Nucl - Phys.B v.795

Nuclear Physics B 795 (2008) 126
www.elsevier.com/locate/nuclphysb
NNLO vertex corrections in charmless hadronic

B decays: Imaginary part
Guido Bell a,b,
a Arnold Sommerfeld Center for Theoretical Physics, Department fr Physik,
Ludwig-Maximilians-Universitt Mnchen, Theresienstrae 37, D-80333 Mnchen, Germany

b Institut fr Theoretische Teilchenphysik, Universitt Karlsruhe, D-76128 Karlsruhe, Germany
Received 11 June 2007; received in revised form 10 August 2007; accepted 14 September 2007
Available online 20 September 2007
Abstract
We compute the imaginary part of the 2-loop vertex corrections in the QCD factorization framework
for hadronic two-body decays as B . This completes the NNLO calculation of the imaginary part of
the topological tree amplitudes and represents an important step towards an NNLO prediction of direct CP
asymmetries in QCD factorization. Concerning the technical aspects, we find that soft and collinear infrared
divergences cancel in the hard-scattering kernels which demonstrates factorization at the 2-loop order. All
results are obtained analytically including the dependence on the charm quark mass. The numerical impact
of the NNLO corrections is found to be significant, in particular they lead to an enhancement of the strong
phase of the colour-suppressed tree amplitude.
2007 Elsevier B.V. All rights reserved.
PACS: 12.38.Bx; 13.25.Hw
Keywords: B-meson decays; Factorization; NNLO computations
1. Introduction
Charmless hadronic B decays provide important information on the unitarity triangle which
may help to reveal the nature of flavour mixing and CP violation. In order to exploit the rich
amount of data that is currently being collected at the B factories, a quantitative control of the
* Correspondence address: Institut fr Theoretische Teilchenphysik, Universitt Karlsruhe, D-76128 Karlsruhe,
Germany.
E-mail address: bell@particle.uni-karlsruhe.de.
0550-3213/$ see front matter 2007 Elsevier B.V. All rights reserved.
doi:10.1016/j.nuclphysb.2007.09.006
G. Bell / Nuclear Physics B 795 (2008) 126
underlying strong-interaction effects is highly desirable. In the QCD factorization framework [1]
the hadronic matrix elements of the operators in the effective weak Hamiltonian simplify considerably in the heavy-quark limit. Schematically,

F+BM1 (0)fM2 du TiI (u)M2 (u)
M1 M2 |Qi |B
+ fB fM1 fM2 d dv du TiII (, v, u)B ()M1 (v)M2 (u),

(1)
where the non-perturbative strong-interaction effects are encoded in a form factor F+BM1 at
q 2 = 0, decay constants fM and light-cone distribution amplitudes M . The short-distance kernels TiI = O(1) and TiII = O(s ) provide the basis for a systematic implementation of radiative
corrections; the former contain the short-distance interactions that do not involve the spectator
antiquark from the decaying B meson (vertex corrections) and the latter describe the ones with
the spectator antiquark (spectator scattering).
The next-to-leading order (NLO) corrections to the kernels TiI,II , which constitute an O(s )
correction to naive factorization, are already known from [1]. Recently, the next-to-next-toleading order (NNLO) corrections to TiII have been computed [26]. Due to the interaction
with the soft spectator antiquark, the spectator scattering term receives contributions from the
hard scale mb and from an intermediate (hard-collinear) scale (QCD mb )1/2 . Both types
of contributions are now available at O(s2 ) (1-loop), indicating that the NNLO corrections are
numerically important.
In this work we compute NNLO corrections to TiI for the so-called topological tree amplitudes (which arise from the insertion of currentcurrent operators). In contrast to the spectator
scattering term, the vertex corrections are dominated solely by hard effects and amount to a 2loop calculation. In particular, we address the imaginary part of the hard-scattering kernels which
is the origin of a strong rescattering phase shift that blurs the information on the weak phases. As
an imaginary part is first generated at O(s ), higher order perturbative corrections are expected
to significantly influence the pattern of strong phases and hence direct CP asymmetries. Our calculation represents an important step towards an NNLO prediction of direct CP asymmetries in
QCD factorization.
The outline of this paper is as follows: In Section 2 we present our strategy for the calculation
of the topological tree amplitudes by introducing two different operator bases. Section 3 contains
the technical aspects of the 2-loop calculation. In Section 4 we show how to extract the hardscattering kernels from the hadronic matrix elements. Our analytical results can be found in
Section 5. The numerical impact of the NNLO vertex corrections is investigated in Section 6 and
we finally conclude in Section 7. A more detailed presentation of the considered calculation can
be found in [7].
2. Choice of operator basis
In view of the calculation of topological tree amplitudes, we restrict our attention to the
currentcurrent operators of the effective weak Hamiltonian for b u transitions
GF
(C1 Q1 + C2 Q2 ) + h.c.
Heff = Vub Vud
(2)
2
Due to the fact that we work within Dimensional Regularization (DR), we also have to consider
evanescent operators [8]. These non-physical operators vanish in four dimensions but contribute
at intermediate steps of the calculation in d = 4 2 dimensions. As the imaginary part has effectively 1-loop complexity with respect to renormalization at O(s2 ), the considered calculation
only requires 1-loop evanescent operators. For our purposes the complete operator basis is thus
given by

1 = u i Lbi [dj Luj ],
Q

2 = u i Lbj [dj Lui ],
Q

1,
E 1 = u i Lbi [dj Luj ] (16 4)Q

2,
E 2 = u i Lbj [dj Lui ] (16 4)Q
(3)
where i, j are colour indices and L = 1 5 . The operator basis in (3) has been used in all
previous calculations within QCD factorization [14]. We refer to this basis as the traditional
basis for convenience and denote the corresponding Wilson coefficients and operators with a
tilde.
It has been argued by Chetyrkin, Misiak and Mnz (CMM) that one should use a different
operator basis in order to perform multi-loop calculations [9]. Although the deeper reason is
related to the penguin operators which we do not consider here, we prefer to introduce the CMM
basis in view of future extensions of our work. This basis allows to consistently use DR with
a naive anticommuting 5 to all orders in perturbation theory. In the CMM basis the current
current operators and corresponding 1-loop evanescent operators read (indicated by a hat)

1 = u i LTijA bj dk LTklA ul ,
Q

2 = u i Lbi [dj Luj ],
Q

1,
E 1 = u i LTijA bj dk LTklA ul 16Q

2,
E 2 = u i Lbi t [dj Luj ] 16Q
(4)
with colour matrices T A and colour indices i, j , k, l.
Comparing the operator bases in (3) and (4) we observe two differences: First, the two bases
use different colour decompositions which is a rather trivial point. More importantly, they contain
slightly different definitions of evanescent operators. Whereas the definitions in the CMM basis
correspond to the simplest prescription to define evanescent operators, subleading terms of O()
appear in the one of the traditional basis. These terms have been properly adjusted such that Fierz
symmetry holds to 1-loop order in d dimensions.
We follow the notation of [10] and express the hadronic matrix elements of the effective
weak Hamiltonian in terms of topological amplitudes i (M1 M2 ). E.g., the B 0 decay
amplitude is written as
0

(5)
1 () + 2 () A ,
2 Heff B = Vub Vud
2 B
where A = iGF / 2mB F+ (0)f . The amplitude 1 (M1 M2 ) is called the colour-allowed
tree amplitude which corresponds to the flavour content [qs b] of the decaying B meson, [qs u] of
the recoil meson M1 and [ud]
of the emitted meson M2 . The colour-suppressed tree amplitude
2 (M1 M2 ) then belongs to the flavour contents [qs b], [qs d] and [uu],
respectively. For more

details concerning the definition of the topological amplitudes we refer to Section 2.2 in [10].
According to this definition, the left (right) diagram in Fig. 1 contributes to the tree amplitude
1 (2 ). On the technical level these two insertions of a four-quark operator correspond to two
Fig. 1. Generic 1-loop diagram with different insertions of a four-quark operator Qi . The upper lines go into the emitted
meson M2 , the quark to the right of the vertex and the spectator antiquark in the B meson (not drawn) form the recoil
meson M1 .
different calculations. Instead of performing both calculations explicitly, we may alternatively

compute the amplitude 2 by inserting Fierz reordered operators into the left diagram of Fig. 1.
To do so, it is essential to work with an operator basis that respects Fierz symmetry in d dimensions. As we have argued above, Fierz symmetry indeed holds to 1-loop order in the traditional
basis from (3) which allows us to derive 2 directly from 1 .
We conclude that the CMM basis is the appropriate choice for a 2-loop calculation whereas
the traditional basis provides a short-cut for the derivation of the colour-suppressed amplitude.
We therefore pursue the following strategy for the calculation of the imaginary part of the NNLO
vertex corrections: We perform the explicit 2-loop calculation in the CMM basis using the first
type of operator insertion in the left diagram from Fig. 1. From this we obtain 1 (C i ). We then
transform this expression into the traditional basis which yields 1 (C i ) and finally apply Fierz
symmetry arguments to derive 2 (C i ) from 1 (C i ) by simply exchanging C 1 C 2 .
3. 2-loop calculation
The core of the considered calculation consists in the computation of the matrix elements

1,2 b(p)
Q 1,2 u(p )d(q1 )u(q
(6)
2 )Q
to O(s2 ) which represents a 2-loop calculation. As will be described in Section 4.2, only
(naively) non-factorizable diagrams with at least one gluon connecting the two currents in the
left diagram of Fig. 1 have to be considered here. The full NNLO calculation thus involves the
2-loop diagrams depicted in Fig. 2, but only about half of the diagrams give rise to an imaginary
part. It is an easy task to identify this subset of diagrams since the generation of an imaginary
part is always related to final state interactions.
In our calculation we treat the partons on-shell and write q1 = uq, q2 = uq
and p = p q
2
2
2
satisfying q = 0 and p = 2p q = mb (with u 1 u). We use DR for the regularization of ultraviolet (UV) and infrared (IR) divergences and an anticommuting 5 according
to the NDR scheme. We stress that we do not perform any projection onto the bound states
in the partonic calculation. We instead treat the two currents in the four-quark operators independently and make use of the equations of motion in order to simplify the Dirac structures of the diagrams. In order to calculate the large number of 2-loop integrals we proceed
as follows: Using a general tensor decomposition of the loop integrals, we essentially deal
with the calculation of scalar integrals. With the help of an automatized reduction algorithm,
we are able to express several thousands of scalar integrals in terms of a small set of socalled master integrals (MIs). The most difficult part finally consists in the calculation of these
MIs.
Fig. 2. Full set of (naively) non-factorizable 2-loop diagrams. The bubble in the last four diagrams represents the 1-loop
gluon self-energy. Only diagrams with final state interactions, i.e., with at least one gluon connecting the line to the right
of the vertex with one of the upper lines, give rise to an imaginary part.
In the remainder of this section we present some techniques that we have found useful for the
considered calculation. We sketch the basic ideas of the aforementioned reduction algorithm and
discuss several techniques for the calculation of the MIs. We refer to the references quoted in the
following subsections for more detailed descriptions (see also [7]).
3.1. Reduction to master integrals

Any scalar 2-loop integral in our calculation can be expressed as

S m1 Ssms
I (u) = d d k d d l 1n1
n ,
P1 Ppp
(7)
where the Si are scalar products of a loop momentum with an external momentum or of two loop
momenta. The Pi denote the denominators of propagators and the exponents fulfil ni , mi 0.
The scalar integrals themselves depend on the convolution variable u in the factorization formula (1). Very few integrals, arising from diagrams with a charm quark in a closed fermion
loop, depend in addition on the ratio z mc /mb . We have suppressed this dependence in (7) for
simplicity.
Notice that an integral has different representations in terms of {S, P, n, m} because of the
freedom to shift loop momenta in DR. It is the underlying topology, i.e., the interconnection
of propagators and external momenta, which uniquely defines the integral. In the following we
loosely use the word topology in order to classify the integrals. An integral with t different
propagators Pi with ni > 0 is called a t-topology. The integrals in the considered calculation
have topology t 6.
The reduction algorithm makes use of various identities which relate integrals with different
exponents {n, m}. The most important class of identities are the integration-by-parts identities [11] which follow from the fact that surface terms vanish in DR

m1
ms
d
d S1 Ss
d k d l n1
(8)
= 0, v {k, l}.
v P1 Ppnp
In order to obtain scalar identities we may contract (8) with any loop or external momentum
under the integral before performing the derivative. In our case of two loop and two external
momenta we generate in this way eight identities from each integral.
A second class of identities, called Lorentz-invariance identities [12], exploits the fact that
the integrals in (7) transform as scalars under a Lorentz-transformation of the external momenta.
In this way we may generate up to six identities from each integral depending on the number of
external momenta. In our example with only two linearly independent external momenta p and q
there is only one such identity given by

m

m
S 1 Ss s
d d k d d l p q p q + q 2 p p 2 q 1n1
= 0. (9)
p
q
q
p P1 Ppnp
In total we obtain nine identities from a given integral, each of the identities containing the
integral itself, simpler integrals with smaller {n, m} and more complicated integrals with larger
{n, m}. It is important that the number of identities grows faster than the number of unknown
integrals for increasing {n, m}. Hence, for large enough {n, m} the system of equations becomes
(apparently) overconstrained and can be used to express more complicated integrals in terms of
simpler ones. Not all of the identities being linearly independent, some integrals turn out to be
irreducible to which we refer as MIs.
In the considered calculation we typically deal with systems of equations made of several
thousands equations. The solution being straightforward, the runtime of the reduction algorithm
depends strongly on the order in which the equations are solved. As a guideline for an efficient
implementation we have followed the algorithm from [13].
Fig. 3. Scalar master integrals that appear in our calculation. We use dashed lines for massless propagators and double
(wavy) lines for the ones with mass mb (mc ). Dashed/solid/double external lines correspond to virtualities 0/um2b /m2b ,
respectively. Dotted propagators are taken to be squared.
The reduction algorithm enables us to express the diagrams of Fig. 2 as linear combinations of MIs which are multiplied by some Dirac structures. As the coefficients in these linear
combinations are real, we may extract the imaginary part of a diagram at the level of the
MIs which is a much simpler task than for the full diagrams. As depicted in Fig. 3, we find
14 MIs that contribute to the calculation of the imaginary part of the NNLO vertex corrections.
3.2. Calculation of master integrals
Some MIs in Fig. 3 can be solved easily, e.g., with the help of Feynman parameters. For
the more complicated MIs the method of differential equations [14] in combination with the
formalism of Harmonic Polylogarithms (HPLs) [15] turned out to be very useful. In this section
we give brief reviews of these techniques and conclude with a comment on the calculation of the
boundary conditions to the differential equations.
The analytical results for the MIs from Fig. 3 can be found in Appendix A.1 of [7]. As an
independent check of our results we evaluated the MIs numerically using the method of sector
decomposition [16].
3.2.1. Method of differential equations
The MIs are functions of the physical scales of the process which are given by scalar products
of the external momenta and masses of the particles. In our calculation the MIs depend on the
dimensionless variable u as in (7).
For a given MI we perform the derivative with respect to u and interchange the order of
integration and derivation

m
m
S1 1 Ss s
(10)
.
MIi (u) = d d k d d l
u
u P1n1 Ppnp
The right-hand side being of the same type as Eqs. (8) and (9), this procedure again leads to a sum
of various integrals with different exponents {n, m}. With the help of the reduction algorithm,
these integrals can be expressed in terms of MIs which yields a differential equation of the form

bj (u; d) MIj (u),

MIi (u) = a(u; d) MIi (u) +
u
(11)
j =i
where we indicated that the coefficients a and bj may depend on the dimension d. The inhomogeneity of the differential equation typically contains MIs of subtopologies which are supposed
to be known in a bottomup approach. In case of the MIs from the third line of Fig. 3, one MI
in the inhomogeneous part is of the same topology as the MI on the left-hand side of (11) and
thus unknown. Writing down the differential equation for this MI, we find that we are left with a
coupled system of linear, first order differential equations.
We are looking for a solution of the differential equation in terms of an expansion
MIi (u) =
cij (u)
j
(12)
Expanding (11) then gives much simpler differential equations for the coefficients cij which can
be solved order by order in . In addition, in the case where we were left with a coupled system
of differential equations, the system turns out to decouple in the expansion. The solution of the
homogeneous equations is in general straightforward. The inhomogeneous equations can then
be addressed with the method of the variation of the constant. This in turn leads to indefinite
integrals over the inhomogeneities which typically contain products of rational functions with
logarithms or related functions as dilogarithms. With the help of the formalism of HPLs these
integrations simplify substantially.
3.2.2. Harmonic polylogarithms
The formalism of HPLs [15] allows to rewrite the integrations mentioned at the end of the last
section in terms of familiar transcendental functions which are defined by repeated integration
over a set of basic functions. We briefly summarize their basic features here, focussing on the
properties that are relevant for our calculation.
The HPLs, denoted by H (m
w ; x), are described by a w-dimensional vector m
w of parameters
and by its argument x. We restrict our attention to the parameters 0 and 1 in the following. The
basic definitions of the HPLs are for weight w = 1
H (0; x) ln x,
H (1; x) ln(1 x)
(13)
dx f (a; x )H (m
w1 ; x ),
(14)
and for weight w > 1

x
H (a, m
w1 ; x)
0
where the basic functions f (a; x) are given by

1
H (0; x) = ,
f (1; x) =
H (1; x) =
.
x
x
x
1x
the definition in (14) does not apply and the HPLs read
In the case of m
w = 0,
f (0; x) =
(15)
1 w
ln x.
(16)
w!
The HPLs form a closed and linearly independent set under integrations over the basic functions
f (a; x) and fulfil an algebra such that a product of two HPLs of weight w1 and w2 gives a linear
combination of HPLs of weight w = w1 + w2 .
As described above, the solution of the differential equations leads to integrals over products
of some rational functions with some transcendental functions as logarithms or dilogarithms.
More precisely, we find, e.g., integrals of the type
H (0, . . . , 0; x)
x
dx

1
1
,
, 1 H (m
w ; x ).
1 x x 2
(17)
It turns out that all these integrals can be expressed as linear combinations of HPLs of weight
w + 1. This is obvious for the first integral as it simply corresponds to the definition of an HPL, cf.
(14) with a = 1. For the other integrals in (17), an integration-by-parts leads either to a recurrence
relation or again to integrals of the type (14). Not all integrals in our calculation fall into the
simple pattern (17), but a large part of this calculation can be performed along these lines.
In the considered calculation we encounter HPLs of weight w 3. Our results can be expressed in terms of the following minimal set of HPLs
H (0; x) = ln x,
H (0, 1; x) = Li2 (x),
H (1; x) = ln(1 x),

H (0, 0, 1; x) = Li3 (x),
H (0, 1, 1; x) = S1,2 (x).
(18)
The situation is more complicated for the last two MIs in the third line of Fig. 3 where the internal
charm quark introduces a new scale. However, a closer look reveals that these MIs depend on
two physical scales only, namely um2b and m2c = z2 m2b . The MIs can then be solved within the
formalism of HPLs in terms of
the ratio z2 /u if we allow for more complicated arguments
1
of the HPLs as, e.g., 2 (1 1 + 4 ).
3.2.3. Boundary conditions
A unique solution of a differential equation requires the knowledge of its boundary conditions.
In the considered calculation the boundary conditions typically represent single-scale integrals
corresponding to u = 0 or 1. It is of crucial importance that the integral has a smooth limit at the
chosen point such that setting u = 0 or u = 1 does not modify the divergence structure introduced
in (12).
In some cases the methods described so far can also be applied for the calculation of the
boundary conditions since setting u = 0 or 1 leads to simpler topologies which may turn out to
be reducible. If so, the reduction algorithm can be used to express the integral in terms of known
MIs. If not, a different strategy is mandatory. In this case we tried to calculate the integral with
the help of Feynman parameters and managed in some cases to express the integral in terms
of hypergeometric functions which we could expand in with the help of the M ATHEMATICA
package H YP E XP [17]. Finally, the most difficult single-scale integrals could be calculated with
MellinBarnes techniques [18].
10
4. Renormalization and IR subtractions

i which we obtained from computing the 2-loop diagrams in Fig. 2
The matrix elements Q
are ultraviolet (UV) and infrared (IR) divergent. In this section we show how to extract the finite
hard-scattering kernels TiI from these matrix elements.
4.1. Renormalization
The renormalization procedure involves standard QCD counterterms, which amount to the
calculation of various 1-loop diagrams, as well as counterterms from the effective Hamiltonian.
We write the renormalized matrix elements as
j bare ,
Q i ren = Z Z ij Q
1/2
(19)
3/2
where Z Zb Zq contains the wave-function renormalization factors Zb of the b-quark and

Zq of the massless quarks, whereas Z is the operator renormalization matrix in the effective
theory. We introduce the following notation for the perturbative expansions of these quantities

s k (k)
Q i ren/bare =
Qi ren/bare ,
4
k=0

s k (k)
s k (k)
Z ,
Zij = ij +
Zij
Z = 1 +
(20)
4
4
k=1
k=1
and rewrite (19) in perturbation theory up to NNLO which yields

(0)
Q i (0)
ren = Qi bare ,

(1)
(1)
(0)
(1)
Q i (1)
ren = Qi bare + Zij + Z ij Qj bare ,

(1)
(1)
(1)
(2)
Q i (2)
ren = Qi bare + Zij + Z ij Qj bare

j (0) .
+ Z ij(2) + Z(1) Z ij(1) + Z(2) ij Q
bare
(21)
The full calculation thus requires the operator renormalization matrices Z (1,2) . For the calculation
of the imaginary part, the terms proportional to the tree level matrix elements do not contribute
and Z (2) drops out in (21) as expected for an effective 1-loop calculation.
Mass and wave function renormalization are found to be higher order effects. For the renormalization of the coupling constant we use

s 11 1
Zg = 1
(22)
nf + O s2
4 2
3
according to the MS-scheme. The expression for the 1-loop renormalization matrix Z (1) can be
found, e.g., in [19] and reads

5
2
1
2 43 12
9
Z (1) =
(23)
,
6 0 1 0
1 , Q 2 } and the four columns
where the two lines correspond to the basis of physical operators {Q
to the extended basis {Q1 , Q2 , E1 , E2 } including the evanescent operators E 1,2 defined in (4).
11
4.2. Factorization in NNLO

In this section it will be convenient to introduce the following short-hand notation for the
factorization formula (1)
i ren = F Ti + ,
Q
(24)
and the product

where F denotes the B M1 form factor, Ti the hard-scattering kernels
of the decay constant fM2 and the distribution amplitude M2 . The convolution in (1) has been
represented by the symbol and the ellipsis contain the terms from spectator scattering which
we disregard in the following.
Formally, we may introduce the perturbative expansions

s k (k)
s k (k)
s k (k)
F=
(25)
F ,
Ti =
Ti ,
=
.
4
4
4
TiI
k=0
k=0
k=0
Up to NNLO the expansion of (24) then yields

(0)
(0)
i (0)
Ti (0) ,
Q
ren = F
(0)
i (1)
Ti(1) (0) + F (1) Ti(0) (0) + F (0) Ti(0) (1) ,
Q
ren = F
(2)
(1)
(1)
(0)
i (2)
Q
Ti (0) + F (1) Ti (0) + F (0) Ti (1)
ren = F
(0)
+ F (2) Ti
(0)
(0) + F (1) Ti
(0)
(1) + F (0) Ti
(2) .
(26)
In LO the comparison of (21) and (26) gives the trivial relation

(0)
i (0) Q i
Q
Ti
bare = F
(0)
(0)
(0)
(27)
(0)
which states that the LO kernels Ti can be computed from the tree level diagram in Fig. 4(a). In
order to address higher order terms we split the matrix elements into its (naively) factorizable (f)
and non-factorizable (nf) contributions
i (k) Q
i (k) + Q
i (k) .
Q
bare
f
nf
(28)
The corresponding 1-loop diagrams are shown in Figs. 4(b) and 4(c) respectively. To this order
(21) and (26) lead to

i (1) + Z (1) + Z (1) ij Q j (0)
i (1) + Q
Q
ij
f
nf
= F (0) Ti(1) (0) + F (1) Ti(0) (0) + F (0) Ti(0) (1) ,
(29)
which splits into

j (0) = F (0) T (1) (0)
i (1) + Z (1) Q
Q
ij
i
nf
(1)
for the calculation of the NLO kernels Ti
(30)
and
i (0) = F (1) T (0) (0) + F (0) T (0) (1) ,

i (1) + Z (1) Q
Q
i
i
f
(31)
which shows that the factorizable diagrams and the wave-function renormalization are absorbed
by the form factor and wave function corrections F (1) and (1) .
12
Fig. 4. Tree level diagram (a), naively factorizable (b) and non-factorizable (c) NLO diagrams.
This suggests in NNLO the following structure

(2)
(1)
(1)
(2) (0)
Q i f + Z Q i f + Z Q
i
(0)
= F (2) Ti
(0)
(0) + F (1) Ti
(0)
(1) + F (0) Ti
(2) .
(32)
(2)
These terms are thus irrelevant for the calculation of the NNLO kernels Ti which justifies that
we could restrict our attention to the non-factorizable 2-loop diagrams from Fig. 2. In NNLO the
remaining terms from (21) and (26) contain non-trivial IR subtractions
(2)
(2)
(1)
(1)
(1)
(1)
(1)
(1) (1) (0)
Q i nf + Z Q i nf + Z ij Q j nf + Q j f + Z ij + Z Z ij Q
j
(2)
= F (0) Ti
(1)
(0) + F (1) Ti
(1)
(0) + F (0) Ti
(1) .
(33)
This equation can be simplified further when we make the wave function renormalization factors
in the form factor and the distribution amplitude explicit
1/2
1/2
F = Zb Zq Famp ,
= Zq amp .
(34)
Notice that the resulting amputated form factor Famp and wave function amp contain UVdivergences by construction. Using (30), we see that the wave function renormalization factors
(2)
cancel and arrive at the final formula for the calculation of the NNLO kernels Ti
(2)
(1)
(1)
(1)
(2) (0)
Q i nf + Z ij Q j nf + Q j f + Z ij Q
j
(2)
= F (0) Ti
(1)
(1)
(0) + Famp
Ti
(1)
(0) + F (0) Ti
(1)
amp
.
(35)
As the tree level matrix elements and the factorizable 1-loop diagrams do not give rise to an
imaginary part, these terms can be disregarded in the present calculation.
4.3. IR subtractions
We now consider the IR subtractions on the right-hand side of (35) in some detail. Let us first
(1)
address the NLO kernels Ti which can be determined from Eq. (30). The renormalization in
the evanescent sector implies that the left-hand side of (30) is free of contributions from evanescent operators up to the finite order 0 . However, as the NLO kernels enter (35) in combination
(1)
with the form factor correction Famp which contains double (soft and collinear) IR divergences,
the NLO kernels are required here up to O( 2 ). Concerning the subleading terms of O(), the
evanescent operators do not drop out on the left-hand side of (30) and we therefore have to extend
13
the factorization formula on the right-hand side to include these evanescent structures as well.
Schematically,
j (0) = F (0) T
i + Z Q
Q
ij
i
nf
(1)
(1)
(1)
(0)
(1)
(0)
(0) + FE Ti,E E
(1)
(36)
(0)
(0)
with a kernel Ti,E = O(1) and an evanescent tree level matrix element FE E = O().1 Similarly, the right-hand side of (35) has to be modified to include these evanescent structures

j (1) + Q j (1) + Z (2) Q j (0)
i (2) + Z (1) Q
Q
ij
ij
nf
nf
f
(2)
= F (0) Ti
(0)
(1)
(1)
(0) + Famp
Ti
(2)
(0)
(1)
(1)
(0) + F (0) Ti
(1)
(0)
(0)
(1)
amp
(1)
(1)
+FE Ti,E E + Famp,E Ti,E E + FE Ti,E amp,E .
(37)
(2)
Notice that the term with the kernel Ti,E = O(1) is not required to extract the finite piece of the
(2)
physical NNLO kernel Ti .

From the calculation of the 1-loop diagrams in Fig. 4(c), we find that the NLO kernels vanish
(1)
(1)
in the colour-singlet case, T2 = T2,E = 0, whereas the imaginary part of the colour-octet kernels
is given by

CF
1
1
(1)
Im T1 (u) =
(3 2 ln u + 2 ln u)
1 + L + 2 L2
2Nc
2

2
2
2
11 3 ln u ln u + ln u + L
2

3
2
2
+
26 + 2 +
ln u + 9
ln u
4
2
2

1
3
ln2 u ln3 u ln3 u 2 + O 3 ,
2
3

2
C
1
1
8 1
F
(1)
Im T1,E (u) =
ln u ln u + O ,
(38)
1 + L +
4Nc
3 2
2
where L ln 2 /m2b and we recall that u 1 u.
4.3.1. Form factor subtractions
We now address the form factor corrections which require the calculation of the diagram in
Fig. 5 (for on-shell quarks) and its counterterm. According to the definition of Famp in (34), we
do not have to consider the wave function renormalization of the quark fields.
We again have to compute the corrections for physical and evanescent operators. Concerning
the physical operator, the counterterm is found to vanish which reflects the conservation of the
vector current. The evaluation of the 1-loop diagram in Fig. 5 gives
E 2
1 + 22 (0) (0)
e
(1) (0)
()
F ,
Famp = CF
(39)
(1 2)
m2b
1 In the notation of [2], the right-hand side of (36) corresponds to matrix elements of SCET operators of the form
I
[( Wc1 )1 hv ][( Wc2 )2 (Wc2

)]. In NNLO we match onto two SCETI operators with Dirac-structures 1 2 given

n
/
n
/
n+ L 2 L and O2 = /
n+
L 2 L (in our notation p = 12 mb n and q = 12 mb n+ ). The
by O1 = /
(0) (0)
(0)
matrix element of O1 defines our structure F (0) and the evanescent combination 3O2 12O1 defines FE E .
14
(1)
Fig. 5. 1-loop contribution to the form factor correction Famp .
(1)
Fig. 6. 1-loop contributions to the wave function correction amp . The dashed line indicates the Wilson-line connecting
the quark and antiquark fields.
which contains double IR singularities as mentioned at the beginning of this section. On the
other hand, the 1-loop diagram with an insertion of the evanescent operator yields a contribution
proportional to the evanescent and the physical operators. We now have to adjust the counterterm
such that the renormalized (IR-finite) matrix element of the evanescent operator vanishes (which
ensures that the evanescent structures disappear in the final factorization formula). We obtain

E 2
24(1 + )
e
(1)
(0)
Famp,E E = CF
()
24 F (0) (0)
(1 )2
m2b
E 2
1 3 + 2 + 3 3 + 2 4 (0) (0)
e
CF
()
F E E .
(40)
(1 2)(1 )2
m2b
The form factor subtractions in (37) then follow from combining (38), (39) and (40). We emphasize that the corrections related to the evanescent operator do not induce a contribution to the
physical NNLO kernel T1(2) in this case since

1 (1)
(1) (0)
Famp,E Im T1,E E O() F (0) (0) .
(41)
4.3.2. Wave function subtractions

Concerning the wave function corrections we are left with the calculation of the diagrams
in Fig. 6 for collinear and on-shell partons with momenta uq and uq.
However, as in our setup q 2 = 0 all these diagrams vanish due to scaleless integrals in DR. We conclude that the wave
function corrections are determined entirely by the counterterms. We compute these counterterms
by calculating the diagrams from Fig. 6 with an (IR-finite) off-shell regularization prescription in
order to isolate the UV-divergences (which are independent of the IR regulator). The counterterm
for the physical operator is found to be
F
(0)
2CF
(1)
amp
(u) =
1
dw V (u, w)F (0) (0) (w)
(42)
15
with the familiar EfremovRadyushkinBrodskyLepage (ERBL) kernel [20]

u
1
u
1
V (u, w) = (w u)
(43)
,
1+
+ (u w)
1+
w
wu
w
w u +
1
where the plus-distribution is defined as [f (u, w)]+ = f (u, w) (u w) 0 dv f (v, w). For
the evanescent operator we obtain
(0)
(1)
FE amp,E (u)
2CF
=
1

dw 24VE (u, w)F (0) (0) (w) + V (u, w)FE(0) E(0) (w) ,
(44)
where VE (u, w) denotes the spin-dependent part of the ERBL kernel given by
u
u
+ (u w) .
(45)
w
w
Notice that the evanescent operators do induce a finite contribution to the physical NNLO ker(2)
nel T1 in this case as the convolution with the corresponding NLO kernel implies
2

6CF
1 (0)
(1) (1)
(46)
+ O() F (0) (0) .
FE Im T1,E amp,E
Nc
VE (u, w) = (w u)
We finally quote the result for the convolution with the physical NLO kernel
1 (0)
(1) (1)
F Im T1 amp
2
C2
1
ln u ln u
= F
+
+ ln2 u 2 ln u ln u ln2 u 4 Li2 (u)

+L
Nc
3
u
u
2
2
5u 4 ln u ln u
15
23 +
+
ln u
+
2
4
2
u
u
3
1 2
1 3u 2
2
3 Li2 (u)
ln u +
ln u ln3 u + ln2 u ln u
2u
2u
3

2 3
+ ln u + 2 ln u Li2 (u) + 2 Li3 (u) + 2 S1,2 (u) + O() F (0) (0) .
3
(47)
5. Vertex corrections in NNLO

We now have assembled all pieces required for the calculation of the NNLO kernels Ti(2)
from (37). We indeed observe that all UV and IR divergences cancel in the hard-scattering kernels as predicted by the QCD factorization framework. Since this is the result of a complicated
subtraction procedure, this can also be seen as a very stringent cross-check of our calculation.
5.1. 1 in CMM basis
The procedure outlined so far leads to the colour-allowed tree amplitude in the CMM operator
basis defined in (4). We write

2
s CF (1) s (2) (2)
1 (M1 M2 ) = C2 +
(48)
C1 V1 + C2 V2 + O s + ,
C1 V +
4 2Nc
4
16
where the ellipsis denote the terms from spectator scattering which are irrelevant for our purposes. In the CMM basis, the imaginary part of the vertex corrections V (1,2) takes the form
1
Im V (1)
1
du g1 (u)M2 (u),
0
1
Im V1(2)
1
0
29
2
2
du
CA nf g1 (u) + CF h1 (u) ln 2
3
3
mb

+ CF h2 (u) + CA h3 (u) + (nf 2)h4 (u; 0) + h4 (u; z) + h4 (u; 1) M2 (u),
1
Im V2(2)
1
0

2
du 6g1 (u) ln 2 + h0 (u) M2 (u).
mb
(49)
In writing (49) we have made the dependence on the renormalization scale explicit and disentangled contributions that belong to different colour structures. The NLO kernel g1 (u) is given
by
g1 (u) = 3 2 ln u + 2 ln u
(50)
and the NNLO kernels hi (u) will be specified below. The kernel h4 (u; zf ) stems from diagrams
with a closed fermion loop and depends on the mass of the internal quark through zf = mf /mb .
We keep a non-zero charm quark mass and write z zc = mc /mb for simplicity.
The NNLO kernels were so far unknown. They are found in this work to be

155
4
h0 (u) =
+ 43 + 4 Li3 (u) 4 S1,2 (u) 12 ln u Li2 (u) + ln3 u 6 ln2 u ln u
4
3
2 u2
5 3u + 3u2 2u3 2
3 2u4
Li2 (u)
ln u +
ln u ln u
u
2u
2uu

4 11u + 2u2 4 2
(5 + 6u2 12u4 ) 2
+
ln u
+ (u u)
u
3
24uu

2
2
3 u + 7u 2
11 10u
1 14u2
+
ln u
Li2 (u) +
ln u ln u
2u
4uu
4u

(41 42u2 ) 2
46 51u
ln u
(u u)
,
+
u
24u

2(13 12u)
h1 (u) = 36 + 2 ln2 u 4 Li2 (u) +
ln u (u u)
,
u

8
2(4 u2 )
h2 (u) = 79 + 323 16 Li3 (u) 32 S1,2 (u) + ln3 u +
Li2 (u)
3
u
+
13 9u + 6u2 4u3 2
17 6u2 8u4
ln u +
ln u ln u
2u
4uu

5 11u + 2u2 4 2
(1 + 14u2 8u4 ) 2
2
+
ln u
+ (u u)
u
3
8uu
17

2
9 14u2
+ 4 Li3 (u) + 4 S1,2 (u) ln3 u + 2 ln2 u ln u
Li2 (u)
3
uu
5 7u2
13 11u + 14u2 2
ln u +
ln u ln u
2u
u

(26 21u2 ) 2
24 23u 2
+
ln u
(u u)
,
+4
u
3
6u

1379
4 u2
123 + 6 Li3 (u) + 12 S1,2 (u) ln3 u
Li2 (u)
h3 (u) =
24
u
+
7 + 4u2 4u4
9 2u + 6u2 4u3 2
ln u
ln u ln u
4u
4uu

(1 + 6u2 4u4 ) 2
41 66u + 8u2
2
+ ln u +
+ (u u)
+
4u
8uu

1
15 26u2
+ 2 Li3 (u) + 4 S1,2 (u) + 4 ln u Li2 (u) + ln3 u +
Li2 (u)
3
4uu
+
11 14u2
11 14u 42u2 2
ln u
ln u ln u
12u
4u

(53 42u2 ) 2
2165 2156u 2
ln u +
(u u)
,
36u
3
24u

x1
17 7
+ ln z2 (1 + 2 ) ln u
+
2 2 ln2
h4 (u; z) =
6
u
x2 u

+ 2(1 + 4 )x1 + 4 x2 ln x1 4 x1 + 2(1 + 4 )x2 ln x2 + (u u)

+
94z2 2(1 3 2 ) 2 x1 4
(1 2u)(6u u 2 )
ln u ln z2 +
ln
ln z2
9u
3
x2 3
9uu

12 + 29 + 2 2
2
ln u
(1 + 4 )(6 + 5 )x1 6 1 3 2 x2 ln x1
9
9

2
,
6 1 3 2 x1 (1 + 4 )(6 + 5 )x2 ln x2 (u u)
9
(51)
where the last kernel has been given in terms of

1
x1 ( 1 + 4 1),
2
1
x2 ( 1 + 4 + 1),
2
z2
.
u
(52)
In the massless limit h4 (u; z) becomes

h4 (u; 0) =
17 2 2
2
20
38
ln u + ln2 u +
ln u
ln u.
3
3
3
9
9
(53)
5.2. 1 and 2 in traditional basis

Following our strategy from Section 2, we compute the colour-suppressed amplitude 2 by
rewriting the colour-allowed amplitude 1 in the traditional operator basis from (3). Manifest
18
Fierz symmetry in this basis relates the two amplitudes via

C i1
Nc

s CF
s (2)
(2)
+
Ci V1 + Ci1 V2 + O s2 + ,
Ci1 V (1) +
4 Nc
4
i (M1 M2 ) = C i +
(54)
where the upper (lower) signs apply for i = 1 (i = 2) and the ellipsis correspond to the terms
from spectator scattering. In order to derive V (1,2) we have to transform the Wilson coefficients
in the CMM basis C i into the ones of the traditional basis C i . To NLL approximation this transformation can be found, e.g., in [9] and reads

s
14
C 1 = 2C 2 +
4C 1 + C 2 + O s2 ,
4
3

1
s 16
C2 + O s2 .
C2 = C1 + C2 +
3
4 9
(55)
Combining (48), (54) and (55) we obtain

1
1
Im V (1) = Im V (1) =
1
du g1 (u)M2 (u),
0

1
1
1 (2)
(2)
(1)
Im V1 = Im V2 + 2V
2
1
=
0

2
1
du 3g1 (u) ln 2 + 2g1 (u) + h0 (u) M2 (u),
2
mb

1
1
CA
(2)
(2)
(2)
(1)
Im V2 = Im V1 +
CF V2 + (4CF CA )V
2
1
=
0
20
2
2
du
CA + 6CF nf g1 (u) + CF h1 (u) ln 2
3
3
mb

1
+ CF h2 (u) h0 (u) + 4g1 (u) + CA h3 (u) + h0 (u) g1 (u)
2

+ (nf 2)h4 (u; 0) + h4 (u; z) + h4 (u; 1) M2 (u).
(56)
Eq. (56) represents the central result of our analysis, specifying the imaginary part of the colourallowed tree amplitude 1 and the colour-suppressed tree amplitude 2 according to (54). The
(2)
expression for V (1) is in agreement with [1], whereas the expressions for V1,2 are new. The
kernels g1 (u) and hi (u) can be found in (50) and (51), respectively. The terms proportional
to nf have already been considered in the analysis of the large 0 -limit in [21]. Our results are
in agreement with these findings.
19
5.3. Convolutions in Gegenbauer expansion

Our results in (56) have been given in terms of convolutions of hard-scattering kernels with
the light-cone distribution amplitude of the emitted meson M2 . We may explicitly calculate these
convolution integrals by expanding the distribution amplitude into the eigenfunctions of the 1loop evolution kernel

M2 (3/2)
M2 (u) = 6uu 1 +
(57)
an Cn (2u 1) ,
n=1
(3/2)
Cn
anM2
and
are the Gegenbauer moments and polynomials, respectively. We truncate
where
the Gegenbauer expansion at n = 2 and perform the convolution integrals analytically. We find
1
du g1 (u)M2 (u) = 3 3a1M2 ,
1
1333 47 2
15 23 2 M2
du h0 (u)M2 (u) =
+
163 +
+
a1
12
45
4
5
1
173 18 2 M2
+
a2 ,
30
35
du h1 (u)M2 (u) = 36 + 28a1M2 ,
1
du h2 (u)M2 (u) =
0
1369 139 2
17 51 2 M2
+
323
a1
6
45
6
5

103 71 2 M2
+
a2 ,
15
35
1
du h3 (u)M2 (u) =
0
481 7 2
643 11 2 M2
+
+ 123
+
a1
3
30
12
10

1531 169 2 M2
a2 ,
80
70
1
H4 (z)
du h4 (u; z)M2 (u)

0
y1
22
+ 148z2 96z4 F (z) 36z4 ln2
3
y2
y1

2
2 1 (2y1 + 1) 1 + 22z ln
4 ln y2
y2

y1
+ 7 + 164z2 + 180z4 + 144z6 288z4 F (z) + 12z4 3 + 16z2 + 12z4 ln2
y2
20

y1

2
4
6
2 1 (2y1 + 1) 1 + 22z + 84z + 72z ln
4 ln y2 a1M2
y2

y1
3
148 4
+
+ 244z2 +
z 640z6 960z8 + 24z4 1 30z4 40z6 ln2
5
3
y2

y
1
576z4 F (z) + 8z2 (2y1 + 1) 6 + 11z2 70z4 120z6 ln
a M2 ,
y2 2
where we defined

1
y1
1 + 4z2 1 ,
2

1
1 + 4z2 + 1 ,
2
1
1 3 2
ln z + 3 .
F (z) Li3 (y1 ) S1,2 (y1 ) ln y1 Li2 (y1 ) + ln y1 ln2 y2
2
12
In the massless limit the function H4 (zf ) simplifies to
(58)
y2
(59)
22
3
(60)
+ 7a1M2 + a2M2 .
3
5
The finiteness of the convolution integrals in (58) completes the explicit factorization proof of
the imaginary part of the NNLO vertex corrections.
We summarize our results for the vertex corrections in the Gegenbauer representation of the
light-cone distribution amplitude of the meson M2 (with CF = 43 , CA = 3, nf = 5)
H4 (0) =
1
Im V (1) = 3 3a1M2 ,
2

1189 47 2
1
(2)
Im V1 = 9 + 9a1M2 ln 2 +
+
83
24
90
mb

33 23 2 M2
173 9 2 M2
a1
+
a2 ,
8
10
60
35

110 M2
10 315 674 2 28
2
1
(2)
Im V2 = 26 +
a1
+
3
ln 2
3
72
135
3
mb

2
2
10 793 166
3155 187
a1M2
a2M2
72
15
48
42
+ H4 (z) + H4 (1),
(61)
with H4 (zf ) given in (58). In order to illustrate the relative importance of the individual contributions, we set = mb and z = mc /mb = 0.3 which yields
Im V (1) = 9.425 9.43a1M2 ,
(2)
Im V1 = 141.621 + 58.36a1M2 17.03a2M2 ,
Im V2
(2)
= 317.940 115.62a1M2 68.31a2M2 .
(62)
We thus find large coefficients for the NNLO vertex corrections and expect only a minor impact
of the higher Gegenbauer moments, in particular in the symmetric case with a1M2 = 0. Notice that
all contributions add constructively in 1,2 due to the relative signs of the Wilson coefficients,
(2)
C 1 1.1 and C 2 0.2. In the case of 1 the contribution from V1 is found to exceed the
formally leading contribution V (1) due to the fact that the latter is multiplied by the small Wilson
21
coefficient C 2 . Concerning 2 the NNLO vertex corrections are also substantial, roughly saying
they amount to a 50% correction. In both cases the impact of the charm quark mass is small, we
find a correction of 3% compared to the massless case. A more detailed numerical analysis
including the contributions from spectator scattering will be given in the following section.
We finally remark that the large 0 -limit considered in [21] fails to reproduce the imaginary
(2)
part of 1 as it completely misses the leading contribution from V1 . In the case of 2 the
approximation turns out to be reasonably good with a deviation of 10% compared to the full
NNLO result.
6. Numerical analysis
6.1. Implementation of spectator scattering
In the numerical analysis we combine our results with the NNLO corrections from 1-loop
spectator scattering obtained in [26]. In contrast to the vertex corrections considered in this
work, the spectator term receives contributions from the hard scale h mb and the hardcollinear scale hc (QCD mb )1/2 . According to this, the kernels TiII from (1) factorize into
hard functions HiII and a (real) hard-collinear jet-function J|| . Evaluating both kernels at the
same scale would imply parametrically large logarithms which may spoil the convergence of
the perturbative expansion.
In order to resum these logarithms we follow Ref. [2] and perform the substitution
Ci ()TiII () [fB B ]() M1 () M2 ()
Ci (h )HiII (h ) U|| (h , hc ) J|| (hc ) [fB B ](hc )
M1 (hc ) M2 (h ),
(63)
where U|| = eS U|| consists of a universal Sudakov factor S and a non-local evolution kernel U|| .
As an imaginary part is first generated at O(s2 ) in the spectator term, we implement the resummation in the leading-logarithmic (LL) approximation. In the traditional operator basis from (3)
the respective imaginary part takes the form

Im i (M1 M2 )spec
=

9fM1 fB (hc )
s (h )s (hc )CF
M1
am
(hc )anM2 (h )
4Nc2
mb F+BM1 (0)B (hc ) n,m

Im C i1 (h )R 1mn (h , hc ) + C i (h )R 2mn (h , hc ) + O s3 ,
(64)
where we made the scale dependence of the parameters explicit and introduced the first inverse
M
moment of the B meson light-cone distribution amplitude 1
B . We further wrote 1 = a0 () in
order to simplify the notation. In (64) the resummation is encoded in
R imn (h , hc )
1
= eS(h ,hc )
9
1
0
(3/2)
du 6uuC
n (2u 1)
1
dz Cm (z; h , hc )ri (u, z),
0
(65)
22
with the Sudakov factor S given in LL approximation in Eq. (106) of [6] and the kernels ri in
Eqs. (38) and (39) of [2]. Following [4] we defined
1
Cm (z; h , hc ) =
(3/2)
dv 6vCm
(2v 1)U|| (v,

z ; h , hc ),
(66)
which can be computed by solving numerically the integro-differential equation

d
Cm (z; , hc ) =
d ln
1
dw || (z, w)C
m (w; , hc )
(67)
0
(3/2)
with initial condition Cm (z; hc , hc ) = 6zCm (2z 1) and || from Eq. (99) of [6].
In order to illustrate the numerical importance of the resummation we compare the values of
the imaginary part of R imn for m, n 2 and h = hc (line I, without resummation) and h =
4.8 GeV, hc = 1.5 GeV (line II, with resummation) in Table 1. We observe that the resummation
leads to a suppression of the spectator term of 10% due to the universal Sudakov factor (eS
0.89 for our choice of input parameters). The resummation effects induced by U|| turn out to be
of minor numerical importance.
According to (64) we must evolve the Gegenbauer moments of the mesons M1 and M2 to the
hard-collinear and the hard scale, respectively. In LL approximation the Gegenbauer moments
do not mix and the evolution reads

s (0 ) i /20 M
M
ai () =
(68)
ai (0 )
s ()
100
with anomalous dimensions 1 = 64
9 and 2 = 9 .
We are left with the evolution of the B meson parameters to the hard-collinear scale. We
convert the HQET decay constant fB into the physical one fB using the LL relation

s () 2/0
fB () =
(69)
fB .
s (mb )
The evolution of B is more complicated. The solution of the integro-differential equation, which
governs the LL evolution of the B meson light-cone distribution amplitude, can be found in [22].
Here we adopt a model-description for the B meson distribution amplitude to generate the evolution of B . We take the model from [22] which has the correct asymptotic behaviour and is
almost form-invariant under the evolution.
Finally we implement the BBNS model from [1] in order to estimate the size of power corrections to the factorization formula (1). This results in an additional contribution from spectator
Table 1
Numerical values of the imaginary part of R imn (h , hc ) from (65) for h = hc (line I, without resummation) and
h = 4.8 GeV, hc = 1.5 GeV (line II, with resummation)
i = 1 (I)
i = 1 (II)
i = 2 (I)
i = 2 (II)
R i00
R i01
R i02
R i10
R i11
R i12
R i20
R i21
R i22
11.0
9.88
5.29
4.77
23.2
20.9
8.43
7.60
29.4
26.5
8.24
7.43
14.1
12.5
6.58
5.85
23.8
21.5
11.0
9.72
30.8
27.8
11.3
9.98
15.1
13.4
7.04
6.27
23.8
21.5
12.0
10.6
31.3
28.2
12.6
11.2
23
scattering related to subleading projections on the light-cone distribution amplitudes of the light
mesons. It is given by

3fM1 fB
s CF
C i1 rM1 M2 Im[XH ],
Im i (M1 M2 )power =
(70)
2
Nc mb F+BM1 (0)B

b ()/(m
q +m
q )(), M = 1 + n (1)n anM and XH parameterizes
where rM () = 2m2M /m
an endpoint-divergent convolution integral. The latter is written as
mB

XH = 1 + H eiH ln
h
(71)
which may generate an imaginary part due to soft rescattering of the final state mesons. We take
ln mB /h 2.3, H = 1 and allow for an arbitrary phase H .
6.2. Tree amplitudes in NNLO
The numerical implementation of the vertex corrections from (54) is easier since they can
be evaluated at the hard scale h mb and depend only on few parameters. As can be read
off from (61), the first Gegenbauer moment of the meson M2 enters the leading term V (1) . We
therefore require its next-to-leading logarithmic (NLL) evolution (which can be found in [23])
but as we restrict our attention to B decays in the following the first moment does not
contribute at all. Since the second Gegenbauer moment does not enter V (1) , it is only required in
LL approximation given by (68).
Our input parameters for the B tree amplitudes are summarized in Table 2. The value
for the B meson decay constant is supported by QCD sum rule calculations [24] and recent lattice
results [25]. The form factor F+B (at large recoil) has been addressed in the light-cone sum rule
(LCSR) approach [26]. As we implement the model from [22] for the B meson distribution
amplitude, we take the respective value for B . This value is somewhat larger than the one used
in previous QCD factorization analyses [14], but it is supported by a QCD sum rule and an
LCSR calculation [27]. The value for the second Gegenbauer moment of the pion can be inferred
from an LCSR analysis [28] and lattice results [29].
In order to estimate the size of higher-order perturbative corrections we vary the hard scale
in the range h = 4.8+4.8
2.4 GeV and the hard-collinear scale independently between hc =
GeV.
Throughout
we use 2-loop running of s with nf = 5 (nf = 4) for quantities that
1.5+0.9
0.5
are evaluated at the hard scale h (hard-collinear scale hc ). The quark masses are interpreted as
pole masses except for those entering rM .
Table 2
Theoretical input parameters (in units of GeV or dimensionless)
Parameter
Value
Parameter
Value
(5)
MS
mb
mc
0.225
4.8
1.6 0.2
4.2
0.008 0.002
f
fB
B (0)
F+
B (1 GeV)
a2 (1 GeV)
0.131
0.21 0.02
0.25 0.05
0.48 0.12
0.25 0.2
b)
m
b (m
(m
u +m
d )(2 GeV)
24
With these input parameters the complete NNLO result for the imaginary part of the topological tree amplitudes is found to be
Im 1 () = 0.012|V (1) + 0.031|V (2) 0.012|S (2)
= 0.031 0.015 (scale) 0.006 (param) 0.010 (power)
= 0.031 0.019,
Im 2 () = 0.077|V (1) 0.052|V (2) + 0.020|S (2)
= 0.109 0.023 (scale) 0.010 (param) 0.045 (power)
= 0.109 0.052.
(72)
In these expressions we disentangled the contributions from the NLO (1-loop) vertex corrections V (1) , NNLO (2-loop) vertex corrections V (2) and NNLO (1-loop) spectator scattering S (2) .
In both cases the NNLO corrections are found to be important, although small in absolute terms.
For the imaginary part of 1 the NNLO corrections exceed the formally leading NLO result
which can be explained by the fact that the latter is multiplied by the small Wilson coefficient
C 2 , cf. the discussion after (62). We further observe that the individual NNLO corrections come
with opposite signs which leads to a partial cancellation in their sum. The phenomenologically
most important consequence of our calculation may be the enhancement of the imaginary part of
the colour-suppressed tree amplitude 2 .
In our error estimate in (72) we distinguished between uncertainties which originate from
the variation of the hard and the hard-collinear scale (scale), from the variation of the input
parameters in Table 2 (param) and from the BBNS model which we used to estimate the size
of power-corrections (power). By now we expect the power corrections to be the main limiting
factor for an accurate determination of the amplitudes. However, although the inclusion of NNLO
corrections has reduced the dependence on the renormalization scales, it still remains sizeable
(in particular for h ). For our final error estimate in the third line of each amplitude, we added
all uncertainties in quadrature.
Finally we remark that our numerical values for the NNLO spectator terms are much smaller
than the ones quoted in [2]. This is partly related to the fact that we use different hadronic
input parameters, in particular a much larger value for B . In addition to this, the authors of [2]
essentially evaluate the hard functions HiII at the hard-collinear scale in order to partly implement
the (unknown) NLL resummation of parametrically large logarithms. The NLL approximation is
indeed required for the real part of the amplitudes, but as long as we concentrate on the imaginary
part it is consistent to work in the LL approximation as discussed in Section 6.1. As the spectator
term is the main source for the uncertainties from the hadronic input parameters, we also obtain
smaller error bars than [2].
7. Conclusion
We computed the imaginary part of the 2-loop vertex corrections to the topological tree amplitudes in charmless hadronic B decays. Together with the 1-loop spectator scattering contributions
considered in [26], the imaginary part of the tree amplitudes is now completely determined at
NNLO in QCD factorization.
Among the technical issues we showed that soft and collinear infrared divergences cancel
in the hard-scattering kernels and that the resulting convolutions are finite, which demonstrates
factorization at the 2-loop order. In our numerical analysis we found that the NNLO corrections
25
are significant, in particular they enhance the strong phase of the colour-suppressed tree amplitude 2 . Further improvements of the calculation still require a better understanding of power
corrections to the factorization formula.
Our calculation represents an important step towards an NNLO prediction of direct CP asymmetries in QCD factorization. As the topological penguin amplitudes, which also affect the direct
CP asymmetries, have not yet been computed completely at NNLO (the contribution from spectator scattering can be found in [4]), we refrained from discussing them already in this work.
Moreover, the strategy outlined in this work may also be applied for the calculation of the real
part of the topological tree amplitudes, which is, however, technically more involved [7,30].
Acknowledgements
It is a pleasure to thank Gerhard Buchalla for his continuous help and guidance and for helpful comments on the manuscript. I am also grateful to Volker Pilipp and Sebastian Jger for
interesting discussions. This work was supported in part by the GermanIsraeli Foundation for
Scientific Research and Development under Grant G-698-22.7/2001 and by the DFG Sonderforschungsbereich/Transregio 9.
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The supermembrane with central charges:

(2 + 1)D NCSYM, confinement and phase transition
L. Boulton a, , M.P. Garcia del Moral b,c,d , A. Restuccia e
a Department of Mathematics and the Maxwell Institute for Mathematical Sciences, Heriot-Watt University,
Edinburgh EH14 2AS, United Kingdom

b Perimeter Institute for Theoretical Physics, Waterloo, Canada, Ontario N2L 2Y5, Canada
c Department of Physics and Astronomy, MacMaster University, 1280 Main Street West,
Hamilton, Ontario, L8S 4M1, Canada

d DAMTP, Centre for Mathematical Sciences, University of Cambridge, Cambridge CB3 0WA, United Kingdom
e Departamento de Fsica, Universidad Simn Bolvar, Apartado 89000, Caracas 1080-A, Venezuela
Received 27 July 2007; accepted 12 November 2007

Available online 21 November 2007
Abstract
The spectrum of the bosonic sector of the D = 11 supermembrane with central charges is shown to be
discrete and with finite multiplicities, hence containing a mass gap. The result extends to the exact theory our
previous proof of the similar property for the SU(N ) regularised model and strongly suggest discreteness
of the spectrum for the complete Hamiltonian of the supermembrane with central charges. This theory is
a quantum equivalent to a symplectic non-commutative super-YangMills in 2 + 1 dimensions, where the
space-like sector is a Riemann surface of positive genus. In this context, it is argued how the theory in 4D
exhibits confinement in the N = 1 supermembrane with central charges phase and how the theory enters in
the quarkgluon plasma phase through the spontaneous breaking of the centre. This phase is interpreted in
terms of the compactified supermembrane without central charges.
PACS: 04.65; 11.25
Keywords: Supermembrane with central charges; Non-commutative super-YangMills theory; Bosonic sector; Spectrum
* Corresponding author.
E-mail addresses: l.boulton@hw.ac.uk (L. Boulton), mmoral@perimeterinstitute.ca,

m.g.d.moral@damtp.cam.ac.uk (M.P. Garcia del Moral), arestu@usb.ve (A. Restuccia).
doi:10.1016/j.nuclphysb.2007.11.011
28
L. Boulton et al. / Nuclear Physics B 795 (2008) 2751
1. Introduction
1.1. Motivation
An important step towards a better understanding of the non-perturbative approach to superstring theory is the non-perturbative treatment of D = 11 supermembranes [1]. The quantisation
of the latter, when it is embedded on Minkowski spacetime, was studied in [25] in terms of
a quantum mechanical maximally supersymmetric SU(N ) YangMills matrix models. This was
also considered in a different context in [6]. In the seminal work [2], it was shown that the
spectrum of the SU(N ) regularised supersymmetric Hamiltonian is continuous, consisting of the
interval [0, ). Remarkably, the spectrum of the corresponding bosonic Hamiltonian, equivalent
to the dimensional reduction of D = 10 super-YangMills to 0 + 1 spacetime, is discrete [7,8].
However its configuration space comprises singular string-like spikes, which, along with supersymmetry, render the spectrum continuous.
The validity of the SU(N ) regularisation is justified by the fact that the structure constants
of the area-preserving diffeomorphisms, the gauge symmetry of the supermembrane in the light
cone gauge, are equal to the large N limit of the SU(N ) structure constants. The characterisation
of the spectrum was performed in the SU(N ) regularised model, but we are not aware of any
result concerning the large N limit of the spectrum.
The supermembrane was interpreted as a many-body object. In this interpretation, the stringlike spikes may connect different membranes without changing the energy of the system, in
distinction to the standard situation in string theory. For a review see [10]. The supermembrane
embedded on a target space with a compact sector was analysed in [9]. Although an SU(N )
regularisation was not obtained, it was argued that the same qualitative features of the spectrum
remain valid.
The D = 11 supermembrane with non-trivial central charges was introduced in [11]. The
configuration space of this model is restricted by a topological condition. This restriction implies
the existence of a non-trivial central charge on the SUSY algebra of the supermembrane. From
a geometrical point of view, the topological condition determines a non-trivial U (1) principal
bundle over the world volume whose canonical connections, U (1) monopoles, define minimal
immersions into the compactified sector of the target space. These immersions describe the wrapping of the supermembrane on a calibrated submanifold of the target space. An interesting case
is M4 T d (S 1 )72g , where M4 represents a Minkowski spacetime in the light-cone gauge
and g = 1, 2, 3 is the genus of the 2-torus. See [16] for the case M7 T 4 . The resulting theory
preserves an N = 1 supersymmetry in those dimensions.
The supermembrane with non-trivial central charges does not contain string-like spikes and
it admits an SU(N ) regularisation [12]. The bosonic potential of this model increases towards
infinity as we move away from zero in the configuration space, ensuring a compact resolvent for
the bosonic Hamiltonian [13]. The spectrum of the regularised Hamiltonian is discrete, with finite
multiplicity [14] and its heat kernel can be defined rigorously by a process described in [15].
For a g 2 base manifold, this supermembrane admits an interpretation in terms of an orthogonal intersection of a suitable number of genus 1 supermembranes with non-trivial central
charge [16]. In the type IIA picture, the theory compactified on a T 2 , i.e. g = 1, may be viewed as
a bundle of D2D0 bound state theories where D0 monopole charges are induced by non-constant
fluxes on the D2 [17]. Extensions to SU(N ) interacting supermembranes may be considered as
in [18].
In the cases where a minimal immersion from the base manifold into the compact sector
of the target space can be established (the former is a Riemann surface of genus g), the topo-
29
logical restriction can be solved, and the supermembrane with non-trivial central charges is
equivalent (as a quantum field theory) to a symplectic non-commutative super-YangMills theory
(NCSYM) [19,20]. This is the case, for instance, when the base manifold is a genus g Riemann
surface and the compact sector of the target space is a flat T 2g torus. The symplectic structure is
determined by the minimal immersion, and describes the curvature of U (1) monopole connections.
The BFSS conjecture takes the D0 action as a fundamental action [31]. This is precisely the
same Hamiltonian than the SU(N ) regularised Hamiltonian of the D = 11 supermembrane in
the light cone gauge [2]. Its extension to interesting compactified target spaces as the BMN
model [32] includes ChernSimons and mass terms, preserving the PP wave supersymmetry,
allowing the existence of stable vacuum solutions. In the same sense, the topological condition
on the D = 11 supermembrane with central charges give rise to mass terms which render the
theory stable. However, the topological properties of the base manifold plays a fundamental role
in the large N limit analysis of the regularised supermembrane. This geometrical structure is
missing in the matrix model, where no rigorous analysis of the large N limit has been obtained.
Non-commutative YangMills theories have been considered as toy models for gravity [21]
and [22]. The relation between supergravity and non-commutative YangMills become natural
in the context of supermembranes, since they are embedded on a target space which must be a
solution of D = 11 supergravity. Moreover the supermultiplet of D = 11 supergravity has been
conjectured to be the ground state of the theory.
In the context of string theory, NCSYM appears in a very natural manner by wrapping Dbranes [23]. A super-YangMills theory on a non-commutative torus is naturally related to
the compactification of a matrix theory on a dual torus with a constant C3 field, see for example, [2427]. The non-commutative YangMills theory in a flat space with a rational noncommutative parameter is related to ordinary YangMills theories with magnetic flux through
Morita equivalence, [28]. By comparing ordinary YangMills theories and non-commutative
ones, it was found in [29] that both theories share the same degrees of freedom in the IR limit.
However these degrees are redistributed differently in both theories in the UV limit.
It was argued in [27,30] that it should be the non-commutative theory the better suited for
describing the IR limit and the commutative theory the one that best recovers the UV limit.
YangMills theories with boundary modelling QCD where extensively studied under the
common name of bag models [41]. Super-YangMills theories behave differently at extremal
energies since they are either in the confined or in the screening phase. For the bosonic theory,
the confined phase occurs at low temperatures where vector-like gluons form singlet bound states
of colour called glueballs, see [33].
The low temperature regime is characterised by the dynamics of gluons. At high temperatures
the gluons do no give rise to bound states but rather to a plasma that constitute the screening
phase. If the fermions are introduced in the theory, at low energies they feel a binding force
and at high energy they remain free [35]. These two extremal regimes are thought in general
to be separated by a phase transition occurring when a global symmetry of the theory breaks.
This phase transition is related to the spontaneous breaking of the centre, [35,36]. Furthermore,
according to [35,36], this symmetry is conjectured to be of a topological nature due to magnetic
monopoles or instantons.
The role of the centre has been considered to a large extent, cf. e.g. [33,37,38]. According
to the results of [39], the instanton gas picture is only appropriate in those cases where the
topological charge is discrete. Otherwise the correct picture would be the monopole. It is this
30
latter case, where the confinement should appear, [39], as it is for D = 4 and N = 1 in the
supermembrane with central charges.
Connections between membrane theory and YangMills theories have been considered in a
different context in [40]. In [42] the critical behaviour of a gauge theory in the de-confined phase
is related with the behaviour of a scalar which has a symmetry induced by the centre of the
group. The phase transition occurs when the topological defect is metastable and decays as a
consequence of quantum processes.
1.2. Aims and scopes of the present paper
Our main goal is to demonstrate that the bosonic Hamiltonian of the supermembrane with nontrivial central charges has a discrete spectrum with finite multiplicity. Based on this observation
we will show strong evidence confirming that the spectrum of the supersymmetric Hamiltonian
possesses the same qualitative properties. Consequently, the N = 1 NCSYM theory in (2+1)D is
equivalent to the supermembrane with non-trivial central charge has the same spectral properties.
We also prove that, in the semiclassical regime, the large N limit of the eigenvalues of the regularised Hamiltonian converge to those of the supermembrane with central charge. The spectrum
of the Hamiltonian exhibits a mass gap. The scalar fields acquire a mass induced by the central
charge of the SUSY algebra. One may also argue that this mass is induced by the centre Z(2) of
the symplectic group associated to the central charge. Supermembranes with central charge and
N = 1 in 4D may then be interpreted as the IR phase of a more general theory. This is achieved
by increasing the energy the centre breaks spontaneously, so that the transition phase occurs in
a screening phase. This should correspond to an N = 4 compactified supermembrane without
central charges.
In Section 2, we describe the Hamiltonian of the supermembrane with central charges and its
semiclassical regime. In Section 3 we establish the main results of the present paper, a crucial operator bounds connecting the exact bosonic Hamiltonian and the semiclassical Hamiltonian. This
operator bound, see (22), allows us to deduce spectral properties of the exact bosonic Hamiltonian
from those of the semiclassical one discussed in Section 2. Natural questions arises concerning
the large N limit of the regularised Hamiltonian. We address these questions in Section 4. In
the final Section 5 we consider confinement properties of the theory in terms of the centre of
the group both at the exact and the regularised level. We also discuss the transition phase to deconfinement and give an interpretation in terms of the supermembrane. An appendix is included,
where we explicitly compute the SU(N ) gauge symmetry in the regularisation model.
2. The supermembranes with central charges
In this section we analyse the exact action of the supermembrane with central charges as well
as its semiclassical approximation.
Let the D = 11 supermembrane be defined in terms of a base manifold, a g = 1 Riemann
surface , and a target space M9 S 1 S 1 . Consider its formulation in the light cone gauge
where the directions X + , X , P+ and P have been removed in the standard manner [4]. The
canonically reduced Hamiltonian has the expression

1 PM 2 1 M N 2
W
+ X ,X
+ (fermionic terms)
2
4
W
subject to the condition

PM
dX M = 0.
W
31
(1)
Here and below M, N = 1, . . . , 9. The integral in (1) is the generator of an area preserving diffeomorphism of for C any given closed path. This constraint may be expressed as a local
condition

PM
M
ab
a
PM , X
b X M = 0,
W
which generates area preserving diffeomorphisms associated to exact one-forms coupled to the
global constraint

PM
(2)
dX M = 0, i = 1, 2,
W
Ci
where C1 and C2 form of a basis of homology on which generates area preserving diffeomorphisms associated to harmonic
one-forms.
The scalar density W is present in expression (2) as a consequence of the gauge fixing
procedure and it is preserved by the diffeomorphisms mentioned above. Let us now impose some
topological restrictions on the configuration space which completely characterise the D = 11
supermembrane with non-trivial central charge generated by the wrapping on the compact sector
of the target space. All maps from the base space , must satisfy

dX r = 2Sir R r , r = 1, 2,
Ci
dX m = 0,
m = 3, . . . , 9,
(3)
Ci
for i = 1, 2 and

dX r dX s = rs 2 2 R1 R2 n,
(4)
where n = det Sir is fixed, each entry Sir is integer, and R1 and R2 denote the radii of the target
component S 1 S 1 . Note that (3) describe maps from to S 1 S 1 with dX m exact one-forms
and dX r non-trivial closed one-forms. The only restriction upon these maps is the assumption
that n is fixed. The term on the left side of (4) describes the central charge of the supersymmetric
algebra. As we shall see next, the factor R1 R2 (2)2 is the area of in the induced metric.
The general map satisfying (3)(4) can be constructed explicitly. Any closed one-form dX r
may be expressed as the sum of a harmonic and an exact form,
dX r = Lrs dX s + sr dAs ,
s, r = 1, 2,
(5)
where Lrs are real numbers and dX is a canonical basis of harmonic one-forms over . The term
dX s , s = 1, 2, is found by considering the (unique) holomorphic one-form , normalised with
32
respect to the elements of the homology basis Ci , defined by:

w = 1,
w = ,
C1
C2
where is the period of in the basis given by Ci . By construction, the imaginary part of is
positive. Let [16]
= dX 1 + i dX 2
and define

r
dX r = M 1 dX ,
where the constant matrix M is given by

1 Re
M=
.
0 Im
Then [16]

dX r = ir
Ci
and
dX r dX s = rs .
If (3) is to be satisfied, necessarily

Lrs = 2R r Ssr .
Condition (4) implies
Ssr Sut su = n rt .
W by
ab a X r b X s rs = W
Define the scalar density
where a / a , a = 1, 2, a being local coordinates on . Then
rs dX r dX s = W d 1 d 2 .
A change of the canonical basis of homology over , implies varying the corresponding harmonic one-form dX r ; Tsr dX s , where T SL(2, Z), that is
Tsr Tut su = rt ,
Tsr integers. As the density W remains invariant under these transformations, they are areapreserving diffeomorphisms disconnected from the identity. The theory is then invariant under
SL(2, Z). The degrees of freedom are expressed in terms of Ar and the discrete set of integers
described by the harmonic one-forms. We can always fix these gauge transformations, within the
33
conformal class of the target torus, by

Sir = l r ir ,
l 1 l 2 = n.
Therefore
dX r = 2R r l r dX r + sr dAs .
After the gauge fixing there is a residual invariance Z(2).
The complete expression for the Hamiltonian of the D = 11 supermembrane subject to the
topological conditions (3) and (4) turns out to be [12,14,19],

Pm 2 1 r 2 1 m n 2
1
2 1
W d d
+
+ X ,X
H=
2
2
4
W
W

1
1
2
+ Dr X m + (Frs )2 + Pm , X m + Dr r + (fermionic term),
(6)
2
4
where [12,19]

D r X m = D r X m + Ar , X m ,
r
ab

r
r r
r
Dr = 2R l a X b
+ Ar , r ,
W
W
Frs = Dr As Ds Ar + [Ar , As ]
ab
and Dr = 2R r l r a X r b . The associated mass operator is (mass)2 = Z 2 + H , where Z 2 =
1
2
2
8 ((2) nR1 R2 )
is the central charge.
2.1. Semiclassical regime of the bosonic Hamiltonian

The semiclassical approximation of the theory is obtained by considering only the quadratic
terms in the above expression for the Hamiltonian. Let

Pm 2 1 r 2
1
2 1
W d d
+
Hsc =
2
2
W
W

1
1
2
+ Dr X m + (F rs )2 + Dr r + (fermionic terms),
2
4
where, in the semiclassical approximation,
F rs = Dr As Ds Ar .
(7)
The general solution to the constraint Dr r = 0 is

r
rs
s s ab
s
,
= 2R l a X b
W
where is a scalar density.
The kinetic
term r A r may be rewritten, once integration by parts has been carried out, as
p q where p = W 12 rs Frs and q = . Thus
W
34
r 2

1
1
+ (F rs )2 + Dr r
2
4
W

2
1
1
p
1
d 1 d 2 W
+ (Dr q)2
=
k
2
2
W
H=
d 1 d 2
which coincides with the contribution to the Hamiltonian of the transverse modes X m , m =
3, . . . , 9.
The above shows that, from a gauge independent point of view, the complete bosonic Hamiltonian in the semiclassical approximation is
M 2

2
1 P
1
B
Hsc
= d 1 d 2 W
+ Dr X M ,
2
2
W
where M = 1, . . . , 8. If we now express X M and P M / W in terms of a complete orthonormal

basis of scalar symmetries over , we obtain

M
X M = XA
(8)
( ) exp 2i ar X r ( ),

PM
= AM ( ) exp 2i ar X r ( ),
W
(9)
where A = (a1 , a2 ). Thus, the bosonic contribution in the semiclassical Hamiltonian takes the
form
B
Hsc
=
m 2
1 M 2
2
XA .
A + A
2
B is then characterised in the following fashion. For any finite subset of

The spectrum of Hsc
N N there is an eigenvalue

2
2
A , A = 2 R 1 l 1 a2 + R 2 l 2 a1 .
=
(10)
A
This expression coincides with the particular case considered in [47] where the semiclassical
quantization of the supermembrane over a fixed background was considered. The model in [47]
correspond to a gauge fixed version of the supermembrane with central charges in the semiclassical approximation. By virtue of (10), for any given energy level E, there only exists a finite
B below E. The spectrum is therefore discrete.
number of eigenvalues of Hsc
This is the expression of the eigenvalues when the zero point energy has been eliminated. It is
automatically cancelled when the semiclassical supersymmetric Hamiltonian is considered. This
property was first demonstrated in [47] and it coincides exactly with the one for the semiclassical
3. Operator bounds on the exact bosonic Hamiltonian
According to the results reported in [13], the bosonic regularised Hamiltonian of the D = 11
B , by
supermembrane with central charge, HNB , relates to its semiclassical approximation, Hsc,N
means of the following operator inequality:
B
HNB CN Hsc,N
.
(11)
35
Here N denotes the size of the truncation in the Fourier basis of and CN is a positive constant
dependent on the size of the truncation. A crucial step in the proof of (11), relies heavily on the
compactness of the unit ball of the configuration space which happens to be finite dimensional.
In this section we show that the same operator relation holds true for the exact bosonic Hamiltonians, i.e. the case N = , see Theorem 1. The main source of difficulties in the proof of this
assertion lies in the fact that now the unit ball of the configuration space does not possess the
property of being compact. We overcome these difficulties by carrying out a detailed analysis of
each term involved in the expansion of the potential term of H B .
3.1. The configuration space and the gauge fixing condition
We firstly construct the configuration space for the supermembrane with central charges in a
rigorous fashion and prescribe suitable gauge fixing condition.
Constant functions are harmonic, therefore the constant modes of the fields X m and Ar belong to the harmonic sector in (5). In addition only derivatives of X m and Ar appear in all the
expressions. Let H1 denote the Hilbert space obtained by completing C 1 (), modulo locally
constant functions, with respect to the norm
u2 = d2 W g ab a ub u,
where g ab is the inverse of the metric gab = a X r b X r induced over by the minimal immersion X r . Below we employ the following convention: for a field u,
u
= d2 W u.
For simplicity we will consider below only the case n = 1 and R1 = R2 = 1.

Note that
ab
bd
Dr uDr u = a X r c u b X r d u
W
W
= g cd c ud u
and
ab
{u, w} a ub w = rs Dr uDs w,
w
so that
u2 = Dr uDr u
.
Let
1/4

u4,2 = Dr u
2 + Dr Ds u
2
.
(12)
Below and elsewhere X m , Ar are assumed to be members of the configuration space H4,2 of
fields u H1 such that u4,2 < . The left-hand side of (12) is a well defined norm in H4,2 .
The latter is a linear space, however we do not make any assumption about completeness.
36
The potential, V , of the bosonic sector of the supermembrane with central charges is well
defined in H4,2 as

2
1
1
V = Dr X m Dr X m + Frs Frs + X m , X n .
(13)
4
4
The introduction of the constrained space H4,2 H1 is justified by the fact that homogeneous
terms of order 4 are present on the right-hand side of (13), so V is not well defined in the whole
space H1 .
The following gauge fixing conditions are equivalent to those considered in [1214],
D1 A1 = 0
if D1 A2 = 0
then A2 = 0.
(14)
These are obtained by expressing the fields in terms of an orthonormal basis over . Integration by parts yields D2 A1 D1 A2
= 0. Similarly we also have D2 A1 {A1 , A2 }
= 0. Note that
(D1 A2 )2
= 0, implies A2 = 0.
3.2. The uniform quadratic bound for the bosonic potential
B , so that
Let 2 be the potential term of Hsc

2 = Dr X m Dr X m + (D1 A2 )2 + (D2 A1 )2 .
We may rewrite
V = 2 + 2B + A2 ,
where

B = Dr X m Ar , X m + D1 A2 {A1 , A2 } ,
2
2
2

A2 = A1 , X m + A2 , X m + {A1 , A2 }2 + X m , X n .
Theorem 1. There exists a constant 0 < C 1, such that
V C 2 ,
X m , Ar H4,2 .
(15)
The remaining parts of this section is devoted to showing the validity of Theorem 1.
By definition,

2B A2
V = 2 1 + 2 + 2 = 2 1 + 2bR + a 2 R 2 ,
where

R = X m , Ar 4,2 ,
a2 =
A2
R2 2
and b =
B
.
2R
(16)
Since both terms a 2 and b are homogeneous in X m and Ar , they are constant in R. Without loss
of generality we assume that a 2 and b are always evaluated at fields X m , Ar , normalised by the
condition R = 1.
37
Let
P (R) = 1 + 2bR + a 2 R 2
be the real polynomial whose variable is R 0. The existence of a constant C > 0 satisfying
(15) is equivalent to the condition

inf
(17)
inf P (R) C.

