentials can arise in the theory, and what their implications
would be on the dynamics of the radion mode.
Acknowledgements
We would like to thank Andrei Linde, Andr Lukas, Dieter Lst and Dan Waldram for
discussions. We would like to express our appreciation to the Isaac Newton Institute and
to CERN for hospitality at various times during the course of the work.
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Vertex diagrams for the QED form factors at

the 2-loop level
R. Bonciani a,1 , P. Mastrolia b,d , E. Remiddi b,c
a Facultt fr Mathematik und Physik, Albert-Ludwigs-Universitt Freiburg, D-79104 Freiburg, Germany
b Dipartimento di Fisica dellUniversit di Bologna, I-40026 Bologna, Italy
c INFN, Sezione di Bologna, I-40026 Bologna, Italy
d Institut fr Theoretische Teilchenphysik, Universitt Karlsruhe, D-76128 Karlsruhe, Germany
Abstract
We carry out a systematic investigation of all the 2-loop integrals occurring in the electron vertex
in QED in the continuous D-dimensional regularization scheme, for on-shell electrons, momentum
transfer t = Q2 and finite squared electron mass m2e = a. We identify all the master integrals
(MIs) of the problem and write the differential equations in Q2 which they satisfy. The equations
are expanded in powers of = (4 D)/2 and solved by the Eulers method of the variation of the
constants. As a result, we obtain the coefficients of the Laurent expansion in of the MIs up to zeroth
order expressed in close analytic form in terms of harmonic polylogarithms.
PACS: 11.15.Bt; 12.20.Ds
Keywords: Feynman diagrams; Multi-loop calculations; Vertex diagrams
1. Introduction
The QED electron form factors at two loops were considered in [1], for massive onshell electrons and arbitrary momentum transfer within the PauliVillars regularization
scheme and giving a fictitious small mass to the photon for the parametrization
of infrared divergences. The main results of [1] are the analytic calculation of the
E-mail addresses: roberto.bonciani@physik.uni-freiburg.de (R. Bonciani), pierpaolo.mastrolia@bo.infn.it
(P. Mastrolia), ettore.remiddi@bo.infn.it (E. Remiddi).
1 This work was supported by the European Union under contract HPRN-CT-2000-00149.
doi:10.1016/S0550-3213(03)00299-2
290
R. Bonciani et al. / Nuclear Physics B 661 (2003) 289343
Fig. 1. 2-loop vertex diagrams for the QED form factor. The fermionic external lines are on the mass-shell
p12 = p22 = a, while the wavy line on the r.h.s. has momentum Q = p1 + p2 , with Q2 = s.
imaginary parts of the form factors for arbitrary momentum transfer in terms of Nielsens
polylogarithms [2,3], and of the charge slope of the electron at two loops (besides the check
of the magnetic anomaly). The analytic evaluation of the real parts, expected to involve a
class of functions wider than Nielsens polylogarithms, was not attempted in [1].
To our knowledge, the full analytic calculation of the real parts of the 2-loop QED form
factors, for arbitrary momentum transfer and finite electron mass, has not yet been carried
out, despite a great number of papers dealing with a variety of kinematical configurations
(neglecting typically the electron mass at large momentum transfer).
In this paper we work out a systematic investigation of all the 2-loop integrals occurring
in the electron vertex in QED in the continuous D-dimensional regularization scheme [4]
(using the same D for ultraviolet and infrared regularization) for on shell electrons of
finite squared mass m2e = a and arbitrary momentum transfer t = Q2 . We identify all the
master integrals (MIs) occurring in all the graphs and evaluate them analytically, in terms
of harmonic polylogarithms [5,6], for arbitrary value of Q2 . We present the results for
spacelike momentum transfer, i.e., t < 0 or Q2 > 0; the case of timelike t can be obtained
by standard analytic continuation.
The extraction of the form factors and their expression in terms of the MIs will be
carried out in a subsequent paper.
The diagrams involved are those shown in Fig. 1.
Following a by now standard approach, we first express all the scalar integrals associated
to each graph in terms of the master integrals (MIs) by using the integration by parts [7] and
Lorentz invariance [8] identities, then write the differential equations on the momentum
transfer which are satisfied by the MIs, and expand the equations in powers of =
291
(4 D)/2 around = 0 (D = 4) up to the required order. We obtain in that way a system of

chained differential equations for the coefficients of the -expansion of the MIs and finally
solve the system for the coefficients by Eulers variation of constants method. As a result,
we express the coefficients in close analytic form in terms of harmonic polylogarithms
[5,6].
Let us recall that the Eulers method requires the solution of the associated homogeneous equation. Even if general algorithms for the solution of differential equations are
not available, it is to be stressed here that all the homogeneous equations which we had to
solve came out to be essentially trivial (typically, first order homogeneous equations with
rational coefficients).
The present paper is structured as follows. In Section 2 we review briefly the
techniques for reducing the calculation of generic multi-loop Feynman graph integrals to
the calculation of the MIs. Integration by parts, Lorentz invariance and general symmetry
relations are recalled and the application of this approach to our case is discussed. In
Section 3 we review the method of differential equations for the calculation of the MIs.
In Section 4 we describe exhaustively the case of three typical integrals, giving in some
details the system of differential equations and the steps for obtaining the solution. In
Section 5 we present the results for all the MIs encountered in the calculation of the 2-loop
vertex diagrams and in Section 6 we give the results for the scalar 6-denominator vertex
diagrams which are not MIs. Sections 7 and 8 contain respectively the expansions of the
vertex 6-denominator diagrams in the region of great and low momentum transfer. Finally,
after the summary, Section 9, and Appendix A, where we give the routing used for the
explicit calculations, in Appendix B we give the results of the 1-loop diagrams involved
in our calculations and in Appendix C we list the results for all the reducible diagrams
appearing in the calculation.
2. The reduction to master integrals

The aim of this paper is the evaluation of all the possible scalar integrals which can occur
in the calculation of the Feynman diagrams of Fig. 1. They imply two loop momenta, k1
and k2 , and three external momenta, p1 , p2 , Q; among them only two are independent,
because of the momentum conservation law: p1 + p2 = Q. With two external momenta
and two loop momenta, we can construct three Mandelstam invariant variables, p12 , p22
and Q2 = (p1 + p2 )2 (we use the Euclidean metric, so that the mass shell conditions are
p12 = p22 = a, where a is the squared electron mass) and seven different scalar products
involving the loop momenta, namely (p1 k1 ), (p1 k2 ), (p2 k1 ), (p2 k2 ), (k1 k2 ), (k12 )
and (k22 ).
The graphs of Fig. 1 involve up to 6 different propagators: more exactly, the graphs
(a)(c) have 6 different propagators, while graph (d) contains 2 equal electron propagators,
graph (e) 2 equal photon propagators, so that two graphs, (d), (e), involve only 5
different propagators. In the following we will not consider anymore graphs but topologies:
topologies will be drawn exactly as Feynman graphs, except that all propagators are
different. To make an example, when a graph contains twice some propagator, as the two
equal photon propagators of graph (e) above, the corresponding topology contains that
292
propagator only once; indeed, the topology of graph (e) of Fig. 1 is given by the topology
(e) of Fig. 4. Besides those topologies, we will also encounter all the subtopologies
obtained by removing from the graphs one or more propagators in all possible ways.
Let t be the number of the propagators in any of the topologies or subtopologies; we can
express t of the 7 scalar products containing the loop momenta in terms of the propagators,
(the remaining 7 t scalar products will be called irreducible) and correspondingly the
most general scalar integral associated to that topology or subtopology has the form

n
D D S1n1 Sq q
d k1 d k2 m1
,
I (p1 , p2 ) =
(1)
D1 Dtmt
where {d D k} is the loop integration measure (its explicit expression, irrelevant here, will
be given in Section 5), the integer mi , i = 1, t are the powers of the t propagators,
with m1 1, and the integer nj , j = 1, q, q = 7 t, with nj 0, are the powers
of the irreducible scalar products. Let us further recall that the continuous dimensional
regularization makes the definition meaningful for any values of the 7 integer ni , mj .
We will denote
with It,r,s the family of the integrals with a same

set of t propagators, a
total of r = i (mi 1) powers of the t propagators and s = j nj powers of the 7 t
irreducible scalar products. The number of the integrals contained in the family is

r +t 1
st +6
.
N[It,r,s ] =
(2)
t 1
6t
As we will see more in detail in a moment, one can establish several identities involving
integrals of the type of Eq. (1) with different sets of the 7 indices mi , nj . The identities can
be written in the form of a sum of a finite number of terms set equal to zero, where each
term is a polynomial (of finite order and with integer coefficients in the variable D, a and
the Mandelstam invariants) times an integral of the family, as will be seen explicitly in the
example of next section.
The identities can be used to express as many as possible integrals of a given family
in terms of as few as possible suitably chosen integrals of that familycalled the master
integrals of that family.
The identities will be generated by using integration by parts, Lorentz invariance (or
rotational invariance in D dimensions) and symmetry considerations.
2.0.1. Integration by parts identities
Integration by parts identities (IBP-Ids) are among the most remarkable properties of
dimensionally regularized Feynman integrals [7]. In our case, for each of the integrals
defined in Eq. (1) one can write

nq
n1
D D
S1 Sq
v
= 0,
d k1 d k2
(3)
D1m1 Dtmt
k1

nq
n1
D D
S1 Sq
v
= 0,
d k1 d k2
(4)
D1m1 Dtmt
k2
where thanks to the dimensional regularization everything is well defined and the identity
holds trivially. In the above identities the vector v can be any of the 4 independent vectors
293
Fig. 2. A 4-denominator topology.
of the problem: k1 , k2 , p1 , or p2 , so that for each integrand there are 8 IBP-Ids. When
evaluating explicitly the derivatives, one obtains a combination of integrands with a total
power of the irreducible scalar products equal to s 1, s and s + 1 and total powers for the
propagators in the denominator equal to t + r and t + r + 1, therefore involving, besides
the integrals of the family It,r,s , also the families It,r,s1 , It,r+1,s and It,r+1,s+1 .
Simplifications between reducible scalar products and propagators in the denominator
may also occur, giving lower powers of the propagators. It may happen that some
propagator disappears at all in this process; the resulting term will then give an integral
of a simpler family (or subtopology) with t 1 propagators.
As an explicit example let us consider the case of the 4-denominator topology of Fig. 2.
We have three irreducible scalar products, in this topology; we choose (p1 k1 ), (p2 k1 )
and (k1 k2 ). Eq. (3), for generic values of the indices mi , ni and for a generic independent
vector v , reads:

D D
d k1 d k2

v (p1 k1 )n1 (p2 k1 )n2 (k1 k2 )n3

k1 [k12 + a]m1 [k22 ]m2 [(p2 k2 )2 + a]m3 [(p1 + p2 k1 k2 )2 + a]m4
= 0.
(5)
Let us take for simplicity m1 = = m4 = 1, n1 = n3 = 0 and v = p1 . Performing

the derivative with respect to k1 and simplifying the reducible scalar products with the
corresponding denominator, we write Eq. (5) as follows:
0 = 2
(p1 k1 ) 2
(k1 k2 ) + 2
(1 )
a
(p2 k1 )
(6)
where a dot on a propagator line means that the propagator is squared and irreducible scalar
products left are explicitly written.
294
2.0.2. Lorentz invariance identities

Another class of identities can be derived from the fact that the integrals I (pi ), Eq. (1),
are Lorentz scalars (or rather D-dimensional rotational invariant) [8]. If we consider an
infinitesimal Lorentz transformation on the external momenta, pi pi + pi , where
pi = pi , and is a completely antisymmetric tensor, we have

I (pi + pi ) = I (pi ).
(7)
Because of the antisymmetry of

I (pi + pi ) = I (pi ) +
and because
pn

I (pi )
I (pi )
,
=
I
(p
)
+

p
i
n
pn
pn
n
(8)
we can write the following relation:

pn pn I (pi ) = 0.
pn
pn
n
(9)
Eq. (9) can be contracted with all possible antisymmetric combination of the external
momenta pi pj , to obtain other identities for the considered integrals.

In our case we have two external independent momenta and we can thus construct,
besides Eqs. (3), (4), the further identity

2
2
(p1 p2 ) p1 p2 + p2 p1 p1 p2 I (pi ) = 0.
(10)
p1
p2
p2
p1
Let us note that, in order to obtain nontrivial identities from Eq. (10), the derivative with
respect to the momentum pi has to be intended as a differentiation under the loop integral
in the definition, Eq. (1), i.e., directly on the integrand of It,r,s . Again, this is allowed by
the dimensional regularization.
As an explicit example let us consider the same topology as in the previous section. If
we take n1 = n2 = n3 = 0 and m1 = m2 = m3 = m4 = 1, we have

D D
d k1 d k2
I (p1 , p2 ) =
1
,
[k12 + a]k22 [(p2 k2 )2 + a][(p1 + p2 k1 k2 )2 + a]
(11)
and Eq. (10) reads as follows:

0 = 4a

(k1 k2 )
(p1 k1 )
(p2 k1 )

2as
+ 2s

(k1 k2 ) 2
(p2 k1 )
s2
[s 2a]
+ 2s
295
s[1 ]
a
(12)
2.0.3. Symmetry relations

In general further identities among Feynman graph integrals can arise when the
Feynman graph has some symmetry. In such a case there can be a transformation of the
loop momenta which does not change the value of the integral, but transforms the integrand
in a combination of different integrands. By imposing the identity of the initial integral to
the combination of integrals resulting from the change of loop momenta one obtains further
identities relating integrals corresponding to a same graph.
As an example, let us consider again the topology of Fig. 2, with generic indices on the
numerator and on the denominator:

D D
d k1 d k2
I (p1 , p2 ) =
(p1 k1 )n1 (p2 k1 )n2 (k1 k2 )n3
.
[k12 + a]m1 [k22 ]m2 [(p2 k2 )2 + a]m3 [(p1 + p2 k1 k2 )2 + a]m4
(13)
The two propagators with momentum k2 and p1 + p2 k1 k2 have the same mass.
The following redefinition of the integration momentum
k1 = p1 + p2 k1 k2 ,
(14)
that consists in the interchange of the two propagators in the closed electron loop, does not
affect of course the value of the integral; nevertheless, the explicit form of the integrand
can change, generating nontrivial identities.
Taking for instance n1 = n2 = n3 = 0 and m1 = m2 = m4 = 1, m3 = 2 in Eq. (13), the
substitution (14) gives, for example, the following very simple relation:
0=
(15)
Taking n1 = n2 = 0, n3 = 1 and m1 = m2 = m4 = 1, m3 = 2, we get the more

complicated identity
0=
(k1 k2 ) +
s
2
1
2
(p1 k1 ) +
(p2 k1 )
(16)
296
Summarizing, for each of the N[It,r,s ] integrals of the family It,r,s , Eq. (2), we have
the 9 identities, Eqs. (3), (4) and (10), involving integrals of the families up to It,r+1,s+1 .
For (r = 0, s = 0) the number of all the integrals involved in the identities (for t = 6 they
are 14) exceeds the number of the equations obtained (which in this case is 9), but when
writing systematically all the equations for increasing values of r and s, r = 0, 1, . . . ,
s = 0, 1, . . . , the number of the equations grows faster than the number of the integrals [9],
so that at some point one deals with more equations than involved integralsgenerating
an apparently overconstrained set of linear equations for the unknown integrals. At this
stage one can use the symmetry relations, somewhat reducing the number of the unknown
integrals, after which one is left with the problem of solving the linear system of the
identities. The problem is in principle trivial, but algebraically very lengthy, so that some
organization is required for obtaining the solution.
To that aim, one can order the integrals in some lexicographic order (which means
giving a weight to each integral; the weight can be almost any increasing function of the
indices mi , nj , such that integrals with higher indices have bigger weights) and then solve
the system by the Gauss substitution rule by considering one by one, in some order, the
equations of the system and using each equation for expressing the integral with highest
weight present in that equation in terms of the other integrals of lower weight, and then
substituting in the rest of the system. The algorithm is straightforward, but its execution
requires of course a great amount of algebra; indeed, it was implemented as a chain of
programs, written in the computer language C, which automatically runs programs written
for the algebraic computer languages FORM [10] and Maple [11], reads the outputs and
generates new input programs till all the equations are solved (and the solutions are written
as a modulus of FORM code).
One finds that several equations are identically satisfied (the system is only apparently
overconstrained), and all the appearing unknown integrals are expressed in terms of very
few independent integrals, the master integrals (MIs) for that family of integrals. In so
doing, the resulting MIs correspond to the integrals of lowest weight; but as the choice
of the weight is to a large extent arbitrary, there is also some freedom in the choice of
the integrals to pick up as actual MIs (not in their number, of course!). Concerning in
particular the calculation described in this paper, there are several cases in which two MIs
are found for a given topology or subtopology, while sometimes only one MI is present.
It may also happen that no MI for the considered topology is lefti.e., all the integrals
corresponding to the given t-propagator (sub)topology can be expressed in terms of MIs
of its subtopolgies with t 1 propagators.
As a last remark, strictly speaking we are not able to prove that the MIs we find are
really the minimal set of MIs, i.e., that they are all independent from each other (in the
sense of the combination with polynomial factors described above); but in any case the
number of the MIs which we find is small, so that reducing the several hundred of integrals
occurring in the calculation of the vertex graphs form factors to a few (in fact 16 MIs,
see Section 2.1) is in any case a great progress. The (unlikely!) discovery that one of our
MIs can be expressed as combination of the others would just simplify even further the
calculationwithout spooling, however, the correctness of the already obtained results.
Concerning the number of the subtopologies, a topology with t propagators has t 1
subtopology with t 1 propagators, (t 1)(t 2) subtopologies with t 2 propagators, etc.
297
Fig. 3. The set of 3 independent 6-denominator topologies present in the graphs of Fig. 1.
Fig. 4. The set of 8 independent 5-denominator topologies contained in the graphs of Fig. 1. External fermion lines
are put on the mass-shell p12 = p22 = a, while external wavy lines carry an off-shell momentum Q = p1 + p2 .
The topology (g) is evaluated on the mass-shell.
It turns out, however, that most subtopologies are in fact equal due to symmetry relations,
and the subtopologies coming from different graphs overlap to a great extent. For those
reasons, the actual number of all the different subtopologies is relatively small.
We show in Figs. 36 all the different topologies (and subtopologies; we will refer to
them as topologies as well). In all the figures, a straight external line stands for an electron
on the mass-shell, while the wavy external line carries the momentum Q.
There are 3 independent topologies involving 6 denominators, those of Fig. 3,
corresponding to the original graphs (a)(c) of Fig. 1. One then finds the 8 independent
topologies involving 5 denominators shown in Fig. 4; note that the topologies (b), (e) of
Fig. 4 correspond to the 6-propagator vertex graphs (d), (e) of Fig. 1, the topology (f) of
Fig. 4 corresponds to a vacuum polarization graph, (g) is a constant (i.e., does not depend
on the momentum transfer Q2 , but on a squared electron momentum on the mass-shell,
p2 = a) and (h) factorizes into two 1-loop topologies.
Fig. 5 contains all the 12 independent 4-denominator topologies; again, only the
topologies (a)(d) correspond to genuine 2-loop vertex topologies, while (e) corresponds to
a vacuum polarization, (f)(h) are constants and (i)(l) factorize into two 1-loop topologies.
Finally, Fig. 6 contains all the 6 independent 3-denominator topologies; (a) corresponds
to a vacuum polarization, the others are constants or factorizable.
At the 2-denominator level, the only topology giving a nonvanishing contribution
corresponds to the product of two 1-loop tadpoles with squared mass a shown in Fig. 6(g).
298
Fig. 5. The set of 12 independent 4-denominator (sub)topologies coming from the 5-denominator topologies of
Fig. 4.
Fig. 6. The set of 6 independent 3-denominator (sub)topologies, (a)(f), coming from the 4-denominator
topologies of Fig. 5 and the only nonvanishing topology at 2-denominator level, (g), product of two tadpoles
of squared mass a.
2.1. The MIs

For each independent topology we write the identities among the integrals of the
associated family and solve them in terms of MIs according to the previous discussion,
see Section 2. The resulting MIs are shown in Fig. 7. The MIs are represented with a
299
Fig. 7. The set of 16 master integrals (MIs). As explained in Section 2.1, the diagrams shown are a
graphical representation of the corresponding D-regularized integral. A dot on a propagator line means that
the corresponding propagator is squared and an explicitly written scalar product means that the corresponding
D-regularized integral has that scalar product in the numerator of the integrand.
graph very much equal to the graph representing their topology, but occasional with some
decoration. When no decoration is present, the corresponding MI is nothing but the
corresponding full scalar graph (first power of all the propagators, numerator equal to 1);
that is the case, for instance, of (a), (c), (e), etc. of Fig. 7. When a propagator line is
decorated with a dot, it appears squared in the MI, as in the case of (d), (h) of Fig. 7.
Finally, the decoration can be a scalar product involving at least one loop momentum; the
scalar product appears in the numerator of the integrand of the corresponding MI, as in (b),
(e), etc. of Fig. 7.
As anticipated, there are topologies with two MIs, as the topology (b) of Fig. 3 which
has the two MIs (a), (b) of Fig. 7, topologies with a single MI, as (a) of Fig. 5 which has the
MI (i) of Fig. 7, and topologies without MIs, i.e., topologies whose associated integrals can
all be expressed in terms of the MIs of their subtopologies; that is the case, for instance, of
the topology (a) of Fig. 3.
300
As a last remark, let us recall that there is some arbitrariness on the actual scalar
integrals to be chosen as MIs; in the case of Fig. 7 some of the MIs correspond to graphs
decorated with dots, other to graphs decorated by scalar products. The choice, by no means
mandatory but rather somewhat accidental, was suggested by the convenience of later use.
3. Calculation of the MIs. The system of differential equations

Once all the MIs of a given topology are obtained, the problem of their calculation
arises. We will address the problem by the differential equations method, which turns out
to be a really very powerful tool. The use of differential equations in one of the internal
masses was first proposed out in [12], then extended to more general differential equations
in any of Mandelstam variables in [13] and successively used in [14] for the MIs of the
sunrise diagram with arbitrary internal masses. An application to the 4-point functions
with massless internal propagators was worked out in [8] for the 2-loop case and it brought
to the complete evaluation of the master integrals for the planar [8,15,16] and nonplanar
topologies [17]. In this paper, we will write (and solve) the differential equations in the
momentum transfer in the case of 3-point functions with massive fermionic propagators in
QED, keeping the external electron legs on the mass shell.
Let us summarize briefly the idea of the method. To begin with, consider any scalar
integral F (si ) (we will be interested here in the MIs, but what follows applies to any scalar
integral as well) defined as

n
D D S1n1 Sq q
d k1 d k2 m1
;
F (si ) =
(17)
D1 Dtmt
F (si ) depends in general on the three external kinematical invariants s1 = p12 , s2 = p22
and s3 = Q2 = (p1 + p2 )2 , where p12 , p22 will be later constrained on the mass shell
p12 = p22 = a.
Let us construct the following quantities:
Oj k (si ) = pj
F (si ).
pk
(18)
As F (si ) depends on the Mandelstam invariants si , by the chain differentiation rule we

have
s

Oj k (si ) = pj
(19)
F (si ) =
a,j k (sl )
F (si ),
s
s
pk
where the functions a,j k (sl ) are linear combinations of the Mandelstam invariants si .
As j and k take the two values 1, 2 we obtain in that way a system of 4 linear equations
(not all linear independent), which we can solve for the three derivatives s F (si ); we have
in particular

+
B
p
F (si ),
F
(s
)
=
A
p
+
p
+
p
(20)
i
1
2
1
2
Q2
p1
p2
p2
p1
301
where

1 1
1
A=
+
,
4 Q2 Q2 + 4a

1
1 1
.
B=
4 Q2 Q2 + 4a
(21)
(22)
Assume now that F (si ) is a master integral for some given topology. We can now
substitute the right-hand side of Eq. (17) in the right-hand side of Eq. (20) and perform the
direct differentiation of the integrand. It is clear that we obtain a combination of several
integrals, all belonging to the same topology as F (si ); therefore, we can use the solutions
of the IBP and other identities for that topology and express everything in the r.h.s. of
Eq. (20) in terms of the MIs for the considered topology and its subtopologies. If there
are several different MIs for that topology, the procedure can be repeated for all the other
MIs as well. In so doing one obtains a system of linear differential equations in Q2 for
F (si ) and the other MIs (if any), expressing their Q2 -derivatives in terms of the MIs of
the considered topology and of its subtopologies; due to the presence of the MIs of the
subtopologies the equations are in general nonhomogeneous.
At this point we can impose the mass-shell conditions, and the general structure of the
system reads

Mi D, a, Q2 =
Aj D, a, Q2 Mj D, a, Q2
2
Q
j

Bk D, a, Q2 Nk D, a, Q2 ,
(23)
where the Mi (D, a, Q2 ) are the MIs of the topology with the electron legs on the massshell, Nk (D, a, Q2 ) the MIs of the subtopologies, we have made explicit the dependence
on D for later use (note that the above equations are exact in D) and the coefficients
Aj (D, a, Q2 ), Bk (D, a, Q2 ) are rational factors depending on D, Q2 and the electron
squared mass a. As will be apparent by the examples, the singularities of Aj (D, a, Q2 ),
Bk (D, a, Q2 ) in the variable Q2 , such as 1/(Q2 + 4a) and 1/Q2 , and correspond to the
thresholds and pseudothresholds of the corresponding Feynman graphs.
It is clear that the procedure can be repeated in principle for the other Mandelstam
variables as well. We are not interested in this further equations, as in the case we are
considering the other Mandelstam variables are the invariant masses of the electrons, which
we keep frozen on the mass-shell.
As already observed, the Eqs. (23) for the MIs Mi (D, a, Q2 ) of a given topology are
not homogeneous, as they may involve the MIs Nk (D, a, Q2 ) of the subtopologies. It is
therefore natural to proceed bottom up, starting from the equations for the MIs of the
simplest topologies (i.e., with less denominators), solving those equations and using the
results within the equations for the MIs of the more complicated topologies with additional
propagators, whose nonhomogeneous part can then be considered as known.
302
3.0.1. The boundary conditions

Some comments on boundary conditions. As already observed, the coefficients of
the differential equations Eq. (23) are in general singular at Q2 = 0 and Q2 = 4a;
correspondingly, the solutions of the equations can have a singular behavior in those points.
But we know that the Vertex integrals are regular in Q2 at Q2 = 0 when the electron lines
are on the mass shell, a qualitative result which can easily verified, when needed, by direct
inspection of the very definition of the amplitudes as loop integrals. It turns out that the
qualitative information provided by the regularity behavior (implying the absence, in the
Q2 0 limit, of terms in 1/Q2 or ln Q2 ) is completely sufficient for the quantitative
determination of the otherwise arbitrary integration constants which naturally arise when
solving a system of differential equations.
3.1. Laurent series expansion in
The system of differential equations (23) is exact in D, but we are interested, in any
case, on the Laurent expansion of the solutions in powers of = (4 D)/2. It turns out
that our 2-loop integrals have up to a double pole in (which can be of ultraviolet or
infrared origin), so that quite in general we will expand the two loop MIs as
n

(j )
Mi D, a, Q2 =
j Mi a, Q2 + O (n+1) ,
(24)
j =2
where n is the required order in . We will present for all the considered integrals the
coefficients of the expansion up to the zeroth order included. In some cases, however,
we had to expand intermediate results up to the term of fourth order in . That depends on
the fact that some of the MIs, which appears in the nonhomogeneous part of a system of
differential equations for more complicated MIs, can be multiplied by coefficients which
are also singular in .
When expanding systematically in all the MIs (including those appearing in the
nonhomogeneous part) and all the D-dependent coefficients of Eq. (23), one obtains a
system of chained equations formed by the equations valid for each power of . The
first equation corresponds to the coefficient of double pole in of the equation, and
involves only the coefficients Mi(2) (a, Q2 ) as unknown; the next equation, corresponding
(1)
to the single pole in , involves the Mi (a, Q2 ) as unknown, but can in general
(2)
involve Mi (a, Q2 ) if some of the coefficients contains a power of ; such a term in
(2)
Mi (a, Q2 ) can be considered as known once the equation for the double pole has
been solved. For the subsequent equations we have the same structure: they involves the
(j )
coefficient Mi (a, Q2 ) at the order j in as unknown and the previous coefficients as
known nonhomogeneous terms.
Let us note that the homogeneous part of all the equations arising from the expansion
of Eq. (23) is always the same and obviously identical to the homogeneous part of Eq. (23)
at D = 4, i.e., = 0. It is natural to look for the solutions of the chained equations by means
of the Eulers method of the variation of the constants, using repeatedly the solutions of
the homogeneous equation, as we will show in some examples in the next section.
303
General algorithms for the solution of the homogeneous equations are not available; it
turns out however that in all the cases considered in this paper the homogeneous equations
at D = 4 have almost trivial solutions, so that Eulers formula can immediately be written.
With the change of variable

Q2 + 4a Q2
,
x=
(25)
Q2 + 4a + Q2
all integrations can further be carried out in closed analytic form, the result being
a combination of the harmonic polylogarithms introduced in [5] (see also [6] for
their numerical evaluation), a generalization of the already widely used Nielsens
polylogarithms [2,3].
As a last remark some comments on the arbitrariness of the choice of the MIs. For
the topologies we considered, we had at most 2 MIs, which means that we had to solve
in principle a linear system of two equations or an equivalent second-order differential
equation. However, the freedom in the explicit choice of the MIs can play an essential role
in simplifying the calculation. It turns out, in fact, that if we choose the two MIs with a
different leading singular behavior in , the system of the two coupled first-order linear
differential equations does in fact decouple.2 As a result, instead of solving a second-order
differential equation we can solve simply two first-order equations. We will show how to
exploit this possibility in the solution of the systems considered in Sections 4.2 and 4.3.
4. Explicit calculations
In this section the equations for three topologies and their solutions are discussed in
some details. We chose a 4-, a 5- and a 6-dominator topology, shown respectively in
Figs. 5(a), 6(a) and 3(b), to illustrate the algorithm for the solution of the corresponding
system of differential equations.
The 4-denominator topology is the simpler among the three cases, since it has only
one MI. Correspondingly, the system in Eq. (23) reduces to a single first-order linear
differential equationwhose solution is therefore trivial.
The other two topologies are more difficult. They have both two MIs and therefore, in
both cases, we must solve in principle a system of two first-order coupled linear differential
equations. As we have already remarked in Section 3.1, the explicit form of the system
depends on the choice of the pair of MIs. Indeed, we choose in both cases two MIs with
different leading behavior in , such that the system decouples order by order in .
Before to go on, two remarks have to be done.
The first one is the following. We are interested in really 2-loop diagrams, but, as we
have seen, in the reduction to the MIs we encountered topologies which factorize in the
2 The decoupling can be, in some cases, exact in , which means that a combination of integrals diagonalize
the system without expanding it in powers of . More in general, the homogeneous equation at D = 4 is brought
to acquire a triangular form, with the first differential equation which contains only one of the MIs and the second
equation which involves both MIs.
304
product of two 1-loop topologies. In particular, two MIs have this structure; they are shown
in Fig. 7(k) and (p) and they consist respectively in a product of two bubbles in the Qchannel and of one bubble in the Q-channel and a tadpole. The same algorithm explained
in Sections 2 and 3 was applied, therefore, to the 1-loop problem and the results are shown
in Appendix B, where we discuss in particular the solution of the differential equation for
the bubble with two massive propagators with equal squared mass a.
The second remark concerns the 3-denominator MIs. They constitute the simplest
nontrivial 2-loop topologies of the entire pyramid of MIs, and thus they are present in the
nonhomogeneous part of the systems of differential equations for all the other topologies.
For the two MIs of the sunrise with two equal-mass and one mass-less propagator,
Fig. 7(m) and (n), a system of two nonhomogeneous first-order differential equations
can be established, the nonhomogeneous part consisting essentially on the product of
two massive 1-loop tadpoles, times a ratio of polynoms in Q2 , a and . But, if we
consider the Sunrise with two mass-less propagators, analogous to that one in Fig. 7(o),
but with the external leg off-shell, this is no longer possible. The resulting system is,
in fact, homogeneous, as we can understand from the fact that contracting a propagator
line we have at least a product with a mass-less tadpole, which vanishes in dimensional
regularization. In this case the conditions of regularity of the integrals in Q2 = 0 are
not sufficient to determine the boundary conditions, as explained in Section 3.0.1. In this
situation we are forced to evaluate the integrals by direct integration, as we did for the MI
in Fig. 7(o); but that is not a problem, given the simplicity of the integrals.
4.1. The full calculation for the topology in Fig. 5(a)
The topology in Fig. 5(a) has only one MI. We choose the simpler one, i.e., the scalar
integral itself, Fig. 7(e):

F , a, Q2 =
2(4D)
= 0

d D k1 d D k2
1
,
D1 D2 D14 D15
(26)
where the explicit expressions of the denominators Di are given in Appendix A.

The first-order linear differential equation in the variable Q2 , which we obtain by the
methods described in the previous sections, reads

dF (, a, Q2 )
1 1
(1 2)
=
F , a, Q2
2
2
2
2 Q
dQ
(Q + 4a)

(2 3) 1
1
(27)
,
4a
Q2 (Q2 + 4a)
where the 3-denominator diagram on the nonhomogeneous part of the equation is the MI
of Fig. 7(o), function only of the squared mass a; its expansion in Laurent series of is
given in Eqs. (84)(86).
As we can notice, from Eq. (27) we see that its solutions can be singular at Q2 = 4a
and Q2 = 0. The integral we are considering, Eq. (26), is indeed singular at the physical
threshold Q2 = 4a, but regular at the pseudothreshold Q2 = 0. This allows us to get the
305
initial condition directely from the differential equation. In fact, multiplying Eq. (27) for
Q2 and taking the limit Q2 0, the left-hand side simply vanishes; the right-hand side
gives us:

(2 3)
F , a, Q2 = 0 =
2a
(28)
Even if in this particular case it is possible to find a solution of Eq. (27) exact in
D = 4 2, [18], in this section we look for a solution expanded in Laurent series of :
0

F , a, Q2 =
i Fi a, Q2 + O().
(29)
i=2
The homogeneous equation at D = 4, i.e., = 0, is

df (a, y)
1 1
1
f (a, y),
=
dy
2 y (y + 4a)
(30)
whose solution is

f (a, y) = k 1 +
4a
,
y
(31)
where k is a normalization constant.

Order by order in , we obtain the solution of the nonhomogeneous equation by
means of the method of the variation of the constant k (Eulers method). Substituting,
into Eqs. (27), (29) and the expansion in of the 3-denominator integral on the
nonhomogeneous part, Eq. (83), the result reads as follows:

Fi a, Q2 =
Q2
1
4a
dy
Fi1 (a, y)
1+ 2
Q
y + 4a
1 + 4a/y

1
1
1 1
3 1
Ci +
Ci1 + ki ,
2a y y + 4a
4a y y + 4a
(32)
where the explicit values of the constants Ci are given in Eqs. (84)(86).
The determination of the constants ki is made by imposing that the solution, Eq. (32)
satisfies the initial condition, Eq. (28), or, which is the same thing, imposing the regularity
of the solution at Q2 = 0.
It is then useful to express the result in terms of the variable x, defined in Eq. (25). The
explicit form of the solution up to the zeroth order in is given in Eqs. (104)(106).
4.2. The full calculation for the topology in Fig. 4(a)
The topology in Fig. 4(a) has two MIs. In order to decouple the system of differential
equations order by order in , we choose the couple of MIs given by Fig. 7(c) and (d), i.e.,
306
the fully scalar integral and the scalar integral with a squared propagator:

F1 , a, Q
F2 , a, Q
= 2(4D)
0
= 2(4D)
0

d D k1 d D k2
1
,
D1 D2 D9 D14 D15
(33)

d D k1 d D k2
1
.
2
D1 D2 D9 D14 D15
(34)
The corresponding system of first-order linear differential equations in the variable Q2

reads

dF1 (, a, Q2 )
1 1
(1 2)
=
+
F1 , a, Q2
2
2
2
2 Q
dQ
(Q + 4a)

F2 , a, Q2 + (1) , a, Q2 ,
(35)

2
2

dF2 (, a, Q )
1
1
=
F1 , a, Q2
2
2
2
dQ
2a Q
(Q + 4a)

1
(1 + 2)
(36)
+
F2 , a, Q2 + (2) , a, Q2 ,
2
2
Q
(Q + 4a)
where the functions (i) (, a, Q2 ) are the following combinations of MIs:

(1) , a, Q2
=
1 (1 3)(1 2)
2aQ2
(1 4)

1 (1 2)2 (3 4)
(3 20 2 + 16 3 )
+
2 16a 2(1 4)Q2

16a 2(1 4)(Q2 + 4a)

(11 108 + 256 2 168 3) 3(5 16 + 12 2)
+
4a(1 4)(Q2 + 4a)2
(Q2 + 4a)3

1 3(1 2)2 (1 )
3(1 2)2 (1 )
3
2
16a (1 4)Q
16a 3(1 4)(Q2 + 4a)

3(1 4 2 + 4 3 )
9(1 3 + 2 2 )
2
4a (1 4)(Q2 + 4a)2
a(Q2 + 4a)3

(3 5 + 2 2 )
(3 5 + 2 2 )
16a 3(1 4)Q2 16a 3(1 4)(Q2 + 4a)

(2 7 + 5 2 )
(3 9 + 6 2 ) 2
2
T (, a),
4a (1 4)(Q2 + 4a)2
a(Q2 + 4a)3
(k1 k2 )
(37)
307

(2) , a, Q2

(1 2)(1 3) 1
1
=
2a 2 (1 4)
Q2 (Q2 + 4a)

1
(1 2)(1 3)
1
1
4a
4aQ2 4a(Q2 + 4a) (Q2 + 4a)2
(1 2)(1 3)(2 3)

8a 2(1 4)

1
1
1
4aQ2 4a(Q2 + 4a) (Q2 + 4a)2

1
(1 )(1 2)
1
1
+
4a 2
4aQ2 4a(Q2 + 4a) (Q2 + 4a)2

(1 2)(1 11 + 12 2) 1
1
32a 3(1 4)

Q2 (Q2 + 4a)
(1 2) (3 4)(1 4) (3 36 + 296 2 288 3 )
4
16a 2Q2
16a 2(1 4)(Q2 + 4a)2

3(1 16 + 20 2 )
3(5 6)(1 6)
+
2a(1 4)(Q2 + 4a)3
(Q2 + 4a)4

3(1 )(1 2)(1 + 4) 1
1
64a 4(1 4)

Q2 (Q2 + 4a)
(1 6 + 24 2 )
3(1 )(1 2) (1 4)
+
2a
16a 2Q2
16a 2(1 4)(Q2 + 4a)2

(1 7 + 36 2 )
3(1 6)
+
(k1 k2 )
2a(1 4)(Q2 + 4a)3 (Q2 + 4a)4

1
(1 )(3 31 + 122 2 104 3) 1
128a 4(1 4)

Q2 (Q2 + 4a)
(1 ) (1 4) (3 32 + 130 2 120 3)

+
2a
16a 2Q2
16a 2(1 4)(Q2 + 4a)2

(3 29 + 134 2 168 3) 3(1 2)(1 6)
T 2 (, a),
+
+
2a(1 4)(Q2 + 4a)3
(Q2 + 4a)4
+
(38)
where T (, a) stands for the tadpole explicitly defined in Eq. (70).
For what initial conditions are concerned, we know that F1 (, a, Q2 ) is analytic in
2
Q = 0. For Euclidean momenta, the limit Q2 0 (which implies Q 0) can be
recovered by the limit p2 p1 . Taking this limit directly within the integrand of Eq. (33)
308
we obtain

F1 , a, Q2 = 0 =
=
(2 3)(1 3)
2a 2(1 4)
(1 )2 (1 2) 2
T (, a).
2a 3 (1 2)
(39)
Once we have the initial condition for F1 (, a, Q2 ), we can calculate the initial
condition for the second MI, F2 (, a, Q2 ), directly from Eq. (35). In fact, because of the
analyticity of F1 (, a, Q2 ) in Q2 = 0, we can multiply Eq. (35) by Q2 and take the limit
Q2 0. The left-hand side vanishes and we find the following relation:

3(1 3)(2 3)
F2 , a, Q2 = 0 =
8a 3 (1 4)
(16 4 16 3 76 2 + 226 171) 2
T (, a).
(40)
32a 4
We look for a solution of the system of Eqs. (35) and (36) in terms of the coefficients of
the Laurent series in :
+
0

F1 , a, Q2 =
i Fi(1) a, Q2 + O(),
(41)
i=2
F2 , a, Q
(2)
i Fi

a, Q2 + O().
(42)
i=2
As immediately seen by direct inspection of Eqs. (35), (36), the systematic expansion
in powers of gives a triangular system in which the second equation, at order i
in the expansion, consists of a homogeneous part with Fi(2) (a, Q2 ) only, and a
nonhomogeneous part which contains expansion terms of order lower than i. The first
(1)
(1)
(2)
equation for Fi (a, Q2 ), on the contrary, contains both Fi (a, Q2 ) and Fi (a, Q2 ) in
the homogeneous part; but as a first step we can solve the second equation for Fi(2) (a, Q2 ),
substitute the result in the first equation and split again the first equation in a new
(1)
homogeneous part, which now involves only Fi (a, Q2 ), and a nonhomogeneous part
which is known. As a result, the original system splits into two homogeneous decoupled
equations, which are

1 1
1
df1 (a, y)
=
+
f1 (a, y),
(43)
dy
2 y (y + 4a)

1
1
df2 (a, y)
=
+
(44)
f2 (a, y),
dy
y (y + 4a)
with solutions
f1 (a, y) =
k1
,
y(y + 4a)
(45)
f2 (a, y) =
k2
.
y(y + 4a)
309
(46)
By means of the Euler method we can find, order by order in , the solution of the
nonhomogeneous system, solving the two first order differential equations in the order of
the two quadrature formulas:

(2)
Fi a, Q2 =

(1)
Fi a, Q2 =

Q2
1 1
1
(1)
dy
y(y
+
4a)
F (a, y)
2a y (y + 4a) i2
Q2 (Q2 + 4a)

2
(2)
(2)
(2)
Fi1 + i (a, y) + ki ,
(47)
(y + 4a)
1
Q2

dy y(y + 4a)
+ 4a)

(1)
(1)
+ i (a, y) + ki ,
Q2 (Q2
1
(1)
(2)
F Fi (a, y)
(y + 4a) i1
(48)
where, for simplicity, we put:

0

(1)
(1) , a, Q2 =
i i a, Q2 + O(),
(49)
i=2
0

(2) , a, Q2 =
i i(2) a, Q2 + O().
(50)
i=2
The determination of the constants ki(1) and ki(2) is made imposing the initial conditions
Eqs. (39), (40). The solution, expressed in terms of the variable x, is given in Eqs. (136)
(138).
4.3. The full calculation for the topology in Fig. 3(b)
The topology in Fig. 3(b) has two MIs. We choose the MIs corresponding to Fig. 7(a)
and (b), i.e., the fully scalar integral and the scalar integral with the scalar product (k1 k2 )
in the numerator of the integrand. Also in this case the choice of the MIs diagonalizes the
system in the limit 0.

F1 , a, Q2 =
= 0

F2 , a, Q2 =
(k1 k2 )
2(4D)
2(4D)
= 0

d D k1 d D k2

d D k1 d D k2
1
, (51)
D1 D2 D9 D11 D14 D15
k1 k2
.
D1 D2 D9 D11 D14 D15
(52)
310
The system of first-order linear differential equations is the following:

dF1 (, a, Q2 )
1
(1 2)
2
,
a,
Q
=
(1
+
2)
+
F
1
dQ2
Q2 (Q2 + 4a)

2 1
(1 2)
F2 , a, Q2 + (1) , a, Q2 ,
a Q2 (Q2 + 4a)

(1 2) 1

dF2 (, a, Q2 )
1
2
F2 , a, Q2
,
a,
Q
=
F
+
1
2
2
2
dQ
2
Q
(Q + 4a)

(2)
2
+ , a, Q ,
where the functions (i) (, a, Q2 ) are defined as follows:

(1) , a, Q2

1
1
=
a Q2 (Q2 + 4a)

3(1 2) 4a
1
1
+
8a 2
Q4 Q2 (Q2 + 4a)

3(2 3) 4a
1
1
+
+
4a 3
Q4 Q2 (Q2 + 4a)
(p2 k1 )

5(1 3) 1
1
+
4a 2
Q2 (Q2 + 4a)

5 1
1
+
2a Q2 (Q2 + 4a)

3(1 2)(1 3) 1
1
4a 2 (1 4)
Q2 (Q2 + 4a)
(1 2)(1 3) 1
1
4a
16a 2
Q2 (Q2 + 4a) (Q2 + 4a)2

(17 116 + 248 2 128 3) 1
1
64a 3(1 4)

Q2 (Q2 + 4a)
(53)
(54)
(3 4)(1 4)(1 22) 1

64a 2 2
Q4
1
(3 162 + 968 2 2240 3 + 1536 4)
64a 2 2 (1 4)
(Q2 + 4a)2
311
1
3(1 2)(1 + 34 140 2 + 120 3)
8a 2(1 4)
(Q2 + 4a)3

3(1 2)(5 6)(1 6)
1
4 2
(Q2 + 4a)4

2
3(1 )(9 2 112 ) 1
1
+
64a 4(1 4)

Q2 (Q2 + 4a)
3(1 )(1 4)(1 22) 1
32a 3 2
Q4
+
3(1 )(1 48 + 196 2 128 3)

1
32a 3 2 (1 4)
(Q2 + 4a)2
1
3(1 )(1 2)(1 37 + 96 2 )
4a 2 2 (1 4)
(Q2 + 4a)3

1
9(1 )(1 2)(1 6)
+
(k1 k2 )
2a 2
(Q2 + 4a)4

4a
1
(1 2)(1 3)(2 3) 1
+
32a 3(1 4)
Q2 (Q2 + 4a) (Q2 + 4a)2

3(2 3) 4a
1
1
+
16a 3
Q4 Q2 (Q2 + 4a)

3(2 3) 4a
1
1
+
32a 3
Q4 Q2 (Q2 + 4a)

(1 )(3 89 + 436 2 576 3 + 16 4) 1
1
128a 4 2 (1 2)(1 4)

Q2 (Q2 + 4a)
+
(1 )(3 84 + 310 2 208 3)

(1 )(1 38 + 100 2) 1
32a 3(1 2)

Q4
32a 3 2 (1 4)
1
(1 )(3 89 + 374 2 408 3)
1
2
2
2
2
2
(Q + 4a)
8a (1 4)
(Q + 4a)3

1
3(1 )(1 2)(1 6)
T 2 (, a),
2
2
2a
(Q + 4a)4

(2) , a, Q2

=

(1 2)(1 4) 4a
1
+
+
2
Q4 (Q2 + 4a)
(55)
312
(1 2) 1
8a Q2

(2 3)(1 4) 1
(1 2)(2 3) 1
1
a
Q4
4a 2
Q2 (Q2 + 4a)
(p2 k1 )
1
(1 3)
a
(Q2 + 4a)
(1 2) 1
1
(1 6)
+
2 Q2
2 (Q2 + 4a)
(1 2)(1 3) 1
2a(1 4) Q2

(1 2)(3 4)(1 4) 1

(3 18 + 4 2 + 136 3 160 4) 1
+
16a 2
Q4
64a 2 2 (1 4)
Q2
3(1 2)(5 6)(1 6)
1
+
4 2
(Q2 + 4a)3
+
1
(3 74 + 410 2 816 3 + 504 4)
2
2
8a (1 4)
(Q + 4a)2

(3 18 + 36 2 + 40 3 96 4)
1
64a 2 2 (1 4)
(Q2 + 4a)

3(1 ) (1 2)(1 4) 1
(1 32 2 + 72 3 ) 1
1
4a
2a 2
Q4
16a 2(1 4)
Q2 (Q2 + 4a)
1
3(1 2)(1 6) 2
(Q + 4a)3

2
(1 5 + 4 + 12 3 )
1
(k1 k2 )
2a(1 4)
(Q2 + 4a)2

(1 2)(2 3)(1 3) 1

1
16a 2(1 4)

Q2 (Q2 + 4a)2

(2 3)(1 4) 1
8a
Q4

(1 2)(2 3) 1
1
8a
Q2 (Q2 + 4a)2

(1 )(1 4) 1
(1 )(1 2) 1
1
+
+
2a
Q4
8a 2
Q2 (Q2 + 4a)2

(1 ) (1 4) 1
(3 25 71 2 + 58 3 + 32 4 )
+
2a
4a(1 2) Q4
16a 2 2 (1 2)(1 4)

1
1
1
3(1 2)(1 6)
Q2 (Q2 + 4a)
2
(Q2 + 4a)3

1
3(1 7 + 14 2)
T 2 (, a).
4a 2(1 4) (Q2 + 4a)2
313
(56)
For what concerns initial conditions, we know that F1 (, a, Q2 ) is analytic in Q2 = 0.

For Euclidean momenta, the limit Q2 0 (which implies Q 0) can be recovered by
the limit p2 p1 . Taking this limit directly within the integrand of Eq. (51) we have:

F1 , a, Q2 = 0
=
=
+
3(2 3)(1 3)

4a 3(1 4)(1 + 2)
3(2 3)(1 3)

64a 3
(1 )2 (9 + 3 160 2 196 3) 2

T (, a).
64a 4(1 2)(1 + 2)
(57)
We can find the initial condition for F2 from Eq. (53), multiplying by Q2 and taking the
limit Q2 0, or performing the limit directly inside the integral of Eq. (52). What we get
is the following expression:

(2 3)(1 3)
F2 , a, Q2 = 0 =
8a 2
+
(2 3)(1 3)
32a 2 2
(1 )2 (3 15 + 16 2) 2

T (, a).
32a 3 2 (1 2)
(58)
We look for a solution of the system of Eqs. (53) an (54) expanded in Laurent series
of :
0

(1)
F1 , a, Q2 =
i Fi a, Q2 + O(),
(59)
i=2
0

F2 , a, Q2 =
i Fi(2) a, Q2 + O().
(60)
i=2
According to the previous remarks, the solution can be built, order by order, by the
method of the variation of the constants of the associated homogeneous system, which
reads

1
1
df1 (a, y)
=
+
f1 (a, y),
(61)
dy
y (y + 4a)

1 1
1
df2 (a, y)
=
+
(62)
f2 (a, y).
dy
2 y (y + 4a)
314
As we can see, the homogeneous system is completely diagonalized in the limit 0.

The solution of the system is the following:
k1
,
y(y + 4a)
k2
f2 (a, y) =
.
y(y + 4a)
f1 (a, y) =
(63)
(64)
By means of the Eulers method we can find, order by order in , the solution of the
nonhomogeneous system:

(1)
Fi a, Q2 =

Fi(2) a, Q2 =

Q2
1
1
(1)
dy
y(y
+
4a)
2
+
F (a, y)
y (y + 4a) i1
Q2 (Q2 + 4a)

4
1
2 1
(1)
(2)
+
Fi2 (a, y)
F (a, y)
(y + 4a)
a y (y + 4a) i1

4
(2)
(65)
Fi2
(a, y) + i(1)(a, y) + ki(1) ,
a(y + 4a)
1
Q2
(1)
(a, y)
dy y(y + 4a) Fi1
Q2 (Q2 + 4a)

1
1
(2)
(2)
(2)
+
Fi1 (a, y) + i (a, y) + ki ,
y (y + 4a)
(66)
where, for simplicity, we put:

0

(1)
(1) , a, Q2 =
i i a, Q2 + O(),
(67)
i=2
0

(2) , a, Q2 =
i i(2) a, Q2 + O().
(68)
i=2
(1)
(2)
The determination of the constants ki and ki is made imposing the initial conditions
Eqs. (57), (58). The solution, expressed in terms of the variable x, is given in Eqs. (143)
(145).
5. Results for the MIs

We list in this section all the MIs necessary for the calculation of the 2-loop vertex
diagrams of Fig. 1.
We give them as a Laurent series in = (4 D)/2 and we express the coefficients of the
series in terms of harmonic polylogarithms of the variable x, already introduced in Eq. (25)

Q2 + 4a Q2
.
x=
Q2 + 4a + Q2
315
For brevity we present the results only up to the zeroth order in , but of course the method
allows us to calculate any order in . All the coefficients of the expansion depend of
course on a and Q2 (or the above variable x); for reducing the size of the formulas, we
will not write anymore the dependence of the coefficients on those variables. The analytic
results are expressed in terms of harmonic polylogarithms of argument x. Definition,
notation and properties of the harmonic polylogarithms can be found in [5,6].
The scale 0 is the regularization scale and a = m2e is the only mass involved (in our
case the mass of the electron).
The explicit values of the Di is given in Appendix A.
For what concerns the normalization of our integrals, we define the 1-loop tadpole with
mass a as

D 1
2(4D)
.
d k 2
T (, a) = 0
(69)
k +a
We further define {d D k} in order to have3

a
a
,
T (, a) =
( 1)
20
so that

dDk =
dDk

/ 3
D
2
D
2
(70)
(71)
with D = 4 2, = (4 D)/2.

5.1. Topologies with t = 3
= 2(4D)
0

=
a
20
D D
d k1 d k2
2
0
i Ai + O(),
i=2
2(4D)
(k1 k2 ) = 0

=
a
20
1
D2 D6 D16
D D k1 k2
d k1 d k2
D2 D6 D16
2
0
i Bi + O().
(72)
(73)
(74)
(75)
i=2
As already said above, from now on we write for short Ai , Bi instead of Ai (a, Q2 ), and
Bi (a, Q2 ). Referring to [18] for more details, we find
A2
= 1,
a
(76)
3 With this normalization the tadpole T (, a) of the present paper is 4 times the corresponding quantity of
[13,14,19].
316

5 1
A1
1
= x+
,
a
2 4
x

11 13 1
1 1
2
A0
=
+x 1+
x
H (0, x)
a
4
8 x
2 x
(1 x)

1
1
+
H (0, 0, x),
+2 1
(1 x) (1 x)2

1
B2
1
= x+
,
a2
4
x

1 1
1 1
B1
2
+x ,
=
+x
a2
24 x 2
24 x

B0
1
1
11
1
1
2
2
+x 1
=
13 2 + x 11
H (0, x)
a2
12 48
x
x
2
(1 x)

1
1
1
2
x
H (0, x)
12 x 2
x

1 1
2
2
+
+x
+
H (0, 0, x).
2 x
(1 x) (1 x)2
2(4D)
= 0

a
=
20
D D
d k1 d k2
2
0
1
D1 D2 D15
i Ci + O(),
(77)
(78)
(79)
(80)
(81)
(82)
(83)
i=2
As mentioned in Section 5, we calculated this MI directly by means of Feynman

parameters. We found
C2
1
= ,
a
2
C1 5
= ,
a
4
11
C0
= 2 (2).
a
8
= 2(4D)
0

=
a
20
(84)
(85)
(86)
D D
d k1 d k2
2
0
1
D6 D7 D12
i Ei + O(),
(87)
(88)
i=2
where
E2
= 1,
a
(89)

2
E1
= 3 + 1
H (0, x),
a
(1 x)

2
E0
= 7 1
(2) 3H (0, x) H (0, 0, x) + 2H (1, 0, x) .
a
(1 x)
2(4D)
= 0
a
=
20

d D k1 d D k2
2
0
1
D6 D7 D15
i Fi + O(),
317
(90)
(91)
(92)
(93)
i=2
where [19]
3
F2
= ,
a
2
17
F1
= ,
a
4
F0
59
= .
a
8
(94)
(95)
(96)

= 2(4D)
0

=
a
20
D D
d k1 d k2
2
0
1
D6 D7 D12 D13
i Gi + O(),
(97)
(98)
i=2
where
G2 = 1,
2
G1 = 4 2 1
H (0, x),
(1 x)

2
G0 = 12 + 2 1
(1 x)

(2) 4H (0, x) + 2H (1, 0, x)
2(4D)
= 0
a
=
20
D D
d k1 d k2
2
0
i=2
(99)
(100)

2
H (0, 0, x) .
(1 x)
1
D1 D2 D14 D15
i Ii + O(),
(101)
(102)
(103)
318
where
1
I2 = ,
2

2
5
I1 = 1
H (0, x),
2
(1 x)

2
19
+ 2 (2) + 1
2(2) 5H (0, x) 2H (0, 0, x)
I0 =
2
(1 x)

+ 4H (1, 0, x) .
2(4D)
= 0

=
a
20
D D
d k1 d k2
2
0
1
D1 D2 D10 D14
i Ji + O(),
(104)
(105)
(106)
(107)
(108)
i=2
where
1
J2 (x) = ,
(109)
2
5
J1 (x) = ,
(110)
2

1
1
19
(2)H (0, x) + H (0, 0, 0, x) H (0, 0, x).
+2
J0 (x) =
2
(1 x) (1 + x)
(111)
2(4D)
= 0

=
a
20
2
0
a
20
1
D2 D6 D11 D16
i Ki + O(),
(112)
(113)
i=2
2(4D)
= 0
D D
d k1 d k2
D D
d k1 d k2
2
0
1
2 D
D2 D6 D11
16
i Li + O(),
(114)
(115)
i=2
where
1
K2 = ,
2
(116)
5
K1 = ,
2

1
1
19
2 (2) + 2
K0 =
(2)H (0, x) + H (0, 0, 0, x)
2
(1 x) (1 + x)
H (0, 0, x),
1
aL2 = ,
2

1
2
aL1 = 1 + 1
H (0, x),
2
(1 x)

2
1
(2) + 2H (0, x) + 7H (0, 0, x) + 2H (1, 0, x)
aL0 = 2 + 1
2
(1 x)

3H (1, 0, x) + 10H (0, 0, x).
2(4D)
= 0

=
a
20

d D k1 d D k2
2
0
1
D6 D7 D14 D15
i Mi + O(),
319
(117)
(118)
(119)
(120)
(121)
(122)
(123)
i=2
2(4D)
(p2 k1 ) = 0

=
a
20
D D
d k1 d k2
2
0
p2 k1
D6 D7 D14 D15
i Ni + O(),
(124)
(125)
i=2
where
1
M2 = ,
(126)
2

2
5
M1 = 1
(127)
H (0, x),
2
(1 x)

2
19
2 (2) + 2 1
(2) 5H (0, x) + 2H (1, 0, x)
M0 =
2
(1 x)

1
1
2
H (0, 0, x) +
+
(2)H (0, x) + H (0, 0, 0, x) ,
(1 x)
(1 x) (1 + x)
(128)

1
N2 1
1
= +
(129)
x+
,
a
8 16
x

9
1
1
1
1
N1
=
H (0, x),
2+x +
4+x
H (0, x) +
(130)
a
32
x
8
x
(1 x)
320

1
N0 63 (2) 63
=
+
+
1 + 16(2) x +
a
32
2
64
x

1
(2)
9
(16 + (2))
H (0, x)
32 + 9x
H (0, x) +
(1 x) 16
x
4(1 x)

(2)
1
1
4
H (0, 0, x)
H (0, x) 2
4(1 + x)
4
x (1 x)

1
1
8
+ 4+x
H (1, 0, x)
4
x (1 x)

1
1
1
+
H (0, 0, 0, x).
4 (1 x) (1 + x)
(131)
2(4D)
= 0

=
a
20
2
2(4D)
= 0

=
a
20
D D
d k1 d k2
1
D1 D2 D9 D14 D15
P0 + O(),
D D
d k1 d k2
2
0
(132)
(133)
1
2
D1 D2 D9 D14 D15
i Qi + O(),
(134)
(135)
i=1
where
aP0 =

1
1
17 2(2)
1
4(3)H (0, x) + (2)H (0, 0, x)

2 (1 x) (1 + x)
10
+ 4 (2)H (1, 0, x) + 4H (1, 0, 0, 0, x) 2H (0, 1, 0, 0, x)

2H (0, 0, 1, 0, x) + 4H (0, 1, 0, 0, x) ,
(136)
1
1
1
1
1
a Q1 =
(137)
+
H (0, 0, x),
4 (1 x) (1 x)2 (1 + x) (1 + x)2

1
1
1
1
1
+
a 2 Q0 =
(3) + 5H (0, 0, 0, x)
2
2
4 (1 x) (1 x)
(1 + x) (1 + x)

+ 2H (0, 1, 0, x) 4H (0, 1, 0, x) 4H (1, 0, 0, x) .
(138)
2
321
= 2(4D)
0

=
a
20
D D
d k1 d k2
2
0
1
D1 D2 D9 D11 D14 D15
i Ri + O(),
(139)
(140)
i=1
(k1 k2 ) = 2(4D)
0

=
a
20
2
{d D k1 }{d D k2 }
k1 k2
D1 D2 D9 D11 D14 D15
S0 + O(),
(141)
(142)
where

1
1
1
1
1
+
(3) + (2)H (0, x)
2
2
4 (1 x) (1 x)
(1 + x) (1 + x)

+ 2H (0, 0, 0, x) + 2H (0, 1, 0, x) 2H (0, 1, 0, x) ,
(143)

2
1
1
1
1
37 (2)
1
+ H (0, x)
+
a 2 R0 =
2
2
4 (1 x) (1 x)
(1 + x) (1 + x)
10
4H (1, x) + (3)H (1, x) 2(2)H (0, 0, x)
a 2 R1 =
4 (2)H (1, 0, x) 2(2)H (0, 1, x) 2(2)H (0, 1, x)

+ 4 (2)H (1, 0, x) + 12H (0, 0, 0, 0, x) + 8H (1, 0, 1, 0, x)
8H (1, 0, 0, 0, x) 8H (1, 0, 1, 0, x) + 20H (0, 1, 1, 0, x)
16H (0, 1, 0, 0, x) 12H (0, 1, 1, 0, x) 24H (0, 0, 1, 0, x)
16H (0, 0, 1, 0, x) 12H (0, 1, 1, 0, x) + 8H (0, 1, 0, 0, x)
+ 4H (0, 1, 1, 0, x) 8H (1, 0, 1, 0, x) + 8H (1, 0, 0, 0, x)

+ 8H (1, 0, 1, 0, x) ,
(144)
2
1
1
(2)
(3)H (0, x)
aS0 =
(1 + x) (1 x)
10

+ (2) 2H (1, 0, x) + 3H (0, 1, x)
1
+ H (0, 0, 0, 0, x) + H (0, 1, 0, 0, x) + H (0, 0, 1, 0, x)
2

+ H (0, 1, 0, 0, x) + 2H (1, 0, 0, 0, x) .
(145)
322
6. The 6-denominator reducible diagrams

The other diagrams of Fig. 1 are all reducible diagrams. We give in this section their
result
2(4D)
= 0

=
a
20
D D
d k1 d k2
2
0
(1)
i Fi
1
D1 D2 D9 D10 D14 D15
+ O(),
(146)
(147)
i=2
where

1
1
1
1
1
a
(148)
=
+
H (0, 0, x),
4 (1 x) (1 x)2 (1 + x) (1 + x)2

1
1
1
1
1
(1)
(3) + 2(2)H (0, x)
+
a 2 F1 =
2
2
4 (1 x) (1 x)
(1 + x) (1 + x)

H (0, 0, 0, x) + 4H (1, 0, 0, x) + 2H (0, 1, 0, x) ,
(149)

1
1
1
1
12 2
1
(1)
a 2 F0 =
(2)
+
4 (1 x) (1 x)2 (1 + x) (1 + x)2
5

(3) H (0, x) 4H (1, x) + (2) 7H (0, 0, x) + 2H (0, 1, x)

+ 8H (1, 0, x) + 4H (0, 1, x) + 5H (0, 0, 0, 0, x)
2
(1)
F2
+ 16H (1, 1, 0, 0, x) 4H (1, 0, 0, 0, x) + 8H (1, 0, 1, 0, x)

16H (0, 1, 1, 0, x) + 6H (0, 1, 0, 0, x) + 12H (0, 1, 1, 0, x)
+ 14H (0, 0, 1, 0, x) 12H (0, 0, 1, 0, x) + 12H (0, 1, 1, 0, x)

8H (0, 1, 0, 0, x) 4H (0, 1, 1, 0, x) .
= 2(4D)
0

=
a
20
D D
d k1 d k2
2
0
(2)
1
D1 D2 D9 D10 D11 D15
(150)
(151)
+ O(),
(152)

1
1
1
H (0, x),
8 (1 x) (1 + x)
(153)
i Fi
i=2
where
(2)
a 2 F2 =
323

1
1
1
(2) + 2H (0, x) + 2H (0, 0, x)

8 (1 x) (1 + x)

2H (1, 0, x) + 2H (1, 0, x) ,
(154)

1
3 (2) ln 2
1
(2)
1
(2)
a 2 F0 =
(1 + x)
(1 + x)
4 (1 x) (1 + x)

1
6
(3)
7
8 (1 x) (1 + x) (1 + x)2

3(2)
1 (1 + 2 (2) (1 (2)
H (0, x)
2 (1 x)
(1 + x)
(1 + x)2

1
1
(2)
H (1, x)
4 (1 x) (1 + x)

11
12
1
(2)
+
H (1, x)
+
4 (1 x) (1 + x) (1 + x)2

1
1
1
H (0, 0, x) H (1, 0, x) + H (1, 0, x)
2 (1 x) (1 + x)

7
12
1
1
+
+
H (0, 0, 0, x)
4 (1 x) (1 + x) (1 + x)2

5
7
2
1
+
H (1, 0, 0, x)
2 (1 x) (1 + x) (1 + x)2

5
9
4
1
+
H (0, 1, 0, x)
2 (1 x) (1 + x) (1 + x)2

2
1
1
+
H (0, 1, 0, x)
+
(1 x) (1 + x) (1 + x)2
2
1
1
1
1
H
(1,
0,
0,
x)
+
+
(1 x) (1 + x)2
2 (1 x) (1 + x)

7H (1, 1, 0, x) 3H (1, 1, 0, x) 3H (1, 1, 0, x)

+ H (1, 1, 0, x) .
(155)
(2)
a 2 F1 =
2(4D)
= 0

=
where
(3)
a 2 F2 =
a
20
D D
d k1 d k2
2
0
1
D1 D2 D92 D10 D14
i Fi(3) + O(),
(156)
(157)
i=2

1
1
1
H (0, x),
8 (1 x) (1 + x)
(158)
324

1
1
(2)
1
1
8 (1 x) (1 + x)
(1 + x) (1 + x)2

1
3
1
3
H (0, x)
+
+
2 (1 x) (1 + x)2 (1 + x)3

1
1
1
H (0, 0, x) H (1, 0, x) + H (1, 0, x) , (159)

4 (1 x) (1 + x)

(2)
2
1
3
1
1
7(3)
(3)
+
+
a 2 F0 =
2 (1 x) (1 + x)2 (1 + x)3
8
(1 x) (1 + x)

1
3
2
+
+
2
(1 x) (1 + x)
(1 + x)3

7 (3)
1
1
+
H (0, x)
4
(1 x) (1 + x)

1
1
(2)
H (1, x) H (1, x)
4 (1 x) (1 + x)

1
3
2
1
+
+
2 (1 + x) (1 + x)2 (1 + x)3

1
1
1
H (0, 0, x)
4 (1 x) (1 + x)

3
2
1
H (1, 0, x)
+
(1 + x) (1 + x)2 (1 + x)3

1
1
1
H (1, 0, x) H (0, 0, 0, x) + 7H (1, 1, 0, x)

2 (1 x) (1 + x)
5H (1, 0, 0, x) 3H (1, 1, 0, x) 5H (0, 1, 0, x) + 2H (0, 1, 0, x)

3H (1, 1, 0, x) + 2H (1, 0, 0, x) + H (1, 1, 0, x) .
(160)
(3)
a 2 F1 =
= 2(4D)
0

=
a
20
D D
d k1 d k2
2
0
1
D12 D7 D8 D9 D10
i Fi(4) + O(),
(161)
(162)
i=1
where
(4)
=
a 2 F1
1
1
(1 + x) (1 + x)2

1
9
1
9
2
+
+
H (0, x),
6 (1 x) (1 + x) (1 + x)2 (1 + x)3
(163)

(4)
1
8
1
3 (1 + x) (1 + x)2

1
2
12
(2)
15
6
+
+
+
3 (1 x) (1 + x) (1 + x)2 (1 + x)3 (1 + x)4

5
18
12
1
11
H (0, x)
+
36 (1 x) (1 + x) (1 + x)2 (1 + x)3

2
1
9
1
6
+
+
+
H (1, 0, x)
3 (1 x) (1 + x) (1 + x)2 (1 + x)3

1
2
1
1
2
H (0, 0, x).
+
3 (1 x) (1 + x)2 (1 + x)3 (1 + x)4
325
a 2 F0 =
(164)
7. Expansion for Q2 a
We list, in this section, the asymptotic expansion of the 6-denominator vertex diagrams
given in the previous sections, in order to show their behavior for momentum transfer larger
than the mass.
Putting y = Q2 /a, L = ln y and keeping terms up to the order (1/y)5 , we have

2
0
20
i=1

(k1 k2 )
a
20

5 A(i)

(j )
j =2
2
5
j =1
yj

,
(165)
(0)
B(j )
yj
(166)
where
1
(1)
a 2 A(2) = (3) (2)L L3 ,
3
(167)
4 3
2
a 2 A(1)
(3) = 2 (2) 4 (3) + 4(2)L 2L + 3 L ,
(168)
4
(1)
a 2 A(4) = 1 + 11 (2) + 16(3) + 4(2)L 2L2 + L3 ,
3
152 2 64 3
10 152
2 (1)
(2) 64(3) + 36L + 64(2)L

L + L ,
a A(5) =
3
3
3
3
37
1
(0)
a 2 A(2) = 2 (2) (3)L (2)L2 + L4 ,
10
2
74 2
2 (0)
a A(3) = 4 (2) 2 (3) (2) 4(2)L + 4(3)L 8L
5
88
+ 4 (2)L2 4L2 (2)L3 + 4L3 2L4 ,
3
(169)
(170)
(171)
(172)
326
296 2
(2) + 15(3) 20 + 18(2)L 16(3)L
5
70
+ 31L 16 (2)L2 + 37L2 L3 + 8L4 ,
3
1184
208
724
248
(0)
a 2 A(5) =
(2)
2 (2)
(3) + 138
(2)L
9
5
3
3
2204
1948 2
+ 64 (3)L
L + 64(2)L2
L + 112L3 32L4 ,
27
9
1
1
(0)
aB(1)
= 2 (2) 2 (3)L L4 ,
5
24
2
(0)
aB(2)
= 2 2 (2) + 2 (2) 4(3) 2 + 4(2)L + 4(3)L 2L
5
1 3 1 4
+ L L ,
3
4
6
31 37
33
(0)
+ (2) 2 (2) + 14(3) + L 14(2)L
aB(3) =
8
2
5
4
7 2 7 3 1 4
12 (3)L + L L L ,
2
6
4
148
2195 767
148
(0)
2
aB(4) =
(2) + 4 (2)
(3) +
(2)L + 40(3)L
324
9
3
3
1237
37
5
L 18L2 + L3 + L4 ,
54
9
6
52955
146447 25325
533
(0)
aB(5)
+
(2) 14 2(2) +
(3) +
L
=
10368
72
3
864
533
615 2 533 3 35 4
(2)L 140 (3)L +

L
L L ,
3
8
36
12

2
5 C (i)
0

a
(j )
i

,
yj
20
(0)
a 2 A(4) = +18 (2) +
i=2
(173)
(174)
(175)
(176)
(177)
(178)
(179)
(180)
j =2
where
L2
,
2
(2)
a 2 C(3) = 2L 2L2 ,
(182)
(2)
a 2 C(4)
= 2 11L + 8L2 ,
(183)
(2)
a 2 C(2) =
152
L 32L2 ,
3
1
(1)
a 2 C(2) = (3) + 2 (2)L L3 ,
6
(2)
a 2 C(5) = 14 +
2
(1)
a 2 C(3) = 4 (2) + 4 (3) 2L 8(2)L 3L2 + L3 ,
3
(181)
(184)
(185)
(186)
37
7
8
(1)
a 2 C(4) = 3 22 (2) 16(3) + L + 32(2)L + L2 L3 ,
2
2
3
70
47 304
32
2 (1)
2
+
(2) + 64(3) + L 128(2)L 92L + L3 ,
a C(5) =
3
3
9
3
12 2
7
5 4
2 (0)
2
a C(2) = (2) + (3)L + (2)L + L ,
5
2
24
48
(0)
a 2 C(3) = 8 2 (2) 2 (2) + 6(3) 2L + 6(2)L 4(3)L
5
7
5
14 (2)L2 + L2 + L3 L4 ,
3
6
23
89
192 2
2 (0)
a C(4) = 48 + (2) +
(2) 37(3) + L 25(2)L + 16(3)L
2
5
4
27 3 10 4
19 2
2
+ L + 56 (2)L L + L ,
4
2
3
362
768
36349
3395
(0)
(2)
2 (2) + 184(3)
L + 88(2)L
a 2 C(5) =
162
9
5
27
503 2
580 3 40 4
L 224(2)L2 +
L L ,
64 (3)L
9
9
3
5
(i)
2
0
E(j )
a
i
,

yj
20
i=2
327
(187)
(188)
(189)
(190)
(191)
(192)
(193)
j =1
where
L
(2)
a 2 E(1)
=+ ,
4
L
1
(2)
a 2 E(2) = ,
2
2
3
7
(2)
a 2 E(3)
= + L,
4 2
37
2 (2)
a E(4) =
5L,
6
533 35
(2)
+ L,
a 2 E(5) =
24
2
1
1
1
2 (1)
a E(1) = (2) L + L2 ,
4
2
4
L2
(2)
(1)
+ 2L
,
a 2 E(2) = 1
2
2
3
17 3
(1)
+ (2) 7L + L2 ,
a 2 E(3)
=
4
2
2
76
101
2 (1)
5 (2) + L 5L2 ,
a E(4) =
6
3
35
281
35
3157
(1)
+ (2)
L + L2 ,
a 2 E(5) =
48
2
3
2
(194)
(195)
(196)
(197)
(198)
(199)
(200)
(201)
(202)
(203)
328
5
7
1
1
1
(0)
a 2 E(1) = 3 (2) ln(2) (2) (3) + L + (2)L L2 + L3 ,
(204)
2
2
2
2
6
3
13
5
(0)
a 2 E(2) = 5 + 12 (2) ln(2) + 11(2) + (3) 3L 10(2)L + L2 L3 ,
2
2
6
(205)
107
45
31
161
(0)
48 (2) ln(2)
(2) (3) + L + 36(2)L
a 2 E(3) =
8
2
2
4
31 2 7 3
L + L ,
(206)
4
2
715
221
2677
(0)
+ 192 (2) ln(2) +
(2) + 83(3)
L + 136(2)L
a 2 E(4)
=
36
3
9
113 2 43 3
+
(207)
L L ,
3
3
12323
629
13319
156965
(0)
768 (2) ln(2)
(2)
(3) +
L
a 2 E(5)
=
576
12
2
144
1387 2 349 3
+ 524 (2)L
(208)
L +
L .
8
6

a
20
2
0
i=1

5 F (i)

(j )
j =1
yj

,
(209)
where
1
(1)
a 2 F(1) = 1 + L,
6
5
11
(1)
a 2 F(2) = + L,
3
3
113
(1)
a 2 F(3) =
11L,
6
809 170
(1)
a 2 F(4) =
+
L,
9
3
14779 805
(1)
a 2 F(5) =
L,
36
3
4
8 2
(0)
a 2 F(1) = + (2) L,
3 3
9
1
3
85 7
(0)
a 2 F(2) =
(2) L L2 ,
9
3
9
2
43
19
1589
2 (0)
+ 13 (2) L + L2 ,
a F(3) =
36
6
2
574
149 2
1123 214
2 (0)
(2) +
L
L ,
a F(4) =
6
3
9
3
14345
1445 2
109397 1115
(0)
+
(2)
L+
L .
a 2 F(4) =
144
3
36
6
(210)
(211)
(212)
(213)
(214)
(215)
(216)
(217)
(218)
(219)

a
20
2
0
i=2

5 G(i)

(j )
j =1
yj
329

,
(220)
where
1
a 2 G(2)
(221)
(1) = 4 L,
1 1
(2)
a 2 G(2) = + L,
(222)
2 2
7 3
(2)
a 2 G(3) = L,
(223)
4 2
37
a 2 G(2)
(224)
(4) = 6 + 5L,
533 35
a 2 G(2)
(225)
(5) = 24 2 L,
1
1
1
(1)
a 2 G(1) = 1 (2) L L2 ,
(226)
4
2
4
1 2
1
a 2 G(1)
(227)
(2) = 3 + 2 (2) 2L + 2 L ,
3
69 3
(1)
a 2 G(3) = (2) + 13L L2 ,
(228)
4
2
2
196
517
(1)
a 2 G(4) =
(229)
+ 5 (2)
L + 5L2 ,
6
3
911
35 2
19309 35
a 2 G(1)
(230)
(5) = 48 2 (2) + 3 L 2 L ,
7
7
1 2 1 3
1
a 2 G(0)
(231)
(1) = 2 (2) + 4 (3) L 2 (2)L 2 L + 6 L ,
5 2 1 3
7
a 2 G(0)
(232)
(2) = 35 8 (2) 2 (3) 4L + 7(2)L + 2 L + 3 L ,
21
53
127
(0)
+ 34 (2) + (3) + 39L 21(2)L L2 L3 ,
a 2 G(3) =
(233)
8
2
4
701
367 2 10 3
1183 418
(0)
(2) 35(3)
L + 70(2)L +
L + L ,
a 2 G(4) =
36
3
3
6
3
(234)
3421
245
14389
3397
a 2 G(0)
(5) = 576 + 6 (2) + 2 (3) + 12 L 245(2)L
6443 2 35 3
L + L .
(235)
24
3
330
8. Expansion for Q2 a
We list, in this section, the expansion of the vertex diagrams around Q2 = 0.
Putting y = Q2 /a, and keeping terms up to the order y 3 , we have

a
20
2
0
i=1

(k1 k2 )
a
20

j
A(i)
(j ) y
(236)
j =0
2
2
(0)
B(j ) y j ,
(237)
j =0
where
1
a 2 A(1)
(0) = 4 ,
5
(1)
a 2 A(1) = ,
72
377
(1)
a 2 A(2) =
,
21600
3
a 2 A(0)
(0) = 1 4 (2),
1
49
(0)
a 2 A(1) =
+ (2),
216 4
17
16717
2 (0)
(2),
a A(2) =
324000 240
3
(0)
aB(0)
= 2 (2) (3) + 3(2) ln 2,
4
29
1
1
7
(0)
aB(1) = + (2) + (3) (2) ln 2,
36 72
8
2
1247
1
1
37
(0)
(2) (3) + (2) ln 2.

aB(2) =
720 14400
40
10
2

2
0
(i)
a
i
j

C(j ) y ,
20
i=2
j =0
(238)
(239)
(240)
(241)
(242)
(243)
(244)
(245)
(246)
(247)
where
1
(2)
a 2 C(0)
= ,
8
1
,
24
17
(2)
a 2 C(2) =
,
1440
(2)
a 2 C(1)
=
(248)
(249)
(250)
1
(1)
a 2 C(0) = ,
4
1
2 (1)
a C(1) = ,
9
797
(1)
a 2 C(2)
=
,
21600
1 3
(0)
= + (2),
a 2 C(0)
2 2
1
17
(0)
a 2 C(1) =
(2),
108 2
17
2993
(0)
a 2 C(2) =
+
(2).
81000 120
2

2
0
(i)
a
i
j

E(j ) y ,
20
i=2
j =0
331
(251)
(252)
(253)
(254)
(255)
(256)
(257)
where
1
(2)
a 2 E(0) = ,
8
1
,
48
1
(2)
a 2 E(2)
,
=
240
(2)
a 2 E(1)
=
(1)
a 2 E(0)
= 0,
1
,
36
29
(1)
a 2 E(2) =
,
3600
1 3
(0)
a 2 E(0) = + (2),
2 4
1
67
(0)
(2),
a 2 E(1) =
432 32
13
3407
2 (0)
a E(2) =
(2).
108000 1280
2

2
0
(i)
a
i
j

F(j ) y ,
20
i=1
j =0
(1)
=
a 2 E(1)
(258)
(259)
(260)
(261)
(262)
(263)
(264)
(265)
(266)
(267)
where
(1)
a 2 F(0) =
7
,
12
(268)
332
13
,
72
19
(1)
a 2 F(2)
,
=
360
35
0
a 2 F(0)
= ,
36
1
79
0
a 2 F(1)
+ (2),
=
432 32
1
61
2 0
a F(2) =
(2).
2160 64
2

2
0
(i)
a
i
j

G(j ) y ,
20
i=2
j =0
(1)
a 2 F(1) =
(269)
(270)
(271)
(272)
(273)
(274)
where
1
(2)
a 2 G(0) = ,
8
1
2 (2)
a G(1) = ,
48
1
(2)
a 2 G(2) =
,
240
(1)
a 2 G(0) = 1,
2
a 2 G(1)
(1) = 9 ,
211
,
3600
3
a 2 G(0)
(0) = 1 2 (2),
1
19
(0)
+ (2),
a 2 G(1) =
216 4
1
3613
2 (0)
(2).
a G(2) =
108000 20
(1)
a 2 G(2) =
(275)
(276)
(277)
(278)
(279)
(280)
(281)
(282)
(283)
9. Summary
We have carried out a complete investigation of the scalar integrals associated to all
the QED 2-loop vertex graphs, for on-shell electrons and arbitrary momentum transfer
t = Q2 in the D-continuous regularization scheme. After identifying all the occurring
master integrals (MIs), we have written the linear, nonhomogeneous differential equations
in Q2 satisfied by the MIs, expanded them in = (4 D)/2 and solved the equations
by means of the method of the variation of the constants of Euler. The method requires
the solution of the associated homogeneous equations. It turns out that all the associated
333
homogeneous equations are trivial, or became trivial after a suitable choice of the MIs for
the graph topologies involving more than a single MI; typically one had to solve a first
order homogeneous differential equation with simple rational coefficients.
The repeated integrations implied by Eulers method are immediately performed,
in close analytic form, in terms of harmonic polylogarithms of increasing weight; the
maximum weight occurring in the results presented in this paper was 4 (as in the case
of the zeroth order term in of the double cross topology). By further iterations of the
approach, one could almost mechanically obtain any additional term in the expansion of
the MIs.
The explicit analytic evaluation of the QED vertex form factors in terms of the MIs will
be presented elsewhere.
Acknowledgements
We are grateful to J. Vermaseren for his kind assistance in the use of the algebra
manipulating program FORM [10], by which all our calculations were carried out.
We thank T. Gehrmann, R. Heinesch and Y. Schroder for pointing out several misprints
in a preliminary version of the manuscript.
R.B. would like to thank the Fondazione Della Riccia for supporting his stay at CERN,
and the Theory Division of CERN for the hospitality during a great part of this work.
Appendix A. Propagators
We list here the denominators of the integral expressions appeared in the paper:
D1 = k12 ,
(A.1)
D2 = k22 ,
(A.2)
D3 = (k1 + k2 ) ,
(A.3)
D4 = (p1 k1 ) ,
(A.4)
D5 = (p2 k2 ) ,

D6 = k12 + a ,

D7 = k22 + a ,

D8 = (k1 + k2 )2 + a ,

D9 = (p1 k1 )2 + a ,

D10 = (p2 + k1 )2 + a ,

D11 = (p2 k2 )2 + a ,

D12 = (p1 + p2 k1 )2 + a ,
(A.5)
2
2
D13 = [(p1 + p2 k2 ) + a],

2
(A.6)
(A.7)
(A.8)
(A.9)
(A.10)
(A.11)
(A.12)
(A.13)
334

D14 = (p1 k1 k2 )2 + a ,

D15 = (p2 + k1 + k2 )2 + a ,

D16 = (p1 + p2 k1 k2 )2 + a .
(A.14)
(A.15)
(A.16)
Appendix B. 1-loop ingredients

We recall in this appendix some useful results about 1-loop diagrams, fundamental
ingredients for the 2-loop calculations, obtained with the method of differential equations.
They appear in the 2-loop integrals which factorize in the products of two 1-loop integral;
due to the possible presence of extra powers of 1/ in their coefficients, we give the results
of the expansion up to the second order in .
The case of the massive bubble is exhaustively examined. The differential equation is
presented and solved, as usual in the 0 expansion.
B.0.1. Tadpole
= (4D)
0

=
a
20
D
d k

2
1
(k 2 + a)

i Ai + O 3 ,
(B.1)
i=1
where
A1
= 1,
a
A0
= 1,
a
A1
= 1,
a
A2
= 1.
a
(B.2)
(B.3)
(B.4)
(B.5)
B.0.2. Fully massive bubble

The topology under consideration has one MI. We choose the scalar integral itself:

D
1
(4D)
2
F , a, Q =
(B.6)
.
= 0
d k 2
[k + a][(Q k)2 + a]
The corresponding first-order linear differential equation is the following:

dF (, a, Q2 )
1 1
(1 2)
=
F , a, Q2
2
2
2
dQ
2 Q
(Q + 4a)

1
(1 ) 1
T (, a),
2a
Q2 (Q2 + 4a)
(B.7)
335
where T (, a) is the tadpole.

As in the cases previously discussed, we use our knowledge on the analytical behavior
of the solution in order to find the initial condition. In fact, Eq. (B.7) shows two possible
singularities for the function F (, a, Q2 ), for Q2 = 0 and for Q2 = 4a. Only the
second, nevertheless, is indeed a singularity for F , corresponding to the physical threshold.
Multiplying Eq. (B.7) for Q2 and taking the limit Q2 0, we obtain

(1 )
T (, a).
F , a, Q2 = 0 =
(B.8)
a
We look for a solution of Eq. (B.7), with initial condition (B.8), expanded in Laurent
series around = 0:
2

i Fi a, Q2 + O 3 .
F , a, Q2 =
(B.9)
i=1
The associated homogeneous equation at = 0 is

1 1
1
df (a, y)
f (a, y),
=
dy
2 y (y + 4a)
which has the following solution:

4a
f (, a, y) = k 1 + .
y
(B.10)
(B.11)
We can find the solution of the nonhomogeneous equation, order by order in , by means
of the Eulers method of the variation of the constant k. We have:

Q2

1
4a
dy
2
Fi1 (a, y)
Fi a, Q = 1 + 2
Q
1 + 4a/y (y + 4a)

1
1 1
[Ai Ai1 ] + ki ,
(B.12)
2a y (y + 4a)
where the coefficients Ai are those of Eqs. (B.2)(B.5). The determination of the constants
of integration ki is made by imposing that the solution satisfies Eq. (B.8).
In terms of the variable x, defined in Eq. (25), the solution reads:

D
1
(4D)
= 0
d k 2
[k + a][(Q k)2 + a]

2

a
i Bi + O 3 ,
=
(B.13)
2
0
i=1
where
B1 = 1,

1
1
B0 = 2 2
H (0, x),
2 (1 x)
(B.14)
(B.15)
336

1
(2)
+ H (0, x) + H (0, 0, x) H (1, 0, x) ,
2
2
(B.16)

(2)
1
1
1
(3)
B2 = 4 + 4
1 + H (0, x) H (1, x) +
2 (1 x)
2
2
2
1
1
1
H (0, x) + H (0, 0, x) H (1, 0, x) + H (0, 0, 0, x)
2
2
4

1
H (1, 0, 0, x) H (0, 1, 0, x) H (1, 1, 0, x) .
(B.17)
2
B1 = 4 4
1
1
2 (1 x)
B.0.3. Bubble on the mass-shell

D
= (4D)
d k
0
=

=

1

2
2
k [(Q k) + a] Q2 =a
(1 )
a(1 2)
a
20

2

i Ei + O 3 ,
(B.18)
i=1
where
E1 = 1,
(B.19)
E0 = 2,
(B.20)
E1 = 4,
(B.21)
E2 = 8.
(B.22)
B.0.4. Scalar vertex at 1 loop

= (4D)
0
aF1 =
1
dDk
(D2)
2
2
(2)
k [(p1 k) + a][(p2 + k)2 + a]
1
(1 2)
2

(Q + 4a)

2
1
(1 )
2
a (Q + 4a)

i Fi + O 3 ,
(B.23)

1
1
1
H (0, x),
2 (1 + x) (1 x)
(B.24)
=
where
a
20
i=1
337

1
1
(2) 1
H (0, 0, x) + H (1, 0, x) ,
(B.25)
(1 + x) (1 x)
2
2

1
1
(3) (2) 1
H (0, x) H (1, x)
aF1 = 2
(1 + x) (1 x)
2
2 2
1
1
+ H (0, 0, 0, x) + H (1, 1, 0, x) H (1, 0, 0, x)
4
2

1
H (0, 1, 0, x) ,
(B.26)
2

1
1
9 2(2)
aF2 =
+ (3) H (0, x) 2H (1, x)
(1 + x) (1 x)
20

1
+ (2) H (0, 0, x) + 2H (1, 1, x) H (1, 0, x) H (0, 1, x)
2
1
H (0, 0, 0, 0, x) + 4H (1, 1, 1, 0, x) 2H (1, 1, 0, 0, x)
2
2H (1, 0, 1, 0, x) 2H (0, 1, 1, 0, x) + 4H (1, 0, 0, 0, x)

+ H (0, 1, 0, 0, x) + H (0, 0, 1, 0, x) .
(B.27)
aF0 =
Appendix C. Reducible 2-loop diagrams

In this appendix we give the expressions of the reducible diagrams of Figs. 46.
2(4D)
= 0

a
=
20
D D
d k1 d k2
2
0
1
D1 D2 D9 D10 D14
i Ei(1) + O(),
(C.1)
(C.2)
i=2
where

1
1
1
H (0, x),
2 (1 x) (1 + x)

1
1
1
(1)
(2) 2H (0, x) H (0, 0, x)

aE1 =
2 (1 x) (1 + x)

+ 2H (1, 0, x) ,

1
1
1
(1)
2(2) + 2(3) (4 + 3(2))H (0, x)

aE0 =
2 (1 x) (1 + x)
2 (2)H (1, x) 2H (0, 0, x) + 4H (1, 0, x) 5H (0, 0, 0, x)

+ 2H (0, 1, 0, x) + 2H (1, 0, 0, x) 4H (1, 1, 0, x) .
(1)
aE2 =
(C.3)
(C.4)
(C.5)
338
= 2(4D)
0

=
where
(2)
aE0
a
20
2
D D
d k1 d k2
1
D4 D6 D7 D14 D15
E0(2) + O(),
(C.6)
(C.7)
2
1
1
1
(2)
+ 2(3)H (0, x) (2)H (0, 0, x)

=
2 (1 x) (1 + x)
5
2 (2)H (1, 0, x) 4H (0, 0, 1, 0, x) + 2H (0, 0, 1, 0, x)

4H (0, 1, 0, 0, x) 2H (1, 0, 0, 0, x) .
(C.8)
= 2(4D)
0

=
where
a
20
2
D D
d k1 d k2
1
D2 D4 D6 D8 D11
E0(3) + O(),
(C.9)
(C.10)
(3)
aE0 =

1
1
27 2(2)
+ (3)H (0, x) + 3(2)H (0, 0, x)

(1 x) (1 + x)
10
6 (2)H (0, 1, x) + 2H (0, 0, 0, 0, x) + 2H (0, 1, 0, 0, x)

2H (0, 1, 0, 0, x) .
(C.11)
2(4D)
= 0

=
a
20
D D
d k1 d k2
2
0
(4)
i Ei
1
D1 D7 D8 D9 D10
+ O(),
(C.12)
(C.13)
i=2
where

1
1
1
H (0, x),
2 (1 x) (1 + x)

1
1
1
(4)
(2) H (0, 0, x) + 2H (1, 0, x) ,

aE1 =
2 (1 x) (1 + x)

1
1
(4)
aE0 =
1
6(2) + 2H (0, 0, x)
(1 + x)
(1 + x)
(4)
aE2 =
(C.14)
(C.15)
339

1
1
(3) 2H (0, x) (2)H (1, x)

(1 x) (1 + x)

H (0, 0, 0, x) 2H (1, 1, 0, x) + H (1, 0, 0, x) + H (0, 1, 0, x) .
(C.16)
2(4D)
D D
d k1 d k2
= 0

=
where
(5)
aE0
a
20
2
1
D2 D6 D8 D12 D16
(5)
E0 + O(),
(C.17)
(C.18)

2
1
3(3) + 4H (1, 0, 0, x) 4H (0, 1, 0, x)
=
1
(1 x)
(1 x)

+ 2H (0, 1, 0, x) 2H (1, 0, 0, x) .
(C.19)
2(4D)
D D
d k1 d k2
= 0

=
a
20
2
1
D1 D5 D7 D8 D10
(6)
E0 + O(),
(C.20)
(C.21)
where
3
aE0(6) = 6 (2) ln 2 (3).
2
2(4D)
= 0

=
a
20
(C.22)
D D
d k1 d k2
2
0
(7)
i Ei
1
D1 D7 D9 D10 D13
+ O(),
(C.23)
(C.24)
i=2
where

1
1
1
H (0, x),
2 (1 x) (1 + x)

1
1
1
(7)
(2) 2H (0, x) H (0, 0, x)

=
aE1
2 (1 x) (1 + x)

2
1
+ 2H (1, 0, x) +
1
H (0, 0, x),
(1 x)
(1 x)

1
1
1
aE0(7) =
2(2) + 2(3) 4 (2) H (0, x)
2 (1 x) (1 + x)
2 (2)H (1, x) + 2H (0, 0, x) 4H (1, 0, x) H (0, 0, 0, x)
(7)
aE2 =
(C.25)
(C.26)
340

4H (1, 1, 0, x) + 2H (0, 1, 0, x) + 2H (1, 0, 0, x)

2
1
+
(2)H (0, x) 2H (0, 0, x) + 3H (0, 0, 0, x)
1
(1 x)
(1 x)

4H (1, 0, 0, x) 2H (0, 1, 0, x) .
(C.27)
= 2(4D)
0

=
a
20
D D
d k1 d k2
2
0
1
D2 D6 D12 D16
i Ei(8) + O(),
(C.28)
(C.29)
i=2
where
1
(8)
E2
= ,
2

2
5
(8)
E1 = 1
H (0, x),
2
(1 x)

2
(2) 5H (0, x) + 2H (1, 0, x)
E0(8) = 1
(1 x)
2
+
H (0, 0, x).
(1 x)2
2(4D)
= 0

=
2
20
D D
d k1 d k2
1
D1 D2 D10 D15
(9)
E0 + O(),
(C.30)
(C.31)
(C.32)
(C.33)
(C.34)
where
E0(9) =
19
2 (2).
2
= 2(4D)
0

=
a
20
(C.35)
D D
d k1 d k2
2
0
1
D2 D6 D8 D11
i Ei(10) + O(),
(C.36)
(C.37)
i=2
where
1
(10)
E2
= ,
2
5
(10)
E1 = ,
2
19
4 (2),
E0(10) =
2
(C.38)
(C.39)
(C.40)
= 2(4D)
0

=
D D
d k1 d k2
2
0
a
20
(11)
i Ei
1
D1 D2 D3 D10
+ O(),
341
(C.41)
(C.42)
i=2
where
1
(11)
E2 = ,
2
5
(11)
E1
= ,
2
19
(11)
E0 =
4 (2).
2
= 2(4D)
0

=
a
20
(C.43)
(C.44)
(C.45)
D D
d k1 d k2
2
0
(12)
i Ei
1
D1 D7 D9 D10
+ O(),
(C.46)
(C.47)
i=2
where

1
1
1
=
H (0, x),
2 (1 x) (1 + x)

1
1
1
(12)
(2) H (0, x) H (0, 0, x)

E1 =
2 (1 x) (1 + x)

+ 2H (1, 0, x) ,

1
1
1
(2) + 2(3) 1 (2) H (0, x)
E0(12) =
2 (1 x) (1 + x)
(2)H (1, x) H (0, 0, x) + 4H (1, 0, x) H (0, 0, 0, x)

4H (1, 1, 0, x) + 2H (0, 1, 0, x) + 2H (1, 0, 0, x) .
(12)
E2
= 2(4D)
0

=
a
20
D D
d k1 d k2
2
0
(13)
i Ei
1
D1 D7 D10 D13
+ O(),
(C.48)
(C.49)
(C.50)
(C.51)
(C.52)
i=2
where
(13)
= 1,
E2
(C.53)
342

2
(13)
E1 = 4 1
(C.54)
H (0, x),
(1 x)

2
(2) 4H (0, x) H (0, 0, x) + 2H (1, 0, x) .
E0(13) = 12 + 1
(1 x)
(C.55)
2(4D)
= 0

a
=
20
D D
d k1 d k2
2
0
(14)
i Ei
1
D2 D4 D6 D11
+ O(),
(C.56)
(C.57)
i=2
where
(14)
(C.58)
E1 = 4,
(14)
(C.59)
(14)
E0
(C.60)
E2 = 1,
= 12.
2(4D)
= 0

=
D D
d k1 d k2
2
0
20
(15)
i Ei
1
D1 D7 D10
+ O(),
(C.61)
(C.62)
i=2
where
(15)
E2
a
= 1,
(C.63)
= 3,
(C.64)
= 7.
(C.65)
(15)
E1
a
(15)
E0
a
2(4D)
= 0

=
a
20
D D
d k1 d k2
2
0
(16)
i Ei
1
D2 D6 D8
+ O(),
(C.66)
(C.67)
i=2
where
(16)
E2
a
= 1,
(C.68)

(16)
E1
343
= 3,
(C.69)
E0(16)
= 7.
a
(C.70)
References
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Brane world gravity in an AdS black hole

Richard C. Brower a , Samir D. Mathur b , Chung-I Tan c
a Physics Department, Boston University, Boston, MA 02215, USA
b Department of Physics, Ohio State University, Columbus, OH 43210, USA
c Physics Department, Brown University, Providence, RI 02912, USA
Abstract
We consider a model of brane world gravity in the context of non-conformal non-SUSY matter.
In particular, we modify the earlier strong coupling solution to the glueball spectrum in an AdS7
black hole by introducing a RandallSundrum Planck brane as a UV cut-off. The consequence is a
new normalizable zero mass tensor state, which gives rise to an effective EinsteinHilbert theory of
gravity, with exponentially small corrections set by the mass gap to the discrete glueball spectrum.
However, the simplest microscopic theory for the Planck brane is found to have a tachyonic instability
in the radion mode.
2003 Published by Elsevier Science B.V.
PACS: 11.25.Mj
1. Introduction
An interesting idea that has emerged in recent years is that the energy scale of gravity
might not be significantly higher than the scale of other fundamental interactions [1,2].
Models to achieve this goal have invoked extra dimensions, which may be either
compact circles, or effectively compact directions where the spacetime metric decreases
exponentially with the proper distance in the internal direction [3,4]. Gravity lives in all
the dimensions, while matter is confined to a hypersurface (the brane).
Brown-HET-1316: This work was supported in part by the Department of Energy under Contracts No. DEFG02-91ER40676 and No. DE-FG02-91ER40688.
E-mail addresses: brower@bucrf20.bu.edu (R.C. Brower), mathur@campbell.mps.ohio-state.edu
(S.D. Mathur), tan@het.brown.edu (C-I Tan).
0550-3213/03/$ see front matter 2003 Published by Elsevier Science B.V.

doi:10.1016/S0550-3213(03)00339-0
R.C. Brower et al. / Nuclear Physics B 661 (2003) 344364
345
We study a model that follows the spirit of the latter class of theories, but which has
some interesting features [58] not found in earlier models. Our compact direction ends
in a smooth way at some value of the internal coordinate [917], instead of terminating
in a second brane or continuing forever. Thus the warped spacetime lies in the region
rmin < r < rc , with the graviton localized near a brane at rc and r = rmin being a smooth
end to the internal radial direction r. Such a metric ending smoothly at r = rmin (and
becoming approximately anti-de-Sitter at large r) arises in a deformed AdS7 S 4 gravity
dual description of d = 4 QCD at strong coupling [9]. We modify the metric emerging from
this construction, by placing a Planck brane at r = rc and impose reflection symmetry
about r = rc .
The original AdS/CFT dual description for QCD4 at strong coupling suggested by
Witten [9] is in fact a finite temperature 5d YangMills theory at the boundary of
a deformed AdS space with radial coordinate rmin < r < . Anti-periodic boundary
condition on the thermal axis, -axis, for fermions breaks conformal and SUSY
symmetries giving rise to a discrete glueball spectrum with mass scale set by qcd =
2 . As pointed out by Witten [9], this description makes use of the Schwarzschild
rmin /Rads
black hole metric in AdS space, which will be made more precise in Section 2.1. In this
paper, for brevity, we shall often refer to this as the AdS black hole background.
In our present analysis we find the following features. The Planck brane at r = rc must
be asymmetricit must have one tension along the spacetime directions of the brane, but
a different tension along the thermal direction , the ratio of these two tensions fixing
the brane location to r = rc . We construct a model, which yields a brane with effective
tensions that are asymmetric in the desired manner.
We then look at the small fluctuations around this background. We find a massless
graviton localized on the brane. But we also have a radion mode that is essentially
a fluctuation of the proper distance from the brane at rc to the horizon of the black
hole at r = rmin . For our microscopic construction of the asymmetric brane, we find
that this radion mode is an unstable solution. We then examine a 1-parameter family of
effective potentials for the brane, which generalize the behavior found in this explicit
brane construct and solve analytically for all zero-mass excitations. We find that beyond a
certain critical value for this parameter the radion mode indeed becomes stable. However,
we have not been able to find an explicit construction of branes which leads to these
effective potentials.
An interesting feature of the model is the presence of both a graviton mode localized at
the Planck brane and a discrete set of radial KK states analogous to the glueball modes
found in the dual description of QCD. The large mass hierarchy required for the effective
4d Planck mass relative to the QCD scale is exponential in the proper distance from rmin to
rc . The glueball states suffer only an exponentially small correction due to the fact that
the coordinate r has an UV cut-off at r = rc instead of continuing to infinity. It is true that
the model we are considering has not strictly been derived from string theory and therefore
may not exhibit gravity/gauge duality. But we have chosen the metric for r < rc to be equal
to that found in the strong coupling dual to d = 4 QCD, so it is interesting to speculate that
these glueball modes still represent some kind of gauge excitations in the current model
as well. The fact that both gravity and glueball modes are excitations of a single string
346
description in AdS space opens up interesting questions on the relations between these two
entities, and we comment on these issues at the end of the paper.
2. The model
We introduce an effective low energy model for brane world gravity interacting
with non-conformal matter. Our approach is based on modifying the AdS/CFT example
proposed by Witten [9] as a gravity dual for QCD4 in the strong coupling limit. We modify
the UV behavior with the insertion of a so-called Planck brane in the spirit of Randall
Sundrum [3,4] brane world gravity.
Let us recapitulate Wittens suggestion of the gravity dual of QCD4 . One begins with the
AdS/CFT correspondence for the 11d M-theory background metric AdS7 S 4 . The 11th
coordinate is compactified on a small circle (with radius R11 = gs ls ) reducing M-theory to
IIA string theory and the boundary (0, 2) 6d CFT to 5d SUSY YangMills. Then a second
circle is introduced with anti-periodic boundary coordinate for all fermionic modes so
that conformal and all supersymmetries are broken. The second circle will be designated
here by or simply the thermal coordinate. It is conjectured that at weak coupling the
corresponding field theory is a confining 4d YangMills theory. This new metric is an AdS
black hole solution to the bosonic sector of 11d supergravity,

1
1
11
2
d x g11 R11 |F4 | +
A3 F4 F4 + fermions, (1)
S =
211
1211
written in term of the metric tensor gMN and the 3-form gauge field AMNL and its field
strength. In the black brane solution a constant background for AMNL for N units of
magnetic flux gives rise to an effective cosmological constant; ignoring fluctuations in
A and nonzero R charges in S 4 , it is adequate for our present purpose to consider a simpler
action in the AdSD subspace,
1
d D x g (R 2).
S =
(2)
2D
M
1/d
MD 1/D is the bulk Planck mass in AdSd+2 with D = d + 2. The D = d + 2

coordinates are designated by x M = (r, , x ) with = 1, . . . , d. We also find it convenient
to consider a general AdSd+2 instead of restricting our discussion to AdS7 appropriate for
the M-theory construction.
2.1. Black hole background
Substituting in to Einsteins equations the ansatz
ds 2 = gMN dx M dx N
1
dr 2 + f (r) d 2 + f0 (r)g (x) dx dx ,
f (r)
(3)
with one radial coordinate r, one angular coordinate periodic in [0, ) and f0 (r)
k 2 r 2 , one finds the general solution, f (r, c) = c + (kr)2 (krmin )d+1 /(kr)d1 , with
347
c = 0, 1, +1 for dsd2 = g (x) dx dx being Minkowski (or Euclidean), de Sitter and

anti-de-Sitter, respectively. These spaces are all asymptotic to AdSd+2 as r with the
AdS radius Rads = 1/k fixed by the cosmological constant, = (D 1)(D 2)k 2 /2.
In particular, we are interested in the asymptotically flat Minkowski background dsd2 =
dx dx , thus c = 0 and
(krmin )d+1
(4)
.
(kr)d1
Note that, for c 0, the metric [9] corresponds to the Schwarzschild black hole in AdS
space, and, in this context, c 0 corresponds to the large black hole mass limit, with
r rmin . In this paper, the periodic -direction will be referred to as the thermal axis
and r = rmin will be referred as the horizon.
The period for the thermal axis ( +), or often referred to as the inverse Hawking
temperature, is fixed to be = (4)/((D 1)k 2rmin ) by the requirement that the horizon
is a coordinate singularity at r = rmin . For the case rmin = 0, the space becomes pure AdS,
f (r) f0 (r) = k 2 r 2 and there is no horizon and no condition on the periodicity. Often it
is more convenient to work with units where Rads k 1 = 1. We shall do so for the most
part, when necessary restoring Rads by dimensional analysis.
The r manifold, r [rmin , ) and [0, ), at fixed x can be regarded as the entire
2d plane with origin at r = rmin . At times we will prefer to replace r by the proper distance
from r = rmin ,
f (r) (kr)2
r
y(r)
rmin

2
dr
log (r/rmin )(d+1)/2 + (r/rmin )d+1 1 ,
=
f (r) (d + 1)
(5)
d+1
2 y . In terms of y, the metric becomes

d +1
y d 2 + r 2 (y) dx dx ,
ds 2 = dy 2 + r 2 (y) tanh2
(6)
2
with the AdS form recovered in the large y limit where r/rmin exp[ky] (see Fig. 1).
2
or r(y) = rmin cosh d+1
Fig. 1.
348
2.2. Low energy effective action

Next, we introduce a Planck brane at r = rc replacing the r plane by a compact disk,
with a Z2 reflection r rc2 /r. These two disks are then patched together to form a S 2 /Z2
orbifold of the 2-sphere. In order to see how this effects the spectrum, we must build a
model of the brane and study the small fluctuations of Einsteins equations subject to the
Israel junction condition. We model the Planck brane as an infinitely thin shell by adding
a surface term to the action,

1
1
d d x d dr g (R 2) +
d d x d q Vbrane ,
Seff =
(7)
2D
2D
M
where q is the determinant of the induced metric. As we will argue below, a particular
microscopic construction can lead to a potential of the form

Vbrane = 1 + 2 exp (x) ,

(8)
where g exp[2 (x)]. Unlike the RandallSundrum construction, two independent
parameters, (1 , 2 ), are needed because the cusp due to the Z2 orbifold is not the same in
direction versus the Euclidean x directions. We shall demonstrate shortly that in order
to have a metrically flat brane on a Z2 orbifold at r = rc the parameters in Eq. (8), must be
adjusted to fit the background metric
d
1
log f0 (rc ') =
,
dy
2d
2
d
1
log f (rc ') =
+ .

dy
2d 2 f
(9)
The ratio of and fixes the position of the Planck brane r = rc .

Let us now see if it is possible to construct such an asymmetric brane from the
microphysics that we are allowed to assume. The brane must be characterized as an object
defined in an intrinsically covariant fashion, in order that we may place it in the ambient
geometry and consistently couple its fluctuations to the fluctuations of the metric. This fact
places constraints on how we may obtain the asymmetric brane. Consider a set of d-branes
with world volume extending over all the directions (x , ); these branes have the usual
isotropic tension. Now take a collection of (d 1)-branes, and place them perpendicular to
the direction. These branes have tension only along x , = 1, . . . , d. We let the density
of these branes be uniform along the circle . This model leads to a brane world potential
give by Eq. (8). The combined tension of this set of branes is clearly asymmetric. The
two kinds of branes are not bound to each other, but since we only consider symmetric
fluctuations, by symmetry both kinds of branes will stay at the same location r = rc . We
will also study fluctuations that are independent of the coordinate , so the distribution of
the d-branes in the direction will automatically remain uniform.
In this construction we see the difficulties with other ways of achieving asymmetric
tensions. The basic objects that we have in our theory are (i) branes and (ii) momentum
modes. Suppose we put a set of 1-branes wrapping the direction , distributed uniformly
in the directions xi . We do, of course, want to have vibrations that are functions of the xi .
349
But after such a wave passes through this gas of 1-branes, the 1-branes will no longer be
uniformly distributed in the coordinates xi . Thus their stress tensor will not be mimicked
by a single asymmetric brane; rather we will have to introduce a density function (xi , t) to
characterize the evolving distribution of the 1-branes in the directions xi . The same applies
to momentum modes carrying momentum in the direction , which we could naively have
considered as another way to generate asymmetric tensions.
Since we want our physics to be x dependent (but we can choose independence),
the above construction using d-branes and (d 1)-branes appears to be the only simple
choice available. However, our subsequent analysis of this brane world leads to instability
signaled by a tachyonic radion mode. To understand this instability, we have generalized
our model to an effective brane world potential,

Vbrane = 1 + 2 exp (x) ,

(10)
where 1 and 2 are appropriately redefined to give the flat brane solution. The free
parameter allows one to adjust the quadratic term about the background, i.e., varying

(0 ) while holding Vbrane (0 ) and Vbrane
(0 ) fixed in the background metric
Vbrane
(exp[20 ] = f (r)), thus shifting the radion to positive mass squared and in turn stabilizing
the brane.
2.3. Definition of spectral problem
To find the spectrum around this background solutions we must find the linearized
Einsteins equations. More precisely, the linearized EulerLagrange equations of bulk
gravity coupled to our low energy effective brane world action. Our approach is to write
down the EOM in an axial gauge (hMr = 0 for M = r) and integrate from the IR horizon
at r = rmin to the UV boundary at the Planck brane where r = rc . Although the actual
Minkowski time is parallel to the brane, we are in a sense treating the radial coordinate as
a sort of time variable. This appears to be the best way to approach the spectral problem.
We begin by parameterizing the metric in the traditional KaluzaKlein form,

2
ds 2 = gmn dx m dx n + e2 d + Am dx m .
(11)
with x m = (r, x 1 , . . . , x d ). As we noted previously in our glueball analysis [12,13], it is
natural to classify modes with respect to the number of indices (zero for gmn = gmn +
exp[2 ]An Am , one for gm = exp[2 ]Am , and two for g = exp[2 ], respectively).
Expanding to linear order in the fluctuations in axial gauge ( hrM = 0 for M = r),
ds 2 = f (r)1 (1 + ) dr 2 + r 2 ( + h ) dx dx
+ f (r)(1 + S) d 2 + 2f (r)A dx d,
(12)
and ignoring dependence (or excitation in the thermal direction) the trace reversed
Einstein equations in the bulk as follows.1
1 To be precise about our conventions, the linearized Einstein equations are written in the form, hM
L
N;L +
M =
hL L ; M N hM L; N L hNL; ML + 2(D 2)1 hM N = M N where the bulk energymomentum N
350
2.3.1. Equations of motion

We enumerate these equations as 3 second-order wave equations (tensor, vector and
scalar), followed by 3 constraint equations,
1
= 2 h + 2 (h + S + ) h h
r

f
(h + S ) 2(d + 1) = 0,
+
r

1
2 f
A = 0,
= A 2 A + r
r
r2
f
= 2 S + (h + S ) 2(d + 1) = 0,
2

r = f h (h + S )

f
f
(d 1)f
f
+
+
S +
= 0,
r
2
r
2
r = f A = 0,

3f

f
f
2f
df
r

S +
+
+
r =f S +h +
h
2
r
2
r
2
1
+ 2 2(d + 1) = 0,
r
(13)
(14)
(15)
(16)
(17)
(18)
where h = r h, etc. We note that the diagonal rr-equation is second order in r-derivatives;
it only becomes a first-order constraint in trace-unreversed form, e.g., for r r 12 ( r r +
+ ). We also note that not all these equations are independent due to the Bianchi
identity.
It is interesting to point out that these equations have the expected pure AdS (f (r)
f0 (r) = r 2 ) limits. It is easy to see that the 3 wave equations, (13)(15), collapse into a
single tensor equation for hab , a, b = , 1, . . . , d, with the identification A h and
S h . Similarly, the first two constraints, (16) and (17), after taking into account that
derivatives have been dropped, also become a single vector equation. Thus in pure AdS we
have the 3 equations,
1
ab = 2 hab + 2 a b (h + ) a c hcb b c hac
r

+ r(h ) 2(d + 1) ab = 0,

r a = r 2 c hca ca h + dra = 0,
r r = r 2 h + 3rh + (d + 1) +
1 c
c 2(d + 1) = 0.
r2
2(T N M (D 2)1 g N M T ) has been introduced to set the normalization. The M index is raised by the
background metric (12) except when we use Lorentzian signature (mostly positive) for flat Minkowski space.
351
Lastly, we introduce for later convenience a differential operator in r, r2

1
( g ) ( gf ) , where g = r d , so that the covariant Laplacian can be expressed as

1
1
2 = M g g MN N = r2 + 2
g
r

df
1
= f +
+ f + 2 .
r
r
2.3.2. Boundary conditions
The tension on the Planck surface must be adjusted (or fine tuned) to preserve the black
hole metric with a metrically flat (R d S 1 ) brane world at r = rc . This is done through the
Israel junction conditions, which can also be expressed conveniently in Gaussian normal
coordinates (or axial gauge gMr = 0 for M = r) with the brane fixed at r = rc . The extrinsic
curvature takes the form,
1
Kab (rc ') = r gab (x, rc '),
2 grr
(19)
and jump condition,

brane
dr Tab
rc +'
Kab (rc + ') Kab (rc ') = 2D

rc '

1
gab T brane ,
D2
where gab is the induced metric (namely, a, b take on all coordinates except r).
The trace-reversed energymomentum on for our brane model is given by

1
0
[ ]g
brane
gab T brane =
2D Tab
(r rc ),
0
[ ]g
D2
(20)
(21)
where we define the tensions in an arbitrary background, , by [ ] (V [ ] +

V [ ])/2d and [ ] (V [ ] (d 1)V [ ])/2d. To zeroth order in the background
metric exp[20 (r)] = f (r), their values are now fixed by (19)(21): [0 ] = and
[0 ] = . These reduce to Eq. (9) for = 1, as promised.
To first order, the Israel junction conditions provide boundary conditions for our EOM
at r = rc ,

1
1
+
S ,
+ S,
S = +
h =
2
d
2
d
2 f
2 f

A = 0.
(22)
(We have also imposed Z2 symmetry so that the jump condition is defined through the
radial derivative to the left of the cusp at rc '.) Note that the simplest model for an
asymmetric brane, Eq. (8), corresponds to having = 1 in which we must further restrict
A (rc ) = 0. To maintain the horizon as a coordinate singularity also dictates that
S(rmin ) = (rmin ),
and requires that , h , and S are regular at r = rmin [1113].
(23)
352
3. Analysis of zero mass spectrum

Randall and Sundrum have observed that the gravitational field in the bulk spacetime
AdS space gives rise to a zero mass graviton. The graviton is a domain wall state confined
to the Planck brane with an exponential tail into the bulk when measured in proper distance.
We will see below that their mechanism for producing brane world gravity generalizes to
our spacetime background as well. However, in the first RandallSundrum model [3] there
is another massless bulk mode, the radion, representing the fluctuations in the proper
distance separating the positive and negative tensions branes at the Z2 orbifold planes (see
also Appendix A). We wish to see if we have a similar radion mode in our model.
To enumerate clearly the physical modes, we choose to completely fix the gauge. It is
natural in our argument to study each wave equation, as a function of the radial coordinate,
by imposing first the boundary condition at the black hole horizon and then integrating out
to the Planck brane. A convenient gauge for this analysis begins with our choice of an axial
gauge
hra hra = hra + a;r + r;a = 0,
for a = , 1, . . . , d,
(24)
in a coordinate system with the Planck brane fixed at r = rc and the horizon at r = rmin ,
independent of the fluctuations around the background. In the above gauge there remains
one additional r-dependent transformation r r + r (x, , r) with
r
(x, , r) = r
r (x, , r)
,
dr 2
r f (r)
r
(x, , r) = f (r)
dr
r (x, , r)
,
f 2 (r)
as well as d + 1 r-independent gauge transformations, x a x a + 0a (x, ). These residual

gauge transformations will be used to eliminate additional unphysical states. Since the
charged KK modes do not contribute to the zero mass states we may simplify the discussion
by dropping all -dependence in what follows, leaving us the usual gauge transformation
0 (x) for the KK photon, h = A (x), and d r-independent gauge transformations,
0 (x), for our brane world gravity.

3.1. Graviton solution
We begin by looking for the analog of the RandallSundrum solution, thus obtaining the
propagating degrees of freedom for the massless graviton on the brane. Our Planck brane
spans a d-dimensional Lorentz space and a compact -axis. We
set the gauge field A to
zero. By inspection we see from Eq. (13) that the traceless ( i h
ii = 0) transverse plane
], satisfy the equation for minimally coupled scalar,
wave state, h
(r)
exp[ip
x
ij
r2 h
ij +
m2
h = 0.
r 2 ij
(25)
We note that the constant polarization vectors, h

ij (r) = 'ij , are the solution for a zero-mass
graviton in transverse gauge (with two helicity states, = 2, for d = 4).
To see that these modes indeed represent only a single graviton in the boundary theory,
we must see that the gauge freedom and gauge constraints arising from the bulk description
353
agree exactly with the gauge properties expected from a graviton propagating in the
boundary. It is useful to review the standard argument in flat space by dropping the rdependence and the coupling to the additional longitudinal modes S, in Eq. (13). In this
case we would have the usual linearized Einstein equation for the tensor field,
h, + h, h, h, = 0.
(26)
=
To be explicit, we work in Minkowski space with conventional lightcone axes,
(0, . . . , 0, 1, 1), so that all vector indices (e.g., V ), are replaced by i, +, (e.g.,
Vi , V e V ), with i = 1, . . . , d 2 and metric + = + = 2. All states are taken

to be plane waves with momentum p = (0, . . . , p, E), m2 = p2 = p+ p and p+ =
p + E = 2p for m 0 so that graviton solution in momentum space is
+
h = ' eip+ x .
(27)
In Eq. (26), setting = i+, ++, and +, we find

'i = 0,
(28)
' '+ = 0,
(29)
' = 0,
(30)
respectively, where we have defined ' = ' . Thus the polarizations found from the
bulk analysis must have the gauge freedom
' ' + p + p ,
(31)
and be subject to exactly the above three constraints. By the standard argument [18] the
physical states in the quotient space are the transverse graviton polarization 'ij given
above.
We now must generalize this argument keeping track of possible r-dependence and the
longitudinal coupling to S and . For this we need to be more precise about the spectrum
of the radial equation for a minimal scalar. This is a SturmLiouville eigenvalue problem
of the form,
m2n
(32)
n (r),
r2
rc
with orthonormal condition, rmin

dr g r 2 n (r)m (r) = nm and a Neumann boundary
conditions, (rc ) = 0 at the Planck brane and regularity at the origin, r = rmin . At r = rmin ,
the solution has the form C1 + C2 log(r rmin ). Regularity requires that we set C2 = 0. The
resulting operator is self-adjoint with a discrete positive semi-definite spectrum, m2n 0,
and a single null vector, which is a constant in r: 0 (r) = C. Thus the graviton arises as
the unique normalizable state which is present only for finite rc . Our earlier tensor glueball
calculations [12] with rc = exhibited a mass gap simply because this state was excluded
from the Hilbert space due its logarithmically divergent norm. We postpone to Section 5
a more detailed comment on the effective gravity theory implied by this solution and its
relation to the original RandallSundrum construction.
r2 n (r) =
354
3.2. Longitudinal modes

We proceed by solving the full set of equations, Eqs. (13)(18), for massless modes.
The KK photon A (r) has a zero mode but this equation decouples from the rest and
in our effective theory we have set A (rc ) = 0 eliminating this mode. Viewed from the
perspective of the little group for a light-like state, the tensor field h , in addition to the
graviton, has in general
2(d 2) massless vector modes (hi ), and 4 scalars (h , h++ ,
h+ and h = h = i hii + h+ ). These mix with an additional KK scalar, S, and the
radion, . By finding explicitly all solutions for m2 = 0, we can settle the issue concerning
the existence of additional propagating scalars, i.e., the radion. A careful analysis of this
sector is a bit involved. Here we give the outline of the argument.
First, consider first a pair of equations from Eq. (13):
2hi
(33)
.
r2
Let us integrate the first equation from rmin outwards. Imposing regularity at r = rmin and
satisfying boundary conditions at rc gives hi = 0, i.e., a null state hi = const. But the
second equation leads to a contradiction if this constant is non-zerowe get a logarithmic
singularity in hi+ at r = rmin . Put succinctly, the image of our radial operator in the Hilbert
space cannot include the null vector. Thus we conclude that we must have hi = 0, which
reproduces (28), and we then find that hi+ = const is also a null vector. This latter constant
can be gauged away to zero by a diffeomorphism i x + , just as would be expected for a
graviton on the brane.
Similarly, there is a pair of equations for

2(d 2)h
2
r2 h+ h =
.
r2 h = 0,
(34)
d
dr 2
r2 hi = 0,
r2 hi+ =
These give the condition h = 0, which reproduces (30) above, and the condition
that h+ d2 h = const; this constant can again be gauged away by a r-independent
diffeomorphism.
Next, we note that there are 3 equations for the remaining 4 scalars, S, , h++ , and
h. This would appear to be an undetermined system, but we can perform an r-dependent
diffeomorphisms to reduce the radion field to a single constant, (r) 0 , representing
the fluctuation for the proper distance separating the Planck brane (at r = rc ) from the
black hole horizon (at r = rmin ).
Consider the ++ component of the tensor equation for h
4
(S + 0 + h h+ ),
r2
and the trace-unreversed form of and the rr equations:
r2 h++ =
3f d1
1
r
h d(d + 1)0 = 2 h ,
2
r

f
f
f
1
d S + (d 1) +
h d(d + 1)0 = 2 h .
r
r
2
r
r2 h
(35)
(36)
(37)
355
Since we have shown that the function h is zero, the last two equations can be integrated
rather trivially from r = rmin , yielding
f 0 y
d f 0 y
+ h(rmin ),
S(r) = ,
(38)
h(r) =
r
2 f
r
where y(r) = rmin dr/ f (r) is given in Eq. (5). Note that S(rmin ) = 0 and both h and
S are regular at rmin . The integration constant h(rmin ) remains to be specified. When we
substitute this solution into the boundary condition at r = rc ,

1
S (rc ) = 0 +
+ Sc ,
2
d
2 fc
d
0 + (1 )Sc ,
h (rc ) =
(39)
2
2 fc
we see that we are forced to set 0 = 0, (unless we arbitrarily tune to a special value
as discussed in the next section). It follows from Eq. (38) that we also get S = 0 and
h = const. Returning to the h++ equation and using arguments similar to those above, we
find that we must have h h+ = 0, thus reproducing (29). (We have previously shown
that h+ d2 h = const. It follows that a single r-independent diffeomorphism can gauge
both h+ and h to zero.) Lastly, we also have h++ = const, which can again be gauged
away to zero.
Thus we see that the radion vanishes in the zero mass sector, unless we tune the
parameter in the above relations to a specific value; we will discuss such tuning further
in the next section. One might hope that without such tuning we have eliminated the radion
and obtained just a massless graviton on the brane. But as we will see below the radion
actually has negative m2 at = 1, which is the value of for our physical construction of
the asymmetric brane. Thus the brane construction we started with is actually unstable.
We will explore the nature of the solutions for arbitrary in the search for a stable solution;
however, we do not know if these other values of can be reproduced by a well-defined
microscopic matter Lagrangian.
4. Radion instability
To address the question of stability, imagine expanding the Euclidean action, Eq. (7),
to quadratic order in the fluctuating fields relative to the AdS black hole background. The
quadratic terms will take the form
SE =
4D
rc
d
d p
1

p2
dr g (r)L(r) + 2 (r)Z(r)
r

+ r Xsurface + Xbrane (r rc ) ,
(40)
choosing units so that k = rmin = 1. L and Z may in general have Lorentz indices (see examples below). The general concept of stability of a classical solution requires
that all fluc
tuations increase the action so perturbations in the partition function ( dgMN exp[SE ])
356
are well defined. However, it is well known that off-shell Euclidean EinsteinHilbert action is unbounded and does not even satisfy this stability condition to quadratic order in
flat space. Consequently, we restrict ourselves to a narrower criterion for on-shell stability where all eigenmodes are neither tachyonic (negative m2 ) nor ghost-like (negative
norm, i.e., negative coefficient for the p2 kinetic term). To investigate the question of onshell stability, one looks at the condition of stationarity. Stationarity of the surface terms
(Xsurface , Xbrane ) is equivalent to imposing the Israel matching condition, so once we impose these boundary conditions we can drop the surface terms from the action. Thus, we
are led back to the problem of finding the spectrum by solving the eigenvalue equations,
L(r) = (p2 /r 2 )Z(r), for each eigenvector (n) (r) with eigenvalue p2 = m2n . The
sign of the norm of an eigenvector is defined by sign of the kinetic term,
rc
dr
g (n)
(r)Z (n) (r),
2
r
(41)
in the Euclidean action.

4.1. Radion mass
To see if the radion is tachyonic, we begin by examining the constraint of the two
boundary conditions at the Planck brane more carefully for our potential with a single
variable parameter . Since S, S and h are homogeneous in 0 , the trivial solution 0 = 0
always exists corresponding no massless radion, as indicated earlier. When can we have
a solution with 0 = 0? Substituting the solution for h and S, (38), into the junction
conditions, we find remarkably that both equations lead to a single condition:

2df (rc )
1
(42)
0 = 0.
rc f (rc )
When takes on a critical value,
critical = 1 +
2df (rc )
=1+d ,
rc f (rc )
(43)
both boundary conditions for S and h at rc are met, with 0 = 0. Therefore, a massless
radion can exist by fine tuning Vbrane .
With = critical , the remaining fluctuation h++ can next be found by solving Eq. (35).
We obtain the solution
h++ (r) =
r2
4
4rc
y0 3 yc 0 ,
f
r fc
with h+ = 2h/d. Regularity at r = rmin has fixed the integration constant for h so that
h(rmin ) =
d(d 1)rc
yc 0 .
(d 2) fc
The last remaining gauge freedom can be used to specify the integration constant, thus
providing a complete specification for fluctuations associated with the massless radion.
357
As one smoothly varies so that = critical = 0, one expects this mode to survive
with the radion acquiring a mass. For = small, this mass can be calculated perturbatively.
Denote S S0 + m2 S1 and h h0 + m2 h1 , where S0 and h0 are solution at = critical .
Substituting these into Eqs. (15) and (18), we find, to first order in m2 , a set of equations
for S1 and h1 :

3r 2 f
r 2f
h1 +
S1 = 0 ,
r 2 f S1 + h1 + 2rf +
2
2
r 2 f h1 + 2rf h1 drf S1 = S0 0 .
(44)
By imposing appropriate boundary conditions at both r = rmin and r = rc , these first order
perturbations can be obtained. In particular, the radion mass is fixed to this order. For rc
large, one obtains a simple analytic expression

(d 2)(d + 1) rmin d1
=.
m2
(45)
2
rc
Consequently, the system becomes tachyonic when reducing below critical in the
direction of our model for the Planck brane at = 1. We have check this result numerically
that finding for < critical a small negative m2 < 0 of order 0((rmin /rc )d1 ) set by the
mass hierarchy. At = 1, it remains negative, giving m2 35(rmin /rc )d1 .
4.2. Ghost analysis
To establish our sign conventions consider first the physical transverse traceless
tensor field for tensor glueballs or graviton mode, h

(r) with p h (r) = h (r)p =
h (r) = 0. Their contribution to the action is

p2
2
.
SE =
(46)
h
+
h
h
d dp dr g h
r
4D
r 2
The signs are such that all on shell massive modes are neither tachyonic nor ghost-like.
More subtle problem of the decoupling of null states for the zero-mass graviton has already
been discussed leading to only two physical states to the on-shell graviton to with 2
helicities for d = 4.
In the massive scalar sector, we have a coupled problem for four amplitudes, h(r, p) =
h (r, p), hT (r, p) ( p p /p2 )h (r, p), S(r, p), and (r, p), with

d
h 2 hT + hT r2 h + h r2 hT + S r2 h + h r2 S
SE =
d p dr g
4D
d 1 T r

p2
(d + 1)f

+
h S S h + 2 Z + U( , ) . (47)
2
r
The kinetic term is expressed in a matrix form, with
Z =

d 2
hT hT hT S + S + hT + h.c. ,
d 1
(48)
358
where the matrix Z defines the norm for these scalar fluctuations. The remaining nonvanishing terms for = 0 are

df

(d + 1)f
f
+
h h +
S S
U( , ) =
2
r
r

d(d + 1)
(hT + S + ) + h.c. .
2
Unlike the traceless-transverse tensor modes, the situation is now more complicated. Since
the Z-matrix has both negative and positive eigenvalues, the possibility of ghosts is present.
Consequently,
one must solve the coupled eigenvalue condition and check the actual norm,
rc
d2 Z, for each mode.
dr
r
1
Without the Planck brane, positivity of the norm for on-shell physical states presumably
is required if the Maldacena hypothesis relating a unitary YangMills theory to a ghostfree superstring is in fact valid. Nonetheless, the quantization and proof of the no-ghost
theorem in RamondRamond backgrounds is far from trivial. Nonetheless, for all the
massive glueball states which survive when the Planck brane is removed are expected to
be stableneither tachyonic nor ghost-like. However, in the presence of the Planck brane
new states do appear.
For the radion we have calculated
its norm2 near the critical point ( critical ) to

zeroth order in m2 . With hT = d1
d h0 + 0(m ), and, for r rc large, S0 (r) y(r)0 ,

d1
h0 (r) d y(r) d2 yc 0 , it follows that
rc
dr r d2 Z
1
1 d1 2 2
yc 0 > 0,
r
d 2 c
(49)
so radion appears not to be a ghost. We have checked numerically that this result holds
for a range of values of including our model for the Planck brane at = 1. Therefore,
the radion is a perfectly normal physical mode with a tachyonic mass for our microscopic
construction of the asymmetric brane.
5. Brane world gravity

Now let us return to discuss the graviton in our model and compare it with the Randall
ipx ,
Sundrum constructions. As noted above the transverse tensor h
= ' (p)T (r, p)e
obeys the same equation as a minimally coupled massless scalar,
p2
1 d
r f T 2 T = 0,
d
r
r
(50)
with T (rc ) = 0. A minimal scalar field, 2 + M 2 = 0, of mass M has two possible

asymptotic forms, (r) (r) , or (r) (r)(d+1) , for conformal dimension

1
1
(d + 1)2 + (Rads M)2 .
= (d + 1) +
2
4
359
Fig. 2. The effective potential Veff (y) (short dashed curve) with the horizon at y = 0 (or r = 1) and the delta
function Planck brane at yc = 5.08308 (or rc = 128). Superimposed profile of the graviton wave function (long
dashed curve) compared to the first three glueball wave functions (solid curve).
By a general argument for AdSd+2 /CFT duality, only the first normalizable mode
corresponds to an operator in correlation function for the boundary YangMills theory
in our present example, T (r) (r)6 with conformal mass M = 0 corresponding to
the energy-momentum operator in the boundary theory. The second non-normalizable
mode is present only when the boundary theory is deformed by including the operator
in the YangMills Lagrangian. Our new graviton solutions, T (r) = const with p2 = 0,
apparently corresponds to the second possibility where the Planck brane defect provides
the deformation in terms of a UV cut-off so that this state can be normalized.
For a direct comparison with the RandallSundrum solution, it is instructive to convert
to the proper distance (5) from the black hole horizon and introduce an integrating factor,
= eW (y) T , so that the tensor equation has the SUSY form,

p2

W (y)
+ W (y) (y) = 2 (r).
(51)
y
y
r
The prepotential

1
1
W (y) = log r d f (r) = log sinh((d + 1)y) + const
2
2
is defined in the interval y [0, yc ] between the black hole horizon (y = 0) and the
Planck brane (y = yc ). The effective potential Veff (y) = (W )2 W is plotted the Fig 2.
In the limit rmin 0 (or large y yc ), we recover the RandallSundrum solution,
V (y) (d + 1)k|y yc |, for pure AdS.
Note the volcano potential at the Planck brane is a delta-function at the edge of the
disk. In addition, our effective potential has an attractive double pole at the origin of the
disk (y = 0) at the black hole horizon (r = rmin ), which accounts for the discrete glueball
or radial KK spectrum. In this representation, the zero-mass bound-state graviton has
wave function, = 0 exp(W (y)) localized close to the Planck brane. Conversely, the
glueballs are localized close to the black hole horizon with mass on order of mGB k 2 rmin .
Note that, with rmin = 0, there would be no confinement, and one reverts back to the
standard graviton equation [4] with no mass gap.
360
Without the Planck brane, the zero mass solution is no longer a normalizable state in
the tensor spectrum. With the Planck brane, the graviton appears but the massive states
are very slightly shifted by =m/mGB = O(rmin /rc ). The mass hierarchy between the low
energy glueballs and the Planck scale is therefore a reflection of the fact that glueballs wave
functions are confined to a region close to r = rmin where the graviton is exponentially
suppressed as a function of proper distance, rmin /rc exp[k=y].
Once we have a graviton and general covariance in the d-dimensional Minkowski
space parallel to our (d + 1)-dimensional Planck brane we expect to find a low energy
effective theory for classical brane world gravity coupled to matter. To see explicitly how
this low energy theory emerges, we should split the metric into heavy and light modes,
gMN (r, , x) = g MN (r, x) + hMN (r, , x). Assuming that the graviton is the only zero
mode, the new background metric g includes the gravitation fluctuations g (x) to all
orders:
1
dr 2 + f (r) d 2 + r 2 g (x) dx dx .
ds 2 =
f (r)
Expanding the Euclidean action (7) in the hMN (r, , x), we arrive at an effective action.
The zeroth order term gives the dimensionally reduced EinsteinHilbert action,

(MD )
D2

d
d x
rc
d
dr
g(kr)
rmin
d2
R(x) = (MD2 )

D4
dd x

g R.
(52)
in the AdS blackhole, where d = D 2. The strength of the brane world gravity relative
to the effective Planck mass in 2 lower dimensions is the transverse surface area of the r
AdS , where
disk in AdSD blackhole by (MD2 )D4 = (MD )D2 S

R rc d1
(krc )d1 (krmin )d1
AdS
S =
(53)
.
k(d 1)
d 1 R
D
The approximate expression at the right acknowledges the large hierarchy in scales
rc /rmin 1 and reintroduces the AdS radius R = 1/k. We also recall that the period
is inversely related to rmin , R 2 /rmin .
Specifically, if we start with 11d M-theory, the Planck mass in 4 dimensions is related
9 = 1/ l 9 by
to the 11d Planck scale M11
p
2
MPlanck
=
1 (7)
V ,
lp9
(54)
where the 7d transverse volume,

(7)
AdS
V = 2R11 S
Vol(S 4 ),
(55)
has 3 factors in the deformed AdS7 S 4 background with D = 7 (or d = 5). Reading from
left to right they are the circumference of the circle on the 11th axis, the surface area of the
r disk in AdS7 and the volume of S 4 . The result is
2
MPlanck
=
32 6N 2
(rc /rmin )4 .

9qcd
(56)
361
To be more explicit, in arriving at this result, we have used the following. First, the relation
of the M-theory Planck length to the AdS radius, R 3 = 8Nlp3 , and the relations to
10d string quantities, R11 = gs ls and lp3 = gs ls3 . With = 2R 2 /(3rmin ) and Vol(S n ) =
2r n (n+1)/2 / ((n + 1)/2) with r = R/2, the resulting relation can be written in terms

2 R /, one can
of a single QCD scale, qcd
= (R/rmin )3 ls2 , Alternatively, with gYM
11
also express MPlanck in terms of strong coupling glueball mass scale, qcd 1/, where

2 N2 ). It is also worth noting that our radion instability is an extremely
qcd
= 1/(gYM
qcd
2
small scale set by the inverse of this hierarchy: m2tachyon O(1/MPlanck
). Nonetheless,
such an instability is still probably too large on a cosmological time scale.
If we regard the black hole horizon at r = rmin as the location of a QCD brane,
this simple expression can be seen as the standard RandallSundrum mass hierarchy [3]
between the Planck mass and the QCD scale given by the exponential ( rmin /rc
exp[k=y]) of the proper distance, =y, separating the Planck brane from the QCD
brane. In addition there is a factor N 2 , which sets the scale of the 6 remaining compact
dimensions in units of the fundamental Planck length of M-theory. In fact, we have found
a RandallSundrum-like mechanism without any explicit introduction of a second matter
brane. Moreover, we have a truly large GeV scale extra-dimensions; however, there is
no obvious contradiction with gravity at short distance since the radial KK modes that
give exponential corrections to gravity are simply intermediate glueball states that are the
obvious consequent of QCD corrections to the graviton propagator. An alternative way
to understand the hierarchy is to observe that the coupling of glueballs to the graviton
represents an overlap of the graviton wavefunction with the square of the glueball wave
function (see Fig. 2). The small coupling is now a result of the exponentially small overlap.
6. Conclusion
It is tempting to speculate that our construct can serve as a simple model of gravity
interacting with non-conformal matter in the confined phase where both the matter and the
graviton are a consequence of excitations of the same higher-dimensional string fields with
no need for external sources. Of course, we are aware that this scenario is a long way from
a realistic model that can be rigorously constructed within the context of non-perturbative
string theory. Even in this limited context, we have found that our first attempt at a
microscopic theory for the Planck brane, intersecting (d 1)- and d-dimensional branes,
actually leads to a tachyonic radion mode. Future efforts will explore other approaches to
a microscopic theory to see if this instability can be circumvented.
Finally let us remark on the spectrum in our M-theory approach to the strong coupling
QCD4 glueballs, imagining for now that some suitable model can be found to stabilize
the radion. The glueball spectrum has been studied in details in the strong coupling limit
of the AdS7 S 4 black hole background [12,13]. In the strong coupling limit, all states
have masses set by a single cut-off scale, the radius of the compact circle setting the
temperature for the AdS black hole metric. Here we not only ignore tau-dependent
modes carrying a U (1) charge not found in the QCD sector but all states with non-trivial R
charge [12,13]. In the subset of modes consistent with QCD quantum numbers, the lowest
362
mass glueball states are found on the gravitational metric gMN restricted to the AdS7
subspace. They obey the inequalities
m(0++ ) < m(2++ ) = m(1+ ) = m(0++ ) < m(1+ ) = m(0+ ).
The degeneracy in the spectrum reflects an accidental O(4) symmetry at strong coupling
due to the fact that the compact 11th coordinate acts like an extra spatial axis. In effect
we have a 5d theory with tensors, g , g and g , where = 1, 2, 3, 4, 11. The massive
(glueball states) are very slightly displaced by the presence of a Planck brane due the
exponential hierarchy discussed above. However, after introducing the Planck brane, there
are a finite number of new light states. The new additional states are: (i) A 5d zero mass
tensor graviton with five physical degrees of freedom which gives rise to KaluzaKlein
gravity on R (3,1) S 1 or in 4d language a 2++ graviton, a 1 KK photon and a zero
mass 0++ KK dilaton; (ii) a new radion state, stabilized by some unknown mechanism;
and (iii) a new light 5d vector again assuming a way is found to introduce a mass term for
the A field coupled to the brane. This decomposes in 4d into a vector 1+ /scalar 0++
multiplet. Note there is no Planck domain wall state corresponding to the lowest scalar
glueball 0++ associated with g . Instead, the radion is an entirely new degree of freedom
due to fluctuations in the finite proper distances, =y, of the Planck brane form the black
hole horizon. Away from strong coupling, the m(2++ ) = m(0++ ) glueball degeneracy is
expected to be broken since the 11th axis is distinguished in many ways (being a compact
axis on which the membrane is wrapped) and in fact lattice QCD data also exhibit a
significant splitting. Consequently, a similar fate should lift the mass of the dilaton. Once
A is reintroduced a standard Higgs mechanism can lift its mass. Of course, without a
viable microscopic model, it is not possible to be precise, but clearly higher-dimensional
branes world models, such as the (5 + 1)-dimensional one we are considering here, can
give very interesting new low mass states.
We have sketched the effective low energy theory on the gravity side of the AdS/CFT
duality. Here the glueballs and the graviton are seen as excitations of the same
supergravity (or weak coupling string) modes. This suggests an intriguing possibility for
the relationship between the QCD string and the fundamental string. In the confined
phase of QCD both strings may merge into a single entity. One possibility is that when
(and if) a phenomenologically satisfactory vacuum is found for superstring theory, one may
have a phase diagram, which continuously connects quantum gravity to the lower energy
confined QCD phase coupled weakly to low energy gravitational modes. Of course, such a
theory would have to have additional scales in between the Planck brane and the QCD scale
for all of the rest of the standard model, TeV physics and whatever might grow in the
desert. This need not contradict the alternative dual description of a weak-coupling Yang
Mills limit in which gravity is seen as an additional (semi-classical) background left over
from the superstrings in the IR. Since the graviton mode is a non-normalizable state in the
standard AdS/CFT dictionary, it presumably corresponds to adding the EinsteinHilbert
action (at low energy) to the YangMills Lagrangian. Although the QCD string in this
picture appears simply as a trick for reformulating the color singlet sector of the confined
phase by string/gauge duality, it is in fact more directly a consequence of superstring in
extra dimensions. It would be nice to be able to make this dual view of the QCD string
more precise.
363
Appendix A. Global radion analysis in RandallSundrum two-brane scenario

Consider a pure AdS5 background, with two fixed branes located at r = rmin and r = rc ,
(0 < rmin < rc ), and assume Z2 -orbifolding at both branes, (we shall adopt notations as
close to our AdS/BH case as possible). We are interested in providing a global solution
for a massless radion and also in the limit rmin 0 where the proper distance between
branes diverges. Introducing analogous reduced fluctuations, h and , the metric, for
rmin r rc , becomes
dr 2
+ ( + h )r 2 dx dx .
r2
There are now two sets of junction conditions, at r = rmin and r = rc , where h (rmin +
(rc )

min )
') = (r
rmin and h (rc ') = rc , respectively.
Leaving aside the transverse graviton, other massless modes can again be analyzed as
done for the case of AdS/BH using lightcone variables. There are four vector fluctuations,
hi , i = 1, 2, and four scalar fluctuations, h, h++ , h , and h+ . One easily finds that,
after global gauge fixings, hi = 0, h = 0, and h = 2h+ , with h and h++ remaining
to be specified.
We next choose the gauge where 0 . Linearized Einstein equations,
ds 2 = (1 + )
(2h + 40 )
= 0,
r2
can be solved after enforcing boundary conditions, leading to

rc
r
rc2
log
h(r) = 40 log
,
2
rmin
rmin
rc2 rmin

r
rmin 2 rc2 r 2
40
rc
+
.
h++ (r) = 3 log
log
rc
r
rmin
r
rc2 rmin 2
rh 40 = 0,
r2 h++
(A.1)
(A.2)
The integration constant for h++ can be fixed by the last r-independent gauge transformation. It is straightforward to verify that the norm for this mode is positive. This massless
radion is therefore physical [19,20].
Finally, let us find out what
r happens if one pushes rmin to zero. In this limit, the proper
distance between branes 0 c dr
r , thus reducing to a one-brane RS scenario
[4].
As rmin 0, both h and h++ approach well-defined limits: h(r) 40 log rrc , and

0
h++ (r) 4
log rrc . However, for h and h++ to be bounded at r = 0, one finds that
r3
0 = 0,
so that the radion decouples, as it should.
References
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N. Arkani-Hamed, S. Dimopoulos, G. Dvali, Phys. Rev. D 59 (1999) 086004.
(A.3)
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(2000) 067505, hep-th/9912160.

Sleptonarium (Constraints on the CP and flavour

pattern of scalar lepton masses)
I. Masina, C.A. Savoy
Service de Physique Thorique, 1 CEA-Saclay, F-91191 Gif-sur-Yvette, France
Received 3 December 2002; received in revised form 20 February 2003; accepted 7 April 2003
Abstract
The constraints on the flavour and CP structure of scalar lepton mass matrices are systematically
collected. The display of the resulting upper bounds on the leptonslepton misalignment parameters
is designed for an easy inspection of very large classes of models and the formula are arranged so as
to suggest useful approximations. Interferences among the different contributions to lepton flavour
violating transitions and lepton electric and magnetic dipole moments of generic character can either
tighten or loose the bounds. A combined analysis of all rare leptonic transitions can disentangle
the different contributions to yield hints on several phenomenological issues. The possible impact
of these results on the study of the slepton misalignment originated in the seesaw mechanism and
grand-unified theories is emphasized since the planned experiments are getting close to the precision
required in such tests.
PACS: 12.60.Jv; 14.60.-z; 14.80.Ly
1. Introduction
Neutrino oscillation experiments have established the fact that the lepton family
numbers are violated [1]. Looking upon the Standard Model (SM) as an effective theory,
besides the d = 5 operator responsible for Majorana neutrino masses, there is a d = 6
E-mail addresses: masina@spht.saclay.cea.fr (I. Masina), savoy@spht.saclay.cea.fr (C.A. Savoy).