X m ,Ar 4,2 =1 R0
Note that B is the inner product in H1 of the field

D1 X m , D2 X m , D1 A2 , 0
and the field

A1 , X m , A2 , X m , {A1 , A2 }, X m , X n ,
while A is the norm of the latter. Thus A2 = 0 yields B = 0, so the condition a 2 = 0 implies
P (R) = 1. Hence

b2
P
(R)
=
min
1,
inf
inf
inf
1
a =0
(X m ,Ar )4,2 =1 R0
a2

b2
= inf 1 2
a =0
a
in (17).
The validity of the following lemma will immediately ensure (17), hence Theorem 1.
Lemma 2. Let a and b be the quantities defined by (16). Then

b2
inf 1 2 > 0.
a =0
a
Proof. We proceed by contradiction. Suppose that

b2
inf 1 2 = 0.
a =0
a
Then we can find sequences (X m )j , (Ar )j H4,2 , such that ((X m )j , (Ar )j )4,2 = 1 and
bj2
aj2
(18)
as j , where aj , bj are the quantities defined by (16) for the fields at the j th place of the
sequences.
By construction
b2 Dr X m {Ar , X m } + D1 A2 {A1 , A2 } + (D2 A1 )0 + 0{X m , X n }
2
=
.
a2
2 A2
Thus, for each j , the left-hand side of (18) is the inner product of two unit vectors in H1 . By
virtue of the CauchySchwarz inequality, these two vectors should become increasingly parallel
38
as j . Since the quantities a 2 and b2 remain constant if we multiply the field (X m , Ar ) by

a constant, without loss of generality we can chose our sequences (X m )j , (Ar )j , such that

{(Ar )j , (X m )j } 2
Dr (X m )j
0,
(19)
j
Aj

{(A1 )j , (A2 )j } 2
D1 (A2 )j
0,
(20)
j
Aj

{(X m )j , (X n )j } 2
D2 (A1 )j 2
0 and
0.
(21)
j
Aj
When r = 1, the left side of (19), is

D2 (A1 )j D1 (X m )j 2
D1 (X m )j
j
Aj

2

m
D1 (X m )j D2 (A1 )j D1 (X m )j
D1 (X )j

.
2

j
j
Aj
By virtue of the CauchySchwarz inequality,

D1 (X m )j D2 (A1 )j D1 (X m )j m 2 D2 (A1 )j
= D1 X

j
j
Aj
j Aj

m 4 1/2 D2 (A1 )j 2 1/2 1
D1 X j
j
Aj

2 1/2
D2 (A1 )j
1

.
j
Aj
Furthermore, analogous results also hold true for the left sides of (19) when r = 2 and the left
side of (20). Hence, if Aj 0, the above, along with (19) and (20), imply
(Dr (X m )j )2 + (D1 (A2 )j )2 + (D2 (A1 )j )2
j2
which is impossible.
It is only left showing that the case Aj 0 also leads to a contradiction. We proceed as
follows.
Let denote the Laplacian operator acting on L2 (). Integration by parts yields
m 2 m 2
2 2
Dr D1 X j Dr D1 X j = ()1/2 D1 X m j
.
Then, (W m )j = ()1/2 (D1 (X m )j )2 L2 (). Since (X m )j 4,2 1, (W m )j L2 1. Now
()1/2 is a compact operator and
m 2

D1 X j = ()1/2 W m j .
Thus (D1 (X m )j )2 has a subsequence which is convergent in L2 to an accumulation point,
say Y1m L2 ().
Similarly (D2 (X m )j )2 , (D1 (A2 )j )2 and (D2 (A1 )j )2 have corresponding subsequences, convergent in L2 to accumulation points, Y2m , Z1 and Z2 in L2 (). Furthermore Yrm and Zr lie
39
on L4 (), so that we can evaluate P (R) at ((Yrm )1/2 , (Zr )1/2 ). As A2 = 0 when we evaluate at
these limit fields, in fact P (R) achieves the constant value 1. But, since b and a 2 are continuous
in (Dr X m , D1 A2 , D2 A1 ) for the norm L2 , this contradicts the condition bj2 /aj2 1. The
proof of the lemma is hence completed. 2
In order to define rigorously the bosonic Hamiltonian in the non-compact infinite dimensional
configuration space H4,2 , the operator is expressed as

H B = Vquartic + Vcubic + (1 C)Vquadratic + [ + CVquadratic ].
The term inside the first bracket acts as a multiplication operator on the Hilbert space of states.
The one inside the second bracket may be expressed in terms of creation and annihilation operators.
By virtue of Theorem 1,
H B + CVquadratic .
(22)
The infinite zero point energy can be extracted from the same operator at both sides of this
inequality. This zero point energy will be automatically cancelled out when we considered the
supersymmetric theory. According to the results of [14] and [15], the fermionic contribution does
not change the qualitatively properties of the bosonic Hamiltonian of the regularised model. We
expect this to be also the case for the exact model.
Identity (22) alongside with (10) implies that the spectrum of the exact theory is discrete with
finite multiplicities. As we mentioned above, the same inequality was demonstrated to be valid
for the regularised bosonic model.
4. On the large N limit of the semiclassical bosonic Hamiltonian
The semiclassical Hamiltonian of the regularised model is,

2

n2
1 m 2
i
2
m
Hsc,N = Tr
P
+
T
+
(
)
,
X
T
r
Vr
Vr
2N 3
8 2 N 3 N

2
n2
i 2
[TVr , Ar ]TVs [TVs , Ar ]TVr
+
2
3
16 N N

i
in
r [TVr , ]TVr .
N 4N 3
1
Here the SU(N ) matrices TA = N 2 a1 a2 P a1 Qa2 , T0 = N I, A = (a1 , a2 ) and P , Q are the

2i
Heisenberg matrices satisfying the Weyl condition P Q = QP where = e N . The generators of the algebra of SU(N ) may be expressed in terms of TA . The fields may be expanded in
this basis as X m = X mA TA , satisfying
[TVr , TA ] = fVVrrA+A TVr +A ,
1
TA TB = N 2 AB TA+B .
C = 2iN sin( (AB) )(A + B C) are the standard structure constants for the regulariHere fAB
N
sation via SU(N ) of a two-torus, A B = a1 b2 a2 b1 , V1 = (1, 0) and V2 = (0, 1).
40
The bosonic contribution in Hsc,N consists of two components, one related to the transverse
field sector and the other related to the induced gauge fields on the world volume of the membrane.
A direct calculation shows that the transverse field contribution,

2

n2
i
m
Tr
T
,
X
T
,
V
V
r
r
8 2 N 3 N
is equivalent to
Vsc1 ,N =

X mA 2 w 2
(23)
A,N ,
where
wA,N
nN
=
2
2
2

a2
a1
+ sin
.
sin
N
N
The second contribution corresponds to the gauge fields defined on the world volume of the
membrane as a result of the central charges induced by the winding. This contribution is
2

n2
.
Tr
[T
,
A
]T
[T
,
A
]T
V
2
V
V
1
V
1
1
2
2
8 2 N 5
Here we fix the remaining gauge fields by imposing the following constraint
Vsc2 ,N =
(m,n)
A1
= 0 for n = 0,
Then
[TV1 , A2 ]TV1 = N
(p,q)
A2
=0
(24)
for q = 0.
fVV11B+B + 2 b2 TB ,
1
for r = 1 and a similar identity holds true for r = 2. After performing the canonical reduction
associated to the above gauge fixing conditions, we obtain

2
B B
2
B
Vsc2 ,N =
(25)
AB
1 A1 (w1,B,N ) + A2 A2 (w2,B,N ) ,
B
where

b1
nN
and
w1,B,N = sin
N
2

nN
b1 2
b2 2
w2,B,N =
sin
+ sin
.
N
N
2
(26)
These coefficients correspond to contributions as for the X m modes.

By virtue of (23) and (25), the bosonic regularised semiclassical Hamiltonian realises as
B
Hsc,N
= XmA ,AB ,AB + Vsc1 ,N + Vsc1 ,N + cN ,
1
(27)
a quantum mechanical harmonic oscillator acting on the Hilbert space L2 ((X mA , AB

1 , A2 ) R ).
Here N is a large parameter representing the number of D0 branes in the regularisation process;
41
2
(X mA , AB
1 , A2 ) R lies in the space coordinates and = 8(N 1) for an SU(N ) regularisation. Here A = (m, n) and B = (p, q). The constant cN is a shift in the position of the ground
B
state energy and it is chosen, so that the ground energy of Hsc,N
is exactly zero.
B
This characterisation of Hsc,N as an elliptic partial differential operator is convenient for determining spectral [14] and heat kernel [15] properties of the Hamiltonian of the supermembrane,
once the regularisation process has been carried out. We now consider this representation in order
B
B . All limiting process below refer
to study the large N limit of Hsc,N
and its connection with Hsc
to taking N .
B converges to a corresponding eigenvalue of H B as N .
Lemma 3. Each eigenvalue of Hsc,N
sc
The large N limit is defined by taking a fixed energy E and then comparing the spectrum of the
operators below E in the limit N .
Proof. Firstly note that there is a one to one correspondence between individual excited state
B and H B , and finite subsets of N N. When N < , the variables in (27)
eigenvalues of Hsc,N
sc
B are given explicitly in terms of creation operators
can be separated, so the eigenfunctions of Hsc,N
as,
(N )
aC1
(N )
aC |0
with associated eigenvalue

F ,N = C1 ,N + + C ,N
corresponding to the set
F = {C1 , . . . , C }.
Here C,N are either wA,N , w1,B,N or w2,B,N . This provides an indexing for the spectrum of
B
Hsc,N
in terms of finite subsets of N N with at most elements. Similarly, for the case of
B , the eigenfunctions are constructed in terms of creation operators, but now the
the limiting Hsc
sequences can be of arbitrary length. Thus, the eigenvalues are in one to one correspondence now
with all finite subsets of N N.
For any given finite subset F of N N, we just have to choose N larger than the number of
elements of F , in order to ensure that F is also included in the indexing for the eigenvalues of
B . As F is finite,
Hsc,N
C,N C and the expressions for the eigenvalues are finite sums,
F ,N F ,
as required.
B is in place. For a given index
The following remark on the multiplicity of the spectrum of Hsc
A = (m, n), see (10),

A 2 min R 1 l 1 , R 2 l 2 ,
where the constants on the right-hand side are independent of A. Then, for a given finite subset
F with elements,

F 2 min R 1 l 1 , R 2 l 2 .
42
Hence, the class of subsets F such that F = F , is limited by the fact that F cannot have
B is of finite
more than F / 2 min{R 1 l 1 , R 2 l 2 } elements. This ensures that each eigenvalue of Hsc
multiplicity.
B
B . However
The above lemma shows that the spectra of Hsc,N
converge to the spectrum of Hsc
B
B.
it does not provide information about the large N limit of Hsc,N and its relation with Hsc
B is equivalent, under unitary transformation, to a self-adjoint operator
The Hamiltonian Hsc
acting on the Hilbert space L2 (2 , d ), where d is a Gaussian
measure on 2 . Recall that 2
comprises square summable (Y C )CNN such that Y 2 = C |Y C |2 < . A procedure for
constructing Gaussian measures in 2 is described in the monograph [34].
For each wave function L2 (2 , d ), there exists N L2 (R , d ) such that N .
2
Here d = eY /2 dY is the standard Gaussian measure in R . By performing a suitable
B
is also an operator acting on L2 (R , d ). Hence,
change of coordinates, the Hamiltonian Hsc,N
we are in the position of being able to compare the exact model with the regularised one. Indeed,
since L2 (R , d ) are subspaces of L2 (2 , d ) via the natural identification

C
Y C Y C , 0, . . . ,
Y R ,
B
B act in the same subspace. Note that here we must use the fact that
and Hsc
both operators Hsc,N
d is Gaussian in order to ensure that the right-hand side is a member of the latter space. In the
other direction, we have the projected states

Y (1,0) , . . . Y C , 0, . . . =: N Y (1,0) , . . .
for all (Y (1,0) , . . .) L2 (2 , d ). This identification gives a precise meaning to the limit
B

B
N Hsc
,
lim , Hsc,N
N
B
B in the weak topology.
making it possible to verify rigorously whether Hsc,N
Hsc
2
For given initial states , L (2 , d ) and t > 0, we can also compute the limit

B
lim N , eHsc,N t N
N
via the Mehler formula. For this we should recall that the heat kernel of the regularised semiclasB
sical Hamiltonian can be found explicitly, eHsc,N t is the OrnsteinUhlenbeck semigroup. This
B
rises the question of whether the exact semigroup eHsc t could possibly be characterised using
the FeynmanKac formula.
Note that the characterisation of the regularised Hamiltonian in the space with Gaussian measure is far more advantageous than our previous approach of using the space with Lebesgue
measure. Indeed one can easily prove that it is not possible to construct a Lebesgue measure
in 2 . 2
5. Centre of the group, mass gap and confinement
In the first part of this paper we have discussed spectral properties of the supermembrane
with central charges. Let us now investigate its behaviour, or in equivalent manner, the behaviour
of the symplectic NCSYM theory, at extreme energies. This case corresponds to analysing the
supermembrane with central charges for g = 3, that is compactified on T 6 , and performing a
further compactification of the fifth coordinate to S 1 . The spectral properties discussed above
43
remain invariant and the theory corresponds to an N = 1 NCSYM of dimension 2 + 1 on a 4D

target space.
By virtue of the results of [35] and [36], a permanent quark confinement occurs in a gauge
theory, if its vacuum condenses into a state which resembles a superconductor. This proposal
consists in taking the confinement of quarks as dual to the Meissner effect, where the roles
of magnetism and electricity is interchanged. In this approach, a non-Abelian gauge theory is
considered in terms of an Abelian theory enriched with Dirac magnetic monopoles. As we will
see next, this is in correspondence with the situation we are presently discussing in the case
of the 4D target space, under the assumption that the underlying N = 1 YangMills theory is
symplectic and non-commutative.
Our first task will be to study the symmetries of the theory. We will then identify the centre
of the group relative to the residual symmetry. This latter symmetry plays a role in the creation
of confinement and, through its breaking, the theory enters in a quarkgluon plasma phase corresponding to the supermembrane without central charges.
5.1. Symmetries
The D = 11 supermembrane in the light cone gauge with a Minkowski target space possesses a residual invariance, associated to the infinite group of area preserving diffeomorphisms
Diff () on a Riemann surface of genus g, [3]. The first class constraints of the theory
generates area preserving diffeomorphisms homotopic to the identity, DiffI (). The local term
generates area preserving diffeomorphisms associated to exact 1-forms, [3]:
r

( ) rs (, ) Dr r ( ) = 0,
rs
r ( ) =
s ( ).
( )
The global term, on the other hand, generates area preserving diffeomorphisms associated to
harmonic one-forms. The local constraint corresponds to the Gauss law for the non-commutative
symplectic YangMills formulation. We might call it, the generator of gauge transformations.
Let us analyse the diffeomorphisms generated by the global constraint. Since only derivatives terms are present, the harmonic functions on the theory may be defined up to a constant.
Thus, the global constraint generates an Abelian sub-group of diffeomorphisms. In fact, from the
considerations of Section 2, we obtain
{1 , 2 } = (constant),
where 1 and 2 are harmonic parameters. Hence the commutator of two such a diffeomorphisms
is in the harmonic class of zero. In addition, each harmonic one-form may be expanded in terms
of the basis dX r as
d = a1 dX 1 + a2 dX 2
where a1 and a2 are real numbers. The algebra of infinitesimal diffeomorphisms generated by
the global constraint contains then a realisation of u(1) u(1). This symmetry of the supermembrane with central charges preserves gauge equivalent classes. The present interpretation of this
new symmetry is completely different from the approach followed in [9], where a SU(N ) regularisation of the supermembrane on a compactified target space was discussed. Moreover, since
a consistent SU(N ) regularisation of the supermembrane with central charges was found in [12],
this symmetry should reduce to ZN ZN in the regularised formulation.
44
The presence of r closed, but not exact, forms can be regarded in the dual picture, i.e. in
the 10D IIA description, as the existence of r U (1) gauge fields corresponding to the compactification process. This means that the compactified supermembrane has the following gauge
symmetries from the type IIA point of view,
DiffI U (1)r .
Furthermore, the gauge fields satisfy an additional symmetry associated to the harmonic
forms. The Hamiltonian exhibits an additional invariance, related to the symplectomorphism
group Sp(2g, Z). In the particular case of the compactified sector of target space being a 2-torus,
the symmetry becomes Sp(2, Z) SL(2, Z). This is the same symmetry that arises by compactifying IIA/S 1 or, equivalently, IIB/S 1 .
As it was pointed out in [16], one way to realise this symmetry in our formalism is to observe
that dX r must satisfy, see (3),

dX r = Ssr ,
Cs
where Cs is a basis of homology defined on the 2-torus and the matrix Ssr are such that
Srt rs Ssu = tu ,
when n = 1, i.e. Srs SL(2, Z).
In the supermembrane with fixed central charges we find area preserving diffeomorphisms which are not homotopic to the identity. These diffeomorphisms correspond to biholomorphisms, mapping the Teichmuller space into itself. Under this conformal mapping, the
basis of harmonic one-forms transforms via an element of SL(2, Z). As we saw in Section 2,
these are area preserving diffeomorphisms for our choice of W .
Although A, cf. (5), is single-valued over , it has an infinitesimal gauge transformation law
that represents an unusual realisation of the diffeomorphisms algebra,
A A + D + {A, } = A + D.
This transformation is generated by a first class constraint at both the exact and the regularised
level. See Appendix A. It corresponds to a symplectic connection, preserving the symplectic
structure of the fibres under holonomies.
With this transformation, the general structure of the first class constraint which generates
the gauge symmetry of the theory is that of an algebra at both the exact as well as the SU(N )
regularised model. We remark that the transversal modes transform in the standard way,
X = {, X}.
In order to construct the non-commutative gauge theory, one has to fix the harmonic sector. The
resulting symmetry is the centre of Sp(2, Z) which is Z(2).
45
5.2. The centre of the group as a mechanism for confinement in the exact theory
The mass contribution of the central charge, or, analogously, its correlated residual Z(2)
symmetry of the Hamiltonian,1 can be described in terms of the quadratic derivatives of the
configuration fields X m and Ar . These are induced by the minimal immersion realised by X r ,
r = 1, 2, the harmonic fields over ,
Dr YA = {X r , YA } = B
rA YB = rA YA ,
where
B
rA

=
d 2
{X r , YA }Y B .
They correspond to a particular subset of the structure constants that mixes the harmonic and the
C . For the case of a torus, an explicit relation was found in [12]. The quadratic
exact forms, grA
terms on the derivatives of the configuration variables, define a strictly positive function whose
contribution to the overall Hamiltonian gives rise to a basin shaped potential. The latter eliminates
the string-like spikes and provides a discrete spectrum, even for the supersymmetric model.
Without the central charge, the SUSY contribution renders a potential unbounded from below
along the directions where the quartic contribution vanishes. This would produce a non-empty
continuous spectrum. The quantum mass is bounded from below by the semiclassical term, see
(11) and (22). Then, once the topological condition is implemented, the centre created by a
discrete symmetry is a mechanism for rendering mass to the monopoles.
A natural question to ask is what happens when we compactify the target space by a larger
space, say T 6 . The size of the symplectic group increases. However, as explained in [38], the
size of the centre of the group remains constant modulo Z(2), in distinction to the SU(N ) gauge
groups. From a lattice point of view, Sp(2) and Sp(3) were used to demonstrate de-confined
transition phases induced by the breaking of the centre.
5.3. Centre of the group as a mechanism for confinement in the SU(N ) formalism
The centre of the group in the SU(N ) regularisation is known to be ZN . Since the origin of
this symmetry is an inherited structure of topological nature created by the monopoles induced
in the torus, the real discrete symmetry is ZN ZN . The realisation of the latter in terms of the
field theory should correspond to a symmetry-preserving gauge equivalent classes. Although we
do not have the explicit form of such a map, we argue that it should exist and it should be related
to the mass terms. In fact, the exact theory has a symmetry U (1) U (1), also in the large N
limit
ZN ZN U (1) U (1),
1 Strictly speaking the residual symmetry is a Z(2) Z(2) at classical level, however at quantum level one of the Z(2)
symmetries is not preserved by the measure of integration

det [, ]Poisson ,
(28)
where = Dr r + {Pm , X m } and = D2 A1 . The condition = 0 corresponds to the first class constraint and
= 0 corresponds to the gauge fixing condition. The computation of [, X]Poisson = D1 D2 does not leave this operator
invariant, leaving only the center of the group Z(2) as the residual symmetry.
46
and ultimately the large N limit of the regularised supermembrane with central charges indeed
corresponds to the exact theory. Consequently, the former should have that symmetry. An element
z rA ZN ZN belongs to the centre, if it satisfies the condition
N
= 1,
z rA
z rA = e
2i(Vr A)
N
The contributions associated to the mass are defined in terms of a regularised object found
in [12]. They correspond to a specific choice of the structure constants. In terms of the SU(N )
basis,

V A
rA Tr [TVr , TA ]TVr A = 2iN sin r
,
N
where TVr correspond to two particular matrices of TA from which the SU(N ) algebra can be
expanded. The centre is
1
Tr(TVr TA TVrA ).
N4
Following [12], these matrices are given by TV1 = T0,1 and TV2 = T1,0 . Here we have used that
TA = N z1/2a1 a2 P a1 Qa2 and T(0,0) = N I as in [4,35]. The lambda contribution can then be rewritten as
z rA
rA = Im(zrA ).
The discrete mass spectrum arises in analogous way as in the exact theory.
The eigenvalues of the Hamiltonian are bounded from below by those of the semiclassical
spectrum in such a way, that the mass terms are created by the centre. The unitary realisation
of this centre in the Hilbert space of states, commutes with the Hamiltonian and it therefore
represents an unbroken symmetry.
5.4. Confinement, screening and phase transition
As we have already seen, the mass terms are determined by the elements of the centre m(zrA )
associated to z rA . The matrix TVr appears in the regularised model as a consequence of the
presence of the term X r . The latter are the harmonic forms associated to the winding, defining
the monopole charge {X r , X s } = rs n. If the monopole charge disappears, the centre becomes
trivial zA = N 3 Tr(TA TA ) = N 2 Tr(T(0,0) ) = 1. We therefore expect a breaking of the centre
of the group for the de-confined phase. In a similar fashion, the same effect can be seen at the
level of the exact theory.
We have then two pictures. One, corresponding to the supermembrane with central charges,
in which the correlation length of the particles is the inverse of the mass of the glueball states,
C = 1/meff , and we can define an effective volume Veff = R/C . There the particles feel the
topological effects and get confined. The other one in which m2 = 0 as and Veff = 0.
There the particles lose the information that they are confined in a boundary with topological
condition, and behave as if they where in a quarkgluon plasma.
In the supersymmetric picture, the Hamiltonian corresponding to the N = 1 supermembrane
with central charges,
H1 = 1 + V1B + V1F .
47
It has purely discrete spectrum at the quantum level, due to the presence of a non-trivial central
charge in the algebra of supersymmetry.
In contrast, the Hamiltonian corresponding to the N = 4 compactified supermembrane without central charges,
H2 = 2 + V2B + V2F ,
has a continuum spectrum. The supermembrane is interpreted as a many-body object fluctuating
into different vacua were neither the number of particles nor the topology of the membrane is
preserved [2,10]. We conjecture that this case describes the quarkgluon plasma.
Moreover, since the potential vanishes, the particles are free along the flat directions corresponding to the commutative picture. The particles do not feel any force between them, as it is
expected in the asymptotic free regime of a SUSY QCD. The transition is then a consequence
of the presence of a quantum change in the irreducible winding. Although both types of membranes are compact and can have the same topology, there is a change of quantum nature in the
topological condition. It corresponds to the sequence
U (1) U (1) U (1) Z(2),
related to a monopole bounding two strings.
We conjecture about the origin of this phenomenon. If we decrease the energy scale, it becomes more advantageous for the membrane to have an irreducible wrapping. Since the radius of
the compactified extra dimension becomes smaller as we lower the scale, there is a critical scale
at which the area of the supermembrane is minimised, not by wrapping in a cycle, but by considering a calibrated submanifold generated by the monopoles dual to the irreducible wrapping.
For an account on the quantum topological change in (2 + 1)D see [43,45].
5.5. Supermembrane origin and interpretation of SUSY QCD
We would like to stress that, in our picture, confinement is a consequence of two issues: supersymmetry and the addition of extra dimensions. By virtue of the topological condition imposed
on the extra dimensions, the supersymmetry is broken at critical energies. We believe that this
topological condition appears naturally when the size of the extra dimensions decrease. It corresponds to the presence of a central charge of the supersymmetric algebra and it adds mass to the
gluons entering a confined phase.
Since the magnetic flux is confined in the monopoles picture (as it was originally explained in
[36]), the electric flux between them gets also confined, forming a Z2 -string at the ends of which
quarks become attached [48]. In order to separate them, one needs to provide a force proportional
to the force needed for increasing the effective radius of the compact dimensions. This force
grows linearly with the radius. In this picture the confinement of quarks is then consequence
of the compactification of extra dimensions and the fact that supermembrane has an irreducible
wrapping around them.
Separating the gluons means de-compactifying the space. In higher energies, the size of the
effective radius of the extra dimensions becomes bigger. At those energies the supermembrane
does not minimise its energy with an irreducible wrapping around it (which corresponds to wrap
a calibrated submanifold), but just wraps in cycles that minimise their volume.
It is known that the presence of topological defects can diminish the energy of the vacuum.
This is what happens in our case. Without these defects, the compactification process allows
48
degenerate points on the metric. Changes in the metric and the topology are also allowed in the
classical analysis of GR [46]. This issue has been studied in [4345].
A change in the topology [45] leads then to a loss of the monopole picture. The centre of the
group becomes trivial, hence the theory enters in a quarkgluon plasma phase. In the latter state,
the supermembrane cannot be associated to a single particle but rather to a multiple body object
in a potential of continuous spectrum. The theory contains free quarks along the commutative
directions that corresponds to a vanishing potential.
Since the correlation length becomes infinite and the effective volume is zero, the quarks
gluons form a plasma that does not feel the boundary effects. This corresponds to seeing inside
the hadron, i.e. at a shorter scale.
A further natural explanation emerges from here. Supersymmetry is where the topological
condition originates. We conjecture that, perhaps, this is the way in which supersymmetry breaking realises. This type of compactification does not produce exotic matter as in the KK reduction,
but rather gives mass (without a Higgs mechanism) to the scalar fields as the supersymmetry is
broken. We may speculate that supersymmetry, membrane description and the addition of extra
dimensions, would be the reason for a QCD behaviour in both phases: the confined one and the
quarkgluon plasma one.
6. Discussion and conclusions
Our results provide bounds, in the operator sense, for the bosonic Hamiltonian of the D = 11
supermembrane with central charges. We have shown that this Hamiltonian is bounded from below by a strictly positive constant, times the Hamiltonian of coupled harmonic oscillators. We
have then shown that the spectrum of the Hamiltonian is discrete with finite multiplicity and it
contains a mass gap. This result extends to the exact theory the bound already obtained for the
SU(N ) regularised model. We are not aware of any other similar analysis in the literature, regarding the spectrum of the exact supermembrane theory rather than that of the SU(N ) regularised
theory. Our bound gives strong evidence that the quantum properties of the supersymmetric potential will not change qualitatively those of the bosonic potential.
In previous works we have analysed the heat kernel of the regularised supermembrane with
central charges. Convergence of the kernels asymptotic expansion was obtained in the Schatten
von Neumann norms, implying a well defined Feynman formula. The large N limit of such
formula is expected to converge to the Feynman integral of the supermembrane with central
charges.
Since this theory is the quantum equivalent of a symplectic NCSYM theory in 2 + 1 dimensions, the same spectral properties are valid for the latter. The symplectic NCSYM in 2 + 1
dimensions is coupled to scalar fields arising from the dimensional reduction of NCYM in 9 + 1
dimensions. The number of degrees of freedom of both theories coincides. In this context, our
results provide a one-step-forward towards the quantisation of M-theory.
We have also argued that the supermembrane theory, when compactified in 4D, can be interpreted as a theory modelling SUSY QCD. As the theory becomes the N = 1 supermembrane
with central charges at zero temperatures, it exhibits confinement in the phase. By rising the energy, the theory enter in a phase of asymptotic freedom described by the N = 4 compactified
supermembrane without central charges. We have shown that the phase transition is described by
the breaking of the centre of the group.
We have also conjectured a possible reason for this phase transition. At high energies, the
size of the effective radius of the extra dimensions becomes bigger. In the same regime, the
49
irreducible wrapping of the supermembrane on a calibrated submanifold of the target, turns into
a reducible wrapping in the compact sector of the target space with zero central charge. This
corresponds to seeing inside the hadron, that is at a shorter scale. Since the correlation length
becomes infinite and the effective volume is zero, the quarksgluons form a plasma that does not
feel the topological effects. Along the commutative directions, the quarks experience no force.
Acknowledgements
We are very grateful to M. Asorey, F. Cachazo, I. Martin, H. Nicolai and Sh. Matsuura for
helpful discussions and comments. We are also indebted to C. Burgess, F. Cachazo, R. Myers
and F. Quevedo, for their support and encouragement. M.P.G.M. and A.R. would like to thank
the Perimeter Institute for its kind hospitality where part of this work was carried out. M.P.G.M.
acknowledge support from NSERC Canada, MEDT Ontario and the NSERC Discovery grants
program. The work of A.R. was supported by PROSUL, under contract CNPq 490134/2006-08.
Appendix A
Here we compute explicitly the SU(N ) gauge symmetry in the regularisation of the D = 11
The general structure of the first class constraints which generate the gauge symmetry of the
regularised model arising from the D = 11 supermembrane with central charges is,
D
D
Es + fA+w
AA F s = 0.
D fEw
s ,ws
s ,F ws s
C are the SU(N ) structure constants.
The constant is an arbitrary parameter and fAB
The algebra associated to the first class constraints is obtained by considering the Poisson
brackets of the generators. We have,
D

D
C
fEws , ws Es + fA+w
AA Es , fLw
, wr Lr + fFC+wr ,Ewr AFr Er P
s ,F ws s
r
D
D
= fEw
fC
F s fL+w
fC
Fs
s ,ws E+ws ,F ws
s ,F ws Lwr ,wr
D
D
+ fA+w
fC
AA F s fE+w
fC
AA F s .
s ,Ews E+ws ,F ws s
s ,F ws A+ws ,Ews s
We now use the explicit expression for the structure constants. For the terms depending on we
obtain

(D + C) ws
(C D)
sin
FD+C F s N 2 sin
N
N
C
fFEws ,ws F s . For the remaining terms we obtain the expreswhich may be re-written as fD,E
sion

C (F ws )
(A + ws ) D
C+D
sin
N 2 A+F
sin
N
N

(A + ws ) C)
D (F ws )
sin
,
sin
N
N
C
E
which may be re-written as fD,E
fA+w
AA F s . Thus, for any and N ,
s ,F ws s
D C
C
E
, Poisson = fD,E
(A.1)
50
where f are the SU(N ) structure constants.

The analogous computation is valid as we take the large N limit. In fact, by considering the
same constraints, but with the structure constants associated to the area preserving diffeomorphisms, we obtain the corresponding algebra (A.1).
As N , we find an equivalent realisation of the generators in terms of the constraints,
D
D
Fs
D = fEw
Es + fA,F
AA
= 0.
s
s ,ws
They also satisfy

D C
,
Poisson
C
= fD,E
E .
As a particular case, we can take = 1.

In the regularised model analysed in [12], we wrote the exact model in terms of the decomposition on an orthonormal basis over the Riemann surface. For this, we fixed the gauge and
then obtained a regularised model. An alternative approach is to obtain the regularised model
satisfying the symmetry generated by D and then perform the gauge fixing.
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On planar gluon amplitudes/Wilson loops duality

J.M. Drummond a , J. Henn a , G.P. Korchemsky b, , E. Sokatchev a
a Laboratoire dAnnecy-le-Vieux de Physique Thorique LAPTH, 1 B.P. 110, F-74941 Annecy-le-Vieux, France
b Laboratoire de Physique Thorique, 2 Universit de Paris XI, F-91405 Orsay Cedex, France
Received 8 October 2007; accepted 12 November 2007

Abstract
There is growing evidence that on-shell gluon scattering amplitudes in planar N = 4 SYM theory are
equivalent to Wilson loops evaluated over contours consisting of straight, light-like segments defined by the
momenta of the external gluons. This equivalence was first suggested at strong coupling using the AdS/CFT
correspondence and has since been verified at weak coupling to one loop in perturbation theory. Here we
perform an explicit two-loop calculation of the Wilson loop dual to the four-gluon scattering amplitude
and demonstrate that the relation holds beyond one loop. We also propose an anomalous conformal Ward
identity which uniquely fixes the form of the finite part (up to an additive constant) of the Wilson loop dual
to four- and five-gluon amplitudes, in complete agreement with the BDS conjecture for the multi-gluon
MHV amplitudes.
PACS: 11.25.Tq; 11.80.-m; 11.15.Pg; 12.60.Jv
Keywords: Gluon scattering amplitudes; Gauge/string duality; Wilson loop; Conformal invariance
1. Introduction
Recent studies of scattering amplitudes in N = 4 SYM theory have led to a very interesting all-loop iteration conjecture [1] about the IR finite part of the color-ordered planar gluon
amplitudes. In particular, the four-gluon amplitude is expected to take the surprisingly simple
E-mail address: korchems@th.u-psud.fr (G.P. Korchemsky).

1 UMR 5108 associe lUniversit de Savoie.
2 Unit Mixte de Recherche du CNRS (UMR 8627).
doi:10.1016/j.nuclphysb.2007.11.007
J.M. Drummond et al. / Nuclear Physics B 795 (2008) 5268
53
form
ln M4 = [IR divergences] +
cusp (a) 2 s
ln + const,
4
t
(1)
where a = g 2 N/(8 2 ) is the coupling constant and s and t are the Mandelstam kinematic variables.3 The relation (1) suggests that finite corrections to the amplitude M4 exponentiate and the
coefficient of ln2 (s/t) in the exponent is determined by the universal cusp anomalous dimension
cusp (a) [2,3]. The conjecture (1) has been verified up to three loops in [1]. Also, a similar conjecture has been put forward for maximal helicity violating (MHV) n-gluon amplitudes [1] and
it has been confirmed for n = 5 at two loops in [4].
Recently, another very interesting proposal has been made [5] for studying gluon scattering
amplitudes at strong coupling. Within the context of the AdS/CFT correspondence [6], and making use of the T-duality transformation [7], ln M4 is identified with the area of the world-sheet
of a classical string in AdS space, whose boundary conditions are determined by the gluon mo
menta pi (with i = 1, . . . , 4). As was noticed in [5], their calculation is mathematically similar
to that of the expectation value of a Wilson loop made out of four light-like segments (xi , xi+1 )
in N = 4 SYM at strong coupling [8,9] with dual coordinates xi related to the on-shell gluon
momenta by
xi,i+1 xi xi+1 := pi .
(2)
Quite remarkably, the resulting stringy expression for ln M4 takes exactly the same form as
in (1), with the strong-coupling value of cusp (a) obtained from the semiclassical analysis
of [10,11]. This result constitutes a non-trivial test of the AdS/CFT correspondence.
In the paper [12] by three of us, we argued that the duality observed in [5] between the onshell gluon amplitudes and light-like Wilson loops is also valid in planar N = 4 SYM at weak
coupling,

ln M4 = ln W (C4 ) + O 1/N 2 .
(3)
The Wilson loop expectation value on the right-hand side of this relation is defined as

1
W (C4 ) = 0| Tr P exp ig dx A (x) |0 ,

N
(4)
C4
where A (x) = Aa (x)t a is a gauge field, t a are the SU (N ) generators in the fundamental representation normalized as tr(t a t b ) = 12 ab and P indicates the ordering of the SU (N ) indices along
the integration contour. As in [5], the integration contour C4 consists of four light-like segments
joining the points xi (with i = 1, 2, 3, 4) such that xi xi+1 = pi coincide with the external
on-shell momenta of the four-gluon scattering amplitude, Eq. (2). Going through the calculation
of the light-like Wilson loop (4) in the weak coupling limit, we established the correspondence
between the IR singularities of the four-gluon amplitude and the UV singularities of the Wilson
loop and extracted the finite part of the latter at one loop. Remarkably, our result turned out to be
again of the form (1). The relation (3) admits a natural generalization to multi-gluon amplitudes.
As was later shown in [13], the one-loop MHV amplitudes with an arbitrary number n 5 of
3 To avoid the appearance of an imaginary part in ln M , it is convenient to choose s and t negative.
4
54
external legs coincides with the expectation value of the Wilson loop

ln M(MHV)
= ln W (Cn ) + O 1/N 2
n
(5)
evaluated along a polygonal loop consisting of n light-like segments.

A natural question arises whether the above mentioned correspondence between gluon scattering amplitudes and light-like Wilson loops holds true to higher loops. In the present letter,
we perform an explicit two-loop calculation of the light-like Wilson loop W (C4 ) entering the
right-hand side of (3) and match the result into the known expression for the four-gluon amplitude [14]. We demonstrate that the two expressions are in a perfect agreement with each other,
thus providing an additional support to the scattering amplitude/Wilson loop correspondence (3).
Finally, in Section 3 we discuss the possible consequences of the conformal symmetry of the
Wilson loop on the form of its finite part. Since the presence of cusps leads to divergences, we
should expect that conformal invariance manifests itself in the form of anomalous Ward identities. We propose a very simple anomalous conformal-boost Ward identity, which we conjecture
to be valid to all orders. We then show that it uniquely fixes the form of the finite part (up to an
additive constant) of the Wilson loop dual to four- and five-gluon amplitudes, in complete agreement with the BDS ansatz [1] for the n-gluon MHV amplitudes. Furthermore, the n-point ansatz
of [1] also satisfies this Ward identity for arbitrary n. However, starting with six points, conformal
symmetry leaves room for an arbitrary function of the conformally invariant cross-ratios.
2. Light-like Wilson loops
2.1. One-loop calculation
In this section, we summarize some general properties of Wilson loops and review the oneloop calculation of [12].
The Wilson loop (4) is a gauge-invariant functional of the integration contour C4 . We would
like to stress that it is defined in configuration space. The contour C4 consists of four light
cone segments in Minkowski spacetime between the points xi (with i = 1, 2, 3, 4). It can be
parameterized as

C4 = 1 2 3 4 , i = (1 i )xi + i xi+1 |0 i 1 ,
(6)
2
(xi xi+1 )2 = 0. Then, to lowest order in the coupling constant, W (C4 ) is given
with xi,i+1
by a sum over double contour integrals

1
dx dy G (x y) + O g 2 ,
W (C4 ) = 1 + (ig)2 CF
(7)
2
1j,k4
k
where CF = t a t a = (N 2 1)/(2N ) is the quadratic Casimir of SU(N ) in the fundamental representation and G (x y) is the gluon propagator in the coordinate representation. In our
calculation we employ the Feynman gauge and introduce dimensional regularization, D = 4 2
(with > 0), in which case the gluon propagator is given by
1+ 2
(1 ) 2
x + i0
.
G (x) = g
(8)
2
4
It proves convenient to redefine the dimensional regularization scale as
2 e 2 ,
with the Euler constant originating from (1 ) = exp (
(9)
+ O( 2 )).
55
Let us represent each term in the double sum (7) as a Feynman diagram in which the integration contour is depicted by a double line and the gluon is attached to the j th and the kth segments
(see Figs. 1(a) and 1(b)). Then it is easy to see that if both ends of the gluon are attached to the
2
same segment, k = j , the diagram vanishes due to G (x y)xj,j +1 xj,j
+1 xj,j +1 = 0. If the
gluon is attached to two adjacent segments, k = j + 1, the corresponding diagram develops a
double pole in . Finally, for k = j + 2, the diagram remains finite as 0.
After a back-of-the-envelope calculation of the one-loop diagrams shown in Figs. 1(a) and
1(b), we obtain the one-loop expression for the light-like Wilson loop,

g2
1 2 2 2 2
CF 2 x13
+ x24
ln W (C4 ) =
4 2

2

2
1 2 x13
+ O() + O g 4 ,
+
+ ln
(10)
2
2
3
x24
where
xj2k (xj xk )2
(11)
denotes the distances between the vertices of C4 . The double poles in on the right-hand side
of (10) originate from the vertex-type Feynman diagram shown in Fig. 1(a). They come from
integration over the position of the gluon in the vicinity of the cusp and have a clear ultraviolet
meaning.
Let us substitute (10) into the duality relation (3) and apply (2) to identify the coordinates
xi,i+1 with the on-shell gluon momenta pi . This leads to

2
:= (p1 + p2 )2 = s,
x13
2
x24
:= (p2 + p3 )2 = t,
(12)
where s and t stand for Mandelstam invariants corresponding to the four-gluon amplitude. Then,
we take into account the relation CF = N/2 + O(1/N 2 ) and use the well-known expression for
the one-loop cusp anomalous dimension [2,3], cusp = 2a + O(a 2 ), to observe that, firstly, upon
identification of the dimensional regularization parameters
2 2
:= s/2IR ,
x13
2 2
x24
:= t/2IR ,
2
2
x13
/x24
:= s/t
(13)
the UV divergencies of the light-like Wilson loop match the IR divergent part of the four-gluon
scattering amplitude (1) and, secondly, the finite ( ln2 (s/t)) corrections to these two seemingly
different objects coincide to one loop.
2.2. Non-Abelian exponentiation
Let us extend the analysis beyond one loop and examine the perturbative expansion of the
light-like Wilson loop (4) to order g 4 . The corresponding perturbative corrections to ln W (C4 )
come both from subleading terms in the expansion of the path-ordered exponential (4) in powers
of the gauge field and from interaction vertices in the Lagrangian of N = 4 SYM theory. As
before, it is convenient to represent O(g 4 ) corrections as Feynman diagrams.
Let us classify all possible O(g 4 ) diagrams according to the order in the expansion of the pathordered exponential in (4) in the gauge field, or equivalently, to the number of gluons ng = 2, 3, 4
attached to the integration contour (depicted by a double line in Fig. 1). It is easy to see that for
ng = 4 the relevant diagrams cannot contain interaction vertices (see Figs. 1(d), 1(e), 1(h), 1(i)
and 1(j)). Moreover, if one of the gluons is attached by both legs to the same light-like segment,
56
Fig. 1. The Feynman diagrams contributing to ln W (C4 ) to two loops. The double line depicts the integration contour C4 ,
the wiggly line the gluon propagator and the blob the one-loop polarization operator.
the diagram vanishes in the Feynman gauge for the same reason as at one loop. For ng = 3, three
gluons attached to the integration contour can be only joined together through a three-gluon vertex V1 2 3 (see Figs. 1(f), 1(g) and 1(l)). In addition, if all three gluons are attached to the same
2
light-like segment, the diagram vanishes by virtue of V1 2 3 xj,j1 +1 xj,j2 +1 xj,j3 +1 xj,j
+1 = 0.
Finally, for ng = 2, the corresponding diagrams take the same form as the one-loop diagrams
with the only difference being that the gluon propagator gets dressed by O(g 2 ) corrections
(see Figs. 1(c) and 1(k)). The latter corrections come both from tadpole diagrams which vanish
in dimensional regularization and from gauge fields/gauginos/scalars/ghosts propagating inside
the loop.
Another dramatic simplification occurs after we take into account the non-Abelian exponentiation property of Wilson loops [15]. In application to the light-like Wilson loop (4) in N = 4
SYM theory, it can be formulated as follows,

2 n

g 2 n
g
(n)
(n) (n)
W = exp
c w
.
W (C4 ) = 1 +
(14)
4 2
4 2
n=1
W (n)
n=1
denote perturbative corrections to the Wilson loop, while c(n) w (n) are given by the
Here
contribution to W (n) with the maximally nonabelian color factor c(n) . To the first few orders
57
in n = 1, 2, 3 the maximally non-Abelian color factor takes the form c(n) = CF N n1 but starting
from n = 4 loops it is not expressible in terms of simple Casimir operators. We deduce from (14)
that
W (1) = CF w (1) ,
2
1
W (2) = CF N w (2) + CF2 w (1) ,
2
....
(15)
Then it follows from (15) that the correction to W (2) proportional to CF2 is uniquely determined
by the one-loop correction W (1) . This property allows us to reduce significantly the number of
relevant two-loop diagrams.
Let us examine the color factors corresponding to the various two-loop Feynman diagrams.
Following the classification of diagrams presented at the beginning of this section, we find that
nonvanishing diagrams with ng = 2 and ng = 3 are accompanied by the same color factor CF N
and, therefore, contribute to w (2) . For ng = 4, that is for diagrams without interaction vertices
(Abelian-like diagrams), the color factor equals t a t a t b t b = CF2 and t a t b t a t b = CF (CF N/2)
for planar and nonplanar diagrams, respectively. Applying non-Abelian exponentiation (15) we
obtain that the planar ng = 4 diagrams do not contribute to w (2) and, therefore, they can be safely
neglected. At the same time, to define the contribution of nonplanar ng = 4 diagrams to w (2) , we
have to retain the maximally non-Abelian contribution only. This can be easily done by replacing
the color factor of the diagram by CF (CF N/2) CF N/2.4
To summarize, we list in Fig. 1 all nonvanishing, two-loop diagrams of different topology
contributing to w (2) .
2.3. Two-loop calculation
In order to compute the two-loop Feynman diagrams shown in Fig. 1 we employ the technique described in detail in Refs. [16,17]. Furthermore, the rectangular light-like Wilson loop
under consideration has been already calculated to two loops in [17] in the so-called forward
2 = x 2 , in which the contour C takes the form of a rhomlimit x12 = x34 , or equivalently x13
4
24
2
bus. The vertex-like diagrams shown in Figs. 1(c), 1(d) and 1(f) only depend on the distances x13
and we can take the results from [17]. The Feynman diagrams shown in Figs. 1(h)1(l) are proportional to scalar products (x12 x34 ) and/or (x23 x14 ) and, therefore, they vanish in the limit
2
x12 = x34 due to xi,i+1
= 0. For generic forms of C4 , these diagrams have to be calculated
anew. For the same reason, we have also to reexamine the contribution of diagrams shown in
Figs. 1(e) and 1(g). Finally, the calculation in Ref. [17] was performed within conventional dimensional regularization (DREG) scheme. To preserve supersymmetry, we have to use instead
the dimensional reduction (DRED) scheme. The change of scheme only affects the diagrams
shown in Figs. 1(c) and 1(k) which involve an internal gluon loop [18].
The results of our calculation can be summarized as follows. Thanks to non-Abelian exponentiation, the two-loop expression for the (unrenormalized) light-like Wilson loop can be
represented as
2 2

g2
g
(1)
ln W (C4 ) =
CF w +
CF N w (2) + O g 6 .
2
2
4
4
(16)
4 Notice that C (C N/2) is subleading in the multi-color limit. It is amusing that the planar expression for the
F F
Wilson loop W (C4 ) is given by an exponential which receives corrections from nonplanar diagrams.
58
According to (10) the one-loop correction w (1) is given by

2
1 2 2 2 2 1 2 x13
2
(1)
+ ln
w = 2 x13 + x24
+ O().
+
2
2
3

x24
(17)
The two-loop correction w (2) is given by a sum over the individual diagrams shown in Fig. 1 plus
crossing symmetric diagrams. It is convenient to expand their contributions in powers of 1/ and
separate the UV divergent and finite parts as follows

2 2 2 1 ()
1 ()
(2)
2
2 2
x13
+ x24
A4 + 3 A3
w =
4

1 () 1 ()
()
+ 2 A2 + A1 + A0 + O(),
(18)

()
where the sum goes over the two-loop Feynman diagrams shown in Fig. 1(c)(l). Here An (with
2 /x 2 . Making use of (18), we
0 n 4) are dimensionless functions of the ratio of distances x13
24
can parameterize the contribution of each individual diagram to the Wilson loop by the set of
()
coefficient functions An :
UV divergent O(1/ 4 ) terms only come from the two Feynman diagrams shown in Figs. 1(d)
and 1(f)
(d)
A4 =
1
,
16
(f)
A4 =
1
.
16
(19)
UV divergent O(1/ 3 ) terms only come from the two Feynman diagrams shown in Figs. 1(c)
and 1(f)
1
A(c)
3 = 8 ,
1
(f)
A3 = .
8
(20)
UV divergent O(1/ 2 ) terms only come from the Feynman diagrams shown in Figs. 1(c)
1(g)
1
2
2
(c)
(d)
(e)
A2 = ,
A2 = ,
A2 = ,
4
96
24
1
2
5 2
(g)
(f)
A2 =
.
A2 = + ,
4 96
48
(21)
UV divergent O(1/ 1 ) terms come from the Feynman diagrams shown in Figs. 1(c)1(h),
1(k) and 1(l)
1 2
1
(d)
+
, A1 = 3 ,
2 48
24
1
1 2
7
(e)
(f)
A1 =
+ 3 ,
A1 = 3 ,
2
2 48 24
1
1
1
(g)
A1 = M2 + 3 ,
A(h)
1 = 4 M2 ,
8
8
1
1
1
(k)
(l)
A1 = M1 ,
A1 = M1 M2 .
4
4
8
(c)
A1 =
(22)
59
Finite O( 0 ) terms come from all Feynman diagrams shown in Figs. 1(c)1(l)
2 1
7
(d)
A0 =
+ 3 ,
4,
12 6
2880
2
49 4
2
119 4 1
A(e)
A(f)
0 = 12 M1 720 ,
0 = 2 12 + 2880 6 3 ,
1
1
7 4
1
3
2
(g)
(h)
A0 = M12 M3 +
A0 = M12 + M3 +
,
M1 ,
24
4
360
8
8
8
1
1
(j)
(i)
A0 = M12 ,
A0 = M12 ,
24
8
1
2
1
1
(k)
(l)
A 0 = M 1 + M2 ,
A0 = M1 +
M1 M2 M3 .
2
24
2
8
(c)
A0 = 2 +
(23)
2 /x 2 )
Here the notation was introduced for the integrals Mi = Mi (x13
24
1
M1 =
0
1
M2 =
0
1
M3 =
0

2
d

1 2
2 x13
ln
= + ln
,
2

2
x24

d

ln
ln( ),

d

,
ln
ln2 ( )

(24)
2 /x 2 . We do not need the explicit expressions for the

with = 1 , = 1 and /
= x13
24
integrals M2 and M3 since, as we will see shortly, the contributions proportional to M2 and M3
cancel in the sum of all diagrams (for completeness, they can be found in Appendix A). In what
2 = x 2 .
follows it will be only important that the integrals (24) vanish in the forward limit x13
24
We would like to stress that the above results were obtained in Feynman gauge. Despite the
fact that the contribution of each individual Feynman diagram to the light-like Wilson loop (or
()
equivalently, the An -functions) is gauge-dependent, their sum is gauge-invariant. Then, we substitute the obtained expressions for the coefficient functions, Eqs. (19)(23), into (18) and finally
arrive at the following remarkably simple expression for the two-loop correction,

2 2 2 2 2 2 2 2
7

+ x24
w (2) = x13
+ 1 3
48
8
2
2
x
37 4
ln2 13
+ O().
(25)
2
24
720
x24
This relation is one of the main results of the paper. We verify that in the forward limit, for
2 = x 2 , this relation is in agreement with the previous calculations of Refs. [17].
x13
24
The following comments are in order. Arriving at (25) we notice that the leading UV divergent
O(1/ 4 ) and O(1/ 3 ) terms cancel in the sum of all diagrams. According to (21), the coefficients
in front of 1/ 2 are given by a sum of a rational number and 2 -term. The rational terms cancel
in the sum of all diagrams. As a consequence, the residue of the double pole in of w (2) in
60
Eq. (25) is proportional to 2 . In a similar manner, the residue of w (2) at the single pole in
is proportional to 3 and this comes about as the result of a cancelation between various terms
in (22) containing rational numbers, 2 -terms as well as the integrals M1 and M2 . The most
striking simplifications occur in the sum of finite O( 0 ) terms (23). We find that the integrals
M2 , M3 , M12 as well as the rational corrections and the terms proportional to 2 and 3 cancel in
7
1 2
the sum of all diagrams leading to 720
4 + 12
M1 .
We would like to stress that the two-loop expression (25) verifies the maximal transcendentality principle in N = 4 SYM [19]. Let us assign transcendentality 1 to a single pole 1/. Then,
it is easy to see from (25) that the coefficient in front of 1/ n (including the finite O( 0 ) term!)
has transcendentality equal to 4 n. In this way, each term in the two-loop expression (25) has
transcendentality 4. For the same reason, the one-loop correction to the Wilson loop, Eq. (17)
has transcendentality 2. Generalizing this remarkable property to higher loops in planar N = 4
SYM, we expect that the perturbative correction to the Wilson loop (4) to order O(g 2n ) should
have transcendentality 2n.
Notice that in our calculation of the two-loop Wilson loop we did not rely on the multi-color
limit. In fact, due to the special form of the maximally non-Abelian color factors, c(n) = CF N n1
the relation (16) is exact for arbitrary N . As was already mentioned, these color factors become
more complicated starting from n = 4 loops, where we should expect terms subleading in N .
3. Duality relation to two loops
We combine the one-loop and two-loop corrections to the Wilson loop, Eqs. (17) and (25),
respectively, and rewrite the relation (16) in the multi-color limit by splitting it into UV divergent
and finite parts as
2 2
2 2
2 2
+ D4 x24
+ F4 x13
/x24 .
ln W (C4 ) = D4 x13
(26)
The divergent part is given by the sum over poles

2 2
D4 x13

2 2 2 1 2 1 7

a 2 2
2
= 2 x13 + a x13
+
3 + O a 3

2 24 4
(27)
2 2 ), while the finite part is given by

and similarly for D4 (x24

2
2 2 1 2 x13
3
2 2
F4 x13
/x24 = ln
+
O
a
a
2a
2
4
3
x24

2
3
37 4 2
,
+
a
a +O a
3
360
(28)
with the coupling constant a = g 2 N/(8 2 ).

2 2 ) and D (x 2 2 )
We remind the reader that the poles in in the expressions for D4 (x13
4
24
have an UV origin and they appear due to the fact that the integration contour C4 in the definition
of the Wilson loop (4) has light-like cusps. This implies that the dependence of W (C4 ) on the UV
cut-off 2 should be described by a renormalization group equation. For the light-like Wilson
loop under consideration, such an equation was derived in Ref. [17]:
2 2 4
1
ln W (C4 ) = cusp (a) ln x13
x24 (a)
2
2
ln
a
1
da
cusp (a ) + O(),

a
61
(29)
where cusp (a) is the cusp anomalous dimension and (a) is the so-called collinear anomalous
dimension. As a nontrivial check of our calculation, we verify that the obtained two-loop expression for ln W (C4 ), Eq. (26), satisfies the evolution equation (29). Furthermore, we find the
following two-loop expressions for the anomalous dimensions:
cusp (a) = 2a

2 2
a + O a3 ,
3

(a) = 73 a 2 + O a 3 .
(30)
These relations are in agreement with the known results [3,12,18]. Given the fact that ln W (C4 )
obeys the maximal transcendentality principle, it is not surprising that the two anomalous dimensions have the same property.
We are now in a position to test the duality relation (3). According to (3), the two-loop expression for the light-like Wilson loop (26) should match the two-loop expression for the four-gluon
scattering amplitude (1) upon appropriate identification of the kinematic variables and dimensional regularization parameter. As was explained in [12], this can be done in two steps. Firstly,
we identify the dual coordinates xi with the on-shell gluon momenta according to the rule (2).
Secondly, we replace the dimensionless combinations xj2k 2 of the Wilson loop by the following
kinematic invariants of the gluon amplitude:
2 2
:= s/2IR e (a) ,
x13
2 2
x24
:= t/2IR e (a) ,
2
2
x13
/x24
:= s/t.
(31)
Here 2IR is the parameter of dimensional regularization which plays the rle of an IR cutoff in the four-gluon amplitude while s and t are the Mandelstam variables. Compared to the
corresponding one-loop relation (13), Eq. (31) involves an additional function of the coupling
constant (a). Its expression to one loop can be found in [12].
Let us start with the divergent part of the Wilson loop defined in (27) and apply the relations (31). Making use of the evolution equation (29) and following the analysis of [12], it is
straightforward to verify that, for arbitrary values of the kinematic invariants s and t , the UV
divergent part of the Wilson loop coincides with the IR divergent part of the four-gluon scattering amplitude. Finally, we compare the finite part of the Wilson loop, Eq. (28), with the finite
part of the four-gluon amplitude, Eq. (1). Substituting the cusp anomalous dimension in (1) by
its two-loop expression (30), we find that the finite ln2 (s/t) parts in the two relations coincide
indeed! This constitutes yet another confirmation that the duality between gluon amplitudes and
Wilson loops holds true in planar N = 4 SYM both at weak and strong coupling.
In our analysis, we restricted ourselves to four-gluon scattering amplitudes. It is straightforward to extend these considerations to multi-gluon MHV amplitudes. According to (5), the
duality relation in that case involves a light-like Wilson loop evaluated along an n-sided polygon,
where n matches the number of external gluons. To one-loop level, the relation has been established in [13]. To two loops, the corresponding Wilson loop can be calculated by the method
described above. It would be interesting to check whether the correspondence works in this case
as well.
62
4. A conformal Ward identity for the Wilson loop

In this section, we examine the possible consequences of the conformal invariance of N = 4
SYM on the functional form of the Wilson loop W (Cn ) entering the duality relations (3) and (5).
First, we remark that a straight light-like segment j of the type (6) maps to another straight
light-like segment under the SO(2, 4) conformal transformations (most easily seen by performing
conformal inversion). This means that the entire n-sided polygonal Wilson loop Cn with lightlike edges maps into a similar contour under such transformations. Furthermore, the gauge field
A (x) transforms with conformal weight one and hence the Wilson loop W (Cn ) is invariant but
for the change of the contour.
If we were dealing with a finite object, we would then apply the usual procedure of deriving
Ward identities (exploiting the conformal invariance of the classical action) to deduce that the
dilatation and special conformal generators annihilate the Wilson loop expectation value (see
e.g. [20] and references therein). However, the Wilson loop W (Cn ) is in fact divergent because
of the presence of cusps on the contour. Therefore we need to introduce a regulator, e.g., dimensional, which breaks conformal invariance. As a consequence, we have to expect that the
conformal Ward identity will receive an anomalous contribution [21]. We have investigated in
detail how this works at the one-loop perturbative level. The resulting anomalous conformal
Ward identity has a very simple and suggestive structure, which allows us to make a conjecture
about its all-loop form. Leaving the detailed study and proof of this identity to a further publication, here we examine its consequences. Quite remarkably, the proposed Ward identity fixes
uniquely the four- and five-point Wilson loops (up to an additive constant), in perfect agreement
with the all-order ansatz of [1] and the conjectured equivalence with MHV amplitudes. We also
show that the conjectured form of the n-point amplitude of [1] does indeed verify the identity for
any n.
In a close analogy with (26), the Wilson loop Wn W (Cn ) can be split into divergent and
finite parts
1
ln Wn = ln Zn + cusp (a)Fn + O(),
(32)
2
where the cusp anomalous dimension is put in front of Fn for later convenience. Here Zn is a
UV divergent factor dependent on the dimensional regularisation scale , the regulator as well
as the points xi describing the contour Cn . It takes the following form [17]
n
(l)
l
1 l cusp (l) 2
xi,i+2 2 ,
a
+
ln Zn =
(33)
2
4
l
(l)
l=1
i=1

l (l)
and (a) =
where cusp (a) =
l=1 a . The term Fn is the finite contribution
dependent only on the points xi , as we argue below.
What can we say about the finite part Fn on general grounds? First of all, it is manifestly
rotation and translation invariant, i.e., it is a function of the variables xij2 . Furthermore, due to the
special choice of the divergent part Zn (33), where the scale appears in combination with the
coupling, a2 , we expect that Fn at = 0 should be independent of . Then it is easy to show
that the dilatation Ward identity for the Wilson loop does not produce an anomalous dimension
term for Fn and it is reduced to the trivial form
l (l)
l=1 a cusp
DFn
n

i=1
(xi xi )Fn = 0.
(34)
63
This just has the consequence that Fn is a function of the dilatation invariant ratios of the xij2 .
However, an anomaly does appear in the special conformal Ward identity for Fn . As mentioned
earlier, based on our experience with one loop, we propose the following general form,
K Fn =
n

xi
+ xi+2

2
2xi+1 ln xi,i+2
i=1
xi,i+1 ln
i=1
2
xi,i+2
2
xi1,i+1

,
(35)
where the special conformal generators (boosts) are given by the standard expression
K =
2xi (xi xi ) xi2 xi
(36)
i=1
and a periodicity condition xi = xi+n is assumed.

Let us now examine the consequences of the conformal Ward identity (35) for the finite part of
the Wilson loop Wn . We find that the cases of n = 4 and n = 5 are special because here the Ward
identity (35) has a unique solution up to an additive constant. The solutions are, respectively,
2
x
1
F4 = ln2 13
+ const,
2
2
x24
2 2

5
xi,i+2
xi+1,i+3
1
F5 =
(37)
ln 2
ln 2
+ const.
4
xi,i+3
xi+2,i+4
i=1
This is easy to check by making use of the action of the special conformal generators (36) on the
logarithmic terms,

K ln
2
xi,j
2
xk,l

= 2 xi + xj xk xl .
(38)
We find that, upon identification of the kinematic invariants

2
xk,k+r
:= (pk + + pk+r1 )2 ,
(39)
the relations (37) are exactly the functional forms of the ansatz of [1] for the finite parts of the
four- and five-point MHV amplitudes.
The reason that the functional form of F4 and F5 is fixed up to an additive constant is that there
are no conformal invariants one can build from four or five points xi with light-like separations
2
xi,i+1
= 0. Starting from six points there are conformal invariants in the form of cross-ratios,

K
2 x2
xi,j
k,l

= 0.
2 x2
xi,l
j,k
(40)
For example, at six points there are three of them,

u1 =
2 x2
x13
46
2 x2
x14
36
u2 =
2 x2
x24
15
2 x2
x25
14
u3 =
2 x2
x35
26
2 x2
x36
25
(41)
Hence the general solution of the Ward identity at six points and higher will contain an arbitrary
function of the conformal cross-ratios.
64
We now wish to show that the ansatz of [1] for the finite part of the n-point MHV gluon
amplitudes in N = 4 SYM does satisfy our proposed conformal Ward identity (35). The ansatz
of [1] for the logarithm of the ratio of the amplitude to the tree amplitude reads (cf. (32))
1
= ln Zn + cusp (a)Fn + Cn + O(),
ln M(MHV)
n
2
(42)
where Zn is the IR divergent part, Fn is the finite part depending on the Mandelstam variables
and Cn is the constant term. At four points the proposed form of the finite part is (using the
notation (39))
F4 =
2
1 2 x13
ln
+ 42 ,
2
2
x24
(43)
while for n 5 it is
1
gn,i ,
2
n
Fn =
i=1
n
2 1

gn,i =
r=2
2
2

xi+1,i+r+1
xi,i+r
3
ln 2
ln
+ Dn,i + Ln,i + 2 .
2
2
xi,i+r+1
xi,i+r+1
(44)
The functions Dn,i and Ln,i depend on whether n is odd or even. For n odd, n = 2m + 1 they are

2
2
xi1,i+r+1
xi,i+r
Li2 1 2
,
2
xi,i+r+1 xi1,i+r
r=2
2
2

xi+1,i+m+1
xi,i+m
1
= ln 2
ln
.
2
2
xi,i+m+1
xi+m,i+2m
Dn,i =
Ln,i
m1

(45)
For n even, n = 2m they are

2
2
2
2
xi1,i+r+1
xi1,i+m
xi,i+r
xi,i+m1
1
Li2 1 2
Li
,
2
2
2
2
2
xi,i+r+1 xi1,i+r
xi,i+m
xi1,i+m1
r=2

2
xi,i+m
1
= ln2 2
.
4
xi+1,i+m+1
Dn,i =
Ln,i
m2

(46)
We have already seen that at four points and five points the general solution to the Ward identity
coincides with (42). We now show that the ansatz (42) is a solution of the Ward identity for
arbitrary n.
First we observe that the dilogarithmic contributions in (45) and (46) are functions of conformal cross-ratios of the form (40). They are therefore invariant under conformal transformations
and we have immediately
K Dn,i = 0.
For the logarithmic contributions we use the identity (38). When n is odd we then find
(47)
65
K gn,i = 2
m1

2
2
xi+r,i+r+1 ln xi+1,i+r+1
ln xi,i+r+1
r=2
2

2
2
xi+m,i+m+1 ln xi+1,i+m+1
ln xi,i+r,2
xi,i+1 ln xi,i+r
2

2
.
ln xi+m+1,i
xi+1,i+2m xi+m,i+m+1 ln xi,i+m
2
ln xi+m,i+2m
(48)
2
Changing variables term by term in the sum over i one finds that only the ln xi,i+2
terms remain
and indeed (35) is satisfied. The proof for n even goes exactly the same way except that one
obtains
n

2
K Fn =
xi + xi+2 2xi+1
ln xi,i+2
i=1

1
2
xi+m1,i+m+1 xi1,i+1
+ ln xi,i+m
2
(49)
2
and one has to use the fact that n = 2m to see that the ln xi,i+m
term vanishes under the sum.
Thus we have seen that the BDS ansatz for the MHV amplitudes satisfies the proposed conformal Ward identity for the Wilson loop. It would be interesting to find out if the precise form of the
conformally invariant dilogarithmic contributions can be fixed by some other general properties
of the Wilson loop. The collinear behavior of the MHV amplitude discussed in Ref. [22] indicates that such a guiding principle could come from the reduction from n + 1 points to n points.
The requirement that the Wilson loop has a certain analytic behavior, together with some mild
assumption about the class of functions involved, might be sufficient to fix this form uniquely.
5. Conclusions
In this paper we have demonstrated by explicit calculation that the duality relation between
light-like Wilson loop and four-gluon planar scattering amplitude holds true in N = 4 SYM at
weak coupling beyond one loop. Making use of the non-Abelian exponentiation theorem, we
have shown that the finite two-loop corrections to the Wilson loop dual to four-gluon amplitude
exponentiate with the prefactor given by the universal cusp anomalous dimension. At first glance,
this may be surprising since the same anomalous dimension controls ultraviolet divergences that
appear in the Wilson loop due to the presence of the cusps on the integration contour. We have
argued that this property can be understood with the help of conformal symmetry. The cusp
singularities alter transformation properties of the Wilson loop under the conformal SO(2, 4)
transformations and produce anomalous contribution to the conformal Ward identities. We proposed the all-loop form of the anomalous conformal Ward identities and demonstrated that they
uniquely fix the form of the finite part (up to an additive constant) of the Wilson loop dual to fourand five-gluon amplitudes, in complete agreement with the BDS conjecture for the multi-gluon
MHV amplitudes. Starting from six-gluon amplitudes, the conformal symmetry is not sufficient
to fix the finite part of the dual Wilson loops and the conformal Ward identities should be supplemented by additional constraints on analytical properties of Wilson loops. One may speculate
on their possible relation with the remarkable integrability symmetry of N = 4 SYM.
The conjectured planar gluon amplitudes/Wilson loop duality offers a very clear context in
which to understand the appearance of conformal integrals in the on-shell four-point MHV amplitude. These integrals were shown to be conformal up to three loops in [23] by writing the
momenta in terms of dual coordinates. It was found that the conformal pattern continues at four
66
loops in [24] and at five loops [25] was used as a guiding principle in order to conjecture an amplitude whose consistency was checked with various unitarity cuts. In [12] it was shown that certain
integrals whose coefficients vanish in the final expressions for the four-loop and conjectured fiveloop amplitudes are precisely those which do not have well-defined conformal properties in four
dimensions. Thus there is considerable evidence for a conformal structure behind the perturbative four-point gluon amplitude. In [12] it was argued that if the off-shell regulated amplitude
also possessed such a conformal structure then basic properties of factorisation and exponentiation of infrared divergences would fix the functional form of the finite part (again up to an
additive constant).
Since the conformal structure is best revealed in terms of the dual coordinate variables xi , it
was referred to in [12] as dual conformal invariance. In the on-shell four-point MHV amplitude
this dual conformal invariance is broken by the presence of a dimensional regulator. Similarly,
for the Wilson loop the ordinary conformal invariance of N = 4 SYM is broken by the presence
of a dimensional regulator. Thus the broken dual conformal structure of the on-shell amplitude
is mapped directly to the broken conformal structure of the Wilson loop. The approach outlined
here thus suggests the possibility of directly exploiting the dual conformal structure of the onshell amplitude to understand the origin of its functional form. In this case one would expect that
also the form of the five-point amplitude would be fixed by dual conformal symmetry. It would
be very interesting to try to understand this in terms of the five point integrals appearing there.
Acknowledgements
We would like to thank A. Belitsky, J. Maldacena and D. Mller for interesting discussions.
J.H. acknowledges the warm hospitality extended to him by the Theory Group of the Dipartimento di Fisica, Universit di Roma Tor Vergata. This research was supported in part by the
French Agence Nationale de la Recherche under grant ANR-06-BLAN-0142.
Appendix A
For completeness, we give the explicit expressions for the integrals (24) that appeared during
the two-loop calculation

2

,
ln( )
+ 2Li3 (1) Li3
Li3
ln
Li2 () Li2 ()
M2 =
2

49 4 1 2 2
M3 =
+ ln2 ()
ln () + 6 ln() ln()
180
3

1 4
+ 4 ln()
ln3 () 18 ln2 () ln2 ()
+ 4 ln() ln3 ()
ln () + ln4 ()
12

4 ln
+ 8 Li4 () + Li4 ()
,
Li3 () Li3 ()
where = 1 and Lin (z) (with n = 2, 3, 4) are polylogarithms [26].

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Supersymmetric SU(5) GUT with stabilized moduli

Ignatios Antoniadis a,1 , Alok Kumar b, , Binata Panda a,b,2
a Department of Physics, CERN Theory Division, CH-1211 Geneva 23, Switzerland
b Institute of Physics, Bhubaneswar 751 005, India
Received 16 October 2007; received in revised form 7 November 2007; accepted 12 November 2007
Abstract
We construct a minimal example of a supersymmetric grand unified model in a toroidal compactification
of type I string theory with magnetized D9-branes. All geometric moduli are stabilized in terms of the
background internal magnetic fluxes which are of oblique type (mutually non-commuting). The gauge
symmetry is just SU(5) and the gauge non-singlet chiral spectrum contains only three families of quarks
and leptons transforming in the 10 + 5 representations.
PACS: 11.25.Wx; 11.25.Mj; 11.25.Uv; 12.60.-i
Keywords: Moduli stabilization; Magnetized branes; Flux compactification; Supersymmetric Grand unification; N = 1
supersymmetry
1. Introduction
Closed string moduli stabilization has been intensively studied during the last years for its
implication towards a comprehensive understanding of the superstring vacua [1,2], as well as
due to its significance in deriving definite low energy predictions for particle models derived
from string theory. Such stabilizations employ various supergravity [1,3], non-perturbative [2]
and string theory [46] techniques to generate potentials for the moduli fields. However, very
E-mail addresses: ignatios.antoniadis@cern.ch (I. Antoniadis), kumar@iopb.res.in (A. Kumar),

binata.panda@cern.ch, binata@iopb.res.in (B. Panda).
1 On leave from CPHT (UMR du CNRS 7644), Ecole Polytechnique, F-91128 Palaiseau cedex.
2 CERN Marie Curie fellow.
doi:10.1016/j.nuclphysb.2007.11.008
70
I. Antoniadis et al. / Nuclear Physics B 795 (2008) 69104
few examples are known so far of a complete stabilization of closed string moduli in any specific
model, while the known ones are too constrained to accommodate interesting models from physical point of view. Hence, there have been very few attempts to construct a concrete model of
particle physics even with partially stabilized moduli. Nevertheless, in view of the importance of
the task at hand, we revisit the type I string constructions [7,8] with moduli stabilizations [46],
to explore the possibility of incorporating particle physics models, such as the Standard Model
or GUT models based on grand unified groups, in such a framework.
A new calculable method of moduli stabilization was recently proposed, using constant internal magnetic fields in four-dimensional (4d) type I string compactifications [4,5]. In the generic
CalabiYau case, this method can stabilize mainly Khler moduli [4,9] and is thus complementary to 3-form closed string fluxes that stabilize the complex structure and the dilaton [3]. On
the other hand, it can also be used in simple toroidal compactifications, stabilizing all geometric
moduli in a supersymmetric vacuum using only magnetized D9-branes that have an exact perturbative string description [10,11]. RamondRamond (RR) tadpole cancellation requires then
some charged scalar fields from the branes to acquire non-vanishing vacuum expectation values
(VEVs), in order to preserve supersymmetry [5]. The gauge symmetry is, however, partly broken
by the VEVs. Alternatively, one can break supersymmetry by D-terms and fix the dilaton at weak
string coupling, by going slightly off-criticality and thus generating a tree-level bulk dilaton
potential [12].
There are two main ingredients for this approach of moduli stabilization [4,5]: (1) A set of
nine magnetized D9-branes is needed to stabilize all 36 moduli of the torus T 6 by the supersymmetry conditions [13,14]. Moreover, at least six of them must have oblique fluxes given by
mutually non-commuting matrices, in order to fix all off-diagonal components of the metric. On
the other hand, all nine U (1) brane factors become massive by absorbing the RR partners of the
Khler class moduli [14]. (2) Some extra branes are needed to satisfy the RR tadpole cancellation
conditions, with non-trivial charged scalar VEVs turned on in order to maintain supersymmetry.
However, as already pointed out in [5], our moduli stabilization scheme is restricted to closed
string moduli space that may be enlarged if one takes into account open string fields. Unfortunately, their effects cannot be taken into account exactly at the string level, as the geometric
toroidal closed string moduli. Moreover, they have N = 1 superpotential leading to non-trivial
F-flatness conditions, besides the D-terms arising from the magnetic fields. A recent analysis
shows that a generalization of the stabilization mechanism may be possible in the quadratic approximation and for reasonable conditions on the spectrum, open string recombination fields
can also be fixed [15]. In the present work, we apply the following algorithm for moduli stabilization in toroidal type I compactifications: (1) All geometric moduli are first fixed using a
minimal set of (nine in present case) magnetized branes, in the absence of charged scalar VEVs.
This has the advantage of being exact in (world-sheet) perturbation theory, but does not satisfy tadpole cancellation. (2) The latter is achieved by adding extra magnetized branes on which
some charged scalars are forced to acquire non-vanishing VEVs in order to cancel the induced
FayetIliopoulos terms. Since the inclusion of charged fields in the D-terms is not known exactly,
their VEVs can be determined only perturbatively in , when their values are small compared
to the string scale. As a result, any back-reaction of the charged scalar VEVs, coming from this
perturbative brane action, is expected to be small on the closed string moduli, and therefore not
of any significant phenomenological consequence.
In this work, we apply the above method to construct phenomenologically interesting models.
In the minimal case, three stacks of branes are needed to embed locally the Standard Model (SM)
gauge group and the quantum numbers of quarks and leptons in their intersections [16]. They give
71
rise to the gauge group U (3) U (2) U (1), with the hypercharge being a linear combination
of the three U (1)s. Three different models can then be obtained, one of which corresponds to
an SU(5) Grand Unified Theory (GUT) when U (3) and U (2) are coincident.3 Here, we focus
precisely on this U (5) U (1) model employing two magnetized D9-brane stacks. Open strings
stretched in the intersection of U (5) with its orientifold image give rise to 3 chiral generations in
the antisymmetric representation 10 of SU(5), while the intersection of U (5) with the orientifold
Finally, the intersection of U (5) with the
image of U (1) gives 3 chiral states transforming as 5.
U (1) is non-chiral, giving rise to Higgs pairs 5 + 5.

In order to obtain an odd number (3) of fermion generations, a NSNS (NeveuSchwarz)
2-form B-field background [18] must be turned on [19]. This requires the generalization of the
minimal set of branes with oblique magnetic
fluxes that generate only diagonal 5-brane tadpoles

on the three orthogonal tori of T 6 = 3i=1 Ti2 . We find indeed a set of eight such oblique branes
which combined with U (5) can fix all geometric moduli by the supersymmetry conditions. The
metric is fixed in a diagonal form, depending on six radii given in terms of the magnetic fluxes. At
the same time, all nine corresponding U (1)s become massive yielding an SU(5) U (1) gauge
symmetry. This U (1) factor cannot be made supersymmetric without the presence of charged
scalar VEVs. Moreover, two extra branes are needed for RR tadpole cancellation, which also
require non-vanishing VEVs to be made supersymmetric. As a result, all extra U (1)s are broken
and the only leftover gauge symmetry is an SU(5) GUT. Furthermore, the intersections of the
U (5) stack with any additional brane used for moduli stabilization are non-chiral, yielding the
three families of quarks and leptons in the 10 + 5 representations as the only chiral spectrum of
the model (gauge non-singlet).
To elaborate further, the model is described by twelve stacks of branes, namely U5 , U1 ,
O1 , . . . , O8 , A, and B. The SU(5) gauge group arises from the open string states of stack-U5
containing five magnetized branes. The remaining eleven stacks contain only a single magnetized brane. Also, the stack-U5 containing the GUT gauge sector, contributes to the GUT particle
spectrum through open string states which either start and end on itself 4 or on the stack-U1 ,
having only a single brane and therefore contributing an extra U (1). For this reason we will also
refer to these stacks as U5 and U1 stacks.
The matter sector of the SU(5) GUT is specified by 3 generations of fermions in the group
representations 5 and 10 of SU(5), both of left-handed helicity. In the magnetized branes construction, the 10-dimensional (antisymmetric) representation of left-handed fermions:
0
10
uc3
0
uc2
uc1
0
u1
u2
u3
0
d1
d2
d3
e+
0 L
(1.1)
arises from the doubly charged open string states starting on the stack-U5 and ending at its orientifold image: U5 and vice verse. They transform as 10(2,0) of SU(5) U (1) U (1), where the
first U (1) refers to stack-U5 and the second one to stack-U1 , while the subscript denotes the corresponding U (1) charges. The 5 of SU(5) containing left-handed chiral fermions, or alternatively
3 For different constructions based on type IIA orientifolds see [17].
4 For simplicity, we do not distinguish a brane stack with its orientifold image, unless is explicitly stated.
72
the 5 with right-handed fermions:

d1
d2

5 d3
+
e
c R
(1.2)
are identified as states of open strings starting from stack-U5 (with five magnetized branes) and
ending on stack-U1 (i.e. the orientifold image of stack-U1 ) and vice verse. The magnetic fluxes
along the various branes are constrained by the fact that the chiral fermion spectrum, mentioned
above, of the SU(5) GUT should arise from these two sectors only. Our aim, in this paper, is
to give a supersymmetric construction which incorporates the above features of SU(5) GUT
while stabilizing all the Khler and complex structure moduli. More precisely, for fluxes to be
supersymmetric, one demands that their holomorphic (2, 0) part vanishes. This condition then
leads to complex structure moduli stabilization [4]. In our case we show that, for the fluxes we
turn on, the complex structure of T 6 is fixed to
= i13 ,
(1.3)
with 13 being the 3 3 identity matrix.

In this paper, we make use of the conventions given in Appendix A of Ref. [5], for the parametrization of the torus T 6 , as well as for the general definitions of the Khler and complex
structure moduli. In particular, the coordinates of three factorized tori: (T 2 )3 T 6 are given by
xi , yi i = 1, 2, 3 with a volume normalization:

dx1 dy1 dx2 dy2 dx3 dy3 = 1.
(1.4)
For Khler moduli stabilization, we make use of the mechanism based on the magnetized
D-branes supersymmetry conditions as discussed in [4,5,13]. Physically this corresponds to the
requirement of vanishing of the potential which is generated for the moduli fields from the Fayet
Iliopoulos (FI) D-terms associated with the various branes. Even in this simplified scenario, the
mammothness of the exercise is realized by noting that every magnetic flux that is introduced
along any brane also induces charges corresponding to lower-dimensional branes, giving rise to
new tadpoles that need to be canceled. In particular, for the type I string that we are discussing,
there are induced D5 tadpoles from fluxes along the magnetized D9 branes. These fluxes, in turn,
are forced to be non-zero not only in order to satisfy the condition of zero net chirality among
the U5 and the extra brane stacks (except with the U1 ), but in order to implement the mechanism
of complex structure and Khler moduli stabilization, as well. Specifically, for stabilizing the
non-diagonal components of the metric, one is forced to introduce oblique fluxes along the
D9-branes, thus generating oblique D5-brane tadpoles, and all these need to be canceled.
However, as mentioned earlier, we are able to find eight brane stacks O1 , . . . , O8 , with different oblique fluxes, such that the combined net induced D5-brane charge lies only along the
three diagonal directions [xi , yi ]. The holomorphicity conditions of fluxes, namely the vanishing
of field strengths with purely holomorphic indices, for these brane stacks stabilizes the complex
structure moduli to the value (1.3). These fluxes also introduce D-term potential for the Khler moduli. Once the complex structure is fixed as in (1.3), the fluxes in the nine stacks U5 ,
O1 , . . . , O8 generate potential in such a way that all the nine Khler moduli, Ji j (i, j = 1, 2, 3)
are completely fixed by the D-flatness conditions, imposing the vanishing of the FI terms. The
73
residual diagonal tadpoles of the branes in the stacks U5 , U1 , O1 , . . . , O8 are then canceled by
introducing the last two brane stacks A and B. D-flatness conditions for the brane stacks U1 ,
A and B are also satisfied, provided some VEVs of charged scalars living on these branes are
turned on to cancel the corresponding FI parameters. Magnetized D-branes provide exact CFT
(conformal field theory) construction of the GUT model. However, in the presence of the these
non-vanishing scalar VEVs, exact CFT description is lost. The validity of the approximation then
requires these VEVs to be smaller than unity in string units, a condition which is met in our case.
We explicitly determine the charged scalar VEVs and verify that they all take values v a 1. Our
model therefore corresponds to the Higgsing of a magnetized D9-brane model to be made supersymmetric through the VEVs of certain charged scalar fields on the intersections of the branes
U1 , A and B.
At this point we would like to point out that, our strategy in this paper is to start with a suitable
ansatz for both the complex structure (1.3) and Khler moduli leading to diagonal internal metric.
Using this ansatz, we then determine fluxes along the branes satisfying all the constraints we
elaborated upon earlier. We then use the flux solutions, to show explicitly that the moduli are
indeed completely fixed, consistent with our ansatz.
The rest of the paper is organized as follows. In Section 2, we give the necessary constraints
needed for building the model. This includes the discussion on moduli stabilization in Section 2.2, the tadpole constraints in Section 2.3 and the fermion degeneracies in Section 2.4.
Since a crucial step in a three generation model building is the introduction of a NSNS (Neveu
Schwarz) B-field background without which only even generation models can be built, the effect
of non-zero B on the chirality and tadpoles is summarized in Section 2.5. In Section 3, we obtain
general solutions for fluxes along magnetized D9-branes satisfying the constraints of Section 2.
Moduli stabilization is discussed in Section 4. In Section 5, the VEVs of charged scalars on the
stacks U1 , A and B are determined. Our conclusions are presented in Section 6. In Appendix A,
the fluxes along branes are written explicitly for the stacks O1 , . . . , O8 and the associated D5brane tadpoles are given. The absence of chiral fermions is also shown from these sectors. In
Appendix B, complex structure stabilization is shown explicitly using the fluxes given in Appendix A. Finally, the Khler moduli stabilization is shown in Appendix C (as well as in Section 4).
2. Preliminaries
We now briefly review the string construction using magnetized branes, and in particular the
chiral spectrum that follows for such stacks of branes due to the presence of magnetic fluxes.
2.1. Fluxes and windings
We first briefly describe the construction based on D-branes with magnetic fluxes in type I
string theory, or equivalently type IIB with orientifold O9-planes and magnetized D9-branes, in
a T 6 compactification. Later on, in Section 2.5, we study the introduction of constant NSNS
B-field background in this setup.
The stacks of D9-branes are characterized by three independent sets of data: (a) their multi
plicities Na , (b) winding matrices WII ,a and (c) 1st Chern numbers ma of the U (1) background
IJ
on their world-volume a , a = 1, . . . , K. In our case, as already stated earlier, we have K = 12
stacks. Also, I, I run over the target space and world-volume indices, respectively. These parameters are described below:
74
(a) Multiplicities: The first quantity Na describes the rank of the unitary gauge group U (Na )
on each D9 stack.
(b) Winding Matrices: The second set of parameters WII ,a is the covering of the worldvolume of each stack of D9-branes on the ambient space. They are characterized by the wrapping
numbers of the branes around the different 1-cycles of the torus, which are encoded in the cov
ering matrices WII ,a defined as
WIJ =
I
X J
for I, J = 0, . . . , 9,
(2.1)
where the coordinates on the world-volume are denoted by I , while the coordinates of the
spacetime M10 are X I . Since spacetime is assumed to be a direct product of a fourdimensional Minkowski manifold with a six-dimensional torus, the covering matrix is of the
form:
0
WJI ,a =
(2.2)
for , = 0, . . . , 3 and , = 1, . . . , 6,
0 W,a
with the upper block corresponding to the covering of 4a on the four-dimensional spacetime
M4 . Since these are assumed to be identical, the associated covering map W is the identity,
W = . The entries of the lower block, on the other hand, describe the wrapping numbers of
the D9-branes around the different 1-cycles of the torus T 6 which are therefore restricted to be
integers W Z, , = 1, . . . , 6 [6].
For simplicity, in the examples we consider here, the winding matrix W in the internal directions
is also chosen to be a six-dimensional diagonal matrix, implying an embedding such that the six
compact D9 world-volume coordinates are identified with those of the internal target space T 6 ,
up to a winding multiplicity factor na , for a brane stack-a:
.
na W,a
(2.3)
We will also use the notation

n a1 na1 na2 ,
n a2 na3 na4 ,
n a3 na5 na6
(no sum on a)
(2.4)
to define the diagonal wrapping of the D9s on the three orthogonal T 2 s inside T 6 , given by:
x i X ,
= 1, 3, 5;
y i X ,
= 2, 4, 6,
(2.5)
with periodicities: x i = x i + 1, y i y i + 1:
T6 =
T2i ,
(2.6)
i=1
and coordinates of the orthogonal 2-tori (Ti2 ) being (x i , y i ) for i = 1, 2, 3.

For further simplification, in our example, we will choose for all stacks trivial windings:
na W,a
= 1,
for = 1, . . . , 6, a = U5 , U1 , O1 O8 , A, B.
(2.7)
However in this section, in order to describe the formalism, we keep still general winding matri .
ces W,a
75
(c) First Chern numbers: The parameters ma of the brane data given above are the 1st Chern
IJ
numbers of the U (1) U (Na ) background on the world-volume of the D9-branes. For each
stack U (Na ) = U (1)a SU(Na ), the U (1)a has a constant field strength on the covering of
the internal space. These are subject to the Dirac quantization condition which implies that all
internal magnetic fluxes F a , on the world-volume of each stack of D9-branes, are integrally

quantized.
a
Explicitly, the world-volume fluxes F a and the corresponding target space induced fluxes p

are quantized as
F a = ma Z, ,
= 1, . . . , 6,

a = 1, . . . , K.
(2.8)
1 ),a
pa = (W 1 ),a
(W
m Q, , = 1, . . . , 6,

For later use, when fluxes are turned on only along three factorized T 2 s of Eq. (2.6), as will be
the case for some of our brane stacks, we make use of the following convenient notation:
m
a1 ma12 max 1 y 1 ,
m
a2 ma34 max 2 y 2 ,
m
a3 ma56 max 3 y 3 .
(2.9)
The magnetized D9-branes couple only to the U (1) flux associated with the gauge fields located
on their own world-volume. In other words, the charges of the endpoints qR and qL of the open
strings stretched between the ith and the j th D9-brane can be written as qL qi and qR
qj , while the Cartan generator h is given by h = diag(h1 1N1 , . . . , hN 1NK ), with 1Na being
the Na Na identity matrix. In addition, in type I string theory, the number of magnetized D9branes must be doubled. Since the orientifold projection O = p is defined by the world-sheet
parity, it maps the field strength Fa = dAa of the U (1)a gauge potential Aa to its opposite,
O : Fa Fa . Therefore, the magnetized D9-branes are not an invariant configuration and for
each stack a mirror stack must be added with opposite flux on its world-volume.
2.2. Stabilization
We now write down the supersymmetry conditions for magnetized D9-branes in the context
of type I toroidal compactifications and discuss the stabilization of complex structure and Khler
class moduli using such conditions.
The geometric moduli of T 6 decompose in a complex structure variation which is parametrized by the matrix ij entering in the definition of the complex coordinates
zi = xi + ij y j ,
(2.10)
and in the Khler variation of the mixed part of the metric described by the real (1, 1)-form
J = igi j dzi d z j . The supersymmetry conditions then read [4,5]:
a
F(2,0)
= 0;
F a Fa Fa = Fa J J ;
det Wa (J J J Fa Fa J ) > 0,
for each a = 1, . . . , K. The complexified fluxes can be written as

T
a
a
a
a
a
F(2,0)
( )1 ,
= ( )1 T pxx
T pxy
pyx
+ pyy

T
a
a
a
a
a
( )1 ,
= ( )1 T pxx
+ T pxy
+ pyx
pyy
F(1,1)
(2.11)
(2.12)
(2.13)
76
where the matrices (pxai x j ), (pxai y j ) and (pyai y j ) are the quantized field strengths in target space,
given in Eq. (2.8). For our choice (2.7), they coincide with the Chern numbers ma along the
a
a
and F(1,1)
are 3 3 matrices that correspond to
corresponding cycles. The field strengths F(2,0)
a
the upper half of the matrix F :

a
a
F(1,1)
F(2,0)
F a (2)2 i
(2.14)
,
F a (1,1) F a (2,0)
which is the total field strength in the cohomology basis ei j = i dzi d z j [4,5].
The first set of conditions of Eq. (2.11) states that the purely holomorphic flux vanishes. For
given flux quanta and winding numbers, this matrix equation restricts the complex structure .
Using Eq. (2.12), the supersymmetry conditions for each stack can first be seen as a restriction
on the parameters of the complex structure matrix elements :
a
a
a
a
a
= 0 T pxx
T pxy
pyx
+ pyy
= 0,
F(2,0)
(2.15)
giving rise to at most six complex equations for each brane stack a.
The second set of conditions of Eq. (2.11) gives rise to a real equation and restricts the Khler moduli. This can be understood as a D-flatness condition. In the four-dimensional effective
action, the magnetic fluxes give rise to topological couplings for the different axions of the compactified field theory. These arise from the dimensional reduction of the Wess Zumino action. In
addition to the topological coupling, the N = 1 supersymmetric action yields a FayetIliopoulos
(FI) term of the form:

1
a
=
(Fa Fa Fa Fa J J ).
(2.16)
ga2 (4 2 )3
T6
The D-flatness condition in the absence of charged scalars requires then that Da = a = 0,
which is equivalent to the second equation of Eq. (2.11). Finally, the last inequality in Eq. (2.11)
may also be understood from a four-dimensional viewpoint as the positivity of the U (1)a gauge
coupling ga2 , since its expression in terms of the fluxes and moduli reads

1
1
(2.17)
=
(J J J Fa Fa J ).
ga2 (4 2 )3
T6
The above supersymmetry conditions, get modified in the presence of VEVs for scalars
charged under the U (1) gauge groups of the branes. The D-flatness condition, in the low energy field theory approximation, then reads:
2
2
qa || G + Ms a = 0,
Da =
(2.18)
where Ms = 1/2 is the string scale,5 and the sum is extended over all scalars charged
under the ath U (1)a with charge qa and metric G . Such scalars arise in the compactification
of magnetized D9-branes in type I string theory, for instance from the NS sector of open strings
stretched between the ath brane and its image a , or between the stack-a and another stack-b or
its image b . When one of these scalars acquire a non-vanishing VEV ||2 = v2 , the calibration
5 When mass scales are absent, string units are implicit throughout the paper.
condition of Eq. (2.11) is modified to:

M2
qa va2 (J J J Fa Fa J ) = s (Fa Fa Fa Fa J J ),
G
T6
77
(2.19)
T6
det Wa (J J J Fa Fa J ) > 0,
a = 1, . . . , K.
(2.20)
Note that our computation is valid for small values of va (in string units), since the inclusion of
the charged scalars in the D-term is in principle valid perturbatively.
Actually, the fields appearing in (2.18) are not canonically normalized since
the metric G
appears explicitly also in their kinetic terms. Thus, the physical VEV is v G . However, to
estimate
the validity of the perturbative approach, it is more appropriate to keep v instead of

v G . The reason is that the next to leading correction to the D-term involves a quartic term
of the type ||4 , proportional to a new coefficient K, and the condition of validity of perturbation
theory is Kv2 /G 1. A rough estimate is then obtained by approximating K G , which
gives our condition.
The metric G of the scalars living on the brane has been computed explicitly for the case of
diagonal fluxes [20]. In this special case, the fluxes are denoted by three angles ia (i = 1, 2, 3).6
Then suppressing index-a, we have:
tan i =
px i y i
Ji
(F(1,1) )zi z i
Ji
and
(2.21)

G=e
E (1 +2 +3 )
(1 ) (2 ) (3 )
,
(1 1 ) (1 2 ) (1 3 )
(2.22)
with E being the Euler constant. The above results will be applied in Section 5 to find out the FI
parameters and charged scalar VEVs along three of the twelve brane stacks: U1 , A and B. The
other nine stacks, U5 , O1 , . . . , O8 , stabilizing all the geometric moduli, will satisfy the calibration
condition a = 0 in the absence of open string scalar VEVs. Moreover, the RR moduli that appear
in the same chiral multiplets as the geometric Khler moduli, become Goldstone modes which
get absorbed by the U (1) gauge bosons [4] corresponding to each of the D-terms that stabilize
the relevant geometric moduli.
2.3. Tadpoles
In toroidal compactifications of type I string theory, the magnetized D9-branes induce 5-brane
charges as well, while the 3-brane and 7-brane charges automatically vanish due to the presence
of mirror branes with opposite flux. For general magnetic fluxes, RR tadpole conditions can be
written in terms of the Chern numbers and winding matrix [5,6] as:
16 =
K

a=1
Na det Wa
K

Q9,a ,
a=1
6 See examples in Appendix A for the precise map between p

x i y i and (F(1,1) )zi z i .
(2.23)
78
0=
K

Na det Wa Qa,
a=1
K

Q5,a
,
, = 1, . . . , 6
(2.24)
a=1
where
a
pa .
Qa, = p
The l.h.s. of Eq. (2.23) arises from the contribution of the O9-plane. On the other hand, in toroidal
compactifications there are no O5-planes and thus the l.h.s. of Eq. (2.24) vanishes.
For our choice of windings (2.7), Wii = 1, the D9 tadpole contribution from a given stack-a of
branes is simply equal to the number of branes, Na . The D5 tadpole expression also takes a simple
a
form for the fluxes satisfying the F(2,0)
= 0 condition (2.11). The fluxes are then represented by
a ) which appeared in Eq. (2.14) and the D5 tadpoles
three-dimensional Hermitian matrices (F(1,1)
5,a
Q are the cofactors of the i j matrix elements (F a ) . Fluxes and tadpoles in such a form
i j
(1,1) i j
are given in Appendix A.

2.4. Spectrum
The gauge sector of the spectrum follows from the open string states corresponding to strings
starting and endingon the same brane stack. The gauge symmetry group is given by a product
of unitary groups a U (Na ), upon identification of the associated open strings attached on a
given stack with the ones attached on the mirror (under the orientifold transformation) stack.
In addition to these vector bosons, the massless spectrum contains adjoint scalars and fermions
forming N = 4, d = 4 supermultiplets.
In the matter sector, the massless spectrum is obtained from the following open string states
[14,21]:
1. Open strings stretched between the ath and bth stack give rise to chiral spinors in the
bifundamental representation (Na , N b ) of U (Na ) U (Nb ). Their multiplicity Iab is given by [6]:

3
det Wa det Wb
a
b
Iab =
(2.25)
qa F(1,1)
+ qb F(1,1)
,
3
(2)
T6
a
(given in Eqs. (2.13) and (2.14)) is the pullback of the integrally quantized worldwhere F(1,1)
volume flux ma on the target torus in the complex basis (2.10), and qa is the corresponding

U (1)a charge; in our case qa = +1 (1) for the fundamental (anti-fundamental representation).
The transformation under the gauge group and their multiplicities are thus determined in terms
of the data (Na , WII ,a , mIJ ).

For factorized toroidal compactifications (T 2 )3 (2.6) with only diagonal fluxes px i y i (i = 1, 2, 3),
the multiplicities of chiral fermions, arising from strings starting from stack a and ending at b or
vice versa, take the simple form (using notations of Eqs. (2.4) and (2.9)):

m
ai n bi n ai m
bi ,
(Na , N b ): Iab =
i
(Na , Nb ):
Iab =

m
ai n bi + n ai m
bi .
(2.26)
79
where i is the label of the ith two-tori Ti2 , and the integers m
ai , n ai enter in the multiplicity
expressions through the magnetic field as in Eq. (2.8).
In the model that we construct, however, we need stacks with fluxes which contain both diagonal
and oblique flux components, for the purpose of complete Khler and complex structure moduli
stabilization.
2. Open strings stretched between the ath brane and its mirror a give rise to massless modes
associated to Iaa chiral fermions. These transform either in the antisymmetric or symmetric
representation of U (Na ). For factorized toroidal compactifications (T 2 )3 , the multiplicities of
chiral fermions are given by:

1 a a
2m
i
n j + 1 ,
Antisymmetric:
2
i
j

1 a a
2m
i
n j 1 .
Symmetric:
(2.27)
2
i
In generic configurations, where supersymmetry is broken by the magnetic fluxes, the scalar
partners of the massless chiral spinors in twisted open string sectors (i.e. from non-trivial brane
intersections) are massive (or tachyonic). Moreover, when a chiral index Iab vanishes, the corresponding intersection of stacks a and b is non-chiral. The multiplicity of the non-chiral spectrum
is then determined by extracting the vanishing factor and calculating the corresponding chiral
index in higher dimensions. This is done explicitly for our model below, in Section 3.7.
2.5. Constant NSNS B-field background
In toroidal models with vanishing B-field, the net generation number of chiral fermions is
in general even [19]. Thus, it is necessary to turn on a constant B-field background in order to
obtain a Standard Model like spectrum with three generations. Due to the world-sheet parity
projection , the NSNS two-index field B is projected out from the physical spectrum and
constrained to take the discrete values 0 or 1/2 (in string units) along a 2-cycle () of T 6 [18].
For branes at angles, B = 1/2 changes the number of intersection points of the two branes.
For the case of magnetized D9-branes, if B is turned on only along the three diagonal 2-tori:
1
Bx i y i bi = , i = 1, 2, 3,
(2.28)
2
the effect is accounted for by introducing an effective world-volume magnetic flux quantum,
aj + 12 n aj , while the first Chern numbers along all other 2-cycles remain undefined by m
aj = m
changed (and integral). Thus, the modification can be summarized by

a a
a a
1
1
for bj = 0 m
aj + n aj , n aj m
m
j , n j
(2.29)
j , n j , for bj = ,
2
2
along the particular 2-cycles where the NSNS B-field is turned on. This transformation also
takes into account the changes in the fermion degeneracies given in Eqs. (2.26) and (2.27) (as
well as in (2.33), (2.34)), due to the presence of a non-zero B:

bi ,
m
ai n bi n ai m
Iab =
(Na , N b ):
i
80
(Na , Nb ):
Iab =

bi ,
m
ai n bi + n ai m
(2.30)
1 a a
2m
i
n j + 1 ,
2
i
j

1
a
a
=
2m
i
n j 1 .
2
Antisymmetric:
A
Iaa
=
Symmetric:
S
Iaa
(2.31)
(2.32)
In addition, similar modifications take place in the tadpole cancellation conditions, as well. Note
ai is half-integer, while if n ai is even m
ai must be integer.
that for non-trivial B, if n ai is odd m
When restricting to the trivial windings of Eq. (2.7) that we use in this paper, n ai = 1, the
degeneracy formula (2.25) simplifies to:

a
b
(Na , N b ): Iab = det F(1,1)
(2.33)
,
F(1,1)

a
b
(Na , Nb ): Iab = det F(1,1) + F(1,1) ,
(2.34)
where F = F + B and we have assumed the canonical volume normalization (1.4) on T 6 . Similarly, the multiplicity of chiral antisymmetric representations is given by:

A
a ,
2m
Antisymmetric: Iaa
(2.35)
=
i
i
while there are no states in symmetric representations. Finally, the tadpole cancellation conditions (2.23) and (2.24) become:
K

a=1
Na = 16,
K

a
Na Co F(1,1)
=0
i j
i, j = 1, . . . , 3.
(2.36)
a=1
3. Constructing a three generation SU(5) GUT model

In this section, we first present in Section 3.1 the brane stacks U5 and U1 , on which the SU(5)
GUT, with three generations of chiral fermions, lives. Then, in Section 3.2, we write down the
conditions which any extra stacks, called Oa have to satisfy, so that there are no net SU(5) nonsinglet chiral fermions corresponding to open strings of the type: U5 Oa and U5 Oa . In other
words:
IU5 Oa + IU5 Oa = 0.
(3.1)
In addition, we also write down, in Section 3.3, the condition that such stacks are mutually
supersymmetric with the stack U5 , without turning on any charged scalar VEVs on these branes.
The solution of these conditions giving eight branes O1 , . . . , O8 is presented in Sections 3.4 and
3.5. They are all supersymmetric, stabilize all Khler moduli (together with stack-U5 ) and cancel
all tadpoles along the oblique directions, xi xj , xi yj , yi yj for i = j . Finally in Section 3.6, two
more stacks A and B are found which cancel the overall D9- and D5-brane tadpoles (together
with the U1 stack).
As stated earlier, our strategy to find solutions for branes and fluxes is to first assume a canonical complex structure and Khler moduli which have non-zero components only along the three
factorized orthogonal 2-tori. In other words, we look for solutions where Khler moduli are
81
eventually stabilized such that

Ji j = 0,
i = j (i, j = 1, 2, 3).
(3.2)
By assuming the complex structure and Khler moduli as in Eqs. (1.3) and (3.2), we then find
fluxes needed to be turned on in order to cancel tadpoles. These fluxes are also used in the
stabilization equations, in Section 4 and Appendices B and C, to show that moduli are indeed
completely fixed in a way that the six-torus metric becomes diagonal.
3.1. SU(5) GUT brane stacks
We now present the two brane stacks U5 and U1 which give the particle spectrum of SU(5)
GUT. For this purpose, we consider diagonally magnetized D9-branes on a factorized sixdimensional internal torus (2.6), in the presence of a NSNS B-field turned on according to
Eq. (2.28). The stacks of D9-branes have multiplicities NU5 = 5 and NU1 = 1, so that an SU(5)
gauge group can be accommodated on the first one. Next, we impose a constraint on the windU
ings n i 5 (defined in Eq. (2.4)) of this stack by demanding that chiral fermion multiplicities in the
symmetric representation of SU(5) is zero. Then from Eqs. (2.32), we obtain the constraint:
U
n j 5 = 1.
(3.3)
j
U
,U
We solve Eq. (3.3) by making the choice (2.7): n 5 W 5 = 1 for the stack U5 . This also
U
implies n i 5 = 1 for i = 1, 2, 3. Moreover, since from (2.23) the total D9-brane charge has to be
sixteen and higher winding numbers give larger contributions to the D9 tadpole, the windings
in all stacks will be restricted7 to nai = 1 so that a maximum number of brane stacks can be
accommodated (with Q9 = 16), in view of fulfilling the task of stabilization. Indeed, the stack
U5 already saturates five units of D9 charge while stabilizing only a single Khler modulus.
One more unit of D9 charge is saturated by the U1 stack, responsible for producing the chiral
fermions in the representation 5 of SU(5) at its intersection with U5 . Moreover, it cannot be made
supersymmetric in the absence of charged scalar VEVs, as we will see below. Thus, stabilization
of the eight remaining Khler moduli, apart from the one stabilized by the U5 stack, needs eight
additional branes O1 , . . . , O8 , contributing at least that many units of D9 charge (when windings
are all one). These leave only two units of D9 charge yet to be saturated, which are also required
to cancel any D5-brane tadpoles generated by the ten stacks, U5 , U1 and O1 , . . . , O8 . We find
that this is achieved by two stacks A and B, also of windings one, so that the total D9 charge is
Q9 = 16 and all D5 tadpoles vanish Q5 = 0.
Now, after having imposed the condition that symmetric doubly charged representation of
SU(5) is absent, we find solutions for the first Chern numbers and fluxes, so that the degeneracy
of chiral fermions in the antisymmetric representation (10) of SU(5) is equal to three. These multiplicities are given in Eqs. (2.31), (2.35), and when applied to the stack U5 give the constraint:
U5
U5

U5
2 + 1 2m
3 + 1 = 3,
2m
1 + 1 2m
(3.4)
with a solution:
U
m
1 5 = 2,
m
2 5 = 1,
m
3 5 = 0.
7 det W is restricted to be positive definite in order to avoid the presence of antibranes.
(3.5)
82
The corresponding flux components are:

3
1
1
U
U
U
px 25y 2 = ,
px 35y 3 = ,
px 15y 1 = ,
2
2
2
associated to the total (target space) flux matrix
3
2
U5
.
=
F(1,1)
12
(3.6)
(3.7)
1
2
At this level, the choice of signs is arbitrary and is taken for convenience.
Next, we solve the condition for the presence of three generations of chiral fermions transforming in 5 of SU(5). These come from singly charged open string states starting from the U5
stack and ending on the U1 stack or its image. In other words, we use the condition:
IU5 U1 + IU5 U1 = 3.
(3.8)
To solve this condition for diagonal fluxes, one can use the formulae (2.30), or alternatively
Eqs. (2.33) and (2.34). In the presence of the NSNS B -field of our choice (2.28), and using
the fluxes along the U5 stack (3.6) or (3.7), the formulae take a form:

3
1
1
(NU5 , N U1 ): IU5 U1 = F1U1 F2U1
(3.9)
F3U1 ,
2
2
2

3
1
1
(NU5 , NU1 ): IU5 U1 = + FU11 + F2U1
(3.10)
+ F3U1 ,
2
2
2
a ) for a given stack-a. We will also demand that
where we have used the notation Fia (F(1,1)
i i
1
all components F1U1 , F2U1 , F3U1 are half-integers, due to the shift in 1st Chern numbers m
U
i by
2
half a unit, in the presence of a non-zero NSNS B-field along the three T s (2.6). We then get
a solution of Eq. (3.8):
IU5 U1 = 0,
IU5 U1 = 3,
(3.11)
for flux components on the stack U1 :

3
3
1
F2U1 = ,
F3U1 = .
F1U1 = ,
(3.12)
2
2
2
One can ask whether solutions other than (3.12) are possible for the U1 stack. For instance,
instead of the choice (0, 3) of Eq. (3.11) for the intersections U5 U1 and U5 U1 subject
to the condition (3.8), one could try (3, 0) or in general (n, n 3), for n any integer. Note
that n (for n > 0) or n 3 (for n < 3) is the number of electroweak Higgs pairs contained in
5 + 5 of SU(5). Thus, the cases (1, 2) and (2, 1) were excluded because of the absence
of Higgses, but other cases such as n = 1 or n = 4 (containing one Higgs pair) are worth to
explore. We leave these as exercises for the future.
The present results, including the quanta (m i , ni ) for both U5 and U1 stacks, are summarized
in Table 1.
Moreover, the (chiral) massless spectrum under the resulting gauge group U (5) U (1) is
summarized in Table 2. The intersection of U5 with U1 is non-chiral since IU5 U1 vanishes. The
corresponding non-chiral massless spectrum shown in the table consists of four pairs of 5 + 5
and will be discussed in Section 3.7.
83
Table 1
Basic branes for the SU(5) model
Stack No. a
No. of
branes: Na
Windings
(n a1 , n a2 , n a3 )
Chern No.
(m
a1 , m
a2 , m
a3 )
Fluxes
(m a1 +n a1 /2) (m a2 +n a2 /2) (m a3 +n a3 /2)
,
,
n a
n a
n a
Stack-U5
(1, 1, 1)
(2, 1, 0)
[ 32 , 12 , 12 ]
Stack-U1
(1, 1, 1)
(2, 1, 0)
[ 32 , 32 , 12 ]
Table 2
Massless spectrum
SU(5) U (1)2
Number
(10; 2, 0)
(5; 1, 1)
1, 1)
(5;
3
3
44
3.2. Non-chiral stacks

So far, we have obtained the gauge and matter chiral spectrum of the SU(5) GUT using two
stacks of magnetized branes. However, in order to complete the model and stabilize all moduli,
one needs to add additional stacks of magnetized branes. This has to be done in a manner such
that the supersymmetries of all the brane stacks are mutually compatible. To this end, we first
examine whether the first two stacks U5 and U1 can have mutually compatible supersymmetry in
a way suitable for moduli stabilization. The Khler moduli stabilization conditions are written in
Eqs. (2.11) and (2.19), corresponding to the cases where charged scalar VEVs are respectively
zero or non-zero.
Since the VEV of any charged scalar on the U5 stack is required to be zero, in order to preserve
the gauge symmetry, the supersymmetry conditions for the U5 stack read:
3 1
(J1 J2 3J2 J3 J1 J3 ) = 0,
(3.13)
8 2
1
J1 J2 J3 (J1 3J2 + 3J3 ) > 0,
(3.14)
4
where we have used the fact that all windings are equal to unity and that eventually the Khler
moduli are stabilized according to our ansatz (3.2), such that Ji j = 0 for i = j , and we have also
defined
Ji i Ji .
(3.15)
For the U1 stack on the other hand, one has the option of turning on a charged scalar VEV
without breaking SU(5) gauge invariance. However, since all windings are equal to unity, there
are no charged states under U (1) which are SU(5) singlets. Indeed, there is no antisymmetric
representation for U (1), while symmetric representations are absent because of our winding
choice. The only charged states then come from the intersection of U1 with U5 (or its image).
Thus, the supersymmetry condition for the U1 stack follows from Eq. (2.11), with the fluxes
given in Eq. (3.12) and Table 1:
9 1
(J1 J2 3J2 J3 + 3J1 J3 ) = 0,
8 2
(3.16)
84
1
J1 J2 J3 (3J1 3J2 9J3 ) > 0.
4
(3.17)
Subtracting Eq. (3.16) from Eq. (3.13) one obtains: J1 J3 = 34 which is clearly not allowed.
We then conclude that the U1 stack is not suitable for closed string moduli stabilization without
charged scalar VEVs from its intersection with other brane stacks (besides U5 ). We therefore
need eight new U (1) stacks for stabilizing all the nine geometric Khler moduli, in the absence
of open string VEVs.
In order to find such new stacks, one needs to impose the condition that any chiral fermions,
other than those discussed in Section 3.1, are SU(5) singlets and thus belong to the hidden
sector, satisfying:
IU5 a + IU5 a = 0,
for a = 1, . . . , 8.
(3.18)
We then introduce eight new stacks O1 , . . . , O8 , which carry in general both oblique and diagonal fluxes in order to stabilize eight of the geometric Khler moduli, using the supersymmetry
constraints (2.11). The remaining one is stabilized by the stack U5 . More precisely, to determine
the brane stacks O1 , . . . , O8 , we start with our ansatz for both Khler and complex structure
moduli, and use them to find out the allowed fluxes, consistent with zero net chirality and supersymmetry. Later on, we use the resulting fluxes to show the complete stabilization of moduli,
and thus prove the validity of our ansatz. In general, along a stack-a, the fluxes can be denoted
by 3 3 Hermitian matrices,

f1 a b
a
F(1,1)
(3.19)
= a f2 c ,
b c f3
with fi s being real numbers, and we have suppressed the superscript a on the matrix compoa ) and the
nents in the r.h.s. of Eq. (3.19). The relationships between the matrix elements (F(1,1)
i j
a
a
a
flux components px i x j , px i y j , py i y j are:
f i = px i y i ,
a = px 1 y 2 + ipx 1 x 2 ,
b = px 1 y 3 + ipx 1 x 3 ,
c = px 2 y 3 + ipx 2 x 3 .
(3.20)
The subscript (1, 1) will also sometimes be suppressed for notational simplicity. We now solve
the non-chirality condition (3.18) that a general flux of the type (3.19) must satisfy:

IU5 a + IU5 a = det F U5 F a + det F U5 + F a = 0.
(3.21)
The general solution for the flux (3.19) is:

3
+ (f1 f2 3f2 f3 f1 f3 ) + 3cc aa + bb = 0.
4
All additional stacks, including O1 , . . . , O8 , are required to satisfy this condition.
(3.22)
3.3. Supersymmetry constraint

We now impose an additional requirement on the fluxes along the stacks O1 , . . . , O8 , that
together with the stack U5 they should satisfy the supersymmetry conditions (2.11), in the absence of charged scalar VEVs. Using F a of Eq. (3.19), the supersymmetry equations analogous
to (3.13) and (3.14) for a stack Oa read:
f1 f2 f3 cc f1 bb f2 aa f3 + a bc + ab c
85
(J1 J2 f3 + J2 J3 f1 + J1 J3 f2 ) = 0,

J1 J2 J3 J1 f2 f3 cc + J2 f3 f1 bb + J3 f1 f2 aa > 0.
(3.23)
(3.24)
Next, we obtain two sets of fluxes of the form (3.19) which satisfy Eqs. (3.22) and (3.23). The
two sets, O1 , . . . , O4 and O5 , . . . , O8 , are characterized by the diagonal entries in the matrix F a
(3.19), which will be the same for the branes of each set. The motivation behind such choices
is dictated by the fact that once the off diagonal components of Ji j are fixed to zero, these two
sets of fluxes along the diagonal, together with the flux of U5 stack, determine the three diagonal
elements Ji (3.15), completely.
3.4. Solution for the stacks O1 , . . . , O4
In order to find a constraint on the flux components f1 , f2 , f3 and a, b, c arising out of the
requirement that Eqs. (3.13) and (3.23) should be satisfied simultaneously, we start with a particular one-parameter solution of Eq. (3.13):
J1 =
3
,
4 2
J2 =
1
1
+ ,
2 2
J3 =
1
1
2 2
(3.25)
for arbitrary parameter (0, 1).8 Then, by inserting (3.25) into Eq. (3.23), one obtains the
relation:

1 3
3 f 2 + f3
f
)
+
f
+
(f
3
2
1
2
4 3
4 2 2

f1
= f1 f2 f3 cc f1 bb f2 aa f3 + a bc + ab c + .
(3.26)
4
In solving Eqs. (3.22) and (3.26), satisfying also the positivity condition (3.24), we have to
keep in mind that fi s take half-integer values due to the NSNS B-field background (2.28). On
the other hand the parameters a, b, c must be integers, since the windings are all one and there
is no B-field turned on along any off-diagonal 2-cycle. Our approach is then to first look for a
solution of Eq. (3.22) and then examine whether such a solution gives an from Eq. (3.26) such
that all the Ji s in Eq. (3.25) are positive. In addition, both positivity conditions (3.14) and (3.24)
have to be satisfied.
To solve Eq. (3.22), we impose the relation f2 = f3 . The two Eqs. (3.22) and (3.26) are then
reduced to
3
+ 2f1 f2 + 3f22 + 3cc + bb aa = 0,
4
(3.27)
f1
1
(3f2 + f1 ) = f1 f22 cc f1 bb f2 + aa f2 + a bc + ab c + .
2
4
4
(3.28)
and
8 One can also write down a full two-parameter solution of Eq. (3.13), however we prefer to use two different oneparameter families with appropriate parametrization for convenience in model building. The second one-parameter
solution will be used in Section 3.5.
86
A solution of Eq. (3.27) with purely real flux components is found to be:
5
f1 = ,
2
1
f2 = ,
2
1
f3 = ,
2
a = 4,
b = 3,
c = 1.
(3.29)
Moreover, we notice from Eqs. (3.27), (3.28) and the identity:

a bc + ab c = 2a1 (b1 c1 + b2 c2 ) + 2a2 (b2 c1 b1 c2 ),
(3.30)
with a = a1 + ia2 , b = b1 + ib2 , c = c1 + ic2 , that other solutions can be found simply by
replacing some of the real components of a, b, c by imaginary ones modulo signs, as long as the
values of the products aa , bb , cc , as well as that of (a bc + ab c) remain unchanged. We
make use of such choices for canceling off-diagonal D5-brane tadpoles which for a general flux
matrix (3.19) read (using Eq. (2.24)):

,
=
f
f
cc
Q5,a
2
3
11

= b c a f3 ,
Q5,a
12

Q5,a
,
=
f
f
bb
3
1
22

Q5,a
= b a c f1 ,
23

Q5,a
,
=
f
f
aa
1
2
33
Q5,a
= (ac bf2 ).
31
(3.31)
Here we have used the complex coordinates zi , z i and the assumption that complex structure is
eventually stabilized as in Eq. (1.3).
The result of our analysis above, giving fluxes for the brane stacks O1 , . . . , O4 (including
the solution (3.29)) is presented in Appendix A, in Eqs. (A.2), (A.7), (A.12), (A.17). In this
appendix, we also show that the net chiral fermion contribution from the intersection of each
of the four stacks O1 , . . . , O4 with U5 (and its image) is zero, as shown in Eqs. (A.3), (A.8),
(A.13), (A.18). Oblique tadpoles Q512 , Q523 , Q531 are given in Eqs. (A.4), (A.9), (A.14), (A.19) and
their cancellations among these branes is also apparent. This leaves only diagonal D5 tadpoles,
given in Eqs. (A.5), (A.10), (A.15), (A.20). The fluxes in real basis are given in Eqs. (A.6),
(A.11), (A.16), (A.21). In Table 3, we summarize all Chern numbers and windings for the stacks
O1 , . . . , O4 , as well as those for the stacks O5 , . . . , O8 appearing in the next subsection.
From Eqs. (3.23) and (3.28), the stacks O1 , . . . , O4 satisfy the supersymmetry condition:
195 1
[J1 J2 + 5J2 J3 + J1 J3 ] = 0,
8
2
for =
form:
1
10
(3.32)
in Eq. (3.25). The positivity condition (3.24) for all of them has the following final
5
41
59
J1 J2 J3 + J1 + J2 + J3 > 0,
4
4
4
(3.33)
1
which is obviously satisfied for the solution (3.25) with = 10
. Also, the chiral fermion degen
eracies on the intersections U5 Oa and U5 Oa are equal to
IU5 Oa = 23,
IU5 Oa = 23,
a = 1, . . . , 4,
(3.34)
giving vanishing net chirality for all of them individually. The non-trivial tadpole contributions
from the four stacks are:
Q9 = 4,
Q5x 1 y 1 = 5,
Q5x 2 y 2 = 41,
Q5x 3 y 3 = 59.
(3.35)
87
Table 3
Chern numbers and windings of the oblique stacks O1 , . . . , O8
Stack
O1
No. of
branes:
NOa
Windings
O
O
O
(n 1a , n 2a , n 3a )
(n
(1, 1, 1)
x
x
x
Oa Oa Oa
,n 2 ,n 3 )
1
y
y
y
Diag. Chern No.

O
O
O
(m 1a 1 , m 2a 2 , m 3a 3 )
Diagonal
fluxes
[f1a , f2a , f3a ]
Oblique
Chern No.
(2, 0, 1)
[ 52 , 12 , 12 ]
O1
x1y2
O
m 11 3
x y
O
m 21 3
x y
O
m 12 2
x y
O
m 12 3
x y
O
m 22 3
x y
O
m 13 2
x y
O
m 33 1
x x
O
m 23 3
x x
O
m 14 2
x y
O
m 34 1
x x
O
m 24 3
x x
O
m 15 2
x x
O
m 35 1
x x
O
m 25 3
x y
O
m 16 2
x x
O
m 36 1
x x
O
m 26 3
x y
O
m 17 2
x x
O
m 17 3
x y
O
m 27 3
x x
O
m 18 2
x x
O
m 18 3
x y
O
m 28 3
x x
x y
x y
x y
(1, 1, 1)
O2
(1, 1, 1)
(2, 0, 1)
[ 52 , 12 , 12 ]
(1, 1, 1)
O3
(1, 1, 1)
(2, 0, 1)
[ 52 , 12 , 12 ]
(1, 1, 1)
O4
(1, 1, 1)
(2, 0, 1)
[ 52 , 12 , 12 ]
(1, 1, 1)
O5
(1, 1, 1)
(13, 0, 0)
1 1
[ 25
2 , 2, 2]
(1, 1, 1)
O6
(1, 1, 1)
(13, 0, 0)
1 1
[ 25
2 , 2, 2]
(1, 1, 1)
O7
(1, 1, 1)
(13, 0, 0)
1 1
[ 25
2 , 2, 2]
(1, 1, 1)
O8
(1, 1, 1)
(1, 1, 1)
(13, 0, 0)
1 1
[ 25
2 , 2, 2]
O1
x2y1
O
= m 31 1
x y
O
= m 31 2
x y
O
= m 22 1
x y
O
= m 32 1
x y
O
= m 32 2
x y
O
= m 23 1
x y
O
= m 33 1
y y
O
= m 23 3
y y
O
= m 24 1
x y
O
= m 34 1
y y
O
= m 24 3
y y
O
= m 15 2
y y
O
= m 35 1
y y
O
= m 35 2
x y
O
= m 16 2
y y
O
= m 36 1
y y
O
= m 36 2
x y
O
= m 17 2
y y
O
= m 37 1
x y
O
= m 27 3
y y
O
= m 18 2
y y
O
= m 38 1
x y
O
= m 28 3
y y
=m
=4
=3
=1
=4
= 3
= 1
= 4
=3
=1
= 4
= 3
= 1
= 2
=1
=1
= 2
= 1
= 1
=2
= 1
=1
=2
=1
= 1
3.5. Additional stacks: O5 , . . . , O8

In the last subsection we found four stacks O1 , . . . , O4 with oblique fluxes but diagonal
5-brane charges. Clearly, in order to stabilize all the Khler moduli, we need at least four additional stacks with oblique fluxes. The search for such branes is simplified by observing that the
supersymmetry condition (3.13) for the stack U5 has another one parameter family of solutions,
88
independent of (3.25), which solves also the condition (3.32) for the stacks O1 , . . . , O4 :
J1 =
300
,
4 2 99
J2 = ,
J3 =
99
,
4
with 2 >
99
.
4
(3.36)
By inserting expressions (3.36) into the general supersymmetry condition (3.23), and following steps similar to those of the last subsection, we find the set of stacks O5 , . . . , O8 given in
Appendix A, with fluxes as in Eqs. (A.22), (A.27), (A.32), (A.37). One of these solutions has
flux components:
25
1
1
(3.37)
,
f2 = ,
f3 = ,
a = 2i,
b = i,
c = 1,
2
2
2
while the others can be obtained by trivial changes of the off-diagonal elements, as for the stacks
O1 , . . . , O4 discussed in the previous subsection. Oblique D5 tadpoles are written in Eqs. (A.24),
(A.29), (A.34), (A.39) and the diagonal ones in Eqs. (A.25), (A.30), (A.35), (A.40). The net
SU(5) non-singlet fermion chirality for these stacks is also zero, as shown in Eqs. (A.23), (A.28),
(A.33), (A.38). Once again, all off-diagonal D5 tadpoles of the type Q512 , Q523 and Q531 cancel
among the contributions of the four brane stacks. In Table 3, we summarize the Chern numbers
and windings of the stacks O5 , . . . , O8 , as well.
The four stacks O5 , . . . , O8 satisfy the supersymmetry condition:
f1 =
87 1
[J1 J2 25J2 J3 + J1 J3 ] = 0,
8
2
(3.38)
for
99 1431
(3.39)
,
4
1131
consistently with the inequality (3.36). For this value of , the positivity conditions (3.14) and
(3.17) for the U5 and U1 stacks are also satisfied by Ji s of the form (3.36). On the other hand,
using the flux components (3.19) from Table 3, the positivity condition for the four new stacks
takes the following form:
2 =
3
29
41
J1 J2 J3 + J1 + J2 + J3 > 0,
(3.40)
4
4
4
and is again obviously satisfied, as is the positivity condition (3.33) for stacks O1 , . . . , O4 . The
final uncanceled tadpoles from these stacks are:
Q9 = 4,
Q5x 1 y 1 = 3,
Q5x 2 y 2 = 29,
Q5x 3 y 3 = 41,
(3.41)
while the chiral fermion degeneracy from the intersections U5 Oa and U5 Oa is given by:
IU5 Oa = 14,
IU5 Oa = 14,
a = 5, . . . , 8.
(3.42)
3.6. Tadpole cancellation

We now collect the tadpole contribution from different stacks to find out how the total RR
charges cancel in our model by adding two extra stacks of single branes, A and B. The tadpole contributions from stacks O1 , . . . , O4 with oblique fluxes, are given in Eq. (3.35), while
those from stacks O5 , . . . , O8 are given in Eq. (3.41). In addition, the stacks U5 and U1 together
89
Table 4
A and B branes
Stack No. a
No. of
branes: Na
Windings
(n a1 , n a2 , n a3 )
Chern No.
(m
a1 , m
a2 , m
a3 )
Fluxes
(m a1 +n a1 /2) (m a2 +n a2 /2) (m a3 +n a3 /2)
,
,
n a
n a
n a
Stack-A
(1, 1, 1)
(147, 0, 0)
Stack-B
(1, 1, 1)
(1, 16, 0)
1 1
[ 295
2 , 2, 2 ]
3
33
[ 2 , 2 , 12 ]
contribute:
Q9 = 6,
1
Q5x 1 y 1 = ,
2
9
Q5x 2 y 2 = ,
2
3
Q5x 3 y 3 = ,
2
(3.43)
where we used the flux components (3.6) and (3.12). These tadpoles are then saturated by the
brane stacks A and B of Table 4.
Their contributions to the tadpoles are:
Q9 = 2,
Q5x 1 y 1 =
34
,
4
Q5x 2 y 2 =
298
,
4
Q5x 3 y 3 =
394
,
4
(3.44)
which precisely cancel the contributions from Eqs. (3.35), (3.41) and (3.43). Moreover, chiral
fermion multiplicities from the intersections of stacks A and B with U5 vanish, as well:
IU5 A = IU5 A = IU5 B = IU5 B = 0.
(3.45)
We have thus obtained fluxes for the twelve stacks, saturating both D9 and D5 tadpoles. However, for supersymmetry, we have only discussed the conditions for nine of the twelve brane
stacks, namely U5 and O1 , . . . , O8 . The status of supersymmetry for the brane stacks U1 , A and
B will be studied later, in Section 5.
Before closing this section, we also examine briefly whether it would be possible to manage
tadpole cancellation without adding the extra stacks A and B, within the context of our construction specified by the choice (3.11) of intersection numbers. Note that the nine stacks U5 and
O1 , . . . , O8 were the minimal ones needed for Khler moduli stabilization, since the use of the
U1 brane for this purpose was ruled out, as we discussed in Section 3.2. The U1 stack on the
other hand is needed to get the right SU(5) particle spectrum. Thus, in order to avoid the use
of stacks A and B, one needs to examine whether there are solutions, other than the one found
in Eq. (3.12), for fluxes along the stack-U1 such that tadpole cancellations are possible, while a
scalar VEV charged under this U (1) may have to be turned on in order to maintain supersymmetry. In such a situation, one needs a winding number three (det W = 3) for the stack U1 to saturate
the D9 tadpole. Moreover, all oblique fluxes along the U1 stack have to vanish, otherwise they
would give rise to uncanceled tadpoles in oblique directions. Then, by writing the tadpole contributions of three diagonal fluxes fi satisfying the constraint (3.11), it can be easily seen that one
is not able to cancel the combined tadpoles from stacks U5 and O1 , . . . , O8 . Such a possibility is
therefore ruled out. Of course, one could try to find a solution that satisfies the constraint (3.11)
but not necessarily (3.8), as we discussed already in Section 3.1. Alternatively, one can possibly
attempt to manage with just two stacks U1 and A, by using winding number two in one of them.
These are straight-forward exercises for the interested reader who would like to examine these
cases.
90
3.7. Non-chiral spectrum

The degeneracies of non-chiral states coming from intersections of the stack U5 with Oa
and Oa are already given in Eqs. (3.34) and (3.42), leading to 4 (23 + 14) = 148 pairs of
representations of SU(5). They follow from the degeneracy formulae (2.30), when the net
(5 + 5)
numbers of left- and right-handed fermions are equal. In our case, this is insured since IU5 Oa =
IU5 Oa . However, non-chiral particle spectrum also follows from Eqs. (2.30), (2.31) and (2.32),
A and I S are zero, as explained at the end of Section 2.4. This occurs
when any of Iab , Iab , Iaa
a b aa a b
i ) vanishes along one or more of the 2-tori, Tj2 . Similarly
i n i n i m
because for instance i (m
A or I S , this occurs because of the vanishing of fluxes along one or more of the T 2 s.
for Iaa
aa
Given the fluxes in stack U5 , which are non-zero along all three T 2 s, non-chiral states can come
only from various intersections of the U5 stack with other branes.
For example, the intersection numbers between stacks U5 and U1 are given in Eq. (3.11).
U
U U1
1
i ) vanishes along T12 and T32 . However, in this
i 5 n U
i 5m
One sees that IU5 U1 is zero as (m
i n
case there exists a non-zero intersection number in d = 8 dimensions corresponding to the T22
compactification of the d = 10 theory, given by:
U5 U1
U U1
2 = 2,
2 n 2 n 2 5 m
IU5 U1 |T 2 ,T 2 = m
(3.46)
1
with the subscripts T12 , T32 of IU5 U1 | standing for those tori along which the intersection number
vanishes. This implies two negative chirality (right-handed) fermions in d = 8, in the fundamental representation of SU(5). Under further compactification along T12 and T32 , we get four
Weyl fermions, shown already in
Dirac spinors in d = 4, or equivalently four pairs of (5 + 5)
the massless spectrum of Table 2. They give rise to four pairs of electroweak Higgses, having
non-vanishing tree-level Yukawa couplings with the down-type quarks and leptons, as it can be
easily seen.
A similar analysis for the remaining stacks A and B gives chiral spectra in d = 6 with degeneracies:
U5 A
U5 A
U A
U A
1 m
2 = 149,
2 n 2 n 2 5 m
1 n 1 n 1 5 m
IU5 A |T 2 = m
(3.47)
3
and
U5 A
U5 A
U A
U A
1 m
2 = 146.
2 n 2 + n 2 5 m
1 n 1 + n 1 5 m
IU5 A |T 2 = m
2
(3.48)
Similarly, we obtain for the stack B:

They give rise to 149 + 146 = 295 pairs of (5 + 5).
U5 B
U5 B
U B
U B
1 m
2 = 51,
2 n 2 n 2 5 m
1 n 1 n 1 5 m
IU5 B |T 2 = m
(3.49)
3
and
U5 B
U5 B
U B
U B
IU5 B |T 2 = m
2 m
3 = 16,
3 n 3 + n 3 5 m
2 n 2 + n 2 5 m
1
(3.50)
All these non-chiral states become massive by displacing

leading to 51 + 16 = 67 pairs of (5 + 5).
appropriately the branes A and B in directions along the tori T32 , T22 and T32 , T12 , respectively.
In addition to the states above, there are several SU(5) singlets coming from the intersections
among the branes O1 , . . . , O8 , U1 , A and B. Since they do not play any particular role in physics
concerning our analysis, we do not discuss them explicitly here. However, such scalars from the
non-chiral intersections among U1 , A and B will be used in Section 5 for supersymmetrizing
91
these stacks, by cancelling the corresponding non-zero FI parameters upon turning on non-trivial
VEVs for these fields. The corresponding non-chiral spectrum will be therefore discussed below,
in Section 5.
4. Moduli stabilization
Earlier, we have found fluxes along the nine brane stacks U5 , O1 , . . . , O8 , given in Tables 1,
2, 3, 4 and in Appendix A, consistent with our ansatz (1.3) for the complex structure and (3.2)
for the geometric Khler moduli. We now prove our ansatz by showing that both and J are
uniquely fixed to the values (1.3), (3.2) and (3.36), (3.39). To show this, we make use of the full
supersymmetry conditions for the U5 stack as well as for the stacks O1 , . . . , O8 .
a
condition (2.15)
For the complex structure moduli stabilization, we make use of the F(2,0)
implying that purely holomorphic components of fluxes vanish. Then, by inserting the flux components px i x j , px i y j , py i y j , as given in Tables 1 and 3, as well as in Appendix A, along the U5
and O1 , . . . , O8 stacks, we obtain a set of conditions on the complex structure matrix , given
explicitly in Appendix B in Eqs. (B.1)(B.47). These equations imply the final answer (1.3). The
details can be found in Appendix B.
For Khler moduli stabilization, we make use of the D-flatness condition in stacks U5 ,
O1 , . . . , O8 which amounts to using the last two equations in (2.11). Explicit stabilization of
the geometric Khler moduli to the diagonal form, Ji j = 0 (i = j ) is given in Eqs. (C.2)(C.26)
of Appendix C. For the stabilization of the diagonal components, the relevant equations are:
(3.13), (3.14), (3.32), (3.33), (3.38), (3.40). The final solution for the stabilized moduli is given
in Eqs. (3.36) and (3.39). The numerical values of Ji s can also be approximated as:
J1 63.96,
J2 5.59,
J3 4.42.
(4.1)
5. Supersymmetry of stacks U1 , A and B

We now discuss the supersymmetry of the remaining stacks U1 , A and B by making use
of the D-flatness conditions (2.18), (2.19) and (2.20). From these equations, suppressing the
superscript a, we obtain the FI parameters as:
=
3
F(1,1)
J 2 F(1,1)
2
J 3 J F(1,1)
(5.1)
where we have made use of Eq. (2.14) and the canonical volume normalization (1.4). Then, using
the values of the magnetic fluxes in stacks U1 , A and B from Tables 1 and 4, the explicit form of
the FI parameters in terms of the moduli Ji (that are already completely fixed to the values (4.1))
is given by:
U1 =
A =
B =
98 12 (J1 J2 3J2 J3 + 3J1 J3 )
(5.2)
12 (J1 J2 + 295J2 J3 + J1 J3 )
(5.3)
J1 J2 J3 14 (3J1 3J2 9J3 )

295
8
J1 J2 J3 14 (J1 + 295J2 + 295J3 )

33
8
12 (J1 J2 + 3J2 J3 + 33J1 J3 )
J1 J2 J3 14 (33J1 + 3J2 + 99J3 )
(5.4)
92
leading to the numerical values:

U1 0.366,
A 4.753,
B 5.173.
(5.5)
On the other hand, the charged scalar VEVs v entering in the modified D-flatness conditions
(2.18) and (2.19) are related to the modified FI parameters a /Ga , as it can be easily seen from
the expressions (2.16) and (2.17), that are also relevant for the perturbativity criterion: v 1
in string units. Their knowledge needs determination of the matter field metric Ga on the branes
U1 , A and B. For this purpose, we make use of Eq. (2.22) with the angles i defined in Eq. (2.21).
One finds the following values for the metric G in the three stacks:
GU1 2.815,
GA 50.45,
GB 94.551,
(5.6)
that lead to the modified FI parameters:

U1
A
B
(5.7)
0.130,
0.094,
0.057.
GU1
GA
GB
Note that the positivity conditions (2.20), giving positive gauge couplings through Eq. (2.17) for
the stacks U1 , A and B, hold as well. These expressions appear also in the FI parameters a as
the denominators in the r.h.s. of Eqs. (5.2)(5.4).
The last part of the exercise is to cancel the FI parameters (5.7) with VEVs of specific charged
scalars living on the branes U1 , A and B, in order to satisfy the D-flatness condition (2.18). For
this we first compute the chiral fermion multiplicities on their intersections:
3
3

IU1 B = F U1 F B = 0,
IU1 A = F U1 F A = 0,
3

IAB = F A F B = 0.
(5.8)
Since they all vanish, there are equal numbers of chiral and anti-chiral fields in each of these
intersections. In order to determine separately their multiplicities, we follow the method used in
Section 3.7 and compute:
IU1 A |T 2 = 149,
3
IU1 B |T 2 = 45,
3
IAB |T 2 = 2336.
3
(5.9)
These correspond to chiral fermion multiplicities in six dimensions generating upon compactification to d = 4 pairs of left- and right-handed fermions. We also have:
3
3

IU1 A = F U1 + F A = 292,
IU1 B = F U1 + F B = 0,
3

IAB = F A + F B = 149 17,
(5.10)
which gives zero net chirality for the U1 B intersection. Computing
IU1 B |T 2 = 18,
1
(5.11)
one then finds 18 pairs of left- and right-handed fermions in d = 4 from this intersection.
As a result, we have the following non-chiral fields, where the superscript refers to the two
stacks between which the open string is stretched and the subscript denotes the charges under
U1 A
U1 A
U1 B
U1 B
AB , AB ), ( U1 B , U1 B ), with fields in
the respective U (1)s: (+
, +
), (+
, +
), (+
++
+
the brackets having multiplicities 149, 45, 2336 and 18, respectively. Restricting only to possible
VEVs for these fields, Eq. (2.18) takes the following form for the stacks U1 , A and B:
U1 A 2 U1 A 2 U1 B 2 U1 B 2 U1 B 2 U1 B 2
U1

+

+

= 0,

+
+
+
+
+
++
GU1
(5.12)
A U1 A 2 U1 A 2 AB 2 AB 2

+ + + + + + = 0,
GA
U1 B 2 U1 B 2 AB 2 AB 2 U1 B 2 U1 B 2
B

+ +

= 0.
+ +
++
+
+
+
B
G
These equations can also be written as:
U 2
U 2
U1
U1
1
1
+
v
=
0
v
=
,
GU1
GU1
A 2
A
A A 2
+
v
=
0
v
=
,
GA
GA
2
2
B
B
+ vB = 0 vB = B ,
B
G
G
following the notation of Eq. (2.19), where we defined:
U 2 U1 A 2 U1 A 2 U1 B 2 U1 B 2 U1 B 2 U1 B 2
v 1 = + + + + + + ++
2
2

2
v U1 A + v U1 B + v U1 B ,
A 2 U1 A 2 U1 A 2 AB 2 AB 2
= + + + + +
v
2
2

v U1 A + v AB ,
B 2 U1 B 2 U1 B 2 AB 2 AB 2 U1 B 2 U1 B 2
= + + + + + + ++
v
2
2

2
v U1 B v AB + v U1 B ,
93
(5.13)
(5.14)
(5.15)
(5.16)
(5.17)
(5.18)
(5.19)
(5.20)
AB |2 | AB |2 and similarly for the others.

with for instance (v AB )2 = |+
+
Since we have three equations and four unknowns, we choose to obtain a special solution by
setting (v U1 B )2 = 0. Eqs. (5.18)(5.20) then give:

U1
2
+ v U1 B
= U 0.130,
G 1

2
2
A
v U1 A + v AB = A 0.094,
G
2

B
2
= B 0.057,
v AB + v U1 B
G
that can be solved to obtain:
U B 2
U A 2
= 0.011,
v 1
= 0.141,
v 1

v U1 A
2
Recalling from Eqs. (5.18)(5.20) that

U A 2 U1 A 2 U1 A 2
v 1
= + + ,
AB 2 AB 2 AB 2
= + + ,
v
v U1 B
2
(5.21)
(5.22)
(5.23)

v AB
2
= 0.084.
(5.24)
U1 B 2 U1 B 2

,
= ++
(5.25)
and comparing with the results of Eq. (5.24) (taking into account the different signs), VEVs for
U1 A
U1 B
AB are switched on. Moreover, as required by the validity of the
the fields +
, ++
and +
approximation, the values of the charged scalar VEVs satisfy the condition v a 1 in string units.
94
6. Conclusions
In conclusion, in this work, we have constructed a three generation SU(5) supersymmetric
GUT in simple toroidal compactifications of type I string theory with magnetized D9-branes. All
36 closed string moduli are fixed in a N = 1 supersymmetric vacuum, apart from the dilaton, in
a way that the T 6 -torus metric becomes diagonal with the six internal radii given in terms of the
integrally quantized magnetic fluxes. Supersymmetry requirement and RR tadpole cancellation
conditions impose some of the charged open string scalars (but SU(5) singlets) to acquire nonvanishing VEVs, breaking part of the U (1) factors. The rest become massive by absorbing the
RR scalars which are part of the Khler moduli supermultiplets. Thus, the final gauge group is
just SU(5) and the chiral gauge non-singlet spectrum consists of three families with the quantum
numbers of quarks and leptons, transforming in the 10 + 5 representations of SU(5). It is of
course desirable to study the physics of this model in detail and perhaps to construct other more
realistic variations, using the same framework which has an exact string description. Some of
the obvious questions to examine are:
1. Give a mass to the non-chiral gauge non-singlet states with the quantum numbers of Higgses transforming in pairs of 5 + 5 representations, keeping massless only one pair needed to
break the electroweak symmetry. A first partial discussion was given in Section 3.7.
2. Break the SU(5) GUT symmetry down to the Standard Model, which can be in principle
realized at the string level separating the U (5) stack into U (3) U (2) by parallel brane displacement. However, one would like to realize at the same time the so-called doublet-triplet splitting
for the Higgs 5 + 5 pair, i.e. giving mass to the unwanted triplets which can mediate fast proton
decay and invalidate gauge coupling unification, while keeping the doublets massless. One possibility would be to deform the model by introducing angles, in realizing the SU(5) breaking. In
any case, problems (1) and (2) may be related.
3. Compute and study the Yukawa couplings. A general defect of the present construction,
already known in the literature, is the absence of up-type Yukawa couplings. In this respect, some
recent progress using D-brane instantons may be useful for up-quark mass generation [2224].
4. Study the question of supersymmetry breaking. An attractive direction would be to start
with a supersymmetry breaking vacuum in the absence of charged scalar VEVs for the extra
branes needed to satisfy the RR tadpole cancellation, U (1) U (1)A U (1)B in our construction.
This hidden sector could then mediate supersymmetry breaking, which is mainly of D-type,
to the Standard Model via gauge interactions. Gauginos can then acquire Dirac masses at one
loop without breaking the R-symmetry, due to the extended supersymmetric nature of the gauge
sector [25].
Thus, this framework offers a possible self-consistent setup for string phenomenology, in which
one can build simple calculable models of particle physics with stabilized moduli and implement
low energy supersymmetry breaking that can be studied directly at the string level.
Acknowledgements
This research project has been supported in part by the European Commission under the
RTN contract MRTN-CT-2004-503369, in part by a Marie Curie Early Stage Research Training
Fellowship of the European Communitys Sixth Framework Programme under contract number
(MEST-CT-2005-0020238EUROTHEPHY) and in part by the INTAS contract 03-51-6346.
95
Appendix A. Explicit solutions for O1 , . . . , O8

In this appendix, we write all the fluxes in the complex coordinate basis (z, z ) with z = x + iy.
Then, for the windings and 1st Chern numbers of Table 1, we obtain:
3

2
d z 1
i
U5
d z 2 .
F(1,1) = ( dz1 dz2 dz3 )
(A.1)
12
2
1
d z 3
2
Below, we sometimes suppress the subscript (1, 1) to keep the expressions simpler. The fluxes of
the 8 stacks O1 , . . . , O8 can also be written in the same coordinate basis:
5

4
3
d z 1
2
i
O1
1
F(1,1) = ( dz1 dz2 dz3 ) 4 2
(A.2)
1 d z 2 .
2
1
d
z
3
3 1
2
From Eq. (A.2) we get

U
F 5 + F O1 = 23,
U

F 5 F O1 = 23,
O 195
F 1 =
,
8
(A.3)
where we have used the notation |F U5 + F O1 | det(F U5 + F O1 ), etc. The oblique D5 tadpoles
are:
5
3
1
1
1
= 3 + 2,
QO
= 12 ,
QO
QO
(A.4)
=4 ,
12
23
3
1
2
2
while the diagonal ones are:
5
41
1
1
= ,
= ,
QO
QO
11
22
4
4
In real coordinates, the fluxes are:
1
=
QO
33
59
.
4
5
1
pxO11y 1 = ,
pxO21y 2 = pxO31y 3 = ,
pxO11y 2 = px 2 y 1 = 4,
2
2
pxO21y 3 = pxO31y 2 = 1.
pxO11y 3 = pxO31y 1 = 3,
(A.5)
(A.6)
The 1st Chern numbers given in Table 4 can then be read directly from the values of fluxes
given above. We now give similar data for the stacks O2 , . . . , O8 :
5
4 3 d z 1
2
i
O2
1
= ( dz1 dz2 dz3 ) 4
F(1,1)
(A.7)
1 d z 2 ,
2
2
d z 3
3 1 12
leading to:

U

O 195
U
F 5 F O2 = 23,
F 2 =
F 5 + F O2 = 23,
.
(A.8)
8
The oblique tadpoles are:
5
2
QO
= 12 + ,
23
2
while the diagonal tadpoles are:
2
QO
= 3 + 2,
12
5
2
= ,
QO
11
4
2
=
QO
22
41
,
4
3
2
= 4 + ,
QO
31
2
2
=
QO
33
59
.
4
(A.9)
(A.10)
96
The fluxes in the real basis are:

5
1
pxO22y 2 = pxO32y 3 = ,
pxO12y 2 = pxO22y 1 = 4,
pxO12y 1 = ,
2
2
pxO22y 3 = pxO32y 2 = 1,
pxO12y 3 = pxO32y 1 = 3,
5
4 3i d z 1
2
i
O3
F(1,1)
= ( dz1 dz2 dz3 ) 4 12
i d z 2 ,
2
d z 3
3i i 12
(A.11)
(A.12)
leading to

U
F 5 + F O3 = 23,
U

F 5 F O3 = 23,
O3 195
F =
.
8
(A.13)

O
Q123 = 3 2,
Q233 = 12i +
5i
,
2
Q313 = 4i +
3i
,
2
(A.14)
and the diagonal ones are:

5
41
59
O
O
O
Q223 = ,
Q333 = .
Q113 = ,
4
4
4
5
1
O
O
O
O
O
px 13y 1 = ,
px 23y 2 = px 33y 3 = ,
px 13y 2 = px 23y 1 = 4,
2
2
O
O
O
O
px 23x 3 = py 23y 3 = 1,
px 33x 1 = py 33y 1 = 3,
5
4 3i d z 1
2
i
O4
1
F(1,1) = ( dz1 dz2 dz3 ) 4
i d z 2 ,
2
2
d z 3
3i
i
12
(A.15)
(A.16)
(A.17)
leading to

U
F 5 + F O4 = 23,
U

F 5 F O4 = 23,
O 195
F 4 =
.
8
(A.18)
3i
,
2
(A.19)

4
= 3 2,
QO
12
4
QO
= 12i
23
5i
,
2
4
= 4i
QO
31
and the diagonal tadpoles are:

5
41
59
4
4
4
= ,
QO
,
QO
.
QO
=
=
11
2
2
3
3
4
4
4
5
1
pxO24y 2 = pxO34y 3 = ,
pxO14y 2 = pxO24y 1 = 4,
pxO14y 1 = ,
2
2
pxO24x 3 = pyO24y 3 = 1.
pxO34x 1 = pyO34y 1 = 3,
(A.20)
(A.21)
The stacks O1 , . . . , O4 , given above, satisfy the supersymmetry conditions (3.32). We now
give the set of four stacks, O5 , . . . , O8 , which satisfy the supersymmetry condition (3.38) for the
values of Ji given in Eqs. (3.36), (3.39):

25
2 2i i d z 1
i
O5
1
= ( dz1 dz2 dz3 ) 2i
F(1,1)
1 d z 2 ,
2
2
1
d z 3
i
1
2
U

F 5 + F O5 = 14,
F U5 F O5 = 14,
F O5 = 87 ,
8
25
i
O5
O5
O5
Q12 = i i,
Q23 = 2 + ,
Q31 = 2i + ,
2
2
3
29
41
O5
O5
O5
Q22 = ,
Q33 = ,
Q11 = ,
4
4
4
25
1
O
O
O
O
O
px 15y 1 = ,
px 25y 2 = px 35y 3 = ,
px 15x 2 = py 15y 2 = 2,
2
2
O
O
O
O
px 25y 3 = px 35y 2 = 1,
px 35x 1 = py 35y 1 = 1,
25

2 2i
i
d z 1
i
O6
1
F(1,1) = ( dz1 dz2 dz3 ) 2i
1 d z 2 ,
2
2
1
d z 3
i
1
2

U
F U5 F O6 = 14,
F O6 = 87 ,
F 5 + F O6 = 14,
8
25
i
O
O
O
Q126 = i i,
Q236 = 2 ,
Q316 = 2i ,
2
2
3
29
41
O6
O6
O6
Q22 = ,
Q33 = ,
Q11 = ,
4
4
4
25
1
O6
O6
O6
O6
O
px 1 y 1 = ,
px 2 y 2 = px 3 y 3 = ,
px 1 x 2 = py 16y 2 = 2,
2
2
O
O
O
O
px 26y 3 = px 36y 2 = 1,
px 36x 1 = py 36y 1 = 1,
25
2 2i 1 d z 1
i
O7
1
F(1,1)
= ( dz1 dz2 dz3 ) 2i
i d z 2 ,
2
2
1
d z 3
1 i
2
U

F 5 + F O7 = 14,
F U5 F O7 = 14,
F O7 = 87 ,
8
25i
1
O7
O7
O7
Q12 = i + i,
Q23 = 2i
,
Q31 = 2 + ,
2
2
3
29
41
O7
O7
O7
Q22 = ,
Q33 = ,
Q11 = ,
4
4
4
25
1
pxO17y 1 = ,
pxO27y 2 = pxO37y 3 = ,
pxO17x 2 = pyO17y 2 = 2,
2
2
pxO17y 3 = pxO37y 1 = 1,
pxO27x 3 = pyO27y 3 = 1,
25
2 2i 1 d z 1
i
O8
F(1,1)
= ( dz1 dz2 dz3 ) 2i 12 i d z 2 ,
2
1
d z 3
1
i
2

U
F U5 F O8 = 14,
F O8 = 87 ,
F 5 + F O8 = 14,
8
97
(A.22)
(A.23)
(A.24)
(A.25)
(A.26)
(A.27)
(A.28)
(A.29)
(A.30)
(A.31)
(A.32)
(A.33)
(A.34)
(A.35)
(A.36)
(A.37)
(A.38)
98

O
Q128 = i + i,
Q238 = 2i +
25i
,
2
1
O
Q318 = 2 ,
2
41
= ,
4
3
29
O
O
O
Q228 = ,
Q338
Q118 = ,
4
4
5
1
O
O
O
O
px 28y 2 = px 38y 3 = ,
px 18x 2 = pyO8
px 18y 1 = ,
1 y 2 = 2,
2
2
O
O
O
O
px 28x 3 = py 28y 3 = 1.
px 18y 3 = px 38y 1 = 1,
(A.39)
(A.40)
(A.41)
Appendix B. Complex structure moduli stabilization

For each stack of magnetized D9-branes, we have three complex conditions for the moduli of
the complex structure derived from Eq. (2.15).
From stack-O1 :
1
5
411 + 21 + 31 = 12 + 422 + 332 ,
2
2
1
5
311 + 21 31 = 13 + 423 + 333 ,
2
2
1
1
312 + 22 32 = 413 + 23 + 33 .
2
2
From stack-O2 :
1
5
411 + 21 31 = 12 + 422 332 ,
2
2
1
5
311 21 31 = 13 + 423 333 ,
2
2
1
1
312 22 32 = 413 + 23 33 .
2
2
From stack-O3 :
1
5
311 32 + 21 32 + 331 12 31 22 + 411 21 + 12 422 = 0,
2
2
1
5
311 33 + 21 33 + 313 31 31 23 + 31 + 13 423 3 = 0,
2
2
1
1
312 33 + 22 33 + 313 32 23 32 + 32 413 + 23 + 1 = 0.
2
2
From stack-O4 :
1
5
311 32 21 32 331 12 + 31 22 + 411 21 + 12 422 = 0,
2
2
1
5
311 33 21 33 313 31 + 31 23 + 31 + 13 423 + 3 = 0,
2
2
1
1
312 33 22 33 313 32 + 23 32 + 32 413 + 23 1 = 0.
2
2
From stack-O5 :
1
25
211 22 11 32 + 221 12 + 31 12 21 31 12 2 = 0,
2
2
(B.1)
(B.2)
(B.3)
(B.4)
(B.5)
(B.6)
(B.7)
(B.8)
(B.9)
(B.10)
(B.11)
(B.12)
(B.13)
1
211 23 11 33 + 221 13 + 31 13 21 31
2
1
212 23 12 33 + 222 13 + 32 13 22 32 +
2
From stack-O6 :
25
13 1 = 0,
2
1
23 + 33 = 0.
2
1
211 22 + 11 32 + 221 12 31 12 21 + 31
2
1
211 23 + 11 33 + 221 13 31 13 + 21 31
2
1
212 23 + 12 33 + 222 13 32 13 + 22 32 +
2
From stack-O7 :
25
12 2 = 0,
2
25
13 + 1 = 0,
2
1
23 33 = 0.
2
1
25
211 22 221 12 + 21 32 22 31 21 12 32 + 2 = 0,
2
2
1
25
211 23 221 13 + 21 33 23 31 + 11 31 13 33 = 0,
2
2
1
1
212 23 222 13 + 22 33 23 32 + 12 32 + 23 + 1 = 0.
2
2
From stack-O8 :
1
25
211 22 221 12 21 32 + 22 31 21 12 + 32 + 2 = 0,
2
2
1
25
211 23 221 13 21 33 + 23 31 11 31 13 + 33 = 0,
2
2
1
1
212 23 222 13 22 33 + 23 32 12 32 + 23 1 = 0.
2
2
Now, from stack-O1 and stack-O2 one obtains from Eqs. (B.1) and (B.4):
31 = 332 ,
99
(B.14)
(B.15)
(B.16)
(B.17)
(B.18)
(B.19)
(B.20)
(B.21)
(B.22)
(B.23)
(B.24)
(B.25)
and
1
5
411 + 21 = 12 + 422 ;
2
2
from Eqs. (B.2) and (B.5):
311 + 21 = 333 ,
(B.26)
(B.27)
and
5
1
31 = 13 + 423 ;
2
2
and from Eqs. (B.3) and (B.6):
(B.28)
312 + 22 = 33 ,
(B.29)
1
1
32 = 413 + 23 ;
2
2
(B.30)
and
100
Similarly, from stack-O3 and stack-O4 one has, by adding Eqs. (B.7) and (B.10):
1
5
411 21 + 12 422 = 0;
2
2
by adding Eqs. (B.8) and (B.11):
1
5
31 + 13 423 = 0;
2
2
and by adding Eqs. (B.9) and (B.12):
1
1
32 413 + 23 = 0.
2
2
Use of Eqs. (B.30) and (B.33) gives:
(B.31)
(B.32)
(B.33)
13 = 0,
(B.34)
32 + 23 = 0.
(B.35)
and
Moreover, one has from Eqs. (B.34) and (B.32):

31 = 823 ;
(B.36)

332 = 823 ;
(B.37)

32 = 23 = 0;
(B.38)
and from Eqs. (B.38) and (B.36):

31 = 0.
(B.39)
Similarly, use of Eqs. (B.26) and (B.31) implies:

21 = 512 ,
(B.40)
11 = 22 ;
(B.41)
and
while use of Eq. (B.41) in Eqs. (B.27) and (B.29) gives:

311 + 21 333 = 0,
(B.42)
311 + 912 333 = 0.
(B.43)
and
Eqs. (B.42) and (B.43) give:

21 = 912 ,
(B.44)
101
which comparing with Eq. (B.40) implies:

21 = 12 = 0.
(B.45)
Using the result of Eq. (B.45) into Eq. (B.42) then gives (using also Eq. (B.41)),
11 = 22 = 33 .
(B.46)
The value of is finally determined from any of the bilinear equations, such as Eq. (B.8) or
(B.9):
= i.
(B.47)
Appendix C. Khler class moduli stabilization

For the stabilization of Khler class, let us denote for definiteness the volume of the 4-cycles
associated to J J as
(J J )i j = Vi j ,
(C.1)
where the indices i, j correspond to the (1, 1)-cycle perpendicular to the given 4-cycle. In the
above notation, the supersymmetry conditions on the Khler moduli for the various stacks read
as follows:
From stack-O1 using Eq. (A.2):

195
1
1
5
(C.2)
V11 + V22 V33 + 4V12 + 4V21 + 3V13 + 3V31 + V23 + V32 = 0,
8
2
2
2
from stack-O2 using Eq. (A.7):

195
1
1
5
V11 + V22 V33 + 4V12 + 4V21 3V13 3V31 V23 V32 = 0,
8
2
2
2
(C.3)

195
1
1
5
V11 + V22 V33 4V12 4V21 3iV13 + 3iV31 + iV23 iV32 = 0,
8
2
2
2
(C.4)

195
1
1
5
V11 + V22 V33 4V12 4V21 + 3iV13 3iV31 iV23 + iV32 = 0,
8
2
2
2
(C.5)

87
1
1
25
V11 + V22 + V33 2iV12 + 2iV21 iV13 + iV31 + V23 + V32 = 0,

8
2
2
2
(C.6)

87
1
1
25
V11 + V22 + V33 2iV12 + 2iV21 + iV13 iV31 V23 V32 = 0,

8
2
2
2
(C.7)
102

87
1
1
25
V11 + V22 + V33 + 2iV12 2iV21 V13 V31 + iV23 iV32 = 0,

8
2
2
2
(C.8)

1
1
87
25
V11 + V22 + V33 + 2iV12 2iV21 + V13 + V31 iV23 + iV32 = 0.