1 Laboratoire de la Direction des Sciences de la Matire du Commissariat lnergie Atomique et Unit de
Recherche Associe au CNRS (URA 2306).

doi:10.1016/S0550-3213(03)00294-3
366
I. Masina, C.A. Savoy / Nuclear Physics B 661 (2003) 365393
Table 1
Present experimental limits and planned sensitivities to lepton electric dipole moments and flavour violating
decays
de
d
d
BR( e )
BR( )
BR( e )
Present
Planned
< 1.5 1027 e cm [10]

< 1018 e cm [13]
< 1029(32) e cm [11] ([12])

< 1024(26) e cm [14] ([15])
< 3 1016 e cm [16]

< 1.2 1011 [16]
< 1.1 106 [16]
< 2.7 106 [16]
< 1014 [17]

< 109 (?) [18]
operator where lepton flavour and CP violations could further manifest:

1
(1 + 5 )F ,
2
(1)
from which lepton flavour violating decays (LFV) i j and additional contributions
to electric and magnetic dipole moments (EDM, MDM) all potentially arise. The present
upper limits and the planned future sensitivities to such observables are displayed in
Table 1. If the fundamental theory is well described by the SM up to very large scales,
e.g., up to the gauge coupling unification scale, then these operators are too much
suppressed to be observed. However, if the new physics scale is low enough the above
processes are potentially detectable. This is indeed the case for low energy supersymmetric
extensions of the SM where flavour violations would originate from any misalignment
between fermion and sfermion mass eigenstates. Understanding why all these processes
are strongly suppressed is one of the major problems of low energy supersymmetry, the
flavour problem, which suggests the presence of a quite small amount of fermion sfermion
misalignment.
In evaluating the above processes, we are thus allowed to use the so-called mass
insertion method [2]. This is a particularly convenient method since, in a model
independent way, the tolerated deviation from alignment is quantified by the upper limits
on the mass insertion s, defined as the small off-diagonal elements in terms of which
sfermion propagators are expanded. They are of four types: LL , RR , RL and LR ,
according to the chiralities of the sfermions involved. In principle, one could test each
matrix element of these matrices. Indeed, searches for the decay
i j provide
bounds

on the absolute values of the off diagonal (flavour violating) ijLL , ijRR , ijLR and ijRL ,
while measurements of the lepton EDM (MDM), di (ai ), besides giving constraints on the
flavour conserving mass parameters and their CP violating phases, also provide limits on
the imaginary (real, respectively) part of combinations of flavour violating s, ijLL jLR
i ,
LR
RR
LL
RR
LR
LR
ij j i , ij j i and ij j i .
Although many authors have addressed the issue of the bounds on these misalignment
parameters in the leptonic sector, the analyses have often focused more on some particular
observables. It is worth emphasizing that the study of the combined limits allows to extract
additional informations, as discussed in this paper. On the other hand, other more general
studies [3] only considered the contribution of a photino inside the loop diagram (this
367
roughly corresponds to the bino contribution in our work). Other contributions are often
dominant depending on the region of the parameter space.
The aim of our work is to reconsider the limits on scalar lepton masses in a systematic
approach and to lay them out in such a way that one can easily extrapolate the results from
a model to another. In the following sections, we present a global update of the present
limits and we analyse the impact of the planned experimental improvements. In particular,
they offer the possibility of learning something about CP violating phases in the flavour
violating elements of the sleptonic sector. This could have interesting implications from
the theoretical point of view.
The relevant one-loop amplitudes have been exactly written in terms of the general
mass matrix of charginos and neutralinos [4], resulting in quite involved expressions. The
results become more transparent and more suitable for a model independent display in
an approximation where the gauginohiggsino mixings are also treated as insertions in the
propagators of the charginos and neutralinos inside the loop [57]. The relevant amplitudes
for the chirality flip processes considered here are then conveniently classified according
to the type of gaugino in the propagator: bino, higgsinobino or higgsinowino. With this
additional insertion approximation, it is not really necessary to fix a particular scenario
to analyse the dependence on the many mass parameters as the relevant terms become
more explicit and one can use simple approximate expressions to understand the behaviour
in some regions of the supersymmetric parameter space. However, in the figures, it is
convenient to select a reasonable framework so that all the limits on the s can be easily
compared in terms of the same observables. We consider the mSUGRA scenario and we
display the upper bounds on the s in the (M1 , meR ) plane (M1 and meR are the bino and
right-slepton masses, respectively) assuming gaugino and scalar universality at the gauge
coupling unification scale and fixing as required by the radiative electroweak symmetry
breaking.
Deviations from the mSUGRA assumptions can be estimated by means of relatively
simple analytical expressions. For this sake, the main contributions are isolated and simple
approximations are offered so to ease the adjustment of the constraints to alternative
models.
In our analysis, we pay attention to the possible interferences among the amplitudes.
Some of them could be introduced in a more artificial way, e.g., by adjusting the phases
between the wino and masses, M2 and M1 , or those between A and to suppress the
lepton EDM. We are more interested in interferences that are generically present in the
models and would affect the limits on the s. This happens, for instance, for jRR
i due
to a destructive interference between the bino and binohiggsino amplitudes, so that no
limit can be derived in the region where 2 (me2L + me2R )2 /4me2R , that in mSUGRA
translates into meR 6M1 . On the contrary, the limits on jLL
i are robustif M2 and M1
have similar phasesbecause of a constructive interference between the chargino and bino
amplitudes. It turns out that in the mSUGRA dark matter favoured region meR M1 ,
the bino diagram dominates, while the chargino one gives the largest contribution above
the sector 2 < meR /M1 < 3, where they have comparable strength. More generally, the
bino takes over the chargino around ||2 /me2L 110, depending on the model. As a
368
consequence, the limits on jLL

i uniformly decrease along any direction of the (M1 , meR )
plane.
The present limits on e and de already provide interesting constraints on the
related s. A sensitivity could be reached in future experiments on and d that
would allow to test the values of the at the level of the radiative effects, as predicted, for
instance, in the seesaw context [8].
Another issue is the origin of the CP violating phases in the lepton EDM. Unless
the sparticle masses are considerably increased, the phases in the diagonal elements of
the slepton masses (in the lepton flavour basis), involving the parameters and Ai of
supersymmetric models, have to be quite small, which is the so-called supersymmetric CP
problem. Thus, one would like to establish if they could arise instead from flavour violating
contributions with O(1) phases, analogously to the large CP violating phase in the CKM
matrixin spite of the different origin of the mass misalignments. The bounds on the s
from LFV decay experiments, set limits to the sole LFV contributions to EDM. Those
obtained from the searches for give limits on the LFV part of d , namely, that
coming from LFV mass insertions [7]. The present limits on the appropriate s still allow
for a much larger d from LFV than what is expected from the lepton flavour conserving
(LFC) ones on the basis of the present limits on de and the mass scaling rule [7,9]. Indeed,
the LFV contributions to EDM are likely to strongly violate this rule.
The paper is organised as follows. In Section 2 we define the insertion approximations
and the general expressions. The limits on the different matrix elements obtained from
the present and future experimental bounds on lepton flavour violating leptonic decays are
displayed and commented upon in Section 3. In Section 4 we separate the analysis of the
lepton flavour conserving and violating contributions to the lepton MDM and EDM, and
in Section 5 we discuss the possibility of isolating the respective sources of CP violations
by combining the data on EDM and LFV decays. In Section 6 we draw our conclusions
and in Appendix A we exhibit the analytic expressions of the various contributions to the
processes discussed in this paper in the insertion approximation as well as some useful
approximations.
2. Framework
In this paper we are concerned with the supersymmetric contributions to the electromagnetic dipole transitions of leptons, induced by
e
Mij j i F ,
(2)
4
from which the FC (i = j ) EDM transitions and additional contributions to MDM ones as
well as lepton flavour violating (i = j ) transitions, all potentially arise. The contributions
of broken supersymmetry to Mij , because of its dimension, must have a factor m1
susy , of the
scale of the soft supersymmetry breaking mass parameters, msusy . However, the transitions
induced by (2) have a chirality flip character, hence an additional factor mj /msusy will be
present. Indeed, the LR character of the operator in (2) requires at least one Higgs v.e.v.,
v, factor, by isospin and hypercharge conservation, as already exhibited by the basic gaugeinvariant operator (1). This can appear in the loop only through either a I = 1/2 mass terms
369
between L and R sfermions or between gauginos and higgsinos. The chirality flip can only
be provided by a Yukawa coupling of either the higgsino at a vertex or by the chirality
flip sfermion masses, also related to Higgs Yukawa couplings. Hence, a mj /m2susy factor
can always be factorized in (2). Of course, the variety of the soft masses which, together
with the term, enter the exact expression of Mij requires a more precise calculation, also
justified by the presence of several interfering amplitudes.
2.1. Insertion approximations
The calculation of these amplitudes in flavour space encompasses a large number of
soft mass parameters from the charginohiggsino sector as well as the mass matrix for
all left- and right-handed sleptons and left-handed sneutrinos. However, this complexity
is conveniently reduced without spoiling the physical results by two kinds of so-called
insertion approximations for the sparticles inside the loop that we now specify.
2.1.1. Charginoneutralino branch
The MDM/EDM one-loop amplitudes have been fully calculated in the literature [6,19
22] and have also been displayed [5,7] in the insertion approximation as a development
in powers of MZ /msusy of the chargino and neutralino propagators. This approximation
is very satisfactory in most of the parameter space [5,6] and it simplifies the analysis of
the dependence of the results on the soft masses. One has: the non-flip components in the
, with mass M2 , and of the higgsinos
with mass M1 , and W
propagator of the gauginos, B,
H with mass (the contributions of the latter are smaller by a factor mi /MZ ); and the
H , W
H , proportional to v.
flip components B
The approximation consists in keeping at most one flip insertion, namely, only the terms
of O(v/Mi , v/). Actually, it can be considered as the lowest term in the development in
powers of v 2 /m2susy , which is precisely the amount of fine-tuning in the MSSM. This gives
a theoretical motivation for this approximation, which is corroborated by the numerical
checks.
In this insertion approximation, the expressions for MDM, EDM and LFV decays are all
obtained from the three chirality-flipping amplitudes associated to the Feynman diagrams
370
displayed above, where the v insertion is also shown. Their expressions, as given in the
Appendix, allow for a simple factorization that suggest useful approximations in most of
the cases. As for CP phases in the chargino-neutralino sector, they are defined so that M1
is real while and M2 remain complex in general.
2.1.2. Slepton branch: the s
It is convenient to work in the basis where lepton flavour is defined so that the charged
lepton masses, the Yukawa couplings and the gauge couplings are flavour diagonal. In
general, it is not necessarily so for the slepton mass matrix in the same basis, where the nondiagonal entries induce the FV effects in Mij , as they measure the misalignment between
the lepton and slepton physical states. Because of the severe experimental constraints on
the LFV transitions and on the CP violating EDMs, it is well justified to develop the
slepton propagators around the diagonal terms so defining an approximation where the
non-diagonal terms appear as insertions. On the other hand, consistency with the previous
approximation in v 2 /m2susy means that the mass splitting inside an isospin doublet, MZ2 ,
should be neglected, i.e., the sneutrinos and charged sleptons are mass degenerate. More
pragmatically, since sneutrinos appear in the chargino diagram which dominates in several
cases, this FC mass splitting only affects the results in the limit where all the soft terms are
small, generically disfavoured by present experiments.
Along these lines, we shall adopt here the usual convention for the slepton mass matrix
in the basis where the lepton mass matrix m is diagonal:

m2L (I + LL )
(A tan )m + mL mR LR
L
L R
2
LR
RR
R ,

(A tan )m + mL mR
mR (I + )
(3)
where mL , mR , are, respectively, the average real masses of the L and R sleptons and
A O(msusy) is the diagonal mass matrix of the A-term. The deviations from this
universal mass matrix are all gathered in the matrices, which contain 30 real parameters
(including 12 phases). Those in LR are expected to be proportional to the m eigenvalues
with O(msusy) coefficients, while, by their own nature, m2L , m2R O(m2susy). But, from the
experimental constraints on LFV and EDM, important suppression factors with respect to
msusy are expected in basically all of them to solve the so-called supersymmetric flavour
problem. Our aim here is to quantify these requirements. Notice that the diagonal entries
in the s (in the present basis) could be large, but in many cases this can be afforded
for by some obvious corrections in the final results, as we shall discuss. The insertion
approximation now corresponds to a development of the propagators around the diagonal
with the average slepton masses, m2L and m2R .
The complete expression for the amplitudes are given in Appendix A, in Eq. (A.1).2
These amplitudes are indicated by the lower indices: B for the pure B diagram, L and
H (SU(2))
H 0 one with L and R sleptons, respectively, and 2 for the W
R for the B
one. In this development, the non-diagonal insertions generate LFV transitions, but also
contribute at a higher level of the development to the FC transitions, in particular by
2 We have checked that the insertion approximation gives essentially the same results as the exact expressions
in Ref. [4] with the exception of some very low energy region.
371
generating EDM phases. Therefore, we expand beyond the first term and define a multiple
insertion approximation. Thus, upper bounds can be used to constrain not only single
matrix elements of the s, but also some of their products.
2.2. Order of magnitude of the amplitudes
The advantage of the mass insertion approach is precisely that it disentangles the various
contributions which depend on different sets of parameters. Furthermore, as shown in
Appendix A, each one can be factorized in two terms, as shown in Eq. (A.4).
The first important observation is that all contributions get a factor of tan . Even the
pure B one has a factor ( tan A) in the diagonal terms. This is the well-known fact
that MDM and EDM are roughly proportional to tan for large tan . For this reason, it is
convenient to introduce the complex parameters
i = 1
Ai
.
tan
(4)
Let us identify the main factors in the contributions of the different Feynman graphs,
in the most plausible scenarios where || Mi is required, as well as M1 < mL , mR . We
denote M (2) the contribution from the SU(2) graph, M (B) the pure B one, M (L) and M (R)
those from the other two U (1) graphs. Then the main contributions to, e.g., the diagonal
terms can be approximated as follows (in this particular example, we make the obvious
replacement of the average slepton masses by the relevant eigenvalue):
Mi(2)
Mi(L)
M2 mi tan

g2 xL i ,
(5)
M1 mi tan
g1 (xLi ),
8m2Li cos2 W
(6)
4m2Li
Mi(R)
(B)
Mi
sin W
M1 mi tan
g1 (xRi ),
4m2Ri cos2 W
(7)

||2
(L)
(R)
2Mi + Mi ,
2
2
mRi mLi
(8)
where we have introduced the notations:

xL =
M12
m2L
xR =
M12
m2R
xL =
|M2 |2
m2L
|M2 |2
M12
xL ,
(9)
and g1 and g2 are displayed in Appendix A and in Fig. 13. Roughly, g1 O(1) for
M1 < mL , mR , and g1 m2L(R) /M12 in the opposite situation. Instead, g2 feels the chargino
mass singularity due to collinear photons, with a logarithmic singularity for |M2 |2 0,
and g2 m2L /(2|M2 |2 ) for m2L |M2 |2 .
From the symmetries of the equations in (A.4) it is easy to adapt (5)(8) to other
configurations of the parameter space. A rule of thumb for a rough evaluation: to rescale
these results from M1 < mR (mL ), to M1 > mR (mL ), multiply the amplitudes M (R) (M (L) )
as given in these expressions by xR1 (xL1 , respectively), and analogously for |M2 | > mL
372
and M (2) (this is not as good because of the mass singularity though). To adjust from
|| Mi to || Mi , one just exchanges || M1 , in M (R) and M (L) , || |M2 |, in
M (2) but not in M (B) .
The other terms in the insertion expansion, namely, the coefficients of s, are similar,
but slightly suppressed by one or two more propagators. They will be discussed more in
detail in the next sections. But the general trend is given by (5)(8).
A generic remark is in order. All the contributions in (5)(8) have the same sign but
M (R) , due to the negative hypercharge of the L sleptons, at least for || tan > |A|, and
for M2 in phase with M1 . Its destructive interference with the others has some interesting
consequences to be discussed later on.
Actually, many of the results in the figures can be understood from these simple
approximations. More importantly, in spite of these figures being displayed within the
mSUGRA constrained parameter space, the results can be easily extrapolated to other
models from the approximated expressions in the Appendix and their adaptations. In most
cases one can identify a dominant contribution and a corresponding approximation, then
the relation with the plots in the figures, just as we do for some examples below.
2.3. mSUGRA spectrum
The dependence of the results on the parameters (, A, M1 , M2 , mL , mR ) is already
transparent in the insertion approximation. However, it is convenient to display all the
bounds on the various s in the plane of two physical observables, because this allows
to easily discuss, compare and generalize the upper bounds. In the following pictures, we
have chosen to display all the bounds on the various s in the plane (mR , M1 ). One of the
advantages of this choice is that general cosmological constraints (see for instance [23]) are
more easily discussed in this plane. To reduce the number of free parameters to just those,
we adopted the mSUGRA spectrum and we provide some rules which allow to consider
much more general scenarios.
Let us recall the constraints arising in mSUGRA, where the universality assumption
reduces the parameters which are then defined close to the Planck scale as a general scalar
mass, m0 , an overall gaugino mass, M1/2 , and a universal A0 , together with the low energy
ones, and tan . At the low energy scale, say v, after the RGE running, the parameters
M1 , M2 , mL , mR , are obtained as follows:
Mi (v) =
i (v)
Mi (MU )
i (MU )
(i = 1, 2, 3),
m2R (v) = m2R (MU ) + 0.15M12(MU ),

m2L (v) = m2L (MU ) + 0.51M22(MU ) + 0.04M12(MU ),
(10)
where MU is the unification scale and the contribution of Yukawa couplings is included in
the s. The mSUGRA constraints are fulfilled by putting: M1 (MU ) = M2 (MU ) = M1/2
and m2R (MU ) = m2L (MU ) = m20 .
373
A very important constraint in mSUGRA comes from the radiative electroweak

breaking condition that requires a fine-tuned in order to fulfill the minimum condition:
||2 =
m2Z 1 + 0.5 tan2 2 1 + 3.5 tan2 2

+
m0 +
M1/2 .
2
tan2 1
tan2 1
(11)
The most important term in this fine-tuning comes from gluino loop contributions which is
of course reduced if the gaugino universality is given up and light gluinos are assumed. This
has an impact in the results, and in some of the approximations that assume ||2 > M12 .
The term in m20 is more involved in the general case, the relation (11) for is modified if
one relaxes the mass universality between Higgses and matter fermions at MU , but m20 has
a smaller coefficient.
Finally, we replace the mSUGRA variables m0 and M1/2 by the more physical masses
m2R (v) and M1 (v), and we suppress the value v from everywhere. Then M2 , 2 (for
tan2 1) and m2L are fixed as follows:
M2 2M1 ,
||2 0.5m2R + 20M12,
m2L m2R + 2.5M12.
(12)
These relations are assumed in the figures. Therefore, the two typical regions in the
(mR , M1 ) (semi-) plane are mR M1 which is preferred by the mSUGRA dark matter
solution, and mR M1 , where mL mR . As discussed later on, notice that in the
first region the bino provides not just the dark matter of the universe, but also the main
contribution to many processes.
In the figures of the next sections the plots indicate the excluded regions as follows.
The light grey region is unphysical, since m20 < 0 there. The dark grey region is excluded
The line m2 = 0 is the boundary
because the LSP would be the right-slepton instead of B.
0
between them.
3. LFV decays i j
The non-observation of the rare decay i j provides upper limits on the absolute
value of the four flavour violating ij s. Indeed, the corresponding branching ratio receives
the following dominant contributions:
M 4 M 2 tan2
BR(i j ) = 3.4 104 BR(i j j i ) W 1 2
||

2

LL
1

LR mR mL

IB
j i i IB,L + IL + I2 + j i
2
mi tan
2

RR

m
m
R
L

RL
IB ,
+ j i i IB,R IR + j i
mi tan
(13)
where the integrals I s are defined in Appendix A, together with some useful approximations, and they are all positive in the physically relevant region for the masses, but for I2
which has the sign of M2 /M1 . We take advantage of the lepton mass hierarchy to neglect
374
terms O(mj /mi ). For relatively large tan the coefficient i is positive, at least in more
usual models, which we assume unless stated otherwise. The interferences between the
different contributions can influence and even spoil the limits on s as we now turn to
discuss. Assuming that no accidental cancellations occur between the flavour structure of
the ij s and the dependence of the integrals on the mass parameters, one puts bounds on
each . For instance, for , we obtain limits on different |23 |s from the expression:

2

LL

LR mR mL
1

23 3 IB,L + 2 IL + I2 + 23 m tan IB

2

RL mR mL
RR

IB
+ 23 3 IB,R IR + 23
m tan
1.7 104
||2
BR( ).
4 M 2 tan2
MW
1
(14)
In the following we analyse the dependences of the limits on these s in mSUGRA and
also in less constrained frameworks. Because the overall phases are not relevant, we omit
them in the equations of this section for simplicity.
3.1. Limits on LL
The coefficient of LL receives both U (1) and SU(2)-type contributions, respectively,
H 0 exchange and from W
H exchange. Before discussing the dependences
from B and B
in general supersymmetric scenarios, let us firstly focus on mSUGRA, where no
cancellation betweenthe U (1) and SU(2)
amplitudes can arise because they have the same

+ 12 IL , is displayed in Fig. 1. It can be seen from the figure
sign. Their ratio, I2 / i IB,L
that if mR < (>)2.5M1 , then the most important contribution in determining the bound on
LL is the U (1) (SU(2), respectively) one. This is quite obvious from the approximation
Fig. 1. Ratio between the SU(2) and U (1) contributions in the coefficient of LL and between the B and H B
contributions in the coefficient of RR .
375
given in Appendix A for the three contributions for |2 | |M12 | as in the mSUGRA case:

1
M2 cot2 W
2

I2 + IB,L
h
+ IL
h
(x
)
+
(
x)
+
k
(
x)
2
1
1
L
2
2m
4
M1 m2L
+
1
h1 (xL ).
2m2L
(15)
With the gaugino universality relation M2 2M1 , and neglecting the k1 term for simplicity,
the region where the U (1) and the SU(2) contributions are commensurate corresponds to
the condition h2 (4xL)/ h1 (xL ) (2 + m2L )/13m2L . Then, from the mSUGRA relations
(12) one finds m2R 7M12 , close to the numerical result. Notice that the ratio between
/I 2 /m2 . In the
the two U (1) terms, in the region where they are relevant, is 2IB,L
L
L
2
2
dark matter favoured region, mR M1 , and only there, the pure B contribution affords for
most of the overall rate (up to 85%). In the opposite situation, m2R M12 , 2 O(m2L ),

I2 /(i IB,L
+ 12 IL ) 6.8h2 (xL ), which increases with the mass singularity and yields a
good approximation in the chargino dominance sector.3
If one relaxes even more the mSUGRA constraints, it becomes legitimate to ask if one
can escape the LFV limits on LL s or, conversely, how model independent are, e.g., the
LL . The only possibility is to play with violations of gaugino mass
more stringent limits on 12
universality. For instance, by reducing || (i.e., the gluino mass, in current models) the B
0
2
H and W H contributions increase as || , while the B contribution is || independent.

Therefore, one needs opposite phases for M2 and M1 , in which case the LL s would
remain unconstrained inside a relatively narrow sector of the (mR , M1 ) semi-plane.
LL tan /10 and LL tan /10 that
In Figs. 2 and 3 we show the global bounds on 12
23
11
and BR( ) < 109 , respectively. The former
follow from BR( e ) < 10
corresponds to the present bound (see Table 1). Since the branching ratio is quadratic in
the s, the planned improvement by three orders of magnitude on BR( e ) would
strengthen the limit by a factor of 30.4 Notice that the bound decreases quite uniformly as
m2
susy thanks to the positive interference among the three contributions.
Instead, BR( ) < 109 is more like a somewhat optimistic prospect. Actually,
LL tan /10 is larger by a factor of 30. Thus, depending on tan ,
the present limit on 23
LL
23 is still poorly constrained in most of the mSUGRA parameter space. Here and in the
following, we display the bounds corresponding to the planned sensitivity in order to stress
LL
the relevance of such an experimental progress. Indeed, at this level, the precision in 23
is at the level of the radiative corrections induced by the seesaw mechanism, providing a
unique test for the origin of the atmospheric neutrino oscillations [27]. As for e , the
3 The SU(2) contribution can be identified with the chargino one, since the latter is always much bigger than
the corresponding neutralino contribution.
4 Actually, e conversion in nuclei (see, for instance, [24] and references therein) also gives a bound [25] on
e . There is a proposal to achieve a precision at the level of 1016 in e conversion [26], which would
imply a really strong limit on the flavour dependence of the left-handed sleptons, comparable to BR( e ) at
the level of 1014 .
376
Fig. 2. Upper limits on 12 s in mSUGRA.
LL is such that LL / LL = (BR( e )/BR( e ))1/2 ; thus, the present

limit on 13
13
23
LL tan /10 is worse by a factor of about 50 with respect to Fig. 3.
bound on 13
contributions, the
To stress the importance of considering both the B and the H W
LL
H one
bound on 23 is shown in Fig. 4 by taking into account only the B or the W
(analogous considerations apply for e ). The alternate dominance of the B and the
chargino contributions according to the value of M12 /m2R is again quite evident. Some of
the previous analysis have only considered the chargino part of the SU(2) contribution [27,
28], or only the B contribution.5
5 Actually, the photino was considered in Ref. [3], but it corresponds to the B,
with 1 2em for the same
gaugino masses.
377
Fig. 3. Upper limits on 23 s in mSUGRA.
The chargino dominance when || is smaller than the slepton masses is an interesting
feature since the other mass misalignments leading to LFV, RR and LR are not as
effective for this mass pattern. Indeed, as discussed below, the corresponding RR term is
somewhat suppressed by negative interference and, generically, the LR term is expected
to be proportional to a lepton mass, and furthermore it is of B origin, less enhanced for
relatively small || values than the LL one. Thus, a measurement of, e.g., the e
LL for this mass patternand not only
decay could be interpreted as a measurement of 12
an upper boundif supersymmetry is assumed, or discovered.
3.2. Limits on RR
As shown in (A.1) in Appendix A, the coefficient of the RR s gets only two U (1)

contributions, IB(R)
IR , with opposite signsa model-independent result that follows
378
LL tan /10 obtained by considering only the B and the SU(2) amplitude respectively.
Fig. 4. Limits on 23
from the sign of the hypercharge. Therefore, they can compensate each other in some
region of the parameter space, where the limits on the RR s thus become very weak, as
we now turn to discuss. Let us write again the approximations in Appendix A as follows:

IB,R
IR

2
1
h1 (x)
+ k1 (x)
2 h1 (xR ).
4
2m
mR
(16)
/I is O(1) for 2 m2 m
4 , which occurs in mSUGRA for mR 6M1 .
Then the ratio IB,R
R
R
The exact results are shown in Fig. 1(b). More generally, one always has a sector in the
parameter space, roughly for || mR , where the RR s remain unconstrained or are
poorly constrained.
RR are shown in Fig. 2 where they clearly become mediocre in the
The constraints for 12
RR shown in Fig. 3. As in the
sector where || mR . The same appears in the bounds on 23
RR
RR
previous section, to read the present limit on 23 and 13 , the values on the isocurves of
RR , RR
Fig. 3 have to be increased by a factor of 30 and 50, respectively. Thus, by now 23
13
are not constrained at all.
3.3. Limits on LR
LR,RL
LR,RL
Only the pure B graph contributes to 12
and 23
. Their upper limits are
displayed in Figs. 2 and 3 and they feature a typical B shape in the (mR , M1 ) semiplane. These limits are quite small for e and the proposed improvement would
lower them by a factor of 30. For the present sensitivity to ( e ), the numbers
on the isocurves have just to be increased by a factor of 30 (50, respectively): it follows
LR,RL
that 23(13)
seems already significantly constrained. The shape of the bounds becomes
more transparent if one adopts for the LR term the approximation suggested in (A.1) in
379
Appendix A:

1
mR mL
IB
xL g1 (xL ) xR g1 (xR )
mj tan
mR mL mj tan xL xR
h1 (x),
mj m
2 tan
(17)
where the coefficient in front of IB normalizes this term like all others in (A.1).
The smallness of the bounds should not be misapprehended since, as already recalled,
the LR s must be proportional to the Higgs v.e.v., hence to the relevant lepton masses on
generic grounds, so that they naturally are at most O(mj /msusy). The factor /(mj tan )
is taking this fact in account and strengthening the bounds with respect to the chirality
non-flip ones. Note that the bounds are not proportional to tan here.
4. MDM and EDM

If the discrepancy between the experimental value of the muon anomalous MDM [29]
and the SM prediction (see, for instance, [30] and references therein) turns out to be
significant, it would signalize new physics, possibly supersymmetry [19,20,28]. Actually,
the uncertainties are quite close to the level of the contributions that are generically
predicted in supersymmetric theories. On the contrary, EDM does not suffer from this
problem, since the SM contribution turns out to be far below the potential supersymmetric
contribution. By now, only de gives interesting constraints, while d and d are not yet
able to provide significant constraints [21,22]. However, it has been proposed to increase
the sensitivity to d by six and even eight orders of magnitude. This improvement could
provide interesting informations to be discussed later on.
In this section we briefly reappraise the constraints on the flavour and CP dependence
of the slepton masses coming from the present data on the leptonic MDM and EDM
and those prognosticated in future experiments. The supersymmetric contributions to the
ai , di (i = e, , ), are given by the diagonal elements of (A.1) which read:

M1
ai
2idi
1
=
+
mi tan IB + IL IR + I2 Ai mi IB
mi
e
4||2 cos2 W
2
LL LR

LR RR
+ mR mL ik ki IB,L + ik ki IB,R

LL RR
LR LR

+ mk tan ik ki k + ik ki k IB ,
(18)
where we identify two kinds of terms:
(i) FC contributions arising only from the slepton mass parameters that are flavour
conserving (in the lepton basis);
(ii) FV contributions involving flavour non-diagonal parameters in the mass matrices, i.e.,
misalignment.
The first line in (18) contains the terms of FC type, while the FV ones appear in the
second line. The latter depend on products of s. All the terms have to be proportional
380
to a lepton mass as emphasized before. However, by their own nature, the FC terms are
proportional to the mass of the same fermion, leading to the proportionality between EDM
and lepton masses, di mi , and between MDM and the squared lepton masses, ai m2i .
In the limit where all the slepton masses are flavour independent one has the FC relations:
di
mi
=
,
dj
mj
m2
ai
= 2i .
aj
mj
(19)
In the development that leads to (18), this is satisfied by the first term and the second FC
contribution only violates it by a factor Ai /Aj . This violation is expected to be too small to
significantly change the hierarchy driven by the lepton masses in (19), with the important
exception of the LFV and CP phases due to the RGE running [3133]. If these were the
main contribution to EDM, d should not exceed 3 1025 e cm, due to the present bound
on de . Notice that this value roughly corresponds to the planned sensitivity for d .
Instead, some of the FV terms are proportional to a different, possibly heavier
lepton mass that break the relation (19) and the corresponding hierarchy in the leptonic
MDM/EDM. Thus, even if the FV terms in (18) possess two factors s, they are boosted by
mk /mi and could bypass the mass scaling (19), as already discussed in [7,9].6 Therefore,
the observation of d above 3 1025 e cm is still a realistic possibility that deserves
experimental tests, also because the breaking of the mass scaling rule would be a basic fact
in supersymmetric CP violations.
In any case, the experimental limits on the leptonic MDM/EDM shall put upper
bounds on the various FC and FV parametersbarring weird cancellations among them.
Conversely, the limits on the LFV transitions put limits on the parameters in the FV part of
MDM/EDM. We now turn to discuss these limits and their interplay.
4.1. FC contribution to MDM and EDM
The FC contributions have been discussed in many recent papers for both the leptonic
MDM [19,20] and EDM [21,22]. It has been realized that these contributions can be
suppressed only by increasing the supersymmetry breaking scale, with the exception of
the following two contrived situations far away from the usual mSUGRA constraints: (i)
M2 /M1 < 0, meaning that SU(2) and U (1) are not simply unified, a possibility offered
by some brane models [35]; (ii) a cancellation between the terms with tan and A,
involving parameters of different nature. Up to these somewhat contrived possibilities, one
can constrain each term separately, as we now discuss.
The main characteristics of the results can be understood from Fig. 5 where the SU(2)
and the U (1) contributions are compared. They have the same sign if M2 /M1 > 0. The B
graph becomes comparable to the chargino one only in the region where 2 m2R , i.e.,
M12 O(m2R ) in mSUGRA. In this model, the SU(2) and the U (1) contributions become
equal for M1 0.72mR . The chargino dominates elsewhere. The approximations given in
Appendix A perfectly describe this pattern. Note that only the pure B graph is relevant for
the A-term input.
6 And, before, for the quark sector, in [34].
381
Fig. 5. Ratio of the SU(2) and U (1) contributions in mSUGRA. Notice that it is independent on tan .
Fig. 6. Value of a for tan = 10 in mSUGRA.
We refer to the abundant literature for the MDM but for completeness we plot in
Fig. 6 the contour lines for a . Since the naive mass scaling is naturally realized for
the FC parameters, ae = m2e a /m2 and a = m2 a /m2 . The A-term is marginal in this
result which corresponds to tan A. When the present theoretical and experimental
uncertainties will settle down, this plot will provide interesting constraints. Nevertheless, it
should be noted that in the pure chargino approximation one would overlook the constraints
close to the dark matter preferred region where the B is important.
As for the leptonic EDM, the upper bounds are separately shown for the two FC terms
in (18). We choose phases in such a way that M1 is real (and so is M2 unless we state
the contrary). The relevant phases are then and A , respectively. The limits on
are shown in Fig. 7 for the present limits on de and they clearly illustrate the so-called
supersymmetric CP problem, the experimental requirement of very small CP phases in the
soft mass parameters as compared, e.g., with the KobayashiMaskawa one. The other plot
382
Fig. 7. Upper limit on sin tan /10 in mSUGRA. Vanishing A-term is assumed.
Fig. 8. Upper limit on | Im Ae |/mR and | Im A |/mR .
in Fig. 7 shows that even with a considerable upgrading of the limits on d one cannot
significantly improve the present results on . Instead the much better precision in future
searches for de would bring these limits down to extremely small figures.
Let us now assume that satisfies these requirements, and look for the limits on
Im A that would be obtained with the degree of precision of existing data for de and the
one that has been advertised for projected experiments on d . This is shown in Fig. 8
for Im Ae /mR and for Im A /mR . The curves exhibit a typical B-like
shape, since this
is the only contribution. There are well-known model dependent upper bounds on these
parameters to avoid colour and e.m. charge breaking, roughly |Ai |/mR < 3 in mSUGRA.
The limits shown in these figures are already much better.
383
4.2. FV contributions to EDM and MDM

There are four sums of products of s that are constrained by the limits on MDM and
EDM:
LL RR
ik
ki ,
LR RR
ik
ki ,
LL LR
ik
ki ,
LR LR
ik
ki .
(20)
They are all obtained from the multi-insertion development of the slepton propagator in
the pure B graph. Therefore, their coefficients are roughly of the same order of magnitude.
Approximations are offered in Appendix A that allow for a quick adaptation to other
LR RR
mass configurations. Note that their coefficients include a lepton mass but for ik
ki
LL
LR
LR
and ik ki . However, as already stressed, such a factor should be enclosed in ik . Each
product would have two terms since, by assumption, i = k. However, barring any fortuitous
cancellation, each term is constrained by the experimental bounds. We concentrate on those
with k = due to the m factor and because the associated s are less constrained by LFV
decays. Hence we define as the phase of ( tan A ), close to the phase of for
large tan .
The bounds obtained on the real parts by taking into account the present uncertainties
in a are shown in Fig. 9. Presumably, one cannot do much better because of the level of
theoretical uncertainties. Yet, as compared with the results in Fig. 3, rescaled to the present
experimental bounds on and e , these products are useful. In particular, they
are not proportional to tan .
The bounds on the imaginary parts derived from the experimental limits on EDM
are free of SM contributions, and depend only on the experimental accuracy. For de we
consider the existent bound and derive the curves in Fig. 10 which put limits on the
LL e i RR , LR RR and LL LR . For d we consider the projected
imaginary part of 13
31
13 31
13 31
LR LR )
24
precision of 10
e cm and show the results in Fig. 11. The limits on Im(ei i3
3i
i LL RR
are not displayed because they are the same as those on Im e i3 3i . The limits are
Fig. 9. Upper bounds on the real part of products of s obtained by assuming a limit of 20 1010 on the
supersymmetric contribution to a .
384
Fig. 10. Upper bounds on the imaginary part of products of s with the present limit on de ; is defined in the
text.
relatively stringent, even when those involving a LR are increased by a factor mR /m
LL RR and
to extract the lepton mass dependence. Notice that the limits on Im ei i3
3i
i LR LR
Im e
i3 3i are inversely proportional to tan .
All these results are easily understood from the approximations in Appendix A, which
are also useful for a quick evaluation of alternative models.
5. Limits on FV contributions to EDM from LFV decays

Of course, all these tests of the lepton flavour structure of the soft parameters of
supersymmetric extensions of the SM are quite complementary. For instance, as we now
turn to discuss, the conjunction of experimental bounds on LFV transitions and on MDM
385
Fig. 11. Upper bounds on the imaginary part of products of s for a limit of 1024 e cm on d ; is defined in
the text.
and EDM would help in disentangling the FC and FV contributions in (18) and in learning
whether CP violation is more present in one or the other kind of soft masses.
As a case study, we concentrate here on d and evaluate the maximal FV contribution
by using the limits on | LL |, | RR |, | LR |, matrix elements obtained from (those
from e are much smaller and can be neglected). Let us rewrite the sum of the moduli
of FV terms contributing to d , keeping only k = :

2d
M1
LL LR I + LR RR I
m

m
R
L
B,L
B,R
23
32
23
32
e
4||2 cos2 W

LR LR

LL RR
32 + 23
32 tan A m IB .
+ 23
(21)
386
Fig. 12. Upper bounds on the FV contribution to d assuming a limit on at the level of 109 . In the left
RR are those from Fig. 3 while in the right figure we put an additional upper limit of 0.5 on
figure the limits on 23
them to take into account the way they are defined. Analogous results for de are discussed in the text.
This limit is conservative since we replace the imaginary part of the sum by the sum
, I , I , are all of the same
of the moduli. As shown in Appendix A, the integrals IB,L
B,R B
order of magnitude. In particular, for mR > M1 , it can even be approximated in mSUGRA
or similar models as

LL LR LR RR
2d
M1
+

23 32
23 32
e
8 m
2 cos2 W

LR LR

LL RR
m

tan A
+ 2 23 32 + 23 32
(22)
h1 (x),
m
2
where m
= (m2L + m2R )/2 and x = M12 /m
2.
In Section 3, limits on the |23 |s were obtained from the experimental bound on
BR( ) barring important cancellations among the different contributions, i.e., from
Eq. (14). In the same spirit, we consider
RR the maximum of the r.h.s. of Eq. (21) with Eq. (14)
is less constrained than the others, the bound on d
as a constraint. Actually, since 32
LR RR
come mostly from the term with the product 23
32 . In Fig. 12 we have illustrated the
kind of bounds on d that are obtained as described, by assuming an experimental limit
9
BR(
RR ) < 10 . As appears from Fig. 3, even with such a sensitivity the limits on
are meaningless in the sector of the (mR , M1 ) plane where they are larger than one.
32
RR

The left plot has been obtained by substituting the limits on 32
of Fig. 3, while the
RR

plot on the right is corrected for by the additional condition 32 < 1/2. The latter plot
is actually relevant for BR( ) at the level 109 , while the first plot is suitable for
a quick adaptation of the limits to other levels of sensitivity. Notice that a sensitivity to
at the level of 109 would push down dFV , close to the d values that could be
tested by the planned experiments in the near future.
If we take the present experimental limit BR( ) < 106 , together with a limit of
1/2 on all the s, we basically get an upper bound on d of the order of few 1022 e cm.
387
Therefore, we conclude that at present there is still plenty of place for a LFV contribution
to d up to three orders of magnitude larger than m /me de .
For de there are two FV contributions to be bounded, corresponding to intermediate
and , respectively. The the limits on the former can be read from those in Fig. 12 by
multiplying them by 0.2 109 BR( e ) and are close to the present experimental
bounds on de for the existent limits on the e decay. Instead, for the latter the limits
come out much worse, at the level of 109 BR( e ), namely, of those on d , since the
bounds on e and are now very close.
6. Concluding remarks
The whole set of experimental constraints on the flavour structure of the sleptons masses
(in the basis where all interactions are flavour diagonal) are gathered here and displayed
in such a way to allow for a ready understanding at both a qualitative and a quantitative
level. The bounds on e transitions are already very constraining in the e sector
and the prospects for the near future are encouraging. As for , the present data
are restrictive only at the low side of the sparticle mass spectrum so that any improvement
would be particularly welcome.
The searches for the electric dipole moments of the electron and of the muon provide
a unique information on the CP violation in the lepton sector. The present data already
point to a supersymmetric CP problem similar to what is encountered in the squark
sector. The simultaneous analysis of LFV transitions and of the lepton EDM would help
discriminating between a CP violation in the flavour blind portion of the supersymmetry
breaking parameters or in the presumably richer flavour dependent one. Again, this would
require a solid upgrading in the and d searches to ameliorate the present bounds
by a few orders of magnitude.
The level of phenomenological upper bounds on the misalignment parameters, s, that
should be reachable in a near future would provide an indirect test of the existence of two
kinds of fundamental particles that are too heavy to be more manifest: the right-handed
neutrinos from the seesaw mechanism and the triplet partners of the Higgses partners from
GUTs. In supersymmetric theories the radiative corrections due to these particles before
their decoupling could leave their footprints in the flavour structure of the supersymmetry
breaking masses. They are suppressed by loop factors and by the strength of the Yukawa
couplings involved, but only logarithmically in their masses. The level of precision of the
LFV and even the lepton EDM searches should draw near the one needed to test Yukawa
couplings and mass scales of the supersymmetric seesaw and GUT heavy states [27,28,31,
33,36,37].
At the present and near future level of the experimental precision, the observation
of any of the LFV and CP violating transitions discussed in this paper would point
to a characteristic scale for these processes around that conjectured for low energy
supersymmetry. This is very different from the measured FCNC and CP violating quark
transitions that are primarily SM processes, and from the large seesaw scale suggested in
the observed LFV in neutrino oscillations. But even a substantial improvement in the upper
bounds on any of these processes, especially decay, would provide decisive data
388
about the flavour and CP violation dependences of the supersymmetry breaking parameters
and their origin.
Acknowledgement
We thank O. Vives for pointing out a missing numerical factor in a previous version of
the lower plot of Fig. 2.
Appendix A
A.1. FC and FV amplitudes
In this Appendix we exhibit the (multiple) insertion approximation for the FC and
the FV dipole moment transition amplitude, as discussed in Section 2, where the
approximations are defined and justified. They are displayed so as to make more explicit the
main dependence on the soft mass parameters and to facilitate a qualitative understanding
of the numerical results. The contributions from the different diagrams displayed in
Section 2 are separated. They are indicated by the lower indices: B for the pure B diagram,
H (SU(2))
H 0 one with L and R sleptons, respectively, and 2 for the W
L and R for the B
one.

dij
Mij = 2 ij + i
e

M1
1
=
ij mj j IB + IL IR + I2
2
4||2 cos2 W

1

+ IL + I2 ijRR mj j IB,R
IR
ijLL mi i IB,L
2

RR
LL
RL RL

+ ik k kj + ik k kj mk IB tan

RL
RR RL
RL LL
ij IB ik kj IB,R ik kj IB,L mR mL + ,
(A.1)
where
j = 1
Aj
,
tan
(A.2)
and terms that are less relevant or higher order are omitted, while we keep terms that
could break the proportionality between the dipole moments and the lepton masses for the
electron and the muon. In order to define the functions I (A.1), it is convenient to introduce
the new variables:
xL =
M12
m2L
xR =
M12
m2R
xL =
|M2 |2
,
m2L
yL =
|2 |
,
m2L
yR =
|2 |
.
m2R
389
(A.3)
The dependence of the reduced amplitudes I s on the mass parameters is as follows:

yL
1
IL m2L , M12 , 2 = 2
g1 (xL ) g1 (yL ) ,
mL y L x L
2

1
yR
IR mR , M12 , 2 = 2
g1 (xR ) g1 (yR ) ,
mR y R x R

M2 cot2 W
yL
g2 (xL ) g2 (yL ) ,
I2 m2L , M22 , 2 =

2
M1 mL yL xL
2 2 2

1
IB M1 , mL , mR = 2
yL g1 (xL ) yR g1 (xR ) ,
2
mR mL

1
yL
IL m2L , M12 , 2 = 2
h1 (xL ) h1 (yL ) ,
mL y L x L

yR
1
IR m2R , M12 , 2 = 2
h1 (xR ) h1 (yR ) ,
mR y R x R

M2 cot2 W

yL

I2 m2L , M22 , 2 =
h2 (xL ) h2 (yL ) ,
2
y
x
M1 mL
L
L

1

IB,R
M12 , m2L , m2R = 2
yR h1 (xR ) m2R IB ,
2
mR mL

1

IB,L
M12 , m2L , m2R = 2
yL h1 (xL ) + m2L IB ,
2
mR mL

m2 m2

IB M12 , m2L , m2R = 2 L R 2 yR IB,R
,
yL IB,L
mR mL
(A.4)
where the (factorized) loop integrals have the following expressions:

1 x 2 + 2x ln(x)
x 2 8x + 7 + 2(2 + x) ln(x)
,
g
(x)
=
,
2
(1 x)3
2(x 1)3
1 + 4x 5x 2 + (2x 2 + 4x) ln(x)
h1 (x) =
,
(1 x)4
7x 2 + 4x 11 2(x 2 + 6x + 2) ln(x)
h2 (x) =
.
2(x 1)4
g1 (x) =
(A.5)
These functions are plotted in Fig. 13. Note that for very small x, g1 , h1 1, and
that g1 (1/x) = xg1 (x). Because of the chargino mass singularity, g2 , h2 ln x 2 near
the origin; this increases the relative SU(2) contributions for m2L |M2 |2 . Within the
SU(2) diagrams, only the chargino part has the logarithmic divergence and it dominates
its opposite sign SU(2) neutralino counterpart everywhere. Also, h1 , h2 , which appear in
the FV amplitudes, decrease much faster than g1 , g2 , which appear in the FC amplitudes,
since they have an additional slepton propagator in the insertion approximation.
390
Fig. 13. The functions gi (x), hi (x) and k1 (x).
A.2. Approximate expressions

There are several approximations that could be useful to understand the behaviour of
the FC and FV processes as shown in the figures. In many cases they can also help to
extrapolate the results in these figures to values of the parameters that deviate form the
mSUGRA constraints.
First consider the case with 2 M22 , M12 which appears in mSUGRA and all models
where 2 is tuned to the gluino masses by the vacuum condition. Then, one can use the
simplified expressions:
IL
g1 (xL )
,
m2L
IR
g1 (xR )
,
m2R
I2
IL
h1 (xL )
,
m2L
IR
h1 (xR )
,
m2R
I2
M2 cot2 W g2 (xL )
,
M1
m2L
M2 cot2 W h2 (xL )
,
M1
m2L
(A.6)
and the approximate relations:

IB
2
(IL IR ),
m2R m2L

IB,R
m2R
m2R
m2L

yR IR IB ,
IB
m2R m2L
yR IR + yL IL 2IB

m2L )2

m2

2 L 2 yL IL IB .
IB,L
mL mR
(m2R
,
(A.7)
391
If m2R and m2L are not very different these expressions can be further approximated as
+ k1 (x))
y h1 (x)
y (h1 (x)

,
IB,R
IB,L
,
2
2
m
2m
+ 2k1 (x))
y (h1 (x)
IB
2
3m
IB
(A.8)
where k1 (x) = d(xh1 )/dx, is very small everywhere except close to the origin, m
2 =
2
2
2
2
2
2
(mR + mL )/2, x = M1 /m
, y = | |/m
.
A.3. Special regions in mSUGRA
One can understand the trend of several of the results presented in the figures by
considering further approximations in the framework of mSUGRA or similar. Let us first
consider the ratio between the different contributions to the FC component of (A.1) as
obtained from Subsection A.2, Eq. (A.7):
IB
1
2 IL
IR
22 h1 (x)
22 (IL IR )

2
2
2
m
g1 (xR )
(mR mL ) IL 2IR
(A.9)
where 1 > h1 (x)/g1 (x) > 1/2 for 0 < x < 1. From the mSUGRA expression for 2 in
terms of m2R and M12 , Eq. (12), one gets that the U (1) contribution, IB + IL /2 IR , does
not changes sign in the region of physical interest. The ratio between the SU(2) and the
U (1) amplitudes is:
IB +
I2
1
2 IL
IR
m
2 g2 (xL )
M2 cot2 W
,
2
M1 mL 2 h1 (x)
12 m
2 g1 (x)
(A.10)
which shows that the chargino term dominates over the neutralino one as far as m2R M12 .
Let us now consider the mSUGRA region of cosmological interest, m2R M12 , m2L
3M12 , 2 20M12 . Therein, one has within the approximations given by Subsection A.2
and Eq. (A.7)
IL 0.17M12,
IB 1.7M12 ,
IR 0.33M12 ,
I2 1.05M12,
(A.11)
so that the dominant amplitude is IB . In particular, the ratio between the SU(2) and the
U (1) contributions is 0.72, as shown in Fig. 5. Notice that the IB dominance in this regime
of mSUGRA is mainly due to the large value of 2 .
The analysis of the FV terms is analogous.
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Note on (D6, D8) bound state, massive duality and

non-commutativity
Harvendra Singh
Harish-Chandra Research Institute, Chhatnag Rd., Jhunsi, Allahabad 211 019, India
Received 3 January 2003; received in revised form 13 March 2003; accepted 8 April 2003
Abstract
In this paper we study half-supersymmetric (D6, D8) bound state brane configuration of massive
type IIA supergravity. We show this bound state can also be generated by using massive T-duality
rules of type II strings in D = 9 and starting from D7-branes. We write down corresponding Killing
spinors and find that these backgrounds indeed preserve 16 supersymmetries like any other Dpbrane bound state with B field. We also make a point on the massive nature of B field in this
background. The SeibergWitten limits to obtain non-commutative YangMills theories in D = 9
are also discussed, but the full understanding of such gauge theories remains unanswered.
PACS: 11.25.-w; 11.25.Mj
Keywords: Strings; Compactifications; Dualities
1. Introduction
The idea of non-commutativity in string theory [1] has led to new insights into the
understanding of AdS/CFT conjecture [2]. It has been understood that in the presence of
NSNS B field open strings behave in such a way that low energy field theory on the
anti-de Sitter (AdS) boundary could be described by a non-commutative super-YangMills
(NCYM) theory. The SeibergWitten map [1]
G +

1
=
2 g + 2 B
This work is in part supported by: AvHthe Alexander von Humboldt foundation.
E-mail address: singh@mri.ernet.in (H. Singh).
doi:10.1016/S0550-3213(03)00303-1
(1.1)
H. Singh / Nuclear Physics B 661 (2003) 394408
395
defines for us open string metric, G , and non-commutativity parameter, , in terms of

closed string metric, g , and background, B, field. The open string coupling is given by
G20 = gs2
det(g + B)
.
det(g)
(1.2)
2 =G .
The YangMills coupling is defined through gYM
0
Note that the above map works so long as the closed string backgrounds are constant
which is the case for all Dp-branes with 2 p 6. For p > 6 branes the backgrounds
are not asymptotically constant or flat and the holographic picture is less clear. We focus
in this paper on D8-branes which have only one transverse direction. We would like to
study the dual YangMills theories for N D8-branes, with or without B field. It is not clear
if the above SeibergWitten relations hold good when the supergravity backgrounds are
not constant as is the case with D8-branes. Previously, D0D8 system with a B-field have
been studied in [3], see also [4]. Interestingly, in a recent paper [5], Hashimoto and Sethi
have studied holography for time-dependent backgrounds assuming that backgrounds are
sufficiently locally constant (see also [6]). Results have been interesting and the application
of above SeibergWitten relations reproduces the desired results.
We will employ the similar idea for the D8-branes here and we assume that the
string backgrounds, though not constant, but are locally constant so that SeibergWitten
maps could be applicable. Under this assumption we basically study the decoupling
limits of the supergravity backgrounds and make some observations about the maximally
supersymmetric NCYM theories on the nine-dimensional boundaries of AdS10 regions. We
find that under the decoupling limits the closed strings indeed get decoupled.
The paper is organized in the following way. In Section 2 we aim to reconstruct a
(D6, D8) bound state with B-field by using massive duality relations in nine dimensions
[7]. We also obtain the Killing spinors and also discuss the non-trivial massive nature of
the B-field in this background. In Section 3 we study the decoupling limits and discuss the
nature of boundary conformal field theories (CFT) in nine spacetime dimensions. We also
construct (D4, D6, D8) bound state in Section 4. The conclusions are given in Section 5.
2. The (D6, D8) bound state

Recently, the following background configuration was obtained in [8] as a solution of
massive type IIA supergravity theory [9]

2
= H 1/2 H 1 dt 2 + dx12 + + dx62 + H 1 dy12 + dy22 + dz2 ,
ds10
m sin
dA(1) =
dy1 dy2 ,
e2 = gs2 H 3/2 H 1 ,
gs

By1 y2 = tan 1 H 1 ,
(2.1)
where H = 1+m|z| and H = 1+cos2 (H 1). Here m = m0 gs / cos and we reserve m0
to denote the mass parameter (cosmological constant) of the massive type IIA supergravity
[9]. The parameter gs represents string coupling. This configuration has non-trivial Bfield along with a constant flux of gauge fields and is interpreted as a bound state of D6-
396
and D8-branes. Note the value of B is tan (1 H 1 ) which is usually the case with
all (D(p 2),Dp) bound states for (2 p 6), see [1012]. It is therefore interesting
to study the non-commutative YangMills decoupling limits [1] for (D6, D8) bound state
(2.1), which we will do in the next section.
The bound state (2.1) was obtained by exploiting the massive T-duality symmetries
in D = 8, see [8] for details. However, we shall show next that above bound state can
also be constructed by using massive T-duality rules in nine dimensions [7]. These ninedimensional massive T-duality rules were constructed in order to relate massive type IIA
backgrounds with type IIB backgrounds in nine dimensions.
2.1. D7-brane and massive duality in D = 9
In the case of asymptotically flat branes, in order to construct (D(p 2), Dp) bound
states with non-trivial B field there is a well-known procedure described in [13].1
According to this method, we need to start with parallel D(p 1)-branes delocalised along
one transverse direction, y (say), and subsequently make a rotation in a plane involving the
isometry direction y and a spatial direction parallel to the branes. A subsequent application
of T-duality along one of the rotated coordinates generates a solution with B-field. We shall
be adopting this method to obtain (D6, D8) brane bound state.
We start with the delocalised D7-branes in type IIB string theory given in [7],

ds 2 = H 1/2 H 1 dt 2 + dx12 + + dx72 + dz2 + dy 2 ,
e2
(b)
= H 2 ,
(0) = my,
(2.2)
with the harmonic function H (z) = 1 + m|z|. (We have set gs = 1 in this section.) Note that
the harmonic function is linear in z, like in a domain-wall, and is continuous at z = 0 where
the brane is localized. However, z H is discontinuous at that point. This discontinuity is
related to the tension of delocalised D7-branes (or D8-branes after duality). Following [13]
our next step would be to make the rotation in (y, x7 ) plane,

y
cos sin
y1
(2.3)
=
.
x7
sin
cos
y2
In these new coordinates the solution (2.2) becomes

6

sin2
2
1/2
1
2
2
2
H
dt +
+ cos dy12
ds = H
dxi +
H
i=1

2

1

cos
2
2
2
+ sin dy2 + sin 2 H 1 dy1 dy2 + dz ,
+
H
e2
(b)
= H 2 ,
(0) = m(cos y1 sin y2 ).
(2.4)
Now we would like to make T-duality along y1 direction. One will note that neither y1
nor y2 is a isometry direction in the usual sense because the type IIB axion depends
1 Dp/D(p 2) brane bound states have also been worked out in [14].
397
linearly on both of them. However, since the field strength d is constant we can make use
of generalized (massive) T-duality rules constructed in [7]. Let us identify the direction y1
to be along the circle. This will fix the mass m0 of massive type IIA theory to be given by
m cos . Using the duality relations in [7]
e2
(a)
(b)
= e2 /gy(b)
,
1 y1
By(a)
= gy(b)
/gy(b)
,
1
1
1 y1
gy(a)
= 1/gy(b)
,
1 y1
1 y1
Ay1 = + m0 y1
(2.5)
we obtain correspondingly a massive type IIA background

2
ds10
= H 1/2 H 1 dt 2 + dxi2 + H 1 dy12 + dy22 + dz2 ,
e2
(a)
By(a)
1 y2
= H 3/2H 1 ,
dA(1) = m sin dy1 dy2 ,

1
,
= tan 1 H
(2.6)
with H = 1 + m|z| and H = 1 + cos2 (H 1). This is precisely the configuration written
in Eq. (2.1). Thus we have shown that in two different ways, one as we employed in [8]
and the second which we have described in this section, we lead to the same end result.
This is nothing but proves the compatibility of the ScherkSchwarz reductions of massive
type IIA supergravity on T 1 [7] and on T 2 [8] with constant background RR-fluxes.
2.2. Supersymmetry
It is presumed that massive T-duality preserves the supersymmetries of the background
configurations in the same way as the ordinary T-duality does. Based on this hypothesis
we did claim in [8] that (D6, D8) solution preserves 16 supersymmetries since it
had been obtained through an SL(2, R) rotation of the D8-brane solution [8]. Let us
clarify on the aspects of supersymmetry, we know that massive type IIA does not
have any maximally supersymmetric ground state instead the theory admits D8-branes
which are half supersymmetric. On the other hand type IIB supergravity does admit
maximally supersymmetric Minkowskian ground state and also 1/2-supersymmetric brane
configurations including the D7-branes above. Under the T 1 compactification these 1/2susy backgrounds are mapped from IIB side to the massive IIA side and vice versa [7]. Note
that supersymmetries do match on the both sides. Thus from this argument also (D6, D8)
bound state obtained from D7-branes in last subsection must have 1/2 supersymmetries.
So we would like to make an explicit check of the supersymmetries of the (D6, D8)
background in question and provide explicit solution for the Killing spinors.
Let us first write down most general SL(2, R) covariant set of (D6, D8) solutions as

2
= H 1/2 H 1 dt 2 + dxi2 + H 1 dy12 + dy22 + dz2 ,
ds10

1
e2 = H 3/2 H 1 ,
dA(1) = bm dy1 dy2,
By1 y2 = b + cH 1 ,
d
(2.7)
where the harmonic functions are given by
H = 1 + m|z|,
H = c2 + d 2 H,
m = m0 /d
(2.8)
398
and m0 is the mass parameter of the massive

real
parameters
type IIA supergravity. The
a, b, c, d describe an SL(2, R) matrix ac db . For the particular choice 10 b1 the solution

sin
it reduces to the background
(2.7) reduces to the D8-brane and for the case cos
sin cos
in (2.1).
The supersymmetric variations of dilatino and gravitino can be obtained from [9] which
for our case are (in Einstein metric)
5
3
1
5
3
( m0 e 4 ( + e 4 F 11 (
2 2
8 2
16 2
1
21
+ e
H
11 (,
24 2

5
1
1 3
D ( m0 e 4 ( e 4 F 14 11 (
32
64

1 1
+ e 2 H 9 11 (,
(2.9)
48
where F(2) = dA(1) + m0 B(2) and H(3) = dB and 11 is the chirality operator in ten
dimensions. The Killing spinors are those solutions for which these variations vanish. The
dilatino equation = 0 for the background (2.7) simplifies to

1/2

dH 1/2z ( = 0,
cz y1 y2 11 + H
(2.10)
where all small matrices are constant 10-dimensional gamma matrices and their indices
are raised and lowered with the tangent space metric. To find a solution of (2.10) let us
make an ansatz
( = f (0+ + g(0 ,
(2.11)
where (0 = 12 (0 with = z y1 y2 11 . The constant spinors (0 satisfy the condition

z (0 = (0 . Note that this projects out 16 spinors out of 32 constant spinors and thus
eventually breaks half of supersymmetries. Substituting the ansatz (2.11) in (2.10) gives
us the following relation between f and g,
d H
f=
(2.12)
g
c + H

in terms of which ( = g d H (0+ + (0 . The over all function g can be determined by
c+ H
gravitino variations. Consider the equation z = 0, this implies that g must satisfy

6c2
m 1
8c
+
z g
(2.13)
g = 0.
32 H
HH H H
Now taking g to be of the form g H p H q (c + H )r and substituting it in the

Eq. (2.13) we find that p, q, r have a unique solution
p=
1
,
32
q =
3
,
16
1
r= .
2
399
Thus the Killing spinors for the (D6, D8) background are

1/2
1/2
c
c
( = H 1/32H 1/16 1
(2.14)
(0+ + 1 +
(0 .
H
H
It could be checked that all other Killing equations are satisfied by this solution. When
c = 0 Eq. (2.7) becomes a D8-brane background and Eq. (2.14) also reduces to standard
Killing spinors for these branes. In summary, we have proved that the (D6, D8) bound
state preserves 16 supercharges same as D8-branes. Thus the action of massive duality
rotations on the backgrounds do not break supersymmetries of the backgrounds. It also
indirectly means that massive type II theories obtained through generalized Scherk
Schwarz reduction of type II supergravities compactified on T 2 are maximal supergravity
theories.
2.3. Massive B-field
Let us briefly discuss the massive nature of the 2-rank tensor field B in the background
(2.1). As it can be seen from the 2-form field strength F(2) = dA + m0 B and the 3-form
field strength H(3) = dB that there is a (stueckelberg) gauge invariance through which
B-field can eat one-form A and become massive. Let us define B = B + m10 dA and
replace every where in the action F(2) m0 B while H = dB . Under this gauge fixing
background (2.1) can be reexpressed as

2
ds10
= H 1/2 H 1 dt 2 + dxi2 + H 1 dy12 + dy22 + dz2 ,
tan
e2 = gs2 H 3/2 H 1 ,
(2.15)
B = dy1 dy2 ,
H
with H = 1 + m|z|, H = 1 + cos2 (H 1) and m = m0 gs / cos . Here B field is
explicitly massive with mass being m0 .2 Nevertheless background in (2.15) is halfsupersymmetric.
The scalar curvature for above background metric is
R=
14m 2 + 2mm (5 + 19m |z|) + m2 (21 + 52m |z| + 45m 2 |z|2 )

,
4H 5/2H 2
(2.16)
where we have defined m = m cos2 . This result will be used in the next section. When
= 0, m becomes equal to m and the expression in Eq. (2.16) reduces to the curvature for
pure D8-brane background.
So far we chose to keep plus sign in the harmonic function of the type H = 1 m|z|
although solutions exist with both the signs. It has been found in [15] that for D8-branes
with +ve tension,3 a lower sign in the harmonic function H = 1 m|z| is favored. If we
use a negative sign in the harmonic function H in (2.15), it follows that as we go far away
from the 8-branes not only string coupling but also B-field diverges. Thus such D8-brane
2 Although it is difficult to define a mass in the domain-wall (curved) backgrounds. Here mass means that
field has (mass)2 term in the action, see Appendix A.
1
3 Tension of Dp-brane is defined as T
p
(p+1)/2 .
gs ( )
400
configurations cannot be defined independently and far away from the orientifold 8-planes
[15]. Near the O8-planes the above geometry has to take into account the back reaction
from the orientifolds also and the geometry will be appropriately modified. In terms of
string quantities gs and , the type IIA mass parameter m0 can suitably be expressed
as m0 = c8 N , with c8 being an appropriate combinatoric factor and N the number of
D8-branes.
3. Non-commutative field theories

We are now ready to formulate a discussion in the field theory direction. It is well-known
fact that in the SeibergWitten limit ( 0) the closed string backgrounds describe
holographic dual picture of the boundary conformal field theories (CFTs) in various brane
pictures. Precisely, a CFT defined on the boundary of an anti-de Sitter (AdS) spacetime
is holographic dual to the gravity (string) theory in the bulk which constitutes the AdS
space [2]. Near horizon limits of various brane solutions in (M-)string theories give rise to
AdS spacetimes. We would like to see whether the same picture of AdS/CFT emerges in the
case of D8-branes also. Since D8-branes are not asymptotically flat we have to be careful.
3.1. No B field
We consider O8D8 combination so we are eventually in type I picture [15]. We will
shall first consider the case without B-field. Let us consider N (N < 8) positive tension D8branes situated at one of the orientifold plane. Including the backreaction of the O8-plane
the background geometry for N D8-branes can be written as (i.e., with an effective mass
)
parameter m0 = c8 (8N)

2
ds10
= H 1/2 H 1 dt 2 + dx12 + + dx82 + dz2 ,
c8 (8 N)gs
H =1+
|z|.
e2 = gs2 H 5/2 ,
(3.1)
Thus so long as N < 8 we can consider the following decoupling limit, in analogy with
other Dp-branes [17],
5/2
2
|z| u,
gs g
,
gYM
0,
(3.2)
N = fixed,
2 ), N
and the energy scale u (the expectation value of
where various parameters g(=
gYM
= c8 (8 N) in order to distinguish it
the Higgs) are kept fixed. We are using notation N
from N , the number of parallel D8-branes. Note that D8 background is not asymptotically
u/ 2
flat nevertheless we shall implement above scaling limit. Under this limit H g N
and (3.1) becomes

du2
1
2
2
2
u5
ds 2 g N
dt
+
+
dx
+
+
dx
,
1
8
u3
u2
g N
1 1
,
e2 2
(3.3)
geff
N
401
2 = g N
u5 . It
where effective super-YangMills coupling at the scale u is defined as geff
can be seen that the expression within angular brackets on the r.h.s. of (3.3) is a spacetime filling AdS10 geometry.4 Therefore, we can discuss holographic field theory on the
nine-dimensional boundary of AdS spacetime in this decoupling limit. The background
does not have transverse isometries, so the boundary field theory in nine dimensions would
be N = 1 super-YangMills theory with a gauge group SO(2N) for all N < 8. There is
no R-symmetry in the gauge theory because the D8 background has only one transverse
direction. From Eq. (2.16) we find that the curvature scalar in string units is given by

21
R =
4
1
21 1
=
.
5

4 geff
g N u
Thus in the IR region, u5
1
2
, where geff

g N
1, super-YangMills description holds good.
But in this region the curvature and string coupling are both large and the supergravity is
not a valid description. While in the UV region, u5 1 , curvature and string coupling are
g N
small and low energy sugra is a valid description. It is useful since in UV region geff 1
and the field theory breaks down at some point. Since field theories in D > 4 show bad
UV behaviour, it is useful that supergravity can make sense out there. However, the ten2 4

dimensional Newtons constant G10
N gs goes as 1/ in the decoupling limit and thus
blows up. Which is some what contrary to what one expects in the decoupling limits. We
will see next that Newtons constant indeed vanishes if B-field is present.
3.2. B = 0
Now we go over to the case of D8-branes where B-field is present. The background
in discussion here is given in Eq. (2.15). Again the background is not asymptotically flat
but we will insist that the background variations are small enough locally so that we can
implement the decoupling limit. In this case the decoupling limits are slightly modified as
0,
3/2
gs g
,
|z| u,
cos

,
b
2
gYM
N = fixed,
(y1 , y2 )

y1 , y2 .
b
(3.4)
are held fixed and b is the non-commutativity parameter.

Various parameters g,
u, b, N
)
Under these limits the harmonic functions in (2.15) become (with m0 = c8 (8N)
bu
g N
,
2
H = 1 +
u
g N
b
(3.5)
4 The decoupled background in (3.3), which is conformally AdS type, is nevertheless a solution of massive
10
, for any value of .
type IIA supergravity with an effective mass parameter m0 = N/
402
and
ds
2

5
gb
Nu
1
3
gb
Nu

dt 2 +

+ 1+
e2
g 2
1
,
3/2

H
(g Nbu)
B =
dxi2
i=1
b

g N u
1
d y12
+ d y22

u 1

g N
d y1 d y2 ,
1+
b
b

du2
+ 2 ,
u
(3.6)
where effective gauge coupling of nine-dimensional NCYM at the scale u is defined as

2 = gb
5 . Note that the ten-dimensional Newtons constant G10 is of the order of
Nu
geff
N
and vanishes in the limit 0. This is a sign that closed strings indeed get decoupled in
the 0 limit when B-field is present. Note from (3.6) that after the decoupling limit
massive B field precisely behaves as in 4-dimensional NCYM theories [1012].
The decoupling limits (3.4) and the decoupled geometry (3.6) do indicate that there is
a dual NCYM theory, but where does this NCYM live? In the type-I theory there are two
orientifold fixed planes, one at z = 0 and other at z = , and 16 D8-branes are sandwiched
between these two fixed points. At the fixed points the NSNS B-field vanishes, as it can
be seen from Eq. (2.1) also. Therefore, there cannot be any non-commutativity if we place
N D8-branes right at the fixed point z = 0 and rest (16 N) at the other fixed point.
However, if we place N D8-branes at some finite distance away, say at z = z0 , there is a
non-vanishing B-field background there.5 Note that such a z-dependent B-field along the
world-volume directions of the D-brane is not projected out under orientifolding in type I
theory and nor the constant RR 2-form flux in (2.1) [16]. Under the scaling limit (3.4),
z0 and (z z0 ) u, where would act like a IR cutoff in the YM theory and it
will measure the separation between O8-plane and N D8-branes.6 While dealing with the
decoupling limits (3.4), we have ignored assuming that it is infinitesimal. The resultant
background written in (3.6) should be seen from that perspective. These D8-branes under
the decoupling limit will be described by a non-commutative YangMills with gauge group
SU(N) with N < 8.
2 ), the
Now, it is easy to see from Eq. (3.6) that only when u b (i.e., b2 u4 geff
g N
geometry in (3.6) becomes conformally AdS10 and the whole background reduces to that
in (3.3). Thus we have a commutative phase in YM theory in the UV region. But in the UV
region effective gauge coupling is large, so field theory is not quite well defined. However,
the dual supergravity description holds good since string coupling and the curvature
1 1
45 1
,
RUV =
2 geff
4 geff
N
both are small in UV region.
e2UV
(3.7)
c8 8
c (8N)
5 The harmonic function H (z) in (2.1) and (2.15) would become H = 1 +
z0 + 8 (z z0 ) in the
region z0 < z < since cosmological constant m0 jumps between the branes.
6 The actual expression for g 2 gb(1

5
+ u )u . Effectively speaking would become a UV cutoff for the

eff
case when N > 8.
403
Let us go to the IR region where u
b
2 ). We have a non(i.e., b2 u4 geff

g N
y1 , y2 are non-commutative; i.e., [y1, y2 ] b.
commutative phase where the coordinates

In IR region string coupling and curvature are given by
e2IR
1 geff
,
2 b2 u4
N
RIR =
21 1
.
4 geff
2 1 (i.e.,
In the IR region where b2 u4 geff
(3.8)
1
b)1/5
(g N
u
b
)

g N
the string coupling
and curvature are small and sugra description holds good. This region can be approached
. Since g 2 1 the NCYM is strongly
if parameters are chosen such that b3/2 g N
eff
coupled. Further towards the lower IR region u 1 1/5 and into deep IR region, both
(g N b)
the string quantities are large, but the field theory description is perturbatively well defined
2 1.
due to the weak gauge coupling, geff
In the strong string coupling region type IIA brane systems are well described only in
an appropriate M-theory picture. Note that (D6, D8) background is a solution of Romans
theory which has no straight forward M-theory relationship, see [8,19,20]. We shall
describe next a possible way to go to M-theory side based on the approach in [8].
3.3. (M5, KK) bound state
The M-theory background can be obtained by mapping (D6, D8) solution first to
(D4, D6) solution of type IIA supergravity in the following way. We start with (D6, D8)
2
bound state (2.1) and compactify
0 1two
coordinates, x5 , x6 , on a T . Then we follow it
up with an SL(2, R) rotation 1 0 . Up-lifting the rotated 8-dimensional configuration
back to ten dimensions (using the rules described in [8]) would give us following (D4, D6)
configuration of type IIA

2
ds10
=H
1/2

1
dt +
2
dxi2
+H
1

2
2

2
2
2
dy1 + dy2 + dz + dx5 + dx6 ,
i=1
e2 = gs2 H 1/2 H 1 ,
dA(1) =
dC(3) =
m cos
dx5 dx6 ,
gs
m sin
dy1 dy2 dx5 dx6 ,
gs

B(2) = tan 1 H 1 dy1 dy2
(3.9)
with harmonic functions H = 1 + m|z|, H = 1 + cos2 (H 1). The parameter m will

be appropriately related to the relevant stringy quantities. This type IIA configuration is
delocalized (smeared) over transverse x5 , x6 T 2 -plane. We can now easily lift this type IIA
404
background to M-theory solution

2
2
ds11
= e4/3 (dx11 + A(1))2 + e2/3 ds10
1/3
4

H
2
2
=
dxi
dt +
H
i=1
2

1
m
+ H
dx11 + cos (x5 dx6 x6 dx5 )
2
2/3
2

H
+
dy1 + dy22 + H dz2 + dx52 + dx62 ,

H
G(4) dC(3) = m sin dy1 dy2 dx5 dx6

m cos sin
+
dz dx11 dy1 dy2,
H2
(3.10)
with H = 1 + m|z|, H = 1 + cos2 (H 1), where m is now related to the M-theory

quantities as m
N5 lp3 7
ax ay .
This solution represents a bound state system of M5-brane
and KaluzaKlein (Taub-NUT) monopoles and is smeared over two transverse T 2 s.

Coordinates t, x1 , . . . , x4 , x11 are along M5-branes while C -field is along x11, y1 , y2
which is responsible for having Taub-NUT (TN) charges in this background. When = 0
in (3.10) the background reduces to T N Mink7 [8]. If we set = /2 then solution
reduces to pure M5-branes with G-flux over T 2 T 2 .
It should be clear that solution (3.10) represents an equivalent M-theory background
for (D6, D8) solution with B-field. It is rather appropriate to discuss decoupling limits of
this solution when string coupling becomes large. Corresponding scaling limits for (3.10)
when 0 can be determined and these are
1/3
|z|
= u = fixed,
lp
,
R11 = N5 = fixed,

ax 2 a x ,
cos ,
ay 2 a y
b
(3.11)
with a x and a y are fixed area parameters. Note that the areas of transverse T 2 s also
shrink to zero under this scaling. It can be checked that the background (3.10) indeed
gets decoupled in the limit (3.11). So in the IR region where the size of eleventh dimension
measured in Planck units R11 (u)/ lp = e2/3 becomes large it is useful to study above
decoupling limits where lp 0. The corresponding boundary field theory would be a
non-local 6D (0, 2) SCFT on a circle [17]. The non-locality arises due to the presence
of Taub-NUT charges in the M5-brane solutions.8 Let us note down the curvature of the
7 The radius, R , of the circle coordinate x
2/3 l and 11p
11
11 is related to the string coupling as R11 = e
2/3
dimensional Planck length as lp2 = gs . N5 is the number of M5-branes, ax and ay are related to the sizes of
the two transverse T 2 s, x5 , x6 and y1 , y2 respectively.
8 See [18] for nonlocal 6-dimensional field theories.
405
11-dimensional spacetime measured in the Planck units in the IR region (using Eq. (3.8))
1/3

1
2
2/3
.
R
lp R e
(3.12)
2 g 2 b2 u4
N
eff
The eleven-dimensional curvature measured in Planck units is still large when u 0.
Therefore this low energy supergravity description will not be reliable as corresponding
(M5, KK) backgrounds would receive higher curvature corrections. But as we saw NCYM
and the CFT theories in this region are weakly coupled and can make a good description.
4. (D4, D6, D8) bound state

It is desirable to obtain D8-branes with B-field of higher rank. To obtain such
solutions we can apply the same method described in Section 5 of Ref. [8] which led
to the construction of (D6, D8) solution. We start with (D6, D8) bound state (2.1) and
compactify two coordinates, x5 , x6 , on T 2 . Then follow it up with an SL(2, R) rotation
cos sin
sin cos . Up-lifting the rotated 8-dimensional configuration to ten dimensions (using
the rules described in [8]) would give us following new configuration of massive type IIA
supergravity,

4

2
1/2
1
2
2
ds10 = H
dxi + f 1 dx52 + dx62
H
dt +
i=1

+ H 1 dy12 + dy22 + dz2 ,
m sin sin
dy1 dy2 dx5 dx6 ,
gs
m cos sin
m cos sin
dA(1) =
dy1 dy2
dx5 dx6 ,
gs
gs

B(2) = tan 1 H 1 dy1 dy2 + tan 1 f 1 dx5 dx6
(4.1)
e2 = gs2 H 1/2 f 1 H 1 ,
dC(3) =
with harmonic functions H = 1 + m|z|, H = 1 + cos2 (H 1), f = 1 + cos2 (H 1).

s
Here parameter m = cosm0 gcos
and as usual m0 denotes the mass (cosmological constant)
of the massive type IIA supergravity. This solution has sixteen supersymmetries and can
be described as a bound state of D4, D6 and D8-branes as corresponding magnetic charges
are present in this solution. Note that the B-field in the above solution has rank four while
in the (D6, D8) solution it had rank two only. One may also describe NCYM decoupling
limits for this bound state as well, similar to the case of (D6, D8) solution, but we simply
do not attempt it here.
5. Summary
In this paper we have shown that the (D6, D8) bound state [8] with B field can also
be obtained by using T-duality map between massive-type-IIA supergravity and type-IIB
406
supergravity in D = 9 [7]. We have also explicitly written down the Killing spinors which
are preserved by this bound state configuration. We find that though B-field is explicitly
massive the (D6, D8) background preserves 16 supersymmetries.
We have then studied YangMills decoupling limits and have discussed the behaviour
of field theories at various energy scales. We are surprised to note that these 9-dimensional
super-YangMills theories with maximal supersymmetries are non-commutative in the IR
region while they become commutative in UV region. This is quite opposite to what we
observe in the case of NCYMs in four dimensions where non-commutativity appears only
in the UV region and it disappears as we go to IR region and the theories become ordinary
super-YangMills. On one hand this may not surprise us so much as we know that noncommutative field theories any way show UV/IR mixing.
Thus the appearance of non-commutativity as we go to IR region is some what very
peculiar feature of the nine-dimensional NCYMs presented here. We could not understand
this unusual behaviour of the D = 9 NCYMs, nevertheless we are able to expose this
property simply by studying the decoupling limits involving D8-branes with B-field. From
Section 3 we note that there is a decreasing jump in the spacetime curvature as we move
UV
IR , the AdS
geff
from the IR region to UV region of dual NCYM theory. Since geff
curvature is more in the IR region as compared to the UV region. This would mean the
NCYM theory flows from higher curvature (weak gauge coupling) IR region to a smaller
curvature (strong gauge coupling) UV point. It is not unusual to have such a flow, the gauge
theories already in five dimensions flow to strong coupling (gYM = ) UV fixed point [21]
where gauge symmetry enhancement takes place. There the symmetries are enhanced to
exceptional groups EN+1 . These gauge groups could be any E8 , E7 , E6 , E5 = Spin(10),
E4 = SU(5), E3 = SU(3) SU(2), E2 = SU(2) U (1) and E1 = SU(2) depending upon
the number, N , of D8-branes present at the orientifold. Therefore, in UV region, the 9D
NCYMs must flow to these enhanced symmetry fixed points where commutativity is also
restored.
Finally, we note that in a recent paper [5] it has been observed, that for non-constant
(but slowly varying) closed string backgrounds, g , B , the SeibergWitten relations
give rise to open string metric G and non-commutativity parameter which are spacetime
dependent. For constant g and B the open string metric and non-commutativity parameter
are however constant as well as the YangMills coupling. We have not tried to obtain these
open string quantities for D8-branes with B field. In our case both g and B, however,
depend on the holographic coordinate z itself. We do expect, in general, open string metric
and non-commutativity parameter also to be dependent on z (i.e., u). Lastly, since z is a
coordinate transverse to the brane directions the Moyal star product f g should be well
defined locally (at any given position z = z0 of the boundary). It will also be associative.
The z-dependence is probably an indication of the fact that nine-dimensional NCYMs are
non-renormalizable and heavily cut-off dependent.
Acknowledgements
I would like to thank D. Ghosal, R. Gopakumar, D. Jatkar and A. Sen for helpful
discussions. This work commenced when I was a member of the theory group at
407
Fachbereich Physik, Martin-Luther-Universitt, Halle (Germany) for which I would like to

thank Jan Louis for great hospitality and for providing enriching environment for research.
Appendix A. Romans type IIA supergravity

The 10-dimensional type IIA supergravity, which describes the low energy limit of type
IIA superstrings, contains in the massless bosonic spectrum the graviton gMN , the dilaton
, NSNS two-form B(2) , a RR one-form A(1) and a RR three-form C(3) . The fermionic
sector consists of two gravitini and two Majorana 12 -spinors. The Romans supergravity
theory [9] is a generalization of the type IIA supergravity to include a mass term for the
NSNS B-field without disturbing the supersymmetry content of the theory. The bosonic
action for Romans theory in the string frame can be written as (after some rescalings)9

1
1
1
S=
e
R 1 + 4d d H(3) H(3) F(2) F(2) F(4) F(4)
2
2
2
m20
1
1
1
2
3
1 + dC(3) dC(3) B(2) + dC(3) dA(1) B(2)
+ dA(1) dA(1) B(2)
2
2
2
3!

1
1
1 2 5
3
4
+ m0 dC(3) B(2) + m0 dA(1) B(2) + m0 B(2) ,
(A.1)
3!
8
40
where m0 is the mass parameter. The field strengths in the action (A.1) are given by
H(3) = dB(2) ,
F(2) = dA(1) + m0 B(2) ,

m0 2
B .
F(4) = dC(3) + B(2) dA(1) +
(A.2)
2 (2)
Note that potentials A and C appear only through their derivatives in the action (A.1) and
thus obey the standard p-form gauge invariance A(p) A(p) + d(p1) . The two-form
B on the other hand also appears without derivatives but nevertheless the Stueckelberg
gauge transformation
A = m0 (1) ,
B = d(1) ,
C = (1) dA
leaves the action invariant.

Now, if we define, dA + m0 B = m0 B , C3 = C3
dC + m20 B B . The above action reduces to
1
2m0 A dA
(A.3)
then H = dB , F(4) =

m2
1
1
1
S=
e
R 1 + 4 d d H(3) H(3) m20 B B F(4) F(4) 0 1
2
2
2
2

1
1
1

3
5
.
B(2)
dC(3)
B(2)
+ m0 dC(3)
+ m20 B(2)
+ dC(3)
(A.4)
2
3!
40
9 Our conventions are same as in [20] where every product of forms is understood to be a wedge product. We
denote a p-form with a lower index like (p).
408
For the kind of backgrounds in (2.15) for which B B = 0, C = 0 above action

reduces to (with fermionic backgrounds vanishing)

m2
1
1
S=
e2 R 1 + 4 d d H(3) H(3) m20 B B 0 1
(A.5)
2
2
2
which involves an explicit mass term for B field and a cosmological constant term.
References
[1] N. Seiberg, E. Witten, String theory and noncommutative geometry, JHEP 9909 (1999) 032, hep-th/9908142.
[2] O. Aharony, S.S. Gubser, J. Maldacena, H. Ooguri, Y. Oz, Large N field theories, string theory and gravity,
Phys. Rep. 323 (2000) 183, hep-th/9905111.
[3] E. Witten, BPS bound states of D0D6 and D0D8 systems in a B-field, hep-th/0012054.
[4] M. Mihailescu, I.Y. Park, T.A. Tran, Phys. Rev. D 64 (2001) 046006, hep-th/0011079.
[5] A. Hashimoto, S. Sethi, Holography and string dynamics in time-dependent backgrounds, hep-th/0208126.
[6] R.G. Cai, J.X. Lu, N. Ohta, NCOS and D-branes in time-dependent backgrounds, hep-th/0210206.
[7] E. Bergshoeff, M. De Roo, M. Green, G. Papadopoulos, P. Townsend, Duality of type II 7-branes and 8branes, Nucl. Phys. B 470 (1996) 113, hep-th/9601150.
[8] H. Singh, Duality symmetric massive type II theories in D = 8 and D = 6, JHEP 0204 (2002) 017, hepth/0109147.
[9] L.J. Romans, Massive N = 2a supergravity in ten dimensions, Phys. Lett. B 169 (1986) 374.
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(2000) 229, hep-th/9912165.
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hep-th/9611174.
[14] M.S. Costa, G. Papadopoulos, Nucl. Phys. B 510 (1998) 217, hep-th/9612204.
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[16] A. Sen, Unification of string dualities, hep-th/9609176.
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with sixteen supercharges, hep-th/9802042.
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[19] C.M. Hull, Massive string theories from M-theory and F-theory, JHEP 9811 (1998) 027, hep-th/9811021.
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B 388 (1996) 753, hep-th/9608111.

Black hole thermodynamics without a black hole?