8
2
2
2
(C.9)
Now, from stacks-O1 and O2 , Eqs. (C.2) and (C.3) give:
3(V13 + V31 ) + (V23 + V32 ) = 0;
(C.10)
from stacks-O3 and O4 , Eqs. (C.4) and (C.5) give:

3i(V13 V31 ) + i(V23 V32 ) = 0;
(C.11)
from stacks-O5 and O6 , Eqs. (C.6) and (C.7) give:

i(V13 V31 ) + (V23 + V32 ) = 0;
(C.12)
and from stacks-O7 and O8 , Eqs. (C.8) and (C.9) give:

(V13 + V31 ) + i(V23 V32 ) = 0.
(C.13)
Eq. (C.13) implies

i(V23 V32 ) = (V13 + V31 ),
(C.14)
which leads from Eq. (C.10)

3i(V23 V32 ) + (V23 + V32 ) = 0.
(C.15)
Similarly, Eq. (C.12) implies

i(V13 V31 ) = (V23 + V32 ),
(C.16)
which leads from Eq. (C.11)

3(V23 + V32 ) + i(V23 V32 ) = 0.
(C.17)
Now Eqs. (C.15) and (C.17) can be solved to give

V23 + V32 = 0,
(C.18)
V23 V32 = 0,
(C.19)
and
implying
V23 = V32 = 0.
(C.20)
Then one has from Eq. (C.10)

V13 + V31 = 0,
(C.21)
103
and from Eq. (C.11)

V13 V31 = 0,
(C.22)
implying
V13 = V31 = 0.
(C.23)
Using the obtained values, Eqs. (C.2)(C.4) give

V12 + V21 = 0,
(C.24)
while Eqs. (C.8)(C.6) give

V12 V21 = 0,
(C.25)
implying
V12 = V21 = 0.
(C.26)
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Heterotic twistorstring theory

Lionel Mason, David Skinner
The Mathematical Institute, University of Oxford, 24-29 St. Giles, Oxford OX1 3LP, United Kingdom
Abstract
We reformulate twistorstring theory as a heterotic string based on a twisted (0, 2) model. The path
integral localizes on holomorphic maps, while the (0, 2) moduli naturally correspond to the states of N = 4
super-YangMills and conformal supergravity under the Penrose transform. We show how the standard
twistorstring formulae of scattering amplitudes as integrals over the space of curves in supertwistor space
may be obtained from our model. The corresponding string field theory gives rise to a twistor action for
N = 4 conformal supergravity coupled to super-YangMills. The model helps to explain how the twistor
strings of Witten and Berkovits are related and clarifies various aspects of each of these models.
PACS: 11.25.Tq; 04.65.+e
Keywords: String theory; Twistor theory
1. Introduction
The twistorstring theories of Witten [1] and Berkovits [2] combine topological string theory
with the Penrose transform [3] to describe field theories in four-dimensional spacetime. The
models appear to be equivalent to each other and to N = 4 super-YangMills theory coupled to a
non-minimal conformal supergravity [4]. The mechanism is completely different from the usual
string paradigm: spacetime is not introduced ab initio as a target, but emerges as the space of
degree 1 worldsheet instantons in the twistor space target. It therefore provides a new way for
both string theory and twistor theory to make contact with spacetime physics. As far as string
theory is concerned, it does so without the extra spacetime dimensions and further infinite towers
E-mail address: dskinner@perimeterinstitute.ca (D. Skinner).

doi:10.1016/j.nuclphysb.2007.11.010
106
L. Mason, D. Skinner / Nuclear Physics B 795 (2008) 105137
of massive modes of conventional string theory. As far as twistor theory is concerned, it resolves
(albeit perturbatively) the most serious outstanding questions in the twistor programme. Firstly,
it provides a solution to the googly problem of encoding both the selfdual and anti-selfdual
parts of YangMills and gravitational fields on twistor space in such a way that interactions
can be naturally incorporated. Classical twistor constructions have previously only been able
to cope with anti-selfdual interactions. Secondly, twistorstring theory also provides a natural
way to incorporate quantum field theory into twistor theory. Moreover the associated twistor
string field theory is closely related to the twistor actions constructed in [57]. These actions
provide generating principles for all the amplitudes in the theories. Insight from the twistor
string has also led to a number of powerful new approaches to calculating scattering amplitudes in
perturbative gauge theory, both directly in string theory [810], and indirectly through spacetime
unitarity methods inspired by the twistorstring [1117].
There remain a number of difficulties in making sense of twistorstring theory, and in exploiting it as a calculational tool. In particular, the presence of conformal supergravity limits ones
ability to use twistorstring theory to calculate pure YangMills amplitudes to tree level, since supergravity modes will propagate in any loops [1,18]. Conformal supergravity is thought neither to
be unitary, nor to possess a stable vacuum [19] and so is widely viewed as an unwelcome feature
of twistorstring theory. However, because conformal supergravity contains Poincar supergravity as a subsector, one might more optimistically view it as an opportunity. Indeed, twistorstring
theories with the spectrum of Poincar supergravity have been constructed in [20], although these
theories remain tentative as it has not yet been determined whether they lead to the correct interactions. If they do, and are consistent, they will provide a new approach to quantum gravity.
Furthermore, for applications to loop calculations in gauge theories, one might then decouple
gravity in the limit that the Planck mass becomes infinite while the gauge coupling stays finite.
This paper will not attempt to make further progress on these issues, but will provide a new
model for twistorstring theory that goes some way towards resolving other puzzles arising from
the original models. Wittens original twistorstring [1] is based on a topological string theory,
the B-model, of maps from a Riemann surface into the twistor superspace P3|4 , the projectivization of C4|4 with four bosonic coordinates and four fermionic. While one can always construct
a topological string theory on a standard (bosonic) CalabiYau threefold [21,22], it is not obvious that the same construction works on a supermanifold such as P3|4 even if it is formally
CalabiYau. Proceeding heuristically, Witten showed that the open string sector would successfully provide the anti-selfdual1 interactions of N = 4 super-YangMills. However, to include
selfdual interactions requires the introduction of D1 branes wrapping holomorphic curves in
projective supertwistor space. The full YangMills perturbation theory then arises from strings
stretched between these D1 branes and a stack of (almost) space-filling D5 branes, together with
the holomorphic ChernSimons theory of the D5D5 strings. However, one would also expect
to find open D1D1 strings and the role of these in spacetime was left unclear. Gravitational
modes decouple from the open B-model at the perturbative level, so conformal supergravity
arises through the dynamics of the D1 branes in a manner that was not made entirely transparent.
These D branes are non-perturbative features of the B-model and thus to fully understand the
presence of conformal supergravity in Wittens model (perhaps so as to explore related theories
with Einstein gravity), one would appear to have to understand the full non-perturbative topolog1 Our conventions are those of Penrose and Rindler [23], whereby an on-shell massless field of helicity h is represented
on twistor space PT by an element of H 1 (PT , O(2h 2)); these conventions differ from those of Witten [1].
107
ical string, a rather daunting task. In the B-model, one expects KodairaSpencer theory to give
rise to the gravitational story, but in the twistorstring context this does not seem to play a role.
Berkovits model [2] is rather simpler: the worldsheet path integral localizes on holomorphic (rather than constant) maps, and worldsheet instantons of degree d 1 play the role of the
D1 branes in Wittens model. Berkovits strings have boundaries on a totally real (and hence Lagrangian) submanifold RP3|4 CP3|4 which may be reminiscent of the open A-model. However,
spacetime YangMills interactions arise not from D branes wrapping RP3|4 , but via a worldsheet
current algebra, while gravitational modes are generated by vertex operators on the same footing
as those of YangMills in the sense that both are inserted on the worldsheet boundary. Moreover,
RP3 corresponds to a spacetime metric of signature (++) and it is not clear that scattering
theory makes sense in such a signature, because the lightcone is connected and there appears to
be no consistent i prescription.
In this paper we recast twistorstring theory as a heterotic string. The first reason to suspect
that a heterotic perspective is relevant to the twistorstring is Nairs original observation [24] that
YangMills MHV amplitudes may be obtained from a current algebra on a P1 linearly embedded
in twistor space; such a current algebra arises naturally in a heterotic model. Secondly, heterotic
sigma models with complex manifolds such as twistor space as a target automatically have (0, 2)
worldsheet supersymmetry. This supersymmetry may be twisted so that correlation functions of
operators representing cohomology classes of the scalar supercharge localize on holomorphic
maps to twistor space. So holomorphic curves in twistor space are naturally incorporated as
worldsheet instantons, as in Berkovits model, and no D branes are necessary (or even possible).
Thirdly, the twisted theory depends only on the global complex structure of the target X and of
a holomorphic bundle E X, as well as a certain complex analytic cohomology class on X. At
the perturbative level, infinitesimal deformations of these structures correspond to elements of
the cohomology groups H 1 (X, TX ), H 1 (X, End E) and H 1 (X, cl2 ), where cl2 is the sheaf of
closed holomorphic 2-forms on X. In the twistor context, this dovetails very naturally with the
Penrose transform which gives an isomorphism between these cohomology groups (together with
their supersymmetric extensions) and the on-shell states of linearized conformal supergravity
and super-YangMills. Thus the ingredients of twistorstring theory combine very naturally in a
heterotic picture.
While our heterotic picture is closest in spirit to Wittens model, in particular representing
target space cohomology groups via Dolbeault cohomology, twisted (0, 2) models have recently
been understood to be very close cousins of -systems through a quantum field theoretic ver
sion of the CechDolbeault
isomorphism (see [25], a paper that provided much of the stimulus
for this one). This relationship provides the link between the heterotic and Berkovits twistor
strings, with the latter becoming freed from its dependence on split signature spacetime. The
open-string boundary conditions of Berkovits model are shown to correspond to a choice of
contour in the moduli space of curves in twistor space. Moreover, like the Berkovits string, the
heterotic twistorstring is free from all sigma model and Virasoro worldsheet anomalies provided
it is coupled to a holomorphic current algebra of central charge 28. The same constraint on the
current algebra will also be seen to arise in the B-model picture. Despite these successes, it is
not yet clear whether or not the heterotic (or indeed any) twistorstring makes sense as a fully
consistent string theory; the main outstanding issue is whether the theory is modular invariant.
The paper is structured as follows. In Section 2 we review the theory of twisted (0, 2) sigma
models. In Section 3, we introduce the twistorstring model that we will study. The target space
of our model is (a region in) the non-supersymmetric twistor space P3 , but we also include
fermions which are worldsheet scalars with values in a non-trivial vector bundle V P3 . The
108
fact that these fermions are worldsheet scalars means that vertex operators can have arbitrary
dependence on them and so they play the role of the anticommuting coordinates on supertwistor
space P3|4 . In this section we show that the sigma model anomalies cancel, and study the moduli space of worldsheet instantons. In Section 4 we introduce the basic vertex operators of the
model, paying particular attention to those which correspond to deformations of the complex
structure or a NS B-field on the twistor space. These correspond on spacetime to the conformal
supergravity degrees of freedom. In Section 5 we introduce further fermions (now spinors on the
worldsheet) with values in another bundle E P3 , and these provide a coupling to YangMills
fields on spacetime. In Section 6 we promote the previously studied sigma models to a string
theory by coupling in a bc system, and study the associated conformal anomaly. In Section 7
we give a more detailed discussion of the deformed supertwistor spaces, in particular discussing
the way in which the googly data is encoded. In Section 8 we show how this model relates to
both the Berkovits model and the original Witten model, in particular clarifying the role of the
D1D1 strings in Wittens picture. In Section 9 we discuss the string field theory of the disconnected prescription and derive the corresponding twistor action. We conclude with a discussion
in Section 10.
2. A review of the twisted (0, 2) sigma model
Let us begin by briefly reviewing the construction of a (0, 2) non-linear sigma model describing maps : X from a compact Riemann surface to a complex manifold X (see
also [25,28] for recent work in a similar context). The basic fields in the model are worldsheet
scalars , representing the pullback to of coordinates on a local patch of X. Twisted (0, 2)
supersymmetry requires that we pick a complex structure on and introduce fields

, TX ,
, K TX ,
(1)
where K is the anticanonical bundle on and TX is the holomorphic tangent bundle on X. These
fields are related to the s by the supersymmetry transformations
i = 2 i ,
i,
i = 1
j = 1 j ,
j ,
j = 2
(2)
where i are constant anticommuting parameters with 1 a scalar and 2 a section of T . The
transformation parameterized by 1 may be defined globally on , whilst constant antiholomorphic vector fields only exist locally on (except at genus 1), so 2 may only be defined
within a local patch on , with coordinates (z, z ). Let these transformations be generated by
and Q , so that for a generic field
supercharges Q

= 1 Q + 2 Q ,
(3)
a scalar operator. It is straightforward to check that Q
2 = 0 and, on our local patch, also
with Q
Q } = .
These relations characterize (0, 2) (twisted) supersymmetry.
(Q )2 = 0 and {Q,
To write an action we pick a Hermitian metric g on X. The basic action for a non-linear sigma
model is then

1

S1 = d2 z gi j z i z j + z i z j zi z j
2

2
d zgi j i z j + ,
= Q,
(4)
z
109
where : (, TX ) (, K TX ) is the pullback to of the Hermitian connection on

TX and = igi j d i d j . If d = 0 so that X is Khler, the action is invariant under the (0, 2)
transformations (2) and
the connection is Levi-Civita. Because the action is Q-exact upto
will not
the topological term , correlation functions of operators in the Q-cohomology
depend on the choice of Hermitian metric g. They do depend on the Khler class of together
with the complex structures on X and , which were used to define the transformations (2).
There are various generalizations beyond this basic picture [2527]. Firstly, by introducing a
-closed (2, 0) form t we may deform (4) by

S1 = i
2
d z tij k i z j + tij z i z j
z
k

2
d ztij i z j .
= i Q,
z
(5)
If t is globally defined on X, then this deformation is Q-trivial

and t does not affect correlators
of operators representing Q-cohomology

classes. More interesting is the case where t is defined
only on the local patches of some cover {U } of X, where indexes the cover. If the differences t () t () are holomorphic on each overlap U U , then they piece together to form an
element H of the cohomology group H 0,1 (X, cl2,0 ) where cl2,0 is the sheaf of -closed (2, 0)forms on X. The correlation functions are then sensitive to this class. We can also think of H
= 0 obtained as
in terms of a Dolbeault representative, a global (2, 1)-form satisfying H = H
H = t . Whilst the second line of (5) makes it clear that this modification is invariant under Q
transformations, S1 is invariant under the full (0, 2) supersymmetry if and only if H satisfies
H = 2i. Correspondingly, in the presence of H the Hermitian metric connection has torsion
T i j k = g i n Hnj
k.
Hull and Witten [25,27] observed that locally this geometric structure can be derived from
which serves as a potential for both t and by it = 2K and =
a smooth 1-form K(, )
2 Re K (and so also H = K).

The action is then given by

S1 =
2
d z Ki,j z j z i + K ,j z j z

j
j
Ki,j j z i + K ,j z z + Ki,jk j zk z i K ,j lz l z

d2 z (Ki,j + K j,i ) i z j (Ki,j Kj,i ) i z j .
= Q,
z
z
(6)
It will also be useful to introduce a (1, 1)-form b as b = K.

Then b = B + i where B is
the usual B-field of string theory and H = b. See [25] for a fuller discussion of the geometry
underlying these models.
The most important feature of twisted (0, 2) models is that the action is Q-exact
(except for
topological terms) so the path integral localizes on Q-invariant solutions to the equations of
i } = z i shows that such invariant configurations
motion. In particular, the transformation {Q,
z
are holomorphic
maps, or worldsheet instantons. The full action evaluated on such invariant

solutions is b. If b is not globally defined, one can only make sense of this expression
provided the underlying de Rham cohomology class of H is integral.
110
2.1. Coupling to bundles

We can also incorporate holomorphic bundles over X: let V X be a holomorphic vector
bundle and introduce fields

, K 1s V ,
, K s V ,
(7)
r , K 1s V ,
r , K K s V ,
where V is the dual bundle to V. Note that classically, twisted (0, 2) supersymmetry does not
fix the spin of these left-moving fields and at present we allow them to be sections of K s for
any half-integer s. For what follows, it will be convenient to choose the fields in (7) to behave
equivariantly under Q transformations and gauge transformations on V (as in [28]), obtaining

a = 1 ra ,
a = 2 r a + Ai a b b i ,
(8)

a + Fi j a b b i j + 2 Ai a b r b i ,
r a = 1 D
ra = 2 a ,
where D : (, K s V) (, K K s V) is a connection on K s V. One can
check that the (0, 2) algebra is satisfied provided V is holomorphic so that Fij = Fj = 0. The
action for these bundle-valued fields is taken to be

S2 = d2 z a Dz a + Fi j a b a b zi j + ra r a
= Q,

2
d z a r a .
z
(9)
In particular, this shows that r and r are auxiliary and decouple.

Classically, the stress-energy of S1 + S2 has non-vanishing components
Tzz = gi j z i z j + a Dz a ,

gi j i z j .
Tz z = gi j z i z j + zi z j = Q,
z
(10)
}, as discussed in [25] all the Laurent coefficients L n of Tz z are also Q-exact.
Since Tz z = {Q,
In
G
0 } for some G
0 , so that L 0 maps Q-closed
states to Q-exact
ones and is
particular, L 0 = {Q,
thus zero in cohomology. But for any state of antiholomorphic weight h = 0, L 0 /h is the identity,
so the Q-cohomology
vanishes
except at h = 0. Furthermore, the fact that Tz z is Q-exact means
operators depend only holomorphically on

that correlation functions ni=1 Oi (zi ) of Q-closed
the insertion points {zi } . Were we studying a model with twisted (2, 2) supersymmetry, exactly the same argument for the left-movers would lead us to conclude that operators in the BRST
cohomology must also have h = 0, and that correlation functions are actually independent of the
} and so there is an infinite tower of Q-cohomology
insertion points. However, here Tzz = {Q,

classes depending on h Z0 , and the twisted (0, 2) model is a conformal, rather than topological, field theory.
If we choose V
= TX and set s = 0 the total action S1 + S2 in fact has twisted (2, 2) worldsheet
supersymmetry and is the action of the A-model, while choosing V = TX but keeping s = 1/2
gives a half-twisted version of this (2, 2) theory. (0, 2) models allow for more general choices
of V, as is familiar from compactifications of the physical heterotic string where V is a subbundle
of the E8 E8 or Spin(32)/Z2 gauge bundles in ten dimensions (where, in the physical string,
s = 1/2). In that context, setting V = TX corresponds to the standard embedding of the gauge
connection in the spin connection of the compactification manifold. For recent work on twisted
(0, 2) models related to heterotic compactification, see [2832].
111
3. The twistor target space

In this paper, we will reformulate twistorstring theory as a (0, 2) model. One might anticipate
that we should take X to be a region in P3|4 as in [1,2] but, while this may well be a reasonable
way to proceed, in its most nave form a (0, 2) model with P3|4 target leads to difficulties both in
understanding the role of the bosonic worldsheet superpartners of the fermionic directions, and
in handling the antiholomorphic fermionic directions without the possibility of appealing to a
D brane at = 0, since heterotic models do not possess D branes.
We therefore adopt a different strategy in which the basic target space is P3 , the nonsupersymmetric, projective twistor space of flat spacetime. The fermionic directions of P3|4 are
incorporated by coupling to a bundle V O(1)4 as in (7)(9) with s = 0. With this choice
of s, the a are anticommuting worldsheet scalars and so provide the fields that were used in
the original twistorstring theories [1,2] to describe holomorphic coordinates on the fermionic
directions of P3|4 . The vertex operators will be seen to correspond to perturbations of both the
complex structure and of the NS flux H, and these perturbations can also have arbitrary dependence on a . With s = 0, a are sections of K ((O(1)4 ) ) and are thus worldsheet (1, 0)
forms, so and are naturally on a different footing. Correspondingly, we will see that the
dependence of the vertex operators on a can be at most linear. Thus our model is equivalent
to working on a P3|4 target, at least at the linearized level determined by the vertex operators. In
order to incorporate YangMills, in Section 5 we will also couple to a bundle with action (9),
but where s = 1/2. In this case the allowed vertex operators are different and will correspond to
twistor data for super-YangMills fields.
Initially, to consider the quantum theory we will take the action to be S = S1 + S2 as
in (4) and (9), with target P3 P1 and bundle V = O(1)4 with associated fermions a
(, V) and az (, K V ). The Khler structure is given by the FubiniStudy
metric which induces a metric and compatible connection on O(1). We postpone the cou
pling to YangMills until Section 5. Note that the first-order action for the -system
is
reminiscent of Berkovits model [2]; we will make the relationship more precise in Section 8.1.
3.1. Anomalies
With these choices of X, V and s we must show that the classical action S1 + S2 of Eqs. (4)
and (9) defines a sensible quantum theory.
3.1.1. Sigma model anomalies
Field theories containing chiral fermions may fail to define a quantum theory because of
the presence of sigma model anomalies: integrating out the fermions gives a one-loop determinant which must be treated as a function of the bosonic fields. However this determinant is
really a section of a line bundle L Maps(, X) over the space of maps and we can only
make a canonical identification of this section with a function if the determinant line bundle
is flat [33]. In twisted (0, 2) models, integrating out the non-zero-modes of and gives
a factor det det D which depends on the map through the pullback of TX in and the
Since det = det / det TX and the -regularized determinant of the
pullback of V in D.
self-adjoint Laplacian is always well defined, the anomaly is governed by the virtual bundle
V TX .
112
The geometric index theorem of Bismut and Freed [34,35] states that the curvature of the
Quillen connection [36] on L is given by

(L )
F
= Td(T ) ch(V TX )(4)

c1 (T )
c1 (V) c1 (TX ) +
2

ch2 (V) ch2 (TX ) .
(11)
The first term in (11) is not present in the physical heterotic string and arises here because the
worldsheet fermions , and their duals are scalars and 1-forms. This term depends on the genus
of and so it must vanish separately if the sigma model is to be well defined on an arbitrary
genus worldsheet. Requiring that the second term also vanishes is then familiar as a consistency
condition for the GreenSchwarz mechanism2
dH = ch2 (TX ) ch2 (V).
(12)
F (L )
= TX
F (L )
When V = TX as in the A-model,

vanishes trivially. In the B-model, V
so
=0
if and only if c1 (TX ) = 0. For more general (0, 2) models, the condition that (11) should vanish
highly constrains the admissible choices of V.
In the twistorstring case at hand, X = P3 and V = O(1)4 . The bundle O(1)4 appears in
the Euler sequence
0 O O(1)4 TP3 0
(13)
in which the first map is multiplication by the homogeneous coordinates Z on P3 , and the second map is V V /Z which defines the tangent bundle of projective space as a quotient
of that on the non-projective space. Since (13) is exact,

c O(1)4 = c(O)c(TP3 ) = c(TP3 )
(14)
so all the Chern classes of O(1)4 agree with those of TP3 , ensuring that (11) vanishes. By
comparison, for P3|4 the Euler sequence reads
0 O C4|4 O(1) TP3|4 0
(15)
so that

ch(TP3|4 ) = ch C4|4 O(1) ch(O) = sdim C4|4 ch O(1) 1 = 1
(16)
showing that (formally) sdim P3|4 = 1 while all its Chern classes vanish. Note
in particular
that triviality of the Berezinian of P3|4 is equivalent to the statement that KP3 top (O(1)4 ) ,
while sdim P3|4 = 1 is equivalent to the fact that the vanishing locus of a generic section of
O(1)4 has virtual dimension 1. We now wish to show that a similar relationship holds at the
level of the instanton moduli space.
2 On P3 , the background NeveuSchwarz fieldstrength H vanishes, so the left-hand side of (12) is zero as a form,
and not just in cohomology. Consequently the Quillen connection must be flat, rather than merely have vanishing first
Chern class, and so (L) itself must vanish. For target spaces with torsion, a flat connection on L may be constructed
by modifying the Quillen connection by a term involving H [35].
113
3.1.2. Anomalous symmetries and the instanton moduli space

The action S1 + S2 is invariant under a global U (1)F U (1)R symmetry, where U (1)R is the
automorphism group of the (0, 2) superalgebra and U (1)F is a left-moving flavour symmetry
associated to the bundle-valued fermions. As in [28], we take and to have respective charges
(0, 1) and (0, 1) under U (1)F U (1)R , while and have charges (1, 0) and (1, 0); is
uncharged. These symmetries are violated by the path integral measure because the fermion
kinetic operators have non-zero index. The violation is tied directly to the geometry of the instanton moduli space and restricts the combinations of vertex operators that can contribute to a
non-vanishing amplitude.
The anomalies arise from the index theorem applied to the fermion kinetic terms. The kinetic term gi j zi z j implies that a zero-mode is an antiholomorphic section of TP3 and
so is complex conjugate to an element of H 0 (, TP3 ). Similarly, zero-modes of gi j zi are
complex conjugate to elements of H 0 (, K TP3 ) H 1 (, TP3 ), by Serre duality. The
HirzebruchRiemannRoch theorem then says that the difference in the complex dimensions of
the spaces of such zero-modes on a worldsheet of genus g is

c1 (T )
0
h , TP3 h , TP3 = c1 (TP3 ) + dim P3

2
= 4d + 3(1 g)
(17)
for a degree d map to twistor space.

Given a holomorphic map , a nearby map + is also holomorphic provided
H 0 (, TX ). Consequently, the holomorphic tangent bundle TM to instanton moduli space M
has fibre TM | = H 0 (, TX ). The zero-modes are anticommuting elements of H 0 (, TX )
and thus represent (0, 1)-forms on M. Maps at which h1 (, TX ) = 0 are non-singular
points of the instanton moduli space and the tangent space there has dimension equal to the
above index. In the twistorstring case, either at genus zero or when the degree is sufficiently
larger than the genus, such points form a dense open set of the instanton moduli space. So our
model has no i zero-modes and 4d + 3 j zero-modes at genus zero. In the rational case with
target P3 , a degree d map can
be expressed as a polynomial of degree d in the homogeneous
coordinates Z , as Z ( ) = di=0 A i i . The coefficients A i are therefore homogeneous coordinates on the moduli space M and one can identify3 M
= P4d+3 for genus zero maps to
3
P .
a shows that a zero-mode represents
Turning now to the fields, the kinetic term a D
0
an element of H (, V) while a zero-mode represents an element of H 0 (, K V )

=
H 1 (, V) , again by Serre duality. Hence the difference in the number of zero-modes is

c1 (T )
0
h , V h , V = c1 (V) + rk(V)
2
= 4(d + 1 g),
(18)
= O(1)4 . This anomaly is familiar in the twistorstring story. It says that correlation func-
for V
tions on a degree d, genus g curve vanish unless the path integral contains an insertion of net
3 More accurately, the moduli space of instantons in the non-linear sigma model at genus zero is a dense open subset in
P3+4d , noncompact because of bubbling. A linear sigma model presentation provides a natural compactification [37]
of M to P4d+3 and we will henceforth work over this compact moduli space.
114
U (1)F number 4(d + 1 g). We will see that, just as in the Witten and Berkovits twistorstrings,
the vertex operators naturally form spacetime N = 4 multiplets by depending polynomially
on , but not . In particular, a correlation function involving n external gluons of positive4
helicity and arbitrary gluons of negative helicity is supported on a worldsheet instanton of degree
d = n 1 + g,
(19)
as in [1]. More generally, scattering amplitudes of nh external SYM states of helicity h are
supported on curves of degree
d =g1+
1

h+1
nh
2
(20)
h=1
and must necessarily vanish unless d Z0 .

As discussed by Katz and Sharpe in [32], just as for the zero-modes, the zero-modes may
be interpreted geometrically in terms of a bundle (really, a sheaf) over M. Consider the diagram
X
(21)
M
where is the universal instanton and the obvious projection. Given a sheaf V on X we can
construct a sheaf W over M by pulling back V to M via the universal instanton, and then
taking its direct image under the projection map, i.e., W V. The direct image sheaf is
defined so that its sections over an open set U M are

W(U ) = V (U ) = V 1 U = H 0 U , V ,
(22)
so that over a generic instanton, W| = H 0 (, V) with dimension 4(d +1g). Consequently,
we may generically interpret a zero-mode as a point in the fibre W| .
For families of instantons for which there are no or zero-modes (i.e., whenever the higher
direct image sheaves R 1 TX and R 1 V vanish), the definition of W shows that it has
first Chern class [32]

c1 (W) = Td(T ) ch(V)(4)
(23)
so the condition ch(V) = ch(TX ) ensures that c1 (W) = c1 (TM ), or

top

W KM .
(24)
This isomorphism is important in computing correlation functions: operationally, to integrate out

the zero-modes one merely extracts the coefficient of the s in the vertex operators, restricting
ones
to instantons whose degree is determined by (20). This coefficient is a section of
top attention
W , so by (24) we may interpret it as a top holomorphic form on instanton moduli space.
4 In our conventions, elements of the cohomology group H 1 (PT , O(2h 2)) correspond via the Penrose transform
to spacetime fields of helicity h, so that in particular a negative helicity gluon corresponds to a twistor wavefunction of
weight 0.
115
Again, this story has a familiar counterpart in the original construction of twistorstrings [1]
as a theory with target space P3|4 . Assuming that there is a dense open subset of the moduli space
over which there are no zero-modes, (24) shows that the total space of the bundle W, parity
reversed on the fibres, can be thought of as a CalabiYau supermanifold with a canonically5
defined holomorphic volume form (or Berezinian). In particular, at genus zero there are no or
zero-modes, and (24) simply states the isomorphism KP4d+3 O(4 4d). This is the (0, 2)
analogue of the statement that the moduli space of rational maps to P3|4 is the supermanifold
P4d+3|4d+4 with trivial Berezinian.
and the dimension of M and
Beyond genus zero, there can be zero-modes of both and ,
rank of W may jump as we move around in instanton moduli space. However, the indices (17)
and (18) remain constant and so the selection rule (20) is not affected by such excess zero-modes.
To obtain non-zero correlation functions we must now expand the action in powers of the fourFermi term Fi j a b a b i j until the excess zero-modes are soaked up. This is analogous to the
way (2, 2) models construct the Euler class of the obstruction sheaf [38], but (0, 2) models have
the added complication that h1 (, TX ) may not equal h1 (, V), so that it may be necessary
using their respective propagators [32]. Generically,
to absorb some of the factors of or
when d is much larger than g there are no excess zero-modes and (24) again tells us that the
moduli space of instantons from a fixed worldsheet behaves as a CalabiYau supermanifold.6
Incidentally, had we started with an untwisted model involving worldsheet fermions that are
sections of the square roots of the canonical or anticanonical bundles, the anomaly in both the
U (1)F and U (1)R symmetries would be 4d, independent of the genus. A diagonal subgroup of
U (1)F U (1)R would be anomaly free and could be used to twist the spins of the fermions.
One might compare this to a (2, 2) model on a Khler manifold. There, a diagonal subgroup of
the U (1) U (1) R-symmetry group is guaranteed to be anomaly free simply because the leftand right-moving fermions take values in the same bundle. Twisting by this subgroup leads to
the A-model. Even though the left- and right-moving fermions of our (0, 2) model are valued in
different bundles, the same subgroup is still anomaly free, again because of (14).
3.2. Worldsheet perturbative corrections
}, twisted (0, 2) models are conformal rather than topological field theoBecause Tzz = {Q,
ries and we must examine the effect of worldsheet perturbative corrections on the Q-cohomology.
7 that quantum corrections to the action will always be of the form
(0, 2)
supersymmetry
ensures
{Q,
. . .} so Tz z will always remain Q-exact. Likewise [25,28], although quantum corrections
may lead to a violation of scale invariance, since Tzz has antiholomorphic weight h = 1, any
such violation is always Q-exact

and worldsheet perturbative corrections will not affect corre
lators representing Q-cohomology classes. One-loop corrections
to worldsheet instantons also
have the effect of modifying the classical weighting by by the pullbacks of c1 (TX ) and
c1 (V) [40,41]; these corrections cancel in the twistorstring.
5 The holomorphic volume form is defined upto scale, as is the isomorphism (24).
6 See also work by Movshev [39].
7 In terms of superfields, the most general action with (0, 2) supersymmetry may be written as d2 D + d +
d . The first two terms are Q-exact,

while the third is not generated by quantum corrections if it is not present at
the classical level.
116
The only remaining issue is the correction to Tzz . Classically, as in Eq. (10) we have
Tzz = gi j z i z j + a z Dz a
(25)
Tzz } = 0 only once one enforces the equation of motion

which is not Q-exact,
and obeys {Q,
and vanishing of the auxiliary fields r. Consequently, loop corrections to the worldsheet effective
action can easily upset Q-closure

of Tzz . At 1-loop, the action receives a correction

S
1 loop
Q,
2
d zRi j i z j + g i j Fi j a b a z r b
z
z

(26)
is not Q-closed
unless the target metric is Ricci-flat and the background
and generically Tzz
connection on V obeys the Hermitian YangMills equations so that this correction vanishes.
Neither of these conditions hold when X
= O(1)4 . However, if g is the Fubini
= P3 and V
Study metric then SU(4) symmetry constrains Ri j = 4gi j , while the curvature of OP3 (1)4
obeys Fi j a b = gi j a b so that the 1-loop correction (26) is proportional to the classical action.
Tzz1 loop } = 0 still holds. Similar results
Consequently, the field equations are unaltered and {Q,
presumably hold for higher loops in the worldsheet theory.
In a model with P3|4 target space, these issues are more straightforward: since c1 (TP3|4 ) = 0
one can find a Ricci-flat metric (the FubiniStudy metric on the superspace [1]) in which all
one-loop corrections vanish and there is always a metric in the same Khler class in which loop
corrections vanish to any order. We have not taken this route for the reasons discussed previously.
1 loop
4. Vertex operators and (0, 2) moduli
We now wish to determine the vertex operators representing Q-cohomology

classes. Since
the action is Q-exact (upto the topological term), correlation functions of such operators localize
on a first-order neighbourhood of the instanton moduli space M Maps(, X), just as for
the A-model. Consequently, the one-loop approximation is exact for directions normal to M in
Maps(, X).
To construct these vertex operators [25,28], we first note that they must all be independent
of zi , since this field has antiholomorphic weight 1 (and the (0, 2) theory does not contain any
fields with h < 0). Similarly, they must be independent of antiholomorphic worldsheet derivatives of any of the fields. However, (0, 2) supersymmetry does not impose any constraints on the
holomorphic conformal weight, so a priori vertex operators may be arbitrary functions of the
,
together with arbitrary powers of their holomorphic derivatives
remaining fields {, ,
, }
(except that holomorphic derivatives of may be always be exchanged for other fields using the
equation of motion). The entire infinite family of vertex operators is certainly of great interest,
interpreted in [25] as providing a sheaf of chiral algebras over the target space X, while the op = (0, 0) form an interesting generalization of the chiral ring
erators of conformal weight (h, h)
of (2, 2) theories [28,32].
Not all of these vertex operators will survive when we extend the sigma model to a string
theory in Section 6. For string theory, the key vertex operators are those which generate deforma
tions of the (0, 2) moduli. These deformations are in one-to-one correspondence with Q-closed
(1,0)
of conformal weight (h, h) = (1, 0) and charge +1 under U (1)R , since given
operators O
117
such an operator we can construct an descendant O(1,1) {Q , O(1,0) } which satisfies

(1,0)

Q
, O(1,0) = O
(1,0) = 0,
Q,
(27)
Q , O
=
Q,
because
= d when acting on sections of the canonical bundle. Thus by its construction
(1,1)
is invariant under (0, 2) supersymmetry, and if O(1,0) has U (1)R charge +1 then O(1,1)
O
will be uncharged, so that it provides a marginal deformation of the worldsheet action.8 As usual,
these marginal deformations are best interpreted as tangent vectors on the moduli space of (0, 2)
models (at the base-point defined by the model in question). We will have more to say on the role
of finite deformations in the twistor context in Section 7.
= (1, 0) must be linear in
Because is a worldsheet (1, 0)-form, operators of weight (h, h)
either z , z , z or z . These fields are all uncharged under U (1)R , so if we want O(1,0) to
have charge +1 it must also be linear in .
Then the only such operators are
)i j z k ,
gi k J (, ,
j
)a j ,
az j (, ,
j
)i j j z i ,
b(, ,
)a j j z a .
(, ,
(28)
= (0, 0), although

Note that J , j , b and may depend arbitrarily on since it has (h, h)
since is fermionic such dependence will be polynomial. On the other hand, they must be
independent of since this is a section of K . Each vertex operator thus has a Taylor
expansion
in powers of and the pth coefficient of this expansion represents a section of p V . In
particular, we can interpret the U (1)F quantum number as giving the transformation properties
of the fields under automorphisms of the line bundle (det V)1/rkV , whereupon the coefficients
of the expansion have U (1)F charge while the vertex operators as a whole are uncharged.
Geometrically, the fact that the s are included in the vertex operators in this way corresponds to
the fact that the external states should be thought of as wavefunctions on the supermanifold P3|4
that are holomorphic in the s and may be expanded as
f=
4

fi1 ip i1 ip ,
(29)
p=0

where fi1 ik is a section of p OP3 (1)4 . More abstractly, our presentation of P3|4 is as the
space P3 together with the structure sheaf of superalgebras
4 p

OP3|4 = O
(30)
OP3 (1)4 ,
p=0
as in the standard abstract definition of a supermanifold (see, e.g., [42,44]). The quantities J
and j in the vertex operators (28) can, according to this interpretation, be identified with a
perturbation of the almost complex structure of the supermanifold P3|4 while b and describe
perturbations of the B-field and Hermitian structure on P3|4 .
8 In the A- or B-models the descent procedure may be taken one stage further, relating deformations of the action to
scalar operators of vanishing conformal weight. But in (0, 2) models there is only an antiholomorphic supersymmetry so
the descent procedure only affects the antiholomorphic weight, mapping sections of K p K q to sections of K p K q+1 .
118
acts on (28) as
The transformations (2) and (8) show that Q
Q = j j ,
(31)
in other words Q acts as the -operator

on Maps(, X) (and restricts to the -operator
on in
stanton moduli space). Therefore, if (28) are to be non-trivial in Q-cohomology, J , j , b and
must represent (pullbacks to of) non-trivial elements
[J ]
4

0,1

p

V ,
X, TX
[j ]
p=0
[b]
4

4

H
0,1
X, V
p

,
p=0

p

V ,
H 0,1 X, TX
p=0
[]
4

p

V .
H 0,1 X, V
(32)
p=0
In fact, the interpretation of b is slightly more subtle. b is defined upto the equivalence relation
+ M,
b b +
(33)
is the usual freedom in

where 1,0 (X) and M 0,1 (X). While the freedom to add
choice of representative for a Dolbeault cohomology class, here we are also free to add M since
i Mj j z i = z (Mj j ) using the equations of motion, and so this term is a total derivative.
This corresponds to the fact that only the cohomology class of H = b H1 (X, cl2 ) contributes
to the moduli of a twisted (0, 2) model.
If we take X = P3 , then because the Dolbeault complex is elliptic and P3 is compact, the
above cohomology groups are at most finite dimensional. Such cohomology corresponds via the
Penrose transform to fields on spacetime that extend over S 4 in the Euclidean context (and indeed
over the full compactified complexification of Minkowski space, Gr2 (C4 )). To obtain fields on
some subset of spacetime, we should take the target space to be the noncompact region in twistor
space swept out by the corresponding lines. In the context of scattering theory, momentum eigenstates extend holomorphically over affine complexified Minkowski space C4 Gr2 (C4 ), the
complement of the lightcone at infinity. A suitable corresponding choice of target subspace of
twistor space is then PT P3 P1 , and PT is isomorphic to the total space of the normal bundle
O(1) + O(1) P1 of a line in P3 . More generally, one could simply choose a tubular neighbourhood U of some fixed line Lp P3 , corresponding to a region U around a chosen spacetime
point p. A particularly natural, conformally invariant case is when U is the future tube: the points
of complexified Lorentzian Minkowski space for which the imaginary part is timelike and future
pointing, as this is the maximal domain of extension of positive frequency functions. In this case,
U is the region PT+ on which the natural SU(2, 2)-invariant inner product is positive.
It is easy to see that the theory with noncompact target will remain anomaly-free: we can naturally restrict the determinant line bundle L Maps(, P3 ) to a line bundle over Maps(, PT ),
say, and the restricted bundle will be flat since L itself is. With this target space understood,
via the Penrose transform J describes an anti-selfdual N = 4 conformal supergravity multiplet
with helicities 2 to 0 (and containing, in effect, two fields of helicity 2), j describes four
gravitino multiplets containing helicities 32 to + 12 , while b and are the CPT conjugates
of J and j . From the supermanifold point of view, J and j combine to describe deformations of the complex structure of P3|4 , while b and together represent deformations of the
cohomology class of the Khler structure and NS flux on the supermanifold, as detailed in [4].
119
5. Coupling to YangMills
We can incorporate YangMills fields into the model by introducing a worldsheet current
algebra. This could be represented by adding in further left-moving fermionic fields as in standard
heterotic constructions, or by a gauged WZW model, fibred over twistor space as in [45]. For
definiteness we will consider here the simplest case of left-moving fermions

, K E
, K E ,
(34)
together with their (auxiliary) (0, 2) superpartners. Here E is a rank r holomorphic vector bundle
over P3 and, in contrast to the fields, we have taken the s to be spinors on . The (0, 2)
transformations and action of these fields take
exactly the same form as in Eqs. (8)(9), although
the connection D acts now on sections of K E, rather than just E.
There are restrictions on E arising from the requirement that this coupling to E does not
disturb the anomaly cancellation in Section 3.1. All components of the quantum stress-tensor will
remain Q-closed
provided that the curvature F (E) of the background connection on E satisfies
(E)
the HermitianYangMills equations g i j Fi j = 0. It is possible to find such a connection [46] if
E is stable and

c1 (E) = 0,
(35)
X
which for X P3 implies that c1 (E) = 0 as H 1,1 (P3 ) is one-dimensional. Thus correlators
in the Q-cohomology
will conformally invariant at the quantum level if c1 (E) = 0 and E is
stable. Vanishing first Chern class of the gauge bundle is a familiar condition in heterotic string
compactification, but it also plays a role in the PenroseWard transform. A point in spacetime
corresponds to a P1 in twistor space, so any twistor bundle that is the pullback of a spacetime
bundle must be trivial on every holomorphic twistor line, and this will generically be the case
provided c1 (E) = 0.
In addition, c1 (E) = 0 ensures that there is an anomaly-free U (1)F global symmetry under
which and have equal and opposite charges and all other (dynamical) fields are uncharged.
Since this U (1)F is conserved at the quantum level, all correlation functions will vanish unless
they involve equal numbers of and insertions.
5.1. NS branes and YangMills instantons
Integrating out the non-zero-modes of and provides a factor of det (K 1/2 E ) which
affects the sigma model anomaly, modifying the GreenSchwarz condition to

0 = ch2 (TP3 ) ch2 O(1)4 ch2 (E).
(36)
Since ch2 (TP3 ) = ch2 (O(1)4 ), we must require that ch2 (E) is trivial in H 4 (P3 , Z). Given that
c1 (E) = 0 for E to be pulled back from a bundle over spacetime, (36) requires further that
E is the pullback of a YangMills bundle with zero instanton number. Whilst it is interesting
to see how this well-known limitation of twistorstring theory arises (which was not transparent in the original models), it would be disappointing if twistorstring theory were truly
restricted to studying perturbative aspects of gauge theories. Fortunately, the heterotic approach
furnishes us with a mechanism to avoid this constraint. At the non-perturbative level, heterotic
strings contain NeveuSchwarz branes: magnetic sources for the NS B-field. In the physical,
120
ten-dimensional model, B has a six-form magnetic dual potential and the NS brane worldvolume is six-dimensional. However, in our six-dimensional twisted theory the magnetic dual of
the B-field is again a two-form, so the twisted theory contains NS branes with two-dimensional
worldvolumes, wrapping curves C P3 that are holomorphic if the NS brane does not break
supersymmetry. If [C] H 4 (P3 , Z) is the Poincar dual of C, then the presence of an NS brane
gives a further contribution to the GreenSchwarz condition [47] which in our case reads
ch2 (E) = [C],
(37)
so that including NS branes wrapping holomorphic curves corresponds to studying twistorstring

theory in an instanton background.
In fact, the relation between YangMills instantons and curves in P3 has long been known, and
indeed was one of the earliest applications of algebraic geometry to theoretical physics [48,49].
For example, to construct the simplest case of an SU(2) k-instanton described by the t Hooft
anstz9 [50]
A(x) = i dx log ,
(x) =
k

i=0
j
,
(x xi )2
(38)
one wraps NS branes on the k + 1 lines Li P3 corresponding to the points xi (with x0 the
point at infinity). More specifically, each summand10 in (x) is represented on twistor space
by i H 1 (P3 Li , O(2)) via the inverse Penrose transform. Similar considerations hold for
generic SU(2) instantons [48,49], although it is less clear how to extend the approach to higher
rank gauge groups.
5.2. YangMills vertex operators
For the remainder of this paper, we will concentrate on YangMills perturbations around the
zero-instanton vacuum. In a gauge in which the background connection on E vanishes, the (0, 2)
transformations of simplify to become
= 2 r ,
= 1 r ,
,
r = 1
so that the action is

2

Q, d z r = d2 z z + r r .
r = 2 ,
(39)
(40)
Thus the level one current algebra is represented as usual by free fermions with propagator
/2i(z1 z2 ) in local coordinates z on . It is this current algebra which is the natural
heterotic realization of the current algebra on the worldsheet of Berkovits twistorstring, or the
current algebra of the D1D5 strings in Wittens B-model twistorstring.
= (1, 0) and
The coupling to E provides new vertex operators of conformal weight (h, h)
U (1)R charge 1, given by
(1,0)
)j j ,
= A(, ,
OA
(41)
i
1
9 Here,
is the su(2)-valued anti-selfdual two form defined by ij 4 [i , j ], 0i 2 i .
10 The summands (x) are Greens functions for the scalar Laplacian on spacetime, and are examples of twistor
i
elementary states.
121
This operator is non-trivial in Q-cohomology

where again we allow A to depend on but not
.

provided A represents a non-trivial element of 4p=0 H 0,1 (PT , End E p V ) and represents
a deformation of the complex structure of E P3 , together with the N = 4 completion. The
integrated vertex operator corresponding to (41) is

Aj a b i j
(1,1)
j + i Aj i j +
OA = tr Aj
A
a i b

= tr A + Di Aj i j
(42)
up to terms proportional to the auxiliary fields, and where the trace is over the YangMills indices. The third term in the first line arises through the dependence of A and involves the
background connection A on V. Because V = O(1)4 is a sum of line bundles, we can always
a
a
choose this connection to be diagonal
Ai b = Ai b . The
second line, with D the holomorphic
exterior derivative on sections of 4p=0 (End E p V), then follows since A can depend
(1,1)
only polynomially on the fermions . As expected, comparing (42) to (9) shows that OA
provides an infinitesimal deformation of the worldsheet action corresponding to an infinitesimal
change in background super-YangMills connection.
To summarize, we have found a twisted (0, 2) sigma model whose path integral localizes on
holomorphic maps to twistor space. Under the Penrose transform, the tangent space to the moduli
space of such a (0, 2) model corresponds to states in N = 4 conformal SUGRA and SYM,
linearized around a flat background. For the SYM states, introducing NS branes allows us also
to discuss linearized perturbations around an instanton background. However, the model really
contains an infinite number of other vertex operators that we have not discussed, and at present
there is no fully satisfactory descent procedure relating deformations of the action to scalar vertex
operators. We will see that these issues are resolved when we promote the sigma model to a string
theory in the next section. Moreover, whilst we were free to include an additional left-moving
current algebra to describe a SYM multiplet, nothing in the formalism has yet forced us to make
a specific choice.
6. Promotion to a string theory
The (0, 2) sigma model of the previous section depends on the choice of a complex structure
on . This entered right at the beginning in the definition of the (0, 2) supersymmetry transformations (2) and (8). A choice of complex structure on , together with n marked points to
g,n and to
attach vertex operators, is a choice of a point in the moduli space of stable11 curves M
promote the sigma model to a string theory, we should integrate over this space also.
In a twisted (0, 2) model, as in the A- or B-models [21,22], right-moving worldsheet super g,n . Specifically, at genus 2
symmetry allows us to construct a top antiholomorphic form on M
(i)
we choose 3g 3 + n antiholomorphic Beltrami differentials
H 0,1 (, T ) and construct
(i)
(i)
with the (0, 2) supercurrent

a fermionic operator via the natural pairing ( , G) G
i
j
Inserting the product of 3g 3 + n such operators into the

= gi j
(, K K).
G
g,n .
correlation function then provides a top antiholomorphic form on M
In a twisted (2, 2) model, the same procedure may also be used to construct a top holomorphic
form from the left-movers, but in our (0, 2) model we have no holomorphic supercurrent. Instead,
11 We allow the abstract worldsheet to have nodes.
122
we introduce a holomorphic bc ghost system (with apologies for possible confusion with the
b = bi j field introduced earlier), with
b (, K K),
c (, T )
(43)
We will take both b and c to be annihilated by the

having the natural action Sbc = bc.
(0, 2) supercharges Q and Q . As in the bosonic (or left-moving sector of the heterotic) string,
including holomorphic bc ghosts provides us with a holomorphic BRST operator Q such that
the holomorphic stress-energy tensor T + T bc of the sigma-model plus bc system is Q-exact,
g,n may
Tzz + Tzzbc = {Q, bzz }. In parallel to the discussion above, a top holomorphic form on M
be
from the b antighosts by inserting the product of 3g 3 + n operators ((i) , b) =
constructed
(i)
b into the path integral. Of course, a proper treatment of a twisted (0, 2) string theory
really requires an understanding of twisted versions of the worldsheet (0, 2) supergravity of
[51,52], just as the A- and B-model topological strings may be understood from twisted (2, 2)
supergravity [53,54].
6.1. Constraints on the gauge group
The holomorphic BRST operator is nilpotent provided the left-moving fields have vanishing net central charge. As in Berkovits model [2], this requires that the YangMills current
algebra contributes c = 28. This constraint arises from integrating out the non-zero modes of
{, , , b, c} and the current algebra fields. If we represent the current algebra in terms of leftmoving fermions as in Section 5, we obtain a ratio of determinants12
det V det K E det T
det TX
(44)
in the genus g partition function. As in Section 3.1, for X = P3 and V = O(1)4 , the Quillen
connection on this determinant line bundle has curvature13 [3436]

) ch( E)
F = Td(T ) ch(T ) + Td(T ) ch O(1)4 TP3 + A(T
(4)

x2
x2
x x2
2+x +
rk E
1+ +
2 12
2
24
(4)
= (28 rk E)
x2
,
24
(45)
where x = c1 (T ). So for a current algebra at level one we would require that E has rank (30)
as a complex vector bundle in order to ensure that the determinant line bundle is flat and the
section (44) may be taken as constant. More generally, a current algebra at level k contributes
12 The presence of this ratio is really a feature of (0, 2) models; in a twisted (2, 2) model V = T while there is no
X
extra gauge bundle E or bc system, so (44) would automatically be unity. (0, 2) supersymmetry is sufficient to ensure
that the ratio depends only holomorphically on the moduli (as it ensures we only have determinants of -operators),
but
the condition that (44) be a section of a flat line bundle becomes a non-trivial requirement.
13 The second line in (45) follows if E is trivial. In the presence of a YangMills instanton, the Quillen connection is
not flat, but there is a modification constructed from the NS field H which is [35].
123
a central charge c = k rk G/(k + h(G)) for each semisimple factor G of the YangMills gauge
group, where h(G) is the dual Coxeter number of G.
We have recovered the same constraint on the central charge of the current algebra as in
Berkovits model [2]. As pointed out in [4], this is a rather puzzling result. In conformal supergravity an SU(4) subgroup of the U (4) R-symmetry group is gauged.14 Spacetime field theory
calculations by Rmer and van Nieuwenhuizen [55] show that this gauged SU(4)R is anomalous
unless the conformal supergravity is coupled to an N = 4 SYM multiplet with gauge group either
U (1)4 or U (2). We may view this result as analogous to the statement [56] that N = 1 Poincar
supergravity in ten dimensions is anomalous unless coupled to N = 1 SYM with gauge group
either U (1)496 , E8 U (1)248 , E8 E8 or Spin(32)/Z2 . However, the small admissible gauge
groups U (1)4 and SU (2) U (1) in the conformal theory do not sit well with the requirement
that the YangMills current algebra contributes central charge (30), irrespective of the level k. In
contrast, for the physical heterotic string the required bundle contribute central charge of (18) is
perfectly tailored to the rank of E8 E8 or Spin(32)/Z2 . Possible resolutions discussed in [4]
include changing the level of the current algebra or trying to include additional worldsheet fields
without changing the BRST cohomology.15
In the physical heterotic string, the requirement that the determinant line bundle (45) has trivial
holonomy over the moduli space of complex structures on fixes the gauge group [57,58]. (At
genus 1, this amounts to checking that the string partition function is invariant under modular
transformations of .) We anticipate that modular invariance will play a similarly important role
in the context of twistorstrings, and will likely rule out many solutions of the central charge
condition.
6.2. Vertex operators in the string theory
When Q2 = 0, there is a left-moving BRST complex graded by ghost number, where b and c
have ghost numbers 1 and +1, respectively. As in Section 4, the relation {Q, b0 } = L0 shows
that the Q-cohomology vanishes except for states of holomorphic conformal weight h = 0.
Moreover, as in the bosonic string, physical states are created by vertex operators of ghost number +1. Since c (, T ), to construct a (reparametrization invariant) vertex operator with
= (1, 0).
h = 0 we must couple c to a sigma-model vertex operator of conformal weight (h, h)
These are the operators of Eqs. (28) and (41). The fact that, when coupled to the bc system,
only these vertex operators remain out of the entire sheaf of chiral algebras is the real reason for
having singled them out in the first place.
The relation {Q, b1 } = L1 now enables us to complete the descent procedure: given an
operator O(p,q) obeying {Q, O(p,q) } = 0 we find that {b1 , O(p,q) } has conformal weight (p +
1, q) and is Q-closed upto a total holomorphic derivative. Consequently, there is now a complete
descent procedure between scalar vertex operators and deformations of the worldsheet action.
14 The remaining U (1) factor is the U (1) symmetry acting on and
, responsible for the helicity vs degree
F
selection rule (20).

15 It is perhaps worth noting that, if it is possible to promote the sigma model to a string theory without including a bc
system (as in the antiholomorphic sector), then the net holomorphic central charge vanishes provided the current algebra
contributes c = 2. This would be in better accord with the required gauge groups. However, we do not know how to do
this.
124
g,n (P3 , d)
6.3. Contour integration on M
To compute scattering amplitudes involving n external states, we pick n marked points on
and attach a fixed vertex operator for the appropriate external state to each. As usual, there is an
anomaly in the ghost number of the bc system, given by the excess of c over b zero-modes
h0 (, T ) h1 (, T ) = 3 3g.
(46)
This anomaly is completely absorbed by the n vertex operators and 3g 3 + n factors of ((i) , b).
In the antiholomorphic sector however, the anomaly calculation (17) showed that correlation
functions vanish unless they contain net U (1)R charge

h0 , TP3 h1 , TP3 = 4d + 3(1 g).
(47)
z z and the vertex operators have U (1)R charges 1 and +1 respectively, the insertion
Since G

3g3+n (i)
( , G) together with the n vertex operators contribute net U (1)R charge 3(1 g),
but an anomaly of 4d still remains.16 This residual anomalyarising from an excess of zeromodeshas a simple interpretation. Upon transforming the fixed vertex operators to integrated
g,0 (P3 , d)
insertions we are left with an integral over the moduli space M
ones using the ( (i) , G)
3
of degree d stable maps to P . This space has virtual dimension

g,0 P3 , d = c1 (TP3 ) + dim3 3 (1 g) = 4d.
vdim M
(48)
CP
Consequently, the twistorstring path integral reduces to an integral over a 4d-dimensional moduli space (when the map is unobstructed and d > 0) in contrast to the case of a CalabiYau
target where the moduli space is (virtually) a discrete set of points. This positive dimension is of
0,0 (P3 , 1) = Gr2 (C4 ), the conformal compactification of
course fully expected; in particular M
complexified flat spacetime. Integrating out all the fermion zero-modes, except the 4d excess
g,0 (P3 , d), but instead a section of the canonzero modes, provides us not with a top form on M
17
4d,0
g,0 (P3 , d),
ical bundle
. Such a form is most naturally integrated over a real slice of M
which at g = 0 and d = 1 is just a real slice of complexified spacetime. Indeed, on physical
grounds it is entirely appropriate that amplitudes should arise from integrals over the real slice
of spacetime rather than its complexification.
A natural way to find a contour is to choose real structures, i.e., antiholomorphic involutions P3 : P3 P3 and : obeying P23 = 1 = 2 . These induce a real structure on
g,0 (P3 , d) by () = P3 . The contour is then the locus of maps invariant under ,
M
so that = . This method was used by Berkovits in [2] to define twistor strings for spacetime
of signature (++), where P3 and act by standard complex conjugation on the homogeneous coordinates of the target space and worldsheet. These choices of real structure leave fixed
an RP3 submanifold of twistor space and an equatorial S 1 at genus zero. In this case, real
maps (i.e., those left fixed by ) must take marked points of to the fixed slice in twistor space
16 Note that this issue is not resolved merely by moving to a model with P3|4 target; one then finds h0 (, T
P3|4 )
h1 (, TP3|4 ) = (1 g).
17 This section is constructed from the zero-modes, representing a section of the canonical bundle of instanton moduli
space as in Section 3.1.2, and the bc zero-modes, furnishing a section of the canonical bundle of the moduli space of
curves.
125
so that vertex operators are inserted on this fixed slice, as in Berkovits model. The same contour
was used in the explicit calculations of Roiban, Spradlin and Volovich [9].
It would be desirable not to be reliant on split signature. Calculations in split signature give
satisfactory answers at tree level, but it is thought that they will not straightforwardly extend
to loop amplitudes because the i prescription for the Feynman propagator will not be properly incorporated. Euclidean spacetime signature corresponds to the real structure on P3 given
by quaternionic conjugation of the homogeneous coordinates. At genus zero, one can combine
this conjugation with the antipodal map on the Riemann surface18 to give a real structure on
g,n (P3 , d). When g = 0 and d = 2k + 1 this method works well, but when d = 2k the fixed
M
locus is empty.
For Lorentz signature, the reality conditions map twistor space to dual twistor space and
so do not define a real structure on P3 in the same way as above, but instead give a pseudoHermitian structure of signature (2, 2) on the non-projective twistor space. The real points of
Lorentz signature spacetime correspond to those degree one rational curves in twistor space that
lie in the zero-set PN of the Hermitian form. However, connected curves of higher degree are
not likely to lie in PN. Thus, in neither of these physically more useful signatures are we able to
obtain a canonically defined real slice of the moduli space of stable maps.
One can avoid these problems if one is allowed to consider disconnected curves, as, in the
Euclidean case, a curve of even degree can be represented as the union of two real curves of
odd degree, while in the Lorentzian case, one can simply make up a degree d curve as a union
of d degree 1 lines in PN. Allowing disconnected curves essentially entails moving to string field
theory, and this is discussed in Section 9.
However, to make sense of twistorstring amplitudes in Euclidean and Lorentzian signature,
one does not need to go into string field theory. The key point is that the contour only needs to be
defined as a homology cycle supported in an appropriate subset of the moduli space. According
to the philosophy given in [10], it is natural to think of the moduli space of instantons of fixed
degrees, but with different numbers of components as being joined across spaces of nodal curves,
and it is natural to allow the contour to pass through these loci of singular curves. Although the
integrands have simple poles at such singular loci, the residues are the same from both sides.
Thus we can define the contour canonically at degree d as the appropriate d-fold product of real
spacetime in the space of d-component degree one curves. Then we deform this contour into the
space of connected, degree d curves through nodal curves. Although such a deformed contour
will be non-canonical, it is reasonable to hope that its homology class will be.
However the contour is chosen, we must implement it in the path integral. To do so, suppose
g,0 (P3 , d)), and let {t A } be a set of
first of all that the contour has Poincar dual 4d (M
coordinates on a local patch of instanton moduli space M, where A = 1, . . . , h0 (, TX ). Then
for any stable holomorphic map , we may expand a zero-mode as
j = A
j
tA
(49)
so that { A } correspond to a basis of (0, 1)-forms on M. Projecting onto its (0, 4d)-form part
(as usual for contour integrals) we insert the operator O = A 1 A 4d A1 A4d at degree d, so
18 The real structure also extends beyond genus zero, as is most easily seen by considering the higher genus Riemann
surface as a branched cover over P1 , with pairs of branch points at mutually antipodal points.
126
that we compute

3g3+n
n

(0,0)
(i) , b (i) , G
Oj
,
O
(50)
j =1
i=1
(0,0)
where Oj
is a fixed vertex operator, formed from the contraction of a c ghost with one of the
sigma model vertex operators in (28) or (41) for external states in the conformal supergravity
or super-YangMills multiplets, respectively. The O insertion is to be thought of as part of the
definition of the degree d heterotic path integral measure.
At g = 0 there are no zero-modes of b, or , so as usual the bc and OPEs may be used
insertions in (50) by
to replace n 3 of the fixed vertex
and all the ((i) , b)( (i) , G)
operators
(1,1)
, leaving us with
n 3 integrated vertex operators O

3
n
(0,0)
(1,1)
Oi
Oj
,
(51)
i=1
j =4
where the subscript indicates the choice of contour.

Let us assume that the external states are all from the YangMills supermultiplet. We now
current algebra. There are no holomorphic sections of K 1/2 Cr at genus
integrate out the
zero, so we must take account of the insertions
when integrating out their non-zero-modes.

to an arbitrary source J , and then
A standard approach is to introduce a coupling tr J
replace the factors in the vertex operators by functional derivatives with respect to J . The
path integral over s then gives n /J n det(K E + J ), evaluated at J = 0. We have
det(K E + J ) =
det(K E + J )
2i
tr GJ (u, u)J (u),
(52)
where u are homogeneous coordinates on the

Greens function for the + J operator, with
GJ |J =0 =
1 u2 du2
,
2i u1 u2
P1
worldsheet and GJ = GJ G0 is the regulated

(53)
where uv = ab ua v b is the SL(2, C)-invariant inner product. (Regularing by subtracting the
singular part G0 (u, u) does not affect higher variations, which do not require regularization.)
This procedure gives multi-trace contributions to the genus zero amplitudes, as in all the known
twistorstring theories: further variations can either act on GJ (leading to a single-trace contribution) or else act on the determinant producing multi-trace terms. In [1,4] these multi-trace
terms were attributed to conformal supergravity, formed from a number of pure YangMills interactions strung together with propagators associated to fields in the conformal supergravity
multiplet. From the heterotic perspective also, such interactions are inevitable since upon cutting the worldsheet between the fixed YangMills vertex operators, unitarity demands that all the
states in the BRST cohomology,19 including the conformal supergravity modes, appear in the
cut. Note that, after turning off the external current, both the single-trace and multi-trace terms
are accompanied by a factor of det(K E ). This factor combines with the integral over the
19 Subject to the usual selection rules.
127
non-zero-modes of , , and the bc system to yield the ratio (44), which as discussed before
may be taken as a constant due to anomaly cancellation.
Identifying the tree-level SYM amplitude with the leading-trace term and integrating out the
three c zero-modes one obtains

n

up dup
Sinst
jp ,
[d d d]
0 e
(54)
tr Aj1 j1 Aj2 j2 Aj3 j3
Aj
up up+1 p
p=4
plus non-cyclic permutations, where un+1 u4 and the trace is over the YangMills indices.
Finally, integrating out the 3 + 4d zero-modes from the vertex operators and the contour insertion reduces this to the same integral that was the starting point for the amplitude calculations
in [1,9]. We have thus shown that the leading-trace contribution to the amplitudes of heterotic
twistorstrings coincide with those of Wittens B-model.
7. The geometry of supertwistor spaces and googly data
We have quantized on a region in a homogeneous twistor space P3 , coupled in different ways
to bundles V = O(1)4 and a trivial bundle E. The vertex operators correspond via the descent procedure to perturbations of the action that correspond to deformations of the geometric
structures on this space. In particular, the operators in the first line of (28) were seen to correspond to integrable deformations of the complex structure J = (J, j ) on the supermanifold P3|4
and the second line to -closed

deformations of an NS field B := (b, ). Thus, as reviewed in
Sections 4 and 6, the physical states of (heterotic) twistorstring theory are in one-to-one correspondence with elements of the cohomology groups H 1 (PT 3|4 , TPT 3|4 ), H 1 (PT 3|4 , cl2 ) and
H 1 (PT 3|4 , End E). In turn, these groups correspond via the Penrose transform to supermultiplets in N = 4 conformal supergravity and super-YangMills, but it is important to note that
they represent only linearized perturbations around some fixed background. For example, in the
gravitational sector the group H 1 (PT 3|4 , TPT 3|4 ) contains states describing fluctuations of helicities 2 upto +1/2 that constitute the anti-selfdual half of the spectrum of linearized N = 4
conformal supergravity. Going beyond perturbation theory, one first identifies H 1 (PT , TPT ) as
the tangent space to the moduli space of complex structures on twistor space, and then Penroses
non-linear graviton construction [59] states that a finite deformation of the complex structure on
PT corresponds to a four-dimensional spacetime with vanishing selfdual Weyl tensor W + = 0.
The fact that perturbations of J and B only have holomorphic dependence on a is not a
restriction because a general complex supermanifold Ms can be expressed as the parity reverse
of a holomorphic vector bundle V over the body M but with -operator

deformed by terms that
depend holomorphically on the anticommuting fibre coordinates a of V. Thus we require that
the antiholomorphic tangent bundle of Ms be spanned by vectors of the form

a
j
+
J
+
j
,
(55)
,

j
a a
where J = (J, j ) depends only on ( i , j , a ) with a taken to be anticommuting; we never
need to have non-trivial functional dependence on a . That this is no restriction on the class of
supermanifolds considered follows from the details of the classification of complex supermanifolds in terms of cohomology on the body [42,43]. The above representation corresponds to the
situation in which the cohomology classes are to be Dolbeault.
128
Similar considerations apply to the second line of (28), which corresponds to deformations
of a supersymmetric extension K = (Ki d i , a d a ) of the form K required to write the action
and its derivative

B = (b, ) = Ki,j d i d j , a,j d a d j .
(56)
In the simplest case, b and B can be chosen to be global (note that K is not generally globally
unless H is trivial).20
One remarkable feature of twistorstring theory is that it gives a partial resolution of the
googly problem. As far as non-linear constructions are concerned, this is the problem that while
anti-selfdual fields are understood fully non-linearly in terms of deformations of the complex
structure of twistor space, it has not been possible to understand fully nonlinear selfdual fields
(one can only incorporate them linearly).
Twistor-string theory only resolves the issue of the non-linearities associated to selfdual fields
perturbatively, at least in a holomorphic manner. In the case of YangMills, the N = 4 supersymmetry incorporates the selfdual part of the field into the same multiplet as the anti-selfdual part
described by the deformation A of the -operator

E on E. In the case of conformal supergravity,
the anti-selfdual part of the field and the selfdual part form two distinct super-multiplets, with
twistor data J and B. These were shown to give rise respectively to the anti-selfdual and selfdual parts of the standard N = 4 conformal supergravity multiplets in linear theory by Berkovits
and Witten [4]. The novel part as far as twistor theory is concerned is in the encoding of the
selfdual part into B which at the perturbative level, as discussed earlier, should really be thought
of as defining a class B in H 1 (PT 3|4 , cl2 ). Thus the googly problem in this context is to
understand how to similarly exponentiate this cohomology group. In the string theory, a vertex operator representing a class in H 1 (PT , cl2 ) has the interpretation of deforming the target
space by turning on flux of the NS B-field. The appropriate framework for studying target spaces
with B-field flux, and thus twistor spaces of general four-manifolds, would then appear to be
the twisted generalized geometry of Hitchin and Gualtieri [60,61], in which holomorphic objects
{X + , Y + } T M T M are closed with respect to the twisted Courant bracket
1
[X + , Y + ]TC [X, Y ] + LX LY d(X Y ) + X Y H
(57)
2
rather than the Lie bracket. It is fascinating that generalized geometry, of interest in compactifying physical string theory, also appears to be an important ingredient in solving the googly
problem in twistor theory.
20 The long exact sequence in cohomology that follows from the short exact sheaf sequence
(2,0)
0 O/C (1,0) cl
2 ) to be written as H = b for b H 1 ( (1,0) ). However, it can be

gives an obstruction in H 2 (O/C) for H H 1 (cl
2
seen that H (O/C) = 0 in the twistor context: this follows from the long exact sequence in cohomology arising from
the sheaf sequence
0 C O O/C 0
together with the vanishing of H 3 (C) and H 2 (O). The first of these vanishes because the twistor spaces for topologically
trivial spacetimes have topology S 2 R4 which has no third cohomology. The second follows for twistor spaces for Stein
regions in spacetime by the Penrose transform.
129
8. Relation to other twistorstring models

We would now like to explain the relation of the heterotic twistorstring constructed above to
the twistorstring models of Berkovits [2] and Witten [1].
8.1. The CechDolbeault

isomorphism and Berkovits twistorstring
Berkovits twistorstring has a first-order worldsheet action and is usually viewed as a theory
of open strings with boundary mapped to a real slice of the target space. We will see that this
real slice arises as a specific choice of contour in the path integral of a closed string theory,
appropriate when the spacetime signature is (++). In particular, this real slice is not to be
thought of as supporting a D brane. In fact, the relation of general twisted (0, 2) models to systems with a first-order action has been explored already in [25] and we need do little more
here than apply these ideas to the case when the target space is twistor space.
Consider a (0, 2) model with its standard action

S = d2 zgi j z i z j + zi z j + a z Dz a + Fi j a b a z a zi j ,
(58)
but where the target space is now taken to be a patch U

P3 that is homeomorphic to an open ball
in C3 . Because U is contractible, the topological term ( iB) necessarily vanishes. Also,
U admits a flat metric and since the Q cohomology is not sensitive to the choice of metric, we are
free to set gi j = i j . Likewise, since V U is necessarily trivial, the background connection A
on V may also be chosen to be flat. Thus the (0, 2) model over U reduces to the free theory

S = d2 zi j z i z j + zi z j + a z z a .
(59)
Non-trivial vertex operators correspond to elements of the Dolbeault cohomology groups

H 0,p (U, S) where S is the sheaf of chiral algebras, but since U is contractible these cohomology groups vanish if p > 0. Consequently, the only non-trivial vertex operators are holomorphic
sections of S over U , represented in the sigma model by operators which have the form21

O i , z i , z2 i , . . . ; z j , z2 j , . . . ; a , z a , z2 a , . . . , az , z az , . . . .
These vertex operators are independent of and ,
and must depend holomorphically on so
that they involve j only through its first and higher derivatives. Therefore we may equally well
obtain them from the -system

S = d2 z i z z i + a z z a ,
(60)
where
:= i and iz := i j z j . Note that the interpretation of ( i , a ) as holomorphic
coordinates on a supermanifold is once again manifest in this picture.
i
21 Recall that the vertex operator must be independent of i and antiholomorphic derivatives of the fields since it
z
must have weight h = 0. Also, the equation of motion may always be used to eliminate dependence on holomorphic
derivatives of .
130
To recover the higher cohomology groups H p (X, S) from this system, we work with a
quantum field theoretic implementation of Cech

cohomology. Let {U } be a good22 cover for X,
where indexes the covering set. On each open set U we may construct a free -system as
in (60), but to recover the sigma model globally we must ensure that these free field theories
glue together compatibly on overlaps U U : as explained in e.g. [25,66], this entails that the
target space X and bundle V X obeys the same anomaly conditions as found in Section 3.1.
If O0 1 p is a vertex operator which is holomorphic in when restricted to the p-fold overlap
cohomology group H p (X, S) is represented by a collection of

U0 U1 Up , the Cech
vertex operators that obey the cocycle condition [0 O1 2 p+1 ] = 0 on p + 1-fold overlaps,
where restricts a vertex operator defined on U to the intersection U U , and the square
brackets denote antisymmetrization. This collection is defined modulo the equivalence relation
O0 1 p O0 1 p +
p

(1)k O0 !k p
(61)
k=0
for coboundaries, where O0 !k p is holomorphic on the (p 1)-fold overlap U0

Uk1 Uk+1 Up with Uk omitted.
Rather than working with a covering of the projective twistor space, we could equally well
consider a gauged system of maps Z : C4|4 with action

I,
S = YI DZ
(62)
where I = (, a) runs over the four bosonic and four fermionic directions, while the kinetic
I = ( + A)Z I gauges the C symmetry so as to carry out the quotient P3|4 =
operator DZ
(C4|4 {0})/C . It is straightforward to see how these approaches are related: integrating out
A yields the constraint YI Z I = 0 which may be solved on the patch Z 0 = 0 by setting Y0 =
(Yi Z i + Ya Z a )/Z 0 , where i runs over the three remaining bosonic directions. Substituting this
into (62) gives
0

Z

i
a
i
a
S{Z 0 =0} = Yi Z + Ya Z Yi Z + Ya Z
Z0

i + a
a,
= i
(63)
and a = Z a /Z 0 are affine coordinates on the patch Z 0 = 0, whereas i =

where
0
0
Z Yi and a = Z Ya . For more general twistor spaces, the non-projective twistor space is not
flat and cannot be covered by a single coordinate patch.
In order to promote either (60) or (62) to a string theory, one must again introduce a holomorphic bc system and a worldsheet current algebra to ensure that the total central charge vanishes.
The associated BRST operator restricts the interesting vertex operators to those formed from a c
ghost contracted with a vertex operator of weight h = 0, just as in Section 6. The path integral
now involves only the holomorphic coordinates Z I and is naturally treated as a contour integral.
i
= Z i /Z 0
22 I.e., the covering {U } must be a Leray cover of X, meaning roughly that nothing new arises on choosing a finer
subcover. See e.g. [62,63] for introductions to Cech

cohomology, [64,65] for introductions in the context of twistor
theory and [25] for a discussion in the context of (0, 2) models and systems.
131
Berkovits model [2] is usually presented as a theory of open strings with the boundary
of the worldsheet being mapped to the real slice RP3|4 of supertwistor space. His action is

I
S = Re
(64)
YI DZ + bc
together with a current algebra contributing central charge (28) to both the left- and right-moving
sectors. The fields obey the boundary conditions
Z I = Z I ,
YI = YI ,
b = b,
c = c
(65)
on . This action and boundary conditions can be turned into a closed string theory by gluing
to its complex conjugate along the boundary to form a compact Riemann surface D : the
double of . By construction, we have a complex conjugation D D which interchanges
with and fixes the boundary . To go in the reverse direction, start with an action

1
+ SYM
I + bc
S=
(66)
YI DZ
2
D
on the closed Riemann surface D , where SYM here is a holomorphic current algebra. Upon
restricting the path integral to maps for which Z I ( ) = Z I ( ) (i.e., taking an orientifold projection) and decomposing D = , this action reduces to Berkovits model (64)(65).
Thus from our perspective, viewing the Berkovits model as an open string is really a way of
hardwiring in a choice of contour. Starting from a closed string picture enables one to choose
other contours relevant for other spacetime signatures, at least in principle. Nonetheless, it is remarkable that the original Berkovits model automatically takes care of this issue and provides a
practical way of evaluating scattering amplitudes on a real spacetime slice, even if this comes at
the cost of the flexibility one expects in a contour picture.
8.2. Wittens twistorstring: D5D5, D5D1 and D1D1 strings
Wittens model consists of an open string topological B-model coupled to D1 branes in supertwistor space PTs , a region in P3|4 . The D1 branes wrap holomorphic curves C PTs , and the
D1D5 open strings are modelled by a pair of fermionic worldsheet spinors

(C, S E),
(67)
C, S E
with action C E on the holomorphic curve C. Performing the path integral yields the
determinant det ES which depends on the complex structure of the bundle. In the original proposal [1,9], one seeks to obtain a generating functional for YangMills scattering amplitudes by
integrating this determinant over a contour in the moduli space of curves. Expanding det ES
in powers of a perturbation of the background connection on E leads to multi-trace terms which
were the first hint of a coupling to conformal supergravity [1]. Welcome or not, if conformal
supergravity is present one would expect to be able to describe scattering processes involving
external conformal supergravity states, so it is clear that the above proposal cannot be the whole
story.
What is lacking is a theory of the D1D1 strings on the worldvolume of the D-instanton.
This may be obtained by dimensional reduction from of the Abelian holomorphic ChernSimons
132
theory
SD5 =
3|4 A A
(68)
D5
on the worldvolume of a single D5 brane, as in [67,68]. To dimensionally reduce this action, we

take the D5 worldvolume to be the total space of the normal bundle NC|PTs to a fixed curve C, so
that the tangent space to the D5 brane decomposes as TD5 = TC NC|PT . Similarly, the (0, 1)form A decomposes as

A D5, TC D5, N C|PT

(69)
s
) survive in (68) under the assumption that A is conand only the components in (D5, N C|PT
s
stant along the normal bundle fibres. Integrating out these fibre directions then gives the action

0
SD1 = vol(N ) 1
(70)
C
on the worldvolume of the D1 brane, where 0 (C, N ) and 1 (C, KC N ).

Putting this together, integrating out the fluctuations of the D1D1 and D1D5 strings gives a
net contribution
det ES (C)
(71)
det NC|PTs (C)
to the path integral for each curve C that the D-instantons wrap. We now compare this to the
ratio (44) obtained by integrating out the non-zero modes of the heterotic string. Using the facts
that N|P3 = TP3 /T and TPTs = TP3 V shows that (44) and (71) coincide, at least when
the heterotic map : P3 is an embedding. The full contribution of a degree d map in the
heterotic string also involves the string action evaluated on a worldsheet instanton, and is

A(C)
det E(1)
(72)
d exp
,
+i B
2
det N
Md
C|PTs
where A(C) is the area of the curve as measured by the restriction of the Khler form to C (one
may rewrite this exponential in terms of b = B + i) and we have also integrated over the space
of curves Md in supertwistor space using the natural measure d as described earlier. Expression
of this type of familiar from physical gauge calculations of corrections to the spacetime superpotential in heterotic compactifications due to worldsheet instantons [6972]. Thus, the B-model
and heterotic calculations agree so long as the D1 branes in the B-model couple electrically to the
b-field. Precisely this coupling was assumed in [4] by an argument based on the GreenSchwarz
mechanism, and has also arisen in the context of a conjectured S-duality in topological strings
on a standard CalabiYau [73].
To summarize, we have seen that the D1D1 strings of the B-model describe perturbative
deformations of holomorphic curves in supertwistor space, and are thereby associated with (the
anti-selfdual) half of the conformal supergravity multiplet in spacetime. The D1 branes themselves involve a coupling to the b-field which provides the selfdual half. The entire D1/D5
system, including all the strings stretched between them, is succinctly captured by the heterotic
model. It would be fascinating to investigate this duality further in the context of standard topological strings.
133
9. String field theory and twistor actions

In this section we make contact with the twistor actions of [57]. The basic idea is that, with
some reasonable assumptions, the complete string field theory can be shown to be equivalent to
certain actions on twistor space, which can in turn be shown to reduce to versions of conformal
supergravity coupled to YangMills on spacetime. Modulo the assumptions that we have to make,
this gives a proof of equivalence between our heterotic twistorstring and a particular version of
N = 4 conformal supergravity coupled to super-YangMills.
In order to simplify notation in this section we will work with supermanifolds. Thus supertwistor space PTs will in the flat case be a region in P3|4 . For our purposes PTs is the total space
of V with parity reversed fibres. In the context of string field theory, we must work off-shell
which means that, at least initially, we consider almost complex structures J on supertwistor
space PTs that are not necessarily integrable. In the context of the earlier discussions of vertex
operators, J = (J, j ) and infinitesimal deformations of J correspond to the top family of vertex operators in (28). Similarly, the lower family corresponds to a variation of the complexified
Khler structure B = ( + iB, ) on PTs . We first seek to formulate the theory when the geometric background is off-shell. That is, the almost complex structure J is not necessarily taken
to be integrable, while B and A are taken to be arbitrary (so that the -operator
on E defined
by A is not integrable). We will, however, take the almost complex structure (J, j ) to define a
CalabiYau almost complex structure on the manifold PTs in which the vector fields / a are
antiholomorphic. The CalabiYau condition in this non-integrable context is taken to mean that
there is a canonical isomorphism between 3,0 and (det V) and this defines a (3|4, 0|0) integral
superform . In this almost complex situation, the form cannot be closed, but d will have
bosonic type (2|4, 2|0) (3|3, 2|0) with no (3|4, 1|0) term.
We consider first the contribution of a single degree zero instanton. This reduces to an integral
over constant maps to supertwistor space and zero-modes of the worldsheet fields (c, ).
In
principal, one should construct the contribution to the string field theory action by formulating the
sigma model for an off-shell (J , B, A) and integrating out the zero modes of c and . An easier
route, as followed in [4], is to calculate the cubic amplitudes as integrals of cubic expressions
in (J , B, A) and their derivatives, and then guess the quadratic terms required to make these
contributions geometrically natural. This process led Berkovits and Witten to the following top
degree form on supertwistor space PTs = CP3|4 P1

L0 (J , B, A) = CS(A) + N (J ) B + CS(J ) ,
(73)
where CS(A) = tr( 12 A dA + 13 A3 ) is the ChernSimons 3-form constructed from A. N (J )

is the Nijenhuis tensor of the almost complex structure J on the supermanifold. It is a section
2 . Then N B is the (0, 3)-form obtained by
of T (1,0) (0,2) and may be thought of as ()
contracting the vector field part of N into B and skewing over the antiholomorphic indices. Note
that (N B) may also be represented as B d. Finally, CS(J ) is the ChernSimons
(0, 3)-form associated to the -operator

naturally induced on the holomorphic tangent bundle of

of
a
single
degree-zero instanton to the string field theory action is
PTs by J . The contribution
then S0 [J , B, A] = PTs L0 (J , B, A). Although (73) was originally arrived at via the Berkovits
and Witten string theories, we have seen that the formulae for amplitudes is the same in our
heterotic theory, so the procedure will lead to the same expression for our theory also.
134
With a rescaling b to fit in with earlier conventions, the contribution of the degree 1 instantons
is given in Eq. (72) as

det E(1)
b
.
S1 [J , B, A] = d4|8 x exp
det N 3|4
C
C|PT
For worldsheet instantons of degree greater than or equal to one, as discussed in earlier sections
we are reduced to a half-dimensional contour integral inside the moduli space of curves of degree d. Gukov, Motl and Neitzke [10] have argued that the contour can essentially be continued
through the boundaries of the moduli spaces of Riemann surfaces of different degrees of connectedness, so long as propagators associated to the above degree zero action are allowed between
points on the different components of the curve (these can be thought of as being associated to
degenerations of a degree d curve with vanishingly thin necks connecting points on the different
components). The contact terms between different components are therefore taken care of by
the degree zero action and so the contribution of a degree-d instanton consisting of d degree 1
components is simply the product"
of d copies of the degree 1 contribution.
To see this we note that if C = di=1 P1xi , the integrals over C behave additively, C = i P1
xi
and so the exponentials behave multiplicatively; similarly the determinants behave multiplicatively. Since the d copies of P1 are indistinguishable, the degree d integral becomes

d
$d (S )d
1
1#
1
(74)
d4|8 xi L1 (xi ) =
d4|8 x L1 (x) =
.
d!
d!
d!
i=1
The total contribution must also be summed over the number k of degree zero components, as
well as over d. These contributions should be divided by the number k! of permutations of the
indistinguishable degree zero components. Thus the overall contribution of degree d instantons
can be written as
$k (S )d
1 #
1
L0
(75)
= exp(S0 + S1 ).
k!
d!
d
In string field theory one considers disconnected string worldsheets, so the above argument
shows that it is natural to take S0 + S1 to be the string field theory action. These actions are also
actions on twistor space, with S0 being local, but S1 non-local.
Parts of the action S0 + S1 have been studied elsewhere. The truncation to spin one and spin
two fields was studied in [5] and shown to provide twistor space actions that give rise to standard
YangMills theory and conformal gravity on spacetime. (In that analysis, the determinant factors
in (74) were not incorporated. Presumably they do not change the truncated theory.) The fully
supersymmetric case for YangMills theory was studied in [6] (see also [74]) where it was shown
that pure N = 4 super-YangMills theory corresponds to the twistor action

(76)
CS(A) + d4|8 x log det E(1) .
PTs
The non-local part of the action here involves log det E(1) , rather than det E(1) which would
be the truncation of the above, but leads to multitrace terms in the action. We do not know how
to obtain such a term from string theory. We have not yet followed through the full details of
the Penrose transform (along the lines of [5,6]) to find the spacetime action that is equivalent to
S0 + S1 above and thereby check the conjectures of Berkovits and Witten [4].
135
10. Discussion
To date, twistorstring theory has mainly been used indirectly as a source of inspiration for
calculating gauge and gravitational scattering amplitudes in spacetime [11,12,15,16]. However,
we find it difficult to believe that these structures in gauge and gravity theories are simply coincidental, and would like to argue that their existence gives strong new support to Penroses original
twistor programme [75]. This programme seeks to reformulate all of fundamental physics in
terms of complex analytic objects on twistor space, with the intention that twistor space be in
some way the primary arena for physics, in which quantum gravity might make the most sense.
The remarkable reformulation of anti-selfdual gravitational [59] and YangMills [76] fields in
terms of deformations of the complex structures of twistor space itself or of a bundle over twistor
space provided impressive early successes which motivated this programme. As we discussed
in Section 7, these twistorstring ideas have given new insight into the googly problem, as well
as providing a new avenue towards incorporating quantum field theoretic ideas into the twistor
programme.
Clearly, more work is required to discover what other twistorstring theories can be constructed. In particular, one would like to have twistorstring theories that give rise to Poincar
supergravities, or to pure super-YangMills, or that incorporate other representations of the gauge
and Lorentz groups. Some steps have been made in this direction [20,77]. It is clear from the calculations of Section 6 that enforcing modular invariance will play a key role in selecting the
gauge group, and we would like to investigate this further. Finally, we saw that the heterotic
string path integral is naturally treated as a contour integral. Such a contour integral interpretation is required to correctly derive the results of Roiban, Spradlin and Volovich [8] for scattering
amplitudes in the connected prescription. Witten has proposed that the equivalence between the
connected and disconnected prescriptions might be understood in terms of a residue theorem [31]
for a twisted heterotic string. We hope that the work in this paper will provide further tools for
studying these questions.
Acknowledgements
The authors would like to thank Nathan Berkovits, Chris Beasley, Jacques Distler, Lotte
Hollands, Chris Hull, Edward Witten and especially Rutger Boels for useful comments and discussion. L.M. is partially supported by the EU through the FP6 Marie Curie RTN ENIGMA
(contract number MRTN-CT-2004-5652) and through the ESF MISGAM network. D.S. is supported by a Mary Ewart Junior Research Fellowship. This work was stimulated by a reading of
Wittens paper [25], and, with hindsight, a heterotic model is implicit in remarks in Berkovits
and Witten [4] and in Wittens talk at the LMS Twistor-String Conference in Oxford, January
2005 (http://www.maths.ox.ac.uk/~lmason/Tws).
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The refractive index of curved spacetime:

The fate of causality in QED
Timothy J. Hollowood , Graham M. Shore
Department of Physics, University of Wales Swansea, Swansea, SA2 8PP, UK
Received 18 July 2007; received in revised form 16 November 2007; accepted 19 November 2007
Available online 5 December 2007
Abstract
It has been known for a long time that vacuum polarization in QED leads to a superluminal low-frequency
phase velocity for light propagating in curved spacetime. Assuming the validity of the KramersKronig
dispersion relation, this would imply a superluminal wavefront velocity and the violation of causality. Here,
we calculate for the first time the full frequency dependence of the refractive index using world-line sigma
model techniques together with the Penrose plane wave limit of spacetime in the neighbourhood of a null
geodesic. We find that the high-frequency limit of the phase velocity (i.e. the wavefront velocity) is always
equal to c and causality is assured. However, the KramersKronig dispersion relation is violated due to a
non-analyticity of the refractive index in the upper-half complex plane, whose origin may be traced to the
generic focusing property of null geodesic congruences and the existence of conjugate points. This makes
the issue of micro-causality, i.e. the vanishing of commutators of field operators at spacelike separated
points, a subtle one in local quantum field theory in curved spacetime.
PACS: 12.20.-m; 04.62.+v
Keywords: Quantum electrodynamics; Curved space; Causality; Penrose limit; KramersKronig dispersion relation
1. Introduction
Quantum field theory in curved spacetime is by now a well-understood subject. However,
there remain a number of intriguing puzzles which hint at deeper conceptual implications for
quantum gravity itself. The best known is of course Hawking radiation and the issue of en* Corresponding author.
E-mail addresses: t.hollowood@swansea.ac.uk (T.J. Hollowood), g.m.shore@swansea.ac.uk (G.M. Shore).

doi:10.1016/j.nuclphysb.2007.11.034
T.J. Hollowood, G.M. Shore / Nuclear Physics B 795 (2008) 138171
139
Fig. 1. Photons propagating in curved spacetime feel the curvature in the neighbourhood of their geodesic because they
can become virtual e+ e pairs.
tropy and holography in quantum black hole physics. A less well-known effect is the discovery
by Drummond and Hathrell [1] that vacuum polarization in QED can induce a superluminal
phase velocity for photons propagating in a non-dynamical, curved spacetime. The essential
idea is illustrated in Fig. 1. Due to vacuum polarization, the photon may be pictured as an
electronpositron pair, characterized by a length scale c = m1 , the Compton wavelength of
the electron. When the curvature becomes non-vanishing, the photon dispersion relation is modified, and in the present work we shall work in the limit of small but non-vanishing R/m2 ,
where R is a typical curvature scale. The remarkable feature, however, is that this modification
can induce a superluminal1 low-frequency phase velocity, i.e. the photon momentum becomes
spacelike.
At first, it appears that this must be incompatible with causality. However, as discussed in
Refs. [24], the relation of causality with the speed of light is far more subtle. For our purposes,
we may provisionally consider causality to be the requirement that no signal may travel faster
than the fundamental constant c defining local Lorentz invariance. More precisely, we require that
the wavefront velocity vwf , defined as the speed of propagation of a sharp-fronted wave pulse,
should be less than, or equal to, c. Importantly, it may be shown [2,4,5] that vwf = vph (),
the high-frequency limit of the phase velocity. In other words, causality is safe even if the lowfrequency2 phase velocity vph (0) is superluminal provided the high-frequency limit does not
exceed c.
This appears to remove the potential paradox associated with a superluminal vph (0). However, a crucial constraint is imposed by the KramersKronig dispersion relation3 (see, e.g.
Ref. [6, Chapter 10.8]) for the refractive index, viz.
1 In this paper, we use the term superluminal in the sense greater than c. Apart from the occasional use of c in the
text for clarity, we set c = 1 throughout. Also, in our conventions, the metric of flat space is = diag(1, 1, 1, 1) and
the Riemann tensor is R = + .