Victor Berezin a,b
a Institute for Nuclear Research, Russian Academy of Sciences,
60th October Anniversary prospect 7a, Moscow, Russia

b Max Plank Institute for Gravitational Physics, Albert Einstein Institute, Am Muhlenberg 1, Golm, Germany
Received 25 February 2003; accepted 21 March 2003
Abstract
In the present paper we consider, using our earlier results, the process of quantum gravitational
collapse and argue that there exists the final quantum state when the collapse stops. This state,
which can be called the no-memory state, reminds the final no-hair state of the classical
gravitational collapse. Translating the no-memory state into classical language we construct the
classical analogue of quantum black hole and show that such a model has a topological temperature
which equals exactly the Hawkings temperature. Assuming for the entropy the BekensteinHawking
value we develop the local thermodynamics for our model and show that the entropy is naturally
quantized with the equidistant spectrum S + 0 N. Our model allows, in principle, to calculate the
value of 0 . In the simplest case, considered here, we obtain 0 = ln 2.
1. Preliminaries
In 1972 J.D. Bekenstein observed the striking resemblance of the Schwarzschild black
hole mechanics with the first and second laws of thermodynamics [1]. He presented
very serious physical arguments that the Schwarzschild black hole should be ascribed
by a certain amount of entropy which is proportional to the event horizon area. In 1973
J.M. Bardeen, B. Carter and S.W. Hawking extended this idea and proved the four laws
of thermodynamics for the general class of KerrNewman black hole [2], the role of the
temperature being played by the surface gravity (up to some numerical factor), which is
constant along the event horizon. And only after discovering by Hawking the black hole
evaporation [3] this analogy became the real physical phenomenon. It appeared that the
E-mail address: berezin@ms2.inr.ac.ru (V. Berezin).
doi:10.1016/S0550-3213(03)00251-7
410
V. Berezin / Nuclear Physics B 661 (2003) 409422
spectrum of such a radiation is Planckian with the temperature TH = 2

, where is the
surface gravity. It follows then that the black hole entropy is exactly one fourth of the
dimensionless horizon area,
1A
,
(1)
2
4 lPl

where lPl = h G/c3 1033 cm is the Planckian length (h is the Planck constant, c
is the speed of light, and G is the Newtonian gravitational
constant). We use the units
h = c
= k = 1 (k isthe Boltzmann constant), so lPl = G and the Planckian mass is
mPl = h c/G = 1/ G 105 g.
The nature of such a radiation and its black body spectrum lies in the non-trivial causal
structure of the spacetimes containing black holes. The crucial point is the existence of
the horizons. The same takes place in the Rindler spacetime which is actually the part of
the flat Minkowski spacetime with the event horizon. The Rindlers observer experiences
a
which is
a constant acceleration a and sees a thermal bath with the temperature 2
called the Unruhs temperature [4]. The Hawkings temperature TH is just the Unruhs
temperature TU at the event horizon.
The quantum nature of the radiation implies the quantization of the black hole mass.
The first attempt was made by Bekenstein [5]. He noticed that the horizon area of nonextremal black holes behaves as a classical adiabatic invariant. The BohrSommerfeld
quantization rule then predicts the equidistant discrete spectrum for the horizon area and,
thus, for the black hole entropy. The gedanken experiments show that the minimal increase
in the horizon area in the process of capturing the neutral [6] or electrically charged [7]
particle is approximately equals to
S=
2
.
Amin 4lPl
(2)
This suggests for the black hole entropy (provided we accept relation (1))
SBH = 0 N,
N = 1, 2, . . . ,
(3)
where 0 is of order of unity. In their famous work on the black hole spectroscopy
Bekenstein and Mukhanov [8] related the black hole entropy to the number of microstates
gn that corresponds to a particular external macrostate through the well-known formula in
statistical physics, gn = exp[SBH (n)], i.e., gn is the degeneracy of the nth area eigenvalue.
Since gn should be an integer they deduce that
0 = ln k,
k = 2, 3, . . . .
(4)
In the spirit of the information theory and It from Bit-idea by J.A. Wheeler the value of
ln 2 seems the most suitable one. The equidistant area spectrum was also derived from the
some symmetry principles [911].
The confirmation of microscopical statistical nature of the black hole entropy came
from the string theory. Strominger and Vafa [12] were the first who counted directly the
degeneracy of the horizon microstates in the special case of 5-dimensional extremal black
hole and showed that the relation (1) is exact. A review of further progress can be found in
[13].
411
The very natural way of counting the number of microscopic states is provided by
the loop quantum gravity (see [14] for a recent review). In this rather new approach
to canonical quantization of gravity the area operator has a discrete spectrum. Such an
operator can be represented by a spin network puncturing a surface. The procedure of
counting the surface states at the horizon was developed by Krasnov [15] and applied to
calculating the black hole entropy by Ashtekar et al. [16,17]. The net result is that the
entropy of the spherically symmetric black hole equals
SBH = Nln(2jmin + 1),
(5)
where jmin is the minimal (non-zero) spin value depending on the underlying symmetry
group. In the conventional loop quantum gravity this is the SU(2) group, thus, jmin = 12 ,
and for 0 (Eq. (4)) we have 0 = ln 2. For the SO(3) group jmin = 1, and 0 = ln 3. For
the horizon area loop quantum gravity gives in this case the value

2
,
Ah = 8 jmin (jmin + 1) NlPl
(6)
ln 2
( 0.12738402)
3
1 Ah
SBH = 4 2 . Thus, loop
lPl
where is the so-called Immirzi ambiguity parameter [18]. It equals

for jmin =
1
2
and
ln 3
(
2 2
0.12363732) for jmin = 1, provided
quantum gravity gives us almost unique (up to the choice of jmin and, of course for large N )
quantum spectrum for the black hole entropy, but the horizon ares and, hence, the black
hole mass spectra depend on the choice of the Immirzi parameter.
The recent progress in this subject is connected to the so-called quasi-normal modes
of the Schwarzschild black hole. It is known for a long time that the decay of black hole
perturbations is dominated at late times by a set of damped oscillations (see, e.g., [19]).
It was shown that for the frequencies with large imaginary part, the real part becomes
equally spaced, and

i
1
m = 0.04371235 +
(7)
n+
,
4
2
where m is the black hole mass [20,21]. Hod noticed [22] that the real part of can be
written as (and it was later proven analytically [23])
ln 3
.
(8)
8m
The Bohrs correspondence principle requires dm = QNM , and for the entropy we obtain
SBH = N ln 3.
In all the above mentioned approaches to quantizing the black hole area (or the entropy
content) the event horizon is considered essentially classical. But, in quantum theory there
are no trajectories, no geodesics to probe the spacetime geometry, so, the very notion of
the event horizon is not defines. Therefore, there exists no definition of what a quantum
black hole is.
To overcome this difficulty we construct some very simple classical model (namely,
the self-gravitating dust shell), then quantize it using minisuperspace formalism and
try to extract some physical information [2427]. In the present paper we give a short
outline of the classical model, the quantization procedure and the resulting mass spectra.
QNM =
412
Then we argue that the very process of quantum gravitational collapse gives rise to the
increase of entropy (which is initially zero). The final stage of the quantum collapse is a
special no-memory quantum state that resembles the black hole no-hair feature. We
named it a quantum black hole. At the end of the paper we show that it is possible to
construct the classical analogue of such a quantum state. This classical analogue possesses
a topological temperature which coincides exactly with the Hawkings temperature for the
Schwarzschild black hole. We give also a complete thermodynamical description of the
model, derive the equidistant area (and entropy) spectrum and show how the entropy units
can, in principle, be calculated.
2. Classical model
Everybody knows what the classical black hole is. In short, black hole is a region of
a spacetime manifold beyond an event horizon. In turn, an event horizon is a null surface
that separates the region from which null geodesics can escape to infinity and that one
from which they cannot. It is important to stress that the notion of the event horizon is
global, it requires knowledge of both past and future histories. In classical physics we have
trajectories of particles, we have geodesics, so, everything can be, in principle, calculated.
In quantum physics there are no trajectories and the event horizon cannot be defined. Thus,
we have to seek for quite a different definition of a quantum black hole. Till now we have
no consistent theory of quantum gravity. All this forces us to start with considering some
models. The simpler, the better.
The simplest is the so-called Schwarzschild eternal black hole. Its geometry is a
geometry of non-traversable wormhole. There are two asymptotically flat regions at spatial
infinities connected by the EinsteinRosen bridge. The gravitating source is concentrated
at two space-like singular surfaces or zero radius. Two sides of the EinsteinRosen bridge
are causally disconnected and separated by event horizons. The narrowest part of the bridge
is called a throat, its size is the size of the horizon. Eternal black holes are parameterized by
total (Schwarzschild) mass of the system. This one-parameter family is the only spherically
symmetric solution to the vacuum Einstein equations. The spherically symmetric gravity
can be fully quantized in the minisuperspace (frozen) formalism [28,29]. The result of
such quantization is trivial, quantum functional depends only on Schwarzschild mass.
Physically it is quite understandable. Indeed, one allows the matter sources first to collapse
classically and then starts to quantize such a system. What is left for quantization?
Nothing. Mathematically, eternal black holes has no dynamical degrees of freedom. No
real gravitons (because of frozen spherical symmetry), no matter source motion.
To get physically meaningful result we need to introduce some dynamical gravitating
source. The simplest generalization of the point mass is the spherically symmetric selfgravitating thin dust shell. The theory of thin shells was developed by Israel [30] and
applied to various problems by many authors. For simplicity we consider the case when
the shell is the only source of gravitational field. Then, inside the shell the spacetime is flat,
and outside it is some part of Schwarzschild solution. The dynamics of such dust shell is
completely described by the single equation [31]

2Gm GM
=
,
2 + 1 2 + 1
413
(9)
where is the radius of the shell as a function of proper time of an observer sitting on
the shell, a dot denotes the proper time derivative, m is the total (Schwarzschild) mass of
the shell, and M is the bare mass (e.g., the sum of the masses of constituent dust particles
without gravitational mass defect). The quantity is the sign function distinguishing two
different types of shells. If = +1, the shells moves on our side of the EinsteinRosen
bridge and the radii increase when one goes in the outward direction of the shell. We will
call this the black hole case. If = 1, the shell moves beyond the event horizon on the
other side or the EinsteinRosen bridge, and radii out of the shell first start to decrease,
reach the minimal value at the throat and start to increase already on our side of the bridge.
We will call this the wormhole-like case (such a configuration is also called a semi-closed
world). In what follows we confine ourselves by considering the bound motion only. It can
be shown that
1
m
> , if = +1,
M
2
1
m
< , if = 1.
(10)
M
2
The two types of shells can be distinguished by different signs of the following inequality
(0 is the radius of the shell at the turning point)
m
> 0, if = +1,
M
m
(11)
< 0, if = 1.
M
The seemingly unusual sign in the wormhole case can be easily explained. Indeed, the
larger the bare mass M of the shell, the stronger its gravitational field, the more narrow,
therefore, the throat, and, consequently, the smaller the total mass m of the system.
3. Quantum model
The spherically symmetric spacetimes with shells can also be fully quantized in the
minisuperspace formalism [26]. All the quantum constraints can be solved, except one.
This is the Hamiltonian constraint or, WheelerDeWitt equation, for the shell (here we
write it only for the case of bound motion)
2
M
2 1s 4m
2s
(s + i ) + (s i ) =
1/2 (s).
1
1 s
(12)
Here s is a dimensionless radius squared (normalized by the horizon area, s = R 2 /Rg2 =

R 2 /4G2 m2 ), = 12 ( mmPl )2 , and i is the imaginary unit. The Eq. (12) is an equation in finite
414
differences, and the shift in the argument is pure imaginary. Thus, the good solutions
should be analytical functions. Besides, there are branching points at the horizons (in our
case at s = 1). Thus, the wave functions should be analytical on a Riemanns surface with
a two leaves. The physical reason to consider two Riemanns surface is the following.
In quantum theory there are no trajectories. Thus, even if a shell has parameters m and M
(total and bare mass) corresponding to the black hole (or wormhole) case, its wave function
is, in general, everywhere non-zero, feel both infinities on both sides of EinsteinRosen
bridge. The analyticity requirement is so stringent that there is no need to solve the quantum
equation in order to calculate a mass spectrum. One should investigate only a behavior of
solutions in the vicinity singular points (infinities and singularities) and around branching
points, and then to compare these asymptotics. In such a way the following quantum
conditions were found for a discrete mass spectrum in the case of bound motion [26].
2m2Pl
2m2 M 2
n,
=
m
M 2 m2
M 2 m2 = 2m2Pl (1 + 2p),
(13)
where n and p are integers. The appearance of two quantum conditions instead of
only one in conventional quantum mechanics is due to a non-trivial causal structure of
Schwarzschild manifold (two infinities!).
Let us discuss some properties of the spectrum that arises from these conditions.
2
(1) For larger values of quantum number n ( M

1 1) one can easily derive nonm2
2
relativistic Rydberg formula for Keplers problem, Enon-rel = M m = G8nM2 .

(2) The role of turning point 0 is now played by the integer n. Thus, keeping n constant
and calculating = (m/M)|n one can distinguish between a black hole case ( > 0)
and a wormhole case ( < 0). It appears that (m/M)|n > 0 for n n0 , negative or
zero, and

|n0 | = E 2 13 5 29 (1 + 2p) .
(14)
(3) There exists a minimal possible value for a black hole mass. This occurs if p = n0 = 0,
mmin = 2 mPl .
(15)
(4) The spectrum described by Eq. (13) is not universal in the sense that corresponding
wave functions form a two-parameter family n,p (R).
But for quantum Schwarzschild black hole we expect a one-parameter family of wave
functions. Quantum black holes should have no hairs, otherwise there will be no smooth
limit to the classical black holes. All this means that our spectrum is not a quantum
black hole spectrum, and our shell does not collapse (like an electron in hydrogen
atom). Physically, it is quite understandable, because the radiation is yet included into
consideration.
And again, we will use thin shells to model the radiation, but this time shells should
be null. Let min and mout be a Schwarzschild mass inside and outside the shell. Then, the
quantum constraint equation reads as follows [27]
1

s
(min , mout , s i ) =
(min , mout, s),
1
1 s
415
(16)
here = min /mout , = 12 m2Pl /m2out . The existence of the second infinity on the other side
of the EinsteinRosen bridge leads to the following quantization condition (m = mout )

m = mout min = 2m + 2 m2 + km2Pl ,
(17)
where k is an integer. It is interesting to note that if we put k = 1 (minimal radiating energy)
and require m < m (not more than the total mass can be radiated away), then we obtain
2
m = mout > mPl .
5
(18)
Thus, the black hole with the mass given by Eq. (15) is not radiating and, therefore, it
cannot be transformed into semi-closed world (wormhole-like case).
The discrete spectrum of radiation (17) is universal in the sense that it does not depend
on the structure and mass spectrum of the gravitating source. This means that the energies
of radiating quanta do not coincide with level spacing of the source. The most natural way
in resolving such a paradox is to suppose that quanta are created in pairs. One of them is
radiated away, while another one goes inside. Thus, the quantum collapse cannot proceed
without radiating even in the case of spherical symmetry. This radiation is accompanying
with creation of new shells inside the primary shell we started with. We see, that the internal
structure of quantum black hole is formed during the very process of quantum collapse.
And if at the beginning we had one shell and knew everything about it, then already after
the first pulse of radiation we have more than one way of creating the inner quantum. So,
initially the entropy of the system was zero, it starts to grow during the quantum collapse.
If somehow such a process would stop we would call the resulting object a quantum black
hole. The natural limit is the transition from black hole to the wormhole-like shell. The
matter is that such a transition requires (at least in quasi-classical regime) insertion of an
infinitely large volume, and the quasi-classical probability for this process is zero.
Let us write down the spectrum of the shell with non-zero Schwarzschild mass, the total
mass inside, min = 0
2m2Pl
2(m)2 M 2

=
n,
M 2 (m)2 m + min
M 2 (m)2 = 2(1 + 2p)m2Pl .
(19)
Here m is the total mass of the shell, M is the bare mass, the total mass of the system
equals m = mout = m + min . For the black hole case M 2 < 4mm, or

m 1
min
min 2
>
.
(20)
+1
M
2
M
M
After switching on the process of radiation governed by Eq. (17), the quantum collapse
starts. Our computer simulations shows that evolves in the correct direction, e.g., it
416
becomes nearer and nearer to the threshold (20) between the black hole case and wormhole
case. The process stops exactly at n = 0!
The point n = 0 in the spectrum is very special. Only in such a state the shell does
not feel not only the outer regions (what is natural for the spherically symmetric
configuration) but it does not know anything about what is going on inside. It feel only
itself. Such a situation reminds the classical (non-spherical) collapse. Finally when all the
shells (both the primary one and newly produced) are in the corresponding states ni = 0,
the system does not remember its own history. And this is a quantum black hole. The
masses of all the shells obey the relation
1
mi = Mi .
2
(21)
The subsequent quantum Hawkings evaporation can produced only via some collective
excitations and formation, e.g., of a long chain of microscopic semi-closed worlds.
4. Classical analog of quantum black hole

Let us consider large (m mPl ) quantum black holes. The number of shells (both
primary ones and created during collapse) is also very large, and one may hope to construct
some classical continuous matter distribution that would mimic the properties of quantum
black holes. First of all, we should translate the no memory state (n = 0 for all the shells)
into classical language. To do this let us rewrite Eq. (9) (energy constraint equation) for
the shell, inside which there is some gravitating mass min ,

2Gm
2Gmout GM
in
(22)
2 + 1
=
2 + 1
and consider a turning point ( = 0, = 0 ):

2Gmin GM 2
m = mout min = M 1
.
0
20
(23)
It is clear now that in order to make parameters of the shell (m and M) not depending on
what is going on inside we have to put min = a0 .
Our quantum black hole is in a stationary state. Therefore, a classical matter distribution
should be static. We will consider a static perfect fluid with energy density and pressure p.
A static spherically symmetric metric can be written as

ds 2 = e dt 2 e dr 2 r 2 d 2 + sin2 d 2 ,
(24)
where and are functions of the radial coordinate r only. The relevant Einsteins
equations are (prime denotes differentiation in r)

1
1
8G = e 2
+ 2,
r
r
r

1
1

+ 2,
2
r
r
r

2
1

8Gp = e +
+
.
2
2
r
2
417
8Gp = e
(25)
The first of these equations can be integrated to yield

e = 1
2Gm(r)
,
r
(26)
where
r
m(r) = 4
r 2 dr
(27)
is the mass function, that must be identified with min . Thus, m(r) = ar, and
a
=
,
e = 1 2Ga.
4r 2
We can also introduce a bare mass function
r
M(r) = 4 e 2 r 2 dr ,
(28)
(29)
and from Eq. (28) we get

ar
M(r) =
.
1 2Ga
(30)
The remaining two equations can now be solved for p(r) and e . The solution for p(r)
that has the correct non-relativistic limit is

1
b
1 3Ga 1 2Ga 1 4Ga ,
, b=
p(r) =
(31)
2
4r
G
and for e we have
a+b
e = Cr 2G 12Ga .
(32)
The constant of integration C can be found from matching of the interior and exterior
metrics at some boundary r = r0 . Let us suppose that r > r0 the spacetime is empty, so
the interior should be matched to the Schwarzschild metric. Of course, to compensate the
jump in pressure (p = p(r0 ) = p0 ) we must introduce some surface tension . From
matching conditions it follows that
2G
a+b
C = (1 2Ga)r0 12Ga ,
2G a+b
12Ga
r
,
e = (1 2Ga)
r0
2
.
p =
r0
(33)
418
We would like to stress that the pressure p in our classical model is not real but only
effective because it was introduce in order to mimic the quantum stationary states. We see,
that the coefficient b in Eq. (31) becomes a complex number if a > 1/4G. Hence, we must
require a 1/4G, and in the limiting point we have the stiffest possible equation of state
= p. It means also that hypothetical quantum collective excitations (phonons) would
propagate with the speed of light and could be considered as
massless quasi-particles. It is
remarkable that in the limiting point we have m(r) = M(r)/ 2the same relation as for
the total and bare masses in the no memory state n = 0! The total mass m0 = m(r0 ) and
the radius r0 in this case are related m0 = 4Gr0 twice the horizon size.
i
and Ricci tensor Rik show that if p <
Calculations of Riemann curvature tensor Rklm
(a = b) there is a real singularity at r = 0. But, surprisingly enough, both Riemann and
Ricci tensors have finite limits at r 0, if = p (a = b = 1/4G). Therefore we are
allowed to introduce the so-called topological temperature in the same way as for classical
black holes. The recipe is the following. One should transform the spacetime metric by
the Wick rotation to the Euclidean form and smooth out the canonical singularity by the
appropriate choice of the period for the imaginary time coordinate. The imaginary time
coordinate is considered proportional to some angle coordinate. In our case the point r = 0
is already the coordinate singularity. The azimuthal angle has the period equal to 2 .
Thus, all other angles should be periodical with the period . The topological temperature
is just the inverse of this period.
The easy exercise shows, that the temperature
1
1
=
= TBH ,
(34)
2r0 8Gm0
exactly the same as the Hawkings temperature TBH [5]! The very possibility of introducing
a temperature provides us with the one-parameter family of models with universal
distributions of energy density and pressure
T=
1
,
(35)
16Gr 2
the parameter being the total mass m0 or the size r0 = 4Gm0 . It should be noted that the
two-dimensional part of the metric obtained is nothing more but the Rindlers metric, and
the null surface r = 0 serves as the event horizon.
We can now develop some thermodynamics for our model. First of all we should
distinguish between global and local thermodynamic quantities. The global quantities are
those measured by a distant observer. He measures the total mass of the system m0 and
the black temperature TBH = T and does not know anything more. Let us assume that
this observer is rather educated in order to recognize he is dealing with a black hole and to
write the main thermodynamic relation
=p=
dm = T dS.
(36)
In this way he ascribes to a black hole some definite amount of entropy, namely, the
HawkingBekenstein value

m0 2
1 (4rg )2
2
= 4Gm0 = 4
.
S=
(37)
2
4 lPl
MPl
419
Moreover, if this observer is acquainted with, say, the book [32], he can learn from
Chapter 3 that, using the Euclidean path integral technique, one can calculate a partition
function for Schwarzschild black hole,

2
,
Z=
(38)
exp(n ) = exp
16G
n
with equal to the inverse of Hawkings temperature, = 1/TH , and derive the
expectation value of the energy, in other words, the black hole mass,
m = E =
d
(ln Z) =
.
d
8G
(39)
Remembering then, that the free energy F = T ln Z and F = E T S, he can easily
obtain for the entropy S = 14 A2h . Calculating the entropy in such a way, the observer
lPl
builds some statistical background for the black hole thermodynamics. However, the
obstacle in applying usual thermodynamical relations to essentially non-local (= global)
objects, such as black holes, is that the corresponding extensive parameters, considered as
thermodynamical potentials, are not the homogeneous first order functions of all the other
extensive parameters. Indeed, the entropy S is a quadratic function of the mass (energy),
and the free energy F is a function of the temperature alone (because there are no such
extensive parameters like V (volume) and N (particle number) which would characterize
a black hole thermo-equilibrium state).
The local observer who measures distributions of energy, pressure and local temperature
is also rather educated and writes quite a different thermodynamic relation
(r) = T (r)s(r) p(r) (r)n(r).
(40)
Here (r) and p(r) are energy density and pressure, T (r) is the local temperature
distribution, s(r) is the entropy density, (r) is the chemical potential, and n(r) is
the number density of some (quasi)particles. For the energy density and pressure the
local observer gets, of course, the relation (35), and for the temperaturethe following
distribution
1
T (r) =
,
2 r
(41)
which is compatible with the law T (r)e 2 = const and the boundary condition T = TBH .
Such a distribution is remarkable in that if some outer layer of our perfect fluid would
be removed, the inner layers would remain in thermodynamic equilibrium. And what
about the entropy density? Surely, the local observer is unable to measure it directly or
calculate without knowing the microscopic structure of the system, but he can receive
some information concerning the total entropy from the distant observer. This information
and the measured temperature distribution (41) allows him to deduce that
1
s(r) =
8 2 Gr
(42)
420
and
1
.
(43)
16Gr 2
It is interesting to note that in the main thermodynamic equation the contribution from
the pressure is compensated exactly by the contribution from the temperature and entropy.
It is noteworthy to remind that the pressure in our classical analog model is of quantum
mechanical origin as well as the black hole temperature. And what is left actually is the
dust matter we started from in our quantum model, namely,
s(r)T (r) =
1
(44)
.
16Gr 2
We may suggest now that the quantum black hole is the ensemble of some collective
excitations, the black hole phonons, and n(r) is just the number density of such phonons.
Knowing equation of state, = p, we are able to construct all the thermodynamical
potentials for our system. As an example we show here how to calculate the energy as
a function of the entropy S, and the number particles N (the extensive thermodynamical
variables E, S, V , N are denoted by capital letters and assumed to have macroscopic but
small enough values). By the first law of thermodynamics
= n =
dE = T dS p dV + dN,
(45)
where T = (E/S)|V ,N is a temperature p = (E/V )|S,N is a pressure, and =

(E/N )|S,V is a chemical potential. The energy is additive with respect to the particle
number N , hence, E = Nf (x, y) where x = S/N and y = N/V . Since = E/V =
yf (x, y) and p = y 2 (f /y) from the equation of state we obtain
f = (x) = n(x),
= p = n2 (x).
Further,
T = n (x),

= n 2 x .
But, in any static gravitational field T = T0 / g00 and = 0 / g00 , so = 0 T , where

0 is some numerical factor. Thus,
2 x = 0 ,
(x) = C0 (0 + x)2 ,
where C0 is a constant of integration. It is easy to see that p/T 2 = 1/4C0 . In our specific
model p/T 2 = /8G, so C0 = 2G/ . Moreover, because of the relation = p = T s = n
we know that the free energy F = E T S is numerically zero. From this we have for the
entropy
S = 0 N.
(46)
The black hole entropy equals one fourth of the dimensionless horizon area, and from this
we recover the famous BekensteinMukhanov mass spectrum

0
m=
(47)
N mPl .
4
421
Note, that our model gives for the free energy an expression quite different from that
obtained by the use of global thermodynamics. In the latter F = 1/(16GT ) which is
numerically equal to m/2. In our case
F = F (T , V , N) = 0 NT
VT2
,
4C0
(48)
but the relation (39) is nevertheless fulfilled.

In principle, we can even calculate the remaining unknown coefficient 0 using the
phonon model. Indeed, since F = 0, the partition function

n
= 1.
exp
Z=
(49)
T
n
Let us assume that our gravitational phonons have the equidistant energy spectrum n =
n. Then, n n1 = dE = dN (dN = 1). Note, that on the static gravitational field
the ratio /T is an invariant. Therefore, we can use dm and TBH (i.e., the increase in the
total mass m and the Hawkings temperature) instead of local quantities dE and T . Then,
dm
= 8Gm dm = dS = 0 dN = 0 ,
TBH

n
e0
exp
= 1,
Z=
=
T
1 e0
n
0 = ln 2.
(50)
(51)
(52)
This just the value advocated by Bekenstein and Mukhanov in the spirit of information
theory. If we accept the harmonic oscillator spectrum n = (n + 12 ) we would obtain
0 = 2 ln
5+1
2
1.
Acknowledgements
The author is greatly indebted to the Albert Einstein Institute for kind hospitality
extended to him. He would like to thank Jurgen Ehlers, Kirill Krasnov, Hermann Nicolai,
Sergei Odintsov, Alexey Smirnov, Thomas Thiemann for helpful discussions. Special
thanks are to Christine Gottschalkson.
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[4] W.H. Unruh, Phys. Rev. D 10 (1974) 3194.
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Nuclear Physics B 661 [FS] (2003) 425463

Integrable aspects of the scaling q-state

Potts models I: bound states and bootstrap closure
Patrick Dorey a , Andrew Pocklington b , Roberto Tateo a
a Department of Mathematical Sciences, University of Durham, Durham DH1 3LE, UK
b IFT/UNESP, Instituto de Fisica Teorica, 01405-900 Sao Paulo SP, Brazil
Received 25 October 2002; accepted 25 February 2003
Abstract
We discuss the q-state Potts models for q 4, in the scaling regimes close to their critical or
tricritical points. Starting from the kink S-matrix elements proposed by Chim and Zamolodchikov,
the bootstrap is closed for the scaling regions of all critical points, and for the tricritical points when
4 > q 2. We also note a curious appearance of the extended last line of Freudenthals magic square
in connection with the Potts models.
1. Introduction
The q-state Potts models directly generalise the most well known of all two-dimensional
integrable models, the Ising model. They have been much studied, both in their own right
as interesting statistical-mechanical systems, and because of their relations with other
modelsthe limit q 1, for example, describes bond percolation. However, they are by
no means completely understood.
In this paper and its sequel we shall discuss the treatment of these models in the
framework of continuum field theory. Such techniques are expected to be applicable in
scaling regimes near to critical points, though for the q-state Potts models some elements
of the treatment will be rather formal, reflecting the nonlocal manner in which the models
are initially defined on the lattice. In this paper we focus on the description of the models
in terms of the on-shell data provided by an exact S-matrix. A number of years ago, Chim
E-mail addresses: p.e.dorey@durham.ac.uk (P. Dorey), andrew@ift.unesp.br (A. Pocklington),
roberto.tateo@durham.ac.uk (R. Tateo).
doi:10.1016/S0550-3213(03)00181-0
426
P. Dorey et al. / Nuclear Physics B 661 [FS] (2003) 425463
and Zamolodchikov proposed a set of amplitudes for the scattering of elementary kinklike excitations in the low-temperature phase of the model [1]. (A different treatment had
previously been suggested by Smirnov [2], based on quantum-group reductions of the
IzerginKorepin S-matrix. In this article we shall work from the ChimZamolodchikov
formulation, as it more closely reflects the continuous nature of the FortuinKasteleyn [3]
definition of the theory on a lattice, but we note that the relationship between the two
approaches has recently been clarified, in [4].) The fundamental S-matrix elements form
only part of the on-shell description of the model, and in order to complete the picture it
is necessary to find out if any further asymptotic states are present. In the exact S-matrix
framework this is commonly achieved by an analysis of the pole structure of all S-matrix
elements, a process which is known as closure of the bootstrap. The case of the q-state
Potts models turns out to involve a number of subtleties, which we attempt to highlight
and resolve in this paper. Since we have not been entirely successful in this enterprise,
we also include some details of the problems that we encountered. They only arose when
continuing the S-matrices far into the regime of tricritical models, but they may nonetheless
be important signals of new behaviour in the bootstrap programme.
In Section 2, we review Chim and Zamolodchikovs proposal and its background,
stressing some of the nonstandard features that the models exhibit. Then in Section 3 we
close the bootstrap for the scaling regions of all critical models, finding that we need to
invoke the ColemanThun mechanism in a novel way in order to explain the full pole
structure of all S-matrix elements. A continuation of Chim and Zamolodchikovs S-matrix
is expected to describe the scaling regions of the tricritical models, and this is discussed in
Section 4. Section 5 contains our conclusions, and remarks a curious connection with the
extended last line of Freudenthals magic square as seen in the work of Deligne and others.
Finally, some more detailed tables are collected in four appendices.
In a companion paper [5], these models will be discussed from a complementary point
of view, using finite-size effects.
2. Review
2.1. The models on the lattice and their continuum limits
The standard definition of the lattice q-state Potts model is through the Hamiltonian

H = J
(2.1)
(x), (y),
x,y
where J is a coupling strength and the spin (x) associated with the lattice site x may take
any of q distinct values. The summation is over all nearest-neighbour pairs of sites x, y.
In terms of H, the partition function at temperature T is given by

1
Z=
(2.2)
e kT H .
{ }
Notice that H is invariant under the group Sq of permutations of the q possible values of .
427
This definition only applies for integer values of q, but a reformulation due to Fortuin
and Kasteleyn [3] allows the constraint to be lifted. Expanding (2.2) as

J

1 + e kT 1 (x), (y)
Z=
(2.3)
{ } x,y
they observed that it could be written in the form

KqC,
Z=
(2.4)
G
J
where K = e kT 1, and the sum is over all graphs G on the lattice, with the number
of bonds in G and C the number of connected components (sets of sites joined by bonds).
When the model is defined in this way, q is no longer restricted to integer values, and can
be taken as a continuous parameter. However, at general values of q, Z cannot be written
in terms of a local Hamiltonian, and the precise meaning of its Sq symmetry is not clear.
Nevertheless, the partition function is certainly well-defined, and we shall see later that
many other features which might be thought special to locally-defined theories also make
sense.
The model undergoes a phase transition at K = Kc = q, which is second-order for

q 4. At these values of q a continuum limit can be taken, and if the limit is taken exactly
at the critical point, the resulting field theory is conformal. Parametrising q as

(2.5)
q = 2 sin = 2 cos
+1
with 0 /2 and = ( + 2 )/( 2 ), its central charge is [6]
c(q) = 1
6
.
( + 1)
(2.6)
A generalisation of the basic Potts model allows for the existence of vacancies [7]. In
addition to the critical points just discussed, these models have tricritical points, with the
critical and tricritical points coinciding at q = 4. The exponents for the tricritical points can
be obtained from those of the critical points by continuing into the range /2
[7] (see also [8,9]). This shifts into the range < < 3.
If is rational, the value of c(q) coincides with the central charge c = 1 6(p
2
p) /pp of a minimal model Mpp , p > p. More precisely, the relationship is
=
p
p
(2.7)
on the critical branch, and

=
p
p p
(2.8)
on the tricritical branch. This coincidence does not mean that the conformal field theories
of the Potts models at rational are minimal modelsin particular, the relevant partition
functions only agree when q is an integer [10]but it does mean that connections with
minimal models are to be expected at these points.
428
Other aspects of the critical and tricritical models, and of their relationships with
conformal field theories, are reviewed in [5]. However, in this paper we are more
concerned with the massive field theories which arise if a continuum limit is taken with
the temperature (and any other parameters) tending to a critical value with the correlation
length held finite in physical units. In many interesting cases (including the ones currently
under discussion [1,2]) these field theories turn out to be integrable [11], allowing them to
be understood in considerable detail. In turn, this allows the scaling regions of the original
lattice models near to their second-order transitions to be explored; it is also relevant to the
computation of certain universal characteristics of the transitions themselves [12].
In practice, the field theories are usually found directly in the continuum, either by a
consideration of the symmetries that they should inherit from the lattice, or by starting from
the continuum conformal field theories, and then adding to their actions suitable continuum
operators to describe the departure from criticalitythe basic idea of perturbed conformal
field theory, as put forward by Zamolodchikov [11]. For shifts in temperature, the operator
to add is the local energy density, which corresponds to 21 for the critical Potts models
[6], and 12 for the tricritical models [13]. We shall refer to the massive theories as the
scaling Potts models. Strictly speaking, they are not perturbations of minimal conformal
field theories, except at integer values of q. However, in situations where the infinitevolume ground states of the q-state Potts and minimal models coincide, we expect the
two to agree on issues such as mass spectrum and (diagonal) S-matrix elements. We shall
say a little more about this issue in later sections and in [5], but since it is not directly
relevant to our current discussion of the Potts S-matrices, we leave it to one side for now.
Irrespective of whether the unperturbed c < 1 theories are minimal models, Zamolodchikovs counting argument [11] shows that generic 21 or 12 perturbations preserve conserved charges with spins s = 1, 5, 7 and 11. By an argument due to Parke [14], the
existence of these charges is enough to ensure that, as quantum field theories defined in
Minkowski space, the models must have factorisable S-matrices, allowing the full multiparticle S-matrix to be given in terms of the set of two-particle scattering amplitudes.1
The main result of Chim and Zamolodchikov [1] was a conjecture for these amplitudes for
certain fundamental, kink-like excitations. To finish the story, amplitudes for the scattering
of all possible bound states of these kinks must be found, and this is the main goal of the
present paper. In the remainder of this section, we shall review the assumptions that went
into Chim and Zamolodchikovs initial proposal.
2.2. The fundamental S-matrix elements
To begin, we discuss the scaling regions of the critical models. The scattering theory
is most easily treated by working in the low-temperature, ordered phase, in which one
would expect to find q degenerate vacua. It is then natural to postulate the existence
of a set of particles, or kinks, Kab ( ) (a, b = 1, . . . , q; a = b), domain walls which
interpolate between different vacua. The fact that q is not necessarily an integer may appear
1 In all probability the models actually have conserved charges at all integer spins not multiples of 2 or 3, but
just two with spins > 1 are enough for Parkes argument to go through.
429
Fig. 1. The four independent two-particle amplitudes.
worrisome, but following [1] we can decide to treat q formally, motivated at least in part by
the fact that this can be given a precise sense on the lattice through the FortuinKasteleyn
trick reviewed above. The energymomentum of Kab ( ) is parameterized by the rapidity
, p = (m cosh , m sinh ), and asymptotic n-particle states interpolating between vacua
a0 and an correspond to the products
Ka0 a1 (1 )Ka1 a2 (2 ) Kan1 an (n )
(ai = ai+1 ).
(2.9)
bd ( ):
Scattering of these kinks is completely described by the two-particle amplitudes Sac

bd
Sac
( )Kad (2 )Kdc (1 ),
= 1 2 .
Kab (1 )Kbc (2 ) =
(2.10)
d =a,c
Due to the Sq symmetry of the model, there are only four independent two-particle
amplitudes S n ( ) (n = 0, . . . , 3). These are represented in Fig. 1.
The S-matrix must be unitary, crossing symmetric, and satisfy the YangBaxter
equations. Chim and Zamolodchikov found that the latter implies
S 0 ( ) = sin( ) sin(i ) sin(3 + i )R( ),
(2.11)
S ( ) = sin(2 ) sin( + i ) sin(3 + i )R( ),
(2.12)
S ( ) = sin(2 ) sin(i ) sin(2 + i )R( ),
(2.13)
1
2
S ( ) = sin(3 ) sin( + i ) sin(2 + i )R( ),

(2.14)
where is defined by 2 sin = q as in (2.5) above, and is an as-yet undetermined

parameter. Crossing symmetry requires that S 0 and S 3 be unchanged under i
while S 1 and S 2 swap over, which implies = 3 mod and R(i ) = R( ).
Unitarity then boils down to the condition
3
R( )R( )
1

= sin2 ( ) sin(2 + i ) sin(2 i ) sin(3 + i ) sin(3 i ) . (2.15)
Together with crossing, this fixes the S-matrix as a function of and up to a so-called
CDD factor, a 2i-periodic function f satisfying f ( )f ( ) = 1, f (i ) = f ( ). To
resolve the remaining ambiguities, some further physical input is required, and this comes
from an initial consideration of the pole structure.
In general, it should be possible to explain all S-matrix poles in the physical strip
0 Im
(2.16)
430
Fig. 2. Direct channel KK K bound states in S 0 and S 1 .
Fig. 3. Cross channel KK K bound states in S 0 and S 2 .
Fig. 4. KK K bootstrap.
in terms of the bound-state structure of the model (though, as we shall see, the mechanism
can in some cases be quite involved). Conversely, the fundamental S-matrix elements
should certainly exhibit poles reflecting the possibility to form an elementary kink as
a bound state of two other such kinks. Taking energymomentum conservation and
vacuum structure into account, direct-channel poles should appear in S 0 ( ) and S 1 ( ) at
= 2i/3, and cross-channel poles in S 0 ( ) and S 2 ( ) at = i/3. These are illustrated
in Figs. 2 and 3.
A comparison with (2.11)(2.13) shows that the common factor R( ) must, therefore,
have poles at i/3 and 2i/3. On the other hand, the pole at 2i/3 should be absent from
S 2 and S 3 , and the pole at i/3 absent from S 1 and S 3 . This can only be achieved by
cancellations against zeroes from the sine prefactors in (2.11)(2.14), which strengthens
the previous condition on to = 3 mod 3 .
The three-kink coupling leads to a set of bootstrap equations, depicted in Fig. 4.
In contrast to the YangBaxter equations, these constraints are felt by the CDD factor.
Combining these conditions with a prior knowledge of the solutions for q = 2 and 3 led
Chim and Zamolodchikov to the simplest choice = 3 , and a minimal solution for the
S-matrix elements which, for the discussions to come, it will be most convenient to rewrite
431
in the following form:

S 0 ( ) =
S 1 ( ) =
S 2 ( ) =
S 3 ( ) =
sinh( )
sinh((
2i
3 ))
S( ),
sin( 2
3 ) sinh((
sin(
3 ) sinh((
(2.17)
i
3 ))
S( ),
2i
3 ))
sin( 2
3 )
(2.18)
sinh( )
S( ),
sinh((
i))
sin(
)
3
(2.19)
sin() sinh(( i
3 ))
S( ).
sinh(( i))
sin( 3 )
(2.20)
The overall scalar factor S( ) is

S( ) =
sinh(( +
sinh((
i
3 )) A()
e
i
3 ))
(2.21)
with eA() defined in terms of the blocks

(a) =
(a
i )
(a + i
)

= exp 2
0
(a + +
(a +
i )
i )

x )
dx
(1
e
sinh
x eax
x
i
(1 ex )
(2.22)
as
eA() =

(1 + 2k) (1 + (2k 13 ))
.
((2k + 1)) ((2k + 43 ))
(2.23)
k=0
From the second equality in (2.22) and the formula

1
sinh( k
sinh(( + i))
dk
2 ( 2))
= exp 2
sinh(ik )
,
sinh(( i))
k
sinh( k
2 )
(2.24)
it is a simple matter to recover integral representations equivalent to those given in [12]:
A( ) = 2
0
k 4
1
cosh( k
dk
6 ) sinh( 2 ( 3 ))
sinh(ik )
,
k
k
cosh( k
2 ) sinh( 2 )
log S( ) = 2
0
1
1
k
cosh( k
dk
2 ( 3 )) sinh( 3 )
sinh(ik )
.
k
k
cosh( k
2 ) sinh( 2 )
(2.25)
(2.26)
432
Table 1
Physical strip poles and zeroes of eA( ) , for 0 < < 3
Poles
i =
1
1
3
Physical strip?
> 34
2
1
3
>1
> 32
Zeroes
2
3
1
3
>2
> 94
Table 2
Physical strip poles and zeroes of S( ), for 0 < < 3
Poles
i =
1
3
Physical strip?
Zeroes
1
1
+3
>1
> 32
>2
In addition, eA() and S( ) satisfy

sinh(( + i
sinh( )
3 )) A()
, (2.27)
e
4i
sinh(( i)) sinh(( 3 ))
eA() = eA() ,
eA(i) =
S( ) = 1/S( ),
S(i ) =
sinh(( i
sinh( )
3 ))
S( ). (2.28)
2i
sinh(( i)) sinh(( 3 ))
The poles and zeroes of these two functions which can appear in the physical strip for
0 < < 3 are summarised in Tables 1 and 2. Note that eA() has no physical strip poles at
all for 1.
For the critical models, lies between 0 and /2 and so the S-matrix parameter
= 3 / should be between 0 and 3/2. As mentioned above, the exponents of the
tricritical models can be obtained by a continuation of into the interval [/2, ], and
it is natural to suppose that the same should hold at the level of S-matrices. This led Chim
and Zamolodchikov to conjecture that the S-matrix elements (2.17)(2.20) with in the
range [3/2, 3] should correspond to the scaling tricritical models. Thus the general relation
between q and is

[0, 3/2] (perturbed critical models),

q = 2 sin
, where
(2.29)
[3/2, 3] (perturbed tricritical models).
3
Recall that [0, 3/2] corresponds to 21 perturbations, and [3/2, 3] to 12 . In all
cases the central charge of the unperturbed theory is
(3 2)2
.
(2.30)
(3 + 2)
For future reference, we also record the rational values of , following from (2.7) and (2.8)
and the relation = 32 ( 1)/( + 1), at which the off-critical Potts models are related to
21 and 12 perturbed minimal models Mpp , p > p:
c=1
3p 3
p
2
(21 perturbations),
(2.31)
3p 3
p
2
433
(12 perturbations).
(2.32)
3. Completing the bootstrap for 0 3/2

We now return to the discussion of the pole structures of the S-matrix elements, in
order to see if there is any need to introduce further one-particle asymptotic states into the
model, beyond the elementary kinks. It is convenient to phrase the discussion in terms of
the variable
t=
(3.1)
i
already used implicitly in Tables 1 and 2, so that the segment of the imaginary -axis lying
in the physical strip corresponds to real values of t between 0 and 1. t will sometimes be
referred to as an angle, though strictly speaking the term should be reserved for t rather
than t. The poles at t = 2/3 in S 0 and S 1 , and at t = 1/3 in S 0 and S 2 , have already
been treated, and are due to the fundamental kink itself. In [1], Chim and Zamolodchikov
noted that extra poles enter the physical strip once passes 1. These they assigned to a new
particle B, a breather-like excitation over a single vacuum, appearing as a bound state in
the scattering of two kinks. The associated S-matrix elements SBK and SBB also contain
physical strip poles. Some of these correspond to the kink and breather already seen, but
others were conjectured in [1] to signal the presence of yet further particles. In this section,
we re-examine this analysis and find that these further particles do not in fact appear in the
spectrum while the critical models are considered. The range 3/2 < 3, corresponding
to perturbations of the tricritical models, turns out to be far more complicated and we
postpone its discussion until Section 4.
3.1. The pole structure of the fundamental kink amplitudes
Table 3 summarises the physical strip pole structure of the fundamental amplitudes
(2.17)(2.20), for in the range 0 3. Supposing each pole to correspond to a bound
state particle in either the direct or the crossed channel, a consideration of the patterns of
vacua shown in Fig. 1 allows them to be classified as follows. All four vacua seen by S 0 are
different, so all of its poles must correspond to kink type particles. One out of each pair of
poles in S 0 appears in S 1 , and the other in S 2 . To be consistent with the vacuum structure,
Table 3
Physical strip poles of S 0 , S 1 , S 2 and S 3 for 0 3
Poles: t =
S 0 ( ):
S 3 ( ):
Poles: t =
2
3
1
3
2 1
1 + 1
2 1
1 + 1
1 1
1 1
1 2
S 1 ( ):
1
3
Poles: t =
S 2 ( ):
1
3
1 2
434
Table 4
Direct channel pole assignments for S 0 , S 1 , S 2 and S 3
2
3
2 1
1 1
1 2
Physical strip?
Mass
> 32

2m cos 3 2
>1

2m cos 2 2
>2

2m cos 2
K1 (= K)
K2
B1 (= B)
B2
Pole: t =
Particle
Fig. 5. K1 K1 fusing vertices.
the pole also appearing in S 1 must be direct channel, and that also in S 2 cross channel.
Similarly, all poles in S 3 must correspond to excitations over a single vacuum (breathers).
All poles which also appear in S 2 must be direct channel, while those which also appear
in S 1 must be cross channel. The resulting particle spectrum is summarised in Table 4, and
the corresponding fusing vertices are depicted in Fig. 5.
Restricting to the range 0 3/2, the only bound states signalled in K1 K1 scattering
are the fundamental kink K1 itself, and, for 1 < 3/2, the breather B1 .
3.2. Two particles: 1 < 3/2
For 1, the bootstrap closes on the fundamental kink alone and there is no more to
be done, but once increases beyond 1 the breather B1 appears. This extra particle brings
with it two new scattering amplitudes, SB1 K1 and SB1 B1 :

1
1
1
1
+
+
SB1 K1 =
(3.2)
,
2 2 6 2

2 1 1 1
.
SB1 B1 =
(3.3)
3 3
Here we have rewritten the formulae from [1] using the blocks
[a] = (a)(1 a),
where (a) =
sinh( 2 +
sinh( 2
ia
2 )
.
ia
2 )
(3.4)
The new amplitudes are illustrated in Fig. 6.

The pole structures of these new S-matrix elements must be examined to see if there
are any further bound states. It is at this stage that our analysis diverges from that of [1],
since it turns out that variants of the ColemanThun mechanism [15] allow some poles to
be explained, for certain ranges of , without the need to introduce new particles. We shall
treat the two new amplitudes in turn.
435
Fig. 6. B1 K1 K1 B1 and B1 B1 B1 B1 scattering.
Fig. 7. The K1 B1 K2 vertex.
3.3. The B1 K1 scattering amplitude

The relevant S-matrix element, which is also depicted Appendix D, is

1
1
1
1
+
+
SB1 K1 =
2 2 6 2

1
1
1
1
1
5
1
1
.
+
+
=
2 2
2 2
6 2
6 2
(3.5)
1
1
The K1 K1 B1 vertex allows the poles from the factors ( 12 + 2
) and ( 12 2
) to be identified
with the original kink K1 appearing as a bound state in the direct and crossed channels
1
respectively. Assuming that the poles in [ 16 + 2
] also correspond to a bound state, we
1
. The associated
make an initial hypothesis that the direct channel pole is at t = 16 + 2
particle must be an excited kink of some sort, and calculating its mass we find

1
m = 2m cos
(3.6)
.
3
2
Comparing with the masses listed in Table 4, it is natural to identify this with the K2 state
already seen in K1 K1 scattering. This implies the existence of a vertex coupling K1 , K2
and B1 , and the corresponding fusing angles are shown in Fig. 7. Unlike the K2 bound state
1
1
poles in S 0 and S 1 , which only enter the physical strip for > 32 , the ( 56 2
)( 16 + 2
)
poles in SB1 K1 are already in the physical strip at = 1. This suggests that K2 should
be present in the particle spectrum for all > 1, and indeed this was proposed in [1]. We
would like to advocate an alternative scenario, which begins with the observation that,
for < 3/2, one would expect the B1 K1 scattering amplitude to exhibit an anomalous
threshold pole exactly at the location of the would-be K2 bound state pole, since the onshell diagram shown in Fig. 8 is geometrically possible.
436
Fig. 8. K1 B1 scattering: the pole at t = 1/6 + 1/2, for < 3/2.
The angle between the incoming particles K1 and B1 is t = 1/6 + 1/2, and the internal
scattering angle is = 1/ 2/3. The diagram closes for 0 < < 1/3, which translates
as 1 < < 3/2. However, in two dimensions a diagram of this sort would usually be
expected to give rise to a double pole, while SB1 K1 only has a simple pole at this value of t.
The problem is resolved once the contributions of the couplings and S-matrix elements are
taken into account. These are composed of four three-particle couplings multiplying a sum
over two-particle amplitudes. This sum, which we shall denote by C, can be computed by
considering the possibilities for the internal vacua in the diagram. The upper internal
vacuum must differ from both external vacua, and so can take (q 2) values. Once
this vacuum has been fixed, there are again (q 2) possibilities for the lower internal
vacuum, but they are no longer equivalent. Either the lower vacuum is equal to the upper
one (1 possibility), in which case the relevant two-particle amplitude needed to evaluate
the diagram is S 1 (i), or else it is different ((q 3) possibilities), in which case the
amplitude is rather S 0 (i). Adding everything up, we have

C = (q 2) S 1 (i) + (q 3)S 0 (i)

1
2
(q 2)S(i)
sin
+
sin()
sin()
,
sin
=
3
3
sin(( 23 )) sin( 3 )
(3.7)
where use has been made of Eq. (2.29). Substituting = 1/2/3, and noting that S(i)
does not have any poles or zeroes at this value of , reveals a remarkable cancellation:

(q 2)S(i)
2
2
C=
sin()
+
sin()
sin
= 0. (3.8)
sin
3
3
sin( 4
3 ) sin()
The vanishing of C reduces the overall singularity associated with the diagram to a simple
1
pole. Thus the pole at t = 16 + 2
in SB1 K1 can be explained without the need to introduce
the excited kink K2 , at least until = 3/2. Beyond this point, the scattering process shown
in Fig. 8 is no longer geometrically possible; and at the same time, the presence of K2 in
437
the spectrum is also signalled by the appearance of its bound state pole in the kinkkink
matrix elements S 0 and S 1 .
A very similar phenomenon was observed many years ago by Coleman and Thun in
the sine-Gordon model [15], where the appearance of new breathers is delayed until their
poles are seen in the solitonsoliton S-matrix (see Section 4 of [16] for a detailed review of
this story). It has also played a rle in the understanding of nonself-dual affine Toda field
theories [17], and crops up in the analysis of boundary scattering [18]. A novel feature here
is the formal treatment of the vacua. When working out the combinatorics, q is treated as
an integer, and the resulting formula is then taken to hold for general q. The same spirit
guided Chim and Zamolodchikovs original formulation of the YangBaxter equations for
the model; it can be interpreted as a way to account for the statistics of the kink states in a
way that depends smoothly on q. In principle, it should be possible to phrase the discussion
entirely within the more standardly-defined formulation of Smirnov [2], but since in this
approach the vacuum structure depends in a discontinuous way on q, the arguments are
likely to be considerably more involved.
3.4. The B1 B1 scattering amplitude
To complete the analysis we must consider

1
2
1
1
1 1
2 1
2 1 1 1
SB1 B1 =
=
1
. (3.9)
3 3
3
3
3
3
The poles from the blocks (2/3) and (1/3) can be identified with B1 bound states in the
direct and cross channels, respectively. The poles from (1/) and (1 1/) match direct
and cross channel bound states of B2 , while that in (1/ 1/3) is potentially the direct
channel pole for a new particle, B3 , with mass

mB3 = 2mB1 cos

(3.10)
= 4m cos
cos
.
2
6
2
2
2
6
(This particle was denoted B in [1].) The poles at 1/ and 1/ 1/3 are both located in
the physical strip for > 1, when B1 first appears.
However, the appearance of both B2 and B3 can be delayed by invoking the Coleman
Thun mechanism. Most complicated to treat is the would-be B3 bound state pole. The
a-priori third order diagram shown in Fig. 9 has internal scattering angle = 1/ 2/3,
and thus closes for < 3/2. Keeping track of all possible combinations we find that the
third-order pole must be multiplied by a factor
2

C = (q 1)(q 2) S 1 (i) + (q 3)S 0 (i)

S 1 (i2) + (q 3)S 0 (i2) .
(3.11)
We have already seen that S 1 (i) + (q 3)S 0 (i) = 0 for = 1/ 2/3 in the
treatment of SB1 K1 , and a simple calculation shows that the rest of the function is finite
and nonzero at this point. The diagram thus contributes a simple pole, and B3 need not
show up as a bound state until = 3/2.
438
Fig. 9. B1 B1 scattering: the pole at t = 1/ 1/3, for < 3/2.
Fig. 10. B1 B1 scattering: t = 1/, < 2.
Turning to the pole at t = 1/, provisionally assigned to B2 , the relevant diagram is

shown in Fig. 10. The internal scattering angle = 2/ 1 is positive (making the diagram
geometrically possible) for < 2. Calculating the prefactor C we have

C = (q 1) S 3 (i) + (q 2)S1 (i)

sin( 2
sin(( 13 ))S(i)
sin()
3 )
+ (q 2)
.
= (q 1)
sin( 3 )
sin(( 1))
sin(( 23 ))
(3.12)
At = 2/ 1, the expression in square brackets vanishes and the overall singularity is
reduced from a double to a single pole. This means that there is no need to introduce the
B2 breather until passes 2, at which stage it also appears in the K1 K1 amplitudes S 2
and S 3 .
3.5. Checks on the spectrum for 0 < 3/2
To summarise, by invoking the ColemanThun mechanism we have seen that the only
particles forced to appear for 0 < < 3/2 are the fundamental kink K1 , present for all ,
439
Fig. 11. Domain walls particles at q = 4.
and the breather B1 , which appears for > 1. The two bound states K2 and B3 proposed
by Chim and Zamolodchikov need not appear until > 3/2. We also saw evidence for a
further new particle B2 , but its appearance was postponed until > 2.
While we have shown that our proposed spectrum is consistent, strictly speaking the
larger spectrum initially suggested by Chim and Zamolodchikov has not been completely
ruled outgenuine bound state poles could be hiding behind the contributions provided
by the ColemanThun diagrams. Some reassurance comes from some work by Delfino
and Cardy [12]. They calculated a number of universal quantities using the form-factor
approach, which is sensitive to the massive particle spectrum. Some of these quantities (for
example, the central charge) can be compared with known results. While the need to add
in the first breather state at = 1 is clearly signalled, the data up to = 3/2, as illustrated
by Fig. 5 of [12], shows no signs of any further missing particles.
Another check comes from the limiting point = 3/2, q = 4, where the S-matrix for the
minimal D4 related field theory discussed in [19] should be reproduced. The spectrum of

this model consists
of three light particles l, l , l with the same mass ml , and one particle
h of mass mh = 3 ml . The mass ratio mh : ml equals that of mB1 : mK1 , and h is naturally
identified with B1 . There are three distinct ways of pairing up the four vacua and each of
these may be associated with one of the light particles. This is shown in Fig. 11, where, for
example, l is identified with domain walls 1 2 and 3 4 (vacua labeled from 1 to 4).
This identification is unique up to permutations of the light particles amongst themselves
also a property of the D4 S-matrix. The two-particle amplitudes Sll ( ), Sll ( ), Slh ( ) and
Shh ( ) then correspond to S 3 ( ), S 0 ( ), SB1 K1 ( ) and SB1 B1 ( ), respectively. Substituting
for , a direct comparison can be made with the results of [19]. The S-matrices match, since
S 1 ( ) and S 2 ( ) vanish for = 3/2. Notice that the set of spins of conserved charges for
the D4 -related model starts 1, 3, 3, 5, . . . and is thus larger than the generic 21 spectrum
s = 1, 5, 7, 11, . . . reported above. Moving from the kink to the particle picture, the 3
property of the S-matrix is lost, and it is this which allows the enlarged set of conserved
charges to be represented locally on the multiparticle states. In the kink basis, the extra
charges are also present for = 3/2, but they do not act diagonally.
4. Perturbed tricritical models: 3/2 < < 3

We now move to the region 3/2 3, suggested in [1] to describe the scaling
tricritical q-state Potts models, and related to 12 perturbations of c < 1 conformal field
440
theories. The full S-matrix becomes extremely complicated as increases, and we have
not completed our analysis for the whole tricritical range of . For this reason we will
be a little more sketchy in our descriptions in this section. Some further details are in the
appendices, and in [20].
4.1. Four particles: 3/2 < 2
Two new particles, K2 and B3 , must appear once passes 3/2. We found that no further
particles were needed to explain the pole structure up to = 2. The new S-matrix elements
are as follows:

1
1
1
1
1
2
1
i
a
a
SK
+
=
t
+
t
t
t
S
,
1 K2
3 2
3 2
2
3 2
2

2
1 1 1 a
2
a
S ,
+
=
SK
2 K2
3
3

1 5 1 1 1 1
+
,
SB1 K2 =
2 6 6 6
2

1
1 1 1
SB3 K1 =
+ ,
3
3

1 3 2
1
1
1 2 1
3
3
+
+
,
SB3 K2 = 1
2
3 2
3 2 2 3 2

3 3
1
4 1 2 1 1 2 2 2 1
2
,
SB3 B3 =
3
3
3 3 3

2

1
1
1
1
1
1
1
7
3
3
SB3 B1 =
(4.1)
+
+
,
6 2
2 2 6 2 2 2 2 6
where t (a)(t) = tan( 2 (t + a)), the blocks [a] were defined in Eq. (3.4) above, and S a
are the amplitudes for the scattering of the fundamental kink K1 . (Note the shift in the
argument in the first formula.) Once again there are four possible amplitudes corresponding
to the four different vacuum structures for kinkkink scattering. In Tables 5 and 6 we
summarise the physical-strip poles of the new kinkkink amplitudes for 3/2 < 3.
The introduction of new particles leads to further bootstrap equations. Here we quickly
sketch those for the new kinkkink amplitudes. K2 appears as a bound state in K1 K1 ,
a
K1 B1 , and K1 B3 scattering. This allows SK
to be obtained via a number of a priori
1 K2
distinct bootstrap equations. Consider first the K1 K1 K2 fusing. The general kink
bootstrap equation illustrated in Fig. 4 implies
a
SK
( ) =
1 K2

i
i
i
i
+
SK1 K1 +
,
SK1 K1
3
2
3
2
(4.2)
where the terms to be summed on the right-hand side depend both on the particular matrix
441
Table 5
0
1
2
3
Physical strip poles of SK
, SK
, SK
and SK
, for 3/2 < 3
1 K2
1 K2
1 K2
1 K2
t = / i
Poles: t =
0
SK
( ):
2 K1
2 + 1
3
2
1 1
3
2
1
SK
( ):
2 K1
2 + 1
3
2
1
1 2
3 + 2
2
1 2
3 2
1 + 1
3
2
1 2
3 2
1
1 2
3 + 2
2 1
3
2
2
2
SK
( ):
2 K1
1 1
3
2
2 3
3
2
1 + 3
3
2
2 3
3
2
3
2
5
2
1
1 2
3
1 2
5
1 2
1
1 2
3
1 2
5
1 2
1
2
3
2
5
2
1 + 3
3
2
1 + 1
3
2
2 1
3
2
3
SK
( ):
2 K1
1
2
Table 6
0
3
1
2
, SK
, SK
and SK
, for 3/2 < 3
Physical strip poles of SK
2 K2
2 K2
2 K2
2 K2
t = / i
0
SK
( ):
2 K2
2
SK
( ):
2 K2
Poles: t =
2 3
1 3
2
1 2
3
1
1 2
3 +
1 1
2 2
1 3
2 1
3

2
1 1
1
1 2
3 +
1
1 2
1
SK
( ):
2 K2
2 3
1 2
3
1 + 1
3
1 2
1 2
3
1 + 1
3
1 2
2
1 2
3
1 1
3
SK
( ):
2 K2
2 2
3
2 1
3

2
1 1
1 2
element being evaluated, and on the choice of vacuum b in Fig. 4. For example:
0
SK
( ) = S 3 S 0 + S 2 S 2 + (q 4)S 2 S 0
1 K2
= S 1 S 1 + S 0 S 3 + (q 4)S 0 S 1
= S 1 S 0 + S 0 S 2 + (q 5)S 0 S 0 .
(4.3)
The compatibility of these formulae provides constraints on the nonscalar parts of the
K1 K1 amplitudes, which turn out to be just the original bootstrap equations, with shifted
by i
2 .
442
Alternatively, the K1 K2 scattering amplitude could have been found using either the
K1 B1 K2 fusing:

i
i
a
a
SK
S
+
(
)
=
S
K 1 B1
K1 K1
1 K2
6
2

i
i
a
SK1 K1
,
= SK1 B1 +
(4.4)
6
2
or the K1 B3 K2 fusing:

i
a
SK
+
(
)
=
S
K
B
1 3
1 K2
3

i
= SK1 B3 +
3

i
a
+
SK
1 K1
2

i
a
SK
1 K1
2
3i
2

3i
.
2
(4.5)
The equality of the two expressions in (4.4) can be checked using

sinh( 2 i
i
2 ) sinh( 2
=
S +
sinh( 2 ) sinh( 2 +
i
i
2 + 2 ) sinh( 2 3 ) sinh( 2
i
i
2 ) sinh( 2 + 6 ) sinh( 2 6
S( ).
+
+
i
i
3 + 2 )
i
2 )
(4.6)
Then (4.5) can be rewritten in a form that can more easily be compared with (4.4) by
making use of (4.6) and the fact that
a
SK
1 K1

S( i
i
) a
SK1 K1 ( ).
S( )
(4.7)
As a last step, we need to check the compatibility of (4.4) with (4.2). Starting from (4.2)
i
i
i
we can use (4.7) and (4.6) to rewrite each SK1 K1 ( + i
3 2 ) as SK1 K1 ( + 3 + 2 )
multiplied by a common factor. The nonscalar parts of the formula are then the original
a
bootstrap equations for SK
( + i
2 ), leaving it to be checked that the extra factor is
1 K1
a
equal to SK1 B1 ( i/6). The bootstrap equations for SK
( ) can be treated in a similar
2 K2
manner, and all are found to be satisfied.
While we omit the full details here, we have checked that, for 3/2 < < 2, all poles
in the S-matrix elements have a potential field-theoretical explanation, often via quite
elaborate incarnations of the ColemanThun mechanism. To give just one example, the
triple pole in SB3 B3 at t = 1/ can be associated with the diagram shown in Fig. 12, which
closes for 3/2 < < 9/4. The fusing angles needed to verify that the diagram does indeed
close as claimed can be found in Appendix B.
4.2. Six particles: 2 < 9/4
For 2 < < 9/4, the already-advertised B2 together with a further breather B5
enter the spectrum. The scattering amplitudes for the new particles become increasingly
complicated, and greater reliance must be placed on the ColemanThun mechanism to
Fig. 12. B3 B3 scattering: the triple pole at t = 1/, for 3/2 < < 9/4.
explain the pole structure. The new S-matrix elements in this region are:

1
1
1
2
3
3
SB2 B1 = 1
,
2 3 2 2 2 3

2 2 1 1 1 2 2 1
1 2
,
SB2 B2 =
1
3 3 3 3

1 5 2 1 7 1 2 2 1 5 1 2
SB2 B3 =
,
2 6 6 6
2 6

1 1 1 1 1 1
+
+
SB2 K1 =
,
2 6 2 6

1 2 1
1 2 1
3
1
1
3
+
+
,
SB2 K2 =
2 2
6 2
6 2 2 6
2

1
4 1 1 1 2 2 2 1
1 2
,
SB5 B1 =
1
3
3 3 3 3

3 2
1
1
1 3
1
3 2 2
1 2 5
4
+
+
1
1
SB5 B2 =
3 2
2
3 2 3 2
2
2 3

5
2
,
2 3

1
3
3 2 5
5 1
1 3 3
1 3
7
1
3
SB5 B3 =
6 2 6 2 2 2
2 6 2 2
2 6

4

1 5
1
5
,
2 2 6 2

3 2 1 5 1 1 3 4 2 3 2
5 2 2 2 5 3
SB5 B5 =
3
3
3
3
3

2
4 1
,
3
443
444
Fig. 13. B5 K2 scattering: the double pole at t = 1/6, for 2 < < 9/4.

1 2 5
1 2 1
3
3
1
1
+
,
=
2 2
6 2
6 2 2 6
2 2

5
1
7 1 2 5 1 3 1 1 2 1 2 1
.
=
6
2
6
6
2 6 2

SB5 K1
SB5 K2
(4.8)
The complete mass spectrum is given in Appendix A, and the full set of fusings for generic
values of q is summarised in Appendix B. Appendix D contains a detailed description
of the pole structures of all S-matrix amplitudes appearing for 9/4. Closed scattering
diagrams, such as the ones shown earlier, have been constructed for all poles not associated
with bound states in this region. In Fig. 13 we show one particularly-elusive example.
4.3. Problems for > 9/4
For > 9/4, we have not been able to close the bootstrap. The only exception is the
point = 5/2, for which q = 1, the kink states decouple, and the breather sector reproduces
the minimal E8 S-matrix. Away from this point, our difficulties may simply be due to a
failure to spot the necessary ColemanThun diagrams; on the other hand, they may hint at
a genuine breakdown of the bootstrap programme. In the following we shall mention some
of the problems that we encountered, in the hope of contributing to further work on these
issues.
445
Many of the poles in the already-described S-matrix elements can be explained all the
way up to = 3. However, the ColemanThun diagrams for some poles do not close for
> 9/4, a sign that new particles may need to be introduced. Consider first the poles in
SB3 B3 at 1/, in SB2 B2 at 1/ 1/3, and in SB2 B5 at 1/3 + 1/(2). Once passes 9/4,
the residues of these poles do not change sign, and if all are provisionally associated with
forward-channel bound states, the masses of these states as calculated from the formula

m2c = m2a + m2b 2ma mb cos ucab
(4.9)
(where ucab is the fusing angle t at which the pole occurs) all coincide. It is, therefore,
natural to assign these poles to a single new breather state B6 . From (4.9), its mass is
4m cos( 2 ) cos( 6 2
). The other fusing angles for this putative particle follow from
(4.9) on permuting the labels a, b and c, and all turn out to have simple (constant plus
linear) dependencies on 1/; they are listed explicitly in Appendix C.
A similar story can be told for the poles in SB1 B5 and SB3 B3 at 2/ 2/3, leading us
to introduce a further breather B7 with mass 8m cos( 2 2

) cos( 6 2
) cos( 3 ).
However, the (fifth-order) pole in SB5 B5 at 1/, which corresponds to B8 at = 5/2, is
more enigmatic. First, we note that it overlaps with an odd-order pole at = 12/5, causing
its residue to change sign. This might suggest that the identification of the direct and cross
channel poles should be swapped at this point, though since the pole is of higher order it
is not possible to say definitively that this must happen (cf. the discussions in [21]). As
mentioned in Appendix D, bound state poles in some kink scattering amplitudes also have
crossovers, but for these the S-matrix contrives to preserve the signs of the residues. It is
also worth noticing that some of the S-matrix elements involving B8 have physical-strip
zeroes for < 12/5. There is no a priori reason why this should not occur, but it breaks
the pattern seen for all other S-matrix elements up to this value of . These two problems
together make our identification of the B8 particle somewhat tentative for 12/5.
The worries about the B8 particle would probably be resolved if other, more serious,
difficulties could be overcome. A number of poles remain unexplained for > 9/4 even
after the introduction of B6 , B7 and B8 . Many have residues which change sign, suggesting
that for at least some range of they will not correspond to bound states. Of those which do
3
3
not, the poles at 23 2
in SK1 K2 , 1/6 in SB2 K1 , 1/ in SB3 K1 , 16 + 2
in SB5 K1 , 1/ 1/6
1
1
in SB1 K2 , and 3 + 2 in SB3 K2 give rise to kinks of the same mass. Calling this particle
3
16 in SB5 K1 and
K4 , we could similarly identify another kink K4 with the poles at 2
3
1
in 2 3 in SB3 K2 . However, the introduction of these new particles is problematic for a
number of reasons. Most fundamentally, and in contrast to the situation for B6 , B7 and B8 ,
some fusing angles involving K4 and K4 , calculated using (4.9), are not simple functions
of 1/. As a result, the inclusion of K4 or K4 in closed scattering diagrams for alreadyintroduced particles predicts poles which do not appear in their S-matrix elements. For
example, the diagrams shown in Fig. 14 can be drawn if K4 is included in the spectrum.
In addition, the irrationality of the fusing angles leads to a breakdown of the conserved
charge bootstrap, forcing higher-spin charges to be zero. This makes it highly unlikely that
K4 and K4 should be added to the spectrum of the model.
On the other hand, we have not been able to account for the would-be K4 and K4 poles
in the manner of Coleman and Thun, using the set of particles and fusings that we have
446
Fig. 14. Closed scattering diagrams without corresponding poles in the S-matrix.
Fig. 15. Difficulties in finding ColemanThun diagrams for SK1 K2 .
3
already identified. Take the 23 2
pole in SK1 K2 as an example. This pole is simple,
so if the ColemanThun mechanism is to be invoked, the naive order of poles from the
relevant on-shell diagrams must be reduced in some way. One tactic is to search for closed
scattering diagrams involving only kinks as internal states, in order to get cancellations in
sums over S-matrix elements of the sort seen in earlier sections. Such diagrams must have
the form shown in Fig. 15.
A quick check of the options for a and b shows that the scattering angle between the
3
outermost internal lines = 43 2
+ a + b is always less than zero, and so no closed
diagram can be constructed. Similar arguments hold for other poles, in particular, those in
the SB3 K1 and SB5 K1 amplitudes that were mentioned above.
In the absence of a satisfactory explanation for these poles, the closure of the bootstrap
is still an open question. There remains one further possibility: new particles might enter
the spectrum which are not simple bound states of any of the already-existing particles, so
that their masses would not be immediately visible in the existing S-matrix elements. This
would mimic the situation which would arise in the sine-Gordon model if one only knew
of the breather particles, and wanted to deduce the presence of the solitons by looking at
breather scattering alone. It is very hard to rule this out, but further work will be needed
before we can tell whether it offers a way to escape from the problems discussed in this
section.
447
4.4. Other work on 12 perturbations

Since our results on 12 perturbations are incomplete, it is particularly important to
compare them with other work. We begin by mentioning the points = 2, 9/4 and 5/2,
which correspond to the minimal E6 , E7 and E8 S-matrices. These are rather special,
as for these values of , q is an integer. Not only do various poles overlap, but also
some instances of the ColemanThun mechanism break down. This is because the total
contribution associated with a given on-shell diagram can involve factors of q (integer)
(Eqs. (3.7), (3.11) and (3.12) provide some examples of this phenomenon). This means
that, exceptionally, these poles do not have ColemanThun explanations when q hits
integer values, and this requires the introduction of exceptional bound states in order
to complete the bootstrap at these points. The K3 kink state at the E7 point, and the B4
breather at the E8 point, appear to have this evanescent status. In addition, the overlapping
of the poles allows a number of extra couplings to appear, and this should be borne in
mind before worrying that the tables of couplings in Appendices B and C seems small
in comparison with tables for Toda models given in [22]. These subtleties aside, the
S-matrices at the exceptional points are perfectly self-consistent. Their physical-strip pole
structures match those of affine Toda field theories, and the extensive discussions contained
in [21,22] can be borrowed to verify that all higher poles can be described via the Coleman
Thun mechanism.
Away from integer values of q, some general aspects of the spectrum of 12 -perturbed
minimal models were discussed by Smirnov in [2], while the particular case of M56 + 12
was treated by Martins in [23] and by Koubek in [24]. In none of these papers was a
complete analysis of pole structures attempted, but other aspects permit comparisons to be
made. In the papers of Smirnov and Koubek, corresponds to / , and .
In [2], Smirnov gave an initial description of the spectrum implied by his S-matrix,
concentrating mainly on points related to perturbations of unitary minimal models. The
chief difference between Smirnovs S-matrix and that of Chim and Zamolodchikov is
a matter of kink structure, so one would expect the two to agree on the spectrum of
bound states and the diagonal scattering amplitudes. Indeed, while explicit formulae for the
remaining S-matrix elements were not given in [2], Smirnov comments that the spectrum
for 12 perturbations settles down to four particles for (his) /2. In our notation this
is 2, and so this regime of 12 perturbations corresponds to the range 3/2 < 2
discussed in Section 4.1, for which we did indeed find four particles. Furthermore, the
masses are easily checked to agree, and so all is consistent.
Referring to (2.32), the 12 perturbation of M56 discussed in [23] and [24], should
correspond to = 21/10, which lies in the region where we predicted six particles. In [23],
Martins made a detailed numerical study of the finite-volume spectrum of M56 + 12
using the truncated conformal space approach. (He also discussed some subtleties relating
to the choice of modular invariant for the unperturbed theory; as mentioned above, we
do not expect this to affect the full spectrum of particle masses when the theories are
considered on the infinite line.) High-mass states were hard to detect, but he was able to
predict the presence of five particles, which in our notation are K1 , B1 , K2 , B2 and B3 , with
numerically-obtained values for the masses which are consistent with predictions from the
448
exact S-matrix. The remaining particle, B5 , has a much higher mass and so its absence
from the numerical data of [23] is no surprise.
This case was further examined in [24]. Translating from our notation to that of [24],
(Ref. [24])
(us)
(Ref. [24])
(us)
[a] a, B2
= B3 and B4
= B5 . However, the mass of the breather
(Ref. [24])
identified in [24] as B3
is also equal to that of B3(us) , which is already in the spectrum
at < 2. As can be seen from Appendix A, the other extra breather to enter the spectrum
(us)
(us)
for > 2, B2 , has a mass less than that of B3 , which perhaps explains why it was
missed in [24]. As a result of this problem, the spectrum and S-matrix given in [24] are
unfortunately incomplete, but insofar as they go and modulo some further typos, they are
otherwise consistent with our results, specialised to = 21/10.
Finally, we should mention that S-matrices for 12 perturbations of minimal models
M2,2n+1 were discussed in [25]. These theories have = 3n in our notation, and hence
are a long way from the region [3/2, 3] relevant to tricritical scaling Potts models
in particular, the perturbing operator always has a negative scaling dimension apart from
the somewhat-trivial case of n = 1. Perhaps more to the point, they also all correspond
formally to q = 0, and the simplifications of the scattering theory at such points [2] make
it hard to draw any general lessons. Nevertheless, it is interesting that the bootstrap can be
closed at least at some locations beyond the region that we were able to treat.
5. Conclusions
In this paper we have given what to the best of our knowledge is the first complete
treatment of the pole structure and bootstrap for the critical and tricritical Potts models.
For all of the critical models, and for the tricritical models with 4 > q > 2, we have
found a spectrum of particles such that all S-matrix poles have potential field-theoretical
explanations. This has been achieved by a novel variant of the ColemanThun mechanism,
taking into account the formal counting of intermediate vacua at general values of q.
The cancellations are at times extremely intricate, and we take this success as offering
retrospective justification of our approach, though a rigorous framework is still lacking.
Our calculations have proceeded on a case-by-case (or rather, pole-by-pole) basis, which
becomes increasingly laborious as the number of particles increases. It is tempting to
suppose that there must be a better way to do all of this, if only the relevant underlying
structure could be identified. For the much-simpler examples of the ADE-related diagonal
scattering theories, a universal understanding of bootstrap closure has been achieved using
a construction of the S-matrix elements based on the theory of root systems [26,27], and it
would be very interesting to have a similar treatment for general q-state Potts models. At
present this seems to be a long way off, though the results of Oota [28], extending the root
systems approach to cover the nonsimply-laced Toda theories, may be a sign that things
are not completely hopeless. (Further discussions of the hidden geometry of affine Toda
field theory can be found in [16,2931].)
The most important outstanding question left by our work concerns the situation for
> 9/4, where we were unable to complete the bootstrap. Problems with bootstrap
closure have been encountered a couple of times before. In [32], the intricacy of the mass
449
(1)
spectrum for general complex a2 Toda theory is discussed. In Smirnovs approach, the
(2)
(1)
(2)
Potts S-matrices are associated with a2 ; given the relations between a2 and a2 it is
reasonable to hope that our results even for < 9/4 may be of some relevance to these
(1)
issues. However, since the situation for a2 is likely to be at least as complicated as that
for a2(2) , this may not be the best place to look for hints as to how to close the bootstrap for
> 9/4. Rather, it seems more promising to investigate further perturbations of minimal
models, for which there are at least techniques such as the TCSA to fall back on. In
situations where the Potts ground state (generated by the identity operator) and the minimal
model ground state (generally generated by some negative-dimension operator) become
degenerate in infinite volume, we would expect scaling Potts and perturbed minimal model
results to be directly related. Difficulties with the bootstrap for the models M3,5 and
M3,7 perturbed by 12 have been remarked by Mussardo and Takacs [33], though as these
theories have = 7/2 and 11/2, they are not directly relevant to our current concerns. The
interval 9/4 < < 3 corresponds, via (2.32), to 5/4 < p /p < 3/2, and any information
on 12 perturbations of these minimal models, away from the E8 point p /p = 4/3, would
be extremely interesting, as would any indications of extra pathologies in such cases.
We end with a curious piece of numerology. Recall that as the parameter runs from 0 to
3, we pass first through the critical and then the tricritical scaling Potts models. At rational
values of , the theories are also associated with 21 or 12 perturbations of minimal
models. But some points are even more special, in that their minimal models can be realised
as diagonal coset conformal field theories of the form g (1) g (1) /g (2) , with field labelled
by (1, 1, ad) always being the perturbing operator. (See, for example, Chapter 18 of [34]
and references therein for more on the coset construction.) These points, together with the
corresponding values of q and c, are listed in Appendix A, and they suggest that the scaling
Potts models provide a structure which unifies the following sequence of Lie algebras:
{A1 , A2 , G2 , D4 , F4 , E6 , E7 , E8 }.
(5.1)
Remarkably, the same sequence has appeared in the pure mathematics literature, in the
work of Vogel, Deligne, Cohen and de Man, Cvitanovic and otherssee [3541] for a
selection of references. This set of algebras, sometimes referred to as the exceptional
series, is picked out by a number of special propertiesfor example, the tensor products
ad ad decompose in a uniform way (Deligne proposed that this should extend to higher
powers k ad, and conjectured that this could be explained by the existence of some more
general class of objects, depending on a parameter t, which specialise to the representations
of the members of the exceptional series at certain values of t). The algebras also make up
the extended last line of the Freudenthal magic square (in this context, it is interesting that
an appearance of the magic square has been noted, on a case-by-case basis, in studies of
R- and K-matrices and the YangBaxter equation (see, for example, [42])). However, the
deep sense in which the algebras (5.1) form a family is still rather mysterious, and so the
fact that they are found in connection with the continuous set of Potts models seems to be
quite suggestive. Inspired by this coincidence, we can consider an alternative labelling of
the Potts models, by setting
h () =
6
.
3
(5.2)
450
This parameter coincides with the dual Coxeter number of the relevant algebra at the
special points, where it is also related to the parameter a used in [36,37] by h = 1/a.
Two more interesting properties can now be notedfirst, the natural range for , [0, 3],
is mapped to the range [0, ] for h . At the Lie algebra related points, h is in some senses
a measure of the complexity of the corresponding scattering theory, so this suggests that
= 3 may indeed be some sort of natural boundary also from the S-matrix point of view.
Second, there is one more special point for the Potts models, labelled P in Appendix A
and corresponding to = 1/2, which is q = 1 on the critical branchthe percolation point.
It is natural to add this point to our list, as it then gives the special points a symmetry under
3 . One might worry that this would spoil the nice match with the exceptional
series of Lie algebras, but in [36], Deligne remarks that it is natural to add the trivial group
e to the list (5.1), so long as it is assigned the dual Coxeter number 6/5. This is precisely the
value that the Potts models would suggest, if the percolation value = 1/2 is substituted
into (5.2).
In fact, the exceptional series has (at least) one further member: in [38], Deligne and de
Man remark that the superalgebra OSp(1|2), with dual Coxeter number 3/2, can be added
between e and A1 . (This to some degree explains the fact, already noted by Cohen and de
Man in [37], that for h = 3/2 various dimension formulae take integer values.) Can we
find a rle for this superalgebra in the Potts story? The
answer turns out to be yes. Inverting
(5.2), h = 3/2 corresponds to = 3/5, q = (5 5 )/2 and c = 8/35. The construction
of diagonal coset models based on Lie superalgebras seems to be relatively unexplored
territory, but some facts about the relevant affine superalgebras are known. In particular,
the level k OSp(1|2) central charge is

c OSp(1|2)(k) =
2k
(5.3)
2k + 3
(see, for example, [43] and references therein). Assuming that no subtleties interfere with
the usual calculation, we then expect

8
OSp(1|2)(1) OSp(1|2)(1)
=
c
(5.4)
35
OSp(1|2)(2)
which is exactly the required value. Note that this is the central charge of a nonunitary
minimal model, M7,10 . This does not contradict its being realised as a coset, since
superalgebras are involved. While not all fields of the nonunitary model appear in the
corresponding Potts model, the identity and the energy operator are present, and at least in
this sense we can claim to have found the superalgebra OSp(1|2) to be embedded into the
continuous family of q-state Potts models.
Cohen and de Man [37] found one further point at which integers appear in dimension
formulae: translating into our notations it is h = 24, = 12/5. As far as we are aware,
no group-theoretical interpretation of this point is known,
but from the Potts perspective it
should be related to the tricritical model at q = (5 5 )/2, or the 12 perturbation of the
minimal model M10,13 (with central charge 38/65). This is particularly tantalising: lying
between the E7 and E8 points, = 12/5 is in the region where we have not been able to
close the bootstrap, and any new information might give us the necessary hint to resolve
the problems described in Section 4.3 above. Furthermore, there are independent reasons
451
to think that = 12/5 might be special: as mentioned in Section 4.3, for > 12/5 the
S-matrix elements involving B8 have no physical-strip zeroes, perhaps signalling that this
is the point at which the B8 particle enters the spectrum.
While we do not have any explanation as yet for why the link between the Potts models
and the exceptional sequence of Lie (super-)algebras should be so neat, we feel that the
coincidences are sufficiently striking to merit further investigation. A better understanding
might shed light both on the structure of the Potts model S-matrices, and on the deeper
meaning of the exceptional series and the Deligne conjecture.
Acknowledgements
This paper has been a long time in the writing, during the course of which we have
benefitted from discussions and correspondence with John Cardy, Aldo Delfino, Clare
Dunning, Davide Fioravanti, Philippe di Francesco, Paul Fendley, Alan Macfarlane, Barry
McCoy, Giuseppe Mussardo, Bill Oxbury, Marco Picco, Hubert Saleur, Tony Sudbery,
Gabor Takacs, Ole Warnaar, Gerard Watts and Jean-Bernard Zuber. In addition, P.E.D.
thanks the YITP, Kyoto, for hospitality. Visits of P.E.D. to YITP were funded by a
Daiwa-Adrian Prize and a Royal Society/JSPS Anglo-Japanese Collaboration grant, title
Symmetries and integrability. R.T. thanks the EPSRC for an Advanced Fellowship, and
A.J.P. thanks the JSPS and the FAPESP for postdoctoral fellowships.
Appendix A. The mass spectrum
452
mK1 = m,
mB1 = 2m cos
2

mK2 = 2m cos
3

mB3 = 4m cos
2

mB2 = 2m cos
2

mB5 = 4m cos
2

mB6 = 4m cos
2

mB7 = 8m cos
2

mB8 = 8m cos
2
,
2

,
2

cos
,
2
2
6

cos
3
2

cos
,
6
2

cos
cos
,
2
6
2
3

cos
cos
.
3
2
2
The breather states are labelled so as to be mass-ordered at the E8 point = 5/2; note also
that the states K3 and B4 are only present in the model for = 9/4 and 5/2, respectively,
for reasons that were explained in Section 4.4. The solid dots indicate the mass spectra
of the diagonal scattering theories which occur at integer values of q. For > 9/4, the
mass spectrum is almost certainly incomplete, save for the E8 point = 5/2; in addition,
as discussed in Section 4.3, it is possible that the appearance of the B8 particle should be
postponed to > 12/5. In the list of model identifications, P indicates that the theory at
= 1/2 is related to the percolation problem. The remaining entries are Lie algebras g,
and signal that the corresponding model is related to a perturbation of the g (1) g (1) /g (2)
coset conformal field theory by its (1, 1, adj) operator.
Appendix B. Fusings and fusing angles for < 9/4

Table 7 summarises the fusings and fusing angles between particles in the region where
we have been able to close the bootstrap. Each entry shows the particles which can be
found as bound states of the particles listed along the top and left of Table 7, together with
the angle t at which each fusing occurs. Depending on the value of , some of the bound
states may be absent from the spectrum. In such cases, the corresponding pole is either off
the physical strip, or else has a ColemanThun explanation.
453
Table 7
K1
K1
K1
B1
K2
B2
B1
K2
2
3
1 1
B1
K2
K1
1 + 1
2
2
K1
K2
1 + 1
6
2
B1
1
1 2
B3
3
1 2
2 1
B2
K2
1
1
+3
K1
1 + 1
B1
7 1
6
2
B1
1
1 2
B3
2 1
3
2
B5
1 2
B1
2
3
B3
1
1
3
B2
1 + 1
2
2
B2
B5
1
3
2 2
K1
2 + 1
3
2
B3
2
3
K1
K2
B5
B3
2 + 1
3
2
B3
5
6
2
3
B3
4 1
K2
1 + 1
1 2
B2
B5
B1
5
6
B1
7 1
6
2
B2
2
3
B2
2 + 1
3
2
B5
2 1
B5
2
3
As mentioned in Section 4.4, exceptional couplings appear at the points = 2, 9/4, 5/2.
Rather than tabulate them here, we refer the reader to [22] for complete listings.
Appendix C. Extra fusings and fusing angles for > 9/4

Our results are incomplete for > 9/4, and we cannot be sure that the bootstrap closes
at all. However, there is good evidence for the existence of at least three further particles,
namely, B6 , B7 and B8 . The first two we expect to be present for all > 9/4, while B8
may only enter the spectrum for > 12/5. Table 8 summarises the additional fusings and
fusing angles involving these new particles. Further particles cannot be ruled out (indeed,
they are most probably required if the bootstrap is to close) and so we do not claim that
this list is exhaustive.
Appendix D. Bound state poles of the S-matrix for < 9/4

In this appendix we summarise the bound states of the scattering amplitudes which
appear for 9/4. For the kinkkink amplitudes, the physical strip pole contents of each
454
Table 8
B3
B2
B1
B3
B2
B5
B6
B7
B8
B5
B7
B6
B7
2
2
3
B6
1
1
3
B6
B8
B6
2
2
3
1 + 1
3
2
B3
1
1 2
B2
7 1
6
2
B5
5 1
6
2
B8
1
3
2 2
B2
5
6
B6
2
3
B7
B5
3 3
2
2
B3
4 1
B1
B7
7 1
6
2
B8
B6
4 1
B5
1
1 2
B2
7 1
6
2
B8
2
3
2
3
separate amplitude are given in Tables 3, 5 and 6 of the main text; here we show their
locations (though not their orders) with a symbol x, indicating that the combined set of
amplitudes has poles at t = x and at t = 1 x. The poles of the other S-matrix elements can
be read off quite easily from their explicit formulaein the following, we add a subscript
a to a block [x] to signify that a appears as forward-channel bound state of that scattering
process, at = ix. A question mark indicates that, at least for some range of (9/4, 3],
the corresponding pole is currently unexplained. In spite of the problems in completing
the bootstrap in the interval 9/4 < < 5/2, at = 5/2 (i.e., q = 1) the S-matrix is well
behaved and reduces to that of the E8 related model.
In the plots, t = i
as in the main text, and l = . Double lines denote poles of
even order. Grey shading denotes presence of a higher order scattering process for
that pole. In general, direct channel poles have solid lines and cross channel poles
have dashed linesfor poles with no associated bound states the choice is arbitrary.
Forward-channel bound state poles are identified on the graphs by the relevant particle,
while dotted grey shading indicates poles for which we have yet to find a satisfactory
explanation. The crossings-over of poles in the K1 K1 and K1 K2 scattering amplitudes
cause no problems for the assignment of forward and crossed channels, as the amplitudes
affectedS1 and S2 at = 3/2, and S3 at = 2vanish at these points. This extra
zero in the nonscalar factors changes the analytic continuation, preserving the signs of
the residues.
In each graph, the value = 9/4 is indicated by a vertical line. Beyond this point
the problems mentioned in Section 4.3 set in, and our results must be considered to be
incomplete.
455
D.1. Additional kinkbreather and breatherbreather S-matrix elements for 2 < 9/4
0
3
1
2
Bound state poles of SK
, SK
, SK
and SK
. Pole locations: 23 K1 23 1 K2 1 1 B1 1
1 K1
1 K1
1 K1
1 K1
2 .
B2
1 1 1 1
0
3
1
2
, SK
, SK
and SK
. Pole locations: 23 + 2
K1
2 B1
2 K1
2 K1
2 K1
2 K1
3 1 + 1 2 3 1 5 .
B
?
?
2 3 3
2 3
2
2
0
3
1
2
, SK
, SK
and SK
. Pole locations: 23 K2 1 2 B5 23 1 1 1 .
2 K2
2 K2
2 K2
2 K2
456
D.2. Kinkbreather and breatherbreather S-matrix elements, 1 < 3/2
1 ] [1 + 1 ] .
SB1 K1 = [ 12 + 2
K1 6
2 K2
SB1 B1 = [ 23 ]B1 [ 1 ]B2 [ 1 13 ]B3 .
D.3. Additional kinkbreather and breatherbreather S-matrix elements for 3/2 < 2
SB1 K2 = [ 12 ][ 56 ]K1 [ 16 + 1 ][ 1 16 ]? .
1 ]2 [ 1 + 1 ] [ 7 1 ] [ 3 1 ] [ 3 1 ] .
SB1 B3 = [ 16 + 2
2
2 B2 6
2 B1 2
2 B5 2
6 ?
SB3 B3 = [ 23 ]3B [ 1 ]3B [ 43 1 ]2 [ 13 + 1 ][ 2 23 ]B7 [ 2 13 ].