2 The term low frequency in this context requires some clarification. We work throughout in the WKB short wavelength approximation R 1/2 and in the limit of weak curvature R m2 where R is a characteristic curvature of the
background (which can also include derivatives of the curvature) and m is the electron mass. The frequency enters in
the dimensionless ration 2 R/m4 and when we talk about low and high frequency we really mean small and large
values of this dimensionless parameter.
3 Note that we are using dispersion relation in two different senses here. For clarity, we will always refer to Eq. (1.1)
explicitly as the KramersKronig or KK dispersion relation to distinguish it from the use of the term dispersion relation
to describe the frequency dependence of the photon light-cone.
140
2
Re n() Re n(0) =
d
Im n(),
(1.1)
where Re n() = 1/vph (). The positivity of Im n(), which is true for an absorptive medium
and is more generally a consequence of unitarity in QFT, then implies that Re n() < Re n(0),
i.e. vph () > vph (0). So, given the validity of the KK dispersion relation, a superluminal vph (0)
would imply a superluminal wavefront velocity vwf = vph () with the consequent violation of
causality.
We are therefore left with three main options [4], each of which would have dramatic consequences for our established ideas about quantum field theory:
Option 1. The wavefront speed of light vwf > 1 and the physical light cones lie outside the
geometric null cones of the curved spacetime, in apparent violation of causality.
It should be noted, however, that while this would certainly violate causality for theories in
Minkowski spacetime, it could still be possible for causality to be preserved in curved spacetime
if the effective metric characterizing the physical light cones defined by vwf nevertheless allow
the existence of a global timelike Killing vector field. This possible loophole exploits the general
relativity notion of stable causality [8,9] and is discussed further in Ref. [2].
Option 2. Curved spacetime may behave as an optical medium exhibiting gain, i.e. Im n() < 0.
This possibility was explored in the context of -systems in atomic physics in Ref. [4], where
laser-atom interactions can induce gain, giving rise to a negative Im n() and superluminal lowfrequency phase velocities while preserving vwf = 1 and the KK dispersion relation. However,
the problem in extending this idea to QFT is that the optical theorem, itself a consequence of unitarity, identifies the imaginary part of forward scattering amplitudes with the total cross section.
Here, Im n() should be proportional to the cross section for e+ e pair creation and therefore
positive. A negative Im n() would appear to violate unitarity.
Option 3. The KramersKronig dispersion relation (1.1) is itself violated. Note, however, that
this relation only relies on the analyticity of n() in the upper-half plane, which is usually considered to be a direct consequence of an apparently fundamental axiom of local quantum field
theory, viz. micro-causality.
Micro-causality in QFT is the requirement that the expectation value of the commutator of
field operators 0|[A(x), A(y)]|0 vanishes when x and y are spacelike separated. While this
appears to be a clear statement of what we would understand by causality at the quantum level,
in fact its primary rle in conventional QFT is as a necessary condition for Lorentz invariance of
the S-matrix (see e.g. Ref. [6], Chapters 5.1, 3.5). Since QFT in curved spacetime is only locally,
and not globally, Lorentz invariant, it is just possible there is a loophole here allowing violation
of micro-causality in curved spacetime QFT.
Despite these various caveats, unitarity, micro-causality, the identification of light cones with
geometric null cones and causality itself are all such fundamental elements of local relativistic
QFT that any one of these options would represent a major surprise and pose a severe challenge
to established wisdom. Nonetheless, it appears that at least one has to be true.
141
To understand how QED in curved spacetime is reconciled with causality, it is therefore

necessary to perform an explicit calculation to determine the full frequency dependence of the
refractive index n() in curved spacetime. This is the technical problem which we solve in this
paper. The remarkable result is that QED chooses Option 3, viz. analyticity is violated in curved
spacetime. We find that in the high-frequency limit, the phase velocity always approaches c, so
we determine vwf = 1. Moreover, we are able to confirm that where the background gravitational
field induces pair creation, e+ e , Im n() is indeed positive as required by unitarity. However, the refractive index n() is not analytic in the upper-half plane, and the KK dispersion
relation is modified accordingly. One might think that this implies a violation of micro-causality,
however, there is a caveat in this line of argument which requires a more ambitious off-shell
calculation to settle definitively [7].
In order to establish this result, we have had to apply radically new techniques to the analysis of the vacuum polarization for QED in curved spacetime. The original DrummondHathrell
analysis was based on the low-energy, O(R/m2 ) effective action for QED in a curved background,

1
L = F F + 2 aRF F + bR F F + cR F F + ,
(1.2)
4
m
derived using conventional heat-kernel or proper-time techniques (see, for example, [1014]).
A geometric optics, or eikonal, analysis applied to this action determines the low-frequency limit
of the phase velocity. Depending on the spacetime, the photon trajectory and its polarization,
vph (0) may be superluminal [1,15,16]. In subsequent work, the expansion of the effective action
to all orders in derivatives, but still at O(RF 2 ), was evaluated and applied to the photon dispersion relation [11,12,17,18]. However, as emphasized already in Refs. [2,3,18], the derivative
expansion is inadequate to find the high-frequency behaviour of the phase velocity. The reason is
that we shall find as a result of a calculation that the frequency appears in the on-shell vacuum
polarization tensor only in the dimensionless ratio 2 R/m4 . The high-frequency limit depends
non-perturbatively on this parameter4 and so is not accessible to an expansion truncated at first
order in R/m2 .
In this paper, we instead use the world-line formalism which can be traced back to Feynman
and Schwinger [19,20], and which has been extensively developed in recent years into a powerful
tool for computing Green functions in QFT via path integrals for an appropriate 1-dim worldline sigma model. (For a review, see e.g. Ref. [21].) The power of this technique in the present
context is that it enables us to calculate the QED vacuum polarization non-perturbatively in the
frequency parameter 2 R/m4 using saddle-point techniques. Moreover, the world-line sigma
model provides an extremely geometric interpretation of the calculation of the quantum corrections to the vacuum polarization. In particular, we are able to give a very direct interpretation
of the origin of the KramersKronig violating poles in n() in terms of the general relativistic
theory of null congruences and the relation of geodesic focusing to the Weyl and Ricci curvatures
via the Raychoudhuri equations.
4 Notice that here we also include derivatives of the curvature in the generic symbol R. In fact, in Ref. [18], the
O(R/m2 ) contribution to the on-shell vacuum polarization was determined in the form () 12 f ( 2 D)R,
m
m
where DR represents the variation of the curvature along the geodesic with tangent vector and the function f
is a form-factor determined from the effective action. This behaviour, where the vacuum polarization depends on the
curvature through its variation u R, where u is a light-cone coordinate adapted to the photons original null geodesic, is
reflected in the form of the Penrose limit for general curved spacetimes: see Section 7.
142
Fig. 2. The loop x ( ) with insertions of photon vertex operators at 1 and 2 .
A further key insight is that to leading order in R/m2 , but still exact in 2 R/m4 , the relevant
tidal effects of the curvature on photon propagation are encoded in the Penrose plane wave limit
[22,23] of the spacetime expanded about the original null geodesic traced by the photon. This is
a huge simplification, since it reduces the problem of studying photon propagation in an arbitrary
background to the much more tractable case of a plane wave. In fact, the Penrose limit is ideally
suited to this physical problem. As shown in Ref. [24], where the relation with null Fermi normal
coordinates is explained, it can be extended into a systematic expansion in a scaling parameter
which for our problem is identified as R/m2 . The Penrose expansion therefore provides us with
a systematic way to go beyond leading order in curvature.
The paper is organized as follows. In Section 2, we introduce the world-line formalism and
set up the geometric sigma model and eikonal approximation. The relation of the Penrose limit
to the R/m2 expansion is then explained in detail, complemented by a power-counting analysis
in the appendix. The geometry of null congruences is introduced in Section 3, together with the
simplified symmetric plane wave background in which we perform our detailed calculation of
the refractive index. This calculation, which is the heart of the paper, is presented in Section 4.
The interpretation of the result for the refractive index is given in Section 5, where we plot
the frequency dependence of n() and prove that asymptotically vph () 1. We also explain
exactly how the existence of conjugate points in a null congruence leads to zero modes in the
sigma model partition function, which in turn produces the KK-violating poles in n() in the
upper-half plane. The implications for micro-causality are described in Section 6. Finally, in
Section 7 we make some further remarks on the generality of our results for arbitrary background
spacetimes before summarizing our conclusions in Section 8.
2. The world-line formalism
In the world-line formalism for scalar QED5 the 1-loop vacuum polarization is given by
1-loop
=
4

0
dT
T3
T

x(1 ) V,2 x(2 ) .
d1 d2 Z V,
1
(2.1)
5 Since all the conceptual issues we address are the same for scalars and spinors, for simplicity we perform explicit
calculations for scalar QED in this paper. The generalization of the world-line formalism to spinor QED is straightforward
and involves the addition of a further, Grassmann, field in the path integral. For ease of language, we still use the terms
electron and positron to describe the scalar particles.
143
The loop with the photon insertions is illustrated in Fig. 2. The expectation value is calculated in
the one-dimensional world-line sigma model involving periodic fields x ( ) = x ( + T ) with
an action

T
S=
1

2
g (x)x x m ,
4
(2.2)
where m is the mass of the (scalar) electron and we work in Minkowski signature in both spacetime and on the world-line.6 The factor Z is the partition function of the world-line sigma model
relative to flat space.7 It is an important detail of our calculation that Z will depend implicitly
on and the insertion points 1 and 2 .
The vertex operators have the form
V, [x] = x A (x),
(2.3)
where A (x) is the gauge connection of a photon propagating with momentum k and polarization
vector . At the one-loop level, we can impose the tree-level on-shell conditions for the gauge
field. This means D F = 0 along with the gauge condition D A = 0. In curved spacetime,
the photon gauge field is not exactly that of a plane wave due to the effects of curvature and in
general it would be impossible to solve for the on-shell vertex operator. However, we will work
in the WKB, or short wavelength, approximation which is valid when R 1/2 .8 This is the
limit of geometric optics where A (x) is approximated by a rapidly varying exponential times a
much more slowly varying polarization. Systematically, we have

A (x) = (x) + 1 B (x) + ei(x) .
(2.4)
We will need the expressions for the leading order pieces and . This will necessitate solving
the on-shell conditions to the first two non-trivial orders in the expansion in R 1/2 /. To leading
order, the wave-vector k = , where = is a null vector (or more properly a null
1-form) satisfying the eikonal equation,
g = 0.
(2.5)
A solution of the eikonal equation determines a family or congruence of null geodesics in the
following way.9 The contravariant vector field
(x) = (x),
(2.6)
6 This will require some appropriate i prescription. In particular, the T integration contour should lie just below the
real axis to ensure that the integral converges at infinity.
7 In general, one has to introduce ghost fields to take account of the non-trivial measure for the fields,

dx ( ) det g x ( ) ,
in curved spacetime [2529]. However, in our calculation where we work to leading order in R/m2 in a special set of
coordinates the determinant factor is 1 to leading order.
8 It is important to understand that this notion of high frequency still allows one to expand the effective action in powers
of because this latter is actually a function of the dimensionless ratio 2 R/m4 which can be small.
9 The congruence is not, in general, unique due to existence of integration constants. Later we will find that our results
are independent of these integration constants.
144
is the tangent vector to the null geodesic in the congruence passing through the point x . In
the particle interpretation, k = is the momentum of a photon travelling along the geodesic
through that particular point. It will turn out that the behaviour of the congruence will have
a crucial rle to play in the resulting behaviour of the refractive index. The general relativistic
theory of null congruences is considered in detail in Section 3.
Now we turn to the polarization vector. To leading order in the WKB approximation, this is
simply orthogonal to , i.e. = 0. Notice that this does not determine the overall normalization
of , the scalar amplitude, which will be a space-dependent function in general. It is useful to
split = A , where is unit normalized. At the next order, the WKB approximation requires
that is parallel transported along the geodesics:
D = 0.
(2.7)
The remaining part, the scalar amplitude A, satisfies

1
D log A = D .
2
Eqs. (2.7) and (2.8) are equivalent to
(2.8)
1
D = D .
(2.9)
2
Since the polarization vector is defined up to an additive amount of k, there are two linearly
independent polarizations i (x), i = 1, 2.
Since there are two polarization states, the one-loop vacuum polarization is actually a 2 2
matrix
1-loop
ij
dT
T3
T
d1 d2 Z
0

1 )ei[x(1 )] j x(2 ) x(
2 )ei[x(2 )] .
i x(1 ) x(
(2.10)
In order for this to be properly defined we must specify how to deal with the zero mode of x ( )
in the world-line sigma model. Two distinctbut ultimately equivalentmethods for dealing
with the zero mode have been proposed in the literature [2529]. In the first, the position of one
particular point on the loop is defined as the zero mode, while in the other, the string inspired
definition, the zero mode is defined as the average position of the loop:
x0 =
1
T
T
d x ( ).
(2.11)
We will use this latter definition since it leads to a much simpler formalism. Since we are effectively calculating an on-shell term in an effective action, the integral over the zero mode is
simply excluded from the functional integral. In other words, our world-line sigma model does
not include an integral over x0 which one should think of as being a fixed point in spacetime.
Since in curved spacetime there is in general no translational symmetry, the one-loop correction
1-loop
ij
(x0 ) will depend explicitly on x0 . We will always choose coordinates for which x0 = 0,
in which case we implicitly impose the constraint
145
Fig. 3. The classical saddle-point solution consists of a squashed loop which follows the geodesic . The length of the
loop is /m2 which represents a potentially interesting UVIR mixing effect.
T
d x ( ) = 0
(2.12)
on the sigma model fields. The advantage of using the string inspired method is that there is
translational symmetry on the world-line loop. This allows us to fix 1 = 0. We will then take
1 = T , 0 1, and replace the two integrals over 1 and 2 by a single integral over the
variable .
A key ingredient in our analysis is that in the limit of weak curvature R m2 , the sigma
model based on the general metric g can be approximated by the metric in a cylindrical neigh
bourhood of the geodesic in the null congruence that passes through x0 = 0. We will call this
particular geodesic . The metric in the neighbourhood of arises in a very particular way
known as the Penrose limit [22]. Exactly how this limit arises is rather remarkable and means
that the vacuum polarization and refractive index is only sensitive to the Penrose limit of the
original metric. It should be noted that the Penrose limit captures the global behaviour of the
original metric all the way along the geodesic .
Now notice that the exponential pieces of the vertex operators in (2.1) act as source terms and
so the complete action including these is
m2
S = T +
4T
1

d g (x)x x x( ) + x(0) .
(2.13)
Here, we have scaled T and then T T /m2 , so that runs from 0 to 1. T is now dimensionless and 1/m2 plays the rle of a conventional coupling constant. In fact, the effective
coupling constant is actually the dimensionless ratio R/m2 , where R is a typical curvature scale.
So when R/m2 is small we can perform a perturbative expansion in the world-line sigma model.
As is usual in a perturbative analysis, it is useful to re-scale the fields x ( ) appropriately in
order to remove the overall factor of m2 /T . The coupling then re-appears in vertices. However,
this re-scaling must be done in a clever way. The reason is that the classical saddle-point solu
tion following from (2.13) is not simply the constant configuration x ( ) = x0 = 0 because the
sources inject world-line momentum into, and out of, the system. It is not difficult to guess what
the classical saddle-point solution will be because the classical equation of motion that follows
from (2.13) is just the geodesic equation for x ( ) with delta-function sources at = 0 and .
The solution consists of an electron and positron pair produced at = 0 1 which propagate
along the photon geodesic , with the electron going from = 0 to = and the positron from
= 1 to = , before annihilating at = back into a photon which then continues along . In
other words, the classical loop is squashed onto the geodesic as illustrated in Fig. 3. We will
find the explicit solution for this classical loop shortly.
146
As we have said, the fact that there is a non-trivial classical solution around which the perturbative expansion is performed means that the re-scaling of the fields must be done in an
appropriate way. The problem is solved by choosing from the outset a set of coordinates which
are adapted to the null congruence containing . These coordinates (u, , Y a ), a = 1, 2, are
known as Rosen coordinates. They include two null coordinates: u, the affine parameter along
the geodesics and , the solution of the eikonal equation (2.5). As explained in Ref. [23], the
full metric g around can always be brought into the form

ds 2 = 2 du d C u, , Y a d 2 2Ca u, , Y b dY a d

Cab u, , Y c dY a dY b .
(2.14)
It is manifest that d is a null 1-form. The null congruence has a simple description as the
curves (u, 0 , Y0a ) for fixed values of the transverse coordinates (0 , Y0a ). The geodesic is the
particular member (u, 0, 0, 0). It should not be surprising that the Rosen coordinates are singular
at the caustics of the congruence. These are points where members of the congruence intersect
and will be described in detail in the next section.
With the form (2.14) of the metric, one finds that the classical equations of motion of the
sigma model action (2.13) have a solution with Y a = = 0 where u( ) satisfies
2T
2T
( ) + 2 ( ).
(2.15)
m2
m
More general solutions with constant but non-vanishing (, Y a ) are ruled out by the constraint
(2.12). The solution of (2.15) is

2T (1 )/m2 0 ,
u(
) = u0 +
(2.16)
2T (1 )/m2 1,
u =
where the constant

u0 = T (1 )/m2
(2.17)
ensures that the constraint (2.12) is satisfied. The solution describes a loop which is squashed
down onto the geodesic as illustrated in Fig. 3. The electron and positron have to move with
different world-line velocities in order to accommodate the fact that in general is not equal to 12 .
In Section 5, we explain how for particular values of T there are more general classical saddlepoint solutions which are consistent with (2.12). However, the solution we have described is the
only one that exists for generic values of T .
What is intriguing about this picture is that the classical loop, which has an affine parameter
length proportional to L /m2 , actually gets bigger as the frequency is increased. The reason
is that higher frequency leads to bigger impulses and hence longer loops. This is an interesting
example of the kind of UVIR mixing that is seen in other contexts, such as non-commutative
field theories or high energy string scattering. Whether the occurrence here is hinting at something deeper deserves to be investigated in more detail. However, what it will mean is that the
higher frequencies will probe global aspects of the spacetime rather than shorter distance scales
as our intuition might have suggested.
Now that we have defined the Rosen coordinates and found the classical saddle-point solution,
we are in a position to set up the perturbative expansion. The idea is to scale the transverse
coordinates and Y i in order to remove the factor of m2 /T in front of the action. The affine
coordinate u, on the other hand, will be left alone since the classical solution u(
) is by definition
147
of zeroth order in perturbation theory. The appropriate scalings are precisely those needed to
define the Penrose limit [22]in particular we closely follow the discussion in [23]. The Penrose
limit involves first a boost

u, , Y a 1 u, , Y a ,
(2.18)
where = T 1/2 /m, and then a uniform re-scaling of the coordinates

u, , Y a u, , Y a .
(2.19)
As argued above, it is important that the null coordinate along the geodesic u is not affected by
the combination of the boost and re-scaling; indeed, overall

u, , Y a u, 2 , Y a .
(2.20)
After these re-scalings, the sigma model action (2.13) becomes
1
S = T +
4
1

d 2u 2 C u, 2 , Y a 2 2Ca u, 2 , Y b Y a

T
T
Cab u, 2 , Y c Y a Y b 2 ( ) + 2 (0).
m
m
(2.21)
In the limit R m2 , we expand in powers of = T 1/2 /m and ignore terms of O():

S = T +
1
4
1
T

T
d 2u Cab (u, 0, 0)Y a Y b 2 ( ) + 2 (0) + .
m
m
(2.22)
The leading order piece is precisely the Penrose limit of the original metric in Rosen coordinates. Notice that we must keep the source terms because the combination T /m2 , or more
precisely the dimensionless ratio R 1/2 /m2 , can be large. However, there is a further simplifying feature: once we have shifted the field about the classical solution u( ) u(
) + u( ),
it is clear that there are no Feynman graphs without external lines that involve the vertices
un Cab (u,
0, 0)un Y a Y b , n 1; hence, we can simply replace Cab (u + u, 0, 0) consistently with
the background expression Cab (u,
0, 0). This means that the resulting sigma model is Gaussian
to leading order in R/m2 :
S
(2)
1
=
4
1
0

1
d 2u Cab (u,
0, 0)Y a Y b
4

1
d Cab (u,
0, 0)Y a Y b ,
(2.23)
where finally we have dropped the u piece since it is just the same as in flat space and the functional integral is normalized relative to flat space. This means that all the non-trivial curvature
dependence lies in the Y a subspace transverse to the geodesic.10
It turns out that the Rosen coordinates are actually not the most convenient coordinates with
which to perform explicit calculations. For this, we prefer Brinkmann coordinates (u, v, y i ). To
10 An alternative proof of this result which relies only on conventional power counting arguments and does not rely on
any a priori knowledge of the Penrose limit is provided in Appendix A.
148
define these, we first introduce a zweibein in the subspace of the Y a :

Cab (u) = ij E i a (u)E j b (u),
(2.24)
with inverse E a i . This quantity is subject to the condition that

ij
dEia a
E j
du
(2.25)
is a symmetric matrix.11 Then the affine coordinate u is common to both systems, while
1 dEia i a b
E bY Y .
2 du
Notice that the Brinkmann coordinates are homogeneous under the scaling (2.20):

u, v, y i u, 2 v, y i .
yi = Ei a Y a ,
v= +
(2.26)
(2.27)
In Brinkmann coordinates, the metric takes the form

ds 2 = 2 du dv + hij (u)y i y j du2 dy i2 ,
(2.28)
where the quadratic form is

d 2 Eia a
(2.29)
E j.
du2
We have introduced these coordinates at the level of the Penrose limit. However, they have a more
general definition for an arbitrary metric and geodesic. They are in fact Fermi normal coordinates. These are normal in the same sense as the more common Riemann normal coordinates,
but in this case they are associated to the geodesic curve rather than to a single point. This
description of Brinkmann coordinates as Fermi normal coordinates and their relation to Rosen
coordinates and the Penrose limit is described in detail in Ref. [24]. In particular, this reference
gives the expansion of the metric in null Fermi normal coordinates to O(2 ). To O() this is
hij (u) =
ds 2 = 2 du dv Riuj u y i y j du2 dy i2

4
1
+ 2Ruiuv y i v du2 Ruij k y i y j du dy k Ruiuj ;k y i y j y k du2
3
3
2
+O ,
(2.30)
which is consistent with (2.28) since Riuj u = hij for a plane wave. It is worth pointing out
that Brinkmann coordinates, unlike Rosen coordinates, are not singular at the caustics of the
null congruence. One can say that Fermi normal coordinates (Brinkmann coordinates) are naturally associated to a single geodesic whereas Rosen coordinates are naturally associated to a
congruence containing .
In Brinkmann coordinates, the Gaussian action (2.23) for the transverse coordinates becomes
S
(2)
1
=
4
1
0

T
i2
T
2
i j
i j
i j
d y u hij (u)y
y +
ij y y
yy ,
2 ij
2m2
2m
=
=0
11 Notice that i and j are raised and lowered in this Euclidean 2d subspace by and not .
ij
ij
(2.31)
where the world-line velocity along the loop is

2T (1 )/m2 0 ,
u(
)=
1.
2T /m2
149
(2.32)
Although (2.31) looks more complicated than (2.23), it is actually more useful for explicit calculations.
3. The symmetric plane wave and null congruences
The analysis above shows that photon propagation in a completely general curved spacetime is
governed to one-loop order by the Penrose limit for the metric in a neighbourhood of the original
null geodesic. The complete one-loop vacuum polarization and photon dispersion relation can
therefore be determined without loss-of-generality by working in a plane wave background.
In Section 7, we briefly discuss the Penrose limits of spacetimes of special physical interest,
such as de Sitter and Schwarzschild, and see how known results for low-frequency photon propagation in these spacetimes are recovered as special properties of the Penrose limit. For the rest
of this paper, however, we specialize to the simplest example of a plane wavethe symmetric
plane wave [23]. In this background, we can evaluate the non-perturbative frequency dependence
of the vacuum polarization explicitly. In doing so, we discover many surprising features of the
dispersion relation that will hold in general.
The symmetric plane wave metric is given in Brinkmann coordinates by (2.28), with the
restriction that hij is independent of u. This metric is locally symmetric in the sense that the
Riemann tensor is covariantly constant, D R = 0, and can be realized as a homogeneous
space G/H with isometry group G.12 With no loss of generality, we can choose a basis for the
transverse coordinates in which hij is diagonal:
2
2
hij y i y j = 12 y 1 + 22 y 2 .
(3.1)
The sign of these coefficients plays a crucial role, so we allow the i themselves to be purely real
or purely imaginary.
For a general plane wave metric, the only non-vanishing components of the Riemann tensor
(up to symmetries) are
Ruiuj = hij (u).
(3.2)
So for the symmetric plane wave, we have simply

Ruu = 12 + 22 ,
Ruiui = i2
(3.3)
and for the Weyl tensor,

1 2
+
j .
2
2
Cuiui = i2
(3.4)
j =1
12 Notice that, contrary to the implication in Refs. [4,18], the condition that the Riemann tensor is covariantly constant
only implies that the spacetime is locally symmetric, and not necessarily maximally symmetric [13,23]. A maximally
1 R(g g
symmetric space has R = 12
g g ) and does not have the required anisotropy for the vacuum
polarization to modify the speed of light.
150
The null energy condition, viz. T k k 0 with k a null vector, reduces here to Tuu 0, so
from Einsteins equation we require Ruu = 12 + 22 0. It follows that at least one of the i
must be real (we will always choose this to be 1 ). Special choices of the i allow the symmetric
plane wave to be either Ricci flat (1 = i2 ) or conformally flat (1 = 2 ). The Ricci flat case
is the vacuum gravitational wave.
While, as we saw in the last section, the original null geodesic (with = u ) defines the
classical solution in the world-line path integral, in order to evaluate the fluctuations we also
need the eikonal phase and wave-vector for deviations from itself. We therefore need to study
the congruence of null geodesics in the neighbourhood of in Brinkmann coordinates. We first
do this explicitly for the symmetric plane wave background, then explain how the key features
are described in the general theory of null congruences.
The geodesic equations for the symmetric plane wave (2.28), (3.1) are:
u = 0,
v + 2u
y
2

i2 y i y i = 0,
i=1
2 2 i
+ u i y
= 0.
(3.5)
We can therefore take u itself to be the affine parameter and, with the appropriate choice of
boundary conditions, define the null congruence in the neighbourhood of, and including, as:
1
i tan(i u + ai )y i2 ,
2
2
v=
i=1
y i = Y i cos(i u + ai ).
(3.6)
The constants and Y i are nothing other than the Rosen coordinates for the symmetric plane
wave. In fact, in Rosen coordinates the symmetric plane wave metric is
ds 2 = 2 du d
2

cos2 (i u + ai ) dY i2 .
(3.7)
i=1
The integration constants ai can be thought of as redundancies in the definition of the null congruence and the associated Rosen coordinates; in particular, they determine the position of the
caustics. Given this, we have
E i a = ia cos(i u + ai ),
E a i = ia sec(i u + ai ),
ij = ij i tan(i u + ai )
(3.8)
and it is immediate that the eikonal phase is

1
i tan(i u + ai )y i2 .
2
2
(x) = v +
(3.9)
i=1
The tangent vector to the congruence, defined as = g , is therefore

1 2 2
i tan (i u + ai ) 1 y i2 v i tan(i u + ai )y i i .
2
2
= u +
i=1
(3.10)
151
The polarization vectors are orthogonal to this tangent vector, i = 0, and are further constrained by (2.9). Solving (2.7) for the normalized polarization (one-form) yields13
i = dy i + i tan(i u + ai )y i du.
(3.11)
The scalar amplitude A is determined by the parallel transport equation (2.8), from which we
readily find (normalizing so that A(0) = 1)
2

cos ai
A=
(3.12)
.
cos(i u + ai )
i=1
The null congruence in the symmetric plane wave background displays a number of features
which play a crucial role in the analysis of the refractive index. They are best exhibited by considering the Raychoudhuri equation, which expresses the behaviour of the congruence in terms
of the optical scalars, viz. the expansion , shear and twist .
These are defined in terms of
the covariant derivative of the tangent vector as [30]:
1
= D ,
2
1
=
D( ) D 2 ,
2

1
D[ ] D .
=
(3.13)
2
The Raychoudhuri equations describe the variation of the optical scalars along the congruence:
u = 2 2 + 2 00 ,
u = 2 |0 |.
(3.14)
(We will not need the equation for the twist.) Here, we have introduced the NewmanPenrose
notation (see, e.g. Ref. [30]) for the components of the Ricci and Weyl tensors: 00 = 12 R ,
0 = C m m .14 As demonstrated in Ref. [31], the effect of vacuum polarization on
low-frequency photon propagation is also governed by the two curvature scalars 00 and 0 .
Indeed, many interesting results such as the polarization sum rule and horizon theorem [31,32]
are due directly to special properties of 00 and 0 . As we now show, they also play a key rle
in the world-line formalism in determining the nature of the full dispersion relation.
By its definition as a gradient field, it is clear that D[ ] = 0 so the null congruence is twistfree = 0. The remaining Raychoudhuri equations can then be rewritten as
u ( + ) = ( + )2 00 |0 |,
u ( ) = ( )2 00 + |0 |.
(3.15)
The effect of expansion and shear is easily visualized by the effect on a circular cross section
of the null congruence as the affine parameter u is varied: the expansion gives a uniform
13 The one-form is exactly what appears in the vertex operator via x .
i
14 For the symmetric plane wave, the NewmanPenrose null tetrad basis , n , m , m
comprises as in Eq. (3.10),
1
n = v , and m = (1 + i2 ). The basis vectors satisfy n = 1, m m
= 1 and the metric can be expressed as
2
) ). Since Eqs. (3.3) and (3.4) are the only non-vanishing components of the Ricci and Weyl
g = 2(( n) m( m
tensors, it follows that 00 = 12 Ruu = 12 (12 + 22 ), 0 = 12 (Cu1u1 Cu2u2 ) = 12 (22 12 ).
152
(a)
(b)
Fig. 4. (a) Type I null congruence with the special choice 1 = 2 and a1 = a2 so that the caustics in both directions
coincide as focal points. (b) Type II null congruence showing one focusing and one defocusing direction.
expansion whereas the shear produces a squashing with expansion along one transverse axis
and compression along the other. The combinations therefore describe the focusing or
defocusing of the null rays in the two orthogonal transverse axes.
We can therefore divide the symmetric plane wave spacetimes into two classes, depending on
the signs of 00 |0 |. A type I spacetime, where 00 |0 | are both positive, has focusing in
both directions, whereas type II, where 00 0 have opposite signs, has one focusing and one
defocusing direction. Note, however, that there is no type III with both directions defocusing,
since the null-energy condition requires 00 0.
For the symmetric plane wave, the focusing or defocusing of the geodesics is controlled by
Eq. (3.6), y i = Y i cos(i u + ai ). Type I therefore corresponds to 1 and 2 both real, whereas in
type II, 1 is real and 2 is pure imaginary. The behaviour of the congruence in these two cases
is illustrated in Fig. 4.
To see this explicitly in terms of the Raychoudhuri equations, note first that the curvature
scalars 00 |0 | = 12 , 00 + |0 | = 22 are simply the eigenvalues of hij . The optical scalars
are

1
1 tan(1 u + a1 ) + 2 tan(2 u + a2 ) ,
2

1
= 1 tan(1 u + a1 ) 2 tan(2 u + a2 )
2
=
(3.16)
and we easily verify

1 2
1 + 22 ,
2

2
1
u = 2 + 1 22 .
2
u = 2 2
(3.17)
It is clear that provided the geodesics are complete, those in a focusing direction will eventually cross. In the symmetric plane wave example, with y i = Y i cos(i u + ai ), these caustics
occur when the affine parameter i u = (n + 12 ) ai , n Z. At a caustic, the amplitude factor A
in (3.12) diverges and correspondingly the Rosen coordinates are not well defined. In fact, the
existence of conjugate points, i.e. points p and q on a geodesic that can be joined by geodesics
153
infinitesimally close to , is generic in spacetimes satisfying the null energy condition.15 The
result is summarized in the following theorem [8,33]:
Theorem. If a spacetime satisfies the null generic condition (i.e. every null geodesic has at
least one point where either
R = 0 or
[ C][ ] = 0,
(3.18)
or equivalently 00 = 0 or 0 = 0) and the null energy condition, then every complete null
geodesic possesses a pair of conjugate points.
The existence of conjugate points will turn out to be crucial in the world-line sigma model
formalism. It means that for certain values of T (for a given ), such that u = u0 are conjugate points, in the Penrose limit around the geodesic, there exists a family of classical solutions
corresponding to the different geodesic paths between the conjugate points.16 This implies the
existence of zero modes which, as explained in Section 5, ultimately controls the location of
singularities of the refractive index in the complex plane and is the key to understanding the
violation of the conventional KramersKronig dispersion relation and the fate of micro-causality.
4. World-line calculation of the refractive index
In this section, we calculate the vacuum polarization and refractive index explicitly for a
symmetric plane wave. As we mentioned at the end of Section 2, the explicit calculations are
best performed in Brinkmann coordinates. We will need the expressions for and i for the
symmetric plane wave background: these are in Eqs. (3.9), (3.11) and (3.12). From these, we
have the following explicit expression for the vertex operator17
2

cos ai
i
V,i x ( ) = y i + i tan(i u + ai )uy
cos(j u + aj )
j =1

2
1
j2
j tan(j u + aj )y
exp i v +
(4.1)
.
2
j =1
The Gaussian action for the transverse coordinates, including the source terms (2.31), is

1
2

1
(2)
d y i2 u 2 i2 y i2
S =
4
i=1
0

T i
i
2
i
2
tan(i u0 + ai )y ( ) + tan(i u0 ai )y (0)
.
2m2
(4.2)
15 This does not necessarily mean that the conjugate points are joined by more than one actual geodesic, only that an
infinitesimal deformation of exists. Later we shall see that the existence of conjugate points relies on the existence of
zero modes of a linear problem. Conversely, the existence of a geodesic other than joining p and q does not necessarily
mean that p and q are conjugate [8,33].
16 Whether these deformed geodesics become actual geodesics is the question as to whether they lift from the Penrose
limit to the full metric.
17 Notice that at leading order in R/m2 we are at liberty to replace u( ) by its classical value u(
). The argument is
identical to the one given in Section 2.
154
Notice that the y i fluctuations are completely

decoupled. The measure for the field x ( ) is
covariant and so includes the factor det g[x( )] which can be exponentiated by introducing appropriate ghosts [2529]. However, in Brinkmann coordinates after the re-scaling (2.27),
det g = 1 + O() and so to leading order in R/m2 the determinant factor is simply 1 and so
plays no rle. The same conclusion would not be true in Rosen coordinates.
The y i fluctuations satisfy the eigenvalue equation

2T i
2
y i + u i2 y i
tan(i u0 + ai )( ) + tan(i u0 ai )( ) y i
2
m
i
= y C,
(4.3)
1
where C is the Lagrange multiplier that is determined by imposing the constraint 0 d y i = 0.

Now we see the utility of the Brinkmann coordinates, because Eq. (4.3) is just that of a simple
harmonic oscillator and the non-trivial aspects of the problem lie solely in the matching conditions at = 0 and = . On the contrary, in Rosen coordinates the eigenvalue equation has
hypergeometric solutions and is not so straightforward to deal with. Consequently, we search for
a solution in the form

A1 cos(1 ) + B1 sin(1 ) C/12 0 ,
i
y ( ) =
(4.4)
A2 cos(2 ) + B2 sin(2 ) C/22 1,
where 12 = 42 T 2 i2 (1 )2 /m4 and 22 = 42 T 2 i2 2 /m4 . The matching conditions
at = 0(= 1) and = are the continuity of y i and the jumps
2T i
tan(i u0 ai )y i (0),
m2
2T i
tan(i u0 + ai )y i ( ).
y i ( ) =
(4.5)
m2
1
These conditions, along with 0 d y i ( ) = 0, determine the five unknowns Ai , Bi and C. A solution is only possible if satisfies a characteristic equation F () = 0. When F() is suitably
normalized, the determinant of the fluctuation operator is given by F (0). This leads to the remarkably simple formula for the determinant factor relative to flat space:

2

i3 cos(i + ai ) cos(i ai )
,
Z(l ) =
(4.6)
cos2 ai sin3 i cos i
i=1
y i (0) =
where
i =
T (1 )i
.
m2
(4.7)
Notice that Z 1 in the flat space limit i 0.

The remaining correlation function piece is determined by the Green function

Gij (, ) = y i ( )y j ( ) .
(4.8)
It is clear that this is diagonal in the polarization indices, where the diagonal components are the
solution of the equation
155

2T i
2 2
tan(i u0 + ai )( ) + tan(i u0 ai )( ) Gii (, )

+ u(
) i
m2
= 2i( ) C.
(4.9)
We can find this by a brute force solution similar to that above, imposing boundary conditions
so that Gii (, ) is continuous at = 0, and and its derivative jumps by the appropriate
1
amounts at = 0, and . As before, C is determined by imposing 0 d Gii (, ) = 0. The
solutions themselves are not very illuminating and so we do not write them down here. The Green
function leads to the following remarkably simple formula for18

i[x(0)]
)ei[x( )] j x(0) x(0)e
Gij (l ) = i x( ) x(

2
m2 ij
cos2 al
=
T
cos(l u(
) + al ) cos(l u(
) + al )
l=1

) + i tan i u(
)
) + ai u(
) + ai u(
+ i tan i u(

)u(
) Gii (, )
+ i2 tan i u(
) + ai tan i u(
) + ai u(
=, =0

2

2im2 ij
cos2 al
i
=
(4.10)
( )
.
T
sin i cos i
cos(l + al ) cos(l al )
l=1
The i here is crucial and appears because we are working in Minkowski signature.
Putting all these pieces together, the final result for the one-loop correction to the vacuum
polarization is
1-loop
ij
=
4
dT iT
ie
T
m2
= ij
2
1
d Z(l )Gij (l )
0

0
dT iT
ie
T2
1
0
2

i
d 1
sin i cos i
l=1
The term ( )Z(l )/(cos 1 cos 2 ) has been replaced by 1 since

2

cos2 al
= 1.
lim Z(i )
0
cos(l + al ) cos(l al )
l3
sin3 l cos l

.
(4.11)
(4.12)
l=1
It is remarkable that the result for the vacuum polarization is independent of ai so the ambiguity
in the choice of the null congruence has no effect on the final result. It is especially noteworthy
that the divergences of the vertex operators due the singularities of the scalar amplitude at the
caustics of the null congruence are completely removed by quantum effects.
The mass-shell conditions for the two polarization states are modified by the one-loop correction to
1 2 2
1-loop
() = 0.
k + ii
(4.13)
2
18 The limits and 0 have to be taken after the derivatives have been evaluated due to implicit dependence
on .
156
then and hence the refractive indices for the two velocity
The phase velocities are vph = /|k|
eigenstates are

1-loop

2 + 2ii
()
|k|
1 1-loop
() +
=
= 1 + 2 ii
ni () =

1
2

l3
dT iT
i
m2
ie
d 1
=1+
(4.14)
sin i cos i
22
T2
sin3 l cos l
0
l=1
to order . In particular, notice that the polarization vectors i correspond directly to the two
velocity eigenstates.
5. Analysis and interpretation
The first remark is that the expression for the refractive indices (4.14) is completely UV safe
since the term in curly brackets behaves as T 2 for small T . This can be traced to the fact that we
have imposed the tree-level on-shell condition on the photon momentum.
As we proceed, it is useful to have in mind the behaviour of the refractive index in a simple
model of a dissipative dielectric medium with a single absorption band.19 This is modelled by an
electric permittivity of the form
() = 1
p2
2 02 + i
(5.1)
where 0 is the resonant frequency and is the width. For weak coupling,

p2 /2
n() = () = 1
+ .
2 02 + i
(5.2)
Written in the same form as (4.14) as a T integral, we have

n() = 1
p2
0
dT eiT e T /(20 ) sin(T /0 ).

2
(5.3)
Fig. 5. The real (green) and imaginary (red) parts of n() 1 for a simple model of a single absorption band with 0 = 1,
p = 0.1 and = 0.3. (For interpretation of the references to colour in this figure legend, the reader is referred to the
web version of this article.)
19 This simple model forms the basis of many textbook discussions; for example, see Jackson [34], Chapter 7.10.
157
In this case, the T integral is perfectly well defined without the need for an i prescription. The
real and imaginary parts of n() 1 are sketched in Fig. 5. At low frequencies the phase velocity
is subluminal. At frequencies 0 the imaginary part of n() has an absorption peak and
the phase velocity changes over to being superluminal. At high frequencies, the phase velocity
approaches 1 as 1/2 . It is important to emphasize that the superluminal phase velocity at high
frequencies is not associated with a violation of causality since asymptotically it approaches c.
5.1. The analytic structure of the integrand
When we compare our result (4.14) to the simple model of a dissipative medium (5.3), the
most striking difference is the existence of singularities in the integrand. When i is real, the
integrand (4.14) has branch point singularities on the positive real axis at
T=
m2 n
,
2(1 )i
n = 1, 2, . . .
(5.4)
and the T integral must be properly defined in order to have a finite result. The correct procedure
is to take the contour to lie just below the real axis. It is significant that these singularities arise
from zeros of the fluctuation determinant (4.6) and have a natural interpretation in terms of zero
modes, viz. non-trivial solutions of (4.3) with zero eigenvalue = 0. For the special case when
= 12 these zero modes are particularly simple: u = u(
) as in (2.16) and
y i ( ) = sin(2n ).
(5.5)
The expression for v( ) is then completely determined by solving the geodesic equation
v +
2

i=1
2u
i2 y i y i

T i2 i2 2
+
y sec (i u + ai ) ( ) ( ) = 0.
2m
(5.6)
These solutions are therefore associated with geodesics that are arbitrarily close to that intersect at both u = u0 and for n > 1 at points in between. In other words, u = u0 are conjugate
points on the geodesic . The n = 1 and n = 2 zero modes are illustrated in Fig. 6.
For generic the solutions are more complicated: again u = u(
) as in (2.16) while

A1 sin(i u(
)) + B1 cos(i u(
)) 0 ,
y i ( ) =
(5.7)
)) + B2 cos(i u(
)) 1
A2 sin(i u(
Fig. 6. The n = 1 (red) and n = 2 (blue) zero modes for = 12 . The points u = u0 are conjugate points for . (For
interpretation of the references to colour in this figure legend, the reader is referred to the web version of this article.)
158
Fig. 7. The n = 1 zero mode for the case = 14 and ai = 0.2.
and v( ) solves (5.6). Imposing the continuity of y i and the conditions (4.5) implies that for n
odd we must have
A1 = A2 =
1 2
B1 tan ai ,
1
B2 =
B1 ,
1
(5.8)
and so there is only a single zero mode. For n even, however, there are two zero modes since
there are only two conditions on the four constants:
B1 = B2 ,
(1 )A1 + A2 = B1 tan ai .
(5.9)
Once again these solutions are formed from portions of two inequivalent geodesics which intersect at x (0) and x ( ): in other words, the points x (0) and x ( ) are conjugate, however,
for ai = 0 the conjugate points do not generally lie on . An example of the first zero mode is
illustrated in Fig. 7.
Similarly the singularities on the imaginary T axis that arise when one of the i is imaginary
can be understood in terms of these zero modes, but with imaginary affine parameter u iu.
It is tempting to think that these solutions in imaginary affine parameter can be associated with
world-line instanton solutions. These kinds of instanton in the world-line sigma model (not to be
confused with instantons in the original field theory) have been discussed in the literature in the
context of non-trivial electromagnetic backgrounds and can be used to describe Schwinger pair
creation in that context [35,36]. Here, we shall shortly see why this interpretation is exactly right,
since the singularities on the imaginary axis determine the imaginary part of the refractive index
which describes the dissipative nature of the propagation that arises from the physical process
e+ e . In the world-line instanton interpretation this is described as a tunneling process.
Now that we have explained the origin of the singularities, we can continue with the analysis of (4.14). In order to produce a convergent integral, the Wick rotation T iT can be
performed as illustrated in Fig. 8. Once Wick rotated, the resulting integral has the form of an
inverse Borel transform:
m2
ni () = 1
22
1
+i
dT T
e
T2
2

i
d 1
sinh i cosh i
l=1
l3
sinh3 l cosh l

.
(5.10)
159
Fig. 8. Wick rotating the integration contour to the negative imaginary axis. The crosses represent branch point singularities.
Fig. 9. After Wick rotation, the contour C that computes the imaginary part of ni ().
When 2 is imaginary, i.e. the type II case, there are branch point singularities on the integration
contour and one has to be careful to take the contour to lie above the real axis as indicated by the
i prescription.
+i
dT eT f (T ) where the function f (T ) satisfies the
Since the T integral is of the form 0
reality
condition f (T ) = f (T ), it follows that the imaginary part of the integral is equal to

1
dT
eT f (T ), where C is a contour that comes in from below the cut, goes round the
2 C
first branch point singularity and then goes to above the cut, as illustrated in Fig. 9. Hence,

dT T
m2
e
Im ni () =
42
T2
C
1
2

i
d 1
sinh i cosh i
l=1
l3
sinh3 l cosh l

.
(5.11)
The imaginary part of the refractive index has an interesting interpretation because it computes
the probability for pair creation, e+ e . In fact the total cross-section per unit volume, or
inverse mean free path, is
1
m.f.p. Im n().
(5.12)
Notice that it is only non-vanishing in the type II case when there are singularities on the real
axis in the (Euclidean) T plane. Earlier we pointed out that these singularities correspond to
non-trivial classical loops with imaginary affine parameter. We can now identify these solutions
as world-line instantons that describe the tunnelling process e+ e . The fact that they occur
only when 2 is imaginary is natural. Remember, when 2 is imaginary the null congruence
is defocusing in the y 2 direction. This suggests the following intuitive picture: after a virtual
160
e+ e pair is produced by tunnelling, the pair then follow diverging geodesics and become real
particles.
At low frequencies, the probability is dominated by the position of the first singularity at
T=
m2
,
2(1 )|2 |
(5.13)
in Euclidean space, corresponding to the fundamental world-line instanton which looks exactly
like the red loop in Fig. 6 in Euclidean time. The Euclidean action of a zero mode is simply
SE = T , and for small we can use the steepest decent method to approximate the integral.
The saddle-point is at = 12 and hence the leading order behaviour of (5.11) for small will be
of the form of an essential singularity:

2m2
Im ni () exp
.
|2 |
(5.14)
5.2. The low frequency regime

Low frequency means that 2 R/m4 1. As a consequence of this, the length of the loop
(2.16), L /m2 , is much smaller than the curvature scale: LR 1/2 = R 1/2 /m2 1. The leading order term in this limit will consequently be insensitive to the u dependence of hij (u) and so
our result for this term is valid for all background metrics and not just ones which yield symmetric plane waves in the Penrose limit.
To calculate the expansion in , we expand the Wick rotated integrand in (5.10) in powers
of . The first term in the expansion is independent:
2
2
2

4i + 3 j =1 j
ni () = 1
+ O 2
2
2
180m
(5.15)
and so there is no dispersion in this limit. Using (3.3), this can be written in terms of the curvature,
and the NewmanPenrose scalars, as
120
=1
360
ni () = 1

Ruiiu
Ruu
+ O 2
90 m2
m2

1
1000 4|0 | + O 2 ,
2
m
(5.16)
for i = 1, 2. In principle, this low frequency expression should follow from the terms in the low
energy one-loop effective action of scalar QED that are quadratic in the field strength F and
linear in the curvature. These terms have been calculated in spinor QED [1,17,18] and may be
extracted for scalar QED from [10].20
It is interesting to consider the higher terms in the frequency expansion in certain particular
examples. For example, for the case of a type I conformally flat background, 1 = 2 = R 1/2 ,
the velocity eigenstates for both polarizations have
20 Even given the effective action, one must be very careful in simplifying with integration by parts because the on-shell
photon wavefunction does not fall off at infinity.
2
2

R
428
71 2 R
R
1
+
189189 m4
2m2 18 14175 m4

15688 2 R 3
.
6891885 m4
161
ni () = 1
(5.17)
This series is divergent but alternating and this is correlated with the fact that it is Borel summable, with the sum being defined by the convergent integral in (5.10) which has no singularities
on the real axis. Notice that ni () is real to all orders in the expansion and since there are no cuts
on the real axis the imaginary part vanishes, as is evident in (5.11).
For the type II Ricci flat background, 1 = i2 = R 1/2 , one polarization is superluminal at
low frequencies with

2
2
2
3

R
34
43
37 2 R
R
R
1
n1 () = 1
+
+ .
85995 m4
135135 m4
2m2 45 28350 m4
(5.18)
For the second, subluminal, polarization eigenstate,

2
2
2
3

R
34
43
37 2 R
R
R
1
+
+
+
.
n2 () = 1 +
+
85995 m4
135135 m4
2m2 45 28350 m4
(5.19)
The first series (5.18) is just the alternating version of (5.19). In both cases the Borel transforms
have branch point singularities on the real axis and this is indicative of an imaginary part (5.14)
which vanishes to all orders in the 2 R/m4 expansion.
5.3. The high frequency regime
In the high-frequency limit 2 R/m4 1, by re-scaling T m2 T /((1 )) and expanding exp(m2 T /((1 ))) = 1 + , we can show that the ni () approach 1 like 1/:

Ci
log
+O
,
ni () = 1
(5.20)
12
2
where Ci is the integral
+i
Ci =
0

2

dT
(l T )3
i T
1
.
sinh i T cosh i T
T2
sinh3 l T cosh l T
(5.21)
l=1
Notice that the behaviour of the subleading term is softer than 1/2 . For the conformally flat case
with 1 = 2 R 1/2 , the integral (5.21) can be evaluated exactly by contour integration yielding

1 7 2
+
R 1/2 ,
Ci =
(5.22)
3
36
for both i = 1, 2.
For the Ricci flat type II case (the vacuum gravitational wave), 1 = i2 R 1/2 , although we
cannot evaluate Ci analytically, there is an interesting relation
C2 = iC1 ,
(5.23)
162
Fig. 10. The behaviour of n1 () 1 = n2 () 1, in units of R/(2 m2 ), as a function of 12 log 2 R/m4 for the type I
1 0.056.
conformally flat case 1 = 2 R 1/2 . The intercept ni (0) 1 = 18
(a)
(b)
Fig. 11. (a) The behaviour of Re ni () 1 (i = 1 red, i = 2 green), in units of R/(2 m2 ), as a function of
1 log 2 R/m4 for the type II Ricci flat case (vacuum gravitational wave) = i = R 1/2 . Notice that the intercepts
1
2
2
1 0.023 below and above 1, respectively, in accordance with the poRe n1 (0) and Re n2 (0) lie the equal amount 45
larization sum rule [31]. The resolution is not sufficient to show that the low-frequency subluminal photon becomes
superluminal at high frequency. (b) A close-up of the region where Re n2 () 1 changes sign signalling that the subluminal photon becomes superluminal at sufficiently high frequency. (For interpretation of the references to colour in this
figure legend, the reader is referred to the web version of this article.)
that follows from the definition of the integrals. A numerical evaluation in this case gives
C1 = (0.22 0.014i)R 1/2 ,
C2 = (0.014 0.22i)R 1/2 ,
(5.24)
which implies that both polarization states are superluminal at high frequencies. Hence, n2 ()
must change from being greater than 1 to less than 1 at some intermediate frequency.
5.4. Numerical analysis
Type I: In this case, the integrand (5.10) is regular on the real axis and so the resulting refractive
indices are real and there is no pair creation. Fig. 10 shows a numerical evaluation n() for the
conformally flat background with 1 = 2 R 1/2 .
Type II: In this case, the integrand (5.10) has branch point singularities on the real axis. From the
point of view of a numerical evaluation, it is therefore not useful to perform the Wick rotation.
A useful alternative isto perform a half Wick rotation by rotating the contour of (4.14) to lie
along T (1 i)T / 2. The resulting integral is convergent and can then be evaluated numerically. We find that the refractive indices have both a real and imaginary part, as we anticipated
earlier. Figs. 11 and 12 show the real and imaginary parts of ni () for the example of a Ricci flat
(a)
163
(b)
Fig. 12. The behaviour of (a) Im n1 () and (b) Im n2 () for the superluminal polarization state, in units of R/(2 m2 ),
as a function of 12 log 2 R/m4 for the type II Ricci flat case (vacuum gravitational wave) 1 = i2 = R 1/2 . Notice that
the subluminal polarization state, which is aligned with the defocusing direction in the null congruence, has a much larger
value of Im n() than the superluminal state.
(a)
(b)

Fig. 13. The integration contour for d n()/ used in the proof of the KK relation for (a) the simple dissipative model
with poles lying under the real axis (b) conformally flat case with poles on the imaginary axis.
background with 1 = i2 = R 1/2 . Notice that the subluminal polarization state n2 () behaves
superficially like our simple model of a dissipative medium in Fig. 5.
6. Micro-causality and the KramersKronig relation
Before we analyse our curved spacetime result, let us first consider the simple model of a
dissipative medium. In that case, from (5.2) we see that n() has simple poles in the lower-half
plane at = 0 i /2 (for 0 ). Hence, n() is analytic in the
upper-half plane and the
KramersKronig relation is trivially satisfied. To see this, consider C d/n() for a contour
along the real axis, jumping over the simple pole at = 0, completed by the large semi-circle in
the upper-half plane, illustrated in Fig. 13. If n() is analytic in the upper-half plane, the total
integral is 0 and so:

0=
d
n() in(0) + P
semi-circle

= i n() n(0) + P
d
n().
d
n()
(6.1)
164
Taking the imaginary part, and assuming that n() and n(0) are real and that Im n() is an odd
function, immediately yields (1.1). It is a simple matter to check the relation explicitly for the
dissipative model (5.2).
For curved spacetime this argument fails because there are singularities on the imaginary axis
which have to be included in (6.1), as illustrated in Fig. 13. For example, for the conformally flat
type I case, 1 = 2 = R 1/2 , the singularities are poles whose residues must be included21 :

i n() n(0) + P
d
n() = pole contribution.
(6.2)
Since in this case Im n() = 0, and including the contribution from the poles on the imaginary
axis, (6.2) becomes
Re n(0) Re n()

1

2
R
T
=
dT e
d (1 )
Res f (in/2),
m2
0
(6.3)
n=1
where we have defined the function

f (x) = 1 x 4 / sinh4 x cosh2 x /x 3 .
(6.4)
and taking a 0 at the end. The

The residue sum can be regularized by considering
result is
R
,
Re n(0) Re n() =
(6.5)
36m2
which is in perfect agreement with (5.17) and (5.20). Notice that we have established this result
by interchanging the order of the and T integrals in which case the singularities appear as poles
on the imaginary axis. However, if we perform the T integral first, then the singularities become
a branch cut in from 0 to in the upper-half plane.
The fact that n() is not analytic in the upper-half plane is intimately connected with the issue
of micro-causality, as we now explain. In our simple model of a dissipative medium, the Fourier
transform of the susceptibility, () = (() 1)/(4),
f (x)eiax

G(t) = 2
d eit (),
(6.6)

). In the simple model,
= E(t)
+ dt G(t t )E(t
plays the rle of a response function: D(t)
n() and hence () is analytic in the upper-half plane and so, when t < 0, we can compute the
integral by completing the contour with a semi-circle at infinity in the upper-half plane. Since
there are no singularities, the integral vanishes implying G(t) = 0: cause precedes effect. Taking
the explicit Fourier transform, we have
G(t) =
p2
0
e t/2 sin(0 t) (t).
(6.7)
21 For more general examples, the singularities are branch points and the integration contour has to come around them
from + i down the imaginary axis before going back to + i and completing the semi-circle.
165
Fig. 14. Including vacuum polarization effects, the photon momentum k may lie outside the forward light cone (u > 0,
v > 0) of its original null geodesic v = 0. The potential violation of micro-causality implies that the retarded propagator
is non-vanishing even for v < 0 (the shaded area), which lies outside the forward light cone.
In the curved spacetime case, n() is not analytic in the upper-half plane and so it implies that
the analogue of G(t) will be non-vanishing for t < 0.
We now place this simple analysis in the context of relativistic QFT, where response functions
are more properly understand in terms of (retarded) propagators. The one-loop vacuum polarization 1-loop contributes to the propagator via = tree tree 1-loop tree + . In a real space
picture, the issue of micro-causality rests on the fact that the retarded propagator ret (x) is only
non-vanishing in, or on, the forward light cone.22 In prosaic language, an external source can
only influence the fields in the future. For instance, in the present context the real space tree-level
retarded propagator tree
ret is only non-vanishing on the forward light cone. However, what about
the one-loop correction? Notice that we have only calculated 1-loop () on-shell in momentum
space and this means that we do not have access to the complete one-loop real space propagator. However, we can perform the Fourier transform with respect to , which determines the
propagator as a function of the null coordinate v:
1-loop
(v) =
d eiv 1-loop ().
(6.8)
This is a retarded quantity if the integration contour is taken to avoid singularities by veering into the upper-half plane, when v < 0, and the lower-half plane, when v > 0. For QFT in
flat spacetime, 1-loop () is analytic in the upper-half plane and so when v < 0 one computes
the integral by completing the contour with a semi-circle at infinity in the upper-half plane.
Since there are no singularities in the upper-half plane, the integral vanishes and consequently
1-loop
ret (v) = 0 for v < 0. This is consistent with the fact that the region v < 0 lies outside the
forward light cone. Hence, in this case micro-causality is preserved as a consequence of analyticity in the upper-half plane in frequency space. In curved spacetime, on the contrary, 1-loop ()
is not analytic in the upper-half plane and consequently it would seem that the one-loop retarded
1-loop
propagator ret (v) must receive contributions from the region v < 0 which lies outside the
forward light cone. See Fig. 14.
The idea here, is that is identified with one of the lightcone momenta p+ . When the
photon is on-shell at tree level, the other component vanishes, p = 0. Now by giving p a
22 When we talk in the following about the light cone we mean the geometrical null surface defined by the metric g .
166
small positive imaginary part a non-analyticity in the upper-half p+ plane would be in the region Im p+ / Im p > 0 which means that the retarded propagator is non-vanishing outside the
lightcone. However the loophole in this reasoning is that once the T and integrals have been
performed, the non-analyticities of n() as a function of = p+ arises as branch cuts joining
p+ = 0 to p+ = i. When taken off-shell, it may be that the branch cut slips into the causally
safe region Im p+ / Im p < 0. The only way to really settle this issue is to perform a calculation
of the vacuum polarization with the momentum off-shell [39].
One final point to emphasize is that in the type II examples where the imaginary part of the
refractive index is non-vanishing, it is positive as expected from the optical theorem23 which
relates it to the total cross-section per unit volume, or inverse mean free path as in (5.12). In this
sense, spacetime acts as an ordinary dissipative medium. However, unlike the simple dissipative
model where the imaginary part of the refractive index falls off as 1/3 , for curved spacetime the
imaginary part falls off as R 1/2 /. This implies that the mean free path saturates to a constant
1/(R 1/2 ).
7. Remarks on general backgrounds
In this section, we consider some of the features of our analysis which apply in more general
non-symmetric plane wave backgrounds when hij (u) = Ruij u (u) does not take the special form
(3.1). For the moment, we shall assume that the Penrose limit is non-trivial, i.e. not flat space.
Our purpose is to highlight how the resulting behaviour of the refractive index depends to a large
extent on the properties of the null congruence.
At the beginning of Section 5, we found that the analytic structure of the integrand (4.14)
more precisely the positions of the singularitiescould be traced to the existence of zero modes
of the y i fluctuation equations. In the general case, the equation for these zero modes is
2T
2T
(7.1)
ij y j ( ) 2 ij y j ( ) = C.
m2
m
Considering the solutions of these 2nd order equations in the two regions 0 and
1, and including C and T , there are generically nine unknowns to be fixed, up to overall
scaling of the solution. At = 0 and = there are a total of eight boundary conditions on y i
1
and y i , with the constraint 0 d y i = 0 providing a ninth condition. In general, we therefore
expect solutions to exist only for particular values of T . This is exactly what we found for the
symmetric case where the special values of T are given in (5.4). Although, for n even we found
two zero modes rather than the one expected.
As we have seen, the existence of the zero modes is related to the behaviour of the null
congruence. This can be made more concrete by looking at the special case when = 12 (which
is, in any case, picked out by the saddle-point method described above). In this case, by symmetry
we expect a solution of the form that we found in the symmetric plane wave case, (5.5), but where
the transverse geodesic deviation vector y i (u) satisfies the equation for a Jacobi field along the
geodesic :
y i + u hij y j +
2
d 2yi
= hij y j ,
du2
(7.2)
23 It is amusing to note that here we are applying the optical theorem in its original context of the refractive index from
which the name of the theorem is derived.
167
subject to the boundary conditions y i (u0 ) = 0. Because of the latter, the source terms vanish
and so the derivatives dy i /d must be continuous at = 0( 1) and = , a fact that follows
1
directly from the ansatz (5.5). In addition, the constraint 0 d y i = 0 is automatically satisfied
and the Lagrange multiplier C vanishes. The classical solution is then u = u(
), (with a slight
abuse of notation) y i ( ) = y i (u(
)) and v( ) satisfies its own geodesic equation. Since (7.2)
is a second order linear equation there will in general be solutions only for particular values of
u0 = T /(4m2 ). Since y i (u) vanishes at u = u0 , at least when the special values of T are
real, these points are precisely conjugate points along . Hence, the existence of zero modes
(for real values of T ) is tied directly to the existence of conjugate points. Notice, however, that
the special values of T for which zero modes exist are not necessarily real. This is exactly what
happens in the type II examples, where the singularities corresponding to world-line instantons
have imaginary T .
The zero modes dictate the analytic structure of the T integral which in turn determines the
nature of the physics. In particular, the singularities along the real T axis play a prominent rle
because, as we have seen, they are responsible for the non-trivial analytic structure of n().
Moreover, as we have argued above, zero modes for real T correspond directly to the existence of
conjugate points along . But the existence of these conjugate points, as explained in Section 3,
is generic. Therefore we are led to the following conclusion:
Conclusion. Violations of analyticity and the KramersKronig relation are generic and can be
traced to the focusing nature of null geodesics and the existence of conjugate points implied by
the null energy condition.
As already mentioned, the Penrose limit is ideally suited to the analysis of photon propagation in arbitrary background spacetimes. Many of the characteristic features of superluminal
low-frequency propagation previously found in specific examples, including Schwarzschild,
ReissnerNordstrm and Kerr black holes [1,15,31] as well as gravitational waves [1,16], can
be seen directly in the Penrose limit. For example, a maximally symmetric spacetime such as de
Sitter has vanishing 00 and 0 and the low-frequency phase velocity vph (0) receives no correction from vacuum polarization. Using our formalism, we see immediately that at leading order
in R/m2 this result holds for all frequencies since the Penrose limit of a maximally symmetric
spacetime is flat [23].
In Schwarzschild spacetime, we have previously found that while a photon following a general
null geodesic may experience a superluminal shift in vph (0), the effect vanishes for purely radial
geodesics. (In fact, this remains true for photons following principal null geodesics [30] for
any Petrov type D spacetime such as Schwarzschild or Kerr, again due to the vanishing of the
corresponding 00 and 0 .) This is clear in our formalism. The Penrose plane wave limit for the
Schwarzschild metric is, in Brinkmann coordinates,
ds 2 = 2 du dv +
3mL2 1 2 2 2 2 1 2 2 2
y
du dy
y
dy ,
r(u)5
(7.3)
where L specifies the angular momentum and r(u) is given by the solution of the geodesic
equation. We see immediately that for radial trajectories the Penrose limit is flat and so, at least
at O(R/m2 ), the phase velocity vph () remains equal to c for all frequencies, not just in the lowfrequency limit. Clearly, in such cases where the Penrose limit is flat, the expansion (2.30) gives
a systematic way to go beyond leading order in R/m2 . An interesting feature is the existence
of a peeling theorem [23], whereby successive orders in the Penrose expansion involve the
curvatures 0 , 1 , . . . , 4 .
168
This gives a first glance at the power of the Penrose plane wave geometry combined with the
world-line sigma model approach. Moreover, other general features of null congruences will play
an important rle. For example, we have been implicitly assuming that the geodesics are complete so that the affine parameter varies from to +. However, there are spacetimes where
certain null geodesics are incomplete and the affine parameter has a finite limiting value. This
usually signals the existence of a spacetime singularity, as for example in the case of Schwarzschild orbits for L less than a critical value, where the Penrose limit becomes singular [23].
Clearly, this can affect the zero modes in the sigma model and therefore the singularities and
asymptotic behaviour of the refractive index. The rle of horizons in relation to the Penrose limit
also deserves investigation. All of these issues will be considered in detail elsewhere.
8. Conclusions
In this paper, we have for the first time evaluated the non-perturbative frequency dependence
of the vacuum polarization for QED in curved spacetime and determined the corresponding refractive index for photon propagation. In so doing, we have resolved the outstanding problem
in quantum gravitational optics [3,4], viz. how to reconcile the prediction of a superluminal
phase velocity at low frequency with causality. Remarkably, the resolution involves the violation
of analyticity calling into question micro-causality in curved spacetime.
These results have been achieved by combining two powerful techniques: (i) the world-line
sigma model, which enables the non-perturbative frequency dependence of the vacuum polarization to be evaluated by a saddle-point expansion around a geometrically motivated classical
solution, and (ii) the Penrose plane wave limit, which encodes the relevant tidal effects of spacetime in the neighbourhood of the original null geodesic traced by the photon.
The form of the refractive index reflects the nature of the background spacetime. We identify
two classes. In type I backgrounds, which include conformally flat spacetimes,24 both photon
polarizations are superluminal at low frequencies, but the phase velocity approaches c at high
frequency. The imaginary part of the refractive index vanishes. In type II backgrounds, which
include Ricci flat spacetimes, photon propagation may display birefringence with one superluminal and one subluminal polarization at low frequency. In both cases, however, the high frequency
phase velocity is c. The refractive index develops an imaginary part, indicating a non-zero probability for pair creation, e+ e . Since the high-frequency limit of the phase velocity is
identified with the wavefront velocity vwf , which is the speed of light relevant for causality,
we see explicitly how superluminal propagation in the low-frequency theory is compatible with
causality.
Although these results were obtained using the Penrose limit in locally symmetric spacetimes,
they are expected to be generally true. The reason is that the analytic properties of the refractive
index can be related in the world-line sigma model formalism to general results in the theory of
null congruences. In particular, the distinction between type I and type II spacetimes is whether
the null geodesics in the congruence focus in both transverse directions (type I), or focus in
one and defocus in the other (type II). The result that at least one direction is focusing is a
consequence of the null energy condition. The presence of a focusing direction in the congruence
then implies the existence of conjugate points, which leads to the existence of zero modes and
ultimately yields poles in the refractive index in the upper-half complex plane, violating the
24 Note that the Penrose limit of a conformally flat spacetime is also conformally flat. Similarly for Ricci flat, and also
locally symmetric, spacetimes [23].
169
analyticity assumptions used to derive the KramersKronig dispersion relation. The violation of
this dispersion relation in turn allows n() > n(0) and removes the apparent paradox of having
a superluminal phase velocity vph (0) > c while the wavefront velocity vwf = vph () = c.
This is potentially the most far-reaching conclusion of this paper. The null energy condition
and the general relativistic theory of null congruences necessarily imply a non-analyticity of the
refractive index, although the full implications of this for micro-causality and the other axioms
of S-matrix theory will only follow from an off-shell extension of the calculation.
The loss of analyticity in n(), or more generally in forward scattering amplitudes, also has
important implications for the idea that constraints may be placed on the parameters of a lowenergy effective field theory by the requirement that it admits a consistent UV completion [4,
37,38]. These constraints are typically derived either by requiring the absence of superluminal
effects in the low-energy theory or assuming analyticity in dispersion relations involving forward
scattering amplitudes. While these remain valid in flat spacetime, we have shown that they are
not applicable to fundamental UV theories involving gravity, including string theory.
The full implications of the calculation of the refractive index and the issues of causality and
micro-causality remain to be explored, especially in relation to horizons and singularities. The
significance of the UVIR mixing whereby the high-frequency limit probes the global properties
of the null geodesic congruence also deserves to be better understood. What is clear, however,
is that the results described here will have a significant impact on our understanding of quantum
field theories involving gravity.
Note added
We have now completed a full off-shell calculation of the vacuum polarization tensor and find
that precisely this behaviour occurs. The branch point at p+ = i is shifted to p+ = m2 /p
with Im p+ / Im p < 0. Full details will be presented elsewhere [40].
Acknowledgements
We would like to thank Asad Naqvi for many useful conversations and Sergei Dubovsky,
Alberto Nicolis, Enrico Trincherini and Giovanni Villadoro for pointing out the necessity of
working off-shell in order to completely settle the question of micro-causality. T.J.H. would also
like to thank Massimo Porrati for a helpful discussions and Fiorenzo Bastianelli for explaining
some details of his work on the world-line formalism. This work was supported in part by PPARC
grant PP/D507407/1.
Appendix A. Power counting
In this appendix, we prove in an alternative way one of the key results of this paper: that each
loop in the world-line QFT comes with a power of R/m2 and so loops are suppressed in the limit
of weak curvature R m2 . In order to assess the behaviour of a given
graph in perturbation
theory, it is useful to re-scale T T /m2 and then T and x T x so that the world-line
action can be split as
1
S=
4
1
d x x + Spert ,
0
(A.1)
170
where a typical term in Spert arises from expanding the metric around flat space at the point
x0 = 0; schematically,

1
d
R
m2
n/2
x n x 2 ,
(A.2)
where R n/2 denotes powers of the Riemann tensor and its derivatives of mass dimensions n. The
vertex behaves as (R/m2 )n/2 and has n + 2 legs. In addition, we have the exponential factors
which we can view as additional vertices of the form

R n/2 n+1
x .