3
6
SB3 K1 = [ 13 ]2 [ 1 ]? [ 1 + 13 ]K2 .
457
458
1 ]2 [ 1 + 1 ]3 [ 2 + 1 ] [ 3 1 ] [ 3 ].
SB3 K2 = [1 2
3
2 ? 3
2 K1 2
3 ? 2
D.4. Kinkkink S-matrix elements
1 ] [ 2 1 ] [ 3 ][ 3 1 ] .
SB1 B2 = [1 2
B1 3
2 B3 2 2
3 ?
SB2 B2 = [ 23 ]B2 [ 23 1 ]B5 [ 1 13 ]B6 [ 2 ][ 2 13 ][1 1 ]2 .
SB2 B3 = [ 12 ][ 56 ]B1 [ 2 16 ][ 76 1 ]2 [ 2 12 ]? [ 56 1 ]2 .
SB2 K1 = [ 12 ][ 16 ]? [ 12 + 1 ]K1 [ 16 + 1 ].
1 ]2 [ 1 + 1 ]2 [ 1 + 3 ][ 3 1 ].
SB2 K2 = [ 12 2
6
2
6
2 2
6
459
460
SB1 B5 = [ 13 ]2 [ 43 1 ]B3 [ 13 + 1 ]? [ 2 23 ]B7 [ 2 13 ]? [1 1 ]2 .
3 ]2 [1 3 ]2 [ 2 + 1 ] [ 1 + 1 ]3 [1 1 ]2 [ 5 1 ] [ 5 2 ] .
SB2 B5 = [ 43 2
2
3
2 B2 3
2 B6
2
2
3 ? 2
3 ?
1 ] [ 1 + 3 ][ 3 3 ]2 [ 5 5 ] [ 1 + 1 ]3 [ 3 1 ]3 [ 5 1 ] [ 5 1 ]4 .
SB3 B5 = [ 76 2
B1 6
2 2
2
2
6 ? 2
2 ? 2
6 ? 2
2 ? 6
2
SB5 B5 = [ 53 2 ]2 [ 23 ]5B [ 3 1]? [ 3 23 ]? [ 1 ]5? [ 13 + 1 ]3 [ 43 2 ]3 [ 2 ][ 43 1 ]2 .

5
1 ]2 [ 5 1 ]2 [ 1 + 3 ] [ 3 1 ] .
SB5 K1 = [ 12 2
6
2
6
2 ? 2
6 ?
SB5 K2 = [ 56 ]2 [ 12 ]2 [ 76 1 ]2 [ 56 1 ]3 [ 12 + 1 ]K2 [ 2 16 ]? [ 2 12 ]? .
461
462
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Integrable aspects of the scaling q-state

Potts models II: finite-size effects
Patrick Dorey a , Andrew Pocklington b , Roberto Tateo a
a Department of Mathematical Sciences, University of Durham, Durham DH1 3LE, UK
b IFT/UNESP, Instituto de Fisica Teorica, 01405-900 Sao Paulo, SP, Brazil
Received 25 October 2002; accepted 25 February 2003
Abstract
We continue our discussion of the q-state Potts models for q 4, in the scaling regimes close to
their critical and tricritical points. In a previous paper, the spectrum and full S-matrix of the models on
an infinite line were elucidated; here, we consider finite-size behaviour. TBA equations are proposed
for all cases related to 21 and 12 perturbations of unitary minimal models. These are subjected to
a variety of checks in the ultraviolet and infrared limits, and compared with results from a recentlyproposed non-linear integral equation. A non-linear integral equation is also used to study the flows
from tricritical to critical models, over the full range of q. Our results should also be of relevance to
the study of the off-critical dilute A models in regimes 1 and 2.
1. Introduction
As a second-order phase transition of a lattice model is approached, its correlation

length diverges. In the so-called scaling region near to the transition, a continuum limit
can be taken, and the model can then be investigated using the techniques of continuum
field theory. The q-state Potts models [1,2] illustrate this notion very nicely. For q 4 the
addition of vacancies allows them to be defined so as to have both critical and tricritical
points [3], and thus to have two distinct scaling regions, each with its own associated
E-mail addresses: p.e.dorey@durham.ac.uk (P. Dorey), andrew@ift.unesp.br (A. Pocklington),

roberto.tateo@durham.ac.uk (R. Tateo).
doi:10.1016/S0550-3213(03)00182-2
465
continuum field theory.1 These are known as the scaling Potts models, with the words
critical or tricritical being added if there is a need to be more precise.
This paper is the continuation of a companion paper [4], in which the exact S-matrices
of the scaling Potts models were discussed. Our starting-point there was some work by
Chim and Zamolodchikov [5], who, noting that the models should be integrable, proposed
a set of S-matrix elements describing the scattering of elementary kink-like excitations.
Using the bootstrap technique and a minimal hypothesis governed by the presence or
absence of ColemanThun [6] type explanations of S-matrix poles, we were able to close
the bootstrap for all of the critical scaling Potts models, and for the tricritical scaling Potts
models with 4 > q 2.
The scaling Potts models can be related to 21 and 12 perturbations of c < 1 conformal
field theories, and in this context an alternative set of elementary S-matrix elements had
previously been proposed by Smirnov [7], using a construction based on reductions of the
IzerginKorepin a2(2) S-matrix [8]. (Interesting features of these scattering theories have
recently been discussed in [9,10].) While the relationship between the two approaches is
now being clarified [11], in [4] we found it more convenient to work entirely within Chim
and Zamolodchikovs frameworkthe fundamental S-matrix elements and the formal
vacuum structure are then continuous functions of q, and the connection with the Fortuin
Kasteleyn [2] formulation of the lattice model and its symmetries is rather more direct.
Smirnovs approach is perhaps more natural if one wishes to discuss perturbations of
specific minimal models, but, as we shall review below, the identification of the scaling
Potts models with such perturbations hides a number of subtleties. Nevertheless, it does
underline that a study via finite-size effects might be worthwhile, and this topic forms the
main theme of the present paper. Taking as partial input the mass spectrum and S-matrix
elements found in [4], we propose sets of thermodynamic Bethe ansatz (TBA) equations
describing the ground-state energies of the critical and tricritical scaling Potts models, for
the values of q for which the associated minimal model is unitary. These proposals are
checked in a variety of ways, and we also study aspects of the finite-size behaviour of the
models using the so-called non-linear integral equation technique.
The plan of the paper is as follows. Section 2 discusses the conformal field theory
descriptions of the critical and tricritical points. Section 3 summarises the necessary
S-matrix results obtained in [5] and [4]. Section 4 contains a short review of previous work
on the TBA for 21 and 12 perturbations, and discusses some features of TBA systems in
general. We also sketch some of the reasoning which led to our main conjectures. The
conjectures themselves are outlined in Sections 5 and 6, in the form of sets of rules
for the construction of the eight new families of massive TBA equations for 21 and
12 perturbations of the minimal models Mp,p+1 , related to the critical and tricritical
) (p = 6, 7, . . .) and q =
scaling Potts models at the particular values q = 2 cos( p+1
2 cos(/p) (p = 5, p = 7, 8, . . .), respectively. The first four sets of equations for the
perturbed critical models are given explicitly in Section 5, while the story for the tricritical
1 Strictly speaking the direction in which the critical point is approached must also be specifiedhere, apart
from in Section 8.2, we only consider the (first) thermal direction, which is related to changes of temperature.
466
models is illustrated in Section 6 by the set of equations for the M5,6 + 12 theory. This is
related to the tricritical branch of the Potts model at q = 2 cos(/5).

In Section 7 our TBA systems are subjected to a number of analytical and numerical
tests, all of which they pass. Further verification is provided in Section 8, where a variant of
the non-linear integral equation of [12] is proposed to describe the finite-size ground-state
energy at arbitrary values of q and its solutions are compared numerically with those of
the TBA equations. This section also shows how the non-linear integral equation technique
can be used to study the interpolating flows between the tricritical and critical models, by
taking an equation first introduced in [13] and tuning its parameters to suitable values.
The full set of TBAs related to both 21 and 12 perturbations of minimal unitary models, and the associated sets of functional relations, are given in Appendices A and B.
We end this introduction with a remark on the possible wider relevance of our results.
In the following, we have concentrated on the integrable quantum field theories associated
to the continuum limits of lattice Potts models near to their critical and tricritical points.
A renormalised field theory contains information which is universal in nature, and its
relevance is not restricted to any specific member of a universality class. Other lattice
systems associated with the Potts universality classes are the dilute A models of [14,15].
While these lattice models are only defined at discrete values of q, they have the advantage
of being soluble not only at but also away from the critical point, even on the lattice. The
link with Potts models comes via the identification of their scaling limits with the 12 and
21 perturbations of unitary minimal conformal models. The exact correspondence is [16]:

,
Dilute Ap1 , regime 1 Mp,p+1 + 21 q = 2 cos
p+1
critical branch,

Dilute Ap ,
regime 2 Mp,p+1 + 12 q = 2 cos
,
p
tricritical branch.
These are precisely the points at which we have been able to conjecture TBA descriptions
of the continuum models. Past experience (see [17,18] for examples directly relevant to
the matter in hand) suggests a close link between the underlying mathematical structures
of the lattice and continuum models, when both are integrable. We therefore expect that
many of the results reported in this paper, such as the general forms of the TBAs and the
Y -systems, will also play a rle in the study of the off-critical dilute A models, at least in
regimes 1 and 2.
2. The conformal field theory description of the critical and tricritical points
If a model is placed precisely at a second-order transition, its correlation length is
infinite and it has no intrinsic length-scale. Its behaviour should therefore be described by
a conformal field theory [19]. Some key features of the conformal field theories relevant
to the critical q-state Potts models with q 4 were identified by Dotsenko [20] (see
also [21]). His work made use of previous predictions for certain critical exponents of
467
the q-state Potts models [2224], in particular, the following formula, first proposed by
den Nijs [22]:

6
, where q = 2 sin
and 0 3/2.
yT (q) =
(2.1)
3 + 2
3
Here, yT is the renormalisation group eigenvalue for the energy operator , given in terms
of the scaling dimension x of by yT = 2 x . It is related to the specific heat exponent
as = 2 2/yT . (In fact, den Nijs gave his formula in terms of = /2 /3, with
q = 2 cos , but the parametrisation in terms of will be more convenient below.)

At the same time, conformal field theories with central charge c < 1 can be
parametrised, at least partially, by a real number > 0 such that
6
.
(2.2)
( + 1)
For any (not necessarily rational) value of , these theories admit so-called degenerate
primary fields, which are special in that they have null fields in their sets of descendants,
causing their correlation functions to satisfy differential equations [19]. The possible (left)
conformal dimensions these fields are2
c( ) = 1
r,s ( ) =
(( + 1)r s)2 1
4( + 1)
(r, s N),
(2.3)
with a similar formula for the right conformal dimensions r ,s . The spinless degenerate
primaries have = so that their scaling dimensions are xr,s = 2r,s ; these fields will
be denoted rs .
In [19] and [20], the 2- and 3-state Potts models were identified with c < 1 conformal
field theories with = 3 and 5, respectively. In both cases, the energy operator was shown
to correspond to the primary field 21 . In [20], Dotsenko conjectured that the same should
hold for all q 4, implying the general relation
yT ( ) = 2 22,1 ( ) =
3( 1)
2
(2.4)
and, comparing with (2.1),

3 + 2
3 ( 1)
(2.5)
, =
.
3 2
2 ( + 1)
An immediate check on this hypothesis comes via the operator algebra 21 21 I + 31 ,
which predicts that the critical exponent yT2 (the second thermal exponent) should be given
in terms of the scaling dimension x3,1 as
=
4(3 2)
4
.
yT2 = 2 x3,1 = =
(2.6)
(3 + 2)
This matches the value calculated by Nienhuis [23] using a mapping onto a Coulomb gas.
Note, since 0 3/2 for the Potts models, lies in the range [1, ] and 2 c( ) 1.
2 In [20,21], the conformal dimensions are defined such that
r,s becomes s,r .
468
So far so good, but one should beware that the value of c does not specify a conformal
field theory uniquely. Consider the situation when is rational, and suppose that
p
=
(2.7)
p p
with p and p coprime integers with p > p. Then (2.2) and (2.3) turn into the familiar
formulae
c=1
6(p p)2
,
pp
r,s =
(p r ps)2 (p p)2
4pp
(2.8)
and the degenerate fields can be identified in pairs as

rs = pr,p s .
(2.9)
Operator product expansions between fields in the subset

{rs |r = 1, . . . , p 1, s = 1, . . . , p 1},
(2.10)
and their descendants, then close amongst themselves. The conformal field theory
containing just these fields is called the diagonal, or A series, minimal model Mpp .
Depending on the values of p and p , there may be other consistent truncations to other
field theories also containing finite numbers of degenerate primary fields. All are examples
of rational conformal field theories, and the full set of possibilities for c < 1 forms the
famous ADE classification of [25]. However, apart from the special values = 3 and 5
(corresponding to q = 2 and 3) none of these is the conformal field theory of a q-state
Potts model. This follows from the fact that the relevant torus partition functions do not
coincide [26].
At first sight, this might seem to contradict the claim of [25] to have found a
classification of modular invariant partition functions with c < 1. The Potts model partition
functions are certainly modular invariant, so how can they escape this result? The
explanation is that the proof in [25] made essential use of the requirement, first emphasised
in [27], that all characters should appear in the partition function with non-negative integer
multiplicities. This must be true for local quantum field theories whose partition functions
can be given as traces of powers of a transfer matrix, but it fails for the Potts models at
general values of q, for which no such transfer matrix can be defined.
Another way to see the special nature of the Potts conformal field theories is to consider
the limit q 4, or . To take this limit through minimal models we must send
p, p , keeping |p p | finite. The scaling dimensions of the degenerate fields
tend to xr,s = (r s)2 /2, as is reasonable for a theory with c = 1. However, notice that
xr,s = xr+k,s+k for any k. Taking the limit through a sequence of minimal models
therefore results in a theory in which each scaling dimension appears with an infinite
degeneracy.3 By contrast, the degeneracies of the scaling dimensions in the 4-state Potts
model are finite.
3 This limit needs some care. Here we have implicitly focused on a finite set of (Kac-like [28]) operators,
taken the limit q 4, and only then allowed the number of operators to tend to infinity. Taking the limit in the
other way gives a theory even less like the 4-state Potts model [29].
469
The discussion so far has concentrated on the critical Potts models. For the tricritical
models, it turns out that universal quantities are still given by formulae such as (2.1)
and (2.2), with the same formula q = 2 sin( 3 ) relating q to or = (3 + 2)/(3 2),
but with now required to lie in the range 3/2 3 [3]. At fixed q this is achieved by
sending to 3 , or to 2 . Under this continuation, c( ) is mapped to c( + 1), and
21 ( ) to 12 ( + 1). This is in accord with the observation of [21], that the exponents for
the tricritical models [22,23] can be recovered by the same style of argument as followed
for the critical models, if the energy operator is identified not with 21 , but rather with 12 .
However, just as for the critical models, it is only when q is an integer that the partition
function of a tricritical Potts model coincides with that of a minimal model.
For both the critical and the tricritical models, the conformal dimension of the energy
operator is
1
9
() = +
.
2 2(3 + 2)
(2.11)
Note that (0) = 1, while (3) = 0: the range [0, 3] for is precisely the range for which
the energy operator is both relevant and of positive conformal dimension.
We have stressed the fact that the critical and tricritical Potts model partition functions
do not generally coincide with those of minimal models, even at points where the central
charges match, because a knowledge of the operator content as encoded in the partition
function is crucial for the proper interpretation of finite-size effects. Imagine that the
theory is defined on a cylinder of circumference R. If it is conformal, then the only
scale is provided by the system size itself, and so E(R), the ground state energy, must
be proportional to 1/R. The precise relation is [30,31]
E(R) = ceff ,
(2.12)
6R
where ceff , the effective central charge, is equal to c 12xmin , with xmin is the smallest
scaling dimension in the model. This is the dimension of some field vac which generates
the vacuum, or ground, state for the conformal field theory on the cylinder. For a unitary
theory, there are no negative-dimension fields and vac = I , the identity operator. Thus
xmin = 0, and ceff = c. However, if the model is non-unitary then negative-dimension
operators are to be expected, and as a result ceff is larger than c. Whether the Potts models
should be considered as unitary or not is perhaps a moot point, but an examination of the
partition functions in [26] shows that all the scaling dimensions there are non-negative, and
hence, for all 0 q 4, for both the critical and the tricritical models, we have ceff = c.
We are interested in the scaling regions around the critical and tricritical points. In the
continuum limit, these should be described by perturbed conformal field theories of the
form [32]:

Aq, = ACFT + (x) d 2x,
(2.13)
where ACFT is the action at the critical or tricritical point, measures the (scaled) deviation
from the critical temperature, and the energy density operator (x) can be identified
with 21 (x) or 12 (x) for the critical or tricritical points, respectively. The dimensionful
coupling introduces an independent length scale m 1/(22), where = 21 or 12
470
is the conformal dimension of , given in terms of by (2.11). The ground state energy
E(R) can still be expressed as in (2.12), but now the effective central charge can depend
on the dimensionless quantity r mR, and we should also allow for the possibility of a
bulk term in E(R), proportional to the system size:
c(r).
E(R) = E( )R
(2.14)
6R
The scaling function c(r) (for brevity, we shall omit the subscript eff) encodes a great
deal of information about the off-critical model, and will be the main topic of this paper.
3. Mass spectrum and S-matrix data

An important input to our conjectures is the infrared information provided by the mass
spectrum and S-matrix of the model on an infinite line. To make this paper relatively
self-contained, in this section we summarise the relevant data from [4]. The full spectrum
contains both kink and breather states, but since only the diagonal S-matrix elements (those
involving at least one breather) enter directly into the TBA systems, only these will be
quoted here. The S-matrix elements in Sections 3.2, 3.3 and 3.4 depend on the parameter
introduced in the last section. For rational values of , our results will be equally applicable
to perturbations of minimal models Mp,p , modulo the issues of choice of vacuum state
vac discussed above. (For the unitary cases p = p + 1 which form the main concern
below, the ground states agree and these do not arise anyway.) The relation between
and p and p is
3p 3
p
2
3p 3
=
p
2
(21 perturbations),
(3.1)
(12 perturbations).
(3.2)
3.1. Perturbed critical models: 0 < 1 (one particle)

In this regime there is only the fundamental kink K K1 . The physical-strip poles in
the kink S-matrix elements at = 2i/3 and = i/3 are due to the fundamental kink
itself.
3.2. Perturbed critical models: 1 < < 3/2 (two particles)
A pole at = i(1 1/) enters the physical strip as passes 1, and is interpreted as
). This extra particle brings

neutral bound state B B1 with mass mB1 = 2mK cos( 2 2
with it two new scattering amplitudes, SB1 K1 and SB1 B1 :

1
1
1
1
+
+
,
SB1 K1 =
(3.3)
2 2 6 2

2 1 1 1
,
SB1 B1 =
(3.4)
3 3
471
where
[a] = (a)(1 a) and (a) =
sinh( 2 +
sinh( 2
ia
2 )
.
ia
2 )
(3.5)
Even though SB1 K1 and SB1 B1 contain further poles, for values of in this region they can
all be explained [4] by invoking a variant of the ColemanThun [6,33] mechanism.
3.3. Perturbed tricritical models: 3/2 < 2 (four particles)
In addition to K1 and B1 , two extra particles, a kink K2 and a neutral breather B3 , now
enter the spectrum. Their masses are

1
,
mB3 = 2mB1 cos
.
mK2 = 2mK cos
(3.6)
3
2
2
6
No further particles are needed to explain the pole structure up to = 2. The new diagonal
S-matrix elements are as follows:

1 5 1 1 1 1
SB1 K2 =
+
,
2 6 6 6

2
1 1 1
1
+ ,
SB3 K1 =
3
3

1 3 2
1
1
1 2 1
3
3
+
+
SB3 K2 = 1
,
2
3 2
3 2 2 3 2

3 3
1
4 1 2 1 1 2 2 2 1
2
,
SB3 B3 =
3
3
3 3 3

1 2 1
1
1
1
1
1
7
3
3
+
+
.
SB3 B1 =
(3.7)
6 2
2 2 6 2 2 2 2 6
3.4. Perturbed tricritical models: 2 < < 9/4 (six particles)
For 2 < < 9/4, two more breathers, B2 and B5 , enter the spectrum. The scattering
amplitudes for the new particles become increasingly complicated, and greater reliance is
placed on the ColemanThun mechanism to explain the pole structure. The new S-matrix
elements in this region are:

2
1
3
3
1
1
,
SB2 B1 = 1
2 3 2 2 2 3

2 2 1 1 1 2 2 1
1 2
SB2 B2 =
,
1
3 3 3 3

1 5 2 1 7 1 2 2 1 5 1 2
SB2 B3 =
,
2 6 6 6
2 6
472

1 1 1 1 1 1
+
+
,
2 6 2 6

1 2 1
1 2 1
3
3
1
1
+
+
,
SB2 K2 =
2 2
6 2
6 2 2 6
2

1
1 2
4 1 1 1 2 2 2 1
SB5 B1 =
,
1
3
3 3 3 3

3 2
1
1 3
4
3 2 2
1 2
1
+
+
SB5 B2 =
1
1
3 2
2
3 2 3 2
2

1
2
5
5
2 3 2 3

1
1
3
3
3 2 5
5 1
1 3 3
1 3
7
SB5 B3 =
6 2 6 2 2 2
2 6 2 2
2 6

1 5
1 4
5
,
2 2 6 2

3 2 1 5 1 1 3 4 2 3
5 2 2 2 5 3
SB5 B5 =
3
3
3
3
3

2 4 1 2
,
3

1 2 5
1 2 1
3
3
1
1
+
,
SB5 K1 =
2 2
6 2
6 2 2 6
2 2
2

5
1
7 1
5 1 3 1 1 2 1 2 1
SB5 K2 =
.
6
2
6
6
2 6 2
SB2 K1 =
(3.8)
The complete mass spectrum up to = 9/4 is:

mK1 = m,

,
mB1 = 2m cos
2
2

mK2 = 2m cos
,
3
2

mB3 = 4m cos
cos
,
2
2
2
6

,
mB2 = 2m cos
2

mB5 = 4m sin
cos
,
3
2
( > 0),
( > 1),
( > 3/2),
( > 3/2),
( > 2),
( > 2),
(3.9)
473
4. The thermodynamic Bethe ansatz

Our aim is to probe the models (2.13) via their properties in finite spatial volumes. The
main tool will be the thermodynamic Bethe ansatz (TBA) approach, a technique which
allows the finite-size ground state energy of a theory to be obtained via the solution of a
collection of coupled non-linear integral equations.
If the set of TBA equations is to be finite, then we would expect that the unperturbed
theory should be associated with a minimal model in some way (as recalled above, for
non-integer values of q the critical or tricritical q-state Potts model is never precisely the
same as a minimal model, but the operator subalgebras generated by the energy operator
agree, and so the ground-state energies based on the conformal vacuum state I should
coincide.) The precise form of the equations will depend on the particular model being
perturbed, and only a limited number of cases have been studied to date. Before describing
our new conjectures, we shall give a brief summary of the earlier work.
4.1. Earlier work
The situation is summarised in Table 1; the cited papers can be consulted for further
explanations. Many of these results can, sometimes with hindsight, be labelled according
to the g g scheme put forward in [42], where g and g indicate a pair of diagrams
of ADET type. Since the A1 incidence matrix is zero, the TBA for the A1 A1 case
is trivial, reflecting the fact that the field theory of M3,4 + 13 , the thermally-perturbed
Ising model, is free. Two other cases, labelled (G2 ) and (F4 ), also have a Lie-algebraic
interpretation, though the fact that these algebras are not simply-laced places them outside
the set of g g systems. However, their form is in line with a more general set of
Lie algebraic TBA systems discussed in [43,44]. As was remarked in [4], there is an
intriguing coincidence between the sequence {A1 , A2 , G2 , D4 , F4 , E6 , E6 , E7 , E8 } which
arises naturally in connection with the Potts models, and the exceptional series of Lie
algebras making up the last line of the extended Freudenthal magic square, as discussed
by Deligne, Cohen and de Man, Cvitanovic and others [4549]. In [47], Deligne and de
Man identified an extra member of the series, namely, the superalgebra OSp(1|2). From
our point of view this corresponds to M7,10 + 21 , where the unperturbed CFT is the
OSp(1|2)(1) OSp(1|2)(1)/OSp(1|2)(2) coset conformal field theory [4]. The relevant TBA
is the T1 D3 system, the n = 3 case of the third line of Table 1.
However, it is important to realise that all of the infinite sets of systems listed in Table 1
describe the ground states of perturbations of non-unitary minimal models, generated by
negative-dimension operators and not the identity. These TBAs are therefore not directly
relevant for the q-state Potts models, although one might hope that the addition of a suitable
chemical potential would allow them to describe the Potts vacuum state as well (see, for
example, [34,50,51]). We will not discuss this possibility any further here, but it would be
an interesting avenue to explore.
The observation that a TBA system related to G2 might describe the 21 perturbation of
M9,10 ( = 6/5) was made in [39]. This point lies in the region where the analysis of [4]
suggests two particle types in the model, and indeed that is precisely what the TBA system
of [39] predicts. This case will be discussed along with the new TBA systems below, and
474
Table 1
TBA systems for minimal models perturbed by 21 and 12 . For the systems of g g type, the mass in the
magnonic system should be placed on the first node (that furthest from the tadpole or fork for Tn or Dn ). [x] is
the integer part of x
Minimal
model
Perturbing
field
Mn,2n1
21
ceff (0)
vac
TBA
system
(n2)(4n3)
n(2n1)
(n2)(2n+3)
n(2n1)
4n2 +2n3
2n(2n+1)
4n2 4
4n2 1
1
2
7
10
4
5
14
15
12
T1 A2n4 [34,35]
M3,4
21 (= 13 )
M4,5
21
3
4n2
3
4n
3
2n1
3
4
9
10
M5,6
21
M9,10
21
M2n+1,4n
21
M2n+1,4n2 21
(c = 1)
21 = 12
M10,11
12
6
5
3
2
9
5
M6,7
12
M4,5
12
M3,4
12
9
4
5
2
M2,5
12
M2,2n+1
12
3n
(2n3)(4n1)
2n(2n+1)
4(n1)(2n7)
(2n1)(2n+1)
1
2
7
10
4
5
14
15
Ref.
T1 T2n1
[36]
[ n+1 ],2[ n+1 ]1
T1 Dn
[37]
11
A1 A1
n,2n1
2
11
[35]
11
A2 A1
[38]
11
(G2 )
[39]
D4 A1
[40]
52
55
6
7
7
10
1
2
22
5
2(n1)(6n1)
2n+1
52
55
6
7
7
10
1
2
2
5
2n2
2n+1
11
(F4 )
[39]
11
E6 A1
[40]
11
E7 A1
[40]
11
E8 A1
[40]
12
T1 A1
[38]
1n
[41]
for now we merely stress that, just as for almost all the above examples, this TBA system
was first obtained as a conjecture, only subsequently being checked to describe the claimed
model.
A more deductive approach can be found in a paper by Bazhanov and Ellem [35],
who discussed the 21 perturbations of M4,5 ( = 9/10) and M3,5 ( = 3/10), taking
Smirnovs RSOS description of the massive scattering theories [7] as their starting-point.
Subject to some mild assumptions, they derived sets of TBA equations for these two
cases. Crucial was the fact [52] that for these models the RSOS restriction on the allowed
vacuum states coincides with the restriction imposed on adjacent spins in the hard hexagon
model [53]. Unfortunately this equivalence holds only for a subset of the whole family of
models related to a2(2) (as mentioned in [35], another example, to which we shall return in
Section 6 below, is the theory M5,6 + 12 ). Thus, the extension of the approach of [35] to
further models faces considerable obstacles.
One other piece of work should be mentioned at this stage, even though its ultimate
conclusions appear to run counter to the findings that will be reported below. In the course
of a detailed study of character and polynomial identities associated with general 21
perturbations, Berkovich, McCoy and Pearce [54] discussed possible TBA equations for all
unitary minimal models Mp,p+1 , which reduced to the result of [35] for p = 4. They were
only able to specify the general form of these equations, and certain (kernel) functions
necessary for a complete conjecture were left undetermined. Nevertheless, at least on a
nave reading, the equations of [54] appear to entail just a single massive kink in the model
475
for all values of p. This is at variance with the results of [4], which for 21 perturbations
predict that there should be a kink and a breather for all p > 5. In later sections we
shall propose some new TBA systems which are consistent with this spectrum. There
may be room to accommodate both our results and those of [54]the closing remarks
of [55] indicate one possibilitybut we suspect that the final resolution will reside in
some modification to the considerations of [54] to bring their TBA systems into line with
ours, at least insofar as they concern 21 perturbations of unitary minimal models.4
For now we shall leave this question unresolved, and proceed with a discussion of the
general form that we would expect the TBA equations to take, assuming for the time being
that the results of [4] do indeed provide a reliable guide.
4.2. The general structure of TBA systems
When all scattering is diagonal, the integral equations of the TBA follow directly from
the bulk S-matrix. The ground state energy of the model on a circle of circumference R
is written in terms of dressed single-particle energies a ( ) (pseudoenergies) [38].
These pseudoenergies solve a system of non-linear integral equations of the following
form:
a ( ) = Rma cosh
N

ac Lc ( ).
(4.1)
c=1
Here Lc ( ) = ln(1 + ec () ), denotes the convolution

1
f g( ) =
2
f ( )g( ) d ,
(4.2)
and the 2 2 S-matrix elements Sac ( ) influence the equations through the kernel
functions ac ( ):
d
ln Sac ( ).
(4.3)
d
The number of pseudoenergies coincides with the number N of particle types in the
original scattering theory. From (4.1), they have the large asymptotics
ac ( ) = i
a ( )| Rma cosh
(a = 1, 2, . . . , N).
(4.4)
If off-diagonal scattering is also involved the complexity of the method increases

significantly, as it is necessary to perform an extra diagonalisation step before the final
equations can be written down (see, for example, [35] for further discussion of this point).
But once the dust has settled, one generally finds that the parts of the TBA equations
associated with diagonal scattering are as before, while the contribution of each kink
4 In this context, it is worth noting that there is strong evidence that further novel sets of character and
polynomial identities can be found using the TBA equations proposed in this paper. We would like to thank
Ole Warnaar for performing an initial check of this.
476
multiplet K is split into two parts. The first is described by a single pseudoenergy K ( )
with an asymptotic of the type (4.4), with mK the common mass of all kinks in the
multiplet. In addition, diagonalisation results in the introduction of a (possibly infinite)
number of auxiliary pseudoenergies. These behave as
a ( )| constant,
a = N + 1, N + 2, . . . ,
(4.5)
and can be associated with fictitious particles transporting zero energy and zero
momentum (note that ma cosh in (4.4) is the single-particle energy on the infinite line).
These new particles are often called magnons, and can be thought of as constructs
introduced to get the counting of states right. The diagonalisation is by no means trivial,
and in the following we will instead make a conjecture, using the above considerations as
our guide and borrowing elements from some previously encountered TBA systems.
4.3. The steps towards the main conjectures
Our TBA conjectures were found via a link with the TBA equations for perturbed ZN
systems of [56]. Originally this emerged from a study of four previously-known 12 -related
cases. These were: M3,4 + 12 (related to E8 ), M4,5 + 12 (related to E7 ), M6,7 + 12
(related to E6 ) and M10,11 + 12 (related to F4 ). No hint of a common structure came by
just looking at the first three models, but a consideration of M6,7 + 12 and M10,11 + 12
(1)
alone revealed some striking analogies with systems related to a1 . To see this, let us
2
compare them with the sine-Gordon TBAs at 8

= 14 and 8
= 27 . The four systems are
depicted in Figs. 14. (Fig. 2 is the E6 -related system: the distinction between solitons
and antisolitons is special to this, the case of the tricritical Potts model, and so the E6
diagram symmetry has been used to superimpose each pair of solitonantisoliton nodes,
resulting in the diagram shown. Likewise, Fig. 1 is the D4 -related point of the sine-Gordon
model, and the D4 diagram symmetry has been used to superimpose the soliton and the
Fig. 1. Sine-Gordon TBA

2
at 8
= 14 .
Fig. 3. Sine-Gordon TBA

2
at 8
= 27 .
Fig. 2. M6,7 + 12 .
Fig. 4. M10,11 + 12 .
2
n1 .
Fig. 5. Sine-Gordon TBA at 8
= 3n2
477
Fig. 6. M4n+6,4n+7 + 12 .
antisoliton.) There is a formal similarity between the pairs of diagrams in Figs. 1 and 2
and in Figs. 3 and 4, the main differences being related to the fact that there is just a
single soliton-antisoliton pair in the sine-Gordon model, and correspondingly just a single
massive soliton node in the a1(1) -related TBA systems.
The sine-Gordon TBA systems of Figs. 1 and 3 are the first members of a series of
2
n1
= 3n2
, represented in Fig. 5, which have an A1 Dn1 magnonic structure.
models at 8
This fact made it natural to generalise the M6,7 + 12 and M10,11 + 12 TBA systems in a
similar manner, by nesting an A2 Dn1 magnonic system on top of the two a2(2) soliton
nodes. Graphically the result is shown in Fig. 6.
Working first at the level of associated sets of functional equations called Y -systems,
checks on periodicities and central charges were used to fix the details. We finally
which covers the family of models
converged to the proposal of Appendix B.2 (Case D),
M4n+6,4n+7 + 12 . This gave a clear signal that the general 12 perturbations of unitary
minimal models share the modulo 4 property of the ZN -related systems found in [56],
an observation which enabled us to obtain the remaining cases by replacing the A2 Dn1
part with the other families of systems from [56]. Full TBA equations were then obtained
by Fourier transforming the Y -systems.
Once it was seen that the systems in [56] were playing a central rle, it was possible,
following similar reasoning, to conjecture the TBAs for the 21 perturbations. In these
cases elements of the S-matrix were first used to fix the diagonal part of the TBA
equations, with the systems of Ref. [56] then being adapted to describe the magnonic part.5
The Y -systems were then derived by using standard methods, paying attention to the pole
structure of the kernel functions (see Appendix A.1 and, for example, [42]). As should
be clear from this discussion, the process was one of educated guesswork; however, the
detailed checks that we report below leave us in no doubt that the final systems are correct.
5 The two O(N )-related set of equations, i.e., those connected to the Z TBAs with N even, are very similar
N
to the equations for the perturbed O(N )3 /O(N 1)3 coset models proposed by Paul Fendley in [57]. The
main difference between the two systems can be, naively speaking, traced back to the dissimilarity in the neutral
bound-state sector.
478
5. TBA conjectures: 21 perturbations of unitary minimal models

In this section we shall be concerned with thermal perturbations of critical Potts models
at points where the central charges of the unperturbed models coincide with those of the
, and
unitary minimal models Mp,p+1 , p 3, which means that we set q = 2 cos (p+1)
= 32 (p 1)/(p + 1), = p. As explained earlier, the fact that the related minimal models
are unitary means that we will equally be describing the behaviour of the ground states of
perturbations of minimal models, the perturbing operator being 21 in all cases.
For p = 3, 4 and 5, 1 and the spectrum consists of the fundamental kink alone.
TBA systems are already known for these casesthe first is the (trivial) example of
the thermally-perturbed Ising model, the second was treated in [35], and the third is the
thermally-perturbed 3-state Potts model, for which the TBA was written in [38]. Therefore
we will suppose that p 6, which ensures that the bulk spectrum has one kink, and
one breather [4]. The form of the non-magnonic part of the TBA is then fixed almost
completely by the results of Section 3:

Bc Lc ( ),
B ( ) = RmB cosh
c{B,K}
K ( ) = RmK cosh
Kc Lc ( ) + (magnonic terms),
(5.1)
c{B,K}
with the effective central charge given by

3
c(r) = 2

d mc R cosh Lc ( ) (r = mK R).
(5.2)
c{B,K}
The kernel functions involving diagonal S-matrix elements are:

d
ln SBB ( ),
d
d
ln SKB ( ).
KB ( ) = BK ( ) = i
(5.3)
d
The last term in (5.1) indicates the presence of the extra contributions from the asyet unknown number of magnons. In addition, equations involving magnons and kink
pseudoenergies are required. It is at this stage that our conjectures begin, with most of
the deduction proceeding, as explained in the last section, by analogy with the models
studied in [39,56]. We start with the kernel KK ( ). Since the scattering of two kinks
is not generally diagonal, this is not expected to be a simple logarithmic derivative of an
S-matrix element. However, if we set

1
1
=
(5.4)
,
2 2
BB ( ) = i
then we observe that the mass relation

mB = 2 cos()mK
(5.5)
479
is accompanied by the following S-matrix identity:

SaB ( ) = SaK ( + i)SaK ( i)
(a = B)
(5.6)
or, equivalently
aB ( ) = aK ( + i) + aK ( i) ( = 0, a = B).
(5.7)
The constraint = 0 is due to the fact that BK ( ) has poles at = i. Care is needed
when the identity is integrated, either in Fourier transforms or in convolutions. Relations
between the kernels such as (5.5) and (5.7), involving every pair of particle species, are
needed in order to convert a TBA equation into a Y -system, and so we shall assume that
(5.7) holds for a = K too. Assuming also that KK ( ) is free of singularities in the strip
| m | , we obtain
1
.
(5.8)
2 cosh(/2)
For the reasons outlined in the last section, we looked to the TBA systems which had
previously arisen in the context of self-dual perturbations of ZN -symmetric conformal field
theories for the remaining equations. It turns out that for the 21 perturbations of the unitary
minimal models Mp,p+1 with p > 5, the equations proposed in [56] can be adapted to
provide an appropriate set of magnonic equations. The equations in [56] were obtained
via a doubling of the sine-Gordon TBA systems at certain special points 2 = 32/N ,
= 1/(N/4 1).
The recipe goes as follows. Consider first the continued-fraction expansion of

p5
.
6 =
(5.9)
p1
KK ( ) = KB ( ),
( ) =
For the unitary models Mp,p+1 this results in four families of cases:
(A)
p = 4n + 2:
6 =
(B)
p = 4n + 3:
6 =
(C)
p = 4n + 4:
6 =
1
1+
1
n1+1/4
1
1+
1
n1+1/2
,
,
1
1+
1
1
n1+ 1+1/3
1
,
(5.10)
1 + 1/n
matching the four families of cases seen in [56]. The second nested continued-fraction
decomposition of 6 in (5.10), i.e., the decomposition of 2 = 1/(6) 1, matches the
special values = 1/(N/4 1) observed in connection with the ZN models, if we identify
N = p 1. The fact that the match is at a nested level reflects the idea that these extra
pseudoenergies are supposed to be of magnonic type, and for this reason we also trade the
driving terms of [56] for
(D)
p = 4n + 5:
6 =
j() ( ) = 1 1j LK ( ),
(5.11)
480
and set
(magnonic terms) =
(1)
1j Lj ( ),
(5.12)
where j = 1, . . . , n for cases (A), (B) and (C) and j = 1, . . . , n + 1, for case (D). Finally,
the variables , used in [56] should be rescaled. This can again be interpreted as
a consequence of the fact that the match is at a nested level and the rle of 1/ h =
2/(N 4) of [56] is now played by the quantity 1/g = 2 = 4/(p 5) = 2/ h (i.e.,
[Z ]
[Z ]
g = 3(p 1)/2). This is equivalent to a replacing the kernels ij N ( ), ij N ( ) and
[ZN ]
( ) defined in Appendix A of [56] with6

1 [ZN ]
,
ij ( ) =
2 ij
2

1 [ZN ]
k ( ) =
.
2 k
2

1 [ZN ]
ij ( ) =
,
2 ij
2
(5.14)
In Appendix A the resulting set of TBA equations is written explicitly, while in Section 7
we report some analytical and numerical evidence for their correctness.
Before that, we will give the explicit forms of the TBA systems for the first four cases,
p = 6, 7, 8, 9. These are the first unitary models for which the extra particle B B1 is
expected to appear, and at the same time their magnonic structures are still relatively
simple. In each case, the TBA system is conjectured to describe the perturbation of
Mp,p+1 by 21 .
p = 6 (n = 1, = 15/14):

Bc Lc ( ),
B ( ) = RmB cosh
(A)
c{B,K}
K ( ) = RmK cosh
Kc Lc ( ) 2 L(1) ( ),
c{B,K}
( ) ( ) =
6

[E ]
l 6 2 L() ( ) 1 2 LK ( ) ( = 1, . . . , 6).
(5.15)
=1
[E ]
In this case there are six magnons and l6 is the incidence matrix of the E6 Dynkin
diagram with nodes labelled as in Fig. 7.
6 Notice that the fact that the kernels involved in different nested zones just differ by a rescaling of the
arguments of the type: /1 /(1 2 ) /(1 2 3 ), . . ., with

1 = ,
i =
(1)
1
Int[1/i ] + i+1
is typical of the a1 -related systems [58] (see also [59]).
(5.13)
Fig. 7. M6,7 + 21 .
481
Fig. 8. M7,8 + 21 .
p = 7 (n = 1, = 9/8):

B ( ) = RmB cosh
Bc Lc ( ),
(B)
c{B,K}
K ( ) = RmK cosh
Kc Lc ( ) 1 L(1) ( ),
c{B,K}
( ) ( ) =
4

[A ]
l 5 1 L() ( ) 1 1 LK ( )
( = 0, . . . , 4).
(5.16)
=0
[A ]
Here, there are five auxiliary pseudoenergies and l 5 is the incidence matrix of the A5
Dynkin diagram with nodes labelled as in Fig. 8.
p = 8 (n = 1, = 7/6):

B ( ) = RmB cosh
Bc Lc ( ),
(C)
c{B,K}
K ( ) = RmK cosh
Kc Lc ( ) 3 L(1) ( ),
c{B,K}

( ) = 3 LK ( ) + L(6) ( ) + L(4) ( ) 4 L(3) ( ) 5 L(5) ( ),

(3) ( ) = 2 K (5)( ) L(1) ( ) ,

(5) ( ) = 2 K (3)( ) + K (6) ( ) + K (4) ( ) ,
(1)
(6) ( ) = 2 K (5) ( ),

(4) ( ) = 2 K (5)( ) L(2) ( ) ,

(2) ( ) = 3 L(6) ( ) + L(3) ( ) 4 L(4) ( ) 5 L(5) ( ),
where K (c) ( ) = ln(1 + e
(c) ()
). (See Fig. 9.)
(5.17)
482
Fig. 9. M9,10 + 21 .
Fig. 10. M9,10 + 21 .
p = 9 (n = 1, = 6/5):

B ( ) = RmB cosh
Bc Lc ( ),
(D)
c{B,K}
K ( ) = RmK cosh

Kc Lc ( ) + L(1) ( ) + L(3) ( ) ,
c{B,K}
( ) ( ) =
2

l[A2 ] L() ( ) + 1 LK ( ) ( = 1, 2),
=1
( ) ( ) =
4

l[A2 ] L() ( ) + 3 LK ( ) ( = 3, 4),
(5.18)
=3
where ( ) 11 ( ) = 22 ( ). In this case there are four auxiliary pseudoenergies and

[A2 ]
l
is the incidence matrix of the A2 Dynkin diagram with nodes labelled as in Fig. 10.
It was noted in [39] that this TBA can be mapped into a particular case of the G2 -related
Y -systems of [43]. Notice also that the pseudoparticle part factorises into a pair of A2 type TBAs while a single one was found for the model M4,5 studied in [35]. This can
be explained by observing that the vacuum incidence diagram (k = 8 in [60]) is (orbifold)
equivalent to the product of two hard hexagon diagrams (k = 3 in [60]). Thus also in this
case a simple variant of the analysis of [35] should lead to a more rigorous derivation of
the system, though this remains to be done.
6. TBA conjectures: > 3/2

We were also able to construct the TBA equations describing the ground-state energies
of the unitary Mp,p+1 + 12 models. As in the cases related to 21 , we split the set
For p 7, the
of unitary minimal models into four families, which we label A D.
spectrum consists of just four particles (two neutral particles B1 and B3 and two kinks
K1 and K2 ). Here the magnonic sector resembles again the ZN -related structure described
in [56]. A pictorial representation of the TBA systems for the family M4n+3,4n+4 is given
483
Fig. 11. Diagrammatic representation for the M4n+3,4n+4 + 12 TBA systems.
in Fig. 11. Note that at n = 0, what for n > 0 had been a magnonic E6 -type sector in the
TBA naturally generates the extra six neutral particles needed to reconstruct the full E8 related mass spectrum of the 12 -perturbed Ising model. The full sets of TBA equations
and Y -systems are given in Appendix B.
We shall illustrate these proposals with the simplest new system, corresponding to the
model M5,6 + 12 . For this case, = 21/10 and so, referring back to Section 3, we expect
the spectrum to contain six particles, B1 , B2 , B3 , B5 , K1 and K2 . In addition, we conjecture
that two magnonic pseudoenergies, (1) and (2) , should be introduced to deal with the nondiagonal nature of the kink scattering. The equations are:
b ( ) = Rmb cosh
(1)
bc Lc ( ) (b,K1 + b,K2 ) L(1) ( ),

( ) = L ( ) + LK1 ( ) + LK2 ( ) ,
(2)
(2) ( ) = L(1) ( )
(6.1)
with b, c {B1 , B2 , B3 , B5 , K1 , K2 }. The kernels are:

bb ( ) = i
d
ln Sbb ( ),
d
kb ( ) = bk ( ) = i
d
ln Skb ( ),
d
(6.2)
where b, b {B1 , B2 , B3 , B5 }, k {K1 , K2 } and

K1 K1 ( ) = K1 B2 ( ),
K2 K2 ( ) = K2 B5 ( ),
K1 K2 ( ) = K2 K1 ( ) = B5 K1 ( ),
( ) =
21
.
cosh(21 )
(6.3)
(6.4)
A diagrammatic representation is shown in Fig. 12.

Again the A2 -type pseudoparticle sector reflects the relationship between this theory
and the hard hexagon model [35].
484
Fig. 12. Diagrammatic representation for the M5,6 + 12 TBA system.
7. Analytical and numerical checks

This section gathers together some evidence, analytical and numerical, in favour of the
conjectured TBA systems. The value of the UV central charge is obtained through standard
manipulations of the TBA equations [38,40], which allow cUV c(0) to be expressed as
a sum of Rogers dilogarithm functions. The arguments of the dilogarithms are expressed
in terms of the set of stationary solutions of the TBA at r = 0 and r = . We did not
recognise these sums among any of the standard relations for the Rogers function (see, for
example, [61]), so we relied on numerical work to check that, up to p = 13 and to about
15 digit accuracy, we have the expected result
cUV c(0) = 1
6
.
p(p + 1)
(7.1)
Next, we discuss the corrections to c(0) which make up the UV expansion of c(r). A key
idea is to find a set of functional relations satisfied by the exponentiated pseudoenergies,
called a Y -system. These generally imply a periodicity property for the pseudoenergies
under a certain imaginary shift in , which in turn can be used to deduce information about
the r-dependence of c(r). This phenomenon was first noticed by Al.B. Zamolodchikov in
[62], for Y -systems related to the TBA equations described in [40] and encoded by a single
ADE Dynkin diagram. (The periodicity for the (A) and (D) cases was subsequently proved
in [6365], while a general proof also covering the (E) cases was only given recently,
in [66].)
The Y -systems pertinent to 21 perturbations are collected together in Appendix A. We
did not attempt to prove their periodicity properties, but numerically verified the following
result:
Ya ( + iP ) = Ya ( ),
P=
8p
.
6(p 1)
(7.2)
Following the arguments of [62], periodicity implies an expansion for c(r) in powers of
r 4/P and fixes the dimension of an odd perturbing operator to
p+3
1
.
= = 1 =
P
4p
This value coincides with the conformal dimension of the operator 21 .
(7.3)
485
A numerical study of c(r) for the 21 TBA systems also indicates the presence of a
single irregular antibulk term:
c(r) = c Br 2 +
cn r n(3p3)/p .
(7.4)
n=1
This term is related to the bulk free energy of (2.14) by B = 6E/(m2K ); it can be
calculated analytically from the TBA by adapting the method of [38,40]. For
we have

mb
(1) ma
e + (a, b {B, K}),
ab ( ) BB
(7.5)
mB
mB
with
(1)
BB

= 4 sin
+ sin
+ sin
.
3
(7.6)
Arguing as in [38,40], we therefore have

p+1
mB 2
3 sin( 3 p1 )
3
=
B=
p .
(1) m
2 sin( 2
K
3 p1 )
(7.7)
BB
This matches the result given in [67].

Next, the coefficients cn in the expansion (7.4) can be checked against the results of
conformal perturbation theory (CPT). This predicts an expansion
cCPT (r)

6R
E(, R) = c +
Bm t m ,
t = (R/2)22 ,
(7.8)
m=2
which should match (7.4) save for the absence of the antibulk term Br 2 . The CPT
coefficients Bm are given in terms of connected correlation functions on the plane. For
unitary cases,

m1
d 2 zk
24
,
(1, 1)(z1, z 1 ) (zm1 , z m1 ) c
Bm = m1
(7.9)
m!
(zk z k )1
k=1
with conformal invariance fixing

B2 = 12
2()
,
(2)
(x) =
(x)
.
(1 x)
(7.10)
The high-low temperature duality symmetry of the model is reflected in the fact that
correlators with an odd number of operators vanish identically (Bm = 0 for odd m).
Comparing (7.4) with (7.8) confirms that our effective central charge behaves as that of a
minimal conformal field theory perturbed by 21 ( 21 = 21 = p+3
4p ). On dimensional
grounds there must be a relation between and mK (the mass of the kink K K1
appearing in (5.1) and (5.2)) of the form = m22
, where is a dimensionless constant
K
whose exact value was calculated by other methods in [67]. Table 2 compares numerical
results from the TBA with the exact formula.
486
Table 2
TBA data versus the exact results of [67]
2 (TBA)
Model
M6,7 + 21
M7,8 + 21
M8,9 + 21
M9,10 + 21
2 (Exact)
0.0259899061737
0.02506361950681
0.0242806346097
0.02362954340274
0.02598990617395
0.02506361950686
0.02428063460990
0.02362954340277
Similar checks can be performed for the 12 perturbations. The relevant functional
relations are given in Appendix B, and we verified that in these cases the periodicities
implied by the Y -systems are P = 8(p+1)
6(p+2) . The resulting conformal dimensions (p
2)/(4p + 4) match those of the 12 operator.
Finally, we turn to the large-R behaviour, restricting attention to the 21 systems for
brevity. The system (5.1) implies the following asymptotic for the ground-state energy
E(mK , R):
E(mK , R) =
c(r) mK K1 (r),
6R
(7.11)
(1)
where can be evaluated in terms of the quantities i

= /(p + 1) and n = Int[(p 2)/4] we have
in Appendix C of [56]. Setting

n1

1 1/2
1
= 1 + (1)
1 + (1)
n
i
i=1

n1

sin(2) sin((2n + 2)) 1/2
sin(2) sin()
= 1+
1
+
sin((i + 3)) sin(i)
sin2 (n)
i=1
= 4 cos2 1 = q 1,
(7.12)
for cases (A), (B) and (C) and

1/2 n1

1
1
1 1/2
1 + (1)
1 + (1)
= 1 + (1)
n
n+1
i
i=1
n1

sin(2) sin()
2 sin() cos((n + 1))
1+
= 1+
sin(n)
sin((i + 3)) sin(i)
i=1
= 4 cos 1 = q 1,
2
(7.13)
for case (D). The value = q 1 matches the prediction of an argument given in [56],
extending the instanton ideas of [68,69], that should be the PerronFrobenius eigenvalue
(q)
of the (in this case Sq -symmetric) incidence matrix Iab encoding the number of light kinks
which join each pair of vacua. Note that the argument is a little formal here, since in general
the number of vacua is not an integer. For these unitary cases this worry can be averted by
shifting to the RSOS approach of [7]; either way, the TBA systems meet our expectations.
487
8. Results from the non-linear integral equation approach

The TBA is not the only exact technique on the market for the study of finite-size effects.
Another class of methods is known as the non-linear integral equation (NLIE) approach.
These equations generally depend smoothly on their parameters, and so are in some senses
better-suited to a description of the q-state Potts models. The downside is that the full
particle content is encoded in a much more implicit way, and so they have less to say on
the issues of bootstrap closure discussed in [4].
8.1. Massive flows
A non-linear integral equation describing general 12 , 21 and 15 perturbations within
a unified framework was proposed in [12], similar in spirit to the equations related to 13
perturbations introduced in [70,71]. In contrast to the TBA equations discussed earlier, in
[12] the set of pseudoenergies {a } is traded for a single unknown function f ( ), which
solves the following equation:

f ( ) = i ir sinh + ( ) ln 1 + ef ( ) d
C1

( ) ln 1 + ef ( ) d ,
(8.1)
C2
where r = mK R with mK the mass of the fundamental kink. Given f ( ), the effective
central charge can be evaluated as

3ir
sinh ln 1 + ef () d sinh ln 1 + ef () d .
ceff (r) = 2
(8.2)
C1
C2
The contours C1 and C2 run from to +, just below and just above the real -axis,
and the kernel ( ) depends continuously on the parameter as

( ) =
eik sinh( 3 k) cosh( 6 (1 3 )k) dk

i d
=
log S( ).
cosh( 2 k) sinh( 2
k)
2
2 d
(8.3)
As before, q = 2 sin( 3 ), while S( ) is the scalar part of the fundamental kink

kink scattering amplitudes as given in [4]. (A scale-invariant version of this system had
previously appeared in the context of lattice models; see [72].) In [12], we showed how to
use (8.1) to describe perturbations of unitary and non-unitary minimal models, tuning the
twist parameter so as to account for the fact that the ground state may be generated by
a negative dimension field. For current purposes, we are more interested the q-state Potts
models and their tricritical variants, for which, as discussed earlier, the ground state always
comes from the identity operator. For these theories, should be related to as
=
2
1.
3
(8.4)
488
Table 3
Comparison between TBA and the NLIE proposed in [12].
Model
M10,11 + 21
M11,12 + 21
M12,13 + 21
M13,14 + 21
M5,6 + 12
TBA
0.2
0.3
0.2
0.3
0.2
0.3
0.2
0.3
0.2
0.3
0.9328551607515
0.9185246910885
0.9421554960427
0.9279952931412
0.949321521251
0.935305379646
0.954961250612733
0.941068318324234
0.79241547642
0.78313881742
NLIE
0.9328551607514
0.9185246910884
0.9421554960424
0.9279952931410
0.949321521253
0.935305379648
0.954961250612730
0.941068318324237
0.79241547640
0.78313881742
Fig. 13. The phase diagram.
The reader should note that the NLIE (8.2) is simpler and, not being restricted to special
points, of wider applicability than the TBA equations proposed in Sections 5 and 6 above.
It is also much more appropriate for discussions of the q 1 limit relevant to percolation.
However, it does not encode, in any direct way, information about the bound-state content
of the associated field theory.
In Table 3 we compare results from the NLIE and TBA approaches. The agreement is
very good, ranging from 10 to 14 significant digits.
8.2. Massless flows from tricritical to critical models
In addition to the perturbations discussed so far, the concentration of vacancies in a
tricritical Potts model can be adjusted so as to drive the theory either onto a line of firstorder transitions, or else down via a massless flow to the corresponding critical model.
The relevant operator turns out to be 13 , which is always in the spectrum of the tricritical
models. The full picture is illustrated in Fig. 13; it is most convenient to use the parameter
for these flows, related to q by q = 2 cos /( + 1) with [1, ]. The massless flow
489
is then
6
6
(8.5)
ccrit ( ) = 1
.
( + 1)( + 2)
( + 1)
For = p Z, this is the well-known massless 13 flow from Mp+1,p+2 to Mp,p+1
[73,74] for which equations of TBA type were proposed in [75]. To describe the flows at
general values of , we instead adapt an equation proposed by Zamolodchikov in [13] for
the study of flows in the imaginary-coupled sine-Gordon model from c = 1 to c = 1. In
[37], it was shown that the twist parameters in Zamolodchikovs equation could be chosen
so as to describe flows between both unitary and non-unitary minimal models, revealing
a striking non-monotonicity of c(r) at intermediate scales in the non-unitary cases. Here,
we shall propose a further modification to capture the general flows between tricritical and
critical Potts models. As in [13], introduce two analytic functions fR ( ) and fL ( ), and
couple them together via

r

fR ( ) = i e + i + ( ) ln 1 + efR ( ) d
2
ctricrit( ) = 1
C2
C1

( ) ln 1 + efR ( ) d +

( ) ln 1 + efL ( ) d ,
C2
r
fL ( ) = i e i +
2
C1

( ) ln 1 + efL ( ) d
C1

( ) ln 1 + efL ( ) d
C2

( ) ln 1 + efL ( ) d +

( ) ln 1 + efR ( ) d ,

( ) ln 1 + efR ( ) d
C2
(8.6)
C1
where

( ) =
eik sinh(k( 1) 2 ) dk
,
2 cosh( 2 k) sinh(k 2 ) 2

( ) =
eik sinh( k
2 )
k
2 cosh( k
2 ) sinh( 2 )
dk
.
2
(8.7)
(8.8)
(In [13], the kernels were given in terms of a parameter p + 1.) We have q =

2 cos /( + 1) with [1, ], and, for the interpolating Potts flows, must be chosen
as
1
= .
(8.9)
490
Fig. 14. Flows of c(r) as obtained from the NLIE (8.6), plotted against log(r/2). Highlighted are the flows from
c = 1/2 to c = 0 and from c = 0 to c = 2.
In terms of the solutions to these equations, the effective central charge is

3ir
fR ()
d
e
ln
1
+
e
e ln 1 + efR () d
ceff (r) =
2
2
C1
C2
e
C2

ln 1 + efL () d

e

fL ()
d .
ln 1 + e
(8.10)
C1
Fig. 14 shows our numerical results. As long as the IR destination has a positive central
charge, the flows are monotonic, even at points corresponding to non-unitary minimal
models. This is in sharp contrast to the behaviour of the 13 -perturbed minimal models
themselves, for which a number of non-monotonic flows of c(r) were exhibited in [37].
To some extent, this reflects the already-mentioned fact that the ground states of Potts
and minimal models do not coincide away from unitary points, but it is nonetheless
surprising that the switch to the identity vacuum state manages to eliminate all of the
non-monotonicity while cI R remains positive.
The other notable feature of Fig. 14 is the behaviour of the flow from c = 0 to c = 2,
which exhibits a cusp, suggestive of a level-crossing, at an intermediate length-scale. In
fact, this curve deserves a second glance for another reason: in [76], Fendley, Saleur and
Zamolodchikov pointed out that the effective central charge along this particular flow
should be protected by supersymmetry, at least for small enough values of r, and hence
should be identically zero. They also, by an indirect argument, predicted that this picture
would be changed by a level-crossing at r 2.95708396. The apparent contradiction of
their first claim with our results has a neat resolution: one has to remember that, just as for
the TBA equations discussed earlier, the quantity c(r) produced by the NLIE includes an
antibulk piece, non-analytic in the coupling constant, which ensures that at large values
491
Fig. 15. Flows of cCPT (r) for = 1.03, 1.025, . . . , 1.005 as obtained from the NLIE, plotted against log(r/2).
Also shown is the extrapolated curve for = 1 (dotted), and the location of the level-crossing predicted in [76].
of r, c(r) tends to a constant. Thus, just as in Eqs. (7.4) and (7.8) above, we expect
c(r) = cCPT (r) Br 2,
(8.11)
where cCPT (r) is the physical, unsubtracted quantity, while c(r) is the quantity which
is found directly from the NLIE. The Bulk constant B was found exactly in [77] by
considering a related theory in a magnetic field; it can also be obtained directly from
Eqs. (8.6) and (8.10), using an argument described for a similar equation in [56]. Either
way, the answer is
B=
1
3
.
2 cos( 2 ( + 1))
(8.12)
Specialising to = 1, we see that before the bottom curve of Fig. 14 is compared with the
3 2
proposals of [76], the quantity 2
r should be added to it. Numerically, it is hard to do this
directly due to instabilities in the equations near = 1, so in Fig. 15 we show a sequence
of plots of the appropriately-adjusted functions cCPT (r) = c(r) + B( )r 2 , for = 1.03
down to = 1.005, together with an extrapolated curve for = 1. (For the extrapolation,
numerical data down to = 1.001 was used.) Not only does the revised curve meet general
supersymmetric expectations; the point at which supersymmetry was predicted in [76] to
be spontaneously broken via a level-crossing is also reproduced. We suspect that there is
more to be said on this matter, and the nice agreement between our results and those of
[76] certainly deserves to be understood at a deeper and more analytical level. For now, we
leave this for future investigations.
9. Conclusions
In the past decade there has been a common belief that An -, Dn - and En -related
integrable systems should exhibit a certain uniformity of structure. As we remarked in
[4], the bulk, S-matrix, description of the real-coupling simply-laced affine Toda field
492
theories (and their minimal variants) illustrate this philosophy well: all the scattering data
can be encoded using the root systems of the associated Lie algebras [78]. A first sign of a
breakdown in this pattern in other contexts came with the attempt to make the coupling
imaginary in these same Toda models: the A1 Toda Hamiltonian remains Hermitian,
turning into the sine-Gordon Hamiltonian, while all the others become complex. Despite
this crucial difference, it was initially thought that the relatively simple A1 -related sineGordon spectrum might be the first instance of some unified description valid for all Lie
algebras [79,80]. Smirnovs work [7] had already suggested that matters were likely to be
much more complicated, and subsequent work, in particular, [81] and [4], has confirmed
this expectation, to the extent that there is still no complete understanding of the bulk
scattering theory associated with any imaginary-coupled Toda theory beyond the A1 case.
On side of lattice models and the Bethe ansatz, a longstanding hope has been to find
generalisations of the construction of Takahashi and Suzuki [58], who many years ago
found the correct string hypothesis describing the Bethe ansatz solutions relevant to
the finite volume corrections-to-scaling of the XXZ model at arbitrary values of the
anisotropy. The form taken by the Bethe ansatz equations for this model are the A1 cases
of a general set of ADE-related Bethe ansatz equations, given just in terms of Lie algebra
parameters in [82]. The symmetry of equations in nature is often broken by their solutions,
and for three decades all attempts to generalise the construction of Ref. [58] to the other
lattice models at arbitrary values of the coupling constant have failed. (The difficulties even
for the SU(3) case were highlighted in [81].)
Building on a relationship with the q-state Potts models, in this paper we have
conjectured and checked TBA equations related to a2(2) at points related to the unitary
series of minimal models perturbed by their 21 and 12 operators. Although we have
proposed a continued-fraction decomposition, a la TakahashiSuzuki, that governs these
systems, we are currently unable to extend the analysis to the other rational points. Yet,
the models described, being unitary, are physically the most interesting, and we hope that
our work will motivate a more rigorous derivation of these equations. In this respect we
feel that the functional approach described in, for example, [83,84], and already applied
by J. Suzuki to particular examples of 12 perturbations in [17,18], is likely to be the most
effective. For the Potts models, the TBA equations that we have been able to find serve
to confirm the mass spectrum found by bootstrap techniques in [4], at least at the points
q = 2 cos(/(p + 1)).
Finally, we mention two further open problems. First, it would be nice, along the lines
of [8588], to adapt both the NLIE and the TBA equations to describe excited states. (The
recent paper [89] discusses TBA-like equations for excited states in one particular 21 related model.) In particular, we note that the ground-state NLIE of Sections 8.1 works
without problems even in the region (9/4, 3] where we encountered problems closing
the bootstrap in [4]. Having control over the full finite-size spectrum using the NLIE
technique should help us to resolve this open question. Second, we have introduced many
new sets of TBA equations and Y -systems in this paper. It seems important to elucidate the
associated character identities,7 to find the T -systems [84] and to give to the T functions
7 See the introductory section of [54] for a nice review of this topic.
493
a spectral interpretation in the spirit of the ODE/IM correspondence [12]. Relations with
(generalised) quantum KdV equations [9093] and with perturbed boundary conformal
field theory [90,91] might also be explored.
Acknowledgements
We would like to thank John Cardy, Aldo Delfino, Vladimir Dotsenko, Clare Dunning,
Davide Fioravanti, Philippe di Francesco, Paul Fendley, Barry McCoy, Bernard Nienhuis,
Marco Picco, Hubert Saleur, Gabor Takacs, Ole Warnaar, Gerard Watts and Jean-Bernard
Zuber for useful discussions and correspondence. We are especially greatful to Junji Suzuki
for many detailed comments and suggestions about the matters discussed in this paper.
In addition, P.E.D. thanks the Yukawa Institute for Theoretical Physics and Shizuoka
University for hospitality. Visits of PED to the YITP and Shizuoka were partially funded
by a Daiwa-Adrian Prize and a Royal Society/JSPS Anglo-Japanese Collaboration grant,
title Symmetries and integrability. R.T. thanks the EPSRC for an Advanced Fellowship,
and A.J.P. thanks the JSPS and the FAPESP for postdoctoral fellowships.
Appendix A. TBA and Y -systems (21 perturbations)

In this appendix we list the TBA equations and Y -systems for the Mp,p+1 + 21
models. As mentioned in Section 5 above, the continued-fraction expansion of the
parameter 6 = ( p5
p1 ) allows us to distinguish four families of systems:
(A)
p = 4n + 2:
6 =
(B)
p = 4n + 3:
6 =
(C)
p = 4n + 4:
6 =
(D)
p = 4n + 5:
6 =
1
1+
1
n1+1/4
1
1+
1
n1+1/2
,
,
1
1+
1
1
n1+ 1+1/3
1
.
1 + 1/n
(A.1)
A.1. The kernels

The kernels functions related to the diagonal S-matrix elements were defined in (5.3),
and we do not repeat them here.
There are also kernels associated with the magnonic pseudoenergies, which were given
in Eq. (5.14) of the main text in terms of those of [56]. For completeness, we give them
here explicitly. By analogy with a notation used for the affine Toda theories, define the
494
blocks
(x)( ) =
sinh( 2 +
sinh( 2

1
1
{x} = x
x+
.
h
h
i
2 x)
,
i
2 x)
(A.2)
Then

Sj k =
j +k1

|j k|+1
step 2

l
l
1
(j, k = 1, . . . , n 1),
h
h
(A.3)
and

Sk,n+1 = (1)k
Skn =
h/2+k1

h/2k+1
step 2
l
h

(k = 1, . . . , n 1),
(A.4)
where h = (p 5)/2. Some of the magnonic kernels can now be expressed in terms of the
logarithmic derivatives of the
S functions:
j k ( ) = i
d
ln Sj k (/2),
d
j k ( ) = i
d
j k (/2).
ln T
d
(A.5)
In the definition of j k , the function Tj k is obtained by replacing each block {x} in (A.3),
(A.4) by (x). In (A.5), j and k run from 1 to n 1, with n depending on p as in (A.1).
For the D-type models h = 2n and the definition can be extended immediately to cover
the remaining cases when both j and k take the values n or n + 1. The remaining functions
needed are given by
Sn+1,n+1 =
n even:
Snn =
2n3

l=1
step 4
n odd:

Snn =
Sn+1,n+1 =
2n1

l=1
step 4

l
,
h

Sn,n+1 =

l
,
h

Sn,n+1 =
2n1

l=3
step 4

l
,
h
2n3

l=3
step 4

l
.
h
Otherwise, the associated kernels are more elaborate. Define an integer t by p =

4n + t + 1, and then set g = 3(p 1)/2 and
t ( ) =
2g
t cosh 2g
t
(A.6)
This function has the property that

it
it
+ t f
= f ( ).
t f +
4g
4g
Then the kernels in the TBA are given by
nn ( ) = t n,n1 ( ),
nn ( ) = t n,n1 ( ).
(A.7)
495
(For p6, n,n1 and n,n1 are not defined and we set nn = nn = 0.) Finally,
depending on the continued-fraction expansion of 2/g, a number of extra kernels are
needed. These are
g
2g
,
2 ( ) =
,
1 ( ) =
cosh g
cosh 2g
3 ( ) =
2
3g
,
cosh 2g
3
4 ( ) =
8g cosh 2g
3
3(4 cosh2
2g
3
3)
8g cosh 2g
3
5 ( ) =
.
2 2g
3 (4 cosh 3 1)
(A.8)
This completes the definition of the kernels as needed for the TBA equations. However,
when deriving Y -systems from the TBA (as we did for these 21 cases) it is also important
to know the precise locations of the poles in the kernel functions. This is because the
derivation involves complex shifts in the rapidity , and care must be taken when poles
cross the contours of convolution integrals, as extra terms are generated which enter into
the Y -systems in a crucial way.
In most cases these pole locations are easily read off from the explicit formulae, but so
far we have only given the kernel KK in terms of an integral representation (5.7). Here
we show how an alternative product formula can be obtained.
Let us define the function B( ) such that
B( + i)B( i) = SKB ( )
(A.9)
and set
d
ln B( ).
d
Inverting (A.9) using Fourier transform we find

(k)
f
KB
B( ) = exp
dk eik
,
2 cosh(k)
KK = i
(A.10)
(A.11)
where fKB (k) is the Fourier transform of

fKB ( ) = ln SKB ( ).
(A.12)
In order to get a convergent product representation for B( ) let us set

(, a) =
(1 i(/ ia)/2) (1 i(/ i(1 a))/2)

(i(/ ia)/2) (i(/ i(1 a))/2)
(A.13)
and write
SBK =
+ (, a1 ) + (, a2 )
(, a1 ) (, a2 )
(A.14)
with a1 = 1/2 + 1/2 and a2 = 1/6 + 1/2. Note that + (, a) ( (, a)) has only a
finite number of zeroes and poles in the upper (lower) half plane m( ) > 0 (m( ) < 0).
496
Expanding the cosh function in the denominator in (A.11) we can formally write

n
i(+i(2n+1))k +
+
(k, a1 ) + (k, a2 )
B( ) =
exp (1)
dk e
n=0
exp (1)(n+1)
n=0
dk e

i(i(2n+1))k
(k, a1 ) + (k, a2 )
and hence
B( ) =

+ ( + i(4n + 1), a1) + ( + i(4n + 1), a2 )
+ ( + i(4n + 3), a1) + ( + i(4n + 3), a2 )
n=0

( i(4n + 3), a1 ) ( i(4n + 3), a2)
.
( i(4n + 1), a1 ) ( i(4n + 1), a2)
(A.15)
n=0
To derive the Y -systems, the following mass relations were also important:

p5
mB = 2 cos
mK ,
6 p1

4
p+3
mB = mK + 2 cos
mK .
2 cos
6 p1
3 p1
(A.16)
A.2. General notation for Y -systems

We define
Y ( ) = e()
(A.17)
and introduce the shorthand notations

n
n
Y(n) = Y + i
Y i
,
H
H

m

nj
nj
1 + Y i
,
1 + Y + i
(n1 , . . . , nm ) =
H
H
(A.18)
(A.19)
j =1
and

L(n1 , . . . , nm ) =
m

1+
j =1
1
n
Y ( + i Hj )

1+
1
1
n
Y ( i Hj )
(A.20)
with ni 0. Just a single factor appears on the r.h.s. for entries with the omitted, so that,
for example,

n2
n2
(0, n2 ) = 1 + Y ( ) 1 + Y + i
(A.21)
1 + Y i
.
H
H
497
In practice, the functions , Y , Y and so on appear with indices to show which

pseudoenergy is involved. In all of the above definitions, these indices take the same values
in all factors.
We shall also set H = 6| 1| where, as before, c = 1 6/( + 1) with > 0 on
the critical branch, and < 0 on the tricritical branch. For the unitary minimal models
Mp,p+1 this translates as H = 6(p 1) for the 21 perturbations, and H = 6(p + 2) for
the 12 perturbations.
A.3. TBA equations and Y -systems for Mp,p+1 + 21
In the figures below, we supplement the four families of 21 -related TBA equations and
Y -systems with four sets of graphical representations. These graphs give a rough idea of
the structure of the TBA equations, and also fix the labelling conventions. On the magnonic
nodes, to any pair of numbers (i, ) corresponds, in the TBA equations, quantities labelled
()
i
).
with a lower index i and an upper index (): i() , L()
i = ln(1 + e
A.3.1. Case (A) (p = 4n + 2, n 2)
B ( ) = RmB cosh
Bc Lc ( ),
c{B,K}
K ( ) = RmK cosh
Kc Lc ( ) +
()
(1)
1j Lj ( ),
j =1
c{B,K}
i ( ) = 1 1i LK ( )
n

n

()
()
ij Lj ( ) ij Lj ( )
j =1
in
6

[E ]
l6 2 L()
= 3 ),
n ( ) (i = 1, . . . , n; = 1, 2;
=1
( )
n ( ) =
6

=1
l[E6 ] 2 L()
n ( )
( = 3, 4, 5, 6).
498
The Y -system is

(1)
(2)
YB (p + 3) = K (0, 8)1 (4)1 (0),
n1
(1)

(0)
Li (4n 4i 3) ,
YK (p 5) = B (0)L(1)
n
i=1
n1
() l [An1 ]

Yj() (4) = LK (0) j1 1 L(j)

k (0) kj
(0)
k=1
j,n1 1
(6)
(4)
(5)
(1)
n (0)n (0)n (1)(3)
n (2)n (3)

j,n1 2
(3)
(5)
(4)
(2)
(6)
n (0)n (0)n (1)n (2)n (3)
(with j = 1, . . . , n 1; = 1, 2 and = 3 ),
6
() l [E6 ]
( )
+
( )
Yn (1) = n1 (0) 1 2
Ln (0)
( = 1, 2, . . . , 6).
(A.22)
=1
A.3.2. Case (B) (p = 4n + 3, n 2)
B ( ) = RmB cosh
Bc Lc ( ),
c{B,K}
K ( ) = RmK cosh
Kc Lc ( ) +
c{B,K}
n

i() ( ) = 1 1i LK ( )
n

1j L(1)
j ( ),
j =1
()
ij L()
j ( ) ij Lj ( )
j =1
in
4

[A5 ]
l
1 L()
n ( )
(i = 1, . . . , n; = 1, 2; = 3 ),
=0
( )
n ( ) =
4

=0
[A ]
l 5 1 L()
n ( )
( = 0, 3, 4).
(A.23)
499
The Y -system is

(1)
(2)
YB (p + 3) = K (0, 8)1 (4)1 (0),
n1
(1)

YK (p 5) = B (0)L(1)
(0)
Li (4n 4i 2) ,
n
i=1

()
()
Yj (4) = LK (0) j1 1 Lj (0)
n1

() l [An1 ]
k (0) kj
k=1

(0)
(3)
(1)
n (0)n (0)n (2) j,n1 1

j,n1 2
(4)
(2)
(0)
n (0)n (0)n (2)
(with j = 1, . . . , n 1; = 1, 2 and = 3 ),
4
[A5 ]
( )
+
() l
( )
Yn (2) = n1 (0) 1 2
Ln (0)
( = 0, . . . , 4).
=0
A.3.3. Case (C) (p = 4n + 4, n 2)
B ( ) = RmB cosh
Bc Lc ( ),
c{B,K}
K ( ) = RmK cosh
Kc Lc ( ) +
n

j =1
()
ij L()
j ( ) ij Lj ( )

(6)
(3)
(5)
in 1 3 L(4)
n ( ) + Ln ( ) + 4 Ln ( ) + 5 Ln ( )

(6)
(4)
(5)
in 2 3 L(3)
n ( ) + Ln ( ) + 4 Ln ( ) + 5 Ln ( ) ,

n(3) ( ) = 2 Kn(5)( ) L(1)
n ( ) ,

n(5) ( ) = 2 Kn(3)( ) + Kn(6) ( ) + Kn(4) ( ) ,
n(6) ( ) = 2 Kn(5) ( ),
1j L(1)
j ( ),
j =1
c{B,K}
i() ( ) = 1 1i LK ( )
n

(A.24)
500

n(4) ( ) = 2 Kn(5)( ) L(2)
n ( ) ,
(A.25)
with i = 1, . . . , n, = 1, 2, = 3 , and K (c) ( ) = ln(1 + e

The Y -system is

(2)
YB (p + 3) = K (0, 8)(1)
1 (4)1 (0),
(c) ()
) as in (5.17) above.
n1
(1)

YK (p 5) = B (0)L(1)
Li (4n 4i 1) ,
n (0)
i=1
n1
() l [An1 ]

Yj() (4) = LK (0) j1 1 L(j)

k (0) kj
(0)
k=1
j,n1 1 (4)
j,n1 2
(3)
(1)
n (0)(2)
n (0)n (1)
n (1)
(with j = 1, . . . , n 1; = 1, 2 and = 3 ),
(1)
(6)
(5)
(3)
Yn(1) (3) = n1 (0)L(4)
n (0)Ln (0)Ln (1)Ln (2),
(2)
(6)
(5)
(4)
Yn(2) (3) = n1 (0)L(3)
n (0)Ln (0)Ln (1)Ln (2),
(5)
(5)
Yn(4) (1) = L(2)
Yn(3) (1) = L(1)
n (0)n (0),
n (0)n (0),
(6)
(4)
Yn(5) (1) = (3)
n (0)n (0)n (0),
Yn(6) (1) = (5)
n (0).
(A.26)
A.3.4. Case (D) (p = 4n + 5, n 2)
B ( ) = RmB cosh
Bc Lc ( ),
c{B,K}
K ( ) = RmK cosh
Kc Lc ( ) +
n+1

j =1
(1)
1j Lj ( ),
j =1
c{B,K}
i() ( ) = 1 1i LK ( )
n+1

()
ij L()
j ( ) ij Lj ( )
(A.27)
501
with i = 1, . . . , n + 1, = 1, 2, and = 3 .
The Y -system is

(1)
(2)
YB (p + 3) = K (0, 8)1 (4)1 (0),
n1
(1)

(1)
YK (p 5) = B (0)L(1)
(0)L
(0)
Li (4n 4i) ,
n
n+1
i=1

Yj() (4) = LK (0) j1 1 L(j)

(0)
n+1

() l [Dn+1 ]
i (0) ij
i=1
(with j = 1, . . . , n + 1, = 1, 2 and = 3 ).
(A.28)
A.4. Exceptional 21 Y -systems

The well known [62] Y -systems for M3,4 + 21 and M5,6 + 21 are
YK (6) = 1
(A.29)
and
2

Yj (8) =
k (0)
l [A2 ]
kj
(j = 1, 2),
(A.30)
k=1
respectively, with Y1 = Y2 = YK in the second system.