(A.3)
m n m2
Consider such a graph with E external legs, I internal legs and V vertices. If the graphs
consists of Nn vertices of the form (A.2) and Sn vertices of the form (A.3), then

(n + 2)Nn + (n + 1)Sn = 2I + E, V =
(Nn + Sn ).
(A.4)
n
The graph behaves as

n Sn

n
nNn +(n+1)Sn
n n(Nn +Sn )/2
2 R
m4
n Sn /2
R
m2
I V +E/2
.
(A.5)
Now we use the topological identity, L = I V + 1, where L is the number of loops, to equate
this to
2
n Sn /2
L1+E/2
R
R
(A.6)
.
m4
m2
So each loop brings a factor of R/m2 . For example, the partition function Z has E = 0 and since
the tree-level contribution is the classical action for the saddle-point which vanishes, the leading
order term comes from one loop and is an arbitrary function of 2 R/m4 . The expansion around
the classical saddle-point solution sums up all the one-loop graphs with arbitrary insertions.
The leading order contribution to the Greens function piece, which has E = 2, comes from tree
level. Once again, the expansion around the classical saddle-point solution sums up all these tree
graphs with arbitrary insertions.
References
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Proton hexality from an anomalous flavor U (1) and

neutrino masses: Linking to the string scale
Herbi K. Dreiner a , Christoph Luhn b, , Hitoshi Murayama c,d ,
Marc Thormeier e
a Physikalisches Institut der Universitt Bonn, Nuallee 12, 53115 Bonn, Germany
b Institute for Fundamental Theory, Department of Physics, University of Florida, Gainesville, FL 32611, USA
c Theoretical Physics Group, Ernest Orlando Lawrence Berkeley National Laboratory, University of California,
Berkeley, CA 94720, USA

d Department of Physics, University of California, Berkeley, CA 94720, USA
e Service de Physique Thorique, CEA-Saclay, Orme des Merisiers, 91191 Gif-sur-Yvette cedex, France
Received 16 August 2007; accepted 19 November 2007

Abstract
We devise minimalistic gauged U (1)X FroggattNielsen models which at low-energy give rise to the
recently suggested discrete gauge Z6 -symmetry, proton hexality, thus stabilizing the proton. Assuming
three generations of right-handed neutrinos, with the proper choice of X-charges, we obtain viable neutrino
masses. Furthermore, we find scenarios such that no X-charged hidden sector superfields are needed, which
from a bottomup perspective allows the calculation of gstring , gX and GSM s KacMoody levels. The only
mass scale apart from Mgrav is msoft .
1. Introduction
In this paper, we consider low-energy discrete symmetries, ZN , as extensions of the SU(3)
SU(2) U (1) gauge symmetry of the minimal supersymmetric Standard Model (MSSM). We
focus on the case, where the ZN is the remnant of a spontaneously broken local gauge symmetry,
in order to avoid potentially harmful gravity effects [1]. Such discrete symmetries originating
E-mail addresses: dreiner@th.physik.uni-bonn.de (H.K. Dreiner), luhn@phys.ufl.edu (C. Luhn),

murayama@hitoshi.berkeley.edu (H. Murayama), thor@th.physik.uni-bonn.de (M. Thormeier).
doi:10.1016/j.nuclphysb.2007.11.014
H.K. Dreiner et al. / Nuclear Physics B 795 (2008) 172200
173
in a gauge theory are called discrete gauge symmetries (DGSs) [2]. In Refs. [3,4], a systematic
study was performed of all the DGSs resulting from Abelian, anomaly-free gauge symmetries,
U (1)X , which leave the MSSM invariant. Specifically, the following assumptions were made in
these studies1
The only light, low-energy fields are those of the MSSM. All beyond-the-MSSM fields are
heavy.
At least the following superpotential terms are ZN -invariant:
Qi H D D j ,
Qi H U U j ,
Li H D E j ,
H DH U ,
Li H U Lj H U ,
(1.1)
where we have made use of the standard notation for the MSSM chiral superfields, see for
example [6]. The invariance of the first three terms implies that the ZN -symmetry, but not
necessarily the original U (1)X , is family-universal.
Given these assumptions, the only possible DGS resulting from an anomaly-free U (1)X are the
Z2 -symmetry matter parity (Mp ), the Z3 -symmetry baryon triality (B3 ) and the Z6 -symmetry
proton hexality (P6 = Mp B3 ) [3,4]. In Refs. [7,8], the U (1)X gauge charges were determined,
which lead to a low-energy Mp , B3 , or P6 , respectively. See also Refs. [9,10] for related work
on the conditions for DGSs in GUTs.
It is now of great interest to see whether realistic flavor models for the Standard Model (SM)
fermion masses and mixings can be constructed in each case. Employing the original U (1)X
in a minimal FroggattNielsen (FN) scenario [11] and using the GreenSchwarz (GS) mechanism [12] to cancel the U (1)X anomalies, a successful Mp -model was constructed in Ref. [7]
and its implications for suppressed proton decay were discussed in Refs. [13,14]. Later, a corresponding B3 -model was constructed in Ref. [8], with a detailed discussion of the neutrino
masses.
It is the purpose of this note to construct a P6 -FN flavor model, in order to complete this
program. Furthermore, from the phenomenological point of view, proton hexality is a very attractive symmetry. It combines the advantages of the Mp and the B3 models [4]: the lightest
supersymmetric particle (LSP) is stable and the dangerous dimension-four and dimension-five
proton decay operators are forbidden. We shall proceed analogously to Refs. [7,8] and refer the
reader to these publications for an explanation of our notation and an introduction to for example
the GiudiceMasiero/KimNilles (GM/KN) mechanism [15,16].
There has been extensive previous work on anomalous flavor models employing the Green
Schwarz mechanism and with breaking slightly below the Planck scale, see for example
Refs. [1722]. However, we believe this is the first work on such a model aiming for a remnant gauged P6 . There are also some non-anomalous flavor models with U (1)X breaking at
the TeV scale [2329].
This note is structured as follows: In Section 2, we discuss the constraints on the X-charges
which are not related to neutrino phenomenology. In Section 3, we then focus on the neutrino
sector and how it fixes the X-charges; corresponding tables are given in Appendix B. In Section 4,
we discuss the possibility and the implications of excluding X-charged hidden sector superfields,
enabling us to calculate the string coupling constant. We conclude in Section 5.
1 In Ref. [5], the case will be investigated where these points are modified such that massless right-handed neutrinos
exist, hence the possible DGSs in combination with Dirac rather than Majorana neutrinos will be explored.
174
2. Non-neutrino constraints on the X-charges

In the following we proceed as in Refs. [7,8] and consider only one flavon chiral superfield A,
with U (1)X -charge XA = 1. In order to obtain a viable flavor model, the U (1)X charges of the
P6 -FN models must satisfy several phenomenological and consistency constraints. They must
(a) reproduce phenomenologically acceptable charged SM fermion masses and mixings, see
Ref. [30],
(b) reproduce phenomenologically acceptable neutrino masses and mixings,
(c) satisfy the GreenSchwarz mixed linear anomaly cancellation conditions (with gauge coupling unification), as well as guarantee that the mixed quadratic anomaly vanishes on its
own, e.g. Ref. [7],
(d) imply the desired low-energy DGS P6 , i.e. give rise to the following discrete familyindependent Z6 -charges for the MSSM chiral superfields [4,31]:
zQ = 0,
zH D = 1,
zD = 5,
zU = 1,
zL = 4,
zE = 1,
zH U = 5,
and (as will be argued later) zN = 3 for the additional right-handed neutrino (SM singlet)
chiral superfields.
Excluding the conditions (b) and (d) for a moment, it was shown in Table 1 of Ref. [7] that all 20
X-charges of the MSSM + N i superfields can be expressed in terms of nine real numbers. Note
that for simplicity, we assume three generations of right-handed neutrinos, unlike in Ref. [7]
where only two generations were introduced.
x = 0, 1, 2, 3,
XL1 ,
XN 1 ,
y = 1, 0, 1,
L
21 XL2 XL1 ,
XN 2 ,
z = 0, 1,
L
31
XL3 XL1 ,
XN 3 .
(2.1)
Here XF denotes the U (1)X -charge of the field F . A few comments are in order:
L
L
31 and 21 can only take integer values.
x is related to the ratio of the vacuum expectation values (VEVs) of the two Higgs doublets,
b
tan = du , by x m
mt tan .
y parameterizes the phenomenologically viable -structures for the CKM matrix. Our preCKM , U CKM 3 , and
ferred choice is y = 0 as it gives a CKM matrix with U12
13
CKM
2
U23 , see Ref. [7].
z is related to the ratio me /m . It turns out to equal XH U XH D and thus deals with
the origin and the magnitude of the -parameter. For z = 1, the bilinear Higgs term is forbidden before U (1)X -breaking. After U (1)X -breaking it is generated via the combination
of the FN-mechanism together with the GM/KN-mechanism, resulting in a -parameter of
the order of the soft supersymmetry breaking scale msoft . So the -problem finds a natural
solution, unlike in the case for z = 0; we will hence assume z = 1 throughout this article.
The X-charges of the first generation lepton doublet L1 and the three right-handed neutrinos
are unconstrained at this stage. We will explain in a moment why the right-handed neutrinos
have to be introduced at all.
175
Assuming a string-embedded FN framework, the expansion parameter is a derived quantity

which depends on x and z. For z = 1 and x = 0, 1, 2, 3 we get within the interval (see
Ref. [7] and references therein for details)
0.186 0.222.
(2.2)
Let us now include (d), i.e. the constraints arising from the requirement of a low-energy DGS
P6 . The necessary and sufficient conditions on the X-charges for obtaining P6 conservation are
derived in Ref. [8]. With p = 1 they are
1
p
XH D XL1 = + integer,
(2.3)
3XQ1 + XL1 = + integer,
2
3
as well as (see the argument in item 3 in Section 3.1) the three X-charges of the right-handed
neutrinos being half-odd-integer. Inserting the expression for XQ1 of Table 1 in Ref. [7], we can
rewrite this as
1
H XL1 XH D ,
2
L
3 + p L
21 + 31 z,
(2.4)
where H , Z. We thus impose proton hexality by trading the parameters XL1 and L
21 of
Eq. (2.1) for the integer parameters H and 3 + p. The resulting constrained X-charges are
shown in Table 1.
3. Neutrino constraints on the X-charges
3.1. The origin of P6 neutrino masses
Next we take the remaining constraints (b) into account, i.e. the experimental data from the
neutrino sector. To do so, let us first consider the possible sources of neutrino masses in a P6
invariant FN scenario.
1. Neutrino masses cannot derive from matter parity (Mp ) violating operators such as LH U or
as these are forbidden by P6 .
LLE,
2. Therefore, and in the lack of right-handed neutrinos, (Majorana) neutrino masses can only
originate from the dimension five superpotential term Li H U Lj H U . Assuming a minimal number of fundamental mass scales, i.e. only msoft 0.11 TeV and Mgrav = 2.4
1
1018 GeV, this operator is suppressed by Mgrav
. This results in the following neutrino mass
matrix
()
M LH U LH U

ij
H U 2 X i +X j +2X U
H .
L L
Mgrav
(3.1)
Since XLi + XLj + 2XH U 0 and 0.2, the absolute neutrino mass scale cannot exU 2
5 eV in this scenario (with H U m ). From the observed atceed H
t
Mgrav 1.3 10
mospheric neutrino oscillations, we however know that the absolute mass scale must be at
least 5 102 eV. Thus the neutrino mass matrix cannot (solely) originate from the nonrenormalizable operator Li H U Lj H U . This is not the case if we allow for the mass scale
which suppresses Li H U Lj H U to be lower than Mgrav , see e.g. the model in Ref. [4]. Note
that in the case where XLi + XLj + 2XH U < 0, the operator Li H U Lj H U is generated from
176
Table 1
The constrained X-charges which lead to an acceptable low-energy phenomenology of quark and charged lepton masses
and quark mixing. In addition, the GS anomaly cancellation conditions have been implemented as well as the quadratic
anomaly condition. Furthermore, P6 is conserved, i.e. Eq. (2.4) has been imposed. x, y, z and p are integers specified in
N
Eqs. (2.1), (2.4). H , L
31 , and are integers as well but still unconstrained. The i of the right-handed neutrinos are
yet-unspecified integers

1
2
L
H
H
6y + x(2x + 11 + z 2H ) z( 11
XH D = 5(6+x+z)
2 + 3 ) 2(6 + 6 31 ) 3 (6 + x + z)(3 + p)
XH U = z XH D

1
H
XQ1 = 13 19
2 XH D + x + 2y + z 3 (3 + p)
XQ2 = XQ1 1 y
XQ3 = XQ1 3 y
X
X
X
X
X
X
U1
= XH D XQ1 + 8 + z
U2
=X
U1
3+y
U3
=X
U1
5+y
D1
= XH D XQ1 + 4 + x
D2
=X
D1
1+y
D3
=X
D1
1+y
XL1 = XH D + H + 12
X L2 = X L1 L
31 + z + (3 + p)
X L3 = X L1 + L
31
X
X
X
X
X
X
E1
= XH D +4 XL1 + x + z
E2
=X
E1
2 2z + L
31 (3 + p)
E3
=X
E1
4 z L
31
N1
N2
N3
= 12 + N
1
= 12 + N
2
= 12 + N
3
the Khler potential via the GM/KN-mechanism in combination with the FN-mechanism,
msoft
leading to an even stronger suppression by a factor of M
2 .
grav
3. When enlarging the particle spectrum by three generations of right-handed neutrinos N i ,

i.e. particles which couple trilinearly to Li H U , a new possibility for the neutrino mass term
arises. Since Li H U Lj H U is P6 -allowed and the term Li H U N j by definition as well, but
Li H U is P6 -forbidden, the right-handed neutrinos must carry a half-odd-integer X-charge.
Thus the Majorana mass term N i N j is necessarily also P6 -allowed. In Ref. [5], the possibility of DGSs which allow for Li H U N j but forbid N i N j and Li H U Lj H U will be discussed.
Throughout this article, we consider the third possibility above as the only viable source of
neutrino masses in our scenario. The flavon field A and the right-handed neutrinos N i have a
lot in common. Apart from their U (1)X -charges, both are uncharged. But there are also certain
important differences: (1) After U (1)X breaking A will not carry any Z-charge, whereas the N i
177
will. (2) The flavon field A acquires a VEV, whereas the N i are assumed not to. This is just like
the MSSM non-Higgs scalar fields, which are not supposed to acquire a VEV, in order to e.g.
preserve color and/or electromagnetism. Note that A = Mgrav , but N i = 0 is consistent with
the requirement of SUSY being unbroken at Mgrav , i.e. DX = FA = FN i = 0.
In the discussion of the constraints on the X-charges coming from the neutrino sector, we
have to distinguish between four cases. These differ in the origin of the superpotential terms
Li H U N j and N i N j . Depending on the overall X-charge, the terms are either of pure FN origin
or effectively generated via the GM/KN-mechanism in combination with the FN-mechanism.
For the Majorana mass terms, the low-energy effective superpotential terms are2
1 (M) i j 1
X +X
M N N Mgrav N i N j N i N j ,
2 ij
2
1 (M) i j 1
X X
M N N msoft N i N j N i N j ,
XN i + XN j < 0:
2 ij
2
while for the Dirac mass terms we have
XN i + XN j 0:
(D)
XLi + XH U + XN j 0:
Mij
H U
Li H U N j
(D)
XLi + XH U + XN j < 0 :
Mij
H U
Li H U N j
XLi +XH U +X
Nj
(3.2)
(3.3)
Li H U N j ,
(3.4)
msoft XLi XH U X j
N Li H U N j .

Mgrav
(3.5)
The labeling of the four different cases is shown in the following table:
X
X Li + XH U + X j 0
N
XLi + XH U + X j < 0
N
Ni
I
III
+X
Nj
0
Ni
+X
Nj
<0
II
IV
(This can be compared also to Table 5 of Ref. [7]: Case I contains their 1. + 2., Case II 6.,
Case III 3. and Case IV 4. + 5.)
When determining the masses of the light neutrino degrees of freedom we have to diagonalize
the 6 6 neutrino mass matrix

0
M (D)
T
(3.6)
.
M (D)
M (M)
We have approximated the (1, 1) entry of the matrix above to be the 3 3 zero matrix, because
()
we already concluded earlier [see Eq. (3.1)] that M LH
U LH U does not contribute substantially
enough to the absolute neutrino masses.
Under the assumption that the -suppression is not able to compensate the gravitational scale
Mgrav such that one arrives at msoft or H U (which would be 24 powers of ), we see from
Eqs. (3.2)(3.5) that automatically M (D) M (M) for the Cases I, III and IV. We can thus directly
apply the see-saw formula to calculate the masses of the three light neutrinos. In Case II, there
are three possibilities
2 We assume that all entries of the 3 3 mass matrices have the same origin: Either they are all generated by pure FN
or all via GM/KN+FN. Allowing otherwise would lead to enormous suppressions between some of the elements of the
mass matrices, effectively leading to textures, which for simplicity we prefer to avoid.
178
(i) M (D) M (M) standard see-saw,

(ii) M (D) M (M) ,
(iii) M (D) M (M) pseudo Dirac neutrinos.
For Case (II.iii), the -suppression must lower H U 200 GeV down to the neutrino mass
scale, in order to be phenomenologically viable. This corresponds to about 20 powers of and
we do not consider it any further. In Case (II.ii) one would naturally, i.e. without finetuning
among the submatrices M (D) and M (M) , expect the neutrino mass matrix to have six singular
values (masses) of the same order; as for (II.iii), extreme -suppression is required to obtain
three sub-eV neutrinos. Hence, we also discard Case (II.ii). For the rest of this article, we refer
to Case (II.i) as Case II.
Regardless of the Cases (IIV), in the following the light neutrino mass matrix is derived from
the see-saw mechanism [3235] and is given as (discarding the contributions from Li H U Lj H U )
M () = M (D) M (M)
M (D) .
(3.7)
For later convenience we change the basis of the right-handed neutrinos so that M (M) is diagonal.
Such a basis transformation is unproblematic after U (1)X is broken. As discussed in Ref. [8],
this basis transformation does not alter the -structure of M (D) in Eqs. (3.4) and (3.5). It is now
straightforward to determine M () for the upper four cases:
(,I)
H U 2 2H 2z+1+Li1 +Lj1

,
Mgrav
Mij
Mij(,II)
H U 2 2H 2z+1+Li1 +Lj1 4X a
N ,
msoft
(3.8)
3
(3.9)
a=1
H U 2 m2soft 2H +2z1L L 4X a
i1
j1
N ,

3
Mgrav
(3.10)
H U 2 msoft 2H +2z1Li1 Lj1

.
2
Mgrav
(3.11)
(,III)
Mij
a=1
(,IV)
Mij
Here we have made use of Table 1 and the definition L

i1 XLi XL1 . Note that the dependence
on the X-charges of the right-handed neutrinos drops out in Cases I and IV, as has been shown
analytically in Ref. [7]. Thus the masses of the light neutrinos do not depend on the charges
XN a . For Cases II and III one might navely expect that although the overall mass scale of the
light neutrinos depends on the XN a , their mass ratios m
3 : m
2 : m
1 do not. The latter however
is not true, as is shown explicitly for Case II in Appendix A. Making use of the orderings3
XL3 XL2 XL1 and XN 3 XN 2 XN 1 , we obtain
2 :m
1 1:
m
3 :m
2(XL2 XL3 )+4(X
N2
N3
:
2(XL1 XL3 )+4(X
N1
N3
(3.12)
Assuming XN 2 XN 3 1, the second largest neutrino mass would be suppressed by a factor

of at least 4 compared to the heaviest neutrino. Even when including the effects of unknown
3 The ordering of X
Li is necessary for obtaining a phenomenologically acceptable charged lepton mass matrix (see
the discussion in Ref. [8]), while we are free to choose the ordering of X i without loss of generality.
N
179
O(1) coefficients, this suppression is too large to be consistent with the data (see Section 3.3).
For Case II, we must therefore constrain the X-charges of the right-handed neutrinos by
XN 2 = XN 3 ,
(3.13)
XN 1 = XN 2 = XN 3 ,
(3.14)
for (normal and inverted) hierarchy and degeneracy, respectively (see Section 3.3).
Similarly for Case III: Here one obtains the condition XN 1 = XN 2 for (normal and inverted)
hierarchical light neutrinos, and XN 1 = XN 2 = XN 3 for degenerate scenarios.
3.2. Constraints from neutrino mixing
L
The -structure of the light neutrino mass matrix is determined by L
21 and 31 . We have
()
XLi +XLj

for Cases I and II whereas for Cases III and IV we find Mij XLi XLj .
()
Both types of matrices are diagonalized by a unitary transformation U |XLi XLj | , so that
Mij()
ij
U () M () U () =
m
1
0
0
0
m
2
0
0
0
m
3
(3.15)
with
Case I:
Case II:
Case III:
Case IV:
2 :m
3 1 : 221 : 231 ,
m
1 :m
(3.16)
m
1 :m
2 :m
3 1:
2L
21 +4(XN 2 XN 1 )
m
1 :m
2 :m
3 1:
2L
21 4(X
2 :m
3 1:
m
1 :m
2L
21
:
2 X
2L
31
:
1)
2L
31 +4(XN 3 XN 1 )
:
2L
31 4(X
3 X
(3.17)
1)
(3.18)
(3.19)
As mentioned above and discussed in greater detail in Appendix A, the ratios of the light neutrino
masses depend on the X-charges of the right-handed neutrinos in Cases II and III [see Eqs. (A.16)
and (A.17)]. Recalling the orderings XL3 XL2 XL1 and XN 3 XN 2 XN 1 we find
Cases I and II:
2 m
3,
m
1 m
Cases III and IV:
2 m
3,
m
1 m
respectively. In order to compare the theoretically derived mixing matrices
phenomenology, it is convenient to define the matrix U () U MNS , so that

m1 0
0
U () M () U () = 0 m2 0 .
0
0 m3
(3.20)
U ()
with neutrino
(3.21)
Here m1 m2 m3 for normal and m3 m1 m2 for inverted ordering of the neutrino masses,
see e.g. Ref. [36]. U MNS is the MakiNakagawaSakata matrix [37] for mixing in the lepton
sector. Working in a basis with diagonal charged leptons, cf. Ref. [8], this mixing is solely due to
the neutrino sector. Comparing Eqs. (3.15), (3.21), we can easily determine the relation between
U () and U () and thus the theoretically predicted structure of the MNS matrix for the various
scenarios:
180
Considering the Cases I and II and a normal neutrino mass ordering, we simply have

1 0 0
()
()
U = T 123 U , with T 123 0 1 0 ,
(3.22)
0 0 1
while an inverted mass ordering leads to
U
()
= T 231 U
()
with T 231
0
0
1
1
0
0
0
1 .
0
(3.23)
For Cases III and IV, we similarly find that for a normal neutrino mass ordering

0 0 1
()
()
U = T 321 U , with T 321 0 1 0 ,
1 0 0
and for an inverted mass ordering
U
()
= T 213 U () ,
with T 213
0
1
0
1
0
0
0
0 .
1
(3.24)
(3.25)
Since U MNS = U () = T ... U () , with U ij() |XLi XLj | , we obtain severe constraints on the
possible values for L
i1 from the experimentally allowed -structure of the MNS matrix [8]
0,1

0,1 0,1,2,...
MNS
0,1,2
0,1
0,1
U
(3.26)

.

0,1,2 0,1
0,1
Here, multiple possibilities for the exponents of are separated by commas. Depending on T ...
we have four different equations for

|XLi XLj | U ij() = T ... U MNS ij .
(3.27)
The resulting -structures of U () are shown in Table 2 together with the compatible values for
L
L
the pairs (L
21 , 31 ). Notice that due to the ordering XL3 XL2 XL1 , we must have i1 0
L
as well as L
21 31 .
Table 2
The constraints on the values of L
i1 originating from the experimentally observed neutrino mixing. The structure of the
|X X |
()
L
matrix U () = T ... U MNS is shown. As also U ij Li Lj must be satisfied, only a few pairs of (L
21 , 31 )
are possible. Demanding P6 invariance, the choice (1, 1) is excluded, see text
Normal mass ordering

L
(L
21 , 31 )
Inverted mass ordering

L
(L
21 , 31 )
Cases I and II
0,1

0,1,2 0,1,2
0,1
0,1
0,1

0,1,2,... 0,1
0,1
(0, 0), (0, 1), (1, 2), (1, 1)
0,1,2,...
0,1
0,1

0,1
0,1,2
0,1,2

0,1
0,1
0,1
(0, 0), (0, 1), (1, 1)
Cases III and IV

0,1,2,...

0,1
0,1
0,1
0,1
0,1

0,1
0,1,2 0,1,2
(0, 0), (0, 1), (1, 1)
0,1
0,1
0,1

0,1
0,1,2
0,1,2

0,1,2,... 0,1
0,1
(0, 0), (0, 1), (1, 1)
181
Having derived the constraints on the parameters L

i1 from neutrino mixing, we must also
L
satisfy the second condition of Eq. (2.4), which states that L
21 +31 z must not be a multiple of
three. As mentioned earlier, we choose to work with z = 1 in order to have the -term generated
L
by the GM/KN + FN-mechanism. Therefore the choice (L
21 , 31 ) = (1, 1) is incompatible
with the requirement of P6 conservation, and in the remainder of this article we, of course, do
not consider this P6 violating solution.
We conclude the discussion of the neutrino mixing with some observations regarding the
CHOOZ [38] mixing angle, 13 . In our notation this angle is parameterized by the entry 0,1,2,...
in the mixing matrices U () of Table 2. As the CHOOZ angle is small, one should try to find
L
1
2
solutions in terms of (L
21 , 31 ) where this entry is or . Comparing with the four matrices
in Table 2, we see that a normal mass ordering with (0, 1) or (1, 2) is preferred for Cases I
and II, while inverted neutrino masses with (0, 1) are suggested for Cases III and IV. More
MNS for normal ordered Cases I and II and inverted ordered
precisely, (0, 1) leads to U13
MNS 2 . By choosing L approCases III and IV, while (1, 2) analogously results in U13
31
priately, one can understand the smallness of the CHOOZ angle in terms of the flavor group
U (1)X .
There exist of course other possible explanations for the smallness of 13 . For example, in
Ref. [39] this is achieved by separating the effective neutrino mass matrix as a sum of two parts;
each contains only a 2 2 block and is of rank one. Alternatively, there is a plethora of models adopting non-Abelian discrete symmetries like e.g. A4 [4043], (27) [44,45], S3 [46,47],
S4 [48,49], Z7 Z3 [50], PSL2 (7) [51] to give rise to the tri-bimaximal mixing pattern [52], in
which 13 is exactly zero.
3.3. Constraints from neutrino masses
Before discussing the Cases IIV individually, some general remarks concerning the magnitude of the three light neutrino masses are in order. We shall combine the results of the
solar [53,54], atmospheric [55], reactor [56], and accelerator [57] neutrino oscillation experiments,4 as well as the upper bound on the absolute neutrino mass scale originating from the
kinematic mass measurements [60]. This leads to three possible scenarios, see e.g. Refs. [36,61]:
m1 < m2 m3 0.05 eV,
normal hierarchical,
m3 m1 < m2 0.05 eV,
inverted hierarchical,
0.05 eV m1 m2 m3 < 2.2 eV,
degenerate.
Assuming a (normal or inverted) hierarchical scenario, the absolute upper neutrino mass scale
mabs max(m1 , m2 , m3 ) is about 0.05 eV, a value
which is consistent with the cosmological upper bound on the sum of the neutrino masses, i mi 0.7 eV [62,63]. For an inverted hierarchy,
two neutrinos must have a mass around this scale, while the third neutrino is much lighter. As the
suppression between the masses of the two heavier neutrinos is given by [cf. Eqs. (3.16)(3.19),
respectively]
m
2
L
L
2(21 31 ) ,
Case I:
(3.28)
m
3
m
2
2(L L )+4(X 2 X 3 )
N
N ,
21 31
Case II:
(3.29)
m
3
4 We disregard the result of the LSND experiment [58], which could not be confirmed by MiniBooNE [59].
182
Case III:
Case IV:
m
2
2L
21 +4(XN 1 XN 2 ) ,

m
1
m
2
L
221 ,
m
1
(3.30)
(3.31)
L
the inverted hierarchical scenario is not possible for all pairs (L
21 , 31 ): For Cases I and II we
need (0, 0) whereas for Cases III and IV (0, 0) as well as (0, 1) are acceptable.
For the degenerate case, mabs can take values within the range [0.2 eV, 2.2 eV], where the
lower end of the interval is estimated such that it satisfies the condition 0.05 eV mabs .
Concerning the cosmological bound, high values for the neutrino masses are more or less
disfavored, depending on which cosmological observations are included in the derivation of
the bound [62,63]. We return to this issue in the discussion of our results. Within our P6
L
FN-framework, the degenerate scenario is only possible if we have L
21 = 31 = 0. This in
turn requires a certain amount of finetuning among the O(1) coefficients in order to get correct
neutrino masses and mixing.
We now turn to the discussion of each of the individual Cases IIV. In our calculations we
take Mgrav = 2.4 1018 GeV,
100 GeV msoft 1000 GeV,

and
H U mt
= 175
GeV.5
(3.32)
In addition we assume z = 1, as well as Eq. (2.2).
L
L
(I) From Eq. (3.8) and the ordering L
31 21 11 = 0, we get the absolute neutrino mass
scale as
mabs
m2t 2H +2L 1
31

.
Mgrav
(3.33)
Solving for the exponent yields

H
+ 2L
31

mabs Mgrav
1
1
ln
.
ln
m2t
(3.34)
For a normal or inverted hierarchical scenario mabs 0.05 eV. Inserting this and the limiting values for , we arrive at the following allowed range
2H 2L
31 [3.9, 4.5],
(3.35)
where the lower value of the interval is obtained for small values of x. Since the left-hand
side is necessarily an (even) integer, the hierarchical Case I slightly prefers small x. However, due to possible unknown O(1) coefficients we cannot rule out large x. Furthermore,
Eq. (3.35) determines H as
H = 2 L
31 .
(3.36)
Considering the degenerate case, which is only possible for

=
= 0, the absolute
mass scale mabs should be within the interval [0.2 eV, 2.2 eV]. With this we are similarly
lead to
L
21
2H [4.7, 7],
L
31
(3.37)

H U 2 + H D 2 and not H U alone. However, the latter depends only weakly on
tan (and hence x) in the range 2 tan 50.
5 Of course, one only knows
183
where the lower value corresponds to both small x and small mabs . Thus we have for the
degenerate neutrino scenario
H = 3,
(3.38)
a value which is compatible with all x = 0, 1, 2, 3. x = 0 leads to a neutrino mass scale of

mabs 1.7 eV and x = 3 to mabs 0.5 eV. Taken at face value, both are in conflict with the
cosmological upper bound on the sum of the neutrino masses. However, O(1) coefficients
can alleviate this tension. In the comment column of Table 6 we give the nave sum of the
neutrino masses assuming all O(1) coefficients are exactly one.
L
H
All possible sets of parameters (L
21 , 31 , 3 + p, , x) are summarized in Table 3. The compatibility with the various neutrino mass scenarios is denoted by the symbol . Note that by
virtue of Eq. (2.4), the first three parameters are not independent of each other. As pointed out
earlier, we assume z = 1. The allowed values for y = 1, 0, 1 remain unconstrained by the
neutrino sector. Altogether we can find 4 4 3 = 48 distinct sets of X-charge assignments
(including also less favored possibilities), which fulfill the constraints of Tables 1 and 3. They
are given in Appendix B, Table 5. For Case I, the X-charges of the right-handed neutrinos are
not directly constrained by neutrino phenomenology. Recall however that this case requires by
definition XLi + XH U + XN j 0 and XN i + XN j 0 for all i, j = 1, 2, 3. With Table 1 and
z = 1 this translates into
L
H
N
i 31 ,
(3.39)
N
leading to N
i 3 in the degenerate case and i 2 for hierarchical scenarios.
On the other hand, there exists also an upper bound on N

i . Qualitatively, very high X-charge
for the right-handed neutrinos would suppress the Majorana mass matrix in Eq. (3.2) so that its
mass scale becomes comparable to or even smaller than the Dirac masses of Eq. (3.4). Thus the
(D)
(M)
see-saw formula would no longer apply. Requiring that M33 M11 yields the condition
U
1
H
N
N
H
21 3 <
(3.40)
ln
z + L
31 + .
ln
Mgrav
Depending on , the first term on the right-hand side is numerically between 22.1 and 24.7. With
N
the latter, i.e. for the case where = 0.222, we arrive at the upper bounds of 2N
1 3 20
N
for the degenerate and 2N
1 3 21 for the hierarchical case, respectively. In Section 4, we
will constrain the N

i by requiring the absence of X-charged hidden sector superfields.
It is worth noting that thermal leptogenesis requires the lightest right-handed neutrino to be not
(M)
4 108 GeV if the spectrum is hierarchical (no close states) but otherwise with
too light: M11
Table 3
The sets of parameters which are compatible with neutrino phenomenology in Case I, where the terms Li H U N j and
N i N j have pure FN origin. We assume z = 1. The hierarchical scenarios slightly prefer small x and disfavor large
(denoted by the parentheses). The parameter y = 1, 0, 1 remains unconstrained
L
21
L
31
3 + p
Normal hier.
Inverted hier.
0
0
0
1
0
0
1
2
1
1
2
4
3
2
1
0
0, 1, 2, 3
0, 1, (2, 3)
0, 1, (2, 3)
0, 1, (2, 3)

Degenerate
184
rather conservative assumptions [64]. Even though the considerations here do not determine the
X-charges of N i , and hence their masses, we do obtain quite restrictive constraints once we
require that all anomalies are canceled without introducing additional (hidden) fields charged
only under U (1)X but not the standard model. See Appendix B for more details.
L
(II) Proceeding with Case II, we obtain from Eq. (3.9) and the orderings L
31 21
L
11 = 0 and XN 3 XN 2 XN 1 that
m2t 2H +2L31 1+4X 3
N .

msoft
The hierarchical scenarios require
mabs
(3.41)
2H + 2L
31 + 4XN 3 [17.1, 20.6],
(3.42)
the left boundary of the interval corresponds to small [see Eq. (2.2)] and large msoft [see
Eq. (3.32)]. Thus H is given by

9, x = 0, 1, (2),
H = L
(3.43)
2X
+
31
N3
10, x = 2, 3.
Here and in the following, values in parentheses are acceptable only if we rely on suitable O(1)
coefficients to satisfy phenomenological conditions similar to Eq. (3.42) with the above specified
parameter ranges. For instance, without any O(1) coefficients in Eq. (3.41), the value x = (2)
leads to msoft = 1990 GeV which is outside of the initially assumed range for the soft supersymmetry breaking scale.
The three possible values of x in the first line of Eq. (3.43) yield msoft 230 GeV, msoft
680 GeV, and msoft 1990 GeV, respectively. For the second line, we find analogously 90 GeV
and 230 GeV, for x = 2, 3. As pointed out above, these predictions of the soft supersymmetry
breaking scale do not take into account the variation due to the unknown O(1) coefficients
in
any FN model. Allowing for such a factor to be anything within the interval [ 1 , 10], there is
10
actually no hard constraint on msoft , except for the case with x = 2 which prefers large msoft in
the first line and low msoft in the second.
For degenerate neutrinos, the possible variation of the absolute mass scale within the interval
[0.2 eV, 2.2 eV] leads to a further widening of the allowed range for H , in addition to flexibility
L
in and msoft . Since L
21 = 31 = 0, we have
2H + 4XN 3 [14.9, 19.6],
which results in the possible values

8, x = 0, 1, 2, (3),
H = 2XN 3 +
9, x = 1, 2, 3.
(3.44)
(3.45)
Again, there is no significant constraint on msoft . However, the first line of Eq. (3.45) with x =
2, (3) prefers a large soft breaking scale while the second line with x = 1 suggests low msoft .
Due to the constraints on the U (1)X -charges given in Table 1, we can define an integer n as
1
n XN 3 .
(3.46)
2
Since XN i + XN j < 0, the X-charges of the right-handed neutrinos must be negative, hence
n 0. Another condition is that
1
1
H
L
H
XLi + XH U + XN j = L
(3.47)
i1 + + XN j 31 + + XN 3 0.
2
2
185
Inserting respectively Eqs. (3.43), (3.45) shows that this is automatically satisfied. However,
there is yet another relation to be met. Recall that for the see-saw mechanism we require
M (D) M (M) . This provides us with a lower bound on XN i , as can be seen in the following. From Eqs. (3.3) and (3.4), the lightest right-handed neutrino has a Majorana mass of the
2X 3
X 3 +XH U +X 3
N and the heaviest Dirac mass is of order H U L
N . Therefore we
order msoft
require
msoft
X +X +3X 3
N .
(3.48)
L3 H U
U
H
msoft
1 for the left-hand
As a conservative estimate, we take msoft = 1000 GeV, yielding H
U
side. Therefore
1
H
L
(3.49)
31 + + 3XN 3 = XL3 + XH U + 3XN 3 > 1.
2
For the hierarchical cases, we insert Eq. (3.43) into Eq. (3.49). Expressing XN 3 in terms of n 0
we arrive at the conditions

8, x = 0, 1, (2),
0n
(3.50)
9, x = 2, 3,
where the two lines correspond to the two possibilities for H in Eq. (3.43).
For the degenerate case, where L
31 = 0, we similarly obtain with Eq. (3.45)

7, x = 0, 1, 2, (3),
0n
8, x = 1, 2, 3.
(3.51)
L
H
In Table 4, we give all sets of parameters (L
21 , 31 , 3 + p, , x, n), which comply with
the phenomenology of neutrino masses and mixings for Case II. We assume z = 1, and the
parameter y = 1, 0, 1 remains unaffected by the neutrino sector. Compared to the analogous
table for Case I, we have added the parameter n N, which is defined by the X-charge of the
right-handed neutrino N 3 [cf. Eq. (3.46)] and determines the parameter H . Limiting ourselves
to Case II restricts the allowed values for n. Altogether we can thus find [(48+39)+(39+
2 10) + (3 9 + 2 10) + (3 9 + 2 10)] 3 = 600 sets of X-charge assignments, including
also less favored possibilities. Some of these charge assignments, however, are identical due to
the first two rows of Table 4. There are 504 distinct sets of X-charges. A selected subset resulting
from Table 4 is given in Appendix B, Table 7. For the relevant criteria see the next section.
Table 4
The sets of parameters which are compatible with neutrino phenomenology in Case II where the term Li H U N j has pure
FN origin while N i N j is generated via GM/KN. We assume z = 1. The parameter y = 1, 0, 1 remains unconstrained,
n can take only positive integer values which are restricted as shown in the table
L
21
L
31
3 + p
2n +
9
10

10
2n +
11

11
2n +
12

12
2n +
13
0, 1, 2, (3)
1, 2, 3
0, 1, (2)
2, 3
0, 1, (2)
2, 3
0, 1, (2)
2, 3
0n7
0n8
0n8
0n9
0n8
0n9
0n8
0n9
Normal
Inverted
Degenerate

186
It is worth noting that there is a constraint from neutrino oscillation due to the presence of righthanded states. The most stringent limit comes from appearance experiment searches: ,
for = e, . Because we required the right-handed neutrino masses to be much higher than the
light neutrino masses, Eq. (3.48), the oscillation probability is averaged out, and hence we obtain
an upper limit on the mixing angle. The effective sin2 2 must be less than about 3 104
[59,6568]. In terms of the mixing matrices, the limit is therefore |Ui U i |
(D)
(D)
Mi M i
(M) 2
Mii
2,
L
where we assumed msoft H U . Therefore, we obtain 2H +L
21 + i 6n > 5. This restricts
the allowed ranges of n in Table 4 slightly more: All upper limits on n are reduced by 1 to 6, 7,
7, 8, 7, 8, 7, 8, respectively.
(D)
(III) For Case III the scale of the Dirac mass matrix Mij in Eq. (3.5) is given by the (1, 1)
entry. Since XL1 + XH U + XN 1 < 0, this mass scale has an upper bound
(D)
<
M11
H U msoft
.
Mgrav
(3.52)
Calculating the light neutrino mass matrix by the see-saw formula, Eq. (3.7), can only generate
(D)
an absolute neutrino mass scale mabs which is smaller than M11 . Furthermore,
(D)
<
0.05 eV mabs < M11
H U msoft
,
Mgrav
(3.53)
and thus the soft scale has to be extraordinarily large, at least 500 TeV. This renders Case III
highly unattractive. We will therefore not elaborate on the possibility of the Dirac mass matrix
being generated by GM/KN + FN any further.
(IV) As for Case III.
4. An X-charged hidden sector?
The GS cancellation of chiral anomalies often requires the introduction of further X-charged
matter fields, which are singlets under the Standard Model gauge group, i.e. hidden sector superfields, for examples see Refs. [7,8,69].6 But as we now explain, in our P6 conserving FN study, it
is possible to have GS anomaly cancellation without exotic, hidden sector, matter. In such a case,
anomaly considerations open up a window on the underlying string theory. It should be stressed
that the condition of no further X-charged matter is an option which does not affect any of the
previous considerations.
Two of the GS conditions are given as7 [7]
ACCX
AGGX
AXXX
=
,
=
kC
24
kX
(4.1)
where the positive real parameters k... are the affine or KacMoody levels, which take integer
values for non-Abelian gauge groups. A... denote the anomaly coefficients, with G standing
for gravity, C for SU(3)C , and X for U (1)X . The k... are related to the corresponding gauge
6 However, in Ref. [7], with three instead of two generations of right-handed neutrinos and k = 3 the GS anomaly
C
cancellation conditions could also have been satisfied without exotic matter.
7 We differ from Ref. [7] by a factor of 3 in the denominator of the third ratio.
187
coupling constants at the unification scale

2
2
kX = 2gstring
.
gC2 kC = gX
(4.2)
These 2 + 2 equations give

12 ACCX
gstring = gC
,
AGGX
kX =

gX = g C
24 AXXX
,
AGGX
kC =
ACCX
,
AXXX
24 ACCX
.
AGGX
(4.3)
Assuming, as in deriving Table 1, that all non-MSSM superfields are color singlets, we have
1
(2XQi + XU i + XD i ),
2
3
ACCX =
(4.4)
i=1
AGGX =
3

(6XQi + 3XU i + 3XD i + 2XLi + XE i + XN i )
i=1
+ 2(XH D + XH U ) + XA + Ahidden
GGX ,
AXXX =
(4.5)
3

3
3
3
3
3
3
6XQ
i + 3X i + 3X i + 2XLi + X i + X i
U
i=1
3

3
3
hidden
+ 2 XH
D + XH U + XA + AXXX .
(4.6)
Here and in Eq. (4.2), we have used the standard GUT-normalization of non-Abelian groups with
generators ta such that tr[ta tb ] = 12 ab . With Table 1, we get e.g.
3
ACCX = (6 + x + z),
2
(4.7)
N
N
L
L
H
hidden
AGGX = 62 + 12x + 8z + N
1 + 2 + 3 + 21 + 31 + 3 + AGGX .
(4.8)
So despite the 17 MSSM X-charges being known, cf. Tables 3 and 4, we cannot give numerical
hidden
hidden
values for {gstring , gX , kX , kC }, since the N
i , AGGX and AXXX are still unknown. But now
let us suppose that the left-chiral MSSM superfields, as well as the N i and the flavon A are
hidden
8
the only X-charged superfields. Hence Ahidden
GGX and AXXX vanish. We can then scan all 48 +
L
H
504 X-charge assignments, defined by the parameters {x, z, L
21 , 31 , }, for solutions to the
fourth equality of Eq. (4.3) with the requirement of kC being an integer:
kC =
36(6 + x + z)
62 + 12x
+ 8z + N
1
N
L
L
H
+ N
2 + 3 + 21 + 31 + 3
(4.9)
As pointed out above, the integers N

i are already constrained. Besides the required ordering
N
N
N
3 2 1 we have
8 Ahidden and Ahidden also vanish if the additional exotic particles are vector-like.
GGX
XXX
188
For Case I, see below Eqs. (3.39) and (3.40),

hierarchical:
2 N
3 ,
N
2N
1 3 21,
(4.10)
degenerate:
3 N
3 ,
2N
1
N
3
(4.11)
20,
and for Case II, see Eqs. (3.13), (3.14), (3.46), with n given in Table 4,
hierarchical:
N
N
n 1 = N
3 = 2 1 < 0,
(4.12)
degenerate:
n 1 = N
3
= N
2
(4.13)
= N
1 .
We then find that the 48 sets of Case I are all in accord with kC = 3. The required values for
N
N
i i are given in Table 6. The conditions on i however do not determine the X-charges
of the right-handed neutrinos uniquely; see Appendix B for a complete list of the remaining
possibilities in each case. On the other hand, there exist six cases (#25, 26, 27, 37, 38, 39) which
are also compatible with kC = 2. In these models, the constraints on N

i fix their individual
values uniquely, cf. Table 6.
Turning to Case II, the X-charges of the right-handed neutrinos have to satisfy stronger constraints due to Eqs. (4.12), (4.13). Demanding Eq. (4.9), only 24 of the 504 models in Table 4
survive; they are displayed in Table 7. In all 24 cases we have kC = 2, and N

i is fixed uniquely
as given in Table 8.
A brief comment about the number of possible models before and after imposing Eq. (4.9)
is in order. Excluding the right-handed neutrinos, we start with 48 distinct sets of X-charge
assignments in Case I and 504 in Case II. This huge difference is due to the fact that in Case II
the dependence of the effective neutrino mass matrix M () on the right-handed neutrinos N i , see
Eq. (3.9), allows for a variation of H parameterized by n. In Case I, such a dependence and thus
a similar parameter is absent. Taking the right-handed neutrinos into account, the dependence of
M () on N i strongly limits the possible X-charges for N i in Case II [cf. Eqs. (4.12), (4.13)],
whereas for Case I, XN i can be chosen from an interval [cf. Eqs. (4.10), (4.11)]. When it comes
to finding solutions to Eq. (4.9), this freedom of assigning XN i in Case I allows each of the 48
sets of X-charges to be consistent without an X-charged hidden sector. In Case II, the situation
is much more constrained, reducing 504 models to only 24 viable ones.
Having determined the KacMoody levels kC which are consistent with the assumption of
no exotic X-charged matter, we can calculate the string coupling constant gstring from Eq. (4.2).
Inserting gC [Mstring ] gC [MGUT ] = 0.72 we get
gstring 0.88,
for kC = 3,
(4.14)
gstring 0.72,
for kC = 2.
(4.15)
From kC we can obtain the other KacMoody levels of GSM from the gauge coupling unification
relation9
3
k C = k W = kY ,
5
(4.16)
9 A non-standard gauge coupling unification with k = k = 3 k was put forward in Refs. [70,71] and has been
C
W
4 Y
recently applied to FN models in Ref. [72].
189
which adopts the Y -normalization with YL = 1/2, and has already been implemented when deriving Table 1, cf. Ref. [7]. Thus, the models of Case I with kC = 3 have kW = 3 and kY = 5,
while those with kC = 2 (i.e. six models of Case I and all models of Case II) demand kW = 2 and
kY = 10/3.
The question arises whether KacMoody levels kC and kW higher than 1 can be obtained from
string model building. Actually, such models have been considered, e.g. [7375], but a systematic
investigation of this issue is lacking. Nevertheless, there are indications that higher KacMoody
levels might occur rather generically, see e.g. Ref. [76]. Also, from the phenomenological point of
view, models with higher levels have already been discussed, e.g. in Ref. [77]. This is important
regarding the possible representations for the Higgs fields in the theory [7880].
In addition to the KacMoody levels of GSM , we can, from a bottomup perspective, calculate
the U (1)X gauge coupling constant gX in those cases, where the N

i are uniquely fixed, i.e. for
all models with kC = 2. Evaluating the second equality of Eq. (4.3) yields values within the
interval
gX [0.0085, 0.0145],
(4.17)
which in turn enables us to calculate the mass of the heavy U (1)X vector boson B
mB gX Mgrav 5 1015 GeV.
(4.18)
The results for each of the 6 + 24 models with uniquely fixed X-charge assignments are listed
in Tables 6 and 8. We point out that the kX corresponding to the above determined gX are quite
high integers, e.g. 8839 for #6 of Case II. This underlines that the scenarios without X-charged
exotic matter are to be taken more as an existence proof rather than concrete models.
5. Discussion and conclusion
In this note, we have devised FN models in which the anomalous U (1)X gauge symmetry
is broken down to the discrete Z6 -symmetry, proton hexality. The masses of the light neutrino
states are generated by introducing right-handed neutrinos N i and applying the see-saw mechanism. For Case I, the Majorana mass terms of N i originate only from the FN-mechanism, while
for Case II they result effectively from a combination of the FN- and the GM/KN-mechanism.
Requiring phenomenologically acceptable fermion masses and mixings, the GS mixed anomaly cancellation conditions with gauge coupling unification, as well as the low-energy remnant
discrete symmetry P6 , we are led to 48 X-charge assignments for Case I (cf. Table 3) and 504
X-charge assignments for Case II (cf. Table 4).
Under the assumption of no exotic X-charged particles, all 48 sets of Case I, but only 24 of the
504 sets of Case II are compatible with the GS anomaly cancellation conditions. The X-charges
of the resulting 48+24 sets are shown in Tables 5 and 7. Furthermore, we can determine the Kac
Moody levels of GSM in these models. For kC = 2, the X-charges of the right-handed neutrinos
are fixed uniquely. This enables us to calculate the gauge coupling constant gX of U (1)X in these
cases.
All results are listed in Tables 6 and 8 together with the obtained light neutrino mass spectrum,
the maximal denominator of the X-charges, as well as some additional comments on each of the
models. We emphasize here that all are phenomenologically acceptable because the unknown
O(1) coefficients allow a certain flexibility. However, if asked to select preferred models, one
190
can consider the following three criteria:

(1) nice CKM matrix,
(2) naturally small CHOOZ mixing angle,
(3) small maximal denominator for the X-charges.
Sets with y = 0 lead to our preferred -structure of the CKM matrix, see Section 2. These amount
to one third of all the models. The CHOOZ mixing angle corresponds to the (1, 3) entry of the
MNS 2 ) or L = 1
MNS matrix. This is naturally suppressed in our models if L
31 = 2 (U13
31
MNS
(U13 ), see the end of Section 3.2. Altogether 24 + 21 sets lead to a naturally small CHOOZ
angle by virtue of the U (1)X charge assignments. Finally, we have labeled the 10 + 3 models
with a maximal denominator 54 by denom. in the comments. From the aesthetical viewpoint,
the most appealing set is #6 of Case II (Table 8) where all X-charges are multiples of 1/6. This
model features a small CHOOZ angle but, unfortunately, a not so nice CKM matrix. With regard
to criterion (3), we however emphasize that models with highly-fractional X-charges are very
common, especially when fulfilling phenomenological constraints, see Ref. [81].
Looking for models which satisfy all of the above three criteria, we find thatremarkably
enoughonly one remains: namely #32 of Case I (Table 6). This model has a normal hierMNS , the maximal denominator of the X-charges
archical neutrino mass spectrum with U13

is 30. Without X-charged hidden sector matter, kC = 3 and i N

i = 18, leading to 16 distinct
X-charge assignments for the right-handed neutrinos, cf. Appendix B.
Acknowledgements
We are grateful for helpful discussions with or useful comments from Alon Faraggi, Stphane
Lavignac, Thomas Mohaupt, Pirre Ramond, Carlos Savoy and Martin Walter. C.L. thanks the
SPhT at the CEA-Saclay, and C.L. as well as M.T. thank the Physikalisches Institut in Bonn for
hospitality. This project is partially supported by the European Union 6th framework program
MRTN-CT-2004-503369 Quest for unification. The work of H.D. is also partially supported
by the RTN European program MRTN-CT-2004-005104 ForcesUniverse, MRTN-CT-2006035863 UniverseNet and by the SFB-Transregio 33 The Dark Universe of the Deutsche
Forschungsgemeinschaft (DFG). M.T. greatly appreciates that he was funded by a Feodor Lynen
fellowship of the Alexander-von-Humboldt-Foundation. The work of H.M. is supported in part
by the DOE under the contract DE-AC03-76SF00098 and in part by NSF grant PHY-0098840.
Appendix A. XN a -dependence of the neutrino masses
For Case II [cf. Eq. (3.9)], the Dirac and the Majorana mass matrices can be written as
(D)
Mij = A ij
XLi +X
Nj
(M)
Mij
= B ij
Ni
Nj
(A.1)
with A H U XH U and B m3/2 . The dimensionless coefficients ij and ij are of order one.
In our basis, Mij(M) and thus ij is diagonal. With this notation the effective light neutrino mass
matrix reads
A2 ik j k XLi +XLj +4X k
(,II)
N
=

Mij
B
kk
k
A2
=
aik aj k .
B
k
(A.2)
191

X +2X k
N . The light
ik Li
kk
10
characteristic polynomial of M (,II) ,
In the last step we have defined aik

now be obtained from the
neutrino masses m
=
A2
B
C3 3 + C2 2 + C1 + C0 = 0,
can
(A.3)
where
C 3 = p 1 p2 p3 ,
2

2

2

2
2
2
2
2
2
+ p1 p3 a23
+ p2 p3 a13
,
+ a32
+ a31
+ a22
+ a21
+ a12
+ a11
C2 = p1 p2 a33

2
2
2
C1 = p1 (a33 a22 a32 a23 ) + (a31 a23 a33 a21 ) + (a32 a21 a31 a22 )

+ p2 (a13 a32 a12 a33 )2 + (a11 a33 a13 a31 )2 + (a12 a31 a11 a32 )2

+ p3 (a23 a12 a22 a13 )2 + (a21 a13 a23 a11 )2 + (a22 a11 a21 a12 )2 ,
(A.4)
(A.5)
(A.6)
C0 = (a33 a22 a11 + a31 a23 a12 + a32 a21 a13 a33 a21 a12 a31 a22 a13 a32 a23 a11 ) . (A.7)
2
X +2X
N k , the order of the coefficients C... can be readily determined. With X 3

As aik Li
L
XL2 XL1 and XN 3 XN 2 XN 1 we get
C3 = c 3 ,
C2 = c 2
C1 = c 1
C0 = c 0
(A.8)
2XL3 +4X
N3
(A.9)
2XL2 +2XL3 +4X
2 +4X
2XL1 +2XL2 +2XL3 +4X
N3
(A.10)
1 +4X
2 +4X
N3
(A.11)
where c3 , c2 , c1 , c0 are O(1) coefficients. Inserting these expressions into Eq. (A.3), the three
singular values can be obtained. The order of the largest depends only on the cubic and the
quadratic term: Assuming [this is justified in hindsight11 from the result Eq. (A.13)]
C3 3 , C2 2 > C1 , C0 ,
we get C3 + C2 = 0, which yields
c2 2X +4X 3
N + equal/higher orders,
3 = L3
c3
(A.12)
(A.13)
where equal applies only if XL2 = XL3 and XN 2 = XN 3 . Similarly, the order of the second
singular value is derived from the quadratic and the linear term of Eq. (A.3)
c1 2X +4X 2
2 = L2
(A.14)
c2
where equal applies only if either XL2 = XL3 and XN 2 = XN 3 or XL1 = XL2 and XN 1 = XN 2 .
Finally, the order of 1 is obtained from the linear and the constant term
10 M () can be diagonalized by a unitary matrix V . From V T M () V = M () we obtain the equation M () v =
diag
v
v. Here, v is one of the three normalized vectors of V , and P is a diagonal matrix with Pii = pi = vi . The
m
v = mP
i
singular values m
of M () are determined by the condition det(M () mP
) = 0, whichup to the phase factors pi is
just the characteristic polynomial.
11 This method is akin to the slow roll approximation in inflationary cosmology: The KleinGordon equation for a
homogeneous scalar field reads + 3H + m2 = 0, H being the Hubble parameter. Assuming slow roll, i.e.
{H ,
m2 }, yields 3H + m2 = 0, whichs solution in hindsight justifies the slow roll approximation.
192
1 =
c0 2XL1 +4X 1

c1
(A.15)
where equal applies only if XL1 = XL2 and XN 1 = XN 2 . This yields the following ratios for
the light neutrino masses
2 :m
1
m
3 :m
2XL3 +4X
N3
:
2XL2 +4X
N2
:
2XL1 +4X
N1
(A.16)
Analogously, we obtain for Case III that

2 :m
3
m
1 :m
2XL1 4X
N1
:
2XL2 4X
N2
:
2XL3 4X
N3
(A.17)
Appendix B. Tables of X-charges

Combining Table 3 with Table 1 leads to the X-charge assignments of Table 5 (Case I): e.g.
H
the choice L
31 = 0, 3 + p = 1 and = 3, with z = 1, yields for instance
XH D =
4x (3x + 28) + 36y + 193

.
30(x + 7)
Then one picks a value for x and a value for y. Table 6 displays some features of these 48 possibilities. In search for a low fractionality for the X-charges one finds with y = 0 cases #8 (54),
#17 (48), #32 (30), with y = 1 cases #21 (30), #27 (42), with y = 1 cases #19 (18), #22 (12),
#25 (30), #31 (18), #43 (30). The numbers in parentheses give the maximal denominators of the
X-charges, in the normalization where XA = 1.
Assuming no X-charged hidden sector superfields, one can determine the KacMoody levels
kC and the sum of the N

i . Recalling the constraints of Eqs. (4.10), (4.11), we find for kC = 3
N
N
that (N
1 , 2 , 3 ) can take the following values, respectively:

N
(8, 8, 7), (9, 7, 7), (9, 8, 6), (9, 9, 5), (10, 7, 6), (10, 8, 5), (10, 9, 4),
i = 23:
i
(10, 10, 3), (11, 6, 6), (11, 7, 5), (11, 8, 4), (11, 9, 3), (12, 6, 5),
(12, 7, 4),
N
i
= 20:
(10, 5, 5), (10, 6, 4), (10, 7, 3), (10, 8, 2), (11, 5, 4), (11, 6, 3), (11, 7, 2),
(12, 4, 4), (12, 5, 3),
N
i
= 18:
(7, 7, 6), (8, 6, 6), (8, 7, 5), (8, 8, 4), (9, 6, 5), (9, 7, 4), (9, 8, 3), (9, 9, 2),
(6, 6, 6), (7, 6, 5), (7, 7, 4), (8, 5, 5), (8, 6, 4), (8, 7, 3), (8, 8, 2), (9, 5, 4),
(9, 6, 3), (9, 7, 2), (10, 4, 4), (10, 5, 3), (10, 6, 2), (11, 4, 3), (11, 5, 2),
(12, 3, 3),
N
i
= 17:
(6, 6, 5), (7, 5, 5), (7, 6, 4), (7, 7, 3), (8, 5, 4), (8, 6, 3), (8, 7, 2),
(9, 4, 4), (9, 5, 3), (9, 6, 2), (10, 4, 3), (10, 5, 2), (11, 3, 3), (11, 4, 2).
For kC = 2, the N
i are uniquely fixed and given in Table 6.
(M)
It is interesting to note that the lower limit from thermal leptogenesis, M11 4
N
N
108 GeV [64], requires 1 + 21 15, and hence 1 7. We observe that there is only a small

number of combinations allowed within this limit [e.g. for i N

i = 20 only (7, 7, 6) is okay].
On the other hand, some of the solutions above predict no hierarchy between N 1 and N 2 , and
Table 5
The numerical results for the 48 possible X-charge assignments of Case I, determined from Tables 3 and 1
#
1
2
3
4
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
XQ1
XQ2
XQ3
367
210
403
210
439
210
521
240
557
240
593
240
233
90
49
18
257
90
901
300
937
300
973
300
277
210
313
210
349
210
419
240
91
48
491
240
13
6
23
10
73
30
31
12
811
300
847
300
388
105
452
105
172
35
311
80
1081
240
1229
240
551
135
127
27
719
135
1283
300
1471
300
553
100
368
105
144
35
496
105
887
240
69
16
1183
240
35
9
203
45
77
15
49
12
471
100
1601
300
388
105
347
105
102
35
311
80
841
240
749
240
551
135
100
27
449
135
1283
300
1171
300
353
100
368
105
109
35
286
105
887
240
53
16
703
240
35
9
158
45
47
15
49
12
371
100
1001
300
178
105
137
105
32
35
151
80
361
240
269
240
281
135
46
27
179
135
683
300
571
300
153
100
158
105
39
35
76
105
407
240
21
16
223
240
17
9
68
45
17
15
25
12
171
100
401
300
U1
1271
210
393
70
1087
210
377
60
349
60
107
20
1757
270
325
54
1493
270
1009
150
311
50
857
150
407
70
1129
210
1037
210
121
20
67
12
307
60
113
18
521
90
53
10
13
2
899
150
823
150
U2
431
210
183
70
667
210
137
60
169
60
67
20
677
270
163
54
953
270
409
150
161
50
557
150
127
70
499
210
617
210
41
20
31
12
187
60
41
18
251
90
33
10
5
2
449
150
523
150
U3
11
210
43
70
247
210
17
60
49
60
27
20
137
270
55
54
413
270
109
150
61
50
257
150
13
70
79
210
197
210
1
20
7
12
67
60
5
18
71
90
13
10
1
2
149
150
223
150
D1
31
70
257
210
421
210
7
120
33
40
191
120
89
270
23
54
319
270
18
25
2
75
58
75
37
210
127
210
97
70
67
120
5
24
39
40
17
18
17
90
17
30
4
3
44
75
4
25
D2
171
70
467
210
421
210
247
120
73
40
191
120
451
270
77
54
319
270
32
25
77
75
58
75
383
210
337
210
97
70
173
120
29
24
39
40
19
18
73
90
17
30
23
31
75
4
25
D3
171
70
467
210
421
210
247
120
73
40
191
120
451
270
77
54
319
270
32
25
77
75
58
75
383
210
337
210
97
70
173
120
29
24
39
40
19
18
73
90
17
30
23
31
75
4
25
X L1
X L2
X L3
184
105
166
105
148
105
319
240
283
240
247
240
41
45
79
29
45
149
300
113
300
77
300
124
105
106
105
88
105
181
240
29
48
109
240
13
15
1
15
1
12
61
300
97
300
184
105
166
105
148
105
319
240
283
240
247
240
41
45
79
29
45
149
300
113
300
77
300
124
105
106
105
88
105
181
240
29
48
109
240
13
15
1
15
1
12
61
300
97
300
184
105
166
105
148
105
319
240
283
240
247
240
41
45
79
29
45
149
300
113
300
77
300
124
105
106
105
88
105
181
240
29
48
109
240
13
15
1
15
1
12
61
300
97
300
E1
1261
210
1189
210
1117
210
739
120
703
120
667
120
569
90
109
18
521
90
487
75
469
75
451
75
1231
210
1159
210
1087
210
721
120
137
24
649
120
37
6
59
10
169
30
19
3
457
75
439
75
E2
631
210
559
210
487
210
379
120
343
120
307
120
299
90
55
18
251
90
262
75
244
75
226
75
601
210
529
210
457
210
361
120
65
24
289
120
19
6
29
10
79
30
10
3
232
75
214
75
E3
211
210
139
210
67
210
139
120
103
120
67
120
119
90
19
18
71
90
112
75
94
75
76
75
181
210
109
210
37
210
121
120
17
24
49
120
7
6
9
10
19
30
4
3
82
75
64
75
(continued on next page)
193
24
157
210
193
210
229
210
281
240
317
240
353
240
143
90
31
18
167
90
601
300
637
300
673
300
67
210
103
210
139
210
179
240
43
48
251
240
7
6
13
10
43
30
19
12
511
300
547
300
XH U
XH D
194
Table 5 (continued)
#
25
26
27
28
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
1
30
29
210
13
42
97
240
133
240
169
240
5
6
29
30
11
10
377
300
413
300
449
300
53
210
17
210
19
210
47
240
83
240
119
240
19
30
23
30
9
10
319
300
71
60
391
300
XH U
XQ1
XQ2
XQ3
29
30
239
210
55
42
337
240
373
240
409
240
11
6
59
30
21
10
677
300
713
300
749
300
157
210
193
210
229
210
287
240
323
240
359
240
49
30
53
30
19
10
619
300
131
60
691
300
17
5
421
105
97
21
287
80
1009
240
1157
240
34
9
22
5
226
45
397
100
1379
300
1567
300
353
105
139
35
481
105
851
240
333
80
1147
240
56
15
196
45
224
45
1177
300
91
20
1553
300
17
5
316
105
55
21
287
80
769
240
677
240
34
9
17
5
136
45
397
100
1079
300
967
300
353
105
104
35
271
105
851
240
253
80
667
240
56
15
151
45
134
45
1177
300
71
20
953
300
7
5
106
105
13
21
127
80
289
240
197
240
16
9
7
5
46
45
197
100
479
300
367
300
143
105
34
35
61
105
371
240
93
80
187
240
26
15
61
45
44
45
577
300
31
20
353
300
U1
167
30
359
70
197
42
349
60
107
20
293
60
109
18
167
30
457
90
943
150
289
50
791
150
377
70
1039
210
947
210
113
20
311
60
283
60
59
10
487
90
443
90
307
50
169
30
769
150
U2
47
30
149
70
113
42
109
60
47
20
173
60
37
18
77
30
277
90
343
150
139
50
491
150
97
70
409
210
527
210
33
20
131
60
163
60
19
10
217
90
263
90
107
50
79
30
469
150
U3
13
30
9
70
29
42
11
60
7
20
53
60
1
18
17
30
97
90
43
150
39
50
191
150
43
70
11
210
107
210
7
20
11
60
43
60
1
10
37
90
83
90
7
50
19
30
169
150
D1
19
30
31
210
13
14
121
120
29
120
21
40
25
18
19
30
11
90
133
75
77
75
7
25
187
210
23
210
47
70
151
120
59
120
11
40
49
30
79
90
11
90
151
75
19
15
13
25
D2
41
30
241
210
13
14
119
120
91
120
21
40
11
18
11
30
11
90
17
75
2
75
7
25
233
210
187
210
47
70
89
120
61
120
11
40
11
30
11
90
11
90
1
75
4
15
13
25
D3
41
30
241
210
13
14
119
120
91
120
21
40
11
18
11
30
11
90
17
75
2
75
7
25
233
210
187
210
47
70
89
120
61
120
11
40
11
30
11
90
11
90
1
75
4
15
13
25
X L1
X L2
X L3
8
15
38
105
4
21
23
240
13
240
49
240
1
3
7
15
3
5
227
300
263
300
299
300
26
105
44
105
62
105
167
240
203
240
239
240
17
15
19
15
7
5
469
300
101
60
541
300
8
15
38
105
4
21
23
240
13
240
49
240
1
3
7
15
3
5
227
300
263
300
299
300
79
105
61
105
43
105
73
240
37
240
1
240
2
15
4
15
2
5
169
300
41
60
241
300
23
15
143
105
25
21
263
240
227
240
191
240
23
8
15
25
73
300
37
300
1
300
184
105
166
105
148
105
313
240
277
240
241
240
13
15
11
15
35
131
300
19
60
59
300
E1
167
30
1097
210
205
42
683
120
647
120
611
120
35
6
167
30
53
10
449
75
431
75
413
75
1051
210
979
210
907
210
613
120
577
120
541
120
157
30
149
30
47
10
403
75
77
15
367
75
E2
77
30
467
210
79
42
323
120
287
120
251
120
17
6
77
30
23
10
224
75
206
75
188
75
631
210
559
210
487
210
373
120
337
120
301
120
97
30
89
30
27
10
253
75
47
15
217
75
E3
47
30
257
210
37
42
203
120
167
120
131
120
11
6
47
30
13
10
149
75
131
75
113
75
421
210
349
210
277
210
253
120
217
120
181
120
67
30
59
30
17
10
178
75
32
15
142
75
29
XH D
Table 6
The features of the X-charge assignments in Table 5 (Case I). In the comments we state the reason for preferring individual cases: CKM means that this model naturally
L
exhibits a nice CKM matrix, i.e. y = 0. CHOOZ refers to a naturally small CHOOZ angle: sin 13 |31 | , with |L
| = 1, 2. We write denom. to label cases where the
31

X-charges have a maximal denominator 54. For the degenerate scenarios we show the nave sum of the neutrino masses, i mi , without O(1) coefficients. Assuming no exotic
matter, the three N

i are uniquely fixed for kC = 2, unlike for kC = 3
L
21
L
31
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3 + p
Spectrum
Maximal
denominator
Anomalies:

kC , i N
i
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
3
3
3
3
3
3
3
3
3
3
3
3
2
2
2
2
2
2
2
2
2
2
2
2
0
0
0
1
1
1
2
2
2
3
3
3
0
0
0
1
1
1
2
2
2
3
3
3
1
0
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
1
deg.
deg.
deg.
deg.
deg.
deg.
deg.
deg.
deg.
deg.
deg.
deg.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
inv. & nor. hier.
210
210
210
240
240
240
270
54
270
300
300
300
210
210
210
240
48
240
18
90
30
12
300
300
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
23
23
23
23
23
23
23
23
23
23
23
23
20
20
20
20
20
20
20
20
20
20
20
20
Comments
CKM
CKM
CKM, denom.
CKM

( i mi

(i mi
( i mi

( i mi
( i mi

(i mi
( i mi

(i mi
(i mi
(i mi
(i mi
( i mi
5.0 eV)
5.0 eV)
5.0 eV)
3.2 eV)
3.2 eV)
3.2 eV)
2.1 eV)
2.1 eV)
2.1 eV)
1.4 eV)
1.4 eV)
1.4 eV)
CKM
CKM, denom.
denom.
CKM
denom.
denom.
CKM
(continued on next page)
195
196
Table 6 (continued)
#
L
21
3 + p
Spectrum
25
nor. hier.
26
27
28
29
30
31
32
33
34
35
36
0
0
0
0
0
0
0
0
0
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
1
1
37
38
39
40
41
42
43
44
45
46
47
48
1
1
1
1
1
1
1
1
1
Maximal
denominator
Anomalies:

kC , i N
i
Comments
30
2
3
60
18
CHOOZ, denom., N
1,2,3 = 20, gX = 0.0141
CHOOZ, denom.
nor. hier.
210
nor. hier.
42
1
1
1
2
2
2
3
3
3
1
0
1
1
0
1
1
0
1
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
240
240
240
18
30
90
300
300
300
2
3
2
3
3
3
3
3
3
3
3
3
3
60
18
60
18
18
18
18
18
18
18
18
18
18
CHOOZ, CKM, N
1,2,3 = 20, gX = 0.0142
CHOOZ, CKM
CHOOZ, denom., N
1,2,3 = 20, gX = 0.0141
CHOOZ, denom.
CHOOZ
CHOOZ, CKM
CHOOZ
CHOOZ, denom.
CHOOZ, CKM, denom.
CHOOZ
CHOOZ
CHOOZ, CKM
CHOOZ
nor. hier.
210
2
3
59
17
N
CHOOZ, N
1,2 = 20, 3 = 19, gX = 0.0145
CHOOZ
nor. hier.
210
nor. hier.
210
2
2
2
2
2
2
2
2
2
4
4
4
4
4
4
4
4
4
0
0
0
0
0
0
0
0
0
1
1
1
2
2
2
3
3
3
1
0
1
1
0
1
1
0
1
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
240
240
240
30
90
90
300
60
300
2
3
2
3
3
3
3
3
3
3
3
3
3
59
17
59
17
17
17
17
17
17
17
17
17
17
N
CHOOZ, CKM, N
1,2 = 20, 3 = 19, gX = 0.0145
CHOOZ, CKM
N
CHOOZ, N
1,2 = 20, 3 = 19, gX = 0.0145
CHOOZ
CHOOZ
CHOOZ, CKM
CHOOZ
CHOOZ, denom.
CHOOZ, CKM
CHOOZ
CHOOZ
CHOOZ, CKM
CHOOZ
L
31
Table 7
The numerical results for the X-charge assignments of Case II which allow no further matter to be introduced. These 24 models are obtained from the 504 distinct sets of Table 4
#
1
2
3
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
XQ1
XQ2
XQ3
2243
210
2207
210
2171
210
2137
210
2101
210
59
6
331
30
2281
210
449
42
1013
90
1001
90
989
90
2183
210
2147
210
2111
210
2363
210
2327
210
2291
210
2569
240
2533
240
2497
240
1031
90
1019
90
1007
90
64
35
128
105
64
105
163
105
33
35
13
29
15
139
105
57
296
135
212
135
128
135
167
105
103
105
13
35
69
35
143
105
79
105
437
240
289
240
47
80
302
135
218
135
134
135
64
35
233
105
274
105
163
105
68
35
73
29
15
244
105
19
7
296
135
347
135
398
135
167
105
208
105
83
35
69
35
248
105
289
105
437
240
529
240
207
80
302
135
353
135
404
135
134
35
443
105
484
105
373
105
138
35
13
3
59
15
454
105
33
7
566
135
617
135
668
135
377
105
418
105
153
35
139
35
458
105
499
105
917
240
1009
240
367
80
572
135
623
135
674
135
U1
179
210
271
210
121
70
131
210
223
210
32
11
10
323
210
83
42
287
270
419
270
551
270
169
210
87
70
353
210
269
210
361
210
151
70
53
60
27
20
109
60
329
270
461
270
593
270
U2
1019
210
901
210
261
70
971
210
853
210
72
51
10
953
210
167
42
1367
270
1229
270
1091
270
1009
210
297
70
773
210
1109
210
991
210
291
70
293
60
87
20
229
60
1409
270
1271
270
1133
270
U3
1439
210
1321
210
401
70
1391
210
1273
210
11
2
71
10
1373
210
251
42
1907
270
1769
270
1631
270
1429
210
437
70
1193
210
1529
210
1411
210
431
70
413
60
127
20
349
60
1949
270
1811
270
1673
270
D1
3677
210
1171
70
3349
210
1171
70
3349
210
91
6
539
30
1203
70
689
42
5521
270
5317
270
5113
270
1189
70
3403
210
3239
210
3827
210
1221
70
3499
210
741
40
2131
120
2039
120
5587
270
5383
270
5179
270
D2
3257
210
1101
70
3349
210
1031
70
3139
210
91
6
479
30
1133
70
689
42
4981
270
5047
270
5113
270
1049
70
3193
210
3239
210
3407
210
1151
70
3499
210
661
40
2011
120
2039
120
5047
270
5113
270
5179
270
D3
3257
210
1101
70
3349
210
1031
70
3139
210
91
6
479
30
1133
70
689
42
4981
270
5047
270
5113
270
1049
70
3193
210
3239
210
3407
210
1151
70
3499
210
661
40
2011
120
2039
120
5047
270
5113
270
5179
270
X L1
X L2
X L3
1556
105
1574
105
1592
105
1504
105
1522
105
44
3
232
15
1642
105
332
21
821
45
827
45
833
45
1586
105
1604
105
1622
105
1706
105
1724
105
1742
105
4031
240
4067
240
4103
240
857
45
863
45
869
45
1556
105
1574
105
1592
105
1504
105
1522
105
44
3
232
15
1642
105
332
21
821
45
827
45
833
45
1481
105
1499
105
1517
105
1601
105
1619
105
1637
105
3791
240
3827
240
3863
240
812
45
818
45
824
45
1556
105
1574
105
1592
105
1399
105
1417
105
41
3
217
15
1537
105
311
21
776
45
782
45
788
45
1376
105
1394
105
1412
105
1496
105
1514
105
1532
105
3551
240
3587
240
3623
240
767
45
773
45
779
45
E1
391
210
319
210
247
210
389
210
317
210
7
6
47
30
257
210
37
42
91
90
67
90
43
90
271
210
199
210
127
210
211
210
139
210
67
210
109
120
73
120
37
120
37
90
13
90
11
90
E2
239
210
311
210
383
210
241
210
313
210
11
6
43
30
373
210
89
42
179
90
203
90
227
90
149
210
221
210
293
210
209
210
281
210
353
210
131
120
167
120
203
120
143
90
167
90
191
90
E3
659
210
731
210
803
210
451
210
523
210
17
6
73
30
583
210
131
42
269
90
293
90
317
90
359
210
431
210
503
210
419
210
491
210
563
210
251
120
287
120
323
120
233
90
257
90
281
90
197
24
XH U
2453
210
2417
210
2381
210
2347
210
2311
210
65
6
361
30
2491
210
491
42
1103
90
1091
90
1079
90
2393
210
2357
210
2321
210
2573
210
2537
210
2501
210
2809
240
2773
240
2737
240
1121
90
1109
90
1097
90
XH D
198
Table 8
The features of the X-charge assignments in Table 7 (Case II). In the comments we state the reason for preferring individual cases: CKM refers to a nice CKM matrix,
CHOOZ to a naturally small CHOOZ angle (|L
31 | = 1, 2), and denom. labels models where the X-charges have a maximal denominator 42
L
21
L
31
3 + p
Spectrum
Max.
denom.
kC
N
1
N
2
N
3
gX
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
0
0
0
0
0
0
0
0
0
0
0
0
1
1
1
1
1
1
1
1
1
1
1
1
0
0
0
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
2
2
2
2
2
2
2
2
2
4
4
4
4
4
4
4
4
4
4
4
4
26
26
26
25
25
25
27
27
27
30
30
30
26
26
26
28
28
28
28
28
28
31
31
31
0
0
0
0
0
0
0
0
0
2
2
2
0
0
0
0
0
0
1
1
1
2
2
2
8
8
8
7
7
7
8
8
8
9
9
9
7
7
7
8
8
8
8
8
8
9
9
9
1
0
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
1
inv. & nor. hier.

inv. & nor. hier.
inv. & nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
nor. hier.
210
210
210
210
210
6
30
210
42
270
270
270
210
210
210
210
210
210
240
240
240
270
270
270
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
4
4
4
2
2
2
6
6
6
1
1
1
3
3
3
7
7
7
1
1
1
2
2
2
9
9
9
8
8
8
9
9
9
10
10
10
8
8
8
9
9
9
9
9
9
10
10
10
9
9
9
8
8
8
9
9
9
10
10
10
8
8
8
9
9
9
9
9
9
10
10
10
0.0100
0.0100
0.0100
0.0107
0.0108
0.0108
0.0096
0.0096
0.0096
0.0086
0.0086
0.0086
0.0105
0.0105
0.0105
0.0094
0.0094
0.0094
0.0096
0.0097
0.0097
0.0085
0.0085
0.0085
Comments
CKM
CHOOZ
CHOOZ, CKM
CHOOZ, denom.
CHOOZ, denom.
CHOOZ, CKM
CHOOZ, denom.
CHOOZ
CHOOZ, CKM
CHOOZ
CHOOZ
CHOOZ, CKM
CHOOZ
CHOOZ
CHOOZ, CKM
CHOOZ
CHOOZ
CHOOZ, CKM
CHOOZ
CHOOZ
CHOOZ, CKM
CHOOZ
199
the bound may be less severe, e.g. 2 107 GeV in Ref. [82]. In the extreme case of resonant
enhancement, one can allow for even TeV scale right-handed neutrinos [83].
Case II is treated similarly. However, displaying explicitly the 504 sets of X-charges which are
hinted at in Table 4 would fill more than 12 pages. We content ourselves with presenting those
24 models which are consistent without X-charged exotic matter. They are given in Tables 7
and 8. Small maximal denominators of the X-charges are obtained for cases #6 (6), #7 (30),
#9 (42).
References
[1]
[2]
[3]
[4]
[5]
[6]
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M-theory brane deformations

David S. Berman , Laura C. Tadrowski
Queen Mary College, University of London, Department of Physics, Mile End Road, London, E1 4NS, England, UK
Abstract
Using the techniques developed by Lunin and Maldacena we calculate the supergravity solutions of
membranes and five-branes in the presence of a background C-field. All the distinct possible C-field configurations are explored. Decoupling limits for these branes are then described that preserve the deformation
leading to families of M-theory brane deformation duals. The decoupled geometry is then explored using
probe brane techniques and brane thermodynamics.
PACS: 11.25.-w; 11.25.Yb
Keywords: M-theory; Branes
1. Introduction
Over the past few years there has been a renewed interest in the various deformations of the
field theories that arise on brane world volumes. For the D3 brane, the undeformed world volume
theory is N = 4 YangMills. Its deformations include: non-commutative YangMills where the
NeveuSchwarz two form is present along the brane world volume [15]; the so-called dipole
theory where the NeveuSchwarz two-form is present with one leg along the brane world volume
and one off it [610]; and finally the N = 1 -deformed YangMills theory where the Neveu
Schwarz two-form is present entirely off the brane world volume [11]. Often these deformed
theories have interesting properties such as the S-duality properties of the marginally deformed
N = 4 theory [12]. Other recent developments have been with so-called puff field theories [13].
E-mail addresses: d.s.berman@qmul.ac.uk (D.S. Berman), l.c.tadrowski@qmul.ac.uk (L.C. Tadrowski).

doi:10.1016/j.nuclphysb.2007.11.016
202
D.S. Berman, L.C. Tadrowski / Nuclear Physics B 795 (2008) 201229
Many of the generalisations to M-theory have already been explored though of course even
the undeformed case is somewhat of a mystery for more than one coincident brane. The cases that
have been examined already are where the three form C-field is present with all legs along the
five-brane world volume [14,15] and the generalisation of the dipole theory the so-called dipole
theory [8,16]. In this paper we systematically go through all the distinct deformations for both
the membrane and the five-brane with the background C-field in all the possible configurations
with legs on and off the brane world volume. (This will, of course, recover some of the already
known solutions.) Essentially this will be a systematic application of the method of Lunin and
Maldacena [11] to give all C-field deformations of M-theory brane geometries.
With these geometries at hand we describe various decoupling limits (where the deformation
is preserved in the limit). We then explore these decoupled geometries, which will be the supergravity duals of a deformed M-theory brane world volume theory. Through use of probe brane
techniques and an analysis of the thermodynamic properties we will attempt to learn about these
dual world volume theories.
Part of the motivation will also be to explore the solution generating method and decoupling
procedures themselves. In particular, we will see how the solution generating technique and thus
the deformations of the dual theory and the decoupling limit commute. We will also see how
different embedding choices of the solution generating procedure become relevant. Finally, we
will also see through thermodynamic calculations that some of the deformations will leave the
entropy invariant. This is a surprise given that in the dual theory the deformation will alter the
interactions.
Overall the calculations presented here are a laboratory to study how decoupling limits and
deformations of branes in M-theory work along with the different aspects of hidden symmetries
in string and M-theory.
There has also been the study of the dipole deformations of YangMills theory [17] motivated
by the idea that the deformation may provide an additional scale through which additional decouplings may take place. The M-theory analogue of this would also be interesting to explore
especially in the context of G2 compactification [18].
2. Deformation method
This is a brief review of a technique, which can be used to construct solutions to elevendimensional supergravity with the C-field switched on. Essentially, it is the method, described by
Lunin and Maldacena [11]. The origins of the method date back to the use of T-duality (perhaps
combined with Lorentz transformations) as a solution generating symmetry [19]. The starting
point is an eleven-dimensional background in which there are at least three U (1) isometries.
These isometries will form a three-torus. The metric and the potential may then be placed in the
following adapted form:
ds2 = 1/3 Mab D a D b + 1/6 g dx dx ,

1
C (3) = Ca D a dx dx + Cab D a D b dx
2

1
+ C dx dx dx + Cabc D a D b D c ,
6
D a d a + Aa dx ,
(1)
(2)
(3)
3
The
where a, b, c label the directions of
the T and , , , . . . are for the remaining coordinates.
determinant of M is one and so is the volume of the three-torus. Performing an S 1 reduc-
203
tion along one of the U (1)s (for illustrative purposes we here choose 3 ) produces a type IIA
solution.

2
Mab D a D b = e2/3 hmn D m D n + e4/3 D 3 + Nm D m ,
(4)
where m and n run over the remaining U (1)s of the T 3 and h, like M, has unit determinant.
Then a T-duality is performed on another of the T 3 cycles (1 in what follows) and a toroidally
compactified IIB solution is produced with { 1 , 2 } as the coordinates of the two torus. The IIB
solution is written in terms of the original eleven-dimensional fields as follows, with IIB fields
on the left and eleven-dimensional fields on the right:

2 2

1
1 1
2
2 2
+ D
+ e2/3 g dx dx ,
ds =
(5)
D CD
h11
h12
1
B (2) =
D 1 D 2 C32 D 2 dx + D 1 A1 C3 dx dx
h11
2
(6)
+ C31 dx A1 ,
e2
,
C (0) = N1 ,
h11

h12
(2)
C = N2
N1 D 1 D 2 C12 D 2 dx D 1 A3
h11
1
C1 dx dx + C31 dx A3 ,
2

1
h12
(4)
3
3
C1 + 2C31 A D 2 dx dx
C2 + 2C32 A
C =
2
h11

1
3
+ C + 3C3 A dx dx dx D 1
6
+ d1 2 3 4 dx 1 dx 2 dx 3 dx 4
e2 =
(7)
+ d1 2 3 dx 1 dx 2 dx 3 D 2 .
A2 dx .
(8)
D1 = d1 C31
and D2 = d2 +
C is the component C123 on the
The
last two terms in the RamondRamond four-form can be determined using self-duality of the
five-form field strength in ten dimensions. This reduction has an SL(2, R) SL(2, R) symmetry
which provide a means by which supergravity solutions can be generated. The specific solution
generating transformation described in [11] involves a T-duality, a coordinate transformation and
then another T-duality. It is realised through the use of one of the SL(2, R) symmetries to produce
a rotation in the 1 2 plane. The particular element of SL(2, R) is chosen in such a way that
the regularity of the solution is preserved so no new singular points are generated. In this way
the symmetries of the eight-dimensional theory are exploited to generate new solutions of the
eleven-dimensional supergravity. The SL(2, R) element used to produce the rotation is

1
1
1 0
.
1
2
2
dx ,
T 3.
Putting this rotation into effect in the toroidally compactified IIB theory allows an alternative
interpretation of this rotation as shifts in the fields of 11-dimensional supergravity. Solutions
obtained in this manner will be referred to as -deformed. It can be seen from the IIB metric that
the effect of this rotation in the 1 2 plane is equivalently realised by making the following
204
shifts in the eleven-dimensional theory
,
[(1 C)2 + 2 ]2
C(1 C)
.
C =
[(1 C)2 + 2 ]
=
(9)
(10)
This analysis is considerably simplified for the branes in M-theory, which we will be discussing
because for every choice of the T 3 used to generate the new solution, C may be set to zero in the
original solution.1 For some simple cases, (9) and (10) are the only changes required to produce
the new solution. There are, however, extra terms arising when, for example, the T 3 is completely
in the space perpendicular to the membrane world volume.
3. The membrane
We begin with the membrane. The undeformed solution is given by:

ds2 = H 2/3 dt 2 + d 2 + 2 d42 + H 1/3 dr 2 + r 2 d72 ,
F0 = r H 1 dr dt d d4 ,
(4)
(11)
(12)
with
H =1+
25 2 N lp6
(13)
r6
We use the same coordinate system as Lunin and Maldacena to maintain contact with their work.2
The volume element for the unit seven sphere is given by

d72 = d 2 + s2 d 2 + s2 d 2 + c2 d12 + s2 c2 d22 + s2 c2 d32 + s2 d42 .
(14)
One may then introduce the following coordinates [11]:
1 = + 3 ,
2 = 3 2 ,
3 = + 2 1 ,
4 = + 1 .
The background, adapted to begin the deformation process described above, is:

ds20 = H 2/3 dt 2 + d 2 + 2 d42

+ H 1/3 dr 2 + r 2 d 2 + s2 d 2 + s2 d 2 + d 2 + s2 s2 d12

+ 2s2 s2 s2 c2 dd1 + s2 s2 c2 + c2 d22

+ 2s2 s2 c2 c2 d d2 2c2 s2 s2 d1 d2

+ c2 + s2 c2 d32 + 2 c2 s2 c2 d d3 + 2s2 c2 d2 d3 ,

(4)
F0 = r H 1 dr dt d d4 .
(15)
(16)
There are two types of deformation to be considered for the membrane. The choice depends
on whether we wish to turn the C-field on completely off the brane or with a single leg along
1 It is not that the C-field vanishes for these solutions just that the C-field on the solution generating torus will vanish.
2 c = cos(), s = sin().
205
the brane. In the former set-up the T 3 used for the solution generating transformation will be
transverse to the brane and in the latter, two of the directions of the torus will be transverse and
one will be longitudinal to the brane. There are four cases, which exhaust every possible choice
for both types of deformation. These four choices of T 3 are given by:
1 2 3

, ,
or 4 , i , j
with i, j = 1, 2, 3.
Once the T 3 has been fixed, the particular choice of S 1 reduction direction and T-duality direction
are irrelevant in the eleven-dimensional theory. However, the different embeddings of the specific
T 3 s chosen will be shown to result in different solutions.
3.1. Deformation for T 3 on { 1 , 2 , 3 }
The deformed M2 using T 3 given by {1 , 2 , 3 } is
1/3 2/3

ds2 = 1 + 2 123
H
dt2 + d 2 + 2 d42

+ H 1/3 dr 2 + r 2 d 2 + s2 d 2 + s2 d 2
2 2 2

H 1/3 r 2
s s d + s2 s2 c2 + c2 d22 + c2 + s2 c2 d32
(1 + 2 123 )2/3 1

2c2 s2 s2 d1 d2 + 2s2 c2 d2 d3 + 2s2 s2 s2 c2 d d1

+ 2s2 s2 c2 c2 d d2 + 2 c2 s2 c2 d d3

2
H 1/3 r 2
2
1
+
f
(,
,
)
d ,
123
1
(1 + 2 123 )2/3
(17)
where3 the volume of the three-torus is

123 = H r 6 s2 s4 c2 c2 s2 s2 + c2 c2 + c2 s2 s2 s2
= H r 6 123 (, , ).
(19)
There are two new contributions to the field strength. The first is the result of the three-form
potential components turned on along the T 3 during the deformation process. This can be seen
by looking at the effect of an SL(2, R) rotation on the T 2 part of the IIB metric. Re-interpreting
this transformation on the coordinates as a shift in the fields of eleven-dimensional supergravity
gives

.
(20)
1 + 2
The second of the new contributions to the -deformed field strength originates with the nonzero Ct4 . This enters the IIB theory through the RamondRamond four-form. Specifically for
this T 3 reduction, the RR field in the T 2 reduced IIB theory is
C(1 ) 2 3 =
f1 (, , ) =
2 s2 s2
64 256123 s2
2 2
s2 s4 f2 (, , )
f2 (, , ) = 66 2c4 3c42 4c4( ) + 16c2 (7 + c4 )c2 + 70c2

2 s2.
+ 8c4 4c4(+ ) 3c2(2+ ) + 8c4 (7 + 8c2 )s2
(18)
206
1
(4)
C0 = C dx dx dx D1 + d1 2 3 4 dx 1 dx 2 dx 3 dx 4
6
+ d1 2 3 dx 1 dx 2 dx 3 D2 .
(21)
Using the self-duality of the associated five-form field strength and the isometries in the i directions implies that
d1 2 3 4 = 0.
(22)
The SL(2, R) action produces a new RR four-form

C(4) = C0 + d1 2 3 dx 1 dx 2 dx 3 D 1 .
(4)
(23)
Re-interpreting the SL(2, R) transformation as a shift in the fields of eleven-dimensional supergravity leads to the second new contribution to the eleven-dimensional four-form
1
C dx dx dx
6
1
C dx dx dx d1 2 3 dx 1 dx 2 dx 3 .
6
The field strength for the deformed background is

123
(4)
(4)
d d1 d2 d3 + 123 8 F0 ,
F(4) = F0
2
1 + 123
(24)
(25)
2 is related to the undeformed solution, ds 2

where {r, , , }. The deformed solution, ds(
0
)
by

4

1
2
2
2
2
1/3
2
2
2
ds =
(26)
di + r f1 d
ds0 + dx + H
,
(1 + 2 )2/3
i=1
dx 2
is the metric on the membrane world volume

dx 2 = H 2/3 dt 2 + d 2 + 2 d42
where
(27)
with the i coordinates, related to the chosen coordinate system by

4

d2i = dr 2 + r 2 d 2 + s2 d 2 + s2 d 2 .
(28)
i=1
This shows, in an intuitive way, the effect of an SL(2, R) rotation in this T 2 reduced IIB theory
on the eleven-dimensional geometry. For this specific deformation procedure, this is the only Mtheory analogue of the -deformation studied for the D3 brane and its world volume theory. In
that case the deformation effect in the gauge theory was implemented using a modified product
for the chiral superfields. This is similar to the way in which a non-commutative theory can be
obtained from a commutative one after replacing the regular product with the Moyle product.
However for the -deformed D3/N = 4 system, the modified product produces an effect within
the chiral superpotential alone. There appear multiplicative pure phase factors, which are determined by the charges of the gauge theory fields under the globally symmetric field theoretic
realisation of the bulk spacetime torus. While the -deformation preserved the conformal nature
of the world volume theory, the supersymmetry was broken down to N = 1. We investigate the
207
effect of different T 3 embeddings on the supersymmetry and thermodynamics in the M-theory

set-ups.
For the membrane, a useful interpretation is to view the field theory dual as the infrared (or
equivalently strong coupling) limit of D = 2 + 1 YangMills theory. The -deformation will
then be the analogue of the -deformation for the strongly coupled three-dimensional theory.
Deformations of (2 + 1)-dimensional strongly coupled theories may have some condensed matter
applications, see [20] for recent uses of holography to condensed matter systems.
3.2. Membrane analogue of dipole deformations
For the second type of deformation of the membrane, the T 3 is chosen with one U (1) on the
brane world volume and two in the transverse space. For all possible choices within this class of
deformation the IIB theory has RamondRamond four form
C (4) = 0.
The only new contribution to the eleven-dimensional field strength comes from the potential
turned on along the T 3 . While there are other fields in the IIB theory, which contain nonvanishing components of C (3) , these can never generate new eleven-dimensional fields because
they enter as T 2 zero-forms and two-forms only. The wedge product ensures that no new terms
can be generated under the action of SL(2, R) on the T 2 coordinates. Choosing to wrap the membrane on the S 1 producing a fundamental string in IIA appears to result in the generation of novel
new contributions. However, the lack of the existence of a non-vanishing connection one-form
for this choice of U (1) results in this term always vanishing. Thus, all possible different IIB solutions originating from different choices of reduction and T-duality angles are lifted to exactly
the same solution in M-theory. The deformed solutions are presented here in a form showing
their relation to the undeformed membrane. The full solutions can be found in Appendix A. In
general, a deformation of this type on {4 , i , j } produces a solution of the form

1
2
2
2
ds =
ds0 + 4ij H 2/3 dt 2 + d 2
2
2/3
(1 + 4ij )

4

1/3
2
2
2
2
(29)
,
di + r F1 d + F2 dk + F3 d dk
+H
i=1
F(4)
(4)
= F0

4ij
dx d4 di dj
1 + 2 4ij
(30)
where k labels the remaining U (1) of the T 3 , {, r, , , } and F1 , F2 , F3 are functions of

, , only, depend on the specific T 3 chosen and are presented in Appendix A. For each choice
however, the function 4ij has the same r-dependence (allowing analysis of the decoupling
limits to be carried out in parallel) but different angular dependence. This has consequences
concerning the supersymmetry of the deformed solution. The functions 4ij are given by:

412 = 2 r 4 s4 s2 s2 c2 + c2 c4 s2 ,
(31)

2 4 2 2 2
2 2
413 = r s s c + c s ,
(32)

423 = 2 r 4 s2 s2 c2 c2 + s2 c2 + c2 c2 .
(33)
208
4. The five-brane
The undeformed five-brane solution is given by:

5
10

2
1/3
2
2
ds = H
dxi + H 2/3
dxi2 ,
dt +
i=1
(34)
i=6
1 2/3
(35)
H i1 i2 i3 i4 i5 i5 H (x6 , . . . , x10 ) dx i1 dx i2 dx i3 dx i4 .
4!
In what follows we will Wick rotate to time on the five-brane world volume so that we may
apply the usual solution generating technique. We will then Wick rotate back at the end to give a
good solution. This is similar to the procedure that was used to find the supergravity duals to the
non-commutative open string. The isometry group on the M5 world volume after Wick rotation is
SO(6). In the space orthogonal to the brane we have SU(2) SU(2) SO(4) SO(5) symmetry
which may be used to identify two U (1) isometries.
F (4) =
x6 = r1 cos 1 ,
with
x10 =
x7 = r1 sin 1 ,
x8 = r2 cos 2 ,
x9 = r2 sin 2
(36)
r 2 r12 r22 .
(37)
The rescaling,
r1
r2
,
r2 =
(38)
r
r
is then performed to ensure that r is the only radial type coordinate. The appearance of additional coordinate singularities at
r1 =
r12 + r22 = 1
(39)
is actually the single point

x10 = 0
(40)
and is the consequence of the lack of a globally well defined cover of the sphere. This is a
coordinate singularity and hence begin. The M5 solution after Wick rotation is then
ds2 = H 1/3

3

2

di + 2i di2 + H 2/3 dr 2 + r 2 r12 d12 + r22 d22
i=1
(1 r22 )
dr12 +
+
(1 r12 r22 )
F0(4) = r1 r2 r 4 (r H ) dr1 d1
(1 r12 )
dr22
(1 r12 r22 )
2r1 r2
dr1 dr2
+
(1 r12 r22 )
dr2 d2
with the harmonic function

Nlp3
.
H = 1+
r3
We now use the Lunin/Maldacena parameterisation again for the S 5 and get

,
(41)
(42)
(43)

ds2 = H 1/3 d 2 + 2 d 2 + s2 d 2 + d 2 + s2 d12 + c2 + s2 c2 d22

+ 2s2 c2 s2 d d1 + 2 s2 c2 c2 d d2 + 2s2 c2 d1 d2

(1 r22 )
dr12
+ H 2/3 dr 2 + r 2 r12 d12 + r22 d22 +
(1 r12 r22 )

(1 r12 )
2r1 r2
2
dr2 +
dr1 dr2 .
+
(1 r12 r22 )
(1 r12 r22 )
209
(44)
At the level of the type IIB theory, choice of S 1 -reduction and T-duality directions appear to
produce different solutions. The eleven-dimensional lift of these solutions however produce the
same solution in M-theory. This is obviously a consequence of eleven-dimensional covariance
that essentially produces a hidden symmetry from the IIB point of view.
4.1. M-theory analogue of non-commutative deformation
When the T 3 is chosen to lie completely on the Euclidean M5 world volume, the new contributions to the field strength originate with the same terms in the RamondRamond four-form
as for the membrane cases considered. For this case, in a simple diagonal coordinate system, the
deformed solution is
ds2

3

2

2 1 2 2 2 1/3
1/3
2
2/3
2
2
dr + r d4
= 1 + H 1 2 3
di + H
H

i=1

3

1
1/3
2
2
+
i di ,
H
(1 + 2 H 1 21 22 23 )2/3
i=1
(4)
(4)
F(4) = F0 + 8 F0

{r,1 ,2 ,3 }
H 1 21 22 23
(1 + 2 H 1 21 22 23 )
dx d1 d2 d3 ,
(45)
(46)
where
1 2 3 = H 1 11 22 23 .
(47)
The last term contributing to the new eleven-dimensional field strength is from the potential
component, which is turned on along the T 3 directions as a result of the deformation. The other
new contribution originates with the non-vanishing Cr1 1 2 and Cr2 1 2 . These live entirely in
the 8-dimensional space perpendicular to the T 3 and appear in the T 2 reduced IIB theory as
non-vanishing C . As for the membrane, this term is obtained by transforming the elevendimensional fields in such a way that they reproduce the effect of an SL(2, R) transformation in
the IIB theory.
F0(4) F0(4) +
8 F0(4) .
(48)
210
4.2. M-theory analogue of dipole deformations on the five-brane; type 1

When two U (1)s along the brane are used (e.g. 2 , 3 ) along with one U (1) from the perpendicular space (e.g. 1 ), the deformed solution is given by

3

1
ds2 =
2i di2 + H 2/3 r 2 r12 d12
H 1/3
(1 + 2 22 23 r 2 r12 )2/3
i=2

3

1/3
+ 1 + 2 22 23 r 2 r12
d2i + 21 d12
H 1/3

+ H 2/3 dr 2 + r 2 r22 d22 +
+
(1 r12 )
dr22
(1 r12 r22 )
(4)
F(4) = F0
i=1
(1 r12 )
(1 r12 r22 )
dr12
2r1 r2
dr1 dr2
+
(1 r12 r22 )
22 23 r 2 r12
(1 + 2 22 23 r 2 r12 )

,
dx d2 d3 d1
(49)
(50)
with {2 , 3 , r, r1 }. From this solution, all others choices involving two U (1)s ON and one
U (1) OFF the five-brane world volume can be obtained via a simple change of label amongst
the i , i , i = 1, 2, 3 and m , rm , m = 1, 2. The lack of additional new terms (common to all the
alternative five-brane deformations) is due to the existence of only a non-zero Ca type term in
the eleven-dimensional solution. This appears only in T 2 reduced IIB theory as zero-forms and
two-forms on the T 2 . No new terms can be generated from these forms.
4.3. M-theory analogue of dipole deformations on the five-brane; type 2
We now consider deforming the five-brane using one world volume U (1) and two from
the transverse space. Unlike previous examples, it now matters whether the S 1 reduction and
T-duality transformation are performed ON or OFF the brane world volume. We consider here
three choices:
1. S 1 reduce along brane w/v and T-dualise along transverse U (1).
2. S 1 reduce along transverse space and T-dualise along w/v U (1).
3. S 1 reduce and T-dualise along transverse U (1)s.
Each of these choices produces a toroidally compactified IIB solution with different Neveu
Schwarz NeveuSchwarz two-forms and RamondRamond two- and four-forms. For the membrane no changes to the eleven-dimensional three-form were obtained as the result of an SL(2, R)
transformation on the IIB solutions and it was concluded that the choice of T-duality and reduction directions were irrelevant from an eleven-dimensional perspective. However, for the
five-brane this is not the case.
The third in the above list of choices is the easiest to deal with. T-dualising and S 1 reducing
both along transverse directions results in the vanishing of all terms in the IIB theory, which are
capable of generating new eleven-dimensional field strength components through an SL(2, R)
211
rotation. We find for T 3 on {1 , 1 , 2 }

(2)
B(2) = B0 = 0,
(2)
C(2) = C0 = 0,
(4)
C(4) = C0 = 0
(51)
and this is the same regardless of our choice of S 1 reduction and T-duality directions. The deformed solution obtained using choice 3 on {1 , 1 , 2 } is then
2 2 1/6

1
ds0 +
g dx dx ,
2
2/3
(1 + )
(H r 4 2 s2 r 2 r 2 )
(4)
1 2
F(4) = F0
dx d1 d2 d1 ,
2
4 2 2 2 2 2
(1 + H r s r1 r2 )
ds2 =
(52)
(53)
where {, , r, r1 , r2 } and , indices span the eight-dimensional space. For the volume of
the T 3
= 1 1 2 = H r 4 r12 r22 2 s2
(54)
and metric components

1/6 g = G
when , = {2 , },

g2 2 = H
c2 + s2 c2 s2 ,

1/6 g = H 1/3 2 1 s2 c2 s2 ,

1/6 g2 = 2H 1/3 2 2s2 c2 s2 c2 .
1/6
1/3 2
(55)
For choices 1 and 2, however, there are more changes to be made. Whilst, in previous examples, the RR four-form was responsible for newly generated terms, in these cases it produces no
new effects. Instead, changes originate with certain non-vanishing terms in the NSNS and RR
two forms of the toroidally compactified IIB theory.
When the S 1 reduction is carried out along a U (1) perpendicular to the brane world volume
(2 ) and the solution is then T-dualised along a U (1) on the world volume (1 ) the deformation
in the IIB solution looks like
(2)
B(2) = B0 + C1 2 D1 dx ,
C(2) = C0(2) ,
(4)
C(4) = C0 .
(56)
This can be re-interpreted as the following shift in the connection one-form for the T-dualised
U (1) direction
A0 1 A 1 = A0 1 + C1 2 dx .
(57)
The effect of choosing the other transverse U (1) of the T 3 (1 ) as the U (1) of the S 1 reduction
is the introduction of a negative sign due to the anti-symmetric nature of the three-form and we
get
A0 1 A 1 = A0 1 C1 2 dx .
(58)
212
When the S 1 reduction is carried out along a U (1) on the brane (1 ) and the solution is then
T-dualised along a U (1) perpendicular to the world volume (1 ) the deformation in the IIB
solution looks like
(2)
B(2) = B0 ,
(2)
C(2) = C0 C1 2 D1 dx ,
(4)
C(4) = C0 .
(59)
This can be re-interpreted as the following shift in the connection one-form for the U (1) of the
S 1 reduction
A0 1 A 1 = A0 1 + C1 2 dx .
(60)
Again, we obtain a minus sign with the additional O( ) terms when we choose to T-dualise
along the other U (1) (2 ) of the T 3 , which is perpendicular to the brane world volume as follows
A0 1 A 1 = A0 1 C1 2 .
(61)
Thus, we find a symmetry in the following pairs of solutions:

Type A: S 1 reduction on 2 with T-duality along 1 ,
S 1 reduction on 1 with T-duality along 1 .
Type B:
S1
reduction on 1 with T-duality along 1 ,
S1
reduction on 1 with T-duality along 2 ,
(62)
(63)
with the only difference between the two pairs appearing as a relative minus sign in the O( )
correction to the connection one form associated with the world volume U (1). For all choices
involving a T 3 on {1 , 1 , 2 } the deformed field strength is given by

F(4) = F0(4)
(64)
dx d1 d1 d2
2 )2
(1
+
with {, , r, r1 , r2 } and
= 1 1 2 = H 2 s2 r 4 r12 r22 .
(65)
The metric is given by

ds2 =
2

1
ds0 + 1/6 2 g dx dx
(1 + 2 )2/3
2
1
+ 1/3 M1 1 1 + 2(1)P 1/3 M1 1 D 1 ,
(66)
where the last term is the only one for which there is a difference between the metrics produced
by the two types of deformation described here. The difference is given by
P = 1 for type A deformations,
P = 2 for type B deformations.
Common to both types of deformation are
1/6 g = G0
for ,
/ {, 2 },
213

2
1/6 g = H 1/3 2 1 s2 c2 s2 ,

1/6 g2 2 = H 1/3 2 c2 + s2 c2 s2 ,

1/6 g2 = H 1/3 2 s2 c2 c2 c2 s2 c2 .
The ( 1 )2 terms, which, along with the new off-diagonal components generated as a result of
the shift in the connection one-form appear in terms of
1 = A 1 A0 1
= Ar11 dr1 + Ar21 dr2

= Cr1 1 2 dr1 C1 r2 2 dr2

1
= r 4 (r H ) r1 r22 dr1 r12 r2 dr2 ,
4
with

D1 = d1 + c2 s2 d + c2 d2 .
(67)
(68)
We could, of course, have chosen to use an {ON, OFF, OFF} T 3 involving 2 instead of 1 .
The effect of this choice follows trivially from the solution in terms of 1 . The deformed field
strength is given by direct exchange of 2 for 1 in components. The volume of the T 3 changes
only by an overall factor determined by the undeformed metric as follows:
2 1 2 =
G02 2
G01 1
1 1 2 .
(69)
The changes to the metric are fully contained within the following interchanges
D 1 D 2 ,
A 1 A 2
(70)
whilst, as for the 1 choice
A 2 = A0 2 + 2 .
(71)
Obviously, as this is a different embedding
A0 2 = A2 d + A21 d1
=
s2 c2 c2
s2 c2 + c2
d + A12 d1
(72)
2 = 1 .
(73)
= A0 1 ,
but
The result of these symmetries between the deformed solution is that the r-dependence of the
metric and potential components are the same for all possible choices of deformation after we
have specified two pieces of information. Firstly, the type of brane we are working with and
secondly, the number of U (1)s, which are parallel and transverse to the brane world volume.
The analysis of the near horizon regions can therefore be carried out for many deformation cases
simultaneously.
214
5. Decoupling
The supergravity action tells us how to take a sensible decoupling limit. As the only parameter in eleven-dimensional supergravity, the Planck length is used to determine the low energy
limit, by taking lp 0 relative to some fixed energy scale. We then scale r appropriately so the
supergravity action is finite in the low energy limit.
The Bosonic part of the action is
S = S1 + S2 + S3

2 M1 M11
1
1
11
2
g R |F | +

FM1 M4 FM5 M8 CM9 M10 M11 ,
d x
= 2
12
(72)2
11
(74)
where the eleven-dimensional gravitational coupling is
2
11
lp9 .
(75)
5.1. The membrane

For the membrane the decoupling limit is taken by
lp 0
(76)
with
u1/2
r
3/2
lp
= fixed.
(77)
This is the near horizon limit defined by Maldacena. For the undeformed membrane an AdS4 S 7
near horizon geometry is produced. By comparing the near horizon of the deformed M2 background with the deformed AdS4 S 7 we can investigate the relationship between of the deformation process and the near horizon limit. The three cases where the deformation is performed
using a T 3 with one cycle on the brane world volume and two cycles in the transverse space
have factors with the same r-dependence. They also have the same r-dependence in the nonvanishing C (3) components. Therefore, their near horizon limits can be analyzed simultaneously.
However, the case with all U (1)s of the T 3 off the membrane world volume must be treated
separately. Importantly we shall also need to scale so that the deformation is not washed out
by the limit.
The deformed membranes to be considered explicitly are those with T 3 given by {1 , 2 , 3 }
and {4 , 1 , 3 }. In both cases, there appear several different r-dependent combinations in the
metric. For {1 , 2 , 3 } these are

1/3
H 2/3 1 + 2 123
,

1/3
H 1/3 r 2 1 + 2 123
,
H 1/3 r 2
(1 + 2 123 )2/3
where
123 = H r 6 123 (, , ),
with independent of r. For the {4 , 1 , 3 } deformation the metric contains
H 2/3
,
(1 + 2 413 )2/3

1/3
H 2/3 1 + 2 413
,
(78)
H 1/3 r 2
,
(1 + 2 413 )2/3
215

1/3
H 1/3 r 2 1 + 2 413
with
413 = 2 r 4 413 (, , ).
Finiteness of the EinsteinHilbert term requires
ds2
finite.
lp2
(79)
For all possible deformations we must scale for in such a way as to preserve the effect of the
deformation in the near horizon region. This implies we must keep

1 + 2 fixed
(80)
while
H
(25 2 N )
.
u3 lp3
(81)
For T 3 given by {1 , 2 , 3 } we find

2 H r 6 fixed
(82)
in the near horizon limit. Changing to the new u variable and allowing lp 0 gives
2 lp6 finite
(83)
and so the deformation parameter is scaled as

lp3
(84)
where is a scale-independent deformation parameter. Similarly, for the deformation involving

T 3 on {4 , 1 , 3 } the scale-independent combination must be
2 r 4 fixed.
(85)
In the near horizon limit is scaled like

lp3 .
(86)
This particular scaling is common to both types of deformation and it keeps the EinsteinHilbert
term of the eleven-dimensional supergravity action finite in the near horizon region as required.
We must also check that the terms involving the C-field are also finite in this limit. This is not
ensured since the deformation switches on new values components of C and its associated field
strength. Since the deformation parameter must scale so will the field strength and so we must
check the action remains finite.
From the undeformed membrane

2

1
d11 x g F (4)
S2 = 2
(87)
11

1
9 d11 x g Fut4 g tt g g 4 4 g uu Fut4 + .
(88)

lp
lp11
lp2
4
216
Looking at the undeformed field strength in the near horizon limit we have
dr
r H 1
du
3/2
lp
1 6(25 2 N )lp6
= 2
r7
2 u H

3u2
lp3
,
lp 0
(25 2 N )
Fut4 =
(89)
where the factor in brackets is fixed in the near horizon limit. This lp -dependence is just the
one required to ensure the action is finite in the decoupling limit provided. For deformation on
T 3 given by {1 , 2 , 3 } non-zero F1 2 3 is generated. These components have two possible
r-dependencies. When = r we get
Fr1 2 3 =
(6r 5 )123 (, , )
.
(1 + 2 H r 6 123 (, , ))2
In the near horizon limit, the denominator is fixed and we see

3 123 u2
.
Fu1 2 3 lp6
lp 0
(1 + 2 (25 2 N )123 )2
(90)
(91)
Since only contributions to the field strength, which are finite in units of lp3 affect the near horizon
region the effects of Fu1 2 3 vanishes there. Alternatively, when {, , }
H r 6 123
(1 + 2 123 )2
(92)

H r 6 lp3 25 2 N
(93)
F1 2 3 =
which scales like
lp 0
as required for it to remain present in the near horizon limit. Another contribution to the action
comes from

1
S2 = + 2
(94)
d11 x gF g g g g F ,
11
where F is one of the components of the field generated in the RamondRamond four-form
of IIB when we performed an SL(2, R) transformation. It was found to be
(4)
F d d d d = 123 8 F0 ,
(95)
(4)
where F0 is the field strength for the undeformed M2 and the hodge star is in eight dimensions.
The symmetry in the appearance of Fut4 and F indicates that to keep the F we require
the same near horizon scalings
(4)
(4)
F0 123 8 F0 lp3 .
(96)
The eight-dimensional hodge star involves the square root of the determinant of the eightdimensional metric along with the product of four inverse metrics. As a consequence of the
217
finiteness of the Hilbert term in the action, the latter contributes a total of (lp )8 while the former contributes (lp )8 . At the same time

1/2
(97)
123 lp3 25 2 N
123 .
lp 0
This combines with the factor to produce a scale independent quantity giving in the near
horizon
123 |g8 |g uu g tt g g 4 4 lp0

(98)

lp0
lp0
and thus
1
S2 = 2
211
d11 x
(4)
g F
(99)
is finite in the near horizon limit for

lp 0,
u = fixed,
lp3 .
(100)
Having defined a consistent near horizon limit with finite action for which the deformation is preserved we now present the solutions. The -deformed membrane (with the T 3 in the transverse
space) in the near horizon is

1/3
u2
2
2
2 5 2
ds = lp 1 + 2 N 123
dt 2 + d 2 + 2 d42
5
2
2/3
(2 N )

5 2 1/3 du2
2

2
2
2
2
+ 2 N
d
+
d
+
s
+
s
d
4u2
2 2 2

(25 2 N )1/3
s s d1 + s2 s2 c2 + c2 d22 + c2 + s2 c2 d32
+

2
5
2
2/3
(1 + (2 N )123 )

2c2 s2 s2 d1 d2 + 2s2 c2 d2 d3 + 2s2 s2 s2 c2 d1 d

+ 2s2 s2 c2 c2 d2 d + 2 c2 s2 c2 d3 d

+ 1 + 2 25 2 N f1 123 d 2
(101)
with
F(4)
3u2
du dt d d4
(25 2 N )

+ 6 25 2 N 123 s2 s d d d d
= lp3

i{,,}

(25 2 N )i 123
i
dx d1 d2 d3 .
(1 + 2 (25 2 N )123 )2
(102)
218
The near horizon region of the undeformed membrane is

1
ds2 = ds2AdS4
L + d72 (L),
2
(103)
where

1/3
.
L2 = lp2 25 2 N
(104)
To see the effect of the deformation, the near horizon solution can be expressed in terms of the
undeformed near horizon solution

1/3 2

1
1
dsAdS4
d 2 (L)
L +
ds2 = 1 + 2 25 2 N 123
2
(1 + 2 (25 2 N )123 )2/3 7
+ 2
lp2 (25 2 N )4/3 123
(1 + 2 (25 2 N )123 )2/3
2

d + s2 d 2 + s2 d 2 + f d 2 .
(105)
While the field strength for the undeformed brane in the near horizon limit is
3u2
(106)
du dt d d4 .
(25 2 N )
This is also the solution which is obtained when one starts with the membrane and takes the
near horizon solution first and then performs a deformation of that solution. The deformation
process and decoupling limit therefore commute. It is not clear whether this is inevitable. This
result continues to hold true for the dipole-type deformations of the membrane. For completeness
an example solution is included in Appendix B.
F0(4) lp3
5.2. The M5 brane

The near horizon limit of the M5 brane is found by taking
lp 0
(107)
with
u2
r
= fixed.
lp3
(108)
This limit allows us to explore the near horizon region while keeping the energies on the brane
world volume fixed. As for the membrane, finiteness of the EinsteinHilbert term requires ds 2 to
be finite in units of the Planck length squared. We also wish to preserve the deformation in the
near horizon limit. Appearing in the deformed metric are terms like

1/3 2
H 2/3 1 + 2
dr ,
H 1/3 1 + 2 ,

2/3
1/3
H 2/3 1 + 2
(109)
r 2,
H 1/3 1 + 2
.
As for the membrane, the only condition that must be satisfied to ensure the EinsteinHilbert
term is finite in the near horizon limit is
1 + 2 = fixed.
(110)
Every possible deformation scenario leads to a scaling of the deformation parameter like
lp3 .
(111)
219
The non-vanishing field strength components then scale like the Planck length cubed as for the
membrane and as required for a finite supergravity action. Firstly, we present the five-brane
analogue of the non-commutative deformation in the decoupling limit. Again for simplicity we
work with the magnitudes and polar angles of the complexified coordinate system.

ds2
1 +
= lp2

2
1/3

u6
2 2 2
1 2 3
N
3

u2
(N )2/3 2
d2i + 4
du + (N )2/3 d42
1/3
(N )
u2
i=1

1
u2
2
2
+
i di .
(1 + 2 (u6 /N)21 22 23 )2/3 (N )1/3
(112)
All terms within the four-form remain in the decoupling limit. We find that
(4)
F0 = 3lp3 r1 r2 (N ) dr1 d1 dr2 d2
(113)
whilst the terms originating with the three-form potential turned on along the T 3 can depend on
r in one of two possible ways, both of which scale in such a way that the resultant field strength
components are finite in units of lp3 in the near horizon. That is:
Fu1 2 3 = u H 1 lp3 ,
F1 2 3 = H 1 lp3
for {1 , 2 , 3 }. At the same time, the term generated via the deformation procedure as a
result of non-vanishing C in the IIB solution is
(4)
8 F0
(4)
which scales in the same way as F0
in the decoupling limit since the terms involved scale like
H 1 lp0
and

det g(8) Gr1 r1 G1 1 Gr2 r2 G2 2 l 0
p
giving
(4)
(4)
8 F0 F0
(114)
which is finite in units of lp3 . For the membrane analogue of the dipole deformations of type I
using T 3 on {2 , 3 , 1 } the decoupling limit gives
220
ds2

3

1
u2
2
2
2/3 2
2
i di + (N ) r1 d1
(1 + 2 u4 r12 22 23 )2/3 (N )1/3 i=2

3

u2
(N )2/3 2
2 4 2 2 2 1/3
2
2
2
+ 1 + u r1 2 3
d
+
d
du
+
4
i
1
1
(N )1/3
u2
i=1

(1 r22 )
(1 r1 )
2r1 r2
2/3
2
2
2
2
dr1 +
dr2 +
+ (N )
r2 d2 +
,
(1 r12 r22 )
(1 r12 r22 )
(1 r12 r22 )
= lp2

F(4) = lp3 3r1 r2 (N ) dr1 d1 dr2 d2

4u3 r12 22 23 du d2 d3 d1
(1 + 2 r12 u4 22 23 )2

+ u4
r12 22 23 dx d2 d3 d1 ,
(115)
(116)
with {r1 , 2 , 3 }. For the five-brane dipole deformations of type II we have for all choices
of reduction and T-duality
(4)
F(4) = F0

dx d1 d1 d2
(1 + 2 )2

3
lp 3(N )r12 r22 dr1 d1 dr2 d2
2(N )ur12 r22 2 s2 du d1 d1 d2

(1 + 2 u2 (N ) )2

2

+ u (N )
dx d1 d1 d2 ,
(117)
for m {, , r1 , r2 }. For the metric we have already seen

(1)
ds2
(2)

1
2
1/6 2
=
+
g
dx
dx
ds
0
(1 + 2 )2/3

2
+ 1/3 M1 1 1 + 2(1)P 1/3 M1 1 D1 1 .

(3)
(118)
(4)
Given that the scaling of was chosen in such a way as to preserve the deformation in the near
horizon limit
2 lp0 .
The form in which this deformed metric has been presented allows us to quickly identify the troublesome terms by separating them out from the well behaved, familiar, terms of the undeformed
221
metric. Namely for term (1) we have

ds20 lp2
as required. From term (2), after identifying the scale independent ( 2 ) we see the familiar
terms
1/6 g dx dx lp2 .
Thus (2) scales in such a way that the action remains finite as the decoupling limit is taken. After
we have identified the undeformed metric term
1/3 M1 1 lp2
we see that terms (3) and (4) will scale like ( 1 )2 and ( 1 ), respectively, whilst, as the eleven1
dimensional Planck length is taken to zero scales like

3N
r1 r2 (r2 dr1 r1 dr2 )
(119)
4
which produces the correct scaling of the metric in the near horizon limit.
6. Probe branes
When searching for supersymmetric configurations, a good place to start is with the zeros of
the potential from the probe brane sigma model. This is also related to calculating the action of
Wilson surfaces in the dual theory. The probe membrane action is given by:

x m x n
1 ij k x m x n x p
3
gmn
Cmnp .
S = d det
(120)
x i x j
6
x i x j x k
We first orient the probe brane to be parallel to the original brane stack. Then, after choosing
static or Monge gauge we look for brane configurations that minimise the potential energy of the
brane. This gives the following possibilities for each type of deformation. The potential vanishes
for
T3
on {1 , 2 , 3 } = 0,
or
= 0,
on {4 , 1 , 2 } = 0,
or
= 0,
on {4 , 1 , 3 } = 0,
or
= 0,
on {4 , 2 , 3 } = 0
only.
The supersymmetric locus for the membrane deformed on {4 , 2 , 3 } is zero-dimensional unlike

each of the other three cases. The particular T 3 embedding chosen has physical consequences.
For the five-brane, when the deformation has C (3) vanishing on the world volume, we can
take the simple -model

x m x n

(6)
6
,
gmn f C
S = d x det
(121)
x i x j
where f is the pull back operation. Again, looking for the vanishing of the sigma model potential after orienting the probe along the original stack reveals that the condition for minimising the
222
potential is equivalent to the vanishing of the functions i j k given below:

1 2
,
1 2 1 = r 2 r12 4 s2 c2 + s2 s2
4

1 2
,
1 2 2 = r 2 r22 4 s2 c2 + s2 s2
4
1 1 2 = H 2 r 4 r12 r22 s2 ,

2 1 2 = H 2 r 4 r12 r22 c2 + s2 c2 .
As , (0, 2 ), deformations on the first three T 3 s listed leave only the point = 0 in the
supersymmetric locus. However, for T 3 on {2 , 1 , 2 } there exist configurations, which are supersymmetric for = 0 with any value of or = 0 with any value of .
7. Black branes, -deformations and entropy
We now consider non-extremal versions of this deformed solutions. That is we will thermalise
the deformed branes and analyse their thermodynamics. The BekensteinHawking entropy of the
non-extremal deformed solutions is given by [21]:

1
SBH =
(122)
det gij d9 x,
4
where the prime indicates that it is the reduced determinant. That is the determinant taken over
the nine-dimensional block of the metric where temporal and radial components are neglected.
We will examine the effects of the deformation on the black brane entropy for the various
types of deformation.
Following, [21], we thermalise the deformed branes with the introduction of the following
factor and its reciprocal into the temporal and radial components of the metric as follows:

r0
Gtt 1 c Gtt ,
r

r0 1
Grr ,
Grr 1 c
r
where c is the power of r appearing in the brane harmonic function (this is obviously dependent
on the dimension of the brane. (One must also change the definition on the brane charge [21].)
As with the study of probe branes and supersymmetry, the particular embedding of the T 3 is
important in this analysis.
For a T 3 trivially fibred over an 8-dimensional manifold, the metric may be placed in block
diagonal form (with one 3 3 block describing the T 3 and the 8 8 block describing the
perpendicular space). The T 3 volume is warped homogeneously by the deformation as is the
eight-dimensional space. This occurs in such a way as to cancel the effect of the warping on
the determinant of the reduced metric used in the BekensteinHawking formula. The deformed
( )
metric, GMN may be written in terms of the non-deformed metric G(0)
MN as follows:

(0)
(1 + 2 )2/3 Gab
0
( )
GMN =
(123)
(0)
0
(1 + 2 )1/3 G
223
where a, b = 1, 2, 3, , = 4, . . . , 10. This being the only change, the multiplicative factors can
be pulled outside to produce an overall multiplicative factor in the determinant. Specifically,
calculating the reduced determinant for the BekensteinHawking entropy gives

2/3 3
1/3 1132
( )
det GMN = 1 + 2
(124)
1 + 2
det G(0)
MN .
And so for the M-theory analogues (where they apply) of the non-commutative, dipole and deformations of the membrane
det GMN = det G(0)
MN
( )
(125)
and therefore
( )
(0)
SBH = SBH .
(126)
Thus in fact there is no change in entropy. The deformed brane has the same entropy as the
undeformed brane.4
This invariance of the entropy under the deformation procedure for trivial embeddings is a
consequence of the properties of this specific deformation in eleven dimensions. It is not the case
for the analogous deformation of a ten-dimensional supergravity theory using a U (1) U (1)
background isometry.
This is quite unusual, since the deformation will introduce an interaction in the dual description and so one would imagine that the entropy of the theory would change. It is possible that this
is a consequence of the large-N limit, since the supergravity description is only good at large N .
Perhaps it is possible that the deformations of the theory are somehow subleading at large N
but this seems unlikely. The original LuninMaldacena deformation corresponding to the beta
deformed theory certainly had large N implications. Also, the solution is deformed, only the
reduced determinant (which is relevant for the entropy) is invariant.
Of the deformations of these eleven-dimensional backgrounds with trivial T 3 fibration, there
is however one special example not sharing this cancellation. The non-commutative deformation of the five-brane world volume produces a metric with a reduced determinant that retains a
remnant of the deformation procedure.
The simplicity of the general cases of deformation of trivial fibrations and the observed invariance of the BekensteinHawking entropy is in marked contrast to the effect of the deformation
involving the choice of a non-trivial T 3 embedding. Geometrically along with the T 3 expansion/contraction, the eight-dimensional base in these cases experiences a form of shearing. The
deformation takes effect in a highly inhomogeneous manner. The result of this is the appearance of additional additive terms within the determinant of the metric. These are the source of
changes in the BekensteinHawking entropy. As an example we consider the deformation of the
membrane on {1 , 2 , 3 } where

1
det G( ) =
det G(0) + 2 2 r 8 s 4 s 2 2 f1 .
(127)
123
MN
MN
2
1/2
(1 + 123 )
A numerical evaluation was attempted but as yet, an explicit solution has not presented itself. For
the deformations involving T 3 s with one-cycles both on and off the membrane world volume,
the changes in the reduced determinant are far more complicated, for each of these cases we have
4 This is provided that the temporal direction is not included in the deformation procedure (which not always the case
for our the five-brane).
224
in general

det G( ) =
MN

1
det G(0) + O 2 + O 4 .
MN
2
(1 + )
(128)
Along with the larger power of the deformation pre-factor in the denominator, there are far more
terms at O( 2 ) inside the square root. The more complicated the embedding, the more no-trivial
the functions making an appearance here. The O( 4 ) are a new feature in the reduced determinant for the dipole type deformations of the membrane. For deformation on {4 , 1 , 2 }
det GMN
( )

(0)
1
(0)
(0)
det GMN + 2 2 r 6 s4 s2 2412 g1 G(0)
3 3 + g2 G 2g3 G3
(1 + 2 412 )

2

+ 4 H 1/3 r 2 412 r 6 2 s4 s2 g1 g2 g32 412 .
(129)
8. Conclusions
This paper has explored the result of applying the M-theory deformation process to branes. In
particular, we have seen how to generate families of solutions beginning with the usual membrane
and five-brane solutions. The deformed solutions have a well defined decoupling limit where the
deformation is scaled so as to survive the decoupling limit. Importantly, the deformation process
is shown to commute with taking decoupling limit.
The properties of these solutions were investigated. Perhaps the most intriguing result is that
the entropy of a class of deformed branes is the same as that of the undeformed branes despite
the deformed theory having different amounts of supersymmetry and new interactions.
Let us consider the membrane. From the dual theory perspective this is a statement that there
is for N = 8, (2 + 1)-dimensional YangMills theory in the large N limit, at strong coupling
there is a deformation that breaks supersymmetry and yet preserves the entropy of the theory.
There are also some deeper questions about M-theory geometry. We know from other work
how the so-called open string metric is an invariant under a similar deformation process [22].
Later it was show that one could form the equivalent invariant metric for M-theory [23]. It would
be interesting to see if one could form a similar invariant combination of metric and C-field that
captures the class of the solution and is invariant under the deformation process. This is similar in
spirit to the generalised geometry program where T-dualities are just diffeomorphisms of a more
general geometry of bigger space. Perhaps the entropy invariance mentioned above is a sign of
such a deeper symmetry.
One future possibility would be to look at G2 manifolds which have interesting phenomenological possibilities and study the deformations of these. This may allow the introduction of a
new scale (coming from the deformation) that may allow additional decoupling.
Acknowledgements
D.S.B. is supported by EPSRC grant GR/R75373/02 and would like to thank DAMTP and
Clare Hall college Cambridge for continued support. This work was in part supported by the
EC Marie Curie Research Training Network, MRTN-CT-2004-512194. L.T. is supported by a
PPARC grant and would like to thank Dario Duo for many helpful conversations.
225
Appendix A. Dipole deformations of the membrane

A.1. T 3 on {4 , 1 , 2 }
The deformed M2 using T 3 given by {4 , 1 , 2 } is5
1/3

ds2 = 1 + 2 412

H 2/3 dt 2 + d 2 + H 1/3 dr 2 + r 2 d 2 + s2 d 2 + s2 d 2
+
1
(1 + 2 412 )2/3

H 2/3 2 d42 + H 1/3 r 2 s2 s2 d12 + s2 s2 c2 + c2 d22

22 s2 s2 d1 d2 + 22 s2 s2 c2 d1 d

+ 22 s2 c2 c2 d2 d + 22 c2 d2 d3
H 1/3 r 2
(1 + 2 412 )2/3

1 + 2 412 g1 (, , ) d 2 + c2 + s2 c2 + 2 412 g2 (, , ) d32
+

1
2
c s2 c2 + 2 412 g3 (, , ) d d3 ,
2

412
(4)
(4)
F = F0
dx d42 d12 d22 ,
(1 + 2 412 )
+
(A.2)
(A.3)
where {, r, , , } and

412 = 2 r 4 s4 s2 s2 c2 + c2 s4 c4 s4
(A.4)
with
g1 (, , ) =
16c2 (1 (c2 + c4 s2 )s2

,
(9 + 7c2 2c4 s2 )
g2 (, , ) = c2 +
s2
4 csc2 csc22 + sec2
g3 (, , ) = 2c2
c2 (3 + c2 )s2 s2 s2
(c2 + c2 s2 s2 )
csc = cosec[ ],
sec = sec[ ].
(A.1)
226
A.2. T 3 on {4 , 1 , 3 }
The deformed M2 using T 3 with {4 , 1 , 3 } is
1/3

ds2 = 1 + 2 413

H 2/3 dt 2 + d 2 + H 1/3 dr 2 + r 2 d 2 + s2 d 2 + s2 d 2
1
+
2
(1 + 413 )2/3

2/3 2 2

H
d4 + H 1/3 r 2 s2 s2 d12 + c2 + s2 c2 d32 + s2 s2 s2 c2 d1 d

+ c2 s2 c2 d3 d c2 s2 s2 d1 d2 + s2 c2 d2 d3
H 1/3 r 2
(1 + 2 413 )2/3

2 2 2

s s c + c2 + 2 413 h1 (, , ) d22 + 1 + 2 413 h2 (, , ) d 2

(A.5)
+ s2 s2 c2 c2 + 2 413 h3 (, , ) d2 d ,

412
(4)
dx d4 d1 d3
F(4) = F0
(A.6)
(1 + 2 413 )
+
for {, r, , , } with

413 = 2 r 4 s2 s2 c2 + c2 s2
(A.7)
and
h1 (, , ) = c2 + c2 s2 s2 s2
c4
(c2 + c2 s2 )

2 2 2
h2 (, , ) = 1 + 3c2 c2 + c2
s s
h3 (, , ) = c2 s2 s2 s2
,
4c4
(c2
1
(csc2 sec2 + sec2 )
+ c2 s2 )
A.3. T 3 on {4 , 2 , 3 }
The deformed M2 using T 3 with {4 , 2 , 3 } is
1/3

ds2 = 1 + 2 423

H 2/3 dt 2 + d 2 + H 1/3 dr 2 + r 2 d 2 + s2 d 2 + s2 d 2
2/3 2 2

1
H
d4 + H 1/3 r 2 c2 + s2 c2 d32 + s2 s2 c2 + c2 d22
+
2
2/3
(1 + 423 )

+ s2 c2 d2 d3 + s2 s2 c2 c2 d2 d + c2 s2 c2 d3 d
H 1/3 r 2
(1 + 2 423 )2/3

1 + 2 423 h1 (, , ) d 2 + s2 s2 + 2 423 h2 (, , ) d12

+ s2 s2 s2 c2 + 2 423 h3 (, , ) d1 d ,
+
(A.8)

F(4)
(4)
= F0
227

423
dx d4 d3 d2
(1 + 2 423 )
(A.9)
where

423 = 2 r 4 s2 s2 c2 + c2 c2 + s2 c2 s4 c4
(A.10)
and
h1 (, , ) =
s2 c2 c2 s2 (1 c2 s2 )
(c2 c2 s2 + c2 (c2 + c2 s2 s2 ))
+
h2 (, , ) =
(c2 c2 s2 + c2 (c2 + c2 s2 s2 ))
s2 c2 (c6 c4 (4 + 3c2 )s2 c2 c2 (4 + 3c2 )s4 + c4 s6 s2 )

((2c2 + c2 s2 )2 (c2 + c2 s2 ))
+
h3 (, , ) =
s2 (c2 (c2 + c2 s2 (4 + 3c2 c2 s2 s2 )) c4 (c2 + c2 s2 s2 )
s2 c2 (c2 s2 (c4 (4 + c2 ) c2 c2 (3 + c2 )s2 + c4 s4 s2 ))

((2c2 + c2 s2 )2 (c2 + c2 s2 ))
s2 c2 (4c4 c2 (1 + 5c2 )s2 + 2c2 s4 s2 )

2(2c2 + c2 s2 )(c2 + c2 s2 )
+
s2 c2 s2 (c2 (1 3c2 ) + 2c2 s2 s2 )s2 )

2(2c2 + c2 s2 )(c2 + c2 s2 )
Appendix B. Near horizon region for membrane deformed on {4 , 1 , 3 }

For T 3 given by {4 , 1 , 3 } the near horizon solution is

1/3
2
2
ds lp 1 + 2 2 u2 413
lp 0

u2
dt 2 + d 2
4
2
2/3
(2 N )

2

1/3 du2 2
2
2
2
d
+ 25 2 N
+
d
+
s
+
s
d
4u2
1
(1 + 2 2 u2 413 )2/3

1/3 2 2 2 2
u2
s s d1 + c + s2 c2 d32
2 d42 + 25 2 N
5
2
2/3
(2 N )

+ 2s2 s2 s2 c2 d1 d + 2 c2 s2 c2 d3 d

2 2 2
2 2
2c s s d1 d2 + 2s c d2 d3
(A.11)
228
2 2 2

(25 2 N )1/3
s s c + c2 + 2 2 u2 413 h1 d22

2
2
2
2/3
(1 + u 413 )

2

2 2 2

2 2 2
2
2 2 2
+ 1 + u 413 h2 d + 2 s s c c + u 413 h3 d2 d ,
+
3u2
du dt d d4
25 2 N

2u 2 413 du d4 d1 d3
(1 + 2 2 u2 413 )2

2 i
2
+
u i 413 dx d4 d1 d3 .
F(4) lp3
lp 0
(B.1)
i{,}
Unlike the deformation using a T 3 embedded entirely in the transverse space, the Fu4 1 3 does
not vanish in the decoupling limit.
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Finite temperature sum rules in lattice gauge theory

Harvey B. Meyer
Center for Theoretical Physics, Massachusetts Institute of Technology, Cambridge, MA 02139, USA
Received 6 November 2007; received in revised form 16 November 2007; accepted 20 November 2007
Abstract
We derive non-perturbative sum rules in SU(N ) lattice gauge theory at finite temperature. They relate
the susceptibilities of the trace anomaly and energymomentum tensor to temperature derivatives of the
thermodynamic potentials. Two of them have been derived previously in the continuum and one is new. In
all cases, at finite lattice spacing there are important corrections to the continuum sum rules that are only
suppressed by the bare coupling g02 . We also show how the discretization errors affecting the thermodynamic
potentials can be controlled by computing these susceptibilities.
PACS: 11.15.Ha; 11.15.Tk; 12.38.Mh
Keywords: Lattice gauge theory; QCD sum rules; Finite-temperature field theory
1. Introduction
Sum rules in continuum QCD at zero temperature were introduced by Novikov et al. [1] and
a lot of hadron phenomenology was subsequently based on them. A few years later Michael
derived sum rules for SU(N ) pure gauge theories in lattice regularization [24], which were only
recently generalized to Wilson lattice QCD in [5]. Since sum rules are relations that hold nonperturbatively, the lattice regularization provides a framework in which their derivation proceeds
in a particularly rigorous way: it only involves operations on multi-dimensional integrals.
On the lattice the simplest identities relate zero-momentum three-point functions to the spectrum of the theory. By comparing the sum rules to continuum relations [6], one realizes [7,8]
that they relate the normalization of a particular discretization of the trace anomaly and the
energymomentum tensor to anisotropy coefficients. The latter are derivatives of the bare lattice
E-mail address: meyerh@mit.edu.
doi:10.1016/j.nuclphysb.2007.11.017
H.B. Meyer / Nuclear Physics B 795 (2008) 230242
231
parameters with respect to physical parameters such as the lattice spacing in hadronic units or
the ratio of spatial and temporal lattice spacings. Indeed this normalization is non-trivial since
translation invariance is broken down to a discrete group at finite lattice spacing.
Ellis et al. derived finite-temperature sum rules in pure gauge theories [9] and in full
QCD [10]. In this paper we rederive the SU(N ) gauge theory sum rules, focusing on those concerning two-point functions of the trace anomaly and the energymomentum tensor, in lattice
regularization. We find that they have important corrections to the continuum versions, which
are only suppressed by one power of the bare coupling g02 . From the point of view of Monte
Carlo simulations, where thermodynamics calculations are performed around g0 1, they can
thus not be neglected. We also derive a new sum rule involving only the traceless part of the
energymomentum tensor, and we relate the results obtained to contact terms in the two-point
functions of the Hamiltonian.
The p = 0 two-point function of the trace anomaly, in other words its susceptibility, is related
to the rate of change of ( 3P )/T 4 with temperature [9] ( is the energy density and P the
pressure). Because the bulk viscosity is related to this two-point function by a Kubo formula [11],
it was argued recently [12] that the bulk viscosity rises sharply just above the deconfining temperature Tc . Direct calculations of the two-point functions at p = 0 and general = p0 have
confirmed the existence of this effect [13]. In the context of such calculations, the sum rule can
be used to constrain the reconstruction of the spectral function ().
Another application of these considerations to finite-temperature Monte Carlo simulations
is to compute directly the leading lattice spacing dependence of the thermodynamic potentials.
This idea has the most potential of being useful in the context of full QCD simulations, where
the computational cost is high and grows with a large power of the inverse lattice spacing.
Decomposing the energymomentum tensor T into a traceless part and a scalar part
via T = + 14 , the explicit Euclidean expressions are
a
a
(x) (g)/(2g)F
(x)F
(x),
1
a
a
a
a
(x) F
F
F
F
.
4
(1)
The beta-function is defined by q d g/dq
= (g)
= g 3 (b0 + b1 g 2 + ) and b0 = 11N/
2
2
4
(3(4) ), b1 = 34N /(3(4) ) in the SU(N ) pure gauge theory. The gauge action reads
1 a
a
4 F F in this notation. If T denotes the thermal average at temperature T ,
3P = T 0 ,
4
+ P = 00 T .
3
(2)
In Section 2 we introduce our notation, review the relations relevant to thermodynamics and
introduce new anisotropy coefficients. In Section 3 we derive the sum rules on the lattice. In
Section 4 we take the extreme continuum limit, g02 1 and compare our results to those of [9].
Section 5 describes the possibility of computing the leading discretization errors affecting
and P in numerical simulations, and Section 6 contains concluding remarks.
2. Thermodynamics and the energymomentum tensor
We consider a Euclidean lattice of spatial extent N sufficiently large that the thermodynamics limit has been reached. The time-extent N = L0 /a fixes the temperature T = 1/L0 . Thermal
averages are denoted by . The temperature dependence is made explicit by T to distinguish this average from the average 0 on a zero-temperature lattice. The contents of this
232
section is mostly a review of the early lattice thermodynamics articles [14,15], with the exception of Section 2.4. We however emphasize a lot more the role of 00 and , since they are the
operators of interest in the sum rules.
2.1. Isotropic lattice
We start from the Wilson action [18] for SU(N ) gauge theories:

Sg =
S (x),
(3)
x <
S (x) =
and
2N
.
g02

1
(x + a )1 U (x)1
Re Tr 1 U (x)U (x + a )U
N
(4)
It is useful to consider two separate sets of parameters:
bare parameters:
, N ,
(5)
physical parameters:
a(), T (, N ),
(6)
where 1/T = L0 = N a(). With the notations

S =
Skl ,
S =
S0k ,
S = S S ,
k<l
(7)
we use the following discretizations:

(x) = Z + ()S+ ,
00 (x) = Z ()S ,
(8)
with
Z + () =
d
,
d log a
Z () = Z().
(9)
The
3 presence of the normalization factor Z() = 1 + O(1/) must be expected, since
d x 00 (x) is not a Noether charge, due to the lack of continuous translation invariance on
the lattice. A precise expression can be given for Z() in terms of derivatives with respect to the
anisotropy, see Eq. (29) and also Eq. (A.7). For a parametrization of Z() in the case of SU(3)
based on the data of [17], see [16, Eq. (6)]. The continuum limit takes the form

a0 3P
F+ (, N ) N4 T 0
f+ (T ),
T4
4
a0 + P
f (T ),
F (, N ) N4 00
3
T4
(10)
(11)
where the leading corrections are O(a 2 ).

2.2. Anisotropic lattice
On the anisotropic lattice with spatial lattice spacing a and temporal lattice spacing a , the
action reads

S (x) + S (x).
Sg =
(12)
x
233
The two separate sets of parameters are:

bare parameters:
, , N ,
(13)
physical parameters:
a ( , ), ( , ), T ( , , N ),
(14)
where
a /a ,
(15)
1/T = L0 = N a = N a 1 .
(16)
Obviously, = 1 when = .
We use the following discretizations:
3 (x) = Z+ ( , )S + Z+ ( , )S ,
(17)
3 00 (x) = Z ( , )S Z ( , )S ,
(18)
where at the symmetric point = 1,

Z+ (, ) = Z+ (, ) = Z + (),
Z (, ) = Z (, ) = Z ().
(19)
is such that, for instance,

The continuum limit a 0 is taken at fixed . The factor Z,
4

x 00 (x) d x 00 (x). The continuum limit of thermodynamic potentials is obtained
according to

a 0 3P
F+ ( , , N ) N4 3 T 0
f+ (T ),
T4
4
a 0 + P
f (T ),
F ( , , N ) N4 3 00
3
T4
(20)
(21)
where the leading corrections are O(a2 ).

2.3. Thermodynamics and normalization of and
to derivatives of the bare parameters
In this section we relate the normalization factors Z,
with respect to physical parameters. We start from the thermodynamic relations
=
1 log Z
,
L3 L0
p=
1 log Z
,
L0 L3
(22)
where
, , N , N ) = log Z( , , N , N )
log Z(

N
log Z , , N , Nref .
ref
N
(23)
The subtraction, which sets the free energy F = T log Z to zero at a reference temperature
Tref = 1/(Nref a ), is necessary in quantum field theory. On a = 1 lattice a common choice
is Nref = N , which implies that Tref = 0 in the thermodynamic limit. We can combine the
equations
log Z
= 0 and
log a
log Z
=0
log
234
into
S T 0 +
S T 0 ,
log a
log a

3
1
1
3
( + P )a a =
+
+
S
S .
4
log
4 log a
log
4 log a
( 3P )a3 a =
(24)
(25)
From here we read off the normalization factors of and 00 :
,
3 Z+ =
,
log a
log a
1
1
,
3 Z =
.
+
3 Z =
log
4 log a
log
4 log a
3 Z+ =
(26)
(27)
=1
Since, by Euclidean symmetry, Z = Z , we have the equalities

( + ) =1 1 d
=
,
log
2 d log a
( )(a , ) =1
= 2Z().
log
(28)
(29)
We discuss a different choice of bare parameters often used in numerical simulations in

Appendix A.
at = 1
2.4. Derivatives of Z,
At = 1, ( + ) becomes d/d. Using

log a log a
1
=1
log
log
log
d
2Z()
log a
d log a

log
log a
one easily obtains the relations

=1
1
+
d
1
,
Z + Z+ = 3
2
d log a Z()

=1 d (Z())
+
1
.
Z Z+ =
2
d log a Z()
We shall need these relations in the next section. Similarly we introduce the quantities

1

Z Z .
00 ( , )
2
(30)
(31)
(32)
At = 1 they evaluate to

1 d
1
dZ
1
2 ( )
,
+
+
2 d log a Z d
2Z() (log )2

1
2 ( + )
1 d 2
()
=
+
.
Z()
00
2
8 d(log a)2
(log )2
+
00 () = 3
(33)
(34)
These derivatives thus depend on second derivatives with respect to . In Appendix B we obtain
2
the leading order values of +
00 () in g0 .
235
3. Derivation of the sum rules

We now derive the sum rules, neglecting O(a 2 ) discretization errors, but without using perturd
2
bative approximations to normalization factors such as d log
a and Z(). The presence of O(a )
discretization errors is characteristic of the Wilson action. We will comment on the use of improved actions at the end of this section.
3.1. Derivation on the isotropic lattice
We consider a renormalization group invariant (RGI) quantity f (a, T ), which is obtained as
the continuum limit of a function F (, N ) of the bare parameters. The renormalization group
equation af/a = 0 implies
T
d F
f
=
.
T
d log a
(35)
We have used
a dN /da = N
and N N F = T T f.
We have treated N as if it was a continuous variable. It can be rigorously shown [5, Section 2.2], that this treatment is justified up to O(a 2 ) suppressed terms, provided a symmetric
finite-difference scheme is used to define N .
In particular, we can apply Eq. (35) to F (, N ), since they are RGI quantities (see Eqs. (10),
(11)). For the case of F+ , we obtain
c
c

4
4
a
(x)(0) a
(x)(0)
T
= T 5 T
3P
1
+
( 3P ).
4
2
T
d(log a) d/d log a
d 2
(36)
This sum rule was first derived in [9] in the continuum, in which case the second term on the
right-hand side is absent. Indeed, the factor multiplying ( 3P ) behaves asymptotically as
2b1 g04 at small bare coupling. Consider next the case of F ; the sum rule reads
c

4
+P
d (Z())
(37)
(x)00 (0) = T 5 T
+
( + P ).
4
4
d log a Z()
3a
T
T
x
Note that the left-hand side vanishes by Euclidean symmetry at T = 0. The factor multiplying
( + P ) in the second term on the right-hand side vanishes in the continuum limit as (2b0 g02 ).
3.2. Derivation on the anisotropic lattice
For any RGI quantity f (a , , T ), a a f = 0 and f = 0 respectively imply

f 1
log a
log a
T
=
.
F
1
T
log
log
We have used
a a N = N
and
N N F ( , , N ) = T T f.
(38)
236
From now on we evaluate the expression at the isotropic point = . The determinant of the
matrix is then
= 2Z()
d
.
d log a
(39)
Taking suitable linear combinations, we obtain the two equations

F
d
F
f
+
=
,
T
T
d log a
F
F
3 f
= Z()
.
T
4 T
(40)
(41)
d
f (x, x) =
The first relation is equivalent to Eq. (35) derived on the isotropic lattice, since dx
(y + z )f |y,z=x for a general function of two variables (y, z). We therefore focus on the second
relation in the following. The observables f are RGI quantities. Consider first f+ (T ). Using
Eq. (31) and the thermodynamic relations T T p = + P and ( 3P )/T 4 = T T (p/T 4 ),
Eq. (41) leads to Eq. (37) derived on the isotropic lattice. We now apply Eq. (41) to f (T ). We
obtain a new sum rule,
c

4
a4
00 (x)00 (0) Z()
00 ()a S+ T
T

2
+P
3 +
3
= 00 ()( + P ) +
T 5 T
.
4
4
T4
(42)
The quantities
00 () are defined in Eq. (32). Since the right-hand side of Eq. (42) manifestly
has a finite continuum limit, this equation implies that the short-distance quartic divergence of
the integrated correlator is compensated by the quartic divergence (a 4 ) of the expectation value
of the trace anomaly,

3
S+ T = dA 1 + O g02
2

dA N 2 1 .
(43)
3.3. Contact terms in two-point functions of the Hamiltonian

The , 00 00 and00 correlators are related at vanishing spatial momentum because
the Hamiltonian operator d 3 x T00 has simple correlation functions:

c
d 3 x T00 (x0 , x)O = T 2 T OT + AO (T )(x0 )
(44)
T
for any local operator O. The delta function arises because the Hamiltonian operator applied on
transfer-matrix eigenstates with energies at the cutoff scale does not yield the expected matrix
elements; for instance off-diagonal matrix elements are expected to appear in general.
The sum rules (Eqs. (36), (37), (42)) determine the contact terms A00 and A :
A00 =
00 (g0 )Z(g0 )
g02 dg02 /d log a

T + 3
g 2 dg02
g 2 dZ
1 +
00 (g0 ) + 0
1 0 2 1 ( + P ),
4
16 d log a
Z dg0
(45)

A =
237
g02 dZ
1
1 d 2 g02
3 2 dg02
1
( + P )
1 ( 3P ) + g0
4 d(log a)2 dg02 /d log a
4 d log a
Z dg02

c
1
d 4 x (x) (0) . (46)
+
0
4
The contact term of T00 T00 is then given by AT00 = A00 + 14 A . Note that the contact terms
have a quartically divergent contribution, plus finite, temperature-dependent contributions.
3.4. Remarks on sum rules for improved actions
The continuum form of the sum rules is independent of both the choice of action and discretization for the operators, as will become apparent in the next section. At finite lattice spacing,
additional terms are present in the sum rules in the case of improved actions. For instance, the
gauge action can be O(a 2 ) on-shell improved by the inclusion of two dimension 6 operators [19],
requiring
the tuning of two coefficients c1,2 (). In the sum rule, F / will be replaced by
F / + i (ci /)F /ci , and F itself has to contain dimension 6 operators with tuned coefficients. In addition, N must be defined with care (see the remark below Eq. (35)), in order to
not reintroduce O(a 2 ) cutoff effects.
4. Sum rules in the continuum
Taking the bare coupling g02 1 in Eqs. (36), (37), (42) yields the following continuum sum
rules:
c
c

3P
d 4 x (x) (0) = T 5 T
d 4 x (x) (0)
,
(47)
T
0
T4
c

+P
3
d 4 x (x)00 (0) = T 5 T
,
(48)
T
4
T4

2

c
+P
3
3
d 4 x 00 (x)00 (0) + 00 2 T = +
(49)
(
+
P
)
+
T 5 T
.
00
T
4
4
T4
2b0 g0
The coefficients
00 are now to be taken at g0 = 0, where they are pure, finite numbers. We compute these numbers in Appendix B, see Eqs. (B.9) and (B.17). The calculation of +
00 suggests
that the latter is independent of the regularization used. If true, this would mean that the regularization dependence cancels entirely between the two terms on the left-hand side of this equation.
It would be useful to derive Eq. (49) in a different regularization to confirm this.
The difference of relation (49) between finite and zero-temperature gives

c
c
d 4 x 00 (x)00 (0)
d 4 x 00 (x)00 (0) + 00 2 ( 3P )
T
0
2b0 g0

2
+P
3
3
( + P ) +
T 5 T
.
= +
4 00
4
T4
This relation shows that even after subtraction of the quartic divergence, a temperature-dependent
logarithmic divergence remains in the susceptibility of 00 .
238
5. Sum rules and cutoff effects on and P

The idea to remove the leading cutoff effects on physical quantities by using lattice sum rules
was proposed in [5]. Here we show that it can be applied to thermodynamic potentials. Consider
for instance ( 3P )/T 4 . On a = 1 lattice, this quantity is obtained by taking the N
limit of

(N ) F+ (N ), N ,
(50)
where (N ) is tuned so that (N a) is constant and F+ was defined in Eq. (10). Following the
steps of Section 3, we can evaluate
d
F+
d F+
=
d log N
log N
d log a
c

F+
d 2
4
=
(N ) + N
(x)(0)
.
log N
d(log a)2
T 0
x
(51)
Thus the cutoff effects can be evaluated in Monte Carlo simulations at fixed . The first term is
itself unambiguous only up to O(a 2 ) if a symmetric difference scheme is used, and O(a) if not [5].
It requires performing a simulation at a second value of N . Thus in total three simulations are
required (for instance with the number of points in the time direction set to N , N + 1, and
N for the zero-temperature subtractions). Choosing a different couple ((N ), N ) tuned to the
same temperature requires four simulations in total and provides essentially the same information
(unless N is much larger than N , but in practice, typical values are N = 6 and N = 8). If one
follows both strategies, one can check how close (N ) is from
(N ) +

1 d
1 (N /N )2 .
2 d log N
If N is large enough, is in the regime where O(a 2 ) effects dominate over higher order cutoff
effects and (N ) will be numerically consistent with this expression. In general, this provides
a way of testing whether is in this regime without having to perform simulations at N > N .
Since the cost of finite-temperature calculations grows with a high power of N , this information
is very precious.
6. Conclusion
We have derived finite temperature sum rules, valid at finite lattice spacing up to O(a 2 ) corrections. The main results are Eqs. (36), (37), (42), and, for the reader interested in continuum
results, Eqs. (47)(49).
As an application of these considerations, we have proposed a way to check whether thermodynamics calculations are performed in the regime where the O(a 2 ) cutoff effects dominate over
higher order cutoff effects, using only two values of N .
Further sum rules can be obtained for other RGI quantities. Eqs. (35) and (40), (41) can
for instance be applied to renormalized Polyakov or Wilson loops in order to study thermal
contributions to quark masses, and the static potential relevant to J / suppression [20]. Finally
the sum rules can be generalized to full QCD with commonly used quark actions.
239
Acknowledgements
This work was supported in part by funds provided by the US Department of Energy under
cooperative research agreement DE-FG02-94ER40818.
Appendix A. A different choice of bare parameters
Although the set of bare parameters ( , ) is most convenient to derive sum rules, in numerical practice, it is more convenient to parametrize these parameters as
=
,
0
= 0 .
(A.1)
In order to take the continuum limit at fixed anisotropy , the first task of the lattice practitioner
is to establish the lines of constant in the (, 0 ) plane, so that 0 can thereafter be viewed
as a function of (, ). Secondly the relation between and a must be worked out at fixed
anisotropy . After this preparatory work, the set of variables used in practice is (, ).
The expression (26) can thus be written as

(a , )
1 (a , )
0 (, )
=
,
1
log a
0 log a
0

(a , )
(a , )
0 (, )
= 0
.
1+
log a
log a
0
(A.2)
(A.3)
Similarly, using
(a , )
(a , ) log a (, )
(a , ) log 0 (, ) log a (, 0 )
,
=
=
log
log a
log
log a
log
log 0
we obtain

log 0 (, )
(a , ) log a (, 0 ) 1 log 0 (, )
(a , )
=
1+
,
log
0
log
log a
log 0
(A.4)

(a , )
log 0 (, )
(a , ) log a (, 0 ) 1 log 0 (, )
= 0
1
+
.
log
log
log a
log 0
(A.5)
These expressions suggest how to determine
symmetry,
=1
Z = Z
and
0 (, ) =1
= 0,
(a , ) =1 1 d
=
,
log
4 d log a
=1
Z() =
0 (, )
.
, (a , )
log
non-perturbatively. Since, by Euclidean
we have the equalities

(A.6)
(A.7)
240
Appendix B. Leading-order computation of

00
In this appendix we calculate the coefficients
00 () defined in Eq. (32). Using the standard
notation p = 2 sin(p /2), we define the dimensionless integrals

I 02 , N
3
p 12
d p
1
=
,

N p
(2)3 02 p 02 + k p k2
(B.1)
3
02 p 02
d p
1
=
.

N p
(2)3 02 p 02 + k p k2
0
(B.2)
I 02 , N
The variable p0 takes the values 2k/N for 0 k < N . One finds that I (1, ) = I (1, ) =
1/4 and

I
1
3 2 02 = 1, = +
4
0
p 04
d 4p
= 0.154933 . . . .

(2)4 (p 02 + k p k2 )2
(B.3)
B.1.
00
Notice first that
00 () can be rewritten
00 () =
Z ()
log .
2
(B.4)
The matrix elements of 00 on physical states are RGI quantities. On a = 1 lattice,

|00 | = 0,
(B.5)
as a consequence of the Euclidean symmetry on an N = N = lattice. Therefore Eq. (B.5)

must be satisfied also on a
= 1 lattice. This condition determines the ratio Z /Z :
S 0
Z
= S .
Z
0
(B.6)
At leading order on an N 3 lattice,

3

3
S T = I 02 , N + I 02 , N = 3I 02 , N ,
dA
2
2

S T = 3I 02 , N
T = (a N )1 ,
dA
(B.7)
(B.8)
which leads to
00 = 1 + 8

I 2
0 = 1, = 0.586844 . . . .
2
0
(B.9)
241
B.2. +
00
A second physics condition (in addition to Eq. (B.6)) is necessary in order to fix Z and Z
separately and therefore to determine +
00 . We impose the condition
N4
3
00 T = ( + P )/T 4 .
3
4
This leads to the expressions

3+P
Z =
S /dA 0 ,
4
4
4 dA T N WT (02 )

3+P
S /dA 0 ,
Z =
4
4
4 dA T N WT (02 )
(B.10)
(B.11)
(B.12)
where

WT 02 S /dA 0 S /dA T S /dA T S /dA 0 .
(B.13)
Cutoff effect due to finite N can be removed by taking the limit N . Expressions (B.12)
, but at tree level we shall use the
in principle allow for a non-perturbative determination of Z,
2
StefanBoltzmann expression dA /15 for the right-hand side of Eq. (B.10). In that approximation we have
LO 9

WT 02 = I 02 , N I 02 , .
(B.14)
2
For 02 = 1, we know that both Z and Z are equal to at leading order. Thus
lim N4 WT (1) =
2
.
20
(B.15)
Because limN N4 WT (02 ) is a continuum limit, p can be replaced by p and one then finds
that

2 03
.
lim N4 WT 02 = 03 lim N4 WT (1) =
N
N
20
(B.16)
One then straightforwardly obtains

+
00 = 6.
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Scattering of long folded strings and mixed correlators

in the two-matrix model
J.-E. Bourgine a , K. Hosomichi a , I. Kostov a,,1 , Y. Matsuo b
a Service de Physique Thorique, CNRS-URA 2306, C.E.A.-Saclay, F-91191 Gif-sur-Yvette, France
b Department of Physics, Faculty of Science, University of Tokyo, Hongo 7-3-1, Bunkyo-ku, Tokyo 113-0033, Japan
Received 16 November 2007; accepted 20 November 2007

Abstract
We study the interactions of Maldacenas long folded strings in two-dimensional string theory. We find
the amplitude for a state containing two long folded strings to come and go back to infinity. We calculate
this amplitude both in the worldsheet theory and in the dual matrix model, the matrix quantum mechanics.
The matrix model description allows to evaluate the amplitudes involving any number of long strings, which
are given by the mixed trace correlators in an effective two-matrix model.
1. Introduction
In this paper we study the scattering of long folded strings in 2D string theory. As pointed out
by Maldacena [1], long folded strings stretching from infinity correspond to non-singlet states
in the dual matrix model. It is expected that condensation of such states can produce curved
background with horizon [2,3]. Our main motivation for this work is to study the possibility of
formulating a Lorentzian version of the black hole matrix model, discussed in [1]. Our results
suggest that the chiral formalism introduced in [4] and further developed in [511] is well adapted
for this purpose.
E-mail address: kostov@spht.saclay.cea.fr (I. Kostov).