For M4,5 + 21 , a Y -system can be derived from the TBA of [35]. In the current
notation, it can be written as
Y (2) (1) = L(1) (0),
YK (6) =
Y (1) (1) =
L(2) (0)
,
LK (0)
YK (0) LK (4)L(1)(1, 5)
.
Y (2) (0)3 L(1) (3)LK (2)
(A.31)
(The periodicity implied by this system is P = 32/H = 16/9, and the resulting conformal
dimension = 1 1/P = 7/16 matches that of the perturbing operator 21 .)
The remaining exceptional 21 Y -systems can be derived from the TBA equations given
in Section 5 above, and are as follows:
M6,7 + 21 :
YB (9) = K (0, 8)(1)(1, 7)(3)(0, 2, 6)(5)(1, 3, 5)
(6) (0, 4)(4)(2, 4)(2)(3),
YK (1) = B (0)L(1) (0),
6

() l [E6 ]
Y ( ) (1) = LK (0) 1
L (0)
=1
( = 1, . . . , 6).
(A.32)
502
M7,8 + 21 :
YB (10) = K (0, 8)(4)(0)(2)(2)(0)(0, 4)(1)(2, 6)(3)(4),
YK (2) = B (0)L(1) (0),
4
[A5 ]

() l
Y ( ) (2) = LK (0) 1
L (0)
( = 0, . . . , 4).
(A.33)
=0
M8,9 + 21 :
YB (11) = K (0, 8)(1)(3, 5)(2)(1)(3)(4)(4)(0),
YK (3) = B (0)L(1) (0),
Y (1) (3) = LK (0)L(6)(0)L(4) (0)L(5)(1)L(3)(2),
Y (2) (3) = L(6) (0)L(3)(0)L(5) (1)L(4)(2),
Y (3) (1) = (5) (0)L(1)(0),
Y (4) (1) = (5) (0)L(2)(0),
Y (5) (1) = (6) (0)(4)(0)(3)(0),
Y (6) (1) = (5) (0).
(A.34)
M9,10 + 21 :
YB (12) = K (0, 8)(4)(0)(2)(0)(1)(4)(3)(4),
YK (4) = B (0)L(1) (0)L(3)(0),
Y (1) (4) = LK (0)L(2)(0),
Y (3) (4) = LK (0)L(4)(0),
Y (2) (4) = L(1) (0),
Y (4) (4) = L(3) (0).
(A.35)
Appendix B. TBA and Y -systems (12 perturbations)

The mass spectrum for the theory Mp,p+1 + 12 for p = 3, 4, 5 and 6 contains 8, 7, 6
and 6 particle types, respectively. In the region p 10 there are instead only four particles:
two breathers (B1 and B3 ) and two kinks (K1 and K2 ), with masses
mB1 = 2m cos(1 + 22 ),
mB3 = 4m cos(1 + 22 ) cos(1 ),
mK2 = 2m cos(2 ),
mK1 = m,
(B.1)
503
where 1 = (p 2)/(12 + 6p) = (p 2)/H and 2 = 2/(6 + 3p) = 4/H . The four masses
also satisfy the following fusion relation
2 cos(2 )mK1 = mK2 ,
2 cos(2 )mK2 = mK1 + mB3 ,
2 cos(1 )mB3 = mB1 + 2 cos(1 2 )mK2 ,
2 cos(1 )mB1 = mB3 .
(B.2)
We shall introduce a tower of magnonic pseudoenergies determined by the ratio

= 1 /2 = (p 2)/4.
(B.3)
As for the 21 perturbations, there are four distinct families of models, determined by a
continued fraction decomposition:
(A)
p = 4n + 3:

(B)
p = 4n + 4:

(C)
p = 4n + 5:

(D)
p = 4n + 6:
1
= (n 1) + ,
4
1
= (n 1) + ,
2
1
= (n 1) +
,
1 + 13
= n.
B.1. The kernels

First we need the kernels involving the breathers and kinks. These are simply defined as
d
(B.4)
ln Sab ( ) (a = B1 , B3 , K1 , K2 ; b = B1 , B3 ),
d
where the quantities Sab ( ) were defined in Section 3.3. The kinkkink kernels are defined,
as for the 21 -related cases in Section 5, to match the mass fusion relation.
ab ( ) = ba ( ) = i
K2 K1 = K1 K2 ( ) = w B3 K1 ( ) w( ),
K1 K1 ( ) = z K2 K1 ( ),
K2 K2 ( ) = K1 K1 ( ) + B3 K1 ( ),
(B.5)
with
H
,
8 cosh(H /8)
H cosh(H /24)
(B.6)
w( ) =
.
4 3 cosh(H /8)
Some of the extra kernels needed are defined in term of S-matrix elements of the A2 ,
A5 and E6 purely-elastic scattering theories. In general these S-matrix elements can be
written as [78,94]

[g]
{},
Sij ( ) =
(B.7)
z( ) =
[g]
Aij
504
and from these we can define the functions

[g]
Tij ( ) =
(),
(B.8)
[g]
Aij
[g]
where g is A2 , A5 or E6 , and Aij is a set of rational numbers depending on i, j and g,

and the blocks (x) and {x} were defined in (A.2). Then the kernels needed in the TBA are
defined as

d [g]
d [g]
[g]
[g]
ij ( ) = i Sij (p + 2) ,
(B.9)
ij ( ) = i Tij (p + 2) ,
d
2
d
2
and
ij[A2 ] ( ) = ij[A2 ] ( i/H ) + ij[A2 ] ( + i/H ).
(B.10)
B.2. TBA equations and Y -systems for Mp,p+1 + 12

As in Appendix A.3, we illustrate our proposals with a set of graphs, which give a
rough idea of the structure of the TBA equations, and also fix the labelling convention.
Where convenient, we also refer to kink-related quantities using a single label K , rather
than the pair (0, ). For the Y -systems we use the notation defined in Section A.2 with
H = 6(p + 2).
(p = 4n + 3, n 1)
B.2.1. Case (A)
Ba ( ) = RmBa cosh

c{B1 ,B2 ,K1 ,K2 }
Ba ,c Lc ( )
(a = 1, 2),

()
j ( ) = j 0
RmK cosh
505
K ,d Ld ( )
d{B1 ,B2 ,K1 ,K2 }

2

[A2 ]
()
Lj ( )
=1
2

[A2 ]
()
Lj ( )
=1
n1

[A2 ]
lj[Ak n ]
()
Lk ( )
k=0
+ j,n1
6

[E6 ]
L()
n ( )
(j = 0, . . . , n 1, = 1, 2),
=1
( )
n ( ) =
6

[E6 ]
(1)
[E6 ]
(2)
[E6 ] L()
n ( ) + 1 Ln1 ( ) + 2 Ln1 ( )
(B.11)
=1
with = 1, . . . , 6.
The Y -system is

YB1 (p 2) = B3 (0),
n1
(2)

YB3 (p 2) = B1 (0)(2)
i (4n 4i 3) ,
n (0)
i=0
n1
() l [An ]

(0)
Lk (0) kj
Yj() (4) = B3 (0) j0 2 (j)
k=0

j,n1 1
(6)
(5)
(3)
(1)
L(4)
n (0)Ln (0)Ln (1)Ln (2)Ln (3)

j,n1 2
(6)
(5)
(4)
(2)
L(3)
,
n (0)Ln (0)Ln (1)Ln (2)Ln (3)
(with j = 0, . . . , n 1; = 1, 2 and = 3 ),
6
( )
+
() l [E6 ]
( )
Yn (1) = Ln1 (0) 1 2
n (0)
=1
( = 1, . . . , 6).
(B.12)
506
(p = 4n + 4, n 1)
B.2.2. Case (B)
Ba ( ) = RmBa cosh

()
j ( ) = j 0
Ba ,c Lc ( )
(a = 1, 2),
c{B1 ,B2 ,K1 ,K2 }
RmK cosh
K ,d Ld ( )
d{B1 ,B2 ,K1 ,K2 }

2

2

[A2 ]
()
Lj ( )
=1
[A2 ]
()
Lj ( )
=1
n1

[A2 ]
lj[Ak n ]
()
Lk ( )
k=0
+ j,n1
5

[A ]
5 L()
n ( )
(j = 0, . . . , n 1; = 1, 2),
=0
( )
n ( ) =
4

[A ]
[A ]
[A ]
(1)
(2)
5
5
5 L()
n ( ) + 1 Ln1 ( ) + 2 Ln1 ( )
=0
with = 0, . . . , 4.
The Y -system is

YB1 (p 2) = B3 (0),
n1
(2)

YB3 (p 2) = B1 (0)(2)
(0)
i (4n 4i 2) ,
n
i=0
n1
() l [An ]

Lk (0) kj
Yj() (4) = B3 (0) j0 2 (j)
(0)
k=0

(0)
(3)
(1)
Ln (0)Ln (0)Ln (2) j,n1 1
(B.13)
507

j,n1 2
(4)
(2)
L(0)
n (0)Ln (0)Ln (2)
(with j = 0, . . . , n 1; = 1, 2 and = 3 ),
4
[A5 ]
( )
+
() l
( )
Yn (2) = Ln1 (0) 1 2
n (0)
( = 0, . . . , 4).
(B.14)
=0
(p = 4n + 5, n 1)
B.2.3. Case (C)
Ba ( ) = RmBa cosh

j() ( ) = j 0
RmK cosh
2

Ba ,c Lc ( )
(a = 1, 2),
c{B1 ,B2 ,K1 ,K2 }

[A ]
()
2 Lj ( )
=1
+ j,n1
K ,d Ld ( ) +
d{B1 ,B2 ,K1 ,K2 }

n1

[A ]
2

[A2 ]
()
Lj ( )
=1
lj[Ak n ] 2 Lk ( )
()
k=0
2

[A2 ]

[A2 ]
L(+2)
( ) +
L()
n
n ( )
=1
(j = 0, . . . , n 1; = 1, 2),
n(6) ( ) = 2
n(5) ( ) = 2
L(5)
n ( ),
(6)

(5)
Ln ( ) + L(4)
n ( ) + Ln ( ) ,

n(3) ( ) = 2 Kn(1)( ) L(5)
n ( ) ,

n(4) ( ) = 2 Kn(2)( ) L(5)
n ( ) ,

(5)
(4)
n(2) ( ) = 3 Kn(6)( ) + Kn(3) ( ) L(2)
n1 ( ) + 5 Kn ( ) + 4 Kn ( ),
508

(1)
n(1) ( ) = 3 Kn(6)( ) + Kn(4) ( ) Ln1 ( ) + 5 Kn(5) ( ) + 4 Kn(3) ( ),
(B.15)
where K (c) ( ) = ln(1 + e
with g = 3(p + 2)/2.
The Y -system is
(c) ()
), as in (5.17) earlier, and the kernels i are defined in (A.8)

YB1 (p 2) = B3 (0),
n1
(2)

YB3 (p 2) = B1 (0)(2)
(0)
i (4n 4i 1) ,
n
i=0
n1
() l [An ]

Yj() (4) = B3 (0) j0 2 (j)

(0)
Lk (0) kj
k=0
j,n1 1 (4)
j,n1 2
(1)
L(3)
Ln (0)L(2)
n (0)Ln (1)
n (1)
(with j = 0, . . . , n 1; = 1, 2 and = 3 ),
(4)
(6)
(5)
(3)
Yn(1) (3) = L(1)
n1 (0)n (0)n (0)n (1)n (2),
(3)
(6)
(5)
(4)
Yn(2) (3) = L(2)
n1 (0)n (0)n (0)n (1)n (2),
(5)
Yn(3) (1) = (1)
n (0)Ln (0),
(5)
Yn(4) (1) = (2)
n (0)Ln (0),
(3)
(4)
Yn(5) (1) = L(6)
n (0)Ln (0)Ln (0),
Yn(6) (1) = L(5)

n (0).
(B.16)
(p = 4n + 6, n 1)
B.2.4. Case (D)
Ba ( ) = RmBa cosh

c{B1 ,B2 ,K1 ,K2 }
Ba ,c Lc ( )
(a = 1, 2),

()
j ( ) = j 0
RmK cosh
509
K ,d Ld ( )
d{B1 ,B2 ,K1 ,K2 }

2

2

[A2 ]
()
Lj ( )
=1
[A ]
2
()
Lj ( )
=1
n+1

[D
] [A ]
lj k n+2 2
()
Lk ( )
(B.17)
k=0
with j = 0, . . . , n + 1, = 1, 2.
The Y -system is

YB1 (p 2) = B3 (0),
n

(2)
(2)
i (4n 4i) ,
YB3 (p 2) = B1 (0)n+1 (0)
i=0
n+1
() l [Dn+2 ]

Yj() (4) = B3 (0) j0 2 (j)

Li (0) ij
(0)
i=0
(with j = 0, . . . , n + 1; = 1, 2 and = 3 ).
(B.18)
B.3. Exceptional 12 Y -systems

The Mp,p+1 + 12 Y -systems are exceptional for p = 3, 4, 5 and 6. For p = 3, 4 and 6
they are related to the exceptional Lie algebras Er with r = 8, 7 and 6. These systems are
most conveniently written by departing from the conventions used elsewhere in this paper,
and simply labelling the pseudoenergies as 1 ( ), . . . , r ( ). The Y -systems are then [62]:
r

l [Er ]
Yj (p 2) =
k (0) kj
(j = 1, . . . , r),
(B.19)
k=1
where l [Er ] is the incidence matrix of E8 , E7 or E6 for p = 3, 4 or 6, respectively.

The Y -system for M5,6 + 12 is new, and follows from the TBA equations given in
Section 6 above. It is:
YB1 (3) = B3 (0),
YB3 (3) = B1 (0)B5 (0),
YB5 (3) = B3 (0)K2 (2)K1 (0)(1)(1)(2)(0),
YB2 (3) = K1 (2)(1)(1)K2 (0)(2) (0),
YK2 (1) = B5 (0)L(1) (0),
YK1 (1) = B2 (0)L(1) (0),
Y (1) (1) = L(2) (0)LK2 (0)LK1 (0),
Y (2) (1) = L(1) (0).
(B.20)
510
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Conservation laws in the quantum Hall Liouvillian

theory and its generalizations
Joel E. Moore a,b
a Department of Physics, University of California, Berkeley, CA 94720, USA
b Materials Sciences Division, Lawrence Berkeley National Laboratory, Berkeley, CA 94720, USA
Received 27 September 2002; accepted 15 April 2003
Abstract
It is known that the localization length scaling of noninteracting electrons near the quantum Hall
plateau transition can be described in a theory of the bosonic density operators, with no reference
to the underlying fermions. The resulting Liouvillian theory has a U (1|1) global supersymmetry
as well as a hierarchy of geometric conservation laws related to the noncommutative geometry of
the lowest Landau level (LLL). Approximations to the Liouvillian theory contain quite different
physics from standard approximations to the underlying fermionic theory. Mean-field and largeN generalizations of the Liouvillian are shown to describe problems of noninteracting bosons that
enlarge the U (1|1) supersymmetry to U (1|1) SO(N) or U (1|1) SU(N).
These noninteracting bosonic problems are studied numerically for 2 N 8 by Monte Carlo
simulation and compared to the original N = 1 Liouvillian theory. The N > 1 generalizations
preserve the first two of the hierarchy of geometric conservation laws, leading to logarithmic
corrections at order 1/N to the diffusive large-N limit, but do not preserve the remaining
conservation laws. The emergence of nontrivial scaling at the plateau transition, in the Liouvillian
approach, is shown to depend sensitively on the unusual geometry of Landau levels.
PACS: 72.15.Rn; 73.40.Hm
1. Introduction
The original work of Anderson on localization in noninteracting electronic systems [1]
proposes a simple test for the existence of extended states in a disordered system. When an
E-mail address: jemoore@socrates.berkeley.edu (J.E. Moore).
doi:10.1016/S0550-3213(03)00345-6
J.E. Moore / Nuclear Physics B 661 [FS] (2003) 514532
515
electron is added at the origin at t = 0, its mean squared displacement is finite for all times
if all states are localized: R 2 (t) C for some constant C. If there are extended states
in the system, then the electronic motion is diffusive for long times, and R 2 (t) Dt.
These two alternatives are not exhaustive, however. The motion of lowest-Landau-level
electrons in a white-noise potential, starting at t = 0 from a localized wave packet, satisfies
R 2 (t) Ct for 0.79, and numerics suggest that this exponent is a general
property of the universality class of the quantum Hall plateau transition. The physical
origin of this exponent is the two-parameter scaling that describes the Hall transition:
both the diagonal and transverse conductivities are needed to characterize the system [2],
unlike in the zero-field case.
Note that the universal quantity can be defined without any reference to the electron
energy or to the electron wavefunction. The electron density correlations are already
1
sufficient to obtain , which is related to the localization length exponent by = 1 2
.
This insight is the basis of the Liouvillian approach to the plateau transition introduced
by Sinova, Meden, and Girvin [3]. An exact theory which contains can be written down
in terms of the bosonic electron density operators, and while this theory has not yet been
solved, it has been studied analytically in several different limits [46]. Much of the interest
in such noninteracting models stems from the fact that the value of from such models
is consistent with that found in some experimental samples [7]. Adding short-ranged
interactions does not modify this value [8], but the effects of long-ranged interactions are
currently unclear.
This paper discusses the physical origin of critical scaling and anomalous dimensions in
the Liouvillian picture. The bosonic density operators q in the lowest Landau level satisfy
a linear first-order evolution equation; averaging this evolution equation over disorder
cannot be done analytically. However, previous work has considered mean-field and largeN limits where the disorder-averaged theories can be studied analytically (here N is the
number of density flavors, and N = 1 is the physical case). Part of this paper considers
such theories in more detail and shows how the large-N theories represent theories of
noninteracting bosons, which can be studied using Monte Carlo simulations just as for
N = 1.
An important question about the Liouvillian approach is how the seemingly simple
Lagrangian of the density operators can show the nontrivial < 1 scaling behavior
observed numerically. We argue that long-lived fluctuations resulting from a hierarchy
of conservation laws in the Liouvillian formulation cause the scaling. This picture is
supported by analytical and numerical study of mean-field and large-N approximations
which preserve some but not all of these conservation laws. Previous work found
diffusive behavior ( = 1) for the mean-field and large-N limits, with a diverging set
of corrections at order 1/N . These logarithmic corrections occur because of the first
nontrivial conservation law beyond energy and particle number, that of chop, a measure
of the variation in the particle density. Note that these logarithmic corrections occur for
a different physical reason than the logarithmic corrections which appear in the theory of
weak localization [9].
There is a hierarchy of higher conservation laws in the N = 1 problem which are not
preserved in the N > 1 generalizations; these higher conservation laws account for the
516
differences we find numerically between N = 1 and N > 1. These conservation laws can
be expressed compactly in terms of electron translation around polygonal paths. They
essentially reflect the nonindependence of the density operators in an LLL state: there
are many more density operators than independent LLL states, so these density operators
must be related to each other. (Conservation laws in the Liouvillian formalism are also
discussed in [6], but those explicitly involve the disorder potential and, hence, differ from
the geometric conservation laws discussed here.)
The standard field-theoretic description of the quantum Hall plateau transition is as
a nonlinear sigma model with topological term [10]. This description has generated
a great deal of subsequent work and clarified how the plateau transition fits into the
general description of noninteracting localization problems in terms of nonlinear sigma
models (NL Ms). However, it has so far been difficult to find a clear understanding of
how the topological term yields power-law scaling in models with noncompact target
spaces, and efforts to obtain scaling via, e.g., instanton gas calculations are difficult to
confirm numerically. Supersymmetric nonlinear sigma models into compact spaces in two
dimensions can be understood quite thoroughly [11]. These difficulties motivate work
on other approaches such as the Liouvillian, which has already yielded an improved
understanding [4] of the connection between the quantum Hall transition and classical
percolation [12].
Now we explain the connection [3] between the localization length exponent and the
power-law spreading of a wave packet discussed above. The critical exponent describes
the divergence of the localization length near the critical energy:

Ec
(E) = 0
(1)
.
E Ec
An electron added in a typical localized state (not an eigenstate) will project onto states
of many different energies. The density of states is believed to be nonsingular at the critical
energy, so it is reasonable to assume that on average the added electron projects equally
onto states of different energies.
The second assumption needed is that electron motion is diffusive in each state up to
the localization length at that energy, then stops:

2
Dt
if Dt < (E)2 ,
R (t) E =
(2)
2
(E) if Dt (E)2 .
Here D is a diffusion constant with a nonsingular dependence on energy. Then the mean
squared displacement, averaged over energy, is

1
1
R 2 (t) = (Dt)1 2 0 t .
(3)
1
can be verified numerically, as discussed in Section 5.
This prediction = 1 2
The many conservation laws for the density operators mentioned above explain several
previous results on mean-field and large-N theories, and suggest a picture which is
confirmed below by Monte Carlo numerics. A mean-field theory gives only diffusive
spreading of a wavepacket at long times [3]. A slight modification to this mean-
517
field theory allows it to be interpreted as a large-N limit, where N is the number of

flavors of density operators. Then the leading corrections in 1/N include an infinite
series of maximally crossed diagrams, whose sum diverges even though each individual
diagram is finite. The first extra conservation law, of chop, explains this divergence
in the same way that particle number conservation explains the singularity in weak
localization.
Part of this paper shows how the N > 1 generalizations can be represented and
studied numerically as systems of noninteracting bosons in random potentials. The density
evolution for finite systems for 2 N 8, found via Monte Carlo simulations, does
interpolate between the analytic result for N = and the physical N = 1 quantum Hall
problem. However, higher conservation laws at N = 1 do not have equivalents for N > 1,
and as a consequence the logarithmic corrections at order 1/N seem unlikely to indicate
a power law for N > 1. The numerical density evolution for the largest systems studied
at N = 2, which correspond to Liouvillian matrices of size approximately 105 105 ,
is found to behave nearly diffusively for long times, suggesting that the true density
evolution forN > 1 in the thermodynamic limit is diffusive (possibly with logarithmic
corrections), rather than scaling with a power law slower than diffusion as for the physical
case N = 1.
An important difference between the quantum Hall transition and the superficially
similar classical percolation transition is that the former seems numerically to have only
one nontrivial exponent in the spreading of the particle distribution function, while the
latter is multifractal and has different exponents for different moments of the particle
distribution function [13]. Nevertheless, some aspects of the quantum-mechanical spin
quantum Hall transition are exactly described by sums over classical percolation hulls [14].
One known property of the Liouvillian action (which is derived in the following section)
is that truncating higher terms in its nonlocal interaction to make it a local theory leads to
the classical percolation hull problem [4]: the full quantum Hall problem is essentially
the unique generalization of this classical problem to a noncommutative space. Most
applications of noncommutative geometry to the quantum Hall effect have focused on the
plateaus [15,16], which are currently less opaque than the transitions; the integer transition
is a major open problem in condensed matter theory which has a simple statement in terms
of a field theory in noncommutative geometry. In order to be accessible by both condensed
matter and high-energy physicists, this paper attempts to be self-contained and reviews
some previous work in Sections 2 and 3.
The outline of this paper is as follows. Section 2 reviews the Liouvillian theory set
up to calculate the density correlation functions. Section 3 contains analytical results on
this theory and its generalizations to multiple flavors of density operators. The density
operators for a general LLL state are shown in Section 4 to satisfy a hierarchy of
geometric constraints, which in turn implies that the evolution of density operators under
the Liouvillian must preserve a number of conservation laws. The large-N generalizations
of the Liouvillian preserve the first two conservation laws, of particle number and chop,
but not the higher conservation laws. Section 5 uses Monte Carlo simulations of finite-size
realizations of the Liouvillian and its N > 1 generalizations to test the analytic picture
from previous sections, and ends with a summary of the main conclusions.
518
2. Review of the Liouvillian approach

The electron density of a single-particle state in the lowest Landau level has a simple
time evolution which is closed: knowledge of the density at one time determines it for
all later times. The Liouvillian equation of motion for the density operators in a single
disorder realization is derived in the first part of this section. Later sections of this paper
are chiefly concerned with efforts to average this equation over disorder, either numerically
or analytically, and extract information about universal quantities such as .
The noninteracting Hamiltonian of a single 2D electron in a constant magnetic field B z
and random potential v is, after projecting to the lowest Landau level (LLL),

v(q)q .
H=
(4)
q
Throughout this paper, we will assume the strong-field limit and ignore complications
from spin and Landau-level mixing. The random potential components are independent
Gaussian variables:

2v 2
v(q) = 0,
v(q)v q =
q+q .
v(q) = v(q) ,
(5)
L2
The system is on a square of side L with periodic boundary conditions. Each component
2
2
of q takes on N
values, where N = L /(2 ) is the number of flux quanta through the
torus and = h c/eB is the magnetic length.
The equation of motion for the LLL-projected density operator q is

d
q = [H, q ] =
(6)
v q [q , q ].
dt

q
This commutator turns out to take an especially simple form because of the special
geometry of the lowest Landau level.
There is an identity which connects the LLL-projected densities q to the magnetic
translation operators q [17]:
q = eq
2 2 /4
q .
(7)
The magnetic translation operator q translate a given LLL state by

z . The
commutation relation of the q is fixed by the requirement that translation around a closed
path pick up an AharonovBohm phase from the flux through the path:
2

pq
p+q .
[p , q ] = 2i sin
(8)
2
2 q
Using this commutation relation and the Hamiltonian (4), the equation of motion for the
q is
q = iLqq q ,
where the Liouvillian L is

2

2i
q q 2 |qq |2
e 4
Lqq = v q q sin
.
h
2
(9)
(10)
519
Now this evolution of the density and translation operators can be connected to
quantities of direct interest such as the disorder-averaged density correlation function. The
solution to the equation of motion (9) is

ei Lt qq q (0).
q (t) =
(11)
q
Let the averaged density correlation function be defined as

(q, t) i

(t)
Tr q (t)q (0) .
2
N h
(12)
This is the energy integral of the usual energy-resolved density correlation function [3]. Its
significance will become clear in a moment. The solution (11) of the Liouvillian equation
of motion then gives
(t) 2 q 2 /2 i Lt
(13)
e
e
.
qq
h 2
t) is connected to universal quantities such as ,
In order to understand how (q,
suppose that the electron starts at t = 0 in a localized state with given densities q (0) =
t) explains how the initial condition f0 (q) evolves over time, on
f0 (q). The function (q,
average:

(q, t)f0 (q).
q (t) =
(14)
(q, t) i
t) numerically. Now the density operators

Later this equation will be used to estimate (q,
near q = 0 can be used to extract moments of the density distribution in real space: for
example, the squared displacement R 2 = x 2 + y 2 at t = 0 is given by, in the continuum
limit,
2

2
2
R = 2 + 2
(15)
f0 (q).
qx qy
For a localized initial state of one electron, f0 (q) 1 as q 0. At long times t,
1
we expect power-law spreading of the wave packet: R 2 (t) t 1 2 . The corresponding
(q, t) is
statement in terms of
2

1
2
2 + 2
(16)
(q, t) t 1 2 .
qx qy
Hence, the universal quantity is contained in the long-time, small-momentum behavior
(q, t). For simple diffusion, we would have had
(q, t) = eDq 2 t , and R 2 Dt,
of
as expected.
3. Analytic results
The preceding section reviewed how the critical exponent of the plateau transition,
a problem of noninteracting fermions, is contained in the Liouvillian theory of the
520
bosonic density operators. One would like to understand how the special features of
the plateau transition are reflected in the Liouvillian and cause the bosonic fields to
behave in such a complex manner. The first part of this section reviews the meanfield and large-N theories of the Liouvillian. The supersymmetry technique (reviewed
in [18]) is used to obtain a field-theoretic representation of the Liouvillian [3] with U (1|1)
supersymmetry.
The mean-field or large-N limit of the Liouvillian shows diffusion of the density. Corrections to this limit are therefore localizing, i.e., reduce the exponent in R 2 (t) t
to its physical value 0.79. The 1/N correction is examined analytically for evidence
of this localizing effect, and the N > 1 theories are studied numerically in the following
section. As described in more detail in Section 5, the orthogonal large-N theory [5] corresponds to N flavors of bosonic density operators, not to N flavors of (fermionic) electrons;
it is, hence, inequivalent to, e.g., the N -orbital theory of Oppermann and Wegner [19]. The
theory also has some unusual features characteristic of noncommutative-geometric theories, e.g., perturbation theory can be organized in such a way that every individual diagram
is convergent, without any external regularization.
Some analytical results are obtained for a large-N generalization where the symmetry
of the theory is enlarged to U (1|1) SO(N). There are actually many different possible
large-N generalizations, some of which are equivalent to the original N = 1 theory.
We explain in detail the different physical situations corresponding to the orthogonal
generalization U (1|1) SO(N), a unitary generalization U (1|1) SU(N), and the most
symmetric generalization U (N|N), which is actually equivalent to the original N = 1
theory with U (1|1) symmetry. All these supersymmetric theories will become much more
concrete in the following section, when they are realized as different conditions on the
random potentials of a problem of N flavors of noninteracting bosons.
The second part of this section shows how the quantum Hall dynamics cause the
disorder-averaged correlation functions to obey a set of geometric identities. The simplest
of these is related to the conservation of chop, the variation in the density for states
in the LLL. This conservation law is important for understanding how scaling appears at
the transition beyond mean-field theory. The soft mode which appears at order 1/N in
the large-N theory can be shown to exist beyond perturbation theory as a result of this
conservation law.
We begin by reviewing the self-consistent Born approximation to (q, ), which will
later be justified as a large-N limit. The disorder-averaged density propagator (q, )
is represented in perturbation theory to nth order in the potential strength v 2 by diagrams
with a single density line and n interaction lines. The propagator of the magnetic translation
operator has dimensions of time and is defined by
2 l 2 q 2 /2
(q, ) h
(q, ).
e
(17)
The Feynman rules for calculation of this quantity follow from averaging the disorder
potentials in the Liouvillian (10). The bare electron line is ( + i)1 , and the Liouvillian
interaction vertex induced by averaging over disorder has an unusual form:
Lp,p+k Lq+k,q =
4v 2
h 2 L2
e
2 k 2 /2
521
2

2

p k sin
qk
sin
2
2
(18)
Now we use the above rules to write down the self-consistent Born approximation
(SCBA) [3], which sums all the diagrams with no crossing of interaction lines. In a moment
we will show how a very similar approximation emerges as the exact large-N limit of the
Liouvillian. Using double lines to denote the SCBA propagator, we have
=
+ (all noncrossing)
(19)
The resulting self-consistency equation for the self-energy (q, ) is [3]

(q, ) =
2
2
2
8 2 v 2 e |qp| /2 sin2 ( 2 q p)
.
+ i (p, )
h 2 L2 p
(20)
Numerical solution of (20) in the continuum limit N finds a diffusive form for small
h /v and q:
(q, )
1
,
+ iD0 q 2
(21)
with D0 0.965v/h . Note that the SCBA self-energy has a different functional form
ivq 2 /h from that of the first term in perturbation theory in v/ (1 v 2 q 2 /h 2 ),
though both are consistent with the scaling requirement
(q, ) = f (v/, q).
(22)
The above SCBA calculation predicts diffusion at sufficiently long times, or = 1.

We can understand systematically what is missing in the above calculation, and hence
what causes subdiffusive scaling < 1, by first finding a limit in which the SCBA result
is correct. Suppose that the counting of diagrams is modified in the following way (in a
moment the supersymmetric formalism will be introduced to find what theory is described
by these diagrams). Let each density line carry a flavor i = 1, . . . , N , and constrain the
flavor indices at each vertex to be paired as:
(23)
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Simple counting then shows that a noncrossing diagram of n interaction lines with fixed
external indices i = 1 has a total index degeneracy N n . Any diagram with at least one
crossing has at least one constrained choice of index and hence degeneracy smaller by
order 1/N (actually smaller
by order 1/N 2 for this particular theory) in the N limit.
If we redefine v v/ N in order to keep the effective interaction strength finite, then the
large-N limit of this diagrammatic sum is exactly the SCBA result given above.
The theory which corresponds to this modified diagram expansion has the same U (1|1)
supersymmetry as the original N = 1 theory, plus an additional SU(N) unitary symmetry.
It will turn out that a more useful theory for understanding scaling at the plateau transition
has orthogonal rather than unitary symmetry. Now we review the U (1|1) theory which
describes the original N = 1 problem, then consider its different generalizations.
) obtained from the Liouvillian [3] can
The density correlation function (q,
be rewritten as the correlator of a complex boson field in a field theory with
supersymmetry [18]. The theory has one bosonic field and one fermionic field , which
appear symmetrically in the action:
(q, ) = i
D D
D D q q eF () ,

dq q q + q q
F () = i

+

f (1, 2, 3, 4) q1 q2 q3 q4 + q1 q2 q3 q4 + q1 q2 q3 q4 .
1,2,3,4
(24)
The effective interaction from disorder averaging is

1
1
1 1 |q1 q4 |2
2
(q1 + q2 q3 q4 ) sin q1 q4 sin q2 q3 .
f (1, 2, 3, 4) = e
2
2
(25)
The effect of the supersymmetry between the bosonic and fermionic fields can be
understood in terms of the Feynman diagrams defined above: its effect is to cancel
(q, ) except those which contain a single bosonic line running
all diagrams for
through the diagram. Such supersymmetry is a general feature of the field theories which
describe noninteracting quantum-mechanical electrons, but the Liouvillian theory (24) is
superficially quite different from conventional -model descriptions, due to the nonlocal
interaction (25).
The class of large-N generalizations introduced in [5] are of the form (note that here
the definition of ci is slightly modified to reflect standard usage: now ci 2 rather than ci is
the coefficient of a term in the action)
Fgen () = i
N

i=1

dq qi qi + qi qi + Fint ,
Fint =
N

i,j =1
dq1 dq2
523
f (1, 2, 3, 4)
N

j
j
j
j
j
j
c1 2 qi 1 q2 qi 3 q4 + 2 qi 1 q2 qi 3 q4 + qi 1 q2 qi 3 q4

j j
j j
j
j
+ c2 2 qi 1 q2 q3 qi 4 + 2 qi 1 q2 q3 qi 4 + qi 1 q2 q3 qi 4

j j
j
j
j
j
+ c3 2 qi 1 qi 2 q3 q4 + 2 qi 1 qi 2 q3 q4 + qi 1 qi 2 q3 q4
= c1 2
+ c2 2
+ c3 2
(26)
The physical content of these generalizations will become clearer in Section 5, when we
discuss the noninteracting boson problems that generate them upon disorder averaging.
In order to reduce to the original theory at N = 1, we impose c1 2 + c2 2 + c3 2 = 1. The
properties of the generalizations are reviewed only briefly here, since more details are
in [5]. With c3 2 = 1, c1 2 = c2 2 = 0, the only diagrams which survive have just one electron
flavor running all the way through. In this case the theory for any N is just equivalent to
the N = 1 theory, and has a full U (N|N) supersymmetry, as each index can be rotated
independently (this equivalence for the fully symmetric theory is discussed more generally
in [11]).
Other values of the ci give theories which for finite N are physically different from the
N = 1 theory, and are analytically solvable in the large-N limit. The mean-field theory
of [3] corresponds to the large-N limit of the c1 2 = 1 theory, which breaks the U (N|N)
symmetry down to SU(N) U (1|1). This theory was discussed earlier in this section. The
c1 2 = c2 2 = 1/2 theory has a logarithmically divergent 1/N correction [5], whose physical
explanation is discussed in the following section. For this theory the symmetry is further
broken to SO(N)
U (1|1). The N limit is still diffusive, although the diffusivity is
reduced by a factor 2 from the unitary case.
The physical meaning of the N > 1 generalizations is that they correspond to
problems of N different flavors of bosons moving in random potentials. The bosons are
noninteracting and boson number is conserved, as expected since the theories remain
supersymmetric. The U (N|N) case corresponds to random potentials which never scatter
bosons of one flavor into bosons of another flavor: then these are trivially equivalent to
the U (1|1) case since the flavors are independent. The difference between the orthogonal
SO(N) U (1|1) and unitary SU(N) U (1|1) generalizations, for example, is in the
correlations between the random potentials. The numerical results in Section 5 confirm
that these theories are nontrivial generalizations with physics that interpolates between the
N = 1 and N = cases.
4. Conservation laws and polygon identities

The density operators, which are the fundamental quantities in the Liouvillian approach,
must satisfy a very large number of conservation laws. If there are N states in the LLL,
there are N2 different density operators, which cannot be assigned values independently:
524
only some values of the density operators correspond to actual LLL states. A simple
example is that there is no one-electron LLL state with uniform density (i.e., |0 = 1,
|q | = 0 for q = 0). The constraints on allowed values of density operators will turn
out to be important in understanding how approximations to the exact Liouvillian theory.
A convenient way to represent the constraints on density operators is in terms of
geometric polygon identities. Essentially the Liouvillian time evolution must conserve a
huge number of quantities, for any realization of disorder, in order that the density operators
always correspond to an allowed LLL state. The first two conservation laws are relatively
simple and are preserved by the mean-field and large-N theories, but higher conservation
laws contain geometric phase factors and are not always conserved.
The first conserved quantity is simply the particle number: C0 = 0 = 1. The second is
the chop C1 : for all LLL states,
C1

|q |2 = N .
|q ||q | =
q
(27)
Here the sum is extended over the N2 different momenta in the LLL. This conservation
law means that all single-particle LLL states have a certain amount of variation of the
density, in addition to having fixed total density. It prohibits the uniform density state
mentioned above, since then
C1 = 1. Note
that the expectation values make this different
from the trivial statement q q q = q = N2 . These conservation laws clearly have
consequences for correlation functions of the Liouvillian theory, as explained in more detail
below. Now it is shown that C0 and C1 are just the first two of a hierarchy of independent
constraints on the density operators; each constraint induces additional restrictions on
correlation functions of the Liouvillian.
Consider translating an electron around a triangle (Fig. 1) by successive action of q1 ,
q2 , and q1 q2 . In doing so the electron picks up a phase factor set by the signed area of
the triangle,

exp(i) = exp i2 q1 q2 /2 .
(28)
Note that C1 can be thought of as summing over 2-gons, where the electron is first
translated by a vector 2 q z and then in reverse. Such a 2-gon encloses no area, so
= 0. Similarly C0 can be thought of as summing over the 1-gon of zero momentum. The
Fig. 1. The conserved quantity C2 is defined as a sum over triangles such as the above, weighted by the phase
factor ei .
generalization of C0 and C1 to triangles is

2
q1 q1 q1 q2 ei q1 q2 /2 = N2 .
C2
525
(29)
q1 ,q2
Here all three expectation values are taken in one LLL state. Note that periodic or
antiperiodic boundary conditions must be imposed consistently in this sum when q1 + q2
lies outside the original set of N2 momenta, in order to preserve the correct commutation
relations.
A quick proof that these quantities take fixed values for all states in the LLL starts from
the lemma that for any state |, the sum over its N 2 translations, properly normalized,
forms a resolution of the identity:
q ||q
= 1.
(30)
N
q
This can be shown explicitly using, e.g., the Landau basis of LLL states, in which

|q | 4|q | = N 4 .
(31)
Then the commutation relations and (30) can be used to prove by induction the polygon
identity

qi i qi ei = Nn .
Cn
(32)
qi ,1in
Here is the signed flux through the area of the polygon formed by the qi .
These conservation laws imply that the N -body density correlation functions have
singularities at zero total momentum and small frequency. Conservation of particle number
C0 implies, of course, that the one-body density correlation introduced previously has a
singularity at zero momentum:
1
.
(33)
+ i
Conservation of the chop C1 implies a singularity in the two-body correlation function at
zero total momentum, for any initial momentum, but summed over final momentum:

1
2 (q, q, q1 , q1 , ) =
.
(34)
+ i
q
(q = 0, ) =
Similar singularities exist in the three-body and higher correlation functions because of the
higher conservation laws mentioned above, although now the geometric factor ei must be
included in the sum over correlation functions.
The singularity of the two-body correlation function C1 is responsible for the
logarithmic corrections found at order 1/N , where N is the number of density flavors,
in the following way. First, the singularity becomes a diffusive pole for small total
momentum. This is the diffusive pole that appears in the diverging ladder sum which
enters into the maximally crossed diagrams for the one-body correlation function. These
526
diagrams appear at order 1/N , where N is the number of density flavors, causing the
logarithmic corrections discussed in [5] and the preceding section. The conservation of C1
even in the large-N generalizations (see below) explains why there is a diffusive pole from
ladders with two density lines, corresponding to four fermionic lines rather than the two
lines in the diagrams leading to the weak-localization singularity. Hence, the logarithmic
divergence at order 1/N has a different physical origin than the logarithmic divergence in
weak localization.
An important difference between C0 and C1 on one hand, and the higher conservation
laws on the other, is that the N > 1 generalizations still preserve analogues of C0 and C1 :

i
C0i = 0i ,
(35)
C1 =
qi q
i,q
are all conserved, where i = 1, . . . , N . There is no such generalization for the quantities
Cn , n 2. The next section shows how numerical simulations can be used to study
the N > 1 generalizations in the same way as the well understood N = 1 case. The
numerical simulations suggest that preserving the entire hierarchy of conservation laws
Cn is important for obtaining the true anomalous (i.e., not diffusive) scaling.
5. Numerical results
Section 2 derived the Liouvillian equation of motion for the magnetic translation
operators q ,

q (t) = i
(36)
Lqq q (t).
q
This evolution is in the Heisenberg representation: (36) also describes the evolution of the
expectation values q (t) in a specific state, from the initial values q (0).
Recall that the Liouvillian L is an N 2 N 2 matrix for a torus of N states in the
LLL, while the Hamiltonian is only of size N N . Hence direct numerical calculation
of the Liouvillian equation (36) is grossly inefficient compared to evolution of the
ordinary Schrdinger equation i h = H . Previous numerical studies of the Liouvillian
approach [3,6,20] have therefore used the Schrdinger equation to evolve (t): then the
expectation values of the translation operators, and hence densities, are just

q (t) = (t)q (t) .
(37)
So the evolution of the N 2 N 2 -dimensional Liouvillian problem can be found exactly
from the reduced Hamiltonian problem of size N N . The Liouvillian L is, therefore,
quite redundant: for example, its N 2 eigenvalues are just all the differences of pairs of
eigenvalues of H .
Now let us consider a generalization of the Liouvillian equation of motion (9) to N
2 2
flavors of translation operators qi , and associated density operators qi eq /4 q :
ij j
qi (t) = i
(38)
Lqq q (t).
q
527
In a moment we will define the generalized Liouvillian Lij . Before there were N 2
different operators q which had to be evolved; now there are NN 2 operators. This simple
generalization to N flavors will turn out to have far-reaching consequences for the behavior
of (38). The key difference is that for N > 1 there is no underlying Hamiltonian of which
Lij is the Liouvillian; this explains how the N > 1 generalizations of the Liouvillian differ
from previous work on large-N generalized Hamiltonians.
The generalized Liouvillian Lij for N > 1 differs from the original L only in having
multiple disorder potentials v ij :
2

q q 2 |qq |2
2i ij

Lqq = v q q sin
(39)
.
e 4
2
h
There are several possible constraints on the potentials v ij . For instance, if v ij = 0 for
i = j , then flavor is conserved and clearly the dynamics are the same as for N = 1. We
will concentrate on the case of independent Gaussian random variables:
ij
v (q) = 0,
v ij (q) = v ij (q) = v j i (q),
2v 2
v ij (q)v kl q =
(40)
q+q (ik j l + il j k).
2L2
This will turn out to yield the orthogonal generalizations mentioned in Section 3. The
unitary generalizations can be obtained by a weaker constraint on the random potentials:
instead of v ij (q) = v ij (q) , one imposes only v ij (q) = v j i (q) .
With this choice of potentials, the equations of motion (38) for N > 1 do not have a
reduced representation in the same way as the N = 1 problem: the generalized Liouvillian
for N > 1 is not in general the Liouvillian matrix of any smaller matrix. However, note
that (38) is still the equation of motion of a noninteracting disordered problem, and that
the Hilbert space is only polynomial in the system size, rather than exponential as for an
interacting problem. Another important observation is that the N > 1 problems (38), when
disorder-averaged, become exactly the supersymmetric SO(N)U (1|1) theories discussed
in Ref. [5] and Section 3. So the meaning of the supersymmetry of those theories is now
clear: they describe N flavors of noninteracting real bosons, which for N = 1 are density
operators of noninteracting fermions. For N > 1, it is shown below that the bosons cannot
be interpreted as density operators of some underlying fermions.
Now we return to the original N = 1 problem and introduce the numerical methods
which will later be applied for N > 1. The system is on a torus pierced by N flux quanta:
the Landau basis for the N states of the LLL is

1
2
2
k (x, y) =
(41)
e2ik(y/L+m)e(xmLkL/N ) /2 .
2L m
Here L/2 x, y L/2. For definiteness fix N odd: then N = 2Q + 1 and k =
values of momentum in one direction,
Q, . . . , Q in (41).
There are N independent

2
2
spaced by L = 2/ N : qx = nx 2/N , with nx = Q, . . . , 0, . . . , Q.
Now imagine starting the system at t = 0 in the state 0 , which is localized along
the line x = 0. Over time, the wavefunction will spread out under the influence of the
random potential; this spreading can be studied numerically to estimate = 1 (2)1 .
528
The Hamiltonian for a given random potential v(q) is

2 2
H=
v(q)q =
v(q)q eq /4 .
q
(42)
The matrix elements of the translation operators in the basis (41) are [6]
j |nx ,ny |k = ei(nx ny +2j nx ) (j k ny mod N ).
(43)
The approach used here starts with a localized state and evolves it under the Hamiltonian
(42) to calculate the mean squared displacement over time. This approach is almost as
efficient as direct diagonalization of the Hamiltonian for the single-flavor problem N = 1,
but its real numerical advantage is for the large-N generalizations introduced below, where
direct diagonalization is unavailable.
To calculate displacements, we use the expression for x 2 in the LLL for a torus with
N flux quanta:
n

2 2 N 0,0
e
+ N
x =
6
2 /2N
n=1
(1)n (n,0 + n,0 )

.
n2
(44)
This form may be regarded as a discrete approximation to the second derivative with regard
to qx which appears in the continuum limit (15). For the state 0 localized around x = 0,
we have n,0 = 1 and x 2 2 /2 as N . The rotationally invariant state of lowest
angular momentum r as N has x 2 = y 2 = 2 .
We define a quantity Dest (t) which estimates the diffusion constant over the interval
(t/2, t):
Dest (t)
x 2 (t) x 2 (t/2)

.
t/2
(45)
The motivation for using the interval (t/2, t) is to weaken the effect of the ordered initial
condition at t = 0, while still averaging over a long interval in time to decrease the
statistical fluctuations.
Results for Dest (t) for N = 1 are shown for system sizes from N = 81 to N = 441
in Fig. 2. After a short initial period, Dest is observed to decline as a power-law until the
density begins to reach the boundary of the system:
Dest (t) t 0.210.01 0.79 0.01.
(46)
This estimate of corresponds to 2.27 2.5, consistent with the accepted value [21].
Even for fairly small system sizes N 200 there is a significant region where power-law
scaling is observed. Results on the N = 1 system can also be used to estimate the scale of
finite-size effects for N > 1.
The main lesson of the above is that it is possible to estimate from quite small systems
even without diagonalizing the Hamiltonian completely. It is sufficient to be able to observe
the evolution of one initial state for many different disorder realizations. Such evolution is
numerically fast even for the N > 1 problem, where direct diagonalization of the sparse
N 2 N 2 Liouvillian matrices would require a very large amount of memory. The results
in 2 are similar to those reported for one system size in [6], but differ in that we have used
529
Fig. 2. The decrease of the effective diffusion strength Dest (t) with time for three different system sizes. Time
is measured in dimensionless units vt/h,
and the diffusion strength is normalized to the mean-field value. The
solid line shows D t 0.21 , the value quoted in the text.
the full Hamiltonian (42) without truncation, and used Dest (45) to measure displacements.
There is also a recent detailed study of the displacement scaling in long-range correlated
potentials [20].
Now the N > 1 generalizations (38) can be considered using the same technique. The
initial values of the operators are
i
k,l
(0) = i1 0l .
(47)
t) is is estimated,
Then after time t, the disorder-averaged correlation function (q,
following (14), as
1
(2k x /L, t) = k,0
(48)
(q, t) at
In order to calculate , which is determined by the second derivative of
2
q = 0, we recall that the formula for x on the torus (44) is just an approximation to this
derivative in a bounded system. That is, is estimated through
e
N
+ N
s(t)
6
n=1
n2 /2N (1)n ( 1 (t) + 1

n,0
n,0 (t))
2
n
t.
(49)
For large N , s(0) = 1/2 for the initial condition (47). Note that it no longer makes sense
to speak of a wavefunction (t) and displacement |x 2 |. The densities qi (t) cannot
generally be obtained as expectation values in any state i (t) via i (t)|q | i (t).
530
In order to compare N = 2 results

with N = 1 results, the disorder strength v of the
N = 2 problem must be scaled
by
1/
2 relative to the strength of the N = 1 problem.
This is an example of the 1/ N rescaling required to obtain a finite theory as N

in Section 3. Now the generalized Liouvillian equations of motion (38) are integrated
numerically, and the conservation laws of Section 4 can be used used to check the accuracy
of this integration.
Another check on the N = 2 numerics is the following test, which also clarifies
the difference between the N = 2 and N = 1 problems. There are three independent
disorder potentials at each momentum q: v 11 (q), v 12 (q), and v 22 (q). With the added
constraint v 11 = v 22 , there
are odd and even densities which evolve independently:
(q) (q11 q22 )/ 2 evolve like the N = 1 problem in the disorder potentials
v (v 11 v 12 )/ 2. Another way to express this change is that the theorys symmetry

is enlarged from SO(2) U (1|1) to U (1|1) U (1|1) by the extra constraint. Numerics
confirm that this constrained N = 2 theory has Dest (t) equal to that of the N = 1 theory,
and quite different from that of the true N = 2 theory for sufficiently long times.
We now summarize briefly the main conclusions. The large-N generalizations of the
Liouvillian theory of the quantum Hall effect are supersymmetric theories that describe
problems of bosons moving in a disorder potential. They preserve some but not all
of an infinite hierarchy of conserved quantities in the Liouvillian theory, reflecting the
interdependence of the momentum operators. The N > 1 generalizations interpolate
between the N = 1 quantum Hall case and the mean-field theory at N = , and can
be studied numerically using Monte Carlo simulations. We find that an initially localized
wave packet spreads diffusively for sufficiently long times, although the diffusion constant
is significantly reduced from the mean-field value. This study confirms that large-N
generalization of the Liouvillian formalism is a controlled expansion to calculate some
properties of the problem, but suggests that the full hierarchy of conserved quantities is
required to obtain the complete quantum Hall plateau transition.
The spreading of an initially localized state with time is shown for various N in Fig. 3.
As expected, the finite-N theories interpolate between the physical quantum Hall case
(N = 1) and the mean-field theory at N = . For this set of numerics, the system size (49
flux quanta) is too small in order to determine whether the N > 1 theories are diffusive
( = 1) or show anomalous scaling: the wave packet reaches the system boundary before
the asymptotic scaling regime is reached.
For the N = 2 case, system sizes up to 225 flux quanta can be considered in order
to study whether the evolution of a wave packet is diffusive at long times. Fig. 4 shows
the time-dependent diffusion strength D(t) extracted from simulations for N = 1 and
225 states in the LLL, compared to D(t) for N = 2 for the same system size (now the
Liouvillian matrix is of dimension 2(225)2). Note that for the longest accessible times, the
N = 2 problem appears to show D(t) leveling off, so R 2 t, rather than D(t) falling to
zero as a power-law. We note in passing that the time evolution of a state under such large
Liouvillian matrices can be obtained relatively rapidly because the Liouvillian matrices are
quite sparse; finding all eigenvectors and eigenvalues, which is quite simple for the N = 1
Hamiltonian of 225 states, would require a great deal of computer memory and time for
the Liouvillian of the corresponding N = 2 problem.
531
Fig. 3. The evolution of x 2 in units of 2 for a finite torus system of N = 49 flux quanta, for different values
of the flavor index N . The N = result is obtained from analytic solution of the mean-field equations; the
N = 1 solution from direct evolution under the Hamiltonian; and N = 2, 3, 4, 8 from direct evolution under the
generalized Liouvillian.
Fig. 4. The evolution of Dest (t) in units of DN= for a finite torus system of N = 225 flux quanta, for N = 1
and N = 2. Note that while the N = 1 diffusion constant continues to decrease, the N = 2 diffusion constant
initially decreases but at long times begins to level off.
532
Note added
A preprint by V. Oganesyan, J. Chalker, and S. Sondhi [cond-mat/0212232] posted soon
after this manuscripts submission contains a similar conclusion about the behavior of the
generalized Liouvillian, reached using different techniques.
Acknowledgements
The author thanks A. Green, I. Gruzberg, V. Oganesyan, N. Read, and N. Sandler for
useful comments and correspondence. A grant of computer time was provided by the
NERSC facility of Lawrence Berkeley National Laboratory.
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Noncompact Heisenberg spin magnets from

high-energy QCD III. Quasiclassical approach
S.. Derkachov a , G.P. Korchemsky b , A.N. Manashov c,1
a Department of Mathematics, St. Petersburg Technology Institute, 198013 St. Petersburg, Russia
b Laboratoire de Physique Thorique 2 , Universit de Paris XI, 91405 Orsay cedex, France
c Institut fr Theoretische Physik II, Ruhr-Universitt Bochum, 44780 Bochum, Germany
Received 20 December 2002; received in revised form 10 April 2003; accepted 15 April 2003
Abstract
The exact solution of the noncompact SL(2, C) Heisenberg spin magnet reveals a hidden symmetry
of the energy spectrum. To understand its origin, we solve the spectral problem for the model within
quasiclassical approach. In this approach, the integrals of motion satisfy the BohrSommerfeld
quantization conditions imposed on the orbits of classical motion. In the representation of the
separated coordinates, the latter wrap around a Riemann surface defined by the spectral curve of the
model. A novel feature of the obtained quantization conditions is that they involve both the - and
-periods of the action differential on the Riemann surface, thus allowing us to find their solutions by
exploring the full modular group of the spectral curve. We demonstrate that the quasiclassical energy
spectrum is in a good agreement with the exact results.
PACS: 12.38.-t; 04.20.Jb; 03.65.Db; 12.40.Nn
1. Introduction
Exact solution of the spectral problem for quantum-mechanical multi-particle systems
is the central problem in the theory of integrable lattice models [1]. One of the best known
examples of such systems is spin-1/2 Heisenberg spin magnet. The model can be solved
E-mail address: korchems@th.u-psud.fr (G.P. Korchemsky).
1 Permanent address: Department of Theoretical Physics, St. Petersburg State University, 199034
St. Petersburg, Russia.

2 Unite Mixte de Recherche du CNRS (UMR 8627).
doi:10.1016/S0550-3213(03)00340-7
534
S.. Derkachov et al. / Nuclear Physics B 661 [FS] (2003) 533576
exactly by the algebraic Bethe ansatz (ABA) and it has numerous applications [24].
The Heisenberg magnet model can be generalized from the compact SU(2) spins to noncompact spins, living in an infinite-dimensional, unitary representations of the SL(2, C)
group. The corresponding integrable model describes a nearest-neighbour interaction between the SL(2, C) spins and is called the noncompact Heisenberg magnet [5].
The noncompact Heisenberg spin magnets have important implications in high-energy
QCD [6,7]. It is well known that hadronic scattering amplitudes grow as a power of energy
in agreement with the Regge model. In perturbative QCD framework, this behaviour can be
attributed to a contribution of colour-singlet gluonic compound states. These states satisfy
the BartelsKwiecinskiPraszalowicz equation which coincides, in the multi-colour limit,
with the Schrdinger equation for the noncompact SL(2, C) spin magnet. The effective
QCD interaction between N reggeized gluons (N = 2, 3, . . .) occurs on two-dimensional
plane of transverse degrees of freedom (the impact parameter space). It is described by
the Hamiltonian HN , which defines a quantum-mechanical system of N particles with
the coordinates zk = (xk , yk ) and the momenta pk = i k , such that [zk , pn ] = ikn
(k, n = 1, . . . , N and , = 1, 2) with the Planck constant h = 1. To map this system
into a Heisenberg magnet, one introduces holomorphic, z = x + iy, and antiholomorphic,
z = x iy, complex coordinates on the plane and defines the spin operators as
Sk0 = izk pk + s,
Sk = ipk ,
Sk+ = izk2 pk + 2szk .
(1.1)
Here pk = i/zk is a (complex) momentum along the z-direction and the parameter
s = (1 + ns )/2 + is (with ns integer and s real) is a single-particle SL(2, C) spin.
One also defines the antiholomorphic spin operators Sk0 , Sk and Sk+ acting along the
z -direction. They are given by similar expressions with zk and s replaced by z k = zk
and s = 1 s = (1 ns )/2 + is , respectively. The operators Sk and Sn act along
different directions on the z-plane and therefore commute. They satisfy the standard sl(2)
commutation relations
0
+
Sk , Sn = Sk kn ,
Sk , Sn = 2Sk0 kn ,
(1.2)
with the quadratic Casimir operator Sn2 = (Sn0 )2 + (Sn+ Sn + Sn Sn+ )/2 = s(s 1). Similar
relations hold in the antiholomorphic sector. Defined in this way, the spin operators Sk
and Sk are the generators of the unitary principal series representation of the SL(2, C)
group labelled by the pair of spins (s, s), or equivalently integer ns and real s [8]. The
interaction between N reggeized gluons in multi-colour QCD is translated into the nearestneighbour interaction between the spins Sk and Sk for the SL(2, C) Heisenberg magnet at
s = 0 and s = 1 [6,7]
HN =
N
Hk,k+1 ,

Hk,k+1 = H Sk Sk+1 + H Sk Sk+1 ,
(1.3)
k=1
where HN,N+1 = HN,1 and the two-particle Hamiltonian is expressed in terms of the Euler
-function, H (x) = (j (x)) + (1 j (x)) 2(1) with j (j 1) = 2x + 2s(s 1). As
follows from (1.3), HN can be split into a sum of two mutually commuting Hamiltonians
acting along the z- and z -directions.
535
The noncompact SL(2, C) Heisenberg magnet (1.3) is a completely integrable model.