1 Associate member of the Institute for Nuclear Research and Nuclear Energy, Bulgarian Academy of Sciences, 72
Tsarigradsko Chausse, 1784 Sofia, Bulgaria.

doi:10.1016/j.nuclphysb.2007.11.018
244
J.-E. Bourgine et al. / Nuclear Physics B 795 (2008) 243276
The two-dimensional strings have only longitudinal modes, and the closed string spectrum is
that of a single massless particle, the tachyon [12]. In addition to the closed string spectrum,
the theory has states of infinite energy, associated with long folded strings stretched to infinity in
the space direction . Folded strings in two dimensions were studied in [13] and more recently in
[1,14,15]. Such strings have infinite energy since they stretch all the way to . After subtracting the infinite part, the spectrum is unbounded from below. Any physical observable in such
a theory can be formulated as a scattering amplitude relating incoming right moving and outgoing left moving states. The asymptotic states can be thought of as composed of quasiparticles.
Each such quasiparticle represents the tip of a folded string.
An exact worldsheet description of folded strings based on Liouville string theory was given
by Maldacena [1]. He argued that a stack of FZZT branes placed far away in the asymptotically
free region (B ) can be considered as a source for long folded strings. The evolution of
a long string starts with a very energetic short open string in the region log B . When the
ends of the string reach log B , they get trapped by the brane, while the bulk of the string
continues to move until it looses all its kinetic energy at distance log and starts to evolve
back. This picture allows to express the reflection amplitude for the tip of a long folded string
as a certain limit of the boundary two-point function in Liouville theory. Using the expression
for this correlation function found in [16], Maldacena gave an explicit formula for this reflection
amplitude.
In the dual matrix model, the Matrix Quantum Mechanics (MQM), the closed strings propagate in the singlet sector, while the folded strings propagate in the non-singlet sector of MQM,
characterized by the presence of Wilson lines. In MQM, the states containing one folded string
are those in the adjoint representation. They can be considered as impurities in the Fermi sea.
The wave function of such states depends on a collective coordinate giving the position of the tip
of the folded string. It satisfies a Calogero type equation, whose collective field formulation was
given in [1]. The explicit solution of this equation was found later in [17], and the result for the
scattering phase was identical with the one obtained from the worldsheet theory.
The states with n folded strings, or n impurities, are described by irreducible representations
whose Young tableaux contain n boxes and n anti-boxes. These are the representations that occur
in the direct product of n fundamental and n anti-fundamental representations.
The extension of the canonical formalism of MQM to higher representations passes through
the solution of the corresponding Calogero problem, which seems to be a quite difficult, although
not impossible, task. Instead one can try to attack the problem using the chiral quantization of
MQM, which operates directly in terms of asymptotic incoming and outgoing states. Here the
Hamiltonian is first order and therefore has no Calogero term. Using the chiral formalism, the
scattering problem in the non-singlet sector of MQM was reformulated by one of the authors [18]
in terms of the mixed trace correlators in an effective two-matrix model. This allowed to apply
some powerful results derived for the two-matrix model [19,20]. In particular, it was shown
in [18] that the scattering amplitude in the adjoint representation, evaluated originally in [1,17],
coincides with the simplest mixed trace correlator in the effective two-matrix model.
In this paper we evaluate, using the chiral formalism of MQM, the reflection amplitudes of
higher non-singlets, focusing mainly on the case n = 2. The reflection amplitude can be expanded
in the inverse cosmological constant gs 1/. The leading term is the Young-symmetrized product of the reflection amplitudes for two non-interacting quasiparticles. The interaction appears in
the subleading term, for which we find an explicit expression.
We give two independent derivations of the subleading term, performed in the worldsheet
theory and in the matrix model. In the worldsheet theory, the subleading term is given by the
245
4-point boundary amplitude in a suitable limit. In the derivation we make a heavy use of the
symmetries imposed by the boundary ground ring. To set the notations and explain the problem,
we first present the derivation of the n = 1 amplitude, the reflection factor for a single long string,
originally obtained in [1].
The result is unexpectedly simple. We find that the reflection amplitude in the subleading
order consists of two terms, which have a natural interpretation in terms of reflection and scattering of the two quasiparticles. The first term describes a scattering of the two quasiparticles with
non-zero energy transfer, followed by reflection of each quasiparticle. In the second term the
scattering and the reflections occur in the opposite order. The scattering amplitude for two quasiparticles does not depend on and B and therefore occurs in the extreme asymptotic domain
log B , where the incoming and the outgoing strings are short.
The matrix model description allows to evaluate the amplitudes for states with any number n
of quasiparticles. We first evaluate the amplitudes in the coordinate space and then perform a
Fourier transformation. We performed explicitly the Fourier transformation for the case n = 2
and reproduced the result of the worldsheet theory. We observed that the n = 2 amplitudes in the
coordinate and momentum space essentially coincide. Assuming that this is a general property,
we speculate about the structure of the reflection amplitude for states containing n long strings
having a common worldsheet with the topology of a disk. We argue that such an amplitude again
decomposes into elementary processes, reflections of long strings and scattering of any number
k n of short open strings.
2. Long folded strings in worldsheet theory
The worldsheet theory is described by a free boson X and a Liouville field . The field X is
regarded as time, so it has the opposite signature. As was done in [21], it is convenient to consider
a family of theories in which both and X couple to the worldsheet curvature. Their background
= ib i/b respectively, so that matter central charge is critical,
charges are Q = b + 1/b and Q

2
cmatter = 2 + 6 Q + Q 2 = 26.
We will be mostly interested in the case b = 1, but will keep b as arbitrary until the final stage in
order to avoid singularities which are peculiar to b = 1.
Local bulk operators
Tk e(Qik)i(Q+k)X
of marginal dimension correspond to on-shell tachyon modes with energy k. They are right or
left-moving waves depending on the sign choice. Similarly, local boundary operators
Q
Uk e( 2 ik)i( 2 +k)X
correspond to physical open string modes with energy k. In this paper we focus on the open
strings ending on FZZT-branes.
The action for has a potential e2b which scatters every incoming (right-moving) tachyon
back to = . As a consequence, the operators Tk+ and Tk are proportional to each other.
A similar relation holds also for the open string operators Uk+ and Uk , but the relation becomes
more complicated because the end-points of the open strings also feel the boundary potential
B eb . We label the branes by s, in terms of which B can be expressed as
cosh(2bs).
B (s) =
| sin b2 |
246
We consider FZZT-branes with very large s. If one throws in an open string ending on such
1
log , which is
branes, its endpoints first reach the boundary potential wall at 2s 2b
1
much before the bulk potential wall at 2b log . When the endpoints are caught by the
potential, the string starts to stretch and its tip continues to move towards the strong coupling
region until it uses up all its kinetic energy. The tip of such a string can probe the bulk Liouville
wall if it initially has a sufficiently large energy, k 2s. This is how a long folded string is
realized in two-dimensional string theory [1].
2.1. Classical analysis
The classical motion of an open string is described by the action

d d
S=
( )2 ( )2 ( X)2 + ( X)2 e2b
4

d B (s+ )eb(+ , ) + B (s )eb( , ) ,
(2.1)
defined on a strip [ , + ], R. The classical argument is known to be valid for small b.

We focus on the solutions parametrized by ,
X = ,
4e2b = {cosh b cosh b + sinh b cosh b }2 ,
(2.2)
which solve the bulk equation of motion as well as the Virasoro constraint T = 0. These
solutions were first presented in the context of long folded strings in [1]. The tip of the folded
string is at = 0, and reaches maximum at = = 0.
The boundary conditions on fields, X = 2bB (s )eb = 0, are satisfied if
sinh2 b sinh2 b = cosh2 (2bs ).
(2.3)
These relations allow us to express (k, s ) as functions of ( , ). For very large s and a
finite , roughly equals 2s up to sign. Long folded open strings correspond to the choice
< 0 < + . The (spacetime) energy k of such a string is given by
2k = (+ )/2 s+ + s .
(2.4)
See Fig. 1 for an example of a long folded string. The other two choices, 0 < < + or <
+ < 0, both lead to short strings which do not develop long folded worldsheets. The role of
short strings is important in understanding the interactions of folded long strings.
2.1.1. Reflection amplitude
In the tree approximation, the phase for reflection amplitude of a long folded string is given by
the classical value of the action (2.1) on the strip. Let us give a rough evaluation of it for the solution presented above, assuming that is reasonably large. The worldsheet strip is decomposed
into four regions according to the behavior of (, ):
(A):
> | |,
0 ,
(B):
> | |,
0 ,
(C):
< | |,
0 + ,
(D):
< | |,
0 + ,
(2.5)
247
Fig. 1. (Left) A classical long folded string for = b = 1, = 10, = 500. Some equal- lines are drawn on the
base plane. (Right) The string worldsheet is divided into four regions according to the behavior of .
1
where 0 = 2b
log(
4 ) is a constant. See the right part of Fig. 1. The bulk and boundary
potential terms in the action can be neglected in the limit of large s . The contributions to the
classical action from the kinetic terms of and X cancel in the regions (A) and (D), whereas
they add up in the regions (B) and (C). The classical action is therefore roughly proportional to
the areas of the regions (B) and (C):

2

1 2
2
Scl
(2.6)
.
+ s
+ + 2 2 s+
2
2.2. Quantum theory

We consider the following physical (on-shell) boundary operators
Q
Uk+ = b 2 (2ikb) 2 +ik ce( 2 +ik)i( 2 +k)X ,

1
Uk = b 2 (2ik/b) 2 ik ce( 2 ik)i( 2 +k)X ,

1
(2.7)
corresponding to right- or left-moving open string excitations. Here c is the reparametrization

ghost and we have introduced

1/2b
(x)
b2
,
(x)
.
(1 x)
The operators Uk+ and Uk are proportional to each other,
+ s
s
s
Uk
= d(k, s, s ) s Uk ,
where one should remember that the properties of boundary operators depend also on the two
D-branes. The proportionality constant d(k, s, s ) is essentially given by the Liouville boundary
reflection coefficient dL (, s, s ) [16]:

Q

2ik (2ikb)

d(k, s, s ) = b
dL
+ ik, s, s
(2ik/b)
2
248
1
Q
Q

= S 2ik +
S
i(k + s + s ) S
i(k + s s )
b
2
2

Q
Q
S
i(k s + s ) S
i(k s s ) .
2
2
(2.8)
The function S(x) is introduced and used in [16]. Some of its properties are collected in
Appendix A.
We will consider Maldacenas limit [1] in which all boundary parameters have the form
s = L + s
with L assumed to be very large, while s is kept finite. The FZZT-branes of our interest are all
labeled by such s. A folded long open string is described by a pair of vertex operators Uk+ and
with
Uk
k 2L.
We also consider short open strings carrying finite energy k, as they will appear as intermediate
particles in the scattering of long folded strings. The reflection amplitude of a single open string
is given by d(k, s, s ). Using the asymptotics of S(x) one finds

0
d(k, s, s )(k,s,s )(0,L,L) = e4iLk+O(L ) ,

2
2
0
d(k, s, s )(k,s,s )(2L,L,L) = e2i(s +s )+2iLQ+O(L ) ,

(2.9)
for short and long open strings respectively. To the leading order in L, the second formula agrees
with the classical result (2.6) for long folded strings. The full expression for the reflection amplitude at b = 1 is

i
2
2

d(k, s, s )1 (k,s,s )(2L,L,L) = e2i(s +s ) 4 +if ((s+s k)) ,
(2.10)
where the function f (x) is defined as2
1
f (x) =
x
d
+ ,
tanh
(2.11)
see Appendix A for details.

2.3. Three-point amplitude
In order to compute the four-point function we need the expression of the three-point function
in the Maldacena limit. It gives the amplitude of a long folded string emitting or absorbing a short
open string. To the lowest order, the computation boils down to that of three-point function of
boundary operators B e in Liouville theory on a disk. The corresponding structure constant
has been worked out by [24] but the general formula is quite complicated. It actually simplifies
in Maldacenas limit when the conservation of energy, k1 + k2 + k3 = Q/2,

is taken into account. We evaluate this structure constant as a common solution of the shift relations derived in
2 The function f (x) is related to the odd function g(x) from Appendix A of [1] by f (x) = 1 x 2 + g(x).
2
12
249
Appendix B,3
s3
s s s s s ib/2
s s
Uk1 ib/2 1 Uk2 2 Uk3 3 + 3 Uk1 1
Uk2 ib/2 2 Uk3 3
1
uQ 2 b 2 d(k1 , s3 , s1 b/2)1 d(k2 , s1 , s2 )1 d(k3 , s2 , s3 )1

sin(2ik1 b) sin(2ik2 b)
(2.12)
and
s3
Uk+1 +i/2b
s1
Uk+2
s2
Uk+3
s3
s
3
Uk+1
s1 i/2b
Uk+2 +i/2b
s2
Uk+3
s3
uQ 2 b 2 d(k1 , s3 , s1 i/2b)d(k2 , s1 , s2 )d(k3 , s2 , s3 )

.
sin(2ik1 /b) sin(2ik2 /b)
(2.13)
Let us first solve the relation (2.12) in Maldacenas limit taking {k1 , k2 , k3 } {2L, 0, 2L}.
The term on the right-hand side scales as

r.h.s. e4iL(s1 s2 +k2 +ib
1 )
One of the two terms on the l.h.s. has to scale in the same way, and the other has to be subdominant or comparable. By inspection one finds,
ib
2
ib
s1 = s1
2
s1 = s1 +
l.h.s.1 l.h.s.2 r.h.s.,
l.h.s.1 l.h.s.2 r.h.s.
So (2.12) reduces to a two-term relation for s1 = s1 + ib

2 and is easily solved. The solution, when
+
transformed into the amplitude of Uk , reads
1
s
s s s
Uk+1 1 Uk+2 2 Uk+3 3 (k ,k ,k )(2L,0,2L)
1 2 3
4i 2 Q b 2
(2.14)
= 2b(k +s )
.
1
2 e 2b(k3 +s1 )
e
By a little more work it can be shown that this solution satisfies all nonequivalent recursion
relations which follow from (2.12). It is also easy to see that (2.14) satisfies the homogeneous
version of the recursion relation (2.13), i.e., the equation with the r.h.s. set to zero.
The second recursion relation (2.13) can be analyzed in the same way, and one can find a
solution which in terms of Uk reads
3
s
3
Uk1
s1
Uk2
s2
Uk3
s3

=
)(2L,0,2L)
4i 2 Q b 2
.
(2.15)
2
2
e b (k1 +s2 ) e b (k3 +s1 )
This solution is easily seen to satisfy the homogeneous version of (2.12). The correct three-point
amplitude in Maldacenas limit is thus given by the sum of the two expressions (2.14), (2.15).
(k1 ,k2 ,k3
2.3.1. The two-point amplitude

To make a precise comparison between the results of worldsheet computations and matrix
quantum mechanics, we need a precise form of the disk two-point amplitude. It turns out slightly
different from the reflection coefficient (2.8) for the operators Uk by a k-dependent function.
Computing the two-point amplitude from the first principle is rather difficult; the CFT correlator
3 A variant of these relations has been previously derived by V. Petkova [25].
250
is divergent due to the zero-mode integrals of the fields X and , and it has to be divided by
the infinite volume of the residual global conformal group that fixes the disk with two boundary
insertions. A simple way to avoid these infinities is to differentiate with respect to the boundary
cosmological constant to make it a disk three-point amplitude, where the additional boundary
operator has the energy Q/2.

can be expressed in terms of the
We recall that the three-point amplitude with k2 = Q/2
two-point function, see, e.g., Appendix D of [22]. This relation can be extended for complex
The
momenta by solving the recursion relations (2.12), (2.13) for k1 = k = k3 , k2 = Q/2.
result is
s
Uk+
s1
Uk
s2

[cBb ]s3 =
Q
d(k, s1 , s2 ) d(k, s1 , s3 )
.
sin(2ik/b)
B (s2 ) B (s3 )
(2.16)
This is indeed a derivative with respect to B when s2 = s3 . We integrate it with respect to

B assuming that the naive integration is allowed only when the operators satisfy Seibergs
bound [26]
Im k > 0 for Uk .
The resulting two-point amplitude becomes non-analytic,
s
2
Uk+
s1
Uk
s2
= sgn(Im k)
Q d(k, s1 , s2 )
.
sin(2ik/b)
(2.17)
2.4. Boundary ground ring

Similar recursion relations among higher point disk amplitudes can be derived by making use
of the boundary ground ring. The ring is generated by the operators a ,

1
1
b
2b
bc ( + X) e 2b (X) ,
a+ =
2

b
1
b2
a =
(2.18)
bc ( X) e 2 (+X) ,
2b
where b, c are the reparametrization ghost and antighost fields. Note that, since they are constructed from Liouville degenerate operators, a can only join two branes whose s labels differ
by a certain amount. The operator products of a with boundary tachyons satisfy the following
formulae
Uk a = a Uk = U
k ib
2
Uk+ a+ = a+ Uk+ = U +
i
k+ 2b
(2.19)
The ring relation (a+ a = a a+ = 1 at b = 1) is realized on physical open string operators in

much the same way as for the bulk ground ring, except that a also shifts the label of the brane.
The above formulae are simple and independent of the labels of branes, whereas the coefficient
of the OPE a Uk becomes a little complicated and can be obtained from (2.19) by reflection,
s
s

[a ]s Uk+ =s U +
k ib
2
d(k, s , s )
d(k
ib

2 , s, s )
251
By inserting an a in a disk amplitude and using the fact that a is BRST-exact, one can
derive a shift relation among disk amplitudes. As an example, consider the difference of fourpoint amplitudes

Uk0 Uk1 a Uk2 Uk3 Uk0 Uk1 a Uk2 Uk3 .
Since this can be written as an integral of an amplitude containing a , it vanishes by BRST
invariance up to contributions from the boundary of moduli space of disks with marked points.
As was discussed originally in [23], see also [22], such boundary contributions are summarized
by the higher operator products
1
a Uk+1 Uk+2 =
b2
,
U+
sin(2ibk1 ) k1 +k2 2bi
1
Uk+1 a Uk+2
b 2 sin(2ib(k1 + k2 )) +
=
,
U
sin(2ibk1 ) sin(2ibk2 ) k1 +k2 2bi
Uk+1 Uk+2 a
b2
=
,
U+
sin(2ibk2 ) k1 +k2 2bi
a+ Uk1 Uk2 =
b 2
,
U
sin(2ik1 /b) k1 +k2 + ib2
1
Uk1 a+ Uk2
b 2 sin(2i(k1 + k2 )/b)
=
,
U
sin(2ik1 /b) sin(2ik2 /b) k1 +k2 + ib2
Uk1 Uk2 a+
b 2
=
.
U
sin(2ik2 /b) k1 +k2 + ib2
Using them, the four-point amplitude can be shown to satisfy the recursion relation,4

Uk0 Uk1 a Uk2 Uk3 Uk0 Uk1 a Uk2 Uk3

= Uk0 Uk1 a Uk2 Uk3 Uk0 Uk1 a Uk2 Uk3 Uk0 Uk1 a Uk2 Uk3 ,
(2.20)
(2.21)
where the operator products in the parentheses are given by (2.19) and (2.20).
Although the formulae for the operator products were derived in [22,23] in the theory without Liouville interaction, we assume they remain valid after it is turned on. The interaction will,
however, make higher operator products a U n U (n 3) non-vanishing as well. The determination of higher point amplitudes along this path will therefore become more and more
difficult.
2.5. Four-point amplitude (scattering of two long strings)
We will evaluate the amplitude describing the scattering of two long strings,
s s0 + s1 s2 + s3
3 U
Uk1
Uk2
Uk3 ;
(k0 , k1 , k2 , k3 ) (2L, 2L, 2L, 2L),
k0
as the common solution of the two recursion relations (2.21). Both relations (2.21) have inhomogeneous terms on the right-hand side. As was the case with three-point amplitude, we can find the
4 In our convention for disk amplitudes U U , the first, the second, and the last operators are unintegrated and
n
1
the rest are integrated (with the factor of c removed).
252
Fig. 2. Terms in disk four-point amplitudes. The four figures on the left correspond to physically uninteresting processes
and are discarded. The two on the right describe the terms which are reproduced from MQM analysis.
solution by working with those inhomogeneous terms one by one and then combining the results
together in a manner consistent with the symmetry. Consequently, the four point amplitude will
consist of a number of terms.
Some of the terms read,
s s0 + s1 s2 + s3
3 U
Uk1
Uk2
Uk3
k0
= 16
Q
Q
2 , s3 , s1 ) sin 2ib(k0 + k1 + 2 )
2
2
2b(k0 +s1 )
b (k3 +s1 )
b (k2 +s3 )
d(k0 + k1 +
3 Q d(k3 , s2 , s3 )
d(k0 , s3 , s0 ) (e2b(k1 +s3 ) e
)(e
+ 16 3 Q
Q
d(k1 + k2 + Q
d(k3 , s2 , s3 )
2 , s0 , s2 ) sin 2ib(k1 + k2 + 2 )
d(k2 , s1 , s2 ) (e2b(k1 +s2 ) e2b(k2 +s0 ) )(e 2b (k3 +s0 ) e 2b (k0 +s2 ) )
+ 16 3 Q
Q
d(k2 + k3 + Q
d(k1 , s0 , s1 )
2 , s1 , s3 ) sin 2ib(k2 + k3 + 2 )
+ 16 3 Q
Q
d(k3 + k0 + Q
d(k1 , s0 , s1 )
2 , s2 , s0 ) sin 2ib(k3 + k0 + 2 )
+ .
(2.22)
From their dependence on the reflection amplitude d, they seem to describe the processes in
which a short open string is exchanged between the incoming leg of one long string and the
outgoing leg of the other, as described by the left four of Fig. 2. These terms will therefore
be physically uninteresting and discarded. Indeed, we will see these terms are not reproduced
from MQM. Moreover, in Maldacenas limit these terms are subdominant and infinitely rapidly
oscillating as compared to the terms which are reproduced from the MQM.
The physically interesting terms, Fig. 2 right, are obtained from the recursion relations with
the number of inhomogeneous terms reduced,
d(k1 , s0 , s1 )
d(k1
ib
2 , s0 , s1 )
s
3
Uk+0
s0
U+
k1 ib
2
s1
Uk+2
s2
Uk+3
s3
253
s + s0 + s + s2 + s3
3 U
Uk1 1 U ib
Uk0
k0
ib
k2 2
,
s
,
s
)
2
2 1
8 3 Q be2bk1
8 3 Q be2bk2
d(k2 , s1 , s2 )
d(k2
=
(2.23)
+
e2b(k3 +s1 ) e2b(k2 +s3 ) e2b(k1 +s3 ) e2b(k0 +s1 )
and a similar equation involving i/2b shifts. We found that they are solved for b = 1 by
s s0 + s1 s2 + s3
3 U
Uk1
Uk2
Uk3
k0
d(k1 , s0 , s1 )d(k3 , s2 , s3 ) d(k0 , s3 , s0 )1 d(k2 , s1 , s2 )1
(e2(k1 +s2 ) e2(k2 +s0 ) )(e2(k3 +s1 ) e2(k2 +s3 ) )
d(k1 , s0 , s1 )d(k3 , s2 , s3 ) d(k0 , s3 , s0 )1 d(k2 , s1 , s2 )1
.
= 4i 3 2 e(k1 +k3 )
sinh (k1 + k2 s0 + s2 ) sinh(k2 + k3 + s1 s3 )
= 16i 3 2 e2k2
(2.24)
A remarkable property of (2.24) is that it has a certain symmetry under the exchange of ka
and sa . To see this, let us introduce four positive winding parameters y0 , y1 , y2 , y3 such that
k0 = (y3 + y0 ),
k1 = y0 + y1 ,
k2 = (y1 + y2 ),
k3 = y2 + y3 .
(2.25)
Then the conservation of momenta is satisfied automatically. The parameters yi are determined
up to a common translation
y0,2 y0,2 + a,
y1,3 y1,3 a.
(2.26)
By inserting them into (2.24) one finds that in Maldacenas limit the non-trivial part of the amplitude depends only on the differences yi = yi si :
s s0 + s1 s2 + s3
3 U
Uk1
Uk2
Uk3
k0
= 4 3 2
3

e2isj (sj +yj )

2
j =0
eif ( y3 y0 )+if ( y1 y2 )
(2.27)
.
sinh (y2 y0 ) sinh (y1 y3 )
In other words, the four-point amplitude is almost symmetric under si L L yi . The change
of sign can be understand as follows: increasing the energy makes the tip of the folded string go
further while increasing the boundary parameter has the opposite effect. The parameter y is in
some loose sense T-dual to the original time variable; such a duality transformation is discussed
for the AdS disk amplitudes in [27].
eif ( y0 + y1 )+if ( y2 y3 )
3. Long folded strings in matrix quantum mechanics

3.1. Asymptotic states and chiral formalism of MQM
The dual matrix description of the 2D string theory in the linear dilaton background is given
by a dimensional reduction of a 2D YM theory to one dimension, known also as matrix quantum
j
j
mechanics [12]. The theory involves one gauge field A = {Ai } and one scalar field X = {Xi },
both Hermitian N N matrices. It is formally defined by the action

1 2
2
S = dt tr PA X P X ,
(3.1)
2
254
Fig. 3. The lowest representations allowed in MQM.
where A X = t X i[A, X] is the covariant time derivative. The action (3.1) can be considered
as an effective action describing the states near a local maximum of a confining potential for
the scalar field. In this approximation a generic potential can be replaced by inverse Gaussian
potential and a large cutoff parameter . The number of colors N should be tuned appropriately
with the cutoff before taking the large N limit.
The Hilbert space of MQM decomposes as a direct sum
H = H0 +
Hn ,
(3.2)
n=1
where H0 is the singlet sector and the sector Hn is obtained by adding n Wilson lines in the
adjoint representation. The sector Hn can be further decomposed into a direct sum of irreducible
representations of U (N ) whose Young tableaux contain n boxes and n anti-boxes. The Young
tableaux for the allowed representations with n = 1, 2 are represented in Fig. 3.
In the singlet sector, n = 0, the action (3.1) describes a system of N non-relativistic free fermions in the upside-down quadratic potential [12]. The ground state of the system is characterized
by the Fermi level EF = . The cutoff then gives the energy (with minus sign) of the N th
level below the surface of the Fermi sea. In the large N limit, the non-singlet sectors can be described in terms of impurities in the Fermi sea. The non-singlet excitations of MQM have been
studied in [3,28,29]. Let D be an allowed irreducible representation of SU(N ). Then the radial
part of the Hamiltonian contains a term with Calogero type interaction between the eigenvalues,
j

k
N
N
1 2
1 D(Ej )D(Ek )
2
+
x
,
+
H (D ) =
(3.3)
j
2
2
(xj xk )2
xj2
j =k
j =1
m k
where D(Ejk ) is a realization of the N N matrix (Ejk )m
l = j l .
In the adjoint representation, n = 1, the wave function is an N N traceless matrix. By an
SU(N ) rotation it can be diagonalized as
j
i (X) = i i (X),

with i i = 0. Then the radial part of the Schrdinger equation closes on the components
1 , . . . , N :
H
adj
i =
N

1
j =1
i2
+ xi2
N

(i j )
i +
.
(xi xj )2
j (=i)
(3.4)
255
The solution of this equation in the large N limit gives the wavefunction of one quasiparticle.
Once we know the solution of the wave equation in the adjoint, which was found in [17],
we can try to explore the higher sectors. To the leading order in 1/, the sector Hn describes n
non-interacting quasiparticles. The statistics of the quasiparticles is determined by choice of the
irreducible representation. Our analysis of the Calogero type wave equation (see Appendix E)
shows that the Hamiltonian indeed decomposes into a sum of terms (3.4) associated with the n
quasiparticles, and a two-body interaction Hamiltonian, which is of order 1/.
Instead of trying to solve the wave equation, in this paper we will follow an alternative approach, the chiral quantization of MQM [4], which proved to be very efficient in the singlet
sector. Since the potential is unbounded, any observable can be formulated in terms of scattering
amplitudes between asymptotic states that characterize the system at the infinite past and in the
infinite future. Usually the scattering matrix relating the incoming and the outgoing asymptotic
states is extracted from the asymptotics of the solution of the Schrdinger equation. In the case
of quadratic potential it happens that the S-matrix can be constructed directly, without passing
through the evaluation of the wave function. This is possible due to the important property of the
MQM that the asymptotic in- and out-states depend on the light cone variables
X+P
XP
X = .
X+ = ,
2
2
For example, the operators
TE+ = tr XiE
+ ,
TE = tr XiE
(3.5)
(3.6)
describe the left- and right-moving tachyons with energy E [30]. The time evolution of the asymptotic states is governed by the Hamiltonian
1
H = tr(X+ X + X X+ ),
2
and the general solution of the corresponding Schrdinger equation is

1 2
(X , t) = e 2 N t et X .
(3.8)
Thus any homogeneous function is an eigenstate of the Hamiltonian (3.7).

The outgoing and the incoming states are related by matrix Fourier transformation

+ (X+ ) = dX ei tr X+ X (X ),
(3.9)
(3.7)
which represents the scattering operator in the chiral basis.

The wave functions in the sector Hn transform according to the nth power of the adjoint
representation,

X = Ad()n (X ), SU(N ).
(3.10)
For any n, Ad()n decomposes into a direct sum of irreducible representations. The projection
to any given irreducible representation is obtained by applying the corresponding Young symmetrizer. The scattering amplitude between the states and + is given by the inner product

+
, = dX+ dX ei tr X+ X tr(n) + (X+ ) (X ),
(3.11)
where tr(n) denotes the trace in the nth tensor product.
256
With this description of the non-singlet sectors we can represent any state as a polynomial of
the matrix fields X+ or X multiplying a singlet wave function. Below we will see that similarly
to the closed strings, the long folded strings are represented in MQM by creation and annihilation
operators made of the matrix elements of X+ and X . Thus the eigenfunction representing a state
with n folded strings and m tachyons is
n
m

iEa la
l1 ,...,ln

iEb

X
tr
X
0 (X ),
(E1 , . . . , En ; E1 , . . . , Em ) j ,...,j =
j
n
a=1
(3.12)
b=1
where 0 is the ground state wave function.5

The scattering amplitude for such states is given by the inner product of an incoming and an
outgoing state of the form (3.12) divided by the inner product of the left and right ground states.
It is therefore useful to introduce for each pair of functions F + (X ), F (X+ ) the expectation
value
|F + F | :=
(0+ F + , F 0 )
(0+ , 0 )
(3.13)
In this way all observables in the non-singlet sector of MQM can be obtained as multi trace correlators of an effective two-matrix model with non-confining potential tr X+ X . The observables
in this non-compact matrix model can be evaluated by an appropriate regularization. It happens
that some of the results obtained for the usual, compact matrix models, can be applied here.
The U (N ) symmetry allows to reduce the original N 2 degrees of freedom to the N eigenval
ues x1 xN
of the matrices X+ or X . The evaluation of the scattering amplitude is achieved
in two steps [18]. The first step consists in integrating out the angular degrees of freedom in the
matrix integration measure
2
(x ),
dX = d dx1 dxN
(3.14)

where (x ) = i<j (xi xj ) is the Vandermonde determinant. The angular integral in the
inner product (3.11) is then of the form

I n X + , X =
(3.15)
d Ad()n eiX+ X .
SU(N )
The second step is to take the large N limit and express the result in terms of the collective
field, the phase space eigenvalue density (x + , x ). In the well-studied singlet sector, n = 0,
the integral (3.15) is the Harish-ChandraItzyksonZuber integral [32]. In this simplest case the
transition amplitudes
m
n

iE
iE +
+
S E1+ , . . . , Em
; E1 , . . . , En = |
tr X+ a
tr X b |
a=1
b=1
5 Such states form a complete, but not orthogonal set. An orthonormal basis of eigenstates is labeled by the irreducible
representations of SU(N ). The construction of such a basis was considered, in the case of MQM with upside-up
Gaussian potential, in [31]. The eigenstates from the two sets are linearly related. The advantage of the first set of states
is that the N limit is easier to construct, as well as the direct interpretation of these states in terms of the worldsheet
theory.
257
then can be formulated in terms of the scalar product in the Fermi sea vacuum [4]. In the general
case the integral (3.15) was evaluated by Shatashvili [33]. In the case n = 1 a formula suitable for
taking the large N limit was guessed by Morozov [34] and proved later by Eynard and collaborators [19,35]. More general integrals and other gauge groups were studied in [36,37]. Taking the
large N expansion of these exact results is a delicate task. In this aspect, the paper [20] proved
to be very useful for our problem.
3.2. The reflection amplitude in the adjoint sector (n = 1)
The sector with n = 1 contains only one non-trivial representation, the adjoint. One can think
of this sector as the Fermi sea in presence of an impurity, or quasiparticle. In terms of the string
theory, the adjoint sector describes incoming and outgoing asymptotic states containing one
folded string. In absence of tachyons the inner product in this sector gives the reflection amplitude of the quasiparticle associated with the tip of the folded string [18]. In the compactified
Euclidean theory this sector describes states with one vortex and one anti-vortex. The eigenfunction describing a folded string with energy E is of the form

l
l

1 iE l
tr
X
(E) j = XiE
(3.16)
j 0 (X ),
j
N
where 0 is the ground state wave function. To the leading order in the large N limit one can
replace SU(N ) by U (N ) and neglect the term subtracting the trace. More general wave functions,
iE l
m
1
2
tr XiE
tr XiE
0 (X ),
X j tr XiE
describe a folded string in presence of m tachyons. We will focus on the states of the form (3.16).
For such states the scattering matrix reduces to the reflection factor for one adjoint particle, which
is given by the normalized inner product
iE iE
R1 (E+ , E ) = | tr X+ + X |.
(3.17)
Evaluating the integral over the angles by the MorozovEynard formula, we obtain an expression depending only on the eigenvalues of the matrices X+ and X . In the large N limit
the result can be expressed in terms of the joint eigenvalue density (x + , x ) for the ground
state. The MorozovEynard formula takes most simple form [19] when expressed in terms of the
resolvents

1
.
W :=
(3.18)
+ X
The operators creating eigenstates with given energy (3.16) are related to the operators (3.18) by
the integral transformation
XiE =
i
sinh E

0
d iE
.
+X
The inverse transformation is

dE
i
1
=
iE XiE ,
+X
2
sinh E
C
(3.19)
(3.20)
258
where the integration contour C is parallel to the real axes and passing between the poles at
E = 0 and E = i of the integrand. It is most natural to choose C = R + 12 i, which we will do in
the following.
We therefore first evaluate the normalized inner product for the resolvents (3.18),

G1 + , := | tr W+ + W |,
(3.21)
and then apply the integral transformation (3.19) to obtain the reflection amplitude in the Espace. The expectation value (3.21) is the basic single-trace mixed correlator in the effective
two-matrix model we mentioned before. The result, obtained in [18], is surprisingly simple:

+
G1 + , = eiS( , ) ,

(x + , x )
dx + dx
,
S +, =
(3.22)
+
2
( + x + )( + x )
where (x + , x ) is the semiclassical eigenvalue density of the fermionic liquid. This integral
is logarithmically divergent and needs a regularization. We introduce a cutoff as the
depth of the Fermi sea explored by the average.6 We assume that , so that we still can
use the spectral density for the upside-down harmonic oscillator. The part of the Fermi sea that
corresponds to the interval of energies < E < is described by the density function

x + , x = x + x x + x .
(3.23)
The result of the integration with this density depends only on the product + :

S + , = f (T t) f (t),
(3.24)
where we denoted
1
+
1
t = log
T = log ,
(3.25)
2
and the function f is the same as in (2.11). Applying the integral transformation (3.19) to both
arguments of G1 ( + , ), we get
sinh(E+ ) sinh(E )
2

iE iE

d + d + + G1 + , .
R1 (E+ , E ) =
At this point we change the variables as =

function imposing the energy conservation,
(3.26)
t
e . The integral over produces a delta
R1 (E+ , E ) = R1 (E+ )(E+ E ).
(3.27)
The reflection factor for one quasiparticle is given by the remaining integral in t :
2
R1 (E) = sinh2 EiE+1
dt e2t (iE+1)if (T t)+if (t) .
(3.28)
6 This means that we consider non-singlet excitations that transform according to a smaller group SU(N)
U (N ) with
N log .
259
In the limit T we can use the approximation f (T t) = (T t)2 / and then write the
exponent, using (A.12), as 2t if (t) 2i(E T /)t + i/6. The integral is evaluated using
the last equation (A.8). The final result for the reflection factor is
R1 (E) = 2ei sinh2 EiE eiT
2 /
e2E+if (T E) .
(3.29)
We see that the reflection factor depends on the shifted energy = E T / , where the
is in fact the logarithmic energy gap between the singlet and the adjoint
constant T = 12 log /
sector discovered in [28]. We therefore subtract, as in [1], this constant from the energy and
introduce the shifted energy variables
=E
ln ,
2
= +
1
ln = E T /,
2
(3.30)
where is assumed finite. Then we can approximate sinh E 12 eE and the scattering phase
takes the form
1
2
R1 (E) = ei iE eiT / eif ( )
2
1 i/4 i log2 /4
2
= e
e
ei if ( )
.
(3.31)
2
Let us compare this expression with the two-point function in the worldsheet theory with
s = s = M and k M,

Uk+ Uk
=

2
2
d |k| = 2 2 2e2k ei/4 e4iM eif (2Mk) .
sinh 2|k|
(3.32)
Remarkably, the two expressions coincide (up to a constant phase, which can be absorbed in the
normalization of the wave functions) upon the identification
k = E,
s = s = T /2 ,
2 = .
(3.33)
the depth of the Fermi sea felt by the collective excitation, is related to
Therefore the cutoff ,
the boundary cosmological constant in the worldsheet theory:
= 2B .
(3.34)
The remaining factor can be absorbed into the normalization of the boundary operators Uk
.
Note that the reflection factor (3.31) is given, up to a complex conjugation and a numerical
factor, by the same function as the mixed correlator (3.21):

E = e .
R1 (E) = 1iE G1 + , , + = e
(3.35)
3.3. The reflection amplitude in the sector n = 2

Now we will evaluate the reflection amplitudes for the states (3.12) with n = 2, in the leading and in the subleading order. The scattering matrix is not diagonal for such states. It gets
diagonalized in the basis of the irreducible representations with n = 2, which we describe below.
In the sector H2 there are four irreducible representations (denoted as A2 , A 2 , B2 and C2
in [29]). Their Young tableaux are shown in Fig. 3. For general n, the representations Bn and
Cn are defined by tensors with n upper and n lower indices, respectively totally symmetric and
totally antisymmetric under permutations of the upper and lower indices, associated with boxes
260
and anti-boxes. The representations An are totally symmetric in boxes and totally antisymmetric
in anti-boxes, and similarly for A n . The zero weight states in the sector with n = 2 are of the
form
jl
jl
ik = Pik ik ,
jl
where Pik is a standard tensor associated with the corresponding Young symmetrizer. In the four
{j l} [j l] {j l}
irreducible representations, A2 , A 2 , B2 and C2 , it is given respectively by [i k] , {i k}
, {i k}
[j
l]
and [i k]
, where [,] denotes antisymmetrization and {,} denotes symmetrization. In order to
extract the irreducible part, one needs further to impose the tracelessness condition for any pair
of upper and lower indices, but this can be skipped in the two leading orders in the large N limit.
Now let us return to the states (3.12) with n = 2. As in the case n = 1, it is advantageous first
to evaluate the inner product of the wave functions in the coordinate space

k

j1 ,j2 ;k1 ,k2 1 , 2 = W 1 j1 W 2 j k 0 .
(3.36)
1
2 2
The inner product is expressed in terms of mixed two-trace correlator

G1,1 1+ , 1 ; 2+ , 2 = | tr W+ 1+ W 1 tr W+ 2+ W 2 |
and the mixed one-trace correlator

G2 1+ , 1 , 2+ , 2 = | tr W+ 1+ W 1 W+ 2+ W 2 |.
The projections to the four irreps in the sector n = 2 are obtained by (anti)symmetrization:

| + |A2 = G1,1 1+ , 1 ; 2+ , 2 1 2 = | + |A 2 ,

| + |B2 = G1,1 1+ , 1 ; 2+ , 2 + G2 1+ , 1 , 2+ , 2 + 1 2 ,

| + |C2 = G1,1 1+ , 1 ; 2+ , 2 G2 1+ , 1 , 2+ , 2 + 1 2 . (3.37)
Each term on the r.h.s. can be expanded in 1/. To the leading order 2 only the first term
contributes, where it factorizes to

G1,1 1+ , 1 ; 2+ , 2 = G1 1+ , 1 G1 2+ , 2 + O 0 .
The integral transformation (3.19) gives

R2(0) E1+ , E2+ , E1 , E2 = E1+ E1 E2+ E2 R1 E1+ R1 E2+ .
(3.38)
To this order the inner product are given by the (anti)symmetrized product of two expectation
values (3.21), associated with each trace. This is the approximation of dilute gas of quasiparticles.
The subleading term is given by G2 (1+ , 2+ , 1 , 2 ). Here we will focus on this amplitude
and leave the next order 0 , which is given by the connected correlator of the product of two
traces, for future work. The mixed one-trace correlators Gn in the effective two-matrix model
can be expressed through the lowest one-trace correlator G1 by the general formula derived
in [20]. In the case n = 2 it states

G1 (1+ , 1 )G1 (2+ , 2 ) G1 (1+ , 2 )G1 (2+ , 1 )
G2 1+ , 2+ , 1 , 2 = i
.
(1+ 2+ )(1 2 )
(3.39)
261
A simpler derivation of this formula, due to L. Cantini, can be found in Orantins thesis [38]. The
advantage of this derivation, which we give in Appendix C, is that it can be applied also for our
non-compact effective two-matrix model.
The next step is to perform the integral transformation (3.19) to each of the arguments. The
calculation, this time non-trivial, is presented in Appendix B. The result contains a -function for
the energy conservation, so we define the subleading n = 2 reflection amplitude R2 by
(1)
R2

E1+ , E2+ , E1 , E2 = E1+ + E2+ E1 E2 R2 E1+ , E2+ ; E1 , E2 .
For energies Ej = j +
1
2
(3.40)
with finite,
ln ,
j
+
+

+
+ R1 (E )R1 (E ) R1 (E )R1 (E )
2
1
2
1
2
R2 E1+ , E2+ , E1 , E2 = (E1 +E2 )
sinh (E1+ E1 ) sinh (E1+ E2 )
+
+
+
+ R1 (E )R1 (E ) R1 (E )R1 (E )
2
1
2
1
2
= e( 1 + 2 )
.
+
sinh ( 1 1 ) sinh ( 1 2 )
(3.41)
The n = 2 reflection amplitude, given in the first two orders by (3.38) and (3.40), obviously
satisfies the unitarity condition

R1 E1+ R1 E2+ R2 E1 , E2 , E1+ , E2+

= R2 E1+ , E2+ ; E1 , E2 R1 E1 R1 E2 .
(3.42)
Let us compare the subleading reflection amplitude (3.41) with the 4-point disk amplitude in the
Maldacena limit (2.24), evaluated in the worldsheet theory. If we identify
k0 = E1 ,
k1 = E1+ ,
s0 = s1 = s2 = s3 = T /2,
k2 = E2 ,
k3 = E2+ ,
2 = ,
(3.43)
then the two amplitudes are indeed equal to each other, up to a factor of 2. This factor can be
absorbed in the normalization of the functional measure in the worldsheet calculation. After
fixing the normalization of the boundary operators and the functional measure, there are no more
ambiguities left.
If we express the energies in terms of the shifted winding parameters yi defined by (2.25),
E1 = y3 + y0 ,
E1+ = y0 + y1 ,
E2 = y1 + y2 ,
E2+ = y2 + y3 ,
(3.44)
then we observe that the reflection amplitude in the E-space has again the same functional form
as in the -space,

+
+
R2 E1+ , E1 , E2+ , E2 = 2i 2i(E1 +E2 ) G2 1+ , 1 , 2+ , 2
(3.45)
with
1 = 1/2 e 2 y0 ,
1+ = 1/2 e 2 y1 ,
2 = 1/2 e 2 y2 ,
2+ = 1/2 e 2 y3 .
1
1
1
1
(3.46)
262
Fig. 4. A planar set of arcs on the disk with 2j points along the boundary, labeled by 1+ , 1 , . . . , j+ , j , an d its dual
tree graph. On the figure j = 8. The arcs split the disk into j + 1 windows. The non-trivial weights of the windows in
the figure are C2 (7+ , 8 , 8+ , 7 ), C3 (1+ , 3 , 4+ , 6 , 7+ , 8 ), C3 (1+ , 3 , 3+ , 2 , 2+ , 1 ), C2 (4+ , 6 , 6+ , 4 ),
C2 (6+ , 4 , 5+ , 5 ).
3.4. The reflection amplitude for n > 2

Using the loop equations for the two-matrix model one can evaluate all mixed one-trace correlators

Gn 1+ , 1 , . . . , n+ , n := | tr W+ 1+ W 1 W+ k+ W n |.
These correlators satisfy the recurrence equations found in [20], see Appendix C. The unique
solution of the recurrence equations is given by the Bethe Ansatz like formula of [20] as a sum
of products of G1 with rational coefficients:

Gn 1+ , 1 , . . . , n+ , n

C 1+ , 1 , . . . , n+ , n G1 1+ , 1 G1 n+ , n .
=
(3.47)
Sn
The sum goes in the set Sn of planar permutations of n elements. A planar permutation
can be defined as follows. Consider a disk with 2n marked points on the boundary, labeled
by 1 , 1+ , . . . , n , n+ . Drow a set of arcs (oriented lines) connecting the points i+ with i ,
i = 1, . . . , n. The permutation Sn is planar if the arcs can be drown without intersections, as
shown in Fig. 4. We call such a configuration of arcs rainbow diagram.
It is shown in [20] that the coefficient C is equal to a product of weights associated with the
n + 1 windows on the rainbow diagram. These weights are determined from the following recurrence relation, which stems from the loop equations (C.6). Denote by Cj (1+ , 1 , . . . , j+ , j )
the weight of the window with 2j points 1+ , 1 , . . . , j+ , j along its boundary, labelled following the orientation of the lines. This function is invariant under cyclic permutations of the 2j
points. Then the weight Cn is expressed through C1 , . . . , Cn1 as
263

Cn 1+ , 1 , . . . , n+ , n
=i
n C ( + , , . . . , + , )C
+

j 1
nj (j +1 , j +1 , . . . , n , n )
j
j
1
(n+ 1+ )(n j )
j =1
(3.48)
where by definition C1 ( + , ) = 1 [20].

In order to evaluate the amplitude in the E space, we have to perform the integral transformation (3.19) of the r.h.s. of (3.47). We believe, although we are not able to supply the
proof now, that the relations (3.35) and (3.45) hold in fact for any n. If we introduce the winding parameters y1 , . . . , y2n1 , y2n y0 , determined up to a common translation y2i y2i + a,
y2i1 y2i1 a, and express the energies as
Ei+ = y2i2 + y2i1 ,
Ei = y2i1 + y2i ,
(3.49)
we conjecture that for any n

+
+
Rn E1+ , E1 , . . . , En+ , En = ni(E1 ++En ) Gn 1+ , 1 , . . . , n+ , n ,
(3.50)
where
i+ = 1/2 e 2 y2i2 ,
1
i = 1/2 e 2 y2i1
1
(i = 1, . . . , n).
(3.51)
The energies Ei and the winding parameters yi are logarithmically divergent with the cutoff .
In terms of the finite shifted energies i the above relations reads

i+ = y2i2 + y2i1 ,
i = y2i1 + y2i ,
i+ = 1/2 e 2 y2i2 ,
i = 1/2 e 2 y2i1
(i = 1, . . . , n).
(3.52)
From the perspective of the worldsheet theory, each term in the solution (3.47) is the contribution of a particular scattering process involving n long strings sharing a common worldsheet.
The arcs in the rainbow diagram on Fig. 4 correspond to the tips of the n long strings. The factorization of the amplitude means that the interaction occurs only in the far past (t log B ) or
in the future (t log B ). For log B t log B the n long strings evolve independently,
contributing a product of reflection factors R1 . Furthermore, the recurrence relation (3.48) for
the coefficients Cj means that each such coefficient can be written as a sum of products of C2 .
Therefore the interaction of the long strings can be decomposed into exchanges of short strings
as those illustrated in Fig. 2.
4. Discussion
In this paper we studied the simplest scattering processes of long folded strings in the twodimensional string theory. We used the description of the long strings in terms of an FZZT brane
with B , as suggested in [1]. We evaluated the four-point disk amplitude in Maldacenas

limit of large momenta and large boundary parameters. We observed that the amplitude depends
only on the chiral combinations yi = yi si , where sa are the Liouville boundary parameters and
ya the winding parameters, associated with the four segments of the boundary (a = 1, 2, 3, 4).
Furthermore we observed a symmetry with respect to the Fourier transformation in the time
direction. Our result suggests that, to the leading order, the long strings interact via exchange of
short open strings that happens in the asymptotically free region log .
264
On the side of MQM the scattering amplitudes are expressed in terms of the mixed trace
correlators in an effective non-compact two-matrix model with interaction i tr X+ X . However
the worldsheet interpretation of the correlation functions is not the same as in the matrix model
description of rational c < 1 string theories. In our case the spectral parameter is related
by Fourier transformation to the energy of the boundary tachyon, while the boundary condition
the depth of the Fermi
for the Liouville field is determined by a regularization parameter ,
sea. This is because the boundary is associated to the gauge field A, while the fields X create
the asymptotic open string states. Since we are modelling a Lorentzian theory, the worldsheet
description does not have a statistical interpretation as a sum over surfaces with positive weights.
We evaluated the subleading amplitude for any number n of long strings using the results
for the single-trace mixed correlator in the two-matrix model [20]. We obtained the result in the
coordinate space, while the worldsheet calculation gives it in the space of energies. We performed
explicitly the Fourier transformation for the cases n = 1 and n = 2 where we reproduced the
result of the worldsheet theory up to factors that can be absorbed into the normalization of the
boundary tachyons and the integration measure.
We found that the Fourier transformed amplitude takes essentially the same form as that in
the coordinate space, after being expressed in terms of the 2n dual coordinates yi associated with
the boundaries of the disk. We were able to establish this symmetry only for the cases n = 1 and
n = 2, but we believe that it is a general property of the disk n-point amplitude in Maldacenas
limit.
Eventually we are interested taking the limit with a large number of FZZT branes, which
would help us, as suggested in [1], to find a matrix model description of the Lorentzian black
hole. The results reported in this paper suggest that the effective two-matrix model that stems
from the chiral quantization of MQM is the right tool to achieve this limit. In this paper we
studied the interactions of long folded strings due to exchange of short open strings, which are
described by the single-trace mixed correlators in the effective two-matrix model. We did not
consider the interactions due to the exchange of closed strings. Such interactions are described
by multi-trace mixed correlators in the effective two-matrix model.
Acknowledgements
We thank S. Alexandrov and N. Orantin for valuable discussions. This work has been partially supported by the European Union through ENRAGE network (contract MRTN-CT-2004005616), ANR programs GIMP (contract ANR-05-BLAN-0029-01). Part of this work was done
during the Integrability, Gauge Fields and Strings focused research group at the Banff International Research Station.
Appendix A. Properties of the functions S(z) and f (x)
We give here a short summary of the properties of the double sine function S(z) used in [16]
and the function f (x) introduced (for b = 1) in [1]. The double sine is related to the double
gamma function introduced by Barnes [39]. The function eb (x) = eif (x) is also known as noncompact quantum dilogarithm [40].
265
A.1. The double sine function S(z)

Integral representation: [16]
i
log S(Q/2 ix) =
2

2x dt
sin 2tx
,
t
t
sinh bt sinh b1 t
Q = b + 1/b.
(A.1)
Functional relations:
S(z + 1/b)
z
= 2 sin
.
S(z)
b
S(z + b)
= 2 sin bz,
S(z)
(A.2)
Poles and zeroes:

poles at z = n1 b + n2 /b,
zeroes at z = n1 b + n2 /b,
n1 , n2 0,
n1 , n2 1.
Asymptotics at infinity (for Re b > 0):
2
1
S(x) exp i /2 x Q
2
1
12
b2 + b2
(Im x ).
(A.3)
A.2. The function f (x)

Definition:
e
eix /2+i(b +b )/24

=
.
S(Q/2 ix/)
2
if (x)
Integral representation:

dt
e2itx/
i
.
f (x) =
4
t sinh tb sinh t/b
(A.4)
(A.5)
R+i0
Functional equations:
x 2 (b2 + b2 )
+
,
12
eif (x)
,
eif (x+ib) =
2
1 + eib e2bx
eif (x)
.
eif (x+i/b) =
2
1 + ei/b e2x/b
f (x) + f (x) =
Asymptotics at infinity (for b > 0):

0,
x ,
f (x)
x 2 / + (b2 + b2 )/12, x +.
Fourier transform [41,42]
(A.6)
(A.7)
266

R
dt Qt if (t) 2itx/
e
e
= ei eQx eif (x) ,
e
dt Qt if (t) 2itx/
e
e
= ei eQx eif (x) ,
e
dt Qt if (t) 2itx/
e
= ei eQx eif (x) ,
e e
dt Qt if (t) 2izt/
e
= ei eQx eif (x) ,
e e
(A.8)
Q
where = 1+Q
12 4 .
A.3. The limit b 1

Integral representation:
Evaluating the derivative

d
log S(1 ix)b=1 = i
dx

cos 2tx
ix
1
dt
,
=
2
2
tanh x
t
sinh t
(A.9)
we find another integral representation of the double sine for b = 1:

i log S(1 ix)b=1 =
x
x
dx
=
tanh x

x
d
.
tanh
(A.10)
Then (A.4) reproduces the function f (x) as defined in [18]:

f (x) =
x
d
+ .
tanh
(A.11)
Functional equations:
x2
f (x) + f (x) =
+ ,
6

if (xi)
2x if (x)
e
= 1e e
.
(A.12)
(A.13)
Boundary reflection coefficient d(k, s, s )|b=1 :

b=1
d(k, s, s ) = S(1 + 2ik)S 1 i(k + s + s ) S 1 i(k + s s )

S 1 i(k s + s ) S 1 i(k s s ) ,

i
2
2

d(k, s, s )1 (k,s,s )(2M,M,M) = e2i(s +s ) 4 +if (s+s k) .
(A.14)
(A.15)
267
Appendix B. Equation for the boundary Liouville three point function

Here we derive a shift equation for the three-point function of boundary operators B e
, ,
in Liouville theory on a disk. We denote the relevant structure constant by Cs11,s22,s3 3 :

|xi xj |hk hi hj .
B1 (x1 )B2 (x2 )B3 (x3 ) s ,s ,s = Cs11,s,22,s,3 3
1 2 3
{ij k}
Our notation is such that B1 joins the branes s3 and s1 , B2 joins s1 and s2 and so on. The shift
equation follows from the bootstrap constraints of four-point functions containing one boundary degenerate operator Bb/2 or B1/2b . Note that the two branes joined by Bb/2 have to
satisfy [16]
s s = ib/2 or
s + s = ib/2,
and similarly for those joined by B1/2b .

To recall where the constraints arise from, let us consider a four-point function,

B1 (x1 )Bb/2 (x)B2 (x2 )B3 (x3 ) s ,s ,s ,s .
1 1 2 3
Using the analytic solutions of Virasoro Ward identity with the knowledge of the operator
b/2, ,
product expansions involving Bb/2 , one can derive linear relations among Cs11,s2 ,s3 2 3 and
1 ,2 b/2,3
Q
. One of them reads, after replacing i by 2 iki ,
Cs ,s ,s
1 2 3
(1 2ibk1 ) Q2 ik1 b2 , Q2 ik2 , Q2 ik3 (1 + 2ibk2 ) Q2 ik1 , Q2 ik2 b2 , Q2 ik3

+
Cs ,s ,s
Cs ,s ,s
1 2 3
( 2ibk1 ) 1 2 3
(2ibk2 )
=
Q
Q
Q
b Q
(1 + 2ibk1 ) (1 + 2ibk2 ) dL ( 2 ik1 , s3 , s1 )
2 ik1 + 2 , 2 ik2 , 2 ik3
C
.
s
,s
,s
(1 + 2ibk1 + 2ibk2 ) () dL ( Q ik1 + b , s3 , s1 ) 1 2 3
2
Here + ib(k1 + k2 + k3 ), and dL is defined in (2.8). See [24] and [43] for more detail.
A similar relation is obtained from the four-point function containing B1/2b . This kind of shift
relations among correlators is often powerful enough to determine the structure constants in
Liouville theory.
We translate the above relations on Liouville correlators into a shift relation among the disk
amplitudes of three Uk or three Uk in two-dimensional string theory. The conservation of energy
or = 0 in the above. We will suppress the corresponding delta
requires k1 + k2 + k3 = Q/2
function when writing down the formulae for amplitudes. The divergence of () in the right , ,
hand side is canceled by the bulk divergence [24] of Cs11,s22,s3 3 at 1 + 2 + 3 = 2Q:
1
2
dL (1 , s3 , s1 )dL (2 , s1 , s2 )dL (3 , s2 , s3 )
.
2Q 1 2 3
So we obtain (2.12) and (2.13).
Cs11,s,22,s,3 3
Appendix C. Derivation of the correlator G2 (3.39)

To evaluate the correlator G2 we use the identity, following from the translation invariance of
the matrix measure,

dX+ dX tr + W+2 W2 W+1 W1 0+ 0 ei tr X+ X = 0.
(C.1)
268
Here = X is the operator of matrix derivative, 0+ (X+ ) and 0 (X ) are the wave functions of the left and right ground states in the singlet sector and Wa (a = 1, 2) denote resolvents (3.18) with spectral parameters a :

Wa W a =
1
.
+ X
We commute the operator of derivative to the right using that it acts on the resolvents as [ ]kj

[Wa ]kj = [Wa ]kj [Wa ]kj . As a result we obtain the identity

| tr W+2 tr W+2 W2 W+1 W1 tr W+2 W2 W+1 tr W+1 W1 |

+ | tr W+2 W2 W+1 W1 iX + + ln 0+ | = 0.
(C.2)
In a similar way, replacing the trace in (C.1) with tr(+ W2 W+1 W1 W+2 ), we obtain another identity,

| tr W2 W+1 tr W+1 W1 W+2 tr W2 W+1 W1 W+2 tr W+2 |

+| tr W2 W+1 W1 W+2 iX + + ln 0+ | = 0.
(C.3)
Now we subtract (C.3) from (C.2) and use that [W+2 , + ln 0+ ] = 0. As a result we have an
identity that does not involve the ground state wave function:

| tr W+1 W2 tr W+2 W+1 W1 tr W+1 W+2 W2 tr W+1 W1 |

+ i| tr W+2 W2 W+1 W1 X tr X W2 W+1 W1 W+2 | = 0.
(C.4)
Applying the identities
W1 W2 =
W1 W2
1 2
X Wa = 1 Wa
we write (C.4) as
|
tr(W+1 W2 ) tr(W+2 W1 ) tr(W+1 W1 ) tr(W+2 W2 )
i|
1+ 2+
|
tr(W+1 W2 W+2 W2 W+1 W1 + W+2 W1 )
1+ 2+

i| tr W+1 W1 W+2 W2 1+ 2+ | = 0.
|
(C.5)
In the leading order in the 1/ expansion we can use the factorization of the normalized expectation values, | tr A tr B| = | tr A|| tr B|. Setting

G2 1+ , 1 , 2+ , 2 = | tr W+1 W1 W+2 W2 |,

G1 + , = | tr(W+ W )| i,
we retrieve (3.39):

G1 (1+ , 1 )G1 (2+ , 2 ) G1 (1+ , 2 )G1 (2+ , 1 )
.
G2 1+ , 1 , 2+ , 2 = i
(2+ 1+ )(2 1 )
269
Proceeding in the same way one obtains a recursive formula for the one-trace correlator Gn [20]

Gn 1+ , 1 , . . . , n+ , n
=i
+
k1 G ( + , , . . . , + , )G

j 1
kj (j +1 , j +1 , . . . , k , n )
j
j
1
(n j )(k+ 1+ )
j =1
+
n1 G ( + , , . . . , + , )G

j 1
nj (j +1 , j +1 , . . . , k , j )
j
k
1
(k j )(n+ 1+ )
j =1
(C.6)
Appendix D. Evaluation of the integral for R2 (E1+ , E2+ , E1 , E2 )

In order to evaluate the disk scattering amplitude in the space of energies, we need to perform
the integral transformation (3.19) with respect to all four variables of the amplitude (3.39):

R2 E1+ , E2+ , E1 , E2
1
= 4 sinh E1+ sinh E2+ sinh E1 sinh E2

iE + + iE + iE iE
1
2
1
2
d1+ d2+ d1 d2 1+
2
1
2
0

G2 1+ , 2+ , 1 , 2 .
(D.1)
We will use the fact that the integral transform of the two factors G1 in the expression (3.39)
for R2 is already known. We express the r.h.s. of (D.1) in terms of

R1 E + , E = E + E R1 E +
(D.2)
by applying the inverse transformation (3.20):

dE +
dE
1
+
+iE
iE R1 E + , E .
G1 + , = +
+
4
sinh E
sinh E
(D.3)
R+i/2
As a result, the original integral takes the form

+ +
R2 =
dp1 dp2 K E1 , E2 ; p1 , p2 R1 p1 , p1 R1 p2 , p2 ,
R+i/2
(D.4)
where the kernel K(E1 , E2 ; y1 , y2 ) is given by the integral

A
K(E1 , E2 ; p1 , p2 ) =
2 2

0
i(p Ej )
k
d1 d2 detj k j
1 2
1 2
(D.5)
The factor
A=
sinh Ej
sinh pj
j =1,2
(D.6)
270
can be put equal to 1, as we will see later. To evaluate the kernel, change the variables as 1 =
e +t , 2 = e t ,
A1 K(E1 , E2 ; p1 , p2 )

sin(p2 p1 )t
i
d dt ei (p1 +p2 E1 E2 ) eit (E2 E1 )
= 2
e sinh t
2
= i(E1 + E2 p1 p2 + i)
= 2i(E1 + E2 p1 p2 + i)
dt
cos(E1 E2 )t sin(p1 p2 )t
sinh t
sinh (p1 p2 )
.
cosh (E1 E2 ) + cosh (p1 p2 )
(D.7)
After substituting (D.7) and (D.2) in the integral (D.4), three of the integrations are compensated
by -functions, the remaining -function imposes the conservation of the total energy:

R2 E1+ , E2+ , E1 , E2 = E1+ + E2+ E1 E2 R2 .
(D.8)
It is convenient to introduce the independent variables E, and by
E1 = E + ,
E2 = E ,
1
1
p2 = E + i,
p1 = E + + i,
2
2

being the integration variable. It is clear that in the Maldacena limit
(D.9)
1
(D.10)
ln +
2
with , finite, the factor (D.6) can be replaced by 1. Then we can write the remaining integral
as
E=

R2 = 4i
sinh2 2 R1 (E + + 12 i)R1 (E + 12 i)
.
(cosh 2+ + cosh 2 )(cosh 2 + cosh 2 )
(D.11)
We are going to evaluate the integral (D.11) as a contour integral. According to (3.31) the integrand behaves at as exp(i 2 ). This leads to the choice of a 8-like contour shown
in Fig. 5. We will show later that the integral integration along the imaginary axis is zero, so that
the integral (D.11) is given by the sum of the residues trapped inside the 8-shaped contour. The
integrand contains two kinds of poles. First, there are the (simple) poles of the kernel at

1
1
= + n +
i, + + n +
i, n Z.
2
2
Second, there are the poles of the factors R1 (E + 12 i) at

1
i, n Z+ ,
= n +
2
1
1
where by we denoted the shifted energy = + 2
ln = E 2
ln(/). The order of these
poles grow linearly with n.
271
Fig. 5. The 8-like contour in the -plane and the pattern of the poles.
We will assume that < 0. Then the second kind of poles remain outside the integration
contour and the only contribution will come from the poles of the kernel. Let us sum up the
contributions of the poles along the lines = . Assume for definiteness that > 0.
Then we have to sum up the residues at

1

= n +
(D.12)
i, n Z+ .
2
The residues of the kernel are the same for all poles:
sinh 2
.
(D.13)
2(cosh 2+ cosh 2 )
The factor R1 R1 in the integrand is evaluated at the nth pole using the shifting property

n
n

R1 (E + ni) = n 1 e2
(D.14)
R1 (E) = e2
R1 (E).
Res K = i
The sum over the poles yields a factor

R1 (E + ni)R1 E + (n + 1)i
nZ+
R1 (E + )R1 (E ) 1 e2( + ) n
(1 e2( ) )
1 e2( )
n=0
R1 (E + )R1 (E )
.
(D.15)
2 sinh 2
Taking into account the contribution of both series of poles (D.12) we get

R1 (E + )R1 (E )
R2 poles = 2e2
(D.16)
.
cosh 2+ cosh 2

Similarly we evaluate the contribution of the poles with = + . Returning to the original
variables Ej we write the final result as
= e2
R2 =
2 (E + +E + ) R1 (E1+ )R1 (E2+ ) R1 (E1 )R1 (E2 )

e 1 2
.
sinh (E1+ E1 ) sinh (E1+ E2 )
(D.17)
272
In terms of the renormalized energies (3.30), j = Ej
1
2
ln(/) the result reads
+
+
+
+ R1 (E )R1 (E ) R1 (E )R1 (E )
2
1
2
1
2
.
R2 = e( 1 + 2 )
+
sinh ( 1 1 ) sinh ( 1 2 )
(D.18)
This expression can be safely analytically continued for > 0. Note that the scattering amplitude (D.18) is of order 1/ compared to the leading order, as it should.
We still need to show that the integral over the imaginary axis, = iq, vanishes. The integral
in question is

I=
dq F (q),
F (q) = 4i
sin2 2qR1 (E + iq + 12 i)R1 (E iq + 12 i)

.
(cosh 2+ + cos 2q)(cosh 2 + cos 2q)
(D.19)
We split the interval into segments of length 1 and use the quasi-periodicity of the integrand:
I=
1/2

1/2
dq F (q + n) =
nZ 1/2
ei(q) =
1/2
dq
ein(q) F (q),
nZ
e2 e2iq
.
e2 e2iq
(D.20)
The sum of the unitary numbers gives e2 (q), so that indeed I F (0) = 0.
Appendix E. Calogero Hamiltonian for general representations
In this appendix, we derive the explicit form of the Calogero Hamiltonian for arbitrary representation. In particular, we focus on the second part of the Hamiltonian (E.1) which is important
in the continuum limit,
j
H1 =
k
N
1 D(Ej )D(Ek )
.
2
(xj xk )2
(E.1)
j =k
In general, the wave function associated with the Young diagram whose box (respectively antibox) part is described by Y1 (respectively Y2 ) is obtained by applying the Young symmetrizer
associated with Y1 to the upper indices and the Young symmetrizer associated with Y2 to the
lower indices and satisfies the traceless condition for any pair of the upper and lower indices.
More explicitly, if we write

(Y, )
Y =
(E.2)
Sn
as the Young symmetrizer for the Young diagram Y , the state associated with the representation
Y1 , Y2 can be written in terms of the adjoint wave functions as,

j (1)
j (n)
j j
k11knn (X) =
(E.3)
(Y1 , )(Y2 , )f1 (X)k (1)
fn (X)k (n)
.
, Sn
273
Here, again, represents the terms which are needed to keep the traceless condition for
j j
k11knn (X).
For a general representation (E.3) we need to identify the index sets j1 , . . . , jn with k1 , . . . , kn .
In order to keep track of the original index structure, it will be useful to represent the state vector
in the form
N

j j
k11knn (X)|j1 jn k1 , . . . , kn |
jn ,kn
N

wj1 jn (x)|j1 jn j1 , . . . , jn |,
(E.4)
jn
j j
wj1 jn (x) = j11jnn (x).
(E.5)
The element of the permutation on the upper (respectively lower) indices can be applied to the
ket (respectively bra) state as,
|j1 jn j1 , . . . , jn | = |j (1) j (n) j1 , . . . , jn |,
(E.6)
(E.7)
|j1 jn j1 , . . . , jn | = |j1 , . . . , jn j (1) j (n) |.
Via such operators, one can define the projection into the irreducible representations by the Young
symmetrizer as (E.3).
We are going to calculate the action of the Hamiltonian to the state of the representation
(Y1 , Y2 ),
YY21 (x) =
N

(Y1 , )(Y2 , )
, Sn
wj1 ,...,jn (x)

|j1 , . . . , jn j1 jn |.
(E.8)
j1 ,...,jn
The operator D(Ej k ) in the interaction Hamiltonian H1 takes the form

D(Ej k ) =
n

(a)
(a)
Ejk Ejk ,
(E.9)
a=1
where
(a)
E j k |l1 ln m1 , . . . , mn | = k,la |l1 , . . . , j, . . . , ln m1 , . . . , mn |,
E (a)
j k |m1 , . . . , mn l1 ln | = j,la |m1 , . . . , mn l1 , . . . , k, . . . , ln |.
(E.10)
It is easy to check that7

(a)

Ejk
( 1 b)
= Ejk
(a)
E j k
( 1 a)
= Ejk
(E.11)
and
, H1 ] = [
, H1 ] = 0.
[
(a)
7 We note that the operators
and E j k act on
|l1 ln k1 , . . . , kn | = |l1 ln k (1) , . . . , k (n) |.
(E.12)
the state from the rightmost operator. Namely
274
Therefore the action of H to YY21 (x) can be written as,

H1 YY21 (x) =

, Sn
N

w(x) =
(Y1 , )(Y2 , )
H1 w(x),
wj1 ,...,jn (x)|j1 , . . . , jn j1 jn |.
(E.13)
j1 ,...,jn
When we evaluate the action of H1 to the state w(x), it is useful to split it into the four parts,
H1 = h 1 + h 2 + h 3 + h 4 ,
(E.14)
1
h 1 =
2
(E.15)
(a)
(a)
+ E j k E kj
,
(xj xk )2
(a)
(a)
N
n

E j k E kj
j =k a=1
h 2 =
N
n E (a) E (a)

j k kj
j =k a=1
(xj xk )2
(E.16)
(a)
(b)
(b)
(a)
N n
1 E j k E kj + E j k E kj
h 3 =
,
2
(xj xk )2
(E.17)
j =k a=b
h 4 =
N
n E (a) E (b)

j k kj
j =k a=b
(xj xk )2
(E.18)
The action of h 1 , . . . , h 4 to w(x) can be evaluated as

n

N

1
,
(x
xj )2
k
a
k(=j )
n N

N
(j = ja )
h 2 w(x) =
wj ,...,j,...,jn |j1 jn j1 jn |,
(xj xja )2 1
a
h 1 w(x) =
vja (x)w(x),
j1 ,...,jn
vj (x) =
(E.19)
(E.20)
N
n
wj ,...,j,...,jn
1
h 3 w(x) =
(ja = jb ) 1
(ab) + (ab) |j1 jn j1 jn |, (E.21)
2
(xja xjb )2
l1 ,...,cn a=b
h 4 w(x) =
n
N

wj1 ,...,ja ,...,jb ,...,jn
(ab)|j1 jn j1 jn |.
(xjb xja )2
(E.22)
a=b j1 ,...,jn
Here (ab) represents the transposition and (a = b) = 1 ab . After the (anti)symmetrization

by Young symmetrizer, the action of H1 becomes,
H1 = H (free) + V ,
(free)
H
w j
1 ,...,jn
n

a
v(ja )wj1 ,...,jn
N

j
(j = ja )
wj ,...,j,...,jn ,
(xj xja )2 1
(E.23)
(E.24)
275

1 (ja = jb ) L
R
qab + qab
wj1 ,...,ja ,...,jb ,...,jn
2
2
(xja xjb )
L
(V w)j1 ,...,jn =
a=b
n

R
(ja = jb )qab
a=b
wj1 ,...,jb ,...,jb ,...,jn

.
(xln xlm )2
(E.25)
L,R
is the eigenvalues of (ab), (ab) after the projection by Young symmetrizer. It depends
Here qab
on the location of a, b in the Young tableau Y1 , Y2 .
The piece H(free) is a direct sum of H1 for the adjoint representation for the indices j1 , . . . , jn .
It represents n non-interacting quasiparticles. In particular, this part depends only on the number
of boxes |Y1 | = |Y2 | = n.
On the other hand, V represents the interaction between the quasiparticles. It depends on the
representations (Y1 , Y2 ) and is somehow complicated. The interaction simplified for An , Bn and
Cn representations. The interaction V among the tips of the folded string becomes,
AL :
BL :
V = 0,
(V w)i1 ,...,iL =
(E.26)
L

n=m
CL :
(V w)i1 ,...,iL =
(in = im )
(wi1 ,...,cL wi1 ,...,im ,...,im ,...,iL ),
(xin xim )2
L

(in = im )
wi ,...,i .
(xin xim )2 1 L
(E.27)
(E.28)
n=m
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Next-to-next-to-leading electroweak logarithms

in W -pair production at ILC
J.H. Khn a , F. Metzler a , A.A. Penin b,a,c,
a Institut fr Theoretische Teilchenphysik, Universitt Karlsruhe, 76128 Karlsruhe, Germany
b Department of Physics, University of Alberta, Edmonton, AB T6G 2J1, Canada
c Institute for Nuclear Research, Russian Academy of Sciences, 117312 Moscow, Russia
Received 25 September 2007; received in revised form 13 November 2007; accepted 20 November 2007
Abstract
We derive the high energy asymptotic behavior of gauge boson production cross section in a spontaneously broken SU(2) gauge theory in the next-to-next-to-leading logarithmic approximation. On the basis
of this result we obtain the logarithmically enhanced two-loop electroweak corrections to the differential
cross section of W -pair production at ILC/CLIC up to the second power of the large logarithm.
PACS: 12.15.Lk
Keywords: Electroweak corrections; W -boson production; High energy
1. Introduction
The W -pair production at e+ e colliders plays a crucial role for testing the Standard Model
of electroweak interactions. At LEP2 this process has been used for the determination of the
W -boson mass MW , a fundamental parameter of the standard model, through W -boson reconstruction with an uncertainty of 40 MeV [1]. Furthermore, the triple gauge boson coupling as
predicted by the non-Abelian gauge theory has been verified within a few percent. The experimental study of the W -pair production at the International Linear Collider (ILC) is expected to
improve the accuracy of the mass determination to 7 MeV due to much higher luminosity [2].
* Corresponding author at: Department of Physics, University of Alberta, Edmonton, AB T6G 2J1, Canada.
E-mail address: apenin@phys.ualberta.ca (A.A. Penin).

doi:10.1016/j.nuclphysb.2007.11.019
278
J.H. Khn et al. / Nuclear Physics B 795 (2008) 277290
Moreover, the advent of ILC will give access to the new high energy domain where the cross
section is increasingly sensitive to the triple gauge boson coupling and W -pair production could
be used as a probe of the non-Abelian structure of the electroweak interactions and of possible
gauge boson anomalous couplings. To match the experimental accuracy, the theoretical analysis has to take into account the electroweak radiative corrections. The one-loop corrections to
the cross section of the on-shell W -pair production have been evaluated by different groups
[36] already decades ago. The calculation of the one-loop corrections to the W -boson mediated
e+ e 4f processes has been performed in the double pole approximation in Ref. [7] and incorporated into the event generators YFSWW [8] and RacoonWW [9]. Recently the full analysis
has been completed [10]. Theseresults ensure an accuracy significantly better than one percent
when
the characteristic energy s of the process is about the gauge boson mass. However, once
s is far larger than MW , the cross section receives virtual corrections enhanced by powers of
2 ), which at the energies of about one TeV have
electroweak Sudakov logarithm ln(s/MW,Z
to be controlled to two loops in order to keep the theoretical error below one percent. This is
even more valid for energies of 3 TeV anticipated for the CLIC project [11]. In the case of light
fermion pair production these corrections are already available through the next-to-next-to-nextto-leading logarithmic (N3 LL) approximation, i.e. including all the two-loop logarithmic terms
[1216]. For e+ e W + W production only the leading-logarithmic (LL) and the next-toleading logarithms (NLL) are known so far [12,1719].
In the present paper we extend the analysis of W -pair production to the next-to-next-toleading logarithmic (NNLL) approximation following the approach developed in Refs. [1316]
for the four-fermion processes. The limit of the small-angle production, which could be interesting in the case of the transverse gauge bosons because the corresponding cross section is peaked
in the forward direction, remains beyond the scope of the present paper. In the next section we
outline the approach and derive the NNLL corrections to the differential cross section of the
gauge boson pair production in a spontaneously broken SU(2) model which emulates the massive gauge boson sector of the Standard Model of electroweak interactions. We generalize the
result to the SU(2) U (1) gauge theory with a heavy top quark in Section 3. A brief summary
and conclusions are given in Section 4.
2. High energy asymptotic of the massive gauge boson production
Let us consider as a toy model the spontaneously broken SU(2) gauge theory with the Higgs
mechanism for gauge boson mass generation and with massless left-handed fermion doublets.
The model retains the main features of the massive gauge boson sector of the Standard Model. In
this case the result can be presented in a simple analytical form and constitutes the basis for the
further extension to the full electroweak theory. We study the process of gauge boson pair production in fermionantifermion annihilation at high energy and fixed angle when all the kinematical
invariants are of the same order and far larger than the gauge boson mass, |s| |t| |u| M 2 .
In this limit the asymptotic energy dependence of the field amplitudes is dominated by Sudakov
logarithms [20,21] and governed by the evolution equations. The method of the evolution equations in the context of the electroweak corrections is described in detail for the fermion pair
production in Ref. [16]. The derivation of the evolution equations [2224] applies to any process
of wide-angle production or scattering of on-shell particles when the characteristic momentum
scale is far larger than the mass scale. It is entirely based on (i) the properties of hard momentum
region and (ii) ultraviolet renormalization of the light-cone Wilson loops. Therefore it depends
neither on specific infrared structure of the model nor on the specific choice of the external parti-
279
cles (for the extension to the processes with arbitrary number of external particles see Ref. [25]).
Thus, the approach of Ref. [16] directly extends to the gauge boson production as briefly described below. The only potential subtle point in the analysis of gauge boson production is that
the effects of spontaneous symmetry breaking can change the asymptotic states as it happens
with photon and Z-boson in the standard model. This would require an additional consideration.
We, however, restrict the analysis to the production of W -bosons which have the same gauge
quantum numbers in broken and symmetric phases and do not encounter this problem.
Due to helicity conservation a pair of either transverse or longitudinal gauge bosons can be
produced in the high energy limit. The transverse gauge bosons behave like vector particles in
the adjoint representation while the longitudinal gauge bosons, as a consequence of the equivalence theorem, behave like scalar particles in the fundamental representation. The structure of
the Sudakov logarithms in these cases is significantly different and we consider them separately.
2.1. Transverse polarization
The transverse gauge bosons are the true vector particles and the Born amplitude in this case
is given by the t -channel and u-channel fermion exchange diagrams, Fig. 1(a). It is convenient
to introduce the functions Z and ZA which describe the asymptotic dependence on the large
momentum transfer Q of the fermion scattering amplitude in an external singlet vector field and
of the vector boson in an external scalar singlet field, i.e. of the respective form factors in the
Euclidean region. In leading order in M 2 /Q2 these functions are known to satisfy the following
linear evolution equation [2224]
Zi =
ln Q2
Q2

2
2
dx
Zi ,
i (x) + i Q + i M
x
(1)
M2
with the solution

Q2
Zi = exp
dx
x
x
M2

dx
i (x ) + i (x) + i M 2

x

,
(2)
M2
which satisfies the initial condition Zi |Q2 =M 2 = 1. Here the perturbative functions i (), etc.

n (n)
are given by the series in the coupling constant (2 ), e.g. i () =
n=1 (/4) i . For the
amplitude of transverse boson production AT let us introduce the reduced amplitude A T so that
AT = Z ZA A T .
(3)
Due to the factorization property of the Sudakov logarithms associated with the collinear divergences of the massless theory [26] the reduced amplitude satisfies the simple renormalization
(a)
(b)
Fig. 1. The diagrams represent (a) transverse and (b) longitudinal gauge boson pair production in fermionantifermion
annihilation at high energy in the Born approximation.
280
group like equation [2729]

A T = T Q2 A T ,
2
ln Q
(4)
where Q2 = s and T is the soft anomalous dimension matrix acting in the space of the isospin
amplitudes. The solution of the above equation is given by the path-ordered exponent
Q2
A T = P exp

dx
(x) A0T M 2 ,
x T
(5)
M2
where AT 0 determines the initial conditions for the evolution equation at Q = M. By calculating the functions entering the evolution equations order by order in one gets the logarithmic
approximations for the amplitude. For example, the LL approximation includes all the terms of
the form n L2n and is determined by the one-loop coefficients i(1) . The NLL approximation
includes all the terms of the form n L2nm with m = 0, 1 and requires the one-loop coefficients
(1)
(1)
i , i , and (1) as well as the one-loop running of in i (), and so on. To get the NNLL
(2)
terms n L2n2 one needs in addition the two-loop coefficient i , the two-loop running of in
i () and the one-loop contribution to AT 0 .
The anomalous dimensions (), () and () are mass-independent and can be associated with the infrared divergences of the massless (unbroken) theory. From the QCD result (see
e.g. [30] and references therein) adopted for the specific case of SU(2) gauge group, nf chiral
quarks, and one scalar in the fundamental representation we get
3
(1)
= ,
2
(n)
(n)
(2)
65
5
+ 2 + nf ,
3
6
9
(1)
= ,
4
(1)
A = 0,
(6)
(1)
and A = 8 /3. The matrix T can be extracted from the results of Refs. [31,32]. In the
isospin basis ( a b , b a , ab 1) it takes the form
0
ln( xx+ )
2(ln(x ) + i)
(1)
T =
(7)
0
2(ln(x+ ) + i) ln( xx+ ) ,
(ln(x+ ) + i)
(ln(x ) + i)
0
where x = (1cos )/2 and is the production angle. Note that in this basis the Born amplitude
up to a common factor is given by the vector (1/x , 1/x+ , 0). At the same time the functions
i () and AT () do depend on the infrared structure of the model and require the calculation in
(1)
the spontaneously broken phase. For example = 0 [14] and from the result of Ref. [6] we
obtain A = 0. To emulate the e+ e WT+ WT process one has to project the amplitude on the
relevant initial and final isospin states, which is straightforward. The Born cross section in the
high energy limit reads
(1)
2 + x2 )
dTB
2 (M 2 ) x+ (x+
,
=
d
4s
x
(8)
and is peaked in the forward direction. We define the perturbative expansion for the differential
cross section in the MS renormalized coupling constant (M 2 ) as follows
2
B

d
(1)
(2)
+
= 1+
+
.
(9)
d
4
4
d
281
Expanding the Sudakov exponents to NNLL order for the one- and two-loop corrections we get

(1)
x (1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
T = + A L2 (s) + 2 + A + + A + t11 + t31 +
t12 + t32
x+
(1)
L(s) + 0T ,
(10)

1 (1)
x (1)
(2)
(1) 2
(1)
(1)
(1)
(1)
(1)
(1)
(1)
T = + A L4 (s) + 2 + A + + A + t11 + t31 +
t12 + t32
2
x+

(1)
1
(1)
(2)
(2)
(1)
(1)
(1)
(1)
0 + A L3 (s) + + A + 2 + A + + A
6

x (1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
+ A + + A + 2 t11 + t31 +
t + t32
x+ 12

x (1)
(1)
(1)
(1) (1)
(1)
(1) 2
(1) (1)
(1) (1)
0 t11 + t