It possesses a large enough set of mutually commuting conserved charges qn and qn
(n = 2, . . . , N) such that qn = qn and [HN , qn ] = [HN , qn ] = 0. The charges qn are
polynomials of degree n in the holomorphic spin operators. They have a particular simple
form at s = 0 [6,7]

qn =
(1.4)
zj1 j2 zj2 j3 zjn j1 pj1 pj2 pjn
1j1 <j2 <<jn N
with zj k = zj zk and pj defined in (1.1). The lowest charge q2 is related to the total
spin of the system h. For the principal series of the SL(2, C) it takes the following values [8]
1 + nh
+ ih ,
(1.5)
2
with nh integer and h real. The eigenvalues of the integrals of motion, q2 , . . . , qN , form
the total set of quantum numbers parameterizing the eigenstates of the model (1.3). As was
already mentioned, at s = 0 and s = 1 the latter define the multi-gluonic compound states
in multi-colour QCD.
In spite of the fact that the noncompact SL(2, C) Heisenberg magnet represents a
generalization of the compact SU(2) spin chain, a very little has been known about
its energy spectrum till recently. One of the reasons is that the exact solution of the
eigenproblem for the Hamiltonian (1.3) represents a difficulty of principle. In distinction
with the compact magnets, the quantum space of the SL(2, C) magnet does not possess
the highest weight and, as a consequence, the conventional methods like the ABA method
[2,4] are not applicable.
The eigenproblem for the noncompact SL(2, C) Heisenberg magnet has been solved
exactly in Refs. [5,9,10] using the method the Baxter Q-operator [1]. This method allowed
us to establish the quantization conditions for the integrals of motion of the model,
q3 , . . . , qN , obtain an explicit form of the dependence of the energy on the integrals of
motion, EN = EN (h , nh , q3 , . . . , qN ), and construct the corresponding eigenfunctions in
the representation of the separated variables [11]. Solving the quantization conditions, we
calculated the spectrum of the noncompact SL(2, C) magnet of spin s = 0 for the number
of particles 2 N 8. Its close examination revealed the following properties of the
model [10]:
q2 = h(h 1) + Ns(s 1),
h=
Quantized values of the charges qk (with k = 3, . . . , N ) depend on the hidden set of

integers = (1 , 2 , . . . , 2(N2) )
qk = qk (h ; nh , ),
(1.6)
where integer nh and real h define the total SL(2, C) spin of the state, Eq. (1.5);
As a function of continuous h , the charges form the family of trajectories in the
moduli space q = (q2 , q3 , . . . , qN ) labelled by integers nh and . Each trajectory in
the q-space induces the corresponding trajectory for the energy EN (see Fig. 2 below)
EN = EN (h ; nh , );
(1.7)
536
For fixed total SL(2, C) spin of the model, Eq. (1.5), the eigenvalues of the highest
1/N
1/N
charge qN define an infinite set of distinct points on the complex qN -plane. At
N = 3 and N = 4 they are located close to the vertices of a lattice built from equilateral
triangles and squares, respectively (see Figs. 4 and 5 below).
Their origin remains obscure mainly due to a rather complicated form of the exact
quantization conditions. The main goal of this paper is to present a physical interpretation
of these properties. Our analysis is based on a generalization of the well-known
quasiclassical methods to noncompact Heisenberg magnets. One might expect a priori that
these methods could be applicable only for high excited states. Nevertheless, as we will
demonstrate below, the quasiclassical formulae work with a good accuracy throughout the
whole spectrum of the noncompact SL(2, C) Heisenberg magnet.
To formulate the quasiclassical solution of the eigenproblem for Hamiltonian (1.3), one
has to consider a classical analog of the noncompact Heisenberg spin magnet [12,13]. From
point of view of classical dynamics, the model describes a chain of N interacting particles
on the two-dimensional z-plane. We use (anti)holomorphic variables on the phase space
and define the coordinates and the momenta of particles as zk = (zk , z k ) and pk = (pk , pk ),
respectively. By the definition, zk and pk take complex values such that z k = zk and
p k = pk .3 The only non-trivial Poisson bracket is given by {zk , pn } = {zk , p n } = kn . The
classical model inherits a complete integrability of the quantum noncompact spin magnet.
Its Hamiltonian and the integrals of motion are obtained from (1.3), (1.1) and (1.4) by
replacing the momentum operators by the corresponding classical functions leading to
{qk , HN } = {qk , qn } = 0. Since the Hamiltonian (1.3) is given by the sum of holomorphic
and antiholomorphic functions, from point of view of classical dynamics the model
describes two copies of one-dimensional systems living on the complex z- and z -lines.
The solutions to the classical equations of motion have a rich structure and turn out to be
intrinsically related to the finite-gap solutions to the soliton equations [14,15]. Namely,
the classical trajectories have the form of soliton waves propagating in the chain of N
particles. Their explicit form in terms of the Riemann -functions was established in [12]
by the methods of the finite-gap theory [14,15]. The charges q define the moduli of the
soliton solutions and take arbitrary complex values in the classical model. Going over to
the quantum model, one finds that q are quantized. In the quasiclassical approach presented
in this paper, their values satisfy the BohrSommerfeld quantization conditions imposed
on the orbits of classical motion of N particles.
In a standard manner, the WKB ansatz for the eigenfunction of the model (1.3) involves
the action function, WKB (z1 , . . . , zN ) exp(iS0 /h ). Due to complete integrability of
the classical system, it can be defined as a simultaneous solution to the system of the
HamiltonJacobi equations
N

S0
k=1
zk
= P,

S0
= qn
qn z,
z
(n = 2, . . . , N),
(1.8)
3 Of course, one can work instead with real, Cartesian coordinates, but our choice is advantageous as it is
dictated by the chiral structure of the Hamiltonian (1.3).
537
where z = (z1 , . . . , zN ) denotes the set of holomorphic coordinates, qn (z, p) stands

for the symbol of the operator (1.4) and P is a holomorphic component of the total
momentum of N particles. The z -dependence of S0 is constrained by similar relations in
the antiholomorphic sector. To find a general solution to Eq. (1.8), one performs a canonical
transformation to the classical separated coordinates [11,14]
SoV

z1 , z2 , . . . , zN z0 , x1 , x2 , . . . , xN1 ,
(1.9)
with z0 the center-of-mass coordinate of the system and xn = (xn , xn = xn ) new collective
(separated) coordinates. As explained in Section 2.1, the classical dynamics in the
separated variables is determined by the spectral curve (equal energy condition)
N :
y 2 = tN2 (x) 4x 2N ,
tN (x) = 2x N + q2 x N2 + + qN1 x + qN , (1.10)
with y(x) = 2x N sinh px and px being the momentum in the separated coordinates. Here
tN (x) is a polynomial of degree N with the coefficients defined by the holomorphic
integrals of motion qn . The spectral curve establishes the relation between the holomorphic
components of the separated coordinates, x and px , for a given set of the energies
q2 , . . . , qN . As we will see below, its properties play the central role in our analysis.
In the separated coordinates, the solution to
the HamiltonJacobi equations (1.8) takes
xk ) with [14]
the form S0 (z0 , x1 , x2 , . . . , xN1 ) = (P z0 ) + N1
k=1 S0 (

S0 x =
x
dx px +
x0
x
d x px = 2 Re
x 0
dx px .
(1.11)
x0
px
Here complex momentum p x =

was defined in (1.10) and x0 is arbitrary. The WKB
expression for the wave function in the separated coordinates, exp(iS0 (z0 , x1 , x2 , . . . ,
xk )
xN1 )/h ), factorizes into a product of single-particle wave functions, QWKB (
exp(iS0 (
xk )/h ). According to (1.10), the momentum, px , and, as a consequence, the action
function S0 (
x ) are multi-valued functions of x. Denoting the different branches of the
x ), one writes the WKB expression for the wave function of the
action function as S0, (
quantum spin magnet as a sum over branches [16,17]

i
A x exp S0, x .
QWKB x =
(1.12)
h
x ) takes into account subleading WKB corrections and is uniquely fixed

The function Ak (
x ). In general, the expression in the r.h.s. of (1.12) is not a single-valued function
by S0, (
of x . For QWKB (
x ) to be well-defined, the charges q have to satisfy the BohrSommerfeld
quantization conditions. One of the main results in this paper is that these conditions can
be expressed in terms of the periods of the action differential over the canonical set of
the - and -cycles on the Riemann surface corresponding to the complex curve (1.10)
Re dx px = h
Re dx px = h 2k1 ,
(1.13)
2k (k = 1, . . . , N 2),
k
with = (1 , . . . , 2N4 ) being the set of integers.
538
The relations (1.13) define the system of 2(N 2) real equations on the (N 2)
complex charges q3 , . . . , qN (we recall that the eigenvalues of the lowest charge q2 are
given by (1.5)). Their solutions lead to the quasiclassical expressions for the eigenvalues
of the integrals of motion of the noncompact spin magnet. As we will demonstrate in
Section 5, these expressions have the form (1.6) and are in a good agreement with the
exact results of Ref. [9,10]. A novel feature of the quantization conditions (1.13) is that
they involve both the - and -periods on the Riemann surface. This should be compared
with the situation in one-dimensional lattice integrable models, like the Toda chain model
[16,18] and the SL(2, R) Heisenberg spin magnet [1921]. There, the WKB quantization
conditions involve only the -cycles, since the -cycles correspond to classically forbidden
zones. In the SL(2, C) spin magnet, the classical trajectories wrap over an arbitrary closed
contour on the spectral curve (1.10) leading to (1.13). This fact allows one to explore the
full modular group [22] of the complex curve (1.10).
The paper is organized as follows. In Section 2 we remind the definition of the
noncompact Heisenberg spin magnet both in the classical and quantum cases. Going over
to the representation of the separated variables we construct the wave function of the
model in terms of the solutions to the Baxter equation. Applying the WKB methods,
we solve the Baxter equation in Section 3 and show that the quasiclassical expression
for the wave function is uniquely defined by the complex curve N introduced in (1.10).
Requiring this function to be single-valued, we obtain the quantization conditions (1.13)
for the integrals of motion qn . In Section 4 we obtain quasiclassical expressions for the
energy and the quasimomentum. Both observables are expressed in terms of the Q-blocks,
which satisfy the holomorphic Baxter equation and have prescribed analytical properties
and asymptotic behaviour at infinity. In Section 5 we analyze the quantization conditions
(1.13) and compare their solutions with the exact results for the energy spectrum. Section 6
contains concluding remarks. Some technical details of the calculations are summarized in
Appendices B and C.
2. Noncompact Heisenberg spin magnet

Let us summarize, following [12,13], the main features of the SL(2, C) Heisenberg spin
magnet in the classical and quantum mechanics.
2.1. Classical model
In the classical case, the model describes the chain of N interacting particles on the
two-dimensional plane with the Hamiltonian (1.3). The classical motion along the complex
z-direction is described by the Hamilton equations
t zk = {zk , HN } =
HN
,
pk
t pk = {pk , HN } =
HN
.
zk
(2.1)
This system is completely integrable and the integrals of the motion are given by (1.4).
Following the quantum inverse scattering method [2], one can describe the classical
539
Heisenberg spin magnet by the Lax matrix

Lk (u) = u 1 + iSk0
+ iSk+
+ iSk
u + iSk0
iSk+
iSk
u iSk0

,
(2.2)
with a being the Pauli matrices. The dynamical variables Sk0 , Sk and Sk+ depend on the
(holomorphic) coordinates and momenta of particles, zk and pk , respectively, and they are
given by the same expressions as in (1.1). The Hamilton equations (2.1) are equivalent to
the matrix Lax pair relation

t Lk (u) = Lk (u), HN = Ak+1 (u)Lk (u) Lk (u)Ak (u),
(2.3)
with Ak (u) being a 2 2 matrix depending on the coordinates and momenta of particles.
The exact integration of the classical equations of motion is based on the Baker
Akhiezer function k (u; t) [15]. By the definition, it satisfies the system of matrix relations
Lk (u)k (u; t) = k+1 (u; t),
t k (u; t) = Ak (u)k (u; t).
(2.4)
Introducing the monodromy matrix as a consecutive product of the Lax matrices, one finds
that it produces the shift of the BakerAkhiezer function along the chain
TN (u) = LN (u) L1 (u),
TN (u)1 (u; t) = N+1 (u; t).
(2.5)
For periodic boundary conditions, zk+N = zk and pk+N = pk , the BakerAkhiezer

function satisfies the BlochFloquet relation
N+k (u; t) = w(u)k (u; t).
(2.6)
According to (2.5), the BlochFloquet factor w(u) is an eigenvalue of the monodromy

matrix. Therefore, it does not depend on the time and satisfies the characteristic equation

det TN (u) w = w2 wtN (u) + u2N = 0.
(2.7)
Here tN (u) = tr TN (u) is a polynomial in u of degree N with the coefficients given by the
integrals of motion, Eq. (1.10). Introducing the complex function y(u) = w u2N /w, one
obtains from (2.7) that y(u) defines the algebraic complex curve (1.10).
The BakerAkhiezer function k (u; t) is a double-valued function on the complex uplane [15]. Its explicit expression in terms of the theta-functions defined on the curve (1.10)
can be found in [12]. We do not present it here since we will not use the BakerAkhiezer
function in the rest of the paper. The function k (u; t) has N 1 simple poles at u = xk
(k = 1, . . . , N 1) and the same number of zeros. Remarkable property of its poles is that
the variables (xk , p(xk )) (with p(u) = ln(w(u)/uN ) and k = 1, . . . , N 1) form the set of
holomorphic separated variables for the classical model, Eq. (1.9). Notice that xk and p(xk )
take arbitrary complex values. This allows one to integrate the equations of motion exactly
and reconstruct the classical trajectories of particles on the Riemann surface defined by the
curve (1.10). The same classical motion describes a soliton wave propagating in the chain
of N particles on the two-dimensional z-plane.
540
2.2. Quantum model

In the quantum case, the eigenfunction of the SL(2, C) Heisenberg spin magnet,
(z1 , . . . , zN ), is defined as a simultaneous eigenstate of the integrals of motion
q2 , . . . , qN , Eq. (1.4), and their antiholomorphic counterparts. Together with the total
momentum of the system, P , their eigenvalues q = (q2 , . . . , qN ) define the total set of
the quantum numbers of the model. Due to chiral structure of the Hamiltonian and the
integrals of motion, the eigenfunction can be decomposed as [23]

(b) z 1 , . . . , z N ,
Cab q, q q(a)(z1 , . . . , zN )
z1 , . . . , zN =
(2.8)
q
a,b
(b) diagonalize the integrals of motion in the holomorphic and

where q(a) and
q
antiholomorphic sectors, respectively, and Cab are mixing coefficients. The function
(z1 , . . . , zN ) is a single-valued function on the two-dimensional plane. It belongs to the
defined in (1.5) (with
principal series of the SL(2, C) group labelled by the spins (h, h)
h = 1 h ) and is normalizable with respect to the SL(2, C) scalar product. In contrast
(a)
(b) acquire nontrivial monodromy
with (z1 , . . . , zN ), the chiral solutions q and
q
when zk encircles other particles on the plane. The quantization conditions for the integrals
of motion q follow from the requirement that the monodromy should cancel in the r.h.s.
of (2.8). The same condition fixes (up to an overall normalization) the mixing coefficients
Cab .
To formulate the quantization conditions it is convenient to switch from the coordinate
z-representation to the representation of the separated variables (SoV) [11]. In this
representation, the wave function takes a factorized form
SoV

x1 )Q(
x2 ) Q(
xN ),
z1 , z2 , . . . , zN z0 , x1 , x2 , . . . , xN1 = ei P z0 Q(
(2.9)
where P is the total momenta of N particles, z0 is the center-of-mass coordinate of
the system and x1 , . . . , xN1 are new collective (separated) coordinates. The explicit
form of the unitary transformation to the SoV representation can be found in [5] (see
also [24] for similar expressions at N = 2 and N = 3). The eigenfunction in the SoV
representation has the following properties. Introducing holomorphic and antiholomorphic
components x = (x, x),
one finds that the possible values of the separated coordinates can
be parameterized by integer n and real as
in
in
,
x = + ,
(2.10)
2
2
so that x = x and i(x x)
= n. Here, as before, one has h = 1. To restore the h dependence one has to substitute n h n. Notice that, in contrast with the classical case,
the separated variables have a discrete imaginary part for finite h .
A single-particle Q-function entering (2.9) satisfies the holomorphic Baxter equation
x =
+ (x is)N Q(x i, x)
= tN (x)Q(x, x),
(x + is)N Q(x + i, x)
(2.11)
in the antiholomorphic
with tN (x) defined in (1.10). Similar equation holds for Q(x, x)
sector with s and qn replaced by s = 1 s and qn = qn , respectively. The solution to the
541
Baxter equations, Q( in/2, + in/2), is a well-defined, regular function of integer n

and real . At large and fixed n it has the following asymptotic behaviour
Q( in/2, + in/2) ei h+hN(s+s ) + ei 1h+1hN(s+s ) ,
(2.12)
where h and h = 1 h define the total SL(2, C) spin of the model, Eq. (1.5), and is
some phase.
The exact solution to Eqs. (2.11) and (2.12) was constructed in Refs. [9,10]. It allowed
us to establish the quantization conditions for the integrals of motion and calculate the
energy spectrum of the model. In this paper we shall present another, quasiclassical
approach to solving the Baxter equations. Although it does not provide the exact solution
for the Q-function, it allows us to elucidate a hidden symmetry of the energy spectrum.
3. Quasiclassical wave function

The quasiclassical approach relies on the observation that the holomorphic Baxter
equation (2.11) resembles a one-dimensional discrete Schrdinger equation. A specific
feature of the model is that x-coordinates entering the Baxter equation takes complex
values (2.10) and the Planck constant equals unity h = 1.4 As a consequence, the
quasiclassical limit corresponds to large values of the energies q2 , . . . , qN in Eq. (1.10).
To perform the large q-limit in (2.11), one introduces an arbitrary auxiliary parameter
and rescales simultaneously the coordinates, x x/, and the charges, qk qk k .
Defining
tN (x) = N tN (x/) = 2x N + q2 x N2 + + qN ,
(3.1)
with qn qn =
as 0, one finds that this transformation allows one to get
rid of large parameters in the Baxter equation (2.11). At the same time, it sets the Planck
constant as h = . Let us look for the solution to the holomorphic Baxter equation in the
WKB form [16,17]

x

i

dx S (x) ,
S(x) = S0 (x) + S1 (x) + O 2 ,
Q(x/) = exp
(3.2)
O(0 )
x0
S (x) = dS(x)/dx
and x0 is an arbitrary reference point. Its substitution into (2.11)

where
leads to the following relations
isN
tN (x)
i
.
,
S1 (x) = ln sinh S0 (x) +
(3.3)
N
x
2
x
One can systematically improve the WKB expansion (3.2) and express subleading
corrections to S(x) in terms of the leading term S0 (x). Similar expressions can be
x).
obtained for solutions to the antiholomorphic Baxter equation Q(
Then, a general WKB
x).
expression for Q(x, x)
is given by a bilinear combination of Q(x) and Q(
2 cosh S0 (x) =
4 In quantum models, like the Toda chain, the Planck constant controls a shift of the argument of the Qfunction in the l.h.s. of the Baxter equation (2.11).
542
3.1. Properties of the WKB expansion

Introducing notation for
px = S0 (x),
y(x) = 2x N sinh px ,
(3.4)
one rewrites the first relation in (3.3) as

y 2 (x) = tN2 (x) 4x 2N .
(3.5)
We notice that, up to rescaling of parameters, y(x) coincides with the hyperelliptic

curve N , Eq. (1.10). The coincidence is not accidental of course. The leading term
of the WKB expansion, S0 (x), satisfies the classical HamiltonJacobi equations in the
separated coordinates. Its derivative, px = S0 (x), defines a (complex-valued) holomorphic
component of the momentum in the separated variables. As such, it belongs to the spectral
curve o the classical model (2.7) for w(x) = x N exp(px ).
The leading term of the WKB expansion (3.2) can be calculated as
x
S0 (x) =
x
dx px =
x0
x0
x

dx

N tN (x) x tN (x) + xpx .

y(x)
x0
(3.6)
Solving (3.5) we find that y(x) and, as a consequence S0 (x), are double-valued functions
on the complex x-plane. To specify two branches of S0 (x), one makes cuts on the x-plane
in an arbitrary way between the 2(N 1) branching points j . The latter are defined as
y(j ) = 0, or equivalently

tN2 (j ) 4j2N = q2 jN2 + + qN 4jN + q2 jN2 + + qN = 0.
(3.7)
According to their definition, the branching points correspond to the special points on
the phase space of the classical system, in which the holomorphic component of the
momentum (in the separated coordinates) takes the values px = 0 and px = i . Two
different solutions to (3.5) give rise to two branches S0,+ (x) and S0, (x) which are
continuous functions of complex x except across the cuts. These functions are transformed
one into another as x encircles the branching point j in the anticlockwise direction
xj

S0,
(x) S0,
(x).
(3.8)
Their asymptotic behaviour at infinity can be found from (3.6) and (3.5) as

S0,
(x)
1/2
q2
i
(h 1/2),
x
x
(3.9)
as x . Here, in the last relation, we replaced q2 = q2 2 by its expression, Eq. (1.5),

and took the limit 0 with |(h 1/2)| = |(ih + nh /2)| = fixed. Notice that the
integration contour in (3.6) does not cross the cuts.
(x) and define S (x) as a
It becomes convenient to combine the two branches S0,
0
single-valued function on the Riemann surface N obtained by gluing together two copies
of the x-plane along the (N 1)-cuts [2j , 2j +1 ] running between the branching points.
543
(x) on one plane (upper sheet) and S (x) = S (x) on

By the definition, S0 (x) = S0,+
0
0,
another one (lower sheet). Then, it follows from Eq. (3.6) that dx S0 (x) is a well-defined,
meromorphic differential on N of the third kind (the dipole differential). It has a pair
+ and P ,
of poles located above the point x = on the upper and lower sheets, P
respectively. Here we used the standard notation for the points on the Riemann surface,
Px = (x, ).
Substituting (3.6) into (3.3), we calculate the first nonleading WKB correction as
S1 (x) =

2N2
i
i
iN
1
y(x) iNs
1
=
+
ln N +
s
.
2
2x
x
4
x j
x
2
(3.10)
j =1
In distinction with the leading S0 -term, the function S1 (x) is well-defined on the complex
x-plane. Therefore, it takes the same value on the both sheets of the Riemann surface N
and its asymptotic behaviour for x is given by

i
1

S1 (x)
(3.11)
Ns
.
x
2
(x), or
Combining together (3.6) and (3.10) we find that the two different branches S0,
equivalently two different sheets of the Riemann surface N , give rise to two independent
WKB solutions to the holomorphic Baxter equation (2.11)
x

i

dx S (x) , S
= S0,
(x) + S1 (x) + O 2 .
Q (x/) = exp
(3.12)
x0
Their asymptotics at infinity can be obtained from (3.9) and (3.11) as

Q+ (x/) x 1hNs ,
Q (x/) x hNs ,
(3.13)
as x . Going over through similar analysis of the antiholomorphic Baxter equation,

(x/).
They can be obtained from (3.12) by

one arrives at the WKB expressions for Q
replacing holomorphic variables by their counterparts in the antiholomorphic sector. In this
way, one gets from (3.13)
+ (x/)
Q
x 1hN s ,
(x/)
Q
x hN s ,
(3.14)
where x = x , s = 1 s and h = 1 h .
3.2. Quantization conditions
Let us construct the quasiclassical solution to the Baxter equation (2.11) as a bilinear
(x/)
combination of the chiral solutions Q (x/) and Q
+ (x/)
(x/).
+ c Q (x/)Q
Q(x/, x/)
= c+ Q+ (x/)Q
(3.15)
Using (3.13) and (3.14) one verifies that the wave function defined in this way has correct
do not enter (3.15)
asymptotic behaviour at infinity, Eq. (2.12). The cross-terms Q Q
(x/)
depend on the
since they do not verify (2.12). The functions Q (x/) and Q
544
reference point x0 , Eq. (3.12), whereas Q(x/, x/)
should not depend on the choice of

x0 . This fixes the x0 -dependence of the coefficients c (x0 ) as (x0 = x0 )

x0

x0

i

dx S (x) + d x S (x)
.
c x0 = c (x0 ) exp
x0
(3.16)
x 0
By the construction, the WKB formula (3.15) is valid for small and x 0 . It
describes the wave function, Q(x, x),
for large values of the separated coordinates,
x x 1/, or equivalently n 1/ in the parameterization (2.10). In this region, one
can ignore the fact that n takes strictly integer values and treat the separated coordinates x
and x as continuous complex, mutually conjugated variables, x = x . We recall that in onedimensional lattice models, the Toda chain [16,18] and the SL(2, R) magnet [1921], the
classical motion in the separated coordinates is restricted to finite intervals on the real xaxis. The WKB wave function is a continuous, single-valued function of real x, oscillating
inside these intervals and vanishing at infinity. Going back to the noncompact SL(2, C)
magnet, one finds that, in distinction with the models mentioned above, the classical motion
in the separated coordinates occurs on the whole two-dimensional x -plane. This suggests
that the WKB wave function Q(x, x = x ) has to be well-defined on the complex x-plane.
In particular, contrary to the chiral solutions to the Baxter equation (3.8), it should have
a trivial monodromy around the branching points j . In other words, Q(x, x ) has to be
a single-valued function on the complex x-plane rather than on the Riemann surface N .
The former condition is much stronger than the latter one and, as we will show below, it
leads to the WKB quantization conditions for the integrals of motion q.
Let us examine the monodromy of the chiral solutions to the Baxter equation, Q (x/),
around the branching points j , Eq. (3.7). Encircling the branching point j on the
complex x-plane, one finds that the leading WKB term S0 (x) is transformed according to
(3.8) while the subleading term S1 (x) stays invariant. Let us explore a freedom in choosing
the reference point x0 in (3.12) and put x0 = j in order to ensure that S (j ) = 0. Then,
it follows from (3.8) and (3.12) that the WKB solutions Q (x) defined in this way are
transformed one into another as x encircles j on the complex plane
xj
Q (x/) Q (x/) (for x0 = j ).
(3.17)
(x/)
at x0 = j j . We
Similar relations hold for the antiholomorphic solutions Q
find from (3.15) that Q(x/, x/)
stays invariant under this transformation provided that

c+ (j ) = c (j )
(j = 1, 2, . . . , 2(N 1)).
(3.18)
These conditions ensure that the quasiclassical wave function (3.15) is a single-valued
function on the complex x-plane. We recall that the branching points are defined as
solutions to Eq. (3.7).
For different x0 , the coefficients c (x0 ) are related to each other according to (3.16).
Therefore, choosing x0 = j and x0 = 0 we obtain from Eqs. (3.16) and (3.18)

j

c+ (0)
2i

(3.19)
= exp
Re dx S0, (x) S0,+ (x) + O() ,
c (0)
545
where j = 1, . . . , 2(N 1) and the integration contour does not cross the cuts on the
complex x-plane. In arriving at (3.19), we applied (3.12) and took into account that
(x)
(x)) . Notice that the exponent in the r.h.s. of (3.19) does not receive
= (S0,
S0,
0
the O( )-correction, since S1 (x) is single-valued on the x-plane. Since the l.h.s. of (3.19)
does not depend on j , one gets from (3.19) the set of consistency conditions

j

2i

Re dx S0, (x) S0,+ (x) + O() = 1.
exp
(3.20)
The quantization conditions (3.19) and (3.20) can be expressed in a concise form in terms
of the contour integrals on the Riemann surface N , Eq. (1.10). We recall that the two
(x) define the dipole differential dx S (x) on . This allows one to rewrite
branches S0,
N
0
(3.19) as
+

P0
c+ (0)
2i

= exp Re dx S0 (x) + O() e2i ,
c (0)
(3.21)
P0
with some (real) constant introduced for later convenience. Here integration goes over
an arbitrary path on N , which starts at the point P0 located above x = 0 on the lower
sheet and ends at the point P0+ above x = 0 on the upper sheet.
Let us define the canonical basis of oriented cycles on N as shown in Fig. 1. The
contour integral in Eq. (3.21) can be uniquely decomposed over this basis as
+
P0
=
P0
j =1
P P +
0
N2
kj
j
N2

j =1
mj
(3.22)
Fig. 1. The canonical basis of oriented - and -cycles on the Riemann surface N . The dotted line represents
the part of the -cycles on the lower sheet. The cross denotes a projection of the points P0 onto the complex
plane. The path P P + goes from the point P0 on the lower sheet to the point P0+ on the upper sheet.
0
546
with kj and mj arbitrary integer. Here, the path P P + goes from the point P0 on the
0
lower sheet to the point P0+ on the upper sheet and it does not cross the canonical cycles
(see Fig. 1). The l.h.s. of (3.21) should not depend on the choice of the integration path, or
equivalently on integers kj and mj in Eq. (3.22). This leads to

Re dx S0 (x)/ = 2k1 ,
(3.23)
Re dx S0 (x)/ = 2k ,
k
with S0 (x) defined in (3.6), k = 1, . . . , N 2 and = (1 , . . . , 2N4 ) being integer. These
relations establish the WKB quantization conditions for the integrals of motion of the
model. In addition, one finds from (3.22) and (3.21)

Re
(3.24)
dx S0 (x)/ = .
P P +
0
The following comments are in order.

Eqs. (3.23) and (3.24) are valid up to corrections suppressed by a second power of .
One can show that this feature is rather general and the WKB expansion in the l.h.s. of
(3.23) and (3.24) goes over even powers of .
We recall that, by the definition, is a small auxiliary parameter which was introduced
in (3.1) in order to formulate the WKB expansion. The spectrum of the model should
not depend on . Indeed, one verifies using (3.6) and (3.1), that the l.h.s. of (3.23) and
(3.24), as well as qn = qn /n , stay invariant under the scaling transformation x x,
and qn qn n . Therefore we may choose in Eqs. (3.23) and (3.24) to our
best convenience, say = 1, but keep in mind, of course, that the WKB approximation
is valid for large values of the charges qn . In this way, one arrives at the quantization
conditions (1.13). Their solutions have the form (1.6) and are parameterized by the set of
integers = (1 , . . . , 2(N2) ).
As we will show in Section 4, the phase in the r.h.s. of (3.24) is closely related to the
quasimomentum N corresponding to the eigenstate (3.15). Evaluating the contour integral
in the l.h.s. of (3.24) and replacing the charges qn by their quantized values, Eq. (1.4), one
can obtain from (3.24) the dependence of the quasimomentum on integers .
A novel feature of the quantization conditions (3.23) compared to the conventional
WKB approach [16,18,25] is that they involve both - and -periods on the Riemann
surface N . We remind that the Hamiltonian of the SL(2, C) magnet is given by the sum of
two one-dimensional mutually commuting Hamiltonians living on the z- and z -lines. If z
and z have been real coordinates, each of these Hamiltonian would have defined quantum
SL(2, R) Heisenberg magnet. The WKB quantization conditions for this magnet look as
follows [17,20,21]
SL(2, R):
(3.25)
dx S0 (x)/ = 2(k + 1/2),
k
with the action differential, dx S0 (x), and the Riemann surface, N , the same as in
the SL(2, C) case, Eqs. (3.6) and (1.10), respectively. A crucial difference between the
547
SL(2, C) and SL(2, R) magnets is that the integrals of motion, qn , and the separated
variables, x and px , take real values in the latter case. As a consequence, the classical
motion in the separated SL(2, R) coordinates is restricted to the intervals on the real xaxis on which tN2 (x) 4x 2N 0 (see Eq. (3.5)). The integration in (3.25) goes along
the cycles (real slices of N ) encircling these intervals on the complex x-plane. In the
SL(2, C) case, the classical trajectories wrap arbitrarily around N and, as a consequence,
the quantization conditions (3.23) involve also -cycles which correspond, from point of
view of the SL(2, R) magnet, to classically forbidden zones.
We shall solve the quantization conditions (3.23) in Section 5.
4. Quasiclassical spectrum
The WKB analysis performed in the previous section allowed us to formulate the
quantization conditions for the integrals of motion, Eq. (3.23), and construct the WKB
expression for the wave function in the separated coordinates, Eq. (3.15). Let us extend
our analysis and evaluate the physical observables of the modelthe energy, EN , and the
quasimomentum, N .
Our starting point will be the expressions for EN and N obtained in Refs. [5,10] within
the method of the Baxter Q-operator (see Eqs. (4.6) and (4.7) below). They are formulated
in terms of the eigenvalue of the Baxter Q-operator, Q(u, u),
which is a function of two
complex spectral parameters, u and u,
such that i(u u)
= n with n arbitrary integer.
The wave function in the SoV representation, Q(x, x)
(see Eq. (2.9)), coincides with this
function for u = in/2 and u = in/2 with real. In this way, Q(u, u)
can be
considered as an analytical continuation of the wave function from the real axis to the
whole complex -plane.
The energy spectrum of the quantum SL(2, C) magnet is related to the behaviour of
the function Q(u, u)
around two special points on the complex -plane corresponding
to u = is and u = i s with (s, s ) being a single-particle SL(2, C) spin, Eq. (1.1). We
notice that this behaviour cannot be deduced from the obtained WKB expression for the
Q-function (3.15) since the latter is valid only for large u and u.
In this Section, we shall
construct an asymptotic expression for Q(u, u),
valid for large charges qn and u, u = fixed,
and use it to calculate the quasiclassical energy spectrum.
4.1. Baxter Q-blocks
To begin with, we summarize, following [10], the main properties of the eigenvalues of
the Baxter Q-operator, Q(u, u).
The function Q(u, u)
can be decomposed into a bilinear
combination of chiral blocks
0 (u)
1 (u),
ei Q1 (u)Q
Q(u, u)
= ei Q0 (u)Q
(4.1)
with arbitrary complex. The blocks Q0 (u) and Q1 (u) satisfy the chiral Baxter
equation (2.11) for arbitrary complex u and fulfil the Wronskian condition
Q0 (u + i)Q1 (u) Q0 (u)Q1 (u + i) =
5 N (iu s)
.
5 N (iu + s)
(4.2)
548
0 (u)
1 (u),
Similar blocks in the antiholomorphic sector, Q
and Q
are defined as

5 N (1 s i u)
1 (u)
Q
=
.
Q0 u
N
5 (s i u)
(4.3)
The Q-blocks are meromorphic functions on the complex plane. Their analytical properties
can be summarized as
Q1 (u) =
5 N (1 s + iu)
,
Q0 u
5 N (s + iu)
Q0 (u) = 5 N1 (1 s + iu)f (u),
0 (u)
Q
= 5 N1 (1 s i u)
f(u),
(4.4)
where f (u) and f(u)

are entire functions. As was already mentioned, at u = x and u = x
with x given by (2.10), Q(u, u)
defines the wave function in the separated coordinates,
Eq. (2.9). The constant in (4.1) is fixed by the requirement that Q( in/2, + in/2)
should not have poles for real . The same condition can be expressed as [10]

Q is + 7, i(1 s ) + 7 = O 7 0 , (4.5)
Q i(1 s) + 7, i s + 7 = O 7 0 ,
for 7 0 and s = 1 s .
The energy and the quasimomentum of the model are expressed in terms of the Qblocks as

0 (i s ) + N ,
EN = 2 Im ln Q0 (is) + 2 Im ln Q
(4.6)

Q0 (is)Q0 (i s )
N = i ln
(4.7)
,
0 (i s)
Q0 (is)Q
where N = 2N Re[(2s) + (2 2s) 2(1)].
Thus, the problem of calculating the energy spectrum of the model is reduced to finding
0 (u).
Their exact expressions were obtained in [10]. In this section
the blocks Q0 (u) and Q
0 (u)
valid for large
we shall obtain asymptotic expressions for the blocks Q0 (u) and Q
charges qn and fixed spectral parameters u and u.
4.2. Asymptotic solutions to the Baxter equation

Let us rewrite the Baxter equation (2.11) for the block Q0 (u) as
(u + is)N q(u) + (u is)N
1
= tN (u),
q(u i)
(4.8)
where the notation was introduced for q(u) = Q0 (u + i)/Q0 (u). We notice that for
large charges qn and fixed u the polynomial tN (u), defined in (1.10), takes large values
|tN (u)| 1. This suggests to expand the solutions to (4.8) in inverse powers of tN (u).
Assuming that one of the terms in the l.h.s. of (4.8) is much smaller than another one, we
obtain two solutions
tN (u)
(u is)N
+ .
+ ,
q (u i) =
N
(u + is)
tN (u)
Here, ellipses denote subleading corrections controlled by the parameter

(u is)N (u i(1 s))N

1.

tN (u)tN (u i)
q+ (u) =
(4.9)
(4.10)
549
Eq. (4.9) gives rise to two linear independent asymptotic solutions for the block Q0 (u).
The general expression for Q0 (u) with the prescribed analytical properties (4.4) takes the
form
(as)
Q0 (u) =
5 N1 (1 s + iu)
1
+ (u) + N
(u),
5(s iu)
5 (s + iu)
(4.11)
where (u) are entire functions satisfying the functional equations

+ (u + i)
= i N tN (u),
+ (u)
(u i)
= i N tN (u).
(u)
(4.12)
It is important to realize that the particular form of the ratio of the 5-functions in the r.h.s.
of (4.11) is uniquely fixed by analytical properties of the block Q0 (u), Eq. (4.4). If any
5-function in (4.11) was substituted as 5(x) 1/ 5(1 x), one would obtain another
solution to the Baxter equation (4.8) (up to corrections suppressed by the factor (4.10)) but
its pole structure would be different from (4.4).
The Q-block in the antiholomorphic sector is given by similar expression
5 N1 (1 s i u)
1
(as) (u)
+ (u)
(u),
=
+ N
Q
0
5(s + i u)
5 (s i u)
(4.13)
entire functions satisfying the relations

with (u)
+ (u i)
= (i)N tN (u),
+ (u)
(u + i)
= (i)N tN (u).
(u)
(4.14)
Here tN (u)
is given by (1.10) with the charges qn replaced by their antiholomorphic
= tN (u ) . Substituting (4.11) and (4.13) into (4.3)
counterparts qn = qn , so that tN (u)
we obtain

sin((s + iu)) N
1
5 (1 s + iu) + u + N
u
Q(as)
,
1 (u) =
5 (s + iu)

sin((s i u))
1
(as) (u)
5 N (1 s i u)
u
Q
=
+ u + N
.
1
5 (s i u)
(4.15)
To solve (4.12) and (4.14) one factorizes the polynomial tN (u), Eq. (1.10), as
tN (u) = 2uN + q2 uN2 + + qN = 2
N

(u k ).
(4.16)
k=1
For arbitrary, large qn 1/n its roots take, in general, large complex values, n 1/
and satisfy the sum rules

(4.17)
k = 0,
k n = q2 /2,
...,
k = (1)N qN /2.
k
k>n
Substituting (4.16) into (4.12) one can write a particular solution for + (u) in the form
(naive)
(u) eu 2iu
N

k=1
5(ik iu).
(4.18)
550
As before, substituting 5(x) 1/ 5(1 x) in the r.h.s. of (4.18) one can get yet another
solution to (4.12). To fix this ambiguity we require that + (u) has to be an entire function
of u in the region u 0 . Therefore, the product of the 5-function in the r.h.s. of (4.18)
should not generate poles for u 0 . Decomposing k into real and imaginary parts,
5(ik iu) = 5(i Re k Im k iu), one finds that in spite of the fact that k 1/,
the roots with Im k 1/ and Re k 0 generate the sequence of poles located at
iu = i Re k Im k + n 0 with n integer such that n Im k and [ ] denoting the
entire part.
This suggests to separate all roots in (4.18) into two sets according to Im k 0 and
Im k < 0 and look for the solutions to (4.12) in the form
+ (u) = a+ (u)+ (u),
(u) = a (u) (u),
(4.19)
where the notation was introduced for the basis functions

+ (u) = 2iu
Im k 0
Im k <0
(u) = 2iu
5(ik iu)
5(ik + iu)
Im k 0

Im k <0
1
,
5(1 ik + iu)
1
.
5(1 + ik iu)
(4.20)
In these expressions, the roots with Re k 0 do not generate spurious poles. In similar
manner, the solutions to the antiholomorphic relations in (4.14) are given by

+ (u)
= a + (u)
+ u ,

(u)
= a (u)
u .
(4.21)
Substituting (4.19) and (4.21) into (4.12) and (4.14), respectively, we find that the functions
a (u) and a (u)
are entire (anti)periodic functions satisfying the functional relations
a (u i) = (1)N a (u),
a (u i) = (1)N a (u).
(4.22)
Here, N denotes the number of roots (4.17) with Im k negative

N =

Im k <0
1,
N+ =
1,
N+ + N = N.
(4.23)
Im k 0
Inserting (4.19) and (4.21) into (4.11) and (4.13), one obtains asymptotic expressions for
0 (u).
the Baxter blocks Q0 (u) and Q
They depend however on four yet undefined functions
a (u) and a (u).
Additional constraints on these functions are derived in Appendix A
(see Eq. (A.14)). They come from two different sources. First, one has to ensure that
the obtained expressions for the blocks verify the Wronskian condition (4.2). Second, for
u = in/2 and u = u (with real and n integer) the function Q(u, u)
coincides with
the wave function in the separated coordinates. Substituting the asymptotic expressions for
the blocks into (4.1) and continuing the resulting expression to the region of large u, one
should be able to match it into analogous expression for the WKB wave function (3.15).
The matching procedure is performed in Appendix A.
551
4.3. Energy spectrum

According to (4.6) and (4.7), the energy and quasimomentum are related to the
0 (u)
around the points u = is and u = i s .
behaviour of the blocks Q0 (u) and Q
Substituting the obtained asymptotic expressions for the blocks, Eqs. (4.11) and (4.13),
into the expression for the quasimomentum, Eq. (4.7), one finds after some calculation
(see Appendix B for detail)
+
dx S0 (x) = 2 Re
N = 2 = 2 Re
P P +
0
P0
dx S0 (x)
(mod 2).
(4.24)
P0
Here in the second relation we replaced the phase by its expression (3.24) and put = 1.
The contour integral in the r.h.s. of (4.24) depends on the integrals of motion qn . Since the
possible values of the quasimomentum are given by N = 2/N with being integer, one
should expect that for qn satisfying the quantization conditions (3.23) the integral takes the
same quantized values. Indeed, we demonstrate this property in Appendix B by an explicit
calculation of (4.24).
The calculation of the energy (4.6) goes along the same lines (see Appendix B). It leads
to the following asymptotic expression for the energy

(as)
= 4 ln 2 + 2 Re
(1 s ik ) + (s ik ) 2(1)
EN
Im k 0
+ 2 Re

(1 s + ik ) + (s + ik ) 2(1) .
(4.25)
Im k <0
Here, the sum goes over the (complex) roots of the polynomial tN (u), Eqs. (4.16)
and (4.17). By the definition, their total number equals the number of particles, N , and
their values depend on the integrals of motion qn . Since the latter are quantized according
to (1.6), the relation (4.25) establishes the dependence of the energy on the total set of
quantum numbers, Eq. (1.7).
The obtained expression for the energy (4.25) is symmetric under s 1 s. This is in
agreement with the fact that the SL(2, C) representations of the spin s and 1 s are unitary
equivalent and, as a consequence, the corresponding spin magnets should have the same
energy spectrum.
According to (4.25), the roots with Im k > 0 and Im k < 0 provide different
contribution to the energy. To elucidate this property let us examine (4.25) for the SL(2, C)
spin s = 0
N

(as)
1 + i Re k + | Im k |
EN s=0 = 4 ln 2 + 2 Re
k=0

+ i Re k + | Im k | 2(1) ,
(4.26)
where k are roots of the polynomial tN (u), Eq. (4.16). We recall that the Euler -function
has poles at nonpositive integer values of its argument. In the r.h.s. of (4.26) these poles
are never approached for arbitrary charges qn provided that qN = 0.
552
(s=0)
Fig. 2. Dependence of the energy EN

on the total spin h = 1/2 + ih for the three lowest eigenstates at N = 3
(left panel) and N = 4 (right panel). The solid lines denote the exact energy from Refs. [9,10], the dotted lines
describe the asymptotic expression (4.26) calculated for the exact charges q3 and q4 .
Let us compare the asymptotic expression for the energy, Eq. (4.26), with the results of
the exact calculation [9,10]. For the sake of simplicity, we choose the total Lorentz spin
of the model to be nh = 0, so that the total SL(2, C) spin (1.5) equals h = 1/2 + ih ,
(as)
and examine the dependence of the energy EN |s=0 on real h along a few lowest lying
trajectories at N = 3 and N = 4. Applying (4.26) and (4.16), we substitute q2 = 1/4 + h2
and replace the charges q3 , . . . , qN by their exact values found in Refs. [9,10]. Comparison
with the exact expression for the energy is shown in Fig. 2. We recall that Eqs. (4.25)
and (4.26) were obtained to the leading order of the WKB expansion under assumption that
the energies q2 , . . . , qN are large. Therefore, it is not surprising that the quasiclassical
expression for the ground state trajectory agrees with the exact energy only for h > 1. At
the same time, for the excited trajectories the agreement is rather remarkable (especially at
N = 4) even for smaller h .
In Section 3.2 we already drew the analogy between the quantization conditions for the
SL(2, C) and SL(2, R) magnets. It can be further extended to the asymptotic expressions
for the energy. For the SL(2, R) magnet the corresponding expression looks like [1921]
SL(2, R):
(as)
EN s=0
N

(1 + ik ) + (ik ) 2(1) .
= 2 ln 2 + Re
(4.27)
k=0
Here, in distinction with the SL(2, C) case, the roots k take strictly real values. Similarity
between Eqs. (4.26) and (4.27) suggests that there should exist a relation between the
energy spectrum of the SL(2, C) and SL(2, R) magnets. Indeed, it can be shown that the
latter can be obtained from the former by analytical continuation in the total spin of the
system, Eq. (1.5), from real h to pure imaginary h .
5. Solving the quantization conditions

In previous section we derived the WKB quantization conditions for the integrals of
motions of the SL(2, C) magnet, Eq. (3.23), and obtained the expressions for the energy
553
Fig. 3. Flow of the quantized values of the integrals of motion q = (q2 , . . . , qN ) with h .
spectrum, Eqs. (4.25) and (4.24). In this section, we shall solve the quantization conditions
(3.23) and reconstruct a fine structure of the spectrum.
The general solutions to (3.23) have the form (1.6). The spectrum of quantized charges
qn is parameterized by the set of integers = (1 , . . . , 2N4 ) entering the r.h.s. of (3.23),
as well as by continuous real h and integer nh defining the total SL(2, C) spin of the
magnet, Eq. (1.5). We recall that the quantization conditions (3.23) involve the periods of
the action differential over the canonical basis of oriented cycles, = (1 , . . . , N2 )
and = (1 , . . . , N2 ), on the Riemann surface N of genus g = N 2. The definition
of this basis on N is ambiguous [22]
= a + b ,
= c + d ,
where a, b, c and d are (N 2) (N 2) matrices with integer entries such that

0 1
0 1
a b
t
Z=
,
Z=
,
det Z = 1,
Z
1 0
1 0
c d
(5.1)
(5.2)
so that Z Sp(N 2, Z). Notice that Z SL(2, Z) for N = 3. The spectrum of the
model should not depend on the choice of the basis. Indeed, the quantization conditions
(3.23) stay invariant under the Sp(N 2, Z) transformation (5.1) provided that the integers
odd = (1 , . . . , 2N5 ) and even = (2 , . . . , 2N4 ) are transformed in the same way
odd odd = a odd + b even ,
even even = c odd + d even .
(5.3)
This relation establishes the correspondence between two different solutions to the
quantization conditions labelled by the sets of integers and .
As was shown in Ref. [10], quantized values of the charges, qn (; nh , ), form the
family of one-dimensional nonintersecting trajectories on the (N 1)-dimensional space
of q = (q2 , . . . , qN ) (see Fig. 3). Each member of the family is labelled by integers nh
and , while the proper time along the trajectory is defined by h . The quasiclassical
approach allows us to reconstruct the trajectories in two different limits: (i) = large and
h = fixed; (ii) = fixed and h = large. In the both cases, the integrals of motion take
554
large values, so that the quasiclassical approach is applicable. In the first case, we shall
find the points on the q-space, at which the trajectories pierce the hyperplane h = fixed,
and demonstrate that their positions define a lattice-like structure on the moduli space (see
Fig. 3). In the second case, we shall describe the flow of these points with h along the
trajectories.
5.1. Lattice structure
Before we proceed with evaluating the contour integrals entering (3.23), let us rewrite
the quantization conditions in a slightly different form. From the expression for the
quasimomentum (4.24) one gets

2
N = 2 Re
(5.4)
(mod 2).
dx S0 (x) =
N
(k )
Here the integration contour (k ) goes from the point P0+ above x = 0 on the upper
sheet of N to the branching point k , encircles it and goes to the point P0 on the
lower sheet of N . The quasimomentum N describes the transformation properties
of the eigenfunction under the cyclic permutations of N particles, (z2 , . . . , zN , z1 ) =
eiN (z1 , . . . , zN1 , zN ). Its value satisfy exp(iNN ) = 1, so that is integer in the r.h.s.
of (5.4), 0 N 1. One concludes from (5.4) that

1
Re
dx S0 (x) = + nk ,
(5.5)
N
(k )
with k = 1, . . . , 2(N 1) and nk integer. Remarkably enough, the quantization conditions

(3.23) are equivalent to the system of equations (5.5). To seethis, one rewrites
the
and
-periods of the action differential as (see Fig. 1) k = (2k+1 ) (2k ) and k =

(1 ) (2k ) . Substituting these relations into (3.23), one finds that the quantization
conditions (3.23) can be expressed as a linear combination of integrals entering the l.h.s.
of (5.5). In this way, one establishes the correspondence between two sets of integers
n2k+1 n2k = 2k1 ,
n1 n2k = 2k .
(5.6)
Eq. (5.5) involves a rather complicated contour integral on the hyperelliptic curve N .
Although it is straightforward to calculate it numerically for a given set of the integrals of
motion q, this does not allow us to understand a general structure of solutions to (5.5).
To this end, let us examine the quantization conditions (5.5) in the limit

qn = O 7 (n2)/2 ,
qN = O 7 N/2
q2 = O 7 0 ,
(5.7)
with 7 1 and n = 3, . . . , N 1. This hierarchy corresponds to large q3 , . . . , qN and
fixed q2 . The main advantage of (5.7) is that the spectral curve N , Eq. (1.10), simplifies
significantly and integration in (3.23) can be performed analytically. Indeed, after the
scaling transformation x (qN /4)1/N x, y qN y the spectral curve (1.10) takes the
form

N(as) : y 2 = x N + 1 + pN2 (x) 1 + pN2 (x) + O 7 2 ,
(5.8)
where
pN2 (x) =
N1
un x
Nn
n=2

qn qN n/N
un =
= O(7).
4 4
555
(5.9)
(as)
Comparing (5.8) with (1.10) and (3.7), we find that N branching points of the curve N
are located at the vertices of the N -polygon, whereas the remaining N 2 points are
located on the complex plane far from the origin

k(as) = O 7 1/(N2) ,
m(as) = ei(2m1)/N ,
(5.10)
where m = 1, . . . , N and k = N + 1, . . . , 2(N 2).
It becomes straightforward to evaluate the hyperelliptic integral in (5.5) for the first set
of the branching points in (5.10) (see Appendix B for detail). Combining together (B.13),
(B.14) and (5.5) we find the system of (N 2) equations for the integrals of motion

N

1 1
1 N 1
ei(2k1)/N nk ,
(u2 uN ) B ,
=
uN NB ,
2 N
2
N
k=1

N

1 m
1 N m
(um+1 uN ) B ,
=
(uN+1m uN ) B ,
ei(2k1)m/N nk ,
2 N
2
N
k=1
(5.11)
with m = 2, . . . , N 2. Here B(x, y) = 5(x)5(y)/ 5(x + y) is the Euler beta-function,
the moduli um were defined in (5.9) for 2 m N 1 and uN = (qN /4)1/N . One also
gets the following relation for the quasimomentum
=
N
nm
(mod N).
(5.12)
m=1
These relations were obtained in the small-7 limit and they hold up to corrections 7 3/2 .
Notice that the sums in the r.h.s. of Eqs. (5.11) and (5.12) depend only on a subset of
integers n1 , . . . , n2N4 corresponding to the first set of the branching points in (5.10).
Comparing the small-7 asymptotics of the both sides of (5.11) one finds from (5.9) that
nk 7 1/2 . Then, Eq. (5.6) leads to k 7 1/2 .
Replacing in (5.11) the moduli un by their explicit expressions (5.9), one obtains the
system of (N 2) equations for the integrals of motion q3 , . . . , qN . Since the second
relation in (5.11) is invariant under m N m, the number of independent relations
reduces to (N 1) real equations and, therefore, the system (5.11) is undetermined. The
remaining quantization conditions follow from the analysis of the integral (5.5) for the
second set of the branching points in Eq. (5.10). A straightforward calculation shows that
the corresponding n-integers, entering the r.h.s. of (5.5), scale in the limit (5.7) as nk 7 1/2
and, therefore, they induce subleading WKB corrections.
The quantized values of the highest charge qN can be calculated from the first relation
in (5.11). One finds after some algebra the following remarkable expression

2

4

q2 2N 2
5(1 + 2/N)
1/N

qN =
cot(/N) Q(n)
,
+ O Q(n)
Q(n) 1 +
N 2
5 2 (1/N)
(5.13)
556
where the notation was introduced for the Fourier series

Q(n) =
N
nk ei(2k1)/N ,
(5.14)
k=1
and q2 = 1/4 + (h + inh /2)2 N(s + ins /2)2 according to (1.5).

The sum in the r.h.s. of (5.14) is invariant under simultaneous shift of integers, nk
nk + a. This transformation changes the value of in Eq. (5.12), but leaves invariant the
quasimomentum N = exp(2i/N). Therefore, qN1/N and N depend on the differences
nk nk+1 , which in their turn can be expressed in terms of the -integers with a help of
(5.6). To obtain the corresponding expressions for qN1/N and N one chooses the gauge
n1 = 0 and substitutes in (5.14) and (5.12)
n2k = 2k ,
n2k+1 = 2k1 2k ,
(5.15)
with k = 1, . . . , N 2. It follows from (5.13) that, to the leading order of the WKB
1/N
expansion, qN does not depend on the total SL(2, C) spin h = (1 + nh )/2 + ih . The hdependence enters into (5.13) through the nonleading correction, which becomes smaller
as one goes to higher excited states with larger nk .
5.1.1. Special case: N = 3
For N = 3 we find from (5.13) and (5.12) the quantized values of the charge q3

1/2
3
5 3 (2/3) 1
1/3
(n
(n
q3 =
(5.16)
,
1 2n2 + n3 ) + i
3 n1 ) + O 7
2
2
2
and the quasimomentum = n1 n2 n3 , with n1,2,3 7 1/2 . Here, for simplicity we
did not include the nonleading correction q2 . Using (5.6) one rewrites these relations as5

3
5 3 (2/3) 1
(1 + 2 ) + i
(1 2 ) ,
2
2
2
2
3 (1 , 2 ) = (1 + 2 ) (mod 2).
3
1/3
q3 (1 , 2 ) =
(5.17)
1/3
Thus, to the leading order of the WKB expansion, the quantized charges q3 (1 , 2 ) are
located on the complex plane at the vertices of the lattice built from equilateral triangles.
As one can see from Fig. 4, Eq. (5.17) is in a good agreement with the exact results.
Notice however that the exact values of q3 do not approach the origin, so that a few lattice
vertices remain vacant. Since the corresponding q3 are small, one should not expect the
WKB approach to be applicable in this region. Indeed, one can verify that for |q3 | < 3 ,
the first nonleading WKB correction to the periods a(q3 ) and aD (q3 ) becomes comparable
with the leading order contribution.
5 To make the correspondence with Ref. [10], one has to redefine integers as + and .
1
2
1
1
2
2
1/3
Fig. 4. Lattice structure at N = 3. Crosses denote the exact values of q3

the points defined in Eq. (5.17).
557
at q2 = 1/4. Dotted lines intersect at
5.1.2. Special case: N = 4

For N = 4 the spectrum of the magnet is parameterized by two quantum numbers q3
and q4 . From (5.13) one gets the charge q4 as

5 2 (3/4) 1
i
1/4
q4 =
(n1 n2 n3 + n4 ) + (n1 n2 + n3 + n4 ) + O 7 1/2 ,
4
2
2
(5.18)
where, in general, n1,2,3,4 = O(7 1/2 ). The quasimomentum (5.12) is equal to
4 = = (n1 + n2 + n3 + n4 ) (mod 2).

(5.19)
2
2
To find the charge q3 , we apply the second relation in (5.11) at N = 4, m = 2 and use the
definition of the moduli (5.9)

q3
Im 1/2 = (n1 + n2 n3 + n4 ) + O 7 3/2 .
(5.20)
q4
As was already explained, the system (5.11) is undetermined and it does not fix the charge
q3 completely. The additional relation on q3 comes from the analysis of the branching
points in (5.10) located far from the origin.
The solutions to (5.18) and (5.20) are parameterized by three integers 1 = n3 n2 ,
2 = n1 n2 and 4 = n1 n4 . To reveal the properties of the spectrum, it is more
convenient to introduce their linear combinations

m1 = (n1 n2 n3 + n4 )/2 = (n1 + n4 ) + ,
2

m2 = (n1 n2 + n3 + n4 )/2 = (n3 + n4 ) + ,
2
(5.21)
558
where integer defines the quasimomentum (5.19). Notice that m1,2 are integer for
= even and half-integer for = odd. Choosing the gauge n1 = 0, one rewrites (5.18)
and (5.20) as

m2
5 2 (3/4) m1
1/4
q4 =
+ i + O 7 1/2 ,
2
2
2

q3
Im 1/2 = 2 m1 m2
(5.22)
+ O 7 3/2 ,
2
q
4
where m1 = (1 + 22 4 )/2, m2 = (1 4 )/2 and m1,2 = O(7 1/2 ). Let us examine
these expressions in more detail. It is instructive to consider separately the N = 4
eigenstates with q3 = 0 and q3 = 0.
For the eigenstates with q3 = 0 one finds from (5.20) that n1 + n3 = n2 + n4 . As a
consequence, the quasimomentum of these states, 4 = /2 = (n1 + n3 ), takes the
values 4 = 0, (mod 2), while m1 = n1 n2 and m2 = n3 n2 are strictly integer.
Thus, the quantized values of q4 for the eigenstates with q3 = 0 are described by the first
1/4
relation in (5.22) with m1,2 integer. They form a square lattice on the complex q4 -plane
whose vertices are specified by the pair of integers (m1 , m2 ). For m1 m2 = even, = 0
(mod 4) and the quasimomentum equals 4 = 0. For m1 m2 = odd, = 2 (mod 4) and
the quasimomentum equals 4 = .
For q3 = 0 the eigenstates can be separated into two groups according to their
quasimomentum, 4 = 0, and 4 = /2. Let us visualize the solutions to (5.22) as
1/4
1/4
points on the three-dimensional -space with the coordinates 1 = Re q4 , 2 = Im q4
1/2
and 3 = Im(q3 /q4 ).
4 = 0, : one finds from (5.21) and (5.19) that is even and m1,2 are integer.
According to (5.22), q41/4 does not depend on . Therefore, choosing 2(m1 m2 ) =
0, 2, 4, . . ., one finds that the solutions to (5.22) define an infinite set of identical
square lattices in the -space. They run parallel to the (1 , 2 )-plane and cross the 3 1/4
axis at 3 = 0, 2, 4, . . .. The projection of the lattices on the complex q4 -plane is
shown in Fig. 5 on the left. Exact results indicate that the degeneracy between lattices
with different 3 is lifted by nonleading WKB corrections to q3 and q4 .
4 = /2: one finds from (5.21) and (5.19) that is odd and m1,2 are half-integer.
The solutions to (5.22) define an analogous lattice structure in the -space. The
1/4
charges q4 form square lattices on the (1 , 2 )-plane, shown in Fig. 5 on the right,
which are dual to the similar lattice in the previous case and have the coordinates
3 = 1, 3, 5, . . . .
As follows from Fig. 5, Eq. (5.22) is in a good agreement with the exact results of Refs. [9,
10].6 Surprisingly enough, Eq. (5.22) works throughout the whole spectrum including the
ground state. The latter is located at q3 = 0 and q4 given by (5.22) for m1 = 2 and m2 = 0.
6 At the same time, Eq. (5.22) invalidates the claim of Refs. [24,26] that the charge q may take only real
4
values.
559
1/4
Fig. 5. Lattice structure at N = 4. Crosses denote the exact values of q4 for different q3 and q2 = 1/4. Dotted
lines intersect at the points defined in Eq. (5.22) with m1,2 integer (left panel) and m1,2 half-integer (right panel).
Similar to the N = 3 case, a few lattice sites remain unoccupied in the small q4 region,
where the WKB approach is not applicable.
Going over to higher N , we find that the spectrum of the integrals of motion has a more
complicated structure. Each eigenstate defines a point in the 2(N 2)-dimensional space
of complex q3 , . . . , qN parameterized by the set of integers nk with 1 k 2(N 2). As
before, the n-integers label the vertices of the 2(N 2)-dimensional lattice. According to
(5.13), the leading order expression for the highest charge corresponding to the vertices
of the lattice, can be written in the vector form
1/N
qN
N

5(1 + 2/N)
nk ek + O 7 1/2 ,
2
5 (1/N)
(5.23)
k=1
where ek ei(2k1)/N define unit vectors on the complex plane as shown in Fig. 6.
The quantized values of qN1/N are given by linear combinations of these vectors with

1/N
integer (positive and negative) weights. Since N
k=1 e k = 0, the charge qN depends on
the differences nk nk+1 , or equivalently on the -integers, Eq. (5.6).
It follows from Eq. (5.23) that, in distinction with the N = 3 and the N = 4 cases, the
1/N
quantized qN1/N do not form any regular lattice on the complex qN -plane for higher N . We
recall however that the emerging irregular lattice represents a projection of the 2(N 2)1/N
dimensional lattice on the two-dimensional qN -plane. In contrast with the former, the
latter lattice is regular for arbitrary N .
5.2. Whitham flow
In the previous section, we solved the quantization conditions (3.23) in the limit (5.7),
which corresponds to large charges q3 , . . . , qN and fixed q2 , or equivalently the total
SL(2, C) spin h = (1 + nh )/2 + ih . Let us now determine the dependence of the charges
(1.4) on the continuous parameter h .
560
1/N
Fig. 6. Lattice structure on the complex qN

e1 , . . . , eN .
-plane is defined by linear integer combinations of the vectors
3/2
Fig. 7. The dependence of q3 = q3 /q2 on the total spin h = 1/2 + ih along different trajectories specified
by integers (1 , 2 ). The charge q3 takes real values along the (2, 0)- and(3, 0)-trajectories, and pure imaginary
values along the (1, 1)-trajectory. Cross denotes a point with q3 = i/ 27.
To simplify analysis, we choose a single particle spin in (1.5) as s = 0 and consider

the limit h nh . One finds from (1.5) that q2 = 1/4 + h2 takes large positive values in
this limit.7 Let us explore an ambiguity in choosing the WKB parameter in Eqs. (3.1)
and (3.23) and fix it as
1/2

1/2
n/2
= q2
(5.24)
= 1/4 + h2
,
qn = qn q2 ,
with n = 2, . . . , N , so that q2 = 1. In this section, we shall solve the quantization conditions
(3.23) and determine the dependence of quantized qn on . As an example, we present in
Fig. 7 the dependence q3 = q3 (h ; 1 , 2 ) at N = 3 for different trajectories. We will show
below that the h -dependence of the charges is governed by the Whitham equations [27].
7 One can also consider the limit n , so that q = 1/4 n2 /4 is negative. Similar analysis allows one
h
h
2
h
to find the nh -dependence of the quantum numbers qn .
561
5.2.1. Whitham equations

Derivation of the Whitham equations is based on the following property of the action
S0 (x), Eq. (3.6), [28]
S0 (x) =
px
=
dx
x0
N
dx tN (x) qk
=
y(x)
k=3
x0
dx x Nk
,
y(x)
(5.25)
x0
N
where tN (x) = 2x N +x N2 + k=3 qk x Nk and y(x) was defined in (3.5). Differentiating

the both sides of the first relation in (3.23) and taking into account (5.25), one finds after
some algebra
N

dx x Nj
Re
(5.26)
= 2k1 .
qj
y(x)
j =3
The second equation in (3.23) leads to a similar relation with k k and 2k1 2k .
The l.h.s. of (5.26) involves a (unnormalized) differential of the first kind on N . Its - and
-periods can be parameterized as

dx x j 1
dx x j 1
= 2 U 1 (q)
= 2 U 1 (q)
(5.27)
jk,
(q)
jk,
y(x)
y(x)
k
where j, k = 1, . . . , N 2. Here = [j k (q)]

is the Riemann matrix for the hyperelliptic
curve N , while the matrix U = [Ukj (q)]
defines the normalized holomorphic differentials
(see Eq. (C.1) in Appendix B). Both matrices depend on the charges qn and are independent
from the flow parameter . In addition, the Riemann -matrix is symmetric and has
positively definite imaginary part [22].

1
To solve (5.26) one considers linear combinations Xk = N2
jk.
j =1 q N+1j [U (q)]
They satisfy the relations
2 Re Xk = 2k1 ,
2 Re
N2
Xj j k = 2k ,
(5.28)
j =1
whose solution can be written in the matrix form as

i
i
X(q)
=
,
even odd = teven todd
2 Im
2 Im
(5.29)
where the vectors even (odd ) are built from integers l2k (2k1 ), and Im = ( )/(2i)
is a positively definite symmetric matrix. Finally, one replaces X(q)
in (5.29) by its
1/2
and finds the system of Whitham equations
definition, puts = q2

1
i t
3/2 q n
t
q2
(5.30)
even odd (q)
U (q)
q2 4
Im (q)
N+1n
with n = 3, . . . , N . Notice that the r.h.s. of (5.30) is q2 -independent and it depends only on
the charges qn .
562
The Whitham equations (5.30) involve the matrices U (q)

and (q)
defined in (5.27).
Their explicit expressions depend on the choice of the canonical set of the oriented cycles
on N . As was already mentioned, the - and -periods are defined up to transformation
(5.1), which acts on U (q)
and (q)
as
U (a + b )1 U,
(c + b )(a + b )1 .
(5.31)
It is easy to verify that the Whitham equations (5.30) are invariant under (5.31) provided
that odd and even are transformed according to (5.3).
The Whitham equations (5.30) describe the dependence of the charges, qn = qn (h , )
on the total spin of the system h . They define the flow of the quantum numbers qn with
h along the trajectory labelled by the integers (see Fig. 3). To solve (5.30) one has to
specify the initial conditions for qn (with n = 3, . . . , N ) at some reference q2 . They are
provided by the expressions for the charges qn , Eqs. (5.13) and (5.23), obtained in the
previous section. We recall that Eqs. (5.13) and (5.23) were obtained in the region of the
moduli space (5.7) corresponding to q2 = fixed. The Whitham equations (5.30) allow us to
evolve the charges qn to arbitrary large values of q2 .
5.2.2. Whitham flow at N = 3
In the rest of this section, we shall present a detailed analysis of the Whitham equations
at N = 3. Generalization to higher N is straightforward and can be performed along the
same lines.
At N = 3 it is convenient to introduce notation for the periods of the action differential
(3.6)
1
(2x + 3q3 )
1
(2x + 3q3 )
,
aD (q3 ) =
.
dx
dx
a(q3 ) =
(5.32)
2
y(x)
2
y(x)
Here integration goes over the - and -cycles on the elliptic curve 3 , Eq. (1.10)
4

(x j ).
3 : y 2 (x) = (x + q3 ) 4x 3 + x + q3 = 4
(5.33)
j =1
The genus of the Riemann surface defined by 3 equals g = N 2 = 1. The quantization

3/2
conditions (3.23) for the charge q3 = q3 /q2 look like
Re a(q3) =
1
1/2
2q2
Re aD (q3 ) =
2
1/2
(5.34)
2q2
The Whitham equations (5.30) take the following form at N = 3

3/2 q 3
q2
q2
=i
2 1 (q3 )
U (q3 ),
4 Im (q3 )
with the functions U (q3 ) and (q3 ) defined from (5.27) and (5.25) as

1
(q )
aD
dx
1
3
dx/y(x)
U (q3 ) =
= 2
=
,
(q3 ) =
,
a (q3 )
y(x)
a (q3 )
dx/y(x)
(5.35)
(5.36)
563
. We recall that Im (q ) > 0 for arbitrary

where a (q3 ) = a(q3)/ q3 and similar for aD
3
q3 .
Performing integration in the r.h.s. of (5.32), one can evaluate a(q3) and aD (q3 ) in terms
of the elliptic function of the first and the second kinds. The resulting expressions for a(q3 )
and aD (q3 ) are analytical functions on the complex q3 -plane with two cuts. The cuts start
at the values of q3 , for which any two branching points of the curve 3 merge, j = k , and
the integrand in (5.32) develops a pole. This happens for q3 . The remaining singular
points correspond to zeros of the discriminant of the polynomial in the r.h.s. of (5.33),

16
(5.37)
(j k )2 = q36 1 + 27q32 .
j >k
In this way, one finds another three singular points on the complex q3 -plane
i
q3,sing = ,
27
0,
i
.
27
(5.38)
Thus, the two cuts run on the complex q3 -plane between these three points and q3 = .
As we will show below, the solutions to the quantization conditions (5.34) can be obtained
in a closed form at the vicinity of these points. Let us determine the asymptotic
behaviour
aD (q3 ) around the singular points, q3 = 0, i/ 27 and . The

of the functions a(q3 ) and
behaviour around q3 = i/ 27 can be found by making use of the symmetry of the curve
(5.33) under x x and q3 q3 .
As the starting point, one has to specify the - and -cycles on the curve 3 (see Fig. 1).
It is convenient
to choose them in such a way that the - and -cycles shrink into a point
for q3 i/ 27 and q3 0, respectively. Obviously, this choice is not unique and one
can use another definition of the cycles. The resulting expressions for the periods a(q3 )
and aD (q3 ) are related to each other by the SL(2, Z) transformation (5.1) and (5.3).
At q3 = 0 the branching points are located along the imaginary axis at 1 = 2 = 0,
3 = i/2 and 4 = i/2. According to our definition of the cycles, Fig. 1, the -cycle
encircles the cut [2 , 3 ], whereas the -cycle shrinks into a point. Calculation of (5.32)
leads to
aD (0) = 0,
1
a(0) =
dx
=
2
4x + 1
i/2
dx
4x 2
i
= .
2
+1
(5.39)
To obtain the behaviour of the functions a(q3) and aD (q3 ) in the vicinity of q3 = 0, one
examines their derivatives with respect to q3 . According to (5.25), they are given by the and -periods of the holomorphic differential dx/y(x) on 3 , which can be calculated by
the standard methods. The details of the calculations can be found in [17]. In this way, one
obtains the asymptotic behaviour of the periods around q3 = 0 as

3
i
q3 ln(i q3 ) 1 + ,
2
aD (q3 ) = i q3 + ,
a(q3 ) =
where ellipses denote subleading O(q32 )-terms.
(5.40)
564
At q3 =
i/ 27 the branching points are located at 3 = 2 = i/ 12, 1 = i/ 27 and
4 = i/ 3. The -cycle encircles 2 and 1 , while the -cycle shrinks into a point (see
Fig. 1). The periods (5.32) are given by

a i/ 27 = 0,
12
i/
1

aD i/ 27 =

i/ 27
ln 2
dx
.
=
(x + i/ 3 )(x i/ 27)
(5.41)
Expanding the periods in the vicinity of q3 = i/ 27 one finds
i
a(q3 ) = (1 q3 /q) + ,
3

1
ln 2
+
(1 q3 /q) ln(1 q3 /q) c + ,
aD (q3 ) =
(5.42)
where q = i/ 27, c = 1 + ln(27/2) and ellipses denote O((1 q3 /q)2 )-terms.

For q3 the branching points k move away from the origin and the spectral curve
(5.33) can be approximated as y 2 = (x + q3 )(4x 3 + q3 ). Three branching points are located
at the vertices of equilateral triangle, k = (q3 /4)1/3 ei(2k1)/3 with k = 1, 2, 3, and the
last point at 4 = q3 . The calculation of the periods (5.32) leads to

3
2
3
q 3 1/3
i
a(q3 ) = q3
+ ,
35 3 (2/3)
2
2

3
2
3
q3 1/3
+i
aD (q3 ) = q3
(5.43)
+ ,
3
35 (2/3)
2
2
1/3
where ellipses denote subleading O(q3 )-terms. Notice that (5.43) can be written as
a(q3) = (I3 I2 )/(2) and aD (q3 ) = (I1 I2 )/(2), where the integral Ik was defined
in (B.12) for N = 3. We already encountered the same elliptic integral in Section 5.1,
when we analyzed the quantization condition in another region of the q-space, Eq. (5.7).
Matching (5.24) into (5.7) we find that

q3 = O 7 3/2 ,
(5.44)
q2 = O 7 0 .
Thus, the two regions, Eqs. (5.7) and (5.24), overlap as q3 and q2 = fixed. As a
consequence, one expects that at large q3 the solutions to the quantization conditions (5.34)
should match the expressions for the quantum numbers q3 obtained in the previous section,
Eq. (5.23). Indeed, substitution of (5.43) into (5.34) yields the expression

3
1/2
3
1/3
1/2 5 (2/3) 1
q3 = q2
(5.45)
(1 + 2 ) + i
(1 2 ) + O q2 ,
2
2
2
1/3
1/3 1/2
which coincides with (5.17) since q3 = q3 q2 .

Let us substitute the obtained expressions for the a- and aD -periods into the quantization
conditions (5.34) and derive the WKB expression for the charge
q3 . We remind that
Eqs. (5.40) and (5.42) hold in the vicinity of q3 = 0 and q3 = i/ 27, respectively.
565
For |q3 | 1 one finds from (5.40) and (5.34)

1
1/2
Im q3 = 2 q2 ,
2

1/2
Re q3 ln(i q3 ) 1 = 1 q2 ,
6
(5.46)
3/2
where q3 = q3 /q2 . Eq. (5.46) defines the scaling behaviour of quantized q3 in the region
q3 q2 for large q2 . Notice that in comparison with (5.34) we replaced (1 , 2 ) by another
pair of integers (1 , 2 ). This was done in order to distinguish the -integers entering
the r.h.s. of (5.45) and (5.46). As was already mentioned, the periods a(q3 ) and aD (q3 )
depend on the definition of the - and -cycles on the Riemann surface 3 . These cycles
encircle the branching points k (see Fig. 1), which are moved on the complex plane as
q3 varies. The two pairs of integers, (1 , 2 ) and (1 , 2 ), would have been the same if,
going from q3 to q3 = 0, we have traced the q3 -dependence of the - and -cycles.
Within our definition of the cycles, the two pairs are related to each other by the SL(2, Z)
transformation (5.3)
1 = 1 2 ,
2 = 2 .
For q3 q = i/ 27, one finds from (5.42) and (5.34)

1
1/2
Re q3 = 1 q2 ,
2 3

1/2
Re (1 q3 /q) ln(1 q3 /q) c = 32 q2
6 ln 2,
(5.47)
(5.48)
with (1 , 2 ) the same as

Im q3 / Re q3 ln q2 , so that
in (5.46) and (5.47). It follows from this relation that

q3 is dominated by its imaginary part at large q2 . Eq. (5.48)
defines the scaling behaviour of quantized q3 in the vicinity of the point on the moduli
space q3 = i(q2 /3)3/2 .
For q3 , the leading order expression for the charge is given by (5.45). One can
improve this relation by including nonleading corrections to the periods in (5.42). In this
way, we obtain

2

3
3 3 q2
5 3 (2/3)
3 3 q2
1/3
Q(n) 1 +
+
O
q
q3 =
(5.49)
2 ,
2
2 |Q(n)|2
2 |Q(n)|2
where
3

1
3
Q(n) = (1 + 2 ) + i
(1 2 ) =
nk ei(2k1)/3.
2
2
(5.50)
k=1
One verifies that the first two terms in the r.h.s. of (5.49) coincide with (5.13) for N = 3 and
3/2
q2 real. Eq. (5.49) defines the scaling behaviour of quantized q3 in the region q3 q2 .
By the construction, Eqs. (5.46), (5.48) and (5.49) satisfy the Whitham equation (5.30)
in the different regions of the (q2 , q3 )-space. They define the (1 , 2 )-trajectories, which
start at q2 = 1/4 and go to larger q2 = 1/4 + h2 . Example of such trajectories is shown
in Fig. 7. In the regions q2 < 1 and q2 1 the charge q3 satisfies Eqs. (5.49) and (5.46),
respectively. Solving the Whitham equation (5.30) and using (5.49) as an initial condition
at q2 = 1/4, one can reconstruct the flow of q3 in the intermediate region q2 1 along
566
Fig. 8. The functions 1 = 2 1 (left panel) and 2 = 2 (right panel) are calculated from (5.46) using
the exact eigenvalues q3 . Pairs of integers (1 , 2 ) attached to the curves specify different trajectories for the
charge q3 = q3 (1 , 2 ), Eq. (5.17).
(as)
(as)
the trajectories labelled by integers (1 , 2 ). Some of these trajectories go in the complex
(q2 , q3 )-space in the vicinity of the point q3 = i(q2 /3)3/2 . In particular, this is the case
for the (1, 1)-trajectory. The flow of q3 around this point, shown by cross in Fig. 7 (see
left panel), is described by Eq. (5.48).
To verify the WKB quantization conditions, one substitutes the exact values of q3 into
the l.h.s. of (5.46) and calculates the corresponding values of 1,2 for different q2 using
(5.47). In this way, for each trajectory q3 = q3 (; 1 , 2 ) we obtain two functions that we
(as)
denote as 1,2 (q2 ). Few examples of such functions are shown in Fig. 8. From (5.46) one
would expect that for large q2 these functions should approach the same integer values
1,2 as those specifying the trajectories. Indeed, one finds from Fig. 8 that this happens
(as)
for all trajectories except the (2, 0)-trajectory. In the latter case, the function 1 (q2 )
approaches the value 1 instead of expected 1 = 2. The reason for this is that the charge
q3 takes anomalously small values along the (2, 0)-trajectory (see Fig. 7 on the right). As
a consequence, the nonleading WKB correction to the action function in (3.2) becomes
important for this particular trajectory. It provides a contribution to the a(q3 ) and aD (q3 )
(as)
comparable with the leading order expression (5.46) and increases the value of 1 (q2 )
improving an agreement with the exact result.
As can be seen from Fig. 8, Eq. (5.46) is not satisfied at small q2 . To describe the
Whitham flow of the charge q3 in this region, one has to apply (5.49). Comparison of the
exact q3 with the asymptotic expression (5.49) for q2 < 1 is shown in Fig. 9. One observes
that, aside from the (2, 0)-trajectory, the agreement is rather good. The accuracy can be
further impoved by including nonleading WKB corrections in (3.2).
Thus, the WKB quantization conditions, Eqs. (5.46) and (5.49), successfully describe
the exact spectrum of the charge q3 shown in Fig. 7 for 1/4 q2 < 1 and q2 > 1,
respectively.
(ex)
567
(as)
Fig. 9. Ratio of the exact, q3 , and the asymptotic, q3 , expressions for the charge q3 at small q2 . Different
curves correspond to the same trajectories as in Fig. 7 and 8.
6. Conclusions
In this paper, we have developed a quasiclassical approach to solving the spectral
problem for the noncompact SL(2, C) Heisenberg spin magnet. It allowed us to understand
hidden symmetry properties of the energy spectrum. We also demonstrated that the energy
spectrum obtained within this approach is in a good agreement with the exact results.
The model represents a generalization of the well-known spin-1/2 XXX chain to
infinite-dimensional representation of the SL(2, C) group. Using realization of spin
operators as differential operators acting on the plane, one can map the noncompact spin
magnet of length N into a two-dimensional completely integrable quantum-mechanical
model of N particles with a nearest-neighbour interaction. This model has appeared
in high-energy QCD as describing multi-gluonic compound states in the multi-colour
limit. Due to its complete integrability, the energy spectrum of the N particle system is
uniquely specified by the total set of quantum numbers q2 , . . . , qN . The latter are defined
as eigenvalues of the mutually commuting integrals of motions and their possible values
are constrained by the quantization conditions.
Applying the methods of nonlinear WKB analysis [27], we constructed the wave
function of the N -particle system in the representation of the separated coordinates. To
the leading order of the WKB expansion, the wave function is determined by the action
function, which satisfies the HamiltonianJacobi equations in the underlying classical
model. In the classical case, the noncompact magnet describes the system of interacting
particles moving on the two-dimensional plane. Solving the classical equations of motion,
one finds that their collective motion describes a propagation of the soliton wave in the
closed chain of particles with periodic boundary conditions. The same motion in the
separated coordinates corresponds to wrapping of classical trajectories around the Riemann
surface N defined by spectral curve of the model. The charges q2 , . . . , qN take arbitrary
complex values in the classical model and define the moduli of N .
The quantization conditions for the charges q2 , . . . , qN follow from the requirement for
the wave function of the N -particle system to be a single-valued function of the separated
568
coordinates. To the leading order of the WKB expansion, these conditions have the form
of the BohrSommerfeld relations imposed on periodic orbits of the classical motion on
the spectral curve N . Solving the WKB quantization conditions, we demonstrated that,
for fixed total SL(2, C) spin of the system, the eigenvalues of the integrals of motion form
a lattice structure on the moduli space of the model. At N = 3 and N = 4 the lattices are
built from equilateral triangles and squares, respectively. The dependence of the charges
on the total SL(2, C) spin is governed by the Whitham equations, which were solved at
N = 3 by making use of the modular properties of the elliptic curve 3 .
A novel feature of the obtained quantization conditions is that they involve both the
- and -periods on N . Notice that in conventional one-dimensional lattice integrable
models, like the SL(2, R) Heisenberg spin magnet and the Toda chain model, the
WKB quantization conditions involve only the -cycles, since the -cycles correspond
to classically forbidden zones. This implies that the quantization conditions for the
SL(2, C) magnet are invariant under modular transformations of the spectral curve. As
a consequence, the energy spectrum of the model possesses a hidden symmetry which is
analogous to the S-duality in the YangMills theory [29].
In conclusion, we should mention that our consideration was restricted to the leading
order of the WKB expansion. The obtained expressions for the energy spectrum can
systematically improved by including nonleading WKB corrections.
Acknowledgements
We are most grateful to A. Gorsky and J. Kotanski for collaboration at the early
stages of this project. We would like to thank R. Janik, I. Kogan, F. Smirnov and
A. Turbiner for useful discussions. This work was supported in part by the grant 00-01005-00 of the Russian Foundation for Fundamental Research (A.M. and S.D.), by the
Sofya Kovalevskaya programme of Alexander von Humboldt Foundation (A.M.) and by
the NATO Fellowship (A.M.).
Appendix A. Matching conditions
Let us require that the obtained asymptotic expressions for the Baxter blocks,
Eqs. (4.11), (4.13) and (4.15), have to verify the Wronskian condition (4.2). Taking into
account (4.15), we obtain after some algebra the following expression for (4.2)8

i N tN (u)
sin (s iu) + (u) u

= 1.
sin (s + iu) (u) + u
(A.1)
Together with (4.19) and (4.21), this leads to the following relation for the a-functions

sin (s iu) a+ (u) a u sin (s + iu) a (u) a + u
= const,
(A.2)
8 In arriving at this relation we neglected terms suppressed by a small parameter (4.10).
569
which should hold for arbitrary complex u.

Another constraint on the a-functions comes from Eqs. (4.5) and (4.1). It is easy to see
that at (u = i(1 s) + 7, u = i s + 7) and (u = is + 7, u = i(1 s ) + 7) the blocks
(4.11), (4.13) and (4.15) have poles in 7 generated by the first term involving + -functions,
while the second term proportional to -functions is suppressed as 7 N . As a consequence,
substituting (4.1) into (4.5) we find that + (u) + (u)
e2i (+ (u ) + (u )) has to scale
as 7 N as 7 0 around the above two points. Applying Eqs. (4.19) and (4.21) and taking
into account (4.22) we get
e2i =

a+ (is + )a + (i s + )
+ O N .
(a+ (is + )a + (i s + ))
(A.3)
As we will see in a moment (see Eq. (A.11)), this relation is exact and it holds for arbitrary
real . This implies in particular that is real in (4.1).
So far, we have obtained two different asymptotic expressions for the function Q(u, u).
One of them follows from the WKB expression for the wave function, Q(x/, x/),
Eq. (3.15). Another one follows from (4.1) after one replaces the Q-blocks by their
expressions, Eqs. (4.11), (4.13) and (4.15). We remind that the two expressions were
obtained for large values of the charges qn , but in the different regions of parameters,
x/ 1 and u=fixed, respectively. Choosing u = x/ and u = x /, we notice that
Eqs. (3.15) and (4.1) have to coincide for x 1 and u 1.
To perform the matching, we examine the behaviour of the holomorphic wave functions
Q (x/) in (3.15) for u = x/ = fixed as 0. Using Eqs. (3.12), (3.6) and (3.10) and
choosing x0 = 0, one finds after some algebra
1/2

Q (u) tN (u)u(2s1)N
(A.4)
exp i (u) ,
where the notation was introduced for the function
(u) = u ln

tN (u)
k ln(k u) +
k ln k ,
N
u
N
k=1
k=1
(A.5)
with k being the roots of the polynomial tN (u) defined in (4.16) and (4.17). Notice that
(x/)
one has to replace in (A.4), tN (u) tN (u ) = (tN (u)) ,

(0) = 0. To obtain Q
s s = 1 s , k k = k . Then, substituting (A.4) into (3.15) and making use of

(3.21), one gets
1

Q u, u = const tN (u) exp iN Arg u2s1 cos 2 Re (u) ,
(A.6)
where Arg(u2s1 ) i ln(u2s1 u 2s 1 )/2. This expression should match into (4.1) at
large u and u = u .
Let us find the largeu asymptotics of the Q-blocks, Eqs. (4.11), (4.13) and (4.15). To
stay away from the poles of these blocks on the complex u-plane, we choose Re(1 s +
iu) > 0. One gets from (4.20) (up to an inessential overall constant)

1/2
exp i (u) + i(u) ,
+ (u)5 N (1 s + iu) tN (u)u(2s1)N

1/2
exp i (u) i(u) ,
(u)/5 N (s + iu) tN (u)u(2s1)N
(A.7)
570
where (u) is given by (A.5) and (u) is defined as

k ln(ik ) +
k ln(ik ),
(u) = iuN +
Im k <0
(A.8)
Im k >0
with N introduced in (4.23). We observe a striking similarity between (A.7) and (A.4).
Identifying the r.h.s. of the first and the second relations in (A.7) as Q (u) exp(i(u)),
respectively, we get from (4.11), (4.13) and (4.15) the following expressions for the
holomorphic blocks
sin((s iu))
a+ (u)Q (u)ei(u) ,

sin((s + iu))
Q+ (u)ei(u) +
Q (u)ei(u) ,
Q(as)
a + u
1 (u) a u
Q0 (u) a (u)Q+ (u)ei(u) +

(as)
(A.9)
and similar expressions for the antiholomorphic blocks

sin((s + i u))

(u)e
+ (u)e
(as) (u)
a + (u)
a (u)
Q
i((u )) +
Q
i((u )) ,
Q
0

(u)e
(as) (u)
a u Q
i((u ))
Q
1
sin((s i u))

a+ u
Q+ (u)e
+
i((u )) .
(A.10)
The functions Q(as)

0,1 (u) and Q (u) approximate the exact solutions to the holomorphic
Baxter equation (2.11) in the different regions, u 1 and u 1, respectively. Eq. (A.9)
sews these two sets of functions in the intermediate region of u.
Let us substitute Eqs. (A.9) and (A.10) into (4.1) and compare the resulting expression
for Q(u, u)
with (3.15) at u = x/ and u = u . One finds that Q(u, u ) involves four
and Q Q
, whereas the r.h.s. of (3.15)
different combinations of the Q-functions, Q Q
, one has to
contains only the diagonal terms. To cancel the off-diagonal terms Q Q
require that
e2i =
a+ (u)a + (u )
a (u)a (u )
=
.
(a+ (u)a + (u )) (a (u)a (u ))
(A.11)
are given by
The coefficients c in front of the diagonal terms Q Q
c+ =

1 2i Re (u)i
e
sin s + iu a (u)a + u

,
e2i sin s iu a+ (u)a u
(A.12)
. Eq. (A.12) can be further simplified. Replacing by its expressions (A.11)

and c = c+
and making use of the Wronskian relation (A.2), one gets (up to an overall normalization
factor)
c+ = e2i Re (u)i
a (u)
a + (u )
= (1)ns +nu e2i Re (u)i
.
(a (u))
(a + (u ))
(A.13)
Here, in the last relation we applied the identity [sin((s iu))] = sin((1 s +
iu )) = (1)ns +nu sin((s iu)) with nu = i(u u ) integer in virtue of (2.10). Finally,
571
the resulting expression for Q(u, u ) matches (A.6) provided that the coefficients c ,
Eq. (A.12), do not depend on u. In addition, these coefficients satisfy the relation (3.21),
= exp(2i), which leads together with (A.13) to
c+ /c = c+ /c+
c = iei ,
+ (u )
a (u)
ns +nu a
=
(1)
= ie2i Re (u)+ii .
(a (u))
(a + (u ))
(A.14)
We recall that these relations hold for u taking the same values as separated coordinates
(2.10), that is u = u inu /2 with nu integer and u real. For a given set of the
integrals of motion, the phases Re (u) and entering (A.14) are uniquely by Eqs. (A.8)
and (3.24). In contrast, the phase depends on the normalization of the blocks. Substituting
a (u) ei/2 a (u) and a (u) ei/2 a (u) in (A.14), one can put = 0 in Eq. (4.1).
Eqs. (A.14) and (A.11) fix the phases of the a-functions but not their absolute values.
Nevertheless, as shown in Appendix B, this data becomes enough to construct the
eigenvalues of the Baxter operator Q(u, u ) and to calculate the energy spectrum of the
model.
Appendix B. Calculation of the energy spectrum

In this appendix we obtain the WKB expressions for the energy and quasimomentum,
Eqs. (4.25) and (4.24), respectively.
To begin with, we substitute u = is + 7 and u = i s + 7 into asymptotic expressions
for the Q-blocks, Eqs. (4.11) and (4.13), and examine the limit 7 0. One finds that the
5-functions in the denominator suppress the contribution of one of the terms in the r.h.s.
of (4.11) and (4.13). This leads to the following expression for the quasimomentum (4.7)
N = i ln
+ (is)( (is i))

a+ (is)a (i s )
(a)
(b)
+ i ln
= N + N ,
a + (i s)a (is)
(is)( + (i is))
(B.1)
where, for convenience, we split the expression into two pieces. One applies (4.20) and
uses the asymptotic behaviour of the 5-functions at large arguments to get

(b)
k ln(ik ) +
k ln(ik ) .
N = 4 Re
(B.2)
Im k <0
Im k >0
(a)
N
goes as follows. One substitutes u = is into (A.2) and

The calculation of
uses antiperiodicity of the function a + (u), Eq. (4.22), to obtain a+ (is)(a (i s )) =
(a)
a (is)(a + (i s )) . This relation allows us to rewrite N as
(a)
N = i ln
(a (is)) a+ (is)
(a (is)) (a + (i s ))
,
= 2 + i ln
a (is) (a+ (is))

a (is) a + (i s )
(B.3)
where in the second relation we used Eq. (A.11). Then, one takes into account (A.14) and
(A.8) to get

(a)
k ln(ik ) +
k ln(ik )
(mod 2). (B.4)
N = 2 + 4 Re
Im k <0
Im k >0
572
Finally, combining together (B.2) and (B.4) we obtain (4.24).

The calculation of the energy (4.6) goes along the same lines. One substitutes (4.11)
and (4.13) into (4.6) and expresses the result in the following form

+ (is)
EN = 2 Im ln
+
GE
N
[ + (i(1 s))]

a+ (is)
(a)
(b)
= EN
+ EN
.
2 Im ln
(B.5)
a + (i s )
Here, the notation was introduced for an additive constant

GEN = 2N Re (1 2s) + (1 2s ) + N = 4N(1),
(B.6)
s.
To
with N defined in (4.6) and Re (1 2s ) = Re (2s 1) in virtue of s = 1
(b)
evaluate EN we apply (A.3) to get

a+ (is) (a + (i s)
(b)
EN = Im ln
(a+ (is)) a + (i s)

(a + (i s )) (a + (i s))
= Im ln
= 0,
(B.7)
a + (i s ) a + (i s )
(a)
where the last relation follows from (A.14) and (A.8). Finally, one rewrites EN as

(a)
EN
(B.8)
= 2 Im ln + (is) + i(1 s)
4N(1),
takes into account (4.20) and arrives at (4.25).
According to (4.24), the quasimomentum is given by
+
N =
2
,
N
=
N
Re
P0
dx S0 (x),
(B.9)
P0
where the action differential was defined in (3.6)9

dx S0 (x) =
NtN (x) xtN (x)

dx.
y(x)
(B.10)
In Eq. (B.9) the integration contour, P P + , goes on the Riemann surface (1.10) from the
0
point P0 located above x = 0 on the lower sheet to the point P0+ above x = 0 on the upper
sheet and does not intersect the cycles k and k (k = 1, . . . , N 2) as shown in Fig. 1.
Let us consider the following integral

NtN (x) xtN (x)

dx S0 (x) =
dx
.
Ik =
(B.11)
tN2 (x) 4x 2N
( )
( )
k
9 Here we neglected the last term in the r.h.s. of (3.6) since it does not contribute to (B.9).
573
Here the integration contour (k ) goes from the point P0+ above x = 0 on the upper sheet
of N to the branching point k , encircles it and goes to the point P0 on the lower sheet
of N . Notice that (k ) is different from P P + , but the two contours are related to each
0 0
other through (3.22). It follows from (B.9) that = N/ Re Ik (mod N) leading to (5.5).
In general, Ik is a complicated function of the integrals of motion q. The integral in
(B.11) can be easily evaluated for q satisfying (5.7). In that case, the spectral curve takes
the form (5.8) and the branching points are given by (5.10). Replacing the integration
variable in (B.11) as x uN x and taking into account the hierarchy (5.9) one gets for
j = 1, . . . , N
ei (2j1)/N

Ij = 2uN
0

2
xN
1
N dx
2
,
x
1+
p
(x)
+
O
7
x
N2
2 1 + xN
N
1 + xN
(B.12)
where pN2 (x) = u2 x N2 + + uN1 x = O(7) and we neglected terms quadratic in

pN2 (x). Straightforward calculation leads to

1 1
Ij = 2uN ei(2j 1)/N B ,
2 N

N1
2
1 i(2j 1)n/N
1 n
+
,
e
uN+1n B ,
(B.13)
+O 7
N
2 N
n=2
with B(x, y) = 5(x)5(y)/ 5(x + y) being the Euler function. This expression has the
following properties
Ij +N = Ij ,
N

Ij = 0 + O 7 3/2 .
(B.14)
j =1
The r.h.s. of (B.13) takes the form of a discrete Fourier transformation from the coordinate
(j ) to the momentum (n) representation. This allows one to get the moduli uN and un as
inverse Fourier transformation of Ij . Then, taking into account that Re Ik = (nk + /N),
Eq. (5.5), one arrives at (5.11).
Appendix C. Calculation of the quasimomentum

Let us demonstrate that for the integrals of motions q satisfying the quantization
conditions (3.23), the parameter takes strictly integer values in (B.9). To begin with,
we define on the Riemann surface (1.10) the set of normalized differentials of the first
kind, k , and the third kind (dipole differentials), ,
k =
N2

j =1
Ukj
dx x j 1
,
y
1/2 dx x
= 2q2
N2
N2

j =1
Uj
dx x j 1
,
y
(C.1)
574
with the expansion coefficients Ukj and Uj fixed by the normalization conditions [22]
(C.2)
k = 2j k ,
= 0.
j
, P + ) above x = on the
The differential has a pair of poles located at the points (P
= 1. The action
upper and lower sheets of N and the residue at these poles resP
differential (B.10) can be decomposed over the set of the differentials (C.1) as
dx S0 (x) = q2
1/2
N2
ak k .
(C.3)
k=1
Here, the coefficient in front of is fixed by the asymptotic behaviour of dx S0 (x),
) q 1/2 /x. In the second term, the notation was
Eq. (B.10), at infinity S0 (x P
2
introduced for the -periods of the action differential
1
1
dx S0 (x),
Re ak = 2k1 ,
ak =
(C.4)
2
2
k
whose values are fixed by the quantization conditions (3.23).

Substituting (C.3) into (B.9) and applying the well-known identities between the
contour integrals on the Riemann surface [22]
+
P0
P
= 0 ,
P0
P0
k = i
P0
0 ,
(C.5)
one can express in terms of the integrals of the dipole differential 0

P
N2

N
1/2
= Re q2
0 i
a k 0 .
k=1
(C.6)
The differential 0 has a pair of poles located at the points P0 on N above x = 0 and is
normalized as j 0 = 0. This differential plays a special role in our analysis as it can be
expressed in terms of the quasimomentum
1
tN (x)
(C.7)
ep(x) + ep(x) = N .
dx p (x),
N
x
Notice that p(x) is a multi-valued function on the Riemann surface (1.10) such that
0 =
ep(P ) = 1,
ep(k ) = 1,
with k being the edges of the cuts,

+
P
m
0 = 2i ,
N
(C.8)
tN2 (k ) = 4k2N .
0 = 2i
k
mk
N
As a consequence,
(C.9)
575
with m and mk integer. Finally, we find from (C.6)

N2
N2

m 1/2 mk
= nm + 2
ak
mk Re ak
= 2N Re i q2 +
N
N
k=1
= nm +
N2
k=1
mk 2k1 .
(C.10)
k=1
1/2
Here, in the second relation we took into account that q2 = i(h 1/2) + O((h
1/2)1 ) = in/2 , with h = (1 + n)/2 + i. Notice that the quasimomentum depends
only on the -periods of the action differential.
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The 4-loop -function in the 2D non-Abelian

Thirring model, and comparison with its conjectured
exact form
Andreas W.W. Ludwig a , Kay Jrg Wiese b
a Physics Department, University of California at Santa Barbara, Santa Barbara, CA 93106, USA
b KITP, Kohn Hall, University of California at Santa Barbara, Santa Barbara, CA 93106, USA
Received 29 November 2002; received in revised form 10 March 2003; accepted 19 March 2003
Abstract
Recently, B. Gerganov et al. [Phys. Rev. Lett. 86 (2001) 4753] have proposed an exact (allorders) -function for 2-dimensional conformal field theories with KacMoody current-algebra
symmetry at any level k, based on a Lie group G, which are perturbed by a currentcurrent interaction.
This theory is also known as the non-Abelian Thirring model. We check this conjecture with an
explicit calculation of the -function to 4-loop order, for the classical groups G = SU(N), SO(N)
and SP(N) at level k = 0. We find a contribution at 4-loop order, proportional to a higher-order
group-theoretical invariant, which is incompatible with the proposed -function in all possible
regularization schemes.
1. Introduction
Perturbations of conformal field theories (CFT) in two dimensions (2D) have been a
very active topic of study for a long time. The focus of this paper are 2D conformal field
theories possessing KacMoody current algebra (or: affine Lie algebra) symmetry [1] associated with a Lie group G, which are perturbed by a bilinear in the Noether-current (i.e.,
by a leftright currentcurrent bilinear interaction). Non-Abelian Thirring models [2,3]
and GrossNeveu models [4] are much studied examples, see, e.g., [59]. Typically, such
perturbations are (marginally) relevant and generate a mass scale; in these cases the longdistance (infrared) behavior of these theories is that of a massive field theory. However,
E-mail address: wiese@itp.ucsb.edu (K.J. Wiese).
doi:10.1016/S0550-3213(03)00249-9
578
A.W.W. Ludwig, K.J. Wiese / Nuclear Physics B 661 [FS] (2003) 577607
generalizations of these theories may exhibit [10] massless long-distance fixed points in a
certain zero species (replica) limit, or, which can be seen to be equivalent [11], when the
symmetry group G is replaced by a certain supergroup. Such theories are of great interest in
condensed matter physics, since the mentioned zero-species, or equivalently, supersymmetry generalizations describe (de-)localization transitions known to occur in dirty, i.e.,
disordered, non-interacting electronic systems in two spatial dimensions, subject to static
random impurities. Indeed, the aim of [10] was to study the integer quantum Hall plateau
transition,1 and to provide an alternative to the formulation given by Levine, Libby and
Pruisken [1215] in terms of a strongly coupled non-linear sigma model with a topological
term (see also [16]). More recently it was recognized [1719] that disordered superconductors (and other systems) provide an entire new arena capable of exhibiting (de-)localization
transitions of a similar kind (albeit in entirely new universality classes). Since then, the
study of (de-)localization transitions in non-interacting quantum systems in 2D has seen
an immense surge of research activity (see, e.g., [2027] and references therein). A general
understanding of the strong-coupling (long-distance) behavior of 2D KacMoody current
algebras perturbed by currentcurrent interactions would be a valuable tool to describe a
number of such transitions. Indeed, a good understanding of such perturbations has been
achieved in a few cases [10,2830]. However, in general, this is not the case, to date.
An intriguing conjecture has recently been advanced by Gerganov, LeClair and
Moriconi [31], who consider, as above, a general KacMoody current algebra conformal
field theory with symmetry group G at any level k, perturbed by rightleft current bilinears.
(The perturbations they discuss may also be anisotropic, or involve a supergroup, but this
will not be important for the arguments presented in this article, which focuses entirely on
the isotropic situation and bosonic groups.) Their paper builds on earlier work by Kutasov
[32], who computed the renormalization group (RG) -function for the isotropic case2 of
a (bosonic) symmetry group G to leading order in the large level k of the current algebra.
The authors of [31] argued that Kutasovs result be exact for any value of the level k,
in a particular regularization scheme. Specifically, for the isotropic case, the authors of
Ref. [31] conjecture that the exact -function for the coupling g be given by3
C2 g 2
dg 1
=
,
(1.1)
dl
2 (1 + kg/4)2
where C2 is the eigenvalue of the quadratic Casimir operator in the adjoint representation
of the symmetry group G. Clearly, the notion of an exact -function is delicate due to
its dependence on the regularization scheme. (The contributions to the -function beyond
2-loop order are scheme dependent.) Ref. [31] appears to be working in some scheme
related to the leftright factorization of the underlying CFT. However, an explicit cut-off
procedure, within which Eq. (1.1) is to be valid, is not specified in more detail in [31]. The
authors indicate that certain checks to 3-loop order were performed. Checks beyond threeloop order have never been performed, to our knowledge. The 3-loop -function within
dimensional regularization has also been discussed in Refs. [33,34].
(g) :=
1 In the absence of long-range electronelectron interactions.

2 This theory is renormalizable with a single coupling constant.
3 l := ln(a/L) is the RG-flow parameter, and a and L are the UV and IR cutoffs, respectively.
579
For the case where a symmetry G = SU(2) is broken down to U (1) by a purely
imaginary easy-axis anisotropy, and for level k = 1, the above conjecture (more precisely,
an appropriate generalization) reproduces [35] known exact results [3638]. The massless
RG flow of the resulting non-unitary theory interpolates between ultraviolet (UV) and
massless infrared (IR) fixed points. (Both lie on the line of free scalar field theories with
central charge c = 1 but with different compactification radii4 ). In this case, the conjectured
-function reproduces correctly the exactly known universal relationship between the exact
scaling exponents (i.e., the slopes of the -function) at the IR and the UV fixed points. This
is the only universal information contained in any -function describing this flow.
On the other hand, the conjectured form of the -function, when appropriately
generalized to supergroups, and to the anisotropic case, has recently been applied [40]
to theories describing disordered systems, of the kind mentioned above. Here, however,
certain problems were encountered: integration of the conjectured RG equations led to
flows which reached a singularity after a finite scale transformation, which appears to be
an unacceptable result.
Motivated by these inconclusive results concerning the validity of the conjecture, we
were led to check the conjectured form of the -function by explicit computation to high
loop order. We consider the classical symmetry groups G = SU(N), SO(N), and SP(N),
and the special case of isotropic currentcurrent interactions at level k = 0. Our results are
summarized in the following section. For all the classical groups, we find a contribution
to the -function at 4-loop order which is incompatible with the conjecture in all possible
regularization schemes. The discrepancy is caused by an extra logarithmic divergence in
perturbation theory, proportional to an additional group theoretical invariant (besides the
quadratic Casimir), which first appears at 4-loop order. This divergence is not accounted
for by the conjectured form of the -function. Implications of our results, obtained for
level k = 0, for the k-dependence of the -function in any scheme are discussed in the
conclusion, Section 5. In this section, we also come back to, and comment on the special
case of the anisotropic SU(2) model mentioned above. The reader who wishes to skip the
technical details of our calculation, which are presented in Sections 3 and 4, will find a
self-contained exposition of our results in Sections 2 and 5.
2. Presentation of results
In order to check the conjecture, we consider, as mentioned above, the specific case
of an isotropic perturbation with symmetry group G, and level k = 0. The conjectured
-function (1.1) then becomes
1
(g) = C2 g 2 .
(2.1)
2
Here C2 denotes the eigenvalue of the quadratic Casimir invariant in the adjoint
representation of G. For the classical groups, G = SU(N), SO(N), and SP(N), these
are listed, in our normalizations, in Fig. 1. In Sections 4.14.7 we present an explicit
4 Due to the non-unitarity of the theory, this is not in conflict with Zamolodchikovs c-theorem [39].
580
SU(N ): C2 = N,
SO(N ): C2 = N 2,
SP(N ): C2 =
N +2
,
2
3 2
N ,
2
45
3
d2 = 24 N + 6N 2 N 3 ,
2
8
3 45
3
3 2
d2 = + N + N +
N 3.
2 32
8
128
d2 =
Fig. 1. Group theoretical numbers for the classical groups, used in the main text.
Fig. 2. Chain-diagrams up to 4-loop order. The number of bubbles is the number of loops.
perturbative calculation of the -function up to 4-loop order. This calculation proceeds

in three steps:
(i) use the current-algebra to calculate the diagrams;
(ii) simplify the diagrams using elementary algebra;
(iii) evaluate the integrals, which represent the (Feynman) diagrams.
After step (i), we encounter a great number of (rather complicated looking) diagrams.
However, after step (ii), we are left with only two classes of diagrams:
(1) chain diagrams (bubble diagrams);
(2) non-chain diagrams.
Chain-diagrams appear at loop-order 1, 2, 3 and 4. They have the form depicted in
Fig. 2. Each bubble comes with a factor of g (the coupling-constant), with a grouptheoretical factor of C2 , and the whole chain with an (N -independent) integral In , at
n-loop order (n bubbles in the chain). The integral In depends on the cutoffs L (infrared)
and a (ultraviolet), and is a polynomial5 of degree n in [ln( La )], plus terms which are
finite for L/a . (The fact that an n-loop integral is bounded by c[ln( La )]n with some
constant c is a necessity to ensure renormalizability.) Only the leading term in In , with
the highest power of ln( La ), is universal. This applies, e.g., to the diverging part of the
1-loop integral I1 . Thus the contribution of the chain diagrams to the renormalization of
the coupling g is, at n-loop order (up to a combinatorial factor)
g(C2 g)n In .
(2.2)
Non-chain diagrams first appear at 4-loop order. They are proportional to d2 , which is an
additional group-theoretical invariant (in the adjoint representation), independent of the
quadratic Casimir C2 . Its value for the classical groups is given on Fig. 1. This invariant
can be constructed by drawing a cube, where one puts a factor of fcab on each corner, with
one of its three indices on each adjoining edge, see Fig. 3. Finally, indices on the same
edge are contracted.
5 See (A.7) for concreteness.
581
Fig. 3. The group-theoretical invariant d2 and its graphical representation.
Each non-chain diagram has a global divergence proportional to [ln( La )] (single log),
and subdivergences (higher powers of [ln( La )]). However, it turns out that to the order considered here, one can always group non-chain diagrams together into classes, such that
each class has only a global divergence, but no subdivergence. This means that the integral
(over positions) is proportional to ln( La ) + finite, and that the prefactor in front of [ln( La )]
is again universal.
Let us recall here that a diagram proportional to [ln( La )], i.e., a single log, gives a finite contribution to the -function. Using the above information, we thus find the following
-function at 4-loop order

1
(g) = g C2 g + a2 (C2 g)2 + a3 (C2 g)3 + a4 (C2 g)4 d2
6 + 2 g4
2
240
6
+O g .
(2.3)
Here, the numbers a3 and a4 depend on the regularization scheme (but not on N or the
value of the cutoffs). In contrast, the remaining three terms are universal. The first term
comes from the single log of the 1-loop chain (giving the contribution 12 C2 g) and the
last term from that of the non-chain diagrams (giving d2 240

(6 + 2 )g 4 ). Furthermore, we
have a2 = 0 since we consider level k = 0; this is a consequence of the universality of the
-function up to 2 loops, and will be checked for a specific scheme in Appendix A.1. Note
that to arrive at the result in (2.3), no specific form of the cut-off procedure has to be chosen.
We are now in a position to answer the question, of whether the conjecture is compatible
with our explicit calculation, in some given cut-off scheme. To see this, consider, for
example, the group G = SU(N), where we have C2 = N , and d2 = 32 N 2 (see Fig. 1).
Thus at 4-loop order, we have the following contributions

3N 2
6 + 2 g4 .
g a4 N 4 g 4
(2.4)
2 240
Since C2 and d2 contain all the dependence on N , and since a4 is independent of N , there is
no possible choice of a4 , and thus no cutoff procedure, which cancels this term for all N .
This proves, that the conjecture is incorrect for all possible cut-off procedures, for level
k = 0. The same conclusion is arrived at for the other choices of groups.
582
Let us finally give the result in a specific scheme, namely, in the scheme in which an
n-loop chain diagram is proportional to [ln( La )]n , with no subleading term in ln( La ):

1
6 + 2 g5 + O g6 .
(g) = C2 g 2 d2
(2.5)
2
240
Indeed, this is the scheme used in the large-N expansion of the GrossNeveu model,
where the -function becomes quadratic [41], to leading order in 1/N . Note that this is
compatible with our result (2.5), since (upon rescaling g by N ), the first (1-loop) term is
order O(1), whereas the second (4-loop) term is order O(1/N 2 ).
In conclusion, we have found that the conjecture is violated at 4-loop order, and at order
1/N 2 for SU(N). For SO(N) and SP(N) corrections appear at order 1/N , as can be seen
from the table in Fig. 1.6
Let us now outline the organization of the article; the reader wishing to skip the technical
details of our paper can proceed directly to Section 5: in Section 3 we introduce the model,
the current-algebra and basic notations. Our calculations are presented in Section 4: we
show in Section 4.1 how the KacMoody current-algebra is used to successively eliminate
interaction vertices from expectation values, and how this can be used to evaluate OPEcoefficients. This is a non-trivial task. Indeed, the raw result of this reduction procedure
depends on the order of the successive reductions and is highly asymmetric, whereas the
OPE-coefficient should be symmetric. To obtain a more symmetric result, the raw result
can be simplified by using algebraic relations which we have baptized magic rules, for
their efficiency. This will explicitly be demonstrated in Section 4.2 on the example of
the 2-loop diagrams. In Section 4.3 we proceed to 3-loop order, and show again how the
initial highly asymmetrically looking OPE-coefficient is simplified. As in 2-loop order, all
resulting diagrams are chain-diagrams which in a suitable scheme factorize, and thus do not
give a new contribution to the -function. Proceeding to 4-loop order in Section 4.4, one
finds diagrams which the magic rules are no longer able to simplify to chain-diagrams. Due
to the sheer number of initial diagrams, namely 576, this approach is not very illuminating.
In Section 4.5 we, therefore, pursue a different route: we first calculate OPE-coefficients for
adjoint perturbations a = f abc J b Jc . We then show in Section 4.6 how an n-loop OPEcoefficient can be expressed as a simple algebraic function times an OPE-coefficient at
order n 1, involving two adjoint perturbations. This allows us to identify at 4-loop order a
6 One expects additional group theoretical invariants to appear in the -function also at higher loop orders.
We have found that the group theoretical invariant associated with the generalization of the cube to a chain
of square plaquettes will appear at -loop order. For SU(N ) it scales like N 2 when is even, and like N 3
when is odd, as N 0. If the sum of the corresponding integrals is diverging, then this term cannot have
a counter-term at even loop orders. It would thus represent, in this case, a new contribution to the -function
at -loop order. This may suggest that additional group theoretical invariants, beyond the one discussed in this
paper, appear in the -function at least at all even orders, except for = 2. (As an example, consider 6-loop order:
the above mentioned chain build out of 6 plaquettes scales like N 2 for small N . Suppose there are counter-terms
to the corresponding diagrams, then these must be products of diagrams at lower order, e.g., a 4-loop diagram
a 1-loop diagram a 1-loop diagram. This would scale for small N at least as N 2 N N N 4 (and actually as
N 6 , if one were to use only 1-loop counter-terms), thus has a higher power in N than the chain of six plaquettes.
Therefore, it cannot be a counter-term of the former diagram, and the former candue to renormalizabilitynot
have a subdivergence. Thus its integral is universal (see the discussion in Section 4 and Appendix B), and there
is a priori no reason that it should vanish.
583
combination of eight diagrams, which cannot be factorized as chains (non-chain diagrams).

Their contribution to the 4-loop -function is calculated analytically in Appendix B. All
these ingredients are collected in Section 4.7, where we obtain the 4-loop -function. We
have relegated some basic group-theoretical relations to Appendices C.1C.3. Conclusions
and further perspectives are offered in Section 5.
3. Model and method
We study the Non-Abelian Thirring Model (NATM) in two dimensions. The model
may be defined as a perturbation of a 2D conformal field theory, with action S0 , which
is invariant under a symmetry group G acting in the standard way [1,42]. The chiral
components of the conserved Noether currents, J a (z) and Ja (z), depend (as indicated)
only on z = x + iy and z = x iy, and satisfy the defining operator product expansion
(OPE) of the Affine Lie algebra (KacMoody algebra) at level k
J a (z)J b (0) =
k ab
2
z2
Ja (z)Jb (0) =
k ab
2
z 2
1
+ fcab J c (0) + ,
z
1 ab c
+ fc J (0) + ,
z
(3.1)
where fcab are the structure constants of G. (Repeated indices are summed throughout this
paper, unless stated otherwise.) The model we study is defined by the action7

2

d z
,
S = S0 + g0 (z, z ),
:=
(3.2)
2
z
where the perturbing operator

(z, z ) J a (z)Ja (z)
(3.3)
is invariant under global transformations of the symmetry group G. This theory is known
to be renormalizable with a single coupling g. The conjectured form [31] of the -function
for the renormalized coupling g is quoted in (1.1).
We compute the -function explicitly to 4-loop order. To this end, consider the
perturbative evaluation of the expectation value in the fully interacting theory of some
quantity O, which may represent an operator, or a product of operators at different spatial
positions,
Og0 =
Z(0) g0 (z,z)
z
Oe
.
0
Z(g0 )
(3.4)
Here, the expectation value 0 is taken in the unperturbed CFT with action S0 ,
normalized such that 10 = 1. Z(g0 ) is the fully interacting partition function.7
A cut-off (regularization) procedure, depending on short- and large-distance cut-offs a
and L, is required to render all terms in this expansion finite, and is specified below. The
7 The partition function is Z(g ) =
0
D[fields] exp(S).
584
renormalized coupling g (which depends on g0 and a/L) is found by computing how the
coefficient g0 of the first order term in the expansion of the exponential

2

g
10 + g0 (z1 , z 1 )
+ 0
(z1 , z 1 )(z2 , z 2 )
2!
0
0

z1
g03
z1 z2

(z1 , z 1 )(z2 , z 2 )(z3 , z 3 )
3!
z1 z2 z3
(3.5)
is modified by the higher order expansion terms. This modification is independent of

the potential presence of any operator O in this expectation value, indicated by the
ellipses.8 The required calculation can be conveniently expressed in terms of multiple OPEcoefficients of the perturbing operator (z, z ), evaluated in the unperturbed theory. The
product of (n + 1) such operators at different positions may be expanded into a complete
set of operators A sitting at the position of, say, the last operator. The expansion
coefficients depend on the n relative coordinates,
(z1 , z 1 ) (zn , z n )(zn+1 , z n+1 )

CA (z1 zn+1 ), (z1 z n+1 ); ; (zn zn+1 ), (zn z n+1 )
=
A
A (zn+1 , z n+1 ).
(3.6)
The non-vanishing expansion coefficients are exactly known in any CFT. In the present
case they are especially simple, and can be obtained by successive use of the OPE of
the currents, (3.1). In particular, the perturbing operator is the most relevant operator
(besides the identity when k = 0) appearing amongst the A ; all others are irrelevant. We
find it convenient to denote the needed multiple OPE-coefficient, where A = , by the
symbol

(z1 , z 1 ) (zn , z n )(zn+1 , z n+1 )|(zn+1 , z n+1 )

= C (z1 zn+1 ), (z1 z n+1 ); ; (zn zn+1 ), (zn z n+1 ) .
(3.7)
The renormalization process is now easily understood by inserting (3.6) into (3.5).
Explicitly, denote the relevant integrals over the multiple OPE-coefficients by Fn (for
Feynman-diagram):

Fn :=
(z1 , z 1 ) (zn+1 , z n+1 )|(zn+1 , z n+1 )
z1 ,z2 ,...,zn
C(z1 , z 1 , . . . , zn+1 , z n+1 ).
(3.8)
These integrals are regularized by a cut-off prescription, which is achieved by inserting

a cut-off function C(z1 , z 1 , . . . , zn+1 , z n+1 ) in the integral, as indicated. There are many
8 The operator itself requires an analogous treatment, which, however, can be discussed independently; this
will not be needed here.
585
possible choices. In this article we choose a (circular) hard cut-off implemented by

C(z1 , z 1 , . . . , zn , z n ) :=
(3.9)
a < |zi zj | < L ,
i=j
where is the usual step function. This cut-off procedure restricts the distances between
any pair of integration variables to lie between the short- and the long-distance cut-offs a
and L. All integrals Fn are thus finite functions of a/L. As usual, inserting (3.6) in (3.5),
and using (3.8) gives:

2

g0
F1 (z, z )
10 + g0 (z, z )
+
2!
0
0

+
g03
3!

F2

(z, z )
+
0

g z (z,z)
= 10 + g (z, z )
+ = e
.
z
Following standard reasoning we have re-exponentiated in the last line. One can now read
off the renormalized coupling:

g2
a
g0
a
a
g g0 ,
(3.10)
= g0 1 F1
+ 0 F2
.
L
2!
L
3!
L
The -function is obtained as the change of g in response to changing a (or 1/L), while
keeping the bare coupling g0 fixed:

a
(g) := a g g0 ,
(3.11)
.
a g0
L
In the remaining sections of the paper we will obtain the integrals F1 , . . . , F4 . This gives
us the result for the 4-loop -function written in (2.3) above.
4. Calculation
In this section we present in detail the evaluation of the integrals Fn defined in (3.8)
(Feynman-diagrams), needed to obtain the -function, as explained in Section 3. The
core of this calculation consists in obtaining the OPE-coefficients defined in (3.7), by
repeated use of the current-algebra OPE (3.1). We start with the simplest case, i.e., with
the 1-loop integral F1 , and proceed successively to the more involved cases, up to 4-loop
order.
4.1. 1-loop order
At 1-loop order, we need the OPE-coefficient

(z, z )(w, w)|(w,
w)
.
(4.1)
586
To evaluate it, we have to eliminate (z, z ) from (z, z )(w, w),

using (3.1). This is done
as follows9
(z, z )(w, w)
J a (z)Ja (z)J b (w)Jb (w)
1
1
= C2 J c (w)Jc (w)
.
fcab fdab J c (w)Jd (w)
|w z|2
|w z|2
(4.2)
We have used that f abc f abd = C2 cd , with the second Casimir C2 . (This and more group
theoretical relations are derived in Appendix C.1.) We denote (4.1) in short by

(z, z )(w, w)|(
w,
w) =
C2
.
|w z|2
(4.3)
The arrows show the direction in which the elimination has been made. This defines the
sign. To be specific, an arrow from z to w represents 1/(z w). A dashed such arrow
represents 1/(z w).
When a solid and a dashed arrow (with the same direction) connect
the same two points, one can drop the arrows for simplicity of notation; seeing a solid and
a dashed line thus means that when adding the arrows, both arrows are pointing in the same
direction.
The OPE-coefficient (4.3) yields the 1-loop diagram F1

C2
L
F1 =
=
a < |w z| < L = C2 ln
(4.4)
.
2
|w z|
a
z
4.2. 2-loop order and the magic rule

At 2-loop order, we have three s. Denoting i := J a (zi )Ja (zi ), we need to calculate
(1 2 3 |3 ). Straightforward use of the current-algebra (3.1) with k = 0, eliminating the
currents one by one, starting with point 1, and continuing with point 2, yields
(1 2 3 |3 )

1
2
1
1
2
= C22
+
,
2
|z12 |2 |z23 |2 |z13 |2 |z23 |2 |z23 |2 z13 z 12 |z23 |2 z12 z 13
(4.5)
where we have abbreviated zij := zi zj . Here, and throughout this article, we use the
labeling of points as indicated in Fig. 4. The result is graphically presented in Fig. 5
(top). Eq. (4.5) apparently contains a new diagram, which renders the OPE-coefficient
asymmetric upon exchange of point 1 with point 2, or of point 1 with point 3. However,
there is a simple algebraic identity, the magic rule for the real part of z1w :

z w
1
zw

1 1
1
|z w|
2
=

(4.6)
=
=
.
+
zw
2 |z|2 |w|
|z|2 |w|2
|z|2 |w|
2
2
|z|2 |w|
2
The most useful application is in the presence of an additional factor 1/|w
z|2 , which
cancels the numerator in the last term. This leads to the decomposition of the new diagrams
9 Recall that summation over repeated indices is implied, and that we work at level k = 0.
587
Fig. 4. Labeling of the points in Figs. 57, and diagrams in the main text.
Fig. 5. 2-loop diagrams after reducing the structure-constants to numbers. To be multiplied by 12 C22 . The numbers
given are the weight. The first line is the raw result, as obtained by using the reduction algorithm. Arrows indicate
the direction of the reduction. The second line after using magic relations.
in (4.6) into chain-diagrams (drawn below rotated by 1200 as compared to Fig. 5 (top))
+
The OPE-coefficient (4.5) simplifies to

1
1
1
1
+
+
,
(1 2 3 |3 ) = C22
2
|z12 |2 |z13 |2 |z12 |2 |z23 |2 |z13 |2 |z23 |2
(4.7)
(4.8)
which is manifestly symmetric, as it should be. The resulting expression for the OPEcoefficient in (4.8) is graphically represented in Fig. 5 (bottom). One sees that after
using the magic rule, the OPE-coefficient, and hence the integral F2 , can be written
in terms of chain diagrams. This suggests, that the corresponding diagrams (i.e., the
Feynman integral F2 ) factorize, are of order ln( La )2 without a pure ln( La ) and thus give
no contribution to the -function at 2-loop order. This is indeed correct, as checked in
Appendix A.1 for the cut-off procedure introduced in Section 3.
For the model at hand, the cut-off procedure is subtle. The reason is that one cannot
put a cut-off on the lines, as would be most convenient to immediately prove factorization
of chain-diagrams: in constructing the diagram, we have used magic rules to move around
the lines, and if we leave behind a cut-off function, then the resulting diagram will not be
588
Fig. 6. 3-loop diagrams after reducing the structure-constants to numbers. To be multiplied by 14 C23 . The numbers
given are the weight. The first 4 lines are the raw result, as obtained by using the reduction algorithm. Note that
4 diagrams have weight 0. Arrows indicate the direction of the reduction. The last two lines after using magic
relations, dropping the redundant arrows.
totally symmetric, as it should and as it is in our construction. The only way out of the
above dilemma, is to put cut-offs between any pair of points, regardless of whether the two
points are connected with a line or not (compare (3.8)). However, then the factorization
is no longer a trivial statement, and has to be checked. This has been done for the 2-loop
chains in Appendix A.1. As we have argued in Section 2, this is not essential for our
arguments, and the conclusions remain valid in any scheme. Let us, however, mention, that
in order to recover the large-N limit of SU(N), factorization is needed, and is sufficient to
uniquely fix the RG-procedure up to 4-loop order; but not necessarily beyond.
4.3. 3-loop order
At 3-loop order, 36 diagrams appear, presented on top of Fig. 6. These diagrams all
contain six structure-constants, and have two free indices a and b, which are contracted
with the remaining Ja J b . Since the only invariant object with two indices is ab , one can
contract the last lines to obtain the algebraic factor; the final result has of course to be
divided by the dimension of the adjoint representation. One can then convince oneself by
drawing pictures, that all objects which can be constructed, contain at least one loop made
589
out of two or three vertices10, i.e., objects of the form

f acb f bcd =
f aed f bge f cdg =
= C2 ad ,
C2 abc
f ,
2
(4.9)
(4.10)
which we give together with a group-theoretical identity (derived in Appendix C.1), which
is sufficient to reduce the number of f in any given diagram. Repeatedly using (4.9) and
(4.10) thus allows to eliminate all f . This procedure is performed using a computer, and
the reader would have a hard time verifying it by hand. We have thus shown that all 3-loop
diagrams are proportional to C23 , thus no additional group theory invariants, besides the
second Casimir, appear at this order.
The diagrams are given with their combinatorial factor on top of Fig. 6, to be multiplied
by 14 C23 . Applying magic rules leads to chain-diagrams, presented graphically at the bottom
of Fig. 6. Algebraically, the result is
(1 2 3 4 |1 )

C23
1
1
1
=
+
+
4 |z12 |2 |z14 |2 |z23 |2 |z13 |2 |z14 |2 |z23 |2 |z12 |2 |z13 |2 |z24 |2
1
1
1
+
+
+
|z13 |2 |z14 |2 |z24 |2 |z13 |2 |z23 |2 |z24 |2 |z14 |2 |z23 |2 |z24 |2
1
1
1
+
+
+
2
2
2
2
2
2
2
|z12 | |z13 | |z34 |
|z12 | |z14 | |z34 |
|z12 | |z23 |2 |z34 |2

1
1
1
.
+
+
+
|z14 |2 |z23 |2 |z34 |2 |z12 |2 |z24 |2 |z34 |2 |z13 |2 |z24 |2 |z34 |2
(4.11)
4.4. 4-loop order, direct approach

Let us now continue to 4-loop order. After using the current-algebra, there are 576
diagrams, which again we generate computer-algebraically. The group theoretical factors
appearing with these diagrams are much more involved. An example is a cube, where each
corner represents a structure-factor f abc and each link identifies a pair of common indices
between two f s. This is drawn on Fig. 3 and detailed in Appendix C.1. It is at this looporder that an additional group theoretical invariant besides the quadratic Casimir arises.
After reducing the algebra, one finds that 380 terms are proportional to C24 . Using magic
rules, these diagrams can be reduced to 60 chains; these are in fact all the chains which can
be drawn through 5 points.11 Each chain comes with a weight of 18 C24 . For the remaining
10 The simplest object without such a loop would be a cube, which indeed appears at 4-loop order, see Fig. 3.
11 In general, there is a total of 1 n (n 1)! chains that can be drawn through n points.
2
590
Fig. 7. 4-loop diagrams not proportional to C24 .
diagrams not proportional to C24 , presented in Fig. 7, our reduction-algorithm based on

magic rules is incapable of further simplifying it. In Section 4.6 we will present a simple
calculation, reducing the task to calculating a combination of eight diagrams. To this aim,
we need correlation functions involving operators which we call adjoint perturbations,
defined below.
4.5. OPE for adjoint perturbations
Define the adjoint perturbation at position (zi , z i ) as
a (zi , z i ) ia := f abc J b (zi )Jc (zi ).
(4.12)
We now apply the same procedure as in the previous sections: eliminate currents one by
one using (i) the current-algebra, (ii) evaluation of the group theoretical factors, and (iii)
simplifications with the magic rule. After some lengthy calculations (done again computeralgebraically), we find up to 3-loop order:
C2 1
,
1a 2a 2 = 2
2 |z12 |2

C3
a
1
1
1 2 3a 3 = 2
+
,
4 |z12 |2 |z13 |2 |z13 |2 |z23 |2
(4.13)
(4.14)
591

1a 2a 3 4 4

C4
1
1
1
+
+
= 2
8 |z12 |2 |z14 |2 |z23 |2 |z12 |2 |z13 |2 |z24 |2 |z12 |2 |z13 |2 |z34 |2

1
1
1
+
+
+
|z12 |2 |z14 |2 |z34 |2 |z12 |2 |z23 |2 |z34 |2 |z12 |2 |z24 |2 |z34 |2
+ d2
(4.15)
The additional group-theoretical invariant d2 is defined12 in Appendix C.1. For SU(N) this
reads d2 = 32 N 2 compared to the leading term C24 = N 2 . The results for SO(N) and SP(N)
are listed in Fig. 1, see also Appendix C.3. For these groups, C24 N 4 and again d2 is
subdominant, with d2 N 3 .
4.6. 4-loop order simplified
We have seen in Section 4.4 that a direct 4-loop calculation is quite cumbersome.
Instead, we use here a different approach, inspired by the original work by Kutasov [32].
We start by eliminating n from the multiple OPE-coefficient (3.7). Let us first give the
result and then explain how we have obtained it:
(n 1 2 n1 |n1 )

1
1
1 ia ja n1 |n1
=
zn zi z n z j
i,j =1,...,n1,i=j
n1

i=1
C2
(1 n1 |n1 ).
|zn zi |2
(4.16)
We have eliminated all currents at point n. Using the current-algebra (3.1) again with k = 0,
there is a contribution from each pair of points {i, j } with i, j = n. The first line of (4.16)
contains the contributions with i = j , for which we have listed below the corresponding
current-algebra identities in (4.17) and (4.18). The last line of (4.16) is the case i = j , and
is obtained by using the current-algebra both for the holomorphic and antiholomorphic
current, as given in (4.19) below.
f abc c
1
J (zi )Jb (zi ) =
a ,
J a (zn )Jb (zi )J b (zi )
zn zi
zn zi i
f abc c
1
Ja (zn )Jb (zj )J b (zj )
J (zj )J b (zj ) =
a ,
z n z j
z n z j j
f abc f abd c
C2
i .
J (zi )Jd (zi ) =
Ja (zn )J a (zn )Jb (zi )J b (zi )
2
|zn zi |
|zn zi |
(4.17)
(4.18)
(4.19)
12 Constructing a symmetrized tensor d abcd out of the trace of 4 structure-constants f ab , d is the non2
c
dominant contribution (in N ) of the square of d abcd (as defined in (C.13)).
592
Fig. 8. The combination of 8 diagrams contributing at 4-loop order. Note the different labeling of points given in
the inset, as compared to the labels of Fig. 4, used in Fig. 7.
Note that eliminating point n (instead of point 1 as we were used to do) is for later
calculational (and representational) convenience only.
We now turn to the 4-loop calculation, i.e., set n = 5. One can check that starting from
(4.16), using (4.11) and (4.15), one reconstructs all the 60 chains connecting 5 points, as
found in Section 4.4. The remaining terms are obtained from the first term in (4.16) times
= 6 such terms, each being a
the term proportional to d2 in (4.15). There are (n1)(n2)
2
combination of 8 diagrams depicted in Fig. 8. Since each of the 6 terms gives the same
contribution upon integration, we only have to calculate the integral over one of them.
Analytically, this is most easily written as (we have chosen i, j to be the pair 1, 2 and the
starting point is 5)

1
1
1
1
1
1
1
I :=
+
z14 z 13 z 14 z13
z24 z 23 z 24 z23 |z34 |2 z15 z 25 z 15 z25
C(z1 , z 1 , . . . , z5 , z 5 ),
(4.20)
where the integral is over all but one point, and the cut-off function C( ) was introduced
in (3.9). This integral is evaluated in Appendix B to be

L
.
I =
(4.21)
6 + 2 ln
12
a
4.7. The -function up to 4-loop order
Now we are ready to put everything together to obtain the -function. In a scheme in
which the chains factorize, we obtain by collecting the results (4.4), (4.8), (4.11), and the
paragraph below (4.16), and upon use of (3.10):
2
3

L
L
1 12
L
1
13
g = g0 1
g0 C2 ln
+
g0 C2 ln
g0 C2 ln
2!
a
3! 2
a
4! 4
a
4

1 60
L

L
6 + 2 d2 g04 ln
+
+6
(4.22)
g0 C2 ln
.
5! 8
a
12
a
593
Note that the factors 1/n! are from the exponential, then for the chains the next factor is
the number of chains times their dependence on g0 , times the group-theoretical factor13
C2n /2n1 . The last term (which comes from the non-chain diagrams) has a factor of 6 from
combinatorics as discussed in the previous section and the minus signs from the integral
(4.21) and from (4.16) cancel.
Inserting (4.22) into (3.11) leads to the 4-loop -function in terms of the renormalized
coupling g:

1
6 + 2 g5 + O g6 ,
(g) = C2 g 2 d2
(4.23)
2
240
3 3
3
45
2
with d2 = 32 N 2 for SU(N), d2 = 24 45
2 N + 6N 8 N for SO(N) and d2 = 2 + 32 N +
3 2
3
3
8 N + 128 N for SP(N), as calculated in Appendices C.2 and C.3.
In schemes in which the chains do not factorize, there are additional terms, see (2.3)
and the discussion below that equation.
Some comments on the procedure are in order. Readers used to the Wilson-scheme, will
recover that procedure by studying the change of g in (4.22) under an infinitesimal change
of a, corresponding to the integration over an infinitesimal shell from a to a + a. The only
difference is that this is a shell in position space, and not in momentum space.
Second, to our knowledge this is the first 4-loop calculation with a hard cutoff, or
equivalently the first 4-loop calculation in a Wilson scheme.
5. Conclusion and further perspectives

In this article we have performed an explicit perturbative calculation of the -function
for the non-Abelian Thirring model at k = 0 up to 4-loop order. We have found that
the conjectured form of the -function [31], Eq. (1.1), is incompatible with our result in
all regularization schemes. The discrepancy arises from an extra logarithmic divergence,
which appears first at 4-loop order, and which is proportional to a higher group-theoretical
invariant (evaluated in the adjoint representation of the symmetry group) which is
different from the quadratic Casimir invariant. This divergence is not accounted for by
the conjectured -function.
It is worth pointing out that our explicit 4-loop result at level k = 0 does not only
rule out the particular conjectured form of the (isotropic) -function Eq. (1.1), but a more
general class of conjectures for the -function. This way of presenting our 4-loop result
emphasizes the dependence on the level k, whereas in Section 2 only the special case k = 0
was discussed. Such forms which we can rule out arise by attempting to scale with the
level k. Specifically, for any one of the classical groups G = SU(N), SO(N) and SP(N),
the -function (of the isotropic theory) will in general be a function of three variables, the
coupling constant g, the level k, as well as N , or equivalently C2 = C2 (N), the second
Casimir invariant in the adjoint representation:
dg
= (g, k, C2 ).
(5.1)
dl
13 See (4.4), (4.8), (4.11), and the paragraph below (4.16).
594
It was argued in [35] that by rescaling the KacMoody currents J a k J a (as suggested
by the large-k calculations done in [32]), the (isotropic) -function should satisfy (perhaps
in a suitable scheme) the scaling form

C2
k
! 1
, kg = gH gC2 ,
.
(g, k, C2 ) = F
(5.2)
k
k
C2
The conjectured -function of Ref. [31], i.e., Eq. (1.1), is a special case of this. The
second equation above gives an equivalent way of writing the scaling form, useful when
considering the limit k 0 for g = fixed, whereas the form in the first equation is useful
in the large k limit where 1/k 0 for kg = fixed. Since we know that the perturbative
-function must have a finite limit as k 0, the second equation in (5.2), when specialized
to k = 0, leads to a form of the -function, whose g-dependence is only through the
combination gC2 (apart from an overall factor of g). Comparison with Eq. (2.3) shows
that this is incompatible with the explicit 4-loop result that we have found in any possible
scheme. Hence, our result implies that the -function must have an explicit dependence
on the level k, and that the latter can in no scheme be scaled out in the way indicated in
(5.2).
Finally, a point which deserves clarification is why in the case where a symmetry
G = SU(2) is broken down to U (1) by a purely imaginary easy-axis anisotropy, and
for level k = 1, the conjecture reproduces [35] known exact results [3638]. (This was
mentioned in the introduction, Section 1.) Indeed, Ref. [35] proposes that this agreement
should provide a strong check of the conjecture. Here we would like to point out, however,
that this agreement is not surprising, because the theory is very special. It possesses a
hidden quantum group symmetry (or, fractional supersymmetry) [43], present for all
values of the level k. This symmetry imposes strong constraints on the k-dependence
of the relationship between the slopes of the -function, i.e., the RG eigenvalues y of
the perturbation, at the UV and IR fixed points. As a consequence of the symmetry, this
relationship is [44]:
1
1
+
= 1.
kyIR kyUV
(5.3)
For the remainder of our argument, we only need the result in (5.3) about the exact
relationship between yUV and yIR . First, we note that the same result can also be obtained
by using the conjectured -function of [31], see [35]. Now since, following Kutasov [32],
the conjecture is just the leading term in a 1/k-expansion of the beta function, it should
yield a relation between yIR and yUV , which is valid at leading order in 1/k, but will not
contain information about corrections to this of order 1/k 2 or higher. However, due to
Eq. (5.3), the exact relation between yIR and yUV has no such higher order corrections at
all. Thus the leading order term in 1/k happens to give already the whole, i.e., the exact
result for these quantities. This explains why the conjecture reproduces the exact result
even for level k = 1. We end our discussion by noting that it would be interesting to obtain,
generalizing Kutasovs work, who computed (as mentioned) the -function of the nonAbelian Thirring model to first order in 1/k in the large-k expansion, higher order terms
in this large-k expansion. These will not in general be absent, as our work presented in this
paper shows. Work along these lines is in progress.
595
Appendix A. Factorization of chain-diagrams

In this appendix, we show how chain-diagrams factor, restricting ourselves to 2-loop
order. This is done in Appendix A.1. As a tool, we need the conformal mapping
technique, which was introduced in [45,46], reviewed in [47], and which we present here
for completeness, and since in contrast to the cited references we here work exactly at the
critical dimension, where we need both an ultraviolet and an infrared cutoff.
A.1. Factorization of chain-diagrams at 2-loop order
At 2-loop order, everything can with the help of the magic relation be reduced to the
bubble-chain. The subtracted 2-loop diagram, i.e., the 2-loop diagram minus the square of
the 1-loop diagram is (we denote by S this subtraction-operator, which also contains the
integration and the cut-off functions)

S

=
z,w
1
|z|2 |w|2

a < |z|, |w|, |z w| < L a < |z|, |w| < L .
(A.1)
The first term on the r.h.s. represents the 2-loop integral, the second term the subtracted
to the above
1-loop integrals (where integration over w and z factorizes). Applying a a
gives

a S
a

1
a = |z| < |w|, |z w| < L
=a
2
2
|z| |w|
z,w

+ a = |w| < |z|, |z w| < L

+ a = |z w| < |w|, |z| < L

a = |z| < |w| < L a = |w| < |z| < L .
(A.2)
Using the conformal mapping technique of [4547], which is summarized in Appendix A.2, all terms can be mapped onto |z| = a; with the result (we have used that
a 2 /|z|2 = 1):

L
1
max
=
min |z| = a, |w|, |w z| <
a S
a
a
|w|2
w

L
max
(A.3)
min a, |w| < a .
The function max
min (a1 , . . . , an ) is defined as
max (a , . . . , a ) := max(a1 , . . . , an ) .
(A.4)
n
min 1
min(a1 , . . . , an )
596
The above is a function of L/a, and can be bounded for L/a > c1 by

a

< c2
a S

a
L
(A.5)
with c2 = c2 (c1 ). Taking c1 > 3 allows the bound c2 = 2. The important thing is that
the integral is not diverging: this means we have subtracted the right 1-loop counterterm. Moreover, the limit of large L/a can be taken; since it is zero, there is no single
ln-contribution in the 2-loop integral. We can denote symbolically the result as
2

=
.
(A.6)
A.2. Conformal mapping
As a tool to prove factorization of chains (see Appendix A.1), we need the conformal
mapping technique, which was introduced in [45,46], reviewed in [47], and which we
present here for completeness, and since in contrast to the cited references we here work
exactly at the critical dimension, where we need both an ultraviolet and an infrared cutoff.
Note that a general N -loop integral IN will behave as

L 2
L N
L
IN (a, L) = a0 + a1 ln + a2 ln
(A.7)
+ + aN ln
,
a
a
a
where we dropped terms which vanish in the limit of L/a . Deriving w.r.t. a leads to
L N1
.
a In (a, L) = a1 + 2a2 ln + + NaN ln
(A.8)
a
a
a
On the level of the integral, this operation amounts to fixing the smallest distance to be a.
Due to our normalizations, this is equivalent to fixing the both endpoints of this smallest
distance. The integration over the remaining points has then to be done.
We now state a very important theorem for the integral over a function f at order N 1
loops: if f (z1 , z 1 , . . . , zN , z N ) is a homogeneous function of dimension 2(N 1) (z and
z have dimension 1), then the integral over z1 , . . . , zN1 (the relative coordinates between
points)

f (z1 , z 1 , . . . , zN , z N )C(z1 , z 1 , . . . , zN , z N )
IN (a, L) :=
(A.9)
z1 ,...,zN1
has dimension 0. Consider a sector S (ordering of the distances). Be x := |zi zj |, with

1 m := N(N 1)/2. Then S := {z1 , . . . , z N }, s.t. x1 < x2 < < xm . (Actually, we
have chosen the labeling of the distances x to account for the ordering. This is not always
the most practical thing to do.) Also define the characteristic function S (x1 , . . . , xm ) of
a sector S as being 1 if all distances satisfy the inequalities of the sector and 0 otherwise.
The a-derivative of the integral restricted to the sector S is

J S := a INS (a, L) = f (z1 , . . . , z N )x =a (xm < L)S (x1 , . . . , xm ).

1
a
(A.10)
597
The conformal mapping theorem [4547], whose proof we reproduce below for completeness, now states that if the integral (A.10) is Riemann-integrable everywhere, then

J S f (z1 , . . . , z N )x =a (xm /x1 < L/a)S (x1 , . . . , xm ).
(A.11)
i
In words: the above integral can be evaluated by fixing any of the distances to be a (or
1 equivalently). The constraint on the smallest and largest distances is captured by the
condition that the ratio of largest to smallest distance is bounded by L/a, as it is in the
original integral, which is thus just a special case of the expression (A.11).
Proof. First of all, since x1 = a, and introducing a -function to enforce it, J S becomes

S
J = f (z1 , . . . , z N )(x1 a)(xm /x1 < L/a)S (x1 , . . . , xm ).
(A.12)
We now aim at integrating over distances x1 , . . . , xm instead of coordinates with an
arbitrary function g

d2 z1 d2 zN1 g(x1 , . . . , xm )

= dx1 dxm (x1 , . . . , xm )g(x1 , . . . , xm ).
(A.13)
The measure is easily constructed as
(x1 , . . . , xm )

= d2 z1 d2 zN1 x1 |z1 z2 | xm |zN1 zN | ,
(A.14)
where the -distributions enforce the xi s to be the distances between the zj s.

We now want to map onto xl = a. To achieve this, we can always do the integration over
xl last. This gives for J S

J S = dxl dx1 dxl1 dxl+1 dxm (x1, . . . , xm )(x1 a)
f (x1 , . . . , xm )(xm /x1 < L/a)S (x1 , . . . , xm ).
(A.15)
We now make a change of variables. For all i but l, set

xi := xi xl /a.
We also define xl := a, and introduce this into (A.15) as 1 =

S
J = dxl dx1 dxm (x1, . . . , xm )(xl a)
(A.16)
dxl (xl a):
f (x1 , . . . , xm )(xm /x1 < L/a)S (x1 , . . . , xm )

a
(x1 xl a) .
xl
(A.17)
Note that the factor of a/xl consists of (xl /a)N(N1)/21 from the terms dxi but dxl ;
a factor of (xl /a)(N1)(2N/2) from the measure; and a factor of (xl /a)2(N1) from f .
598
Using that

a
dxl (x1 xl a) = 1,
xl
we obtain
J
(A.18)

=
dx1 dxm (x1 , . . . , xm )(xl a)

f (x1 , . . . , xm )(xm /x1 < L/a)S (x1 , . . . , xm ).
(A.19)
Dropping the tildes, this is nothing but (A.15) with x1 replaced by xl which completes the
proof.
Appendix B. The 4-loop integral
In this appendix we evaluate analytically the integral (4.20) needed in Section (4.6) to
obtain the universal part of the 4-loop contribution to the -function (i.e., the last term in
(2.3)), with the result quoted in (4.21). The integrand of the integral (4.20) in question is

1
1
1
1
1
1
1
.
+
M :=
(B.1)
z14 z 13 z 14 z13
z24 z 23 z 24 z23 |z34 |2 z15 z 25 z 15 z25
Graphically, this is depicted in Fig. 8. We observe that we can make the following
simplification (due to the second magic rule):
1
wu
wu
w
u
1
|w
u|h
=
= 2i
= 2i
,
2
2
wu wu
ww
uu
|w| |u|
|w|2 |u|2
(B.2)
where h is the height of the triangle spanned by w

and u ; if the angle is larger than , then
h is negative (see Fig. 9).
Note that the first two factors of the integrand M both contribute a term |z34 |,
thus canceling the third term 1/|z34 |2 . This allows us to see that the integral has no
subdivergences; it will contain only a global divergence, i.e., it will be proportional to
a single power of ln(L/a) (L and a are the IR and UV cutoffs, respectively). We now
proceed to check this by explicit calculation and to compute the precise coefficient of the
single logarithmic divergence. Let us now introduce distances as depicted in Fig. 10.
Here all distances are measured from 0 except for x and z which are measured from
their intersection point. In these conventions, x and z in the figure are negative. The
integrand can then be written as14
y
z
M = (2i)2 2
(y + x 2 )(y 2 + (x + b)2 ) (z2 + x 2 )(z2 + (x + b)2 )

1
1
+
,
z15 z 25 z 15 z25
(B.3)
14 There are four complex integration variables, equivalent to eight real integration variables. We make use of
this equivalence whenever convenient.
599
Fig. 9.
Fig. 10.
where all variables are to be integrated over. Let us first do the integrals over x, x , b, z and
z5 = (z5 ) + i(z5), i.e., all distances except for y, which is kept fixed and positive. At the
end, we integrate over the vector y, both over its magnitude and direction. (This fixes the
coordinate system.) We note that choosing a |y| L, boundary terms can be neglected,
since the integrals do not contain subdivergences, neither in the UV nor in the IR.
Doing first the integral over point 5, we obtain using (D.1) from Appendix D

1
1
+
= 2 ln |z12 |2 + const.
d2 z5
z15 z 25 z 15 z25

= 2 ln (y + z)2 + b2 + const,
(B.4)
where the constant depends on the IR-cutoff L. However, one easily sees that it drops from
the above calculation due to the asymmetry of z z of the remaining terms in (B.3). We
finally have to integrate:

y
z
8 2
ln (y + z)2 + b2 . (B.5)
(y + x 2 )(y 2 + (x + b)2 ) (z2 + x 2 )(z2 + (x + b)2 )
The simplest integrals are those over x and x . We use

dx
1
1
(|y| + |z|)
,
=
x 2 + y 2 (b + x)2 + z2 |yz|(b2 + (|y| + |z|)2 )
(B.6)
600
which can be done by residue-calculus. Integrating (B.5) over x and x thus gives:
8 3

(|y| + |z|)2
ln (y + z)2 + b2 .
yz(b 2 + (|y| + |z|)2 )2
(B.7)
To continue, we recall that by construction y (which is the module of a vector) is positive.

(B.7) can thus be written as the integral over positive z only
8 3

(y + z)2
ln (y + z)2 + b2 ln (y z)2 + b2 .
2
2
2
yz(b + (y + z) )
(B.8)
The easiest integral to do is that over b, which nevertheless is a little bit tricky. We need

ln(|d| + |s|)
ln(b 2 + d 2 )
+
db = 2
2
2
2
(b + s )
s (|d| + |s|)
|s|3
(B.9)
which can be verified with the help of the residue-theorem. To do so, one splits the
ln(b 2 + d 2 ) = ln(b + i|d|) + ln(b i|d|) which both have branch-cuts. But the integral
can be closed either in the upper or lower domain, and we close it in the domain where
there is no branch-cut. This leaves us with

8
(y + z)2
dz
yz

ln(2|y + z|)
1
2
(y + z) (2|y + z|)
(y + z)3
ln(|y z| + |y + z|)
1
2
(y + z) (|y z| + |y + z|)
|y + z|3

.
(B.10)
Scaling out y, and splitting the integral into domains where the absolute values have a
definite sign gives
8 4
y2

dz
1
z

1
ln(2|1 + z|)
2|1 + z|
(1 + z)

ln(|1 z| + |1 + z|)
1
(|1 z| + |1 + z|)
|1 + z|
8 4
= 2
y

1
dz
0
8 4
+ 2
y

ln(2(1 + z))
1
ln(2)
1
2z(1 + z)
z(1 + z)
2z z(1 + z)

dz
1

ln(2(1 + z))
1
1
ln(2z)
2z(1 + z)
z(1 + z)
2z2 z(1 + z)
1
2
= 4 6 + 2 2 .
3
y
(B.11)
601
The final integral over y contains the integral over the modulus of y and its direction, which
contributes a factor of 2 :
L

1

L
2
4
dy 2y 4 6 + 2 2 = 5 6 + 2 ln
.
3
y
3
a
(B.12)
To conform to the normalizations used in the main text, see Eq. (3.2), this still has to be
divided by (2)4 , yielding the final result (with the integral running over all but one of the
points, and normalizations according to Eq. (3.2))

L

6 + 2 ln
I := M =
(B.13)
+ finite.
12
a
We have indicated an additional finite term in the result, which depends on the specific
regularization prescription, and which is either a constant or decays to 0 in the limit of
L/a .
Appendix C. Some remarks on group theory

In this appendix, we collect a number of useful group-theoretical identities, first in C.1
for a general Lie-group G, then in C.2 for SU(N), and finally in C.3 for the other classical
groups, SO(N) and SP(N).
C.1. Group theoretical invariants
In this appendix we discuss the additional group theoretical invariant, referred to in the
main text. Since we are using the current-algebra, only the adjoint representation of the
symmetry group G appears in our calculations. Therefore, all group-theoretical invariants
that can possibly appear, can all be constructed out the structure constants. The simplest
such invariant is of course the eigenvalue of the quadratic Casimir invariant C2 in the
adjoint representation, which is of second order in structure constants f abc . Here we
consider invariants which are of higher order
in the structure constants.
Notation: The zero modes j a := J0a = (dz/2i)J a (z) of the KacMoody currents [1]
are the generators of the Lie-group G, satisfying the commutation relations
a b
j , j = fc ab j c ,
(C.1)
which are represented in the adjoint representation by matrices
a b
T c := fc ab .
(C.2)
We work with antihermitean generators j a , so that the structure constants fc ab are real.
The G-invariant Killing form ab , and its inverse bc , defined by
ab :=
1 a b
tr T T ,
N
ab bc = ca
(C.3)
602
may be used to raise and lower adjoint indices a, b, . . . . Here N is a suitable normalization
constant. Then, (C.1) and (C.3) imply that the structure constants f cab = f abc are totally
antisymmetric. Throughout this subsection, we choose a basis of the Lie algebra for which
ab = ab . Hence, no distinction between upper and lower adjoint indices has to be made.
(The matrices (T a )c b in (C.2) are then antihermitean.)
We now proceed to discuss various group-theoretical invariants, needed in the main
text, which can be constructed out of products of structure constants. Our discussion is
organized according to the number of factors f abc appearing.
Quadratic Casimir: The eigenvalue C2 of the quadratic Casimir invariant in the adjoint
representation,15
a a d
T T c = fc ab fb ad = C2 c d f abc f abd = C2 cd
(C.4)
is of 2nd order in the structure constants. Eq. (C.4) is graphically depicted in (4.9).
Triangle rule: The Jacobi-identity implies the following relation for the structure
constants:
fe ad fd bc + fe bd fd ca + fe cd fd ab = 0
which is just (C.1):

a b c
T , T e = fd ab T d e c .
(C.5)
(C.6)
fg
Multiplying (C.5) with ab , yields

0 = f g ab f ead fd bc + f ebd fd ca + f ecd fd ab

= tr T g T c T e tr T c T e T g + C2 f ecg .
(C.7)
Using the cyclic invariance of the trace, this yields the triangle rule

1
C2 f gce .
tr T g T c T e =
(C.8)
2
Eq. (C.8) is graphically depicted in (4.10).
Invariant 4-index tensor d abcd : Next we consider the following totally symmetrized
trace of four (adjoint) representation matrices

d abcd := tr T {a T b T c T d} ,
(C.9)
which is G-invariant by construction. This invariant arises when considering traces of four
matrices T , Eq. (C.2). The result is given in (C.12) below. To derive it, observe that for
traces of more than three generators T , which cannot be reduced using (C.8), one can
permute two T s, with the aim of creating a loop of 3 with the remaining T s, which, in
turn, can then be reduced using (C.8). For a trace of four T s, this reads

1
tr T a T b T c T d = C2 f abh f cdh + tr T b T a T c T d .
2
15 As usual, all repeated indices are summed.
(C.10)
This also tells us that

tr T a T b T c T d = tr T b T a T d T c = tr T d T c T b T a ,
603
(C.11)
where the second relation is obtained using the cyclic invariance of the trace. We now want
to calculate a general trace of four T s. First, by using (C.11), and the cyclic invariance
of the trace, we find that of the 6 possible permutations, which leave the first index
unchanged only 3 are independent. These are K1 = tr(T a T b T c T d ) = tr(T a T d T c T b ),
K2 = tr(T a T c T d T b ) = tr(T a T b T d T c ), and K3 = tr(T a T d T b T c ) = tr(T a T c T b T d ). The
totally symmetrized trace, defined in (C.9), can now be expressed in terms of the Ki as:
d abcd = 13 (K1 + K2 + K3 ). Writing K1 = d abcd + 13 [(K1 K2 ) + (K1 K3 )], and using
(C.6), we can rewrite each of these terms with the help of d abcd and f s as

C2 adh bch
tr T a T b T c T d = d abcd +
f abh f cdh .
f f
6
The invariant d2 is now defined by
1 abcd abcd C24
d
d
=
+ d2 ,
Nad
24
(C.12)
(C.13)
where Nad is the dimension of the adjoint representation. Note that (C.12), (C.13), (C.8)
imply
4

a b c d a b c d
C2
+ d2 .
tr T T T T tr T T T T = Nad
(C.14)
8
The l.h.s. can graphically be viewed as the cube-invariant, discussed in Section 2, and
depicted in Fig. 3 of the same section (recall (C.2)).
In Section C.2, we show that for SU(N)
3
d2 = N 2 .
(C.15)
2
(The quadratic Casimir is C2 = N in our conventions.) This is in agreement with the results
of Ref. [34]. Hence, for SU(N), the term d2 in (C.13) is subleading in N , as compared
to the first term. This subleading N -dependence of d2 is also true for all the remaining
classical groups, which follows from (C.13) and (C.27).
C.2. SU(N)
In this section we present a derivation of the value of the invariant d2 for G = SU(N),
i.e., of (C.15), which provides an independent check of this result given in Ref. [34].16
We start by recalling the generators in the (complexified) Lie algebra of SU(N) in the
fundamental representation
Xa X := {matrix with 1 in column , row ;
0 elsewhere}
(, = 1, . . . , N),
16 This method can also be used to calculate higher invariants [48].
(C.16)
604
where the adjoint index a = { }. These satisfy

X , X = X X ,
(C.17)
which yields the structure constants in this basis

fc ab f = .
(C.18)
The Killing form is given by
1 a b 1 ac bd
1
tr T T =
= 2
fd fc
N
N
N
= 2( projector onto the adjoint)
ab :=
and its inverse

ab =

1
1
.
=
2
N
(C.19)
(C.20)
One easily finds

ab ba = (N 1)(N + 1) = Nad = dimension of adjoint representation.
(C.21)
Since we use to raise and lower indices a = { } of structure constants which are traceless
(see (C.18)), one can also use the simplified form
simp
ab ab =
1

2
(C.22)
instead of ab , for calculational convenience. Writing (T a )c b = fc ab we obtain:17

1 a a
tr T T aa = N,
Nad
1 a b a b
tr T T tr T T aa bb = N 2 ,
Nad
1 a b c a b c
1
tr T T T tr T T T aa bb cc = N 3 ,
Nad
4
1 a b c d a b c d
1
3
tr T T T T tr T T T T aa bb cc dd = N 4 + N 2 .
Nad
8
2
(C.23)
(C.24)
(C.25)
(C.26)
Comparison of (C.26) with (C.14) yields d2 = 32 N 2 , in agreement with (C.14), and (C.15).
C.3. Other groups
Besides SU(N) we also consider SO(N) and SP (N). The results of Ref. [49] yield:
SU(N):
C2 = N,
3
d2 = N 2 ,
2
17 Again we use a computer to do the algebra.
SO(N):
C2 = N 2,
SP(N):
C2 =
N +2
,
2
45
3
N + 6N 2 N 3 ,
2
8
3 2
3 45
3 3
d2 = + N + N +
N .
2 32
8
128
605
d2 = 24
(C.27)
We have already quoted these values for the group theoretical invariants on Fig. 1, but
repeat them here for the convenience of the reader. Note that one can always normalize the
1-loop coefficient in the -function for g (the term g 2 in (2.3)) to 1/2, by rescaling g
by a constant. This means that the normalization-invariant quantity which enters at 4-loop
order is d2 /C24 . This allows us to perform the following checks on (C.27), by using well
known isomorphism between the corresponding Lie algebras:

d2
d2
3
(C.28)
=
= ,
C24 SU(2) C24 SO(3) 8

d2
d2
13
(C.29)
=
= ,

4
4
C2 SO(5) C2 SP(4) 72

d2
d2
3
(C.30)
= 4
= ,

4
C2 SU(4) C2 SO(6) 32

d2
d2
3[32 + N(14 + N)]
(C.31)
= 4
=
.

4
8(2 + N)3
C2 SO(N) C2 SP(N)
Appendix D. Some elementary integrals

In this appendix, we consider some elementary integrals, quoted in the main text.
Consider two points za and zb in the complex plane, which are well inside a circle of
(large) radius R centered at the origin. It is then elementary to establish the following
result:

za zb
1
2
2
=
ln
|z
d2 z
z
|
+
ln
R
+
ln
1
. (D.1)
b
a
(z za )(z zb )
R2
|z|R
Furthermore, for |z za | a |za zb |

1
= 0.
d2 z
(z za )(z zb )
(D.2)
|zza |a
Finally, this implies upon taking the limit of R ,

za zb
1
1
2

d z
= 2 ln
(z za )(z zb ) |z za |2
a
|zza |,|zzb |a
as long as |za zb | 2a (up to terms of order a 2 which are neglected).
(D.3)
606
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AUTHOR INDEX B661
Alishahiha, M.
B661 (2003) 174
Bardakci, K.
Berezin, V.
Bonciani, R.
Brower, R.C.
B661 (2003) 235

B661 (2003) 409
B661 (2003) 289
B661 (2003) 344
Darriulat, P.
DElia, M.
Demasure, Y.
Derkachov, S..
Dinh, P.N.
Dorey, P.
Dorey, P.
Dung, N.T.
B661 (2003) 3
B661 (2003) 139
B661 (2003) 153
B661 (2003) 533
B661 (2003) 3
B661 (2003) 425
B661 (2003) 464
B661 (2003) 3
Emmanuel-Costa, D.
B661 (2003) 62
Feng, B.
B661 (2003) 113
Ganjali, M.A.
Ghodsi, A.
B661 (2003) 174

B661 (2003) 174
Hieu, B.D.
Hiller, J.R.
B661 (2003) 3
B661 (2003) 99
Janik, R.A.
B661 (2003) 153
Khater, W.
Korchemsky, G.P.
Kotikov, A.V.
Kraus, E.
B661 (2003) 209

B661 (2003) 533
B661 (2003) 19
B661 (2003) 83
Lehners, J.-L.
Lipatov, L.N.
Ludwig, A.W.W.
B661 (2003) 273

B661 (2003) 19
B661 (2003) 577
0550-3213/2003 Published by Elsevier Science B.V.

doi:10.1016/S0550-3213(03)00429-2
Manashov, A.N.
Masina, I.
Mastrolia, P.
Mathur, S.D.
Moore, J.E.
B661 (2003) 533

B661 (2003) 365
B661 (2003) 289
B661 (2003) 344
B661 (2003) 514
Osland, P.
B661 (2003) 209
Parvizi, S.
Phuong, P.T.
Pinsky, S.S.
Pocklington, A.
Pocklington, A.
B661 (2003) 174

B661 (2003) 3
B661 (2003) 99
B661 (2003) 425
B661 (2003) 464
Remiddi, E.
Rupp, C.
B661 (2003) 289

B661 (2003) 83
Savoy, C.A.
Seki, S.
Sibold, K.
Singh, H.
Stelle, K.S.
Sugawara, Y.
B661 (2003) 365

B661 (2003) 257
B661 (2003) 83
B661 (2003) 394
B661 (2003) 273
B661 (2003) 191
Tan, C-I
Tateo, R.
Tateo, R.
Thao, N.T.
Thieu, D.Q.
Thorn, C.B.
Thuan, V.V.
Trittmann, U.
B661 (2003) 344

B661 (2003) 425
B661 (2003) 464
B661 (2003) 3
B661 (2003) 3
B661 (2003) 235
B661 (2003) 3
B661 (2003) 99
Wiese, K.J.
Wiesenfeldt, S.
B661 (2003) 577

B661 (2003) 62

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Measurement of the zenith angle distribution

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

Normal data taking sequence

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P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

Point to point uncertainties

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

3.3.4. Hadron contamination

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

4. Results and discussion

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

in [1], namely a one-dimensional approximation of the atmospheric shower development.

P.N. Dinh et al. / Nuclear Physics B 661 (2003) 316

Nuclear Physics B 661 (2003) 1961

DGLAP and BFKL equations in the N = 4

St. Petersburg, Russia

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

In DIS Q2 = q 2 and x = Q2 /(2pq) are the Bjorken variables, k is the transverse

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

Here the vector n is light-like: n 2 = 0. In the deep-inelastic ep scattering we have

Namely, we can introduce the following projectors of this tensor

n 1 n 1+ Oa 1 ,...,1+ ,1 ,...,|n| l1 l|n| ,

where the complex transverse vector l is given below

n 1 n 1+ l2+ lj P |Og 1 ,...,j |P

can be found at small in terms of solutions g of the BFKL equation.

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

2. Anomalous dimensions of twist-2 operators and their singularities

due to the relation

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

where is a solution of the algebraic equation

of a gauge-invariant tensor O1 ,...,J with J = 1 + + |n| indices. Note, that because

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

They contain the covariant Laplacians D2 and have higher twists.

has the transverse dimension equal to 1.

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

Putting this ansatz in the equation we obtain a simple expression for f ( )

The pole of f ( ) in is situated at

in the denominator of f ( ) are similar to singularities of the expression

(at |n| = 1, 3, . . .) appearing for 0 in the eigenvalue of the BFKL kernel of N = 4

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

3. NLO corrections to the BFKL kernel in N = 4 SUSY

where = 1/2 i and

(2) + Li2 (x) + Li2 (x)

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

Note, that the term

(see [33,34] and references therein).

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

for both positive and negative n). From

cos (m) cos2 (m)

A.V. Kotikov, L.N. Lipatov / Nuclear Physics B 661 (2003) 1961

32 7 (3) (ln(s/s0 ))1/2

Here the symbol O(a)

If we expand (k + |n| + 1) in the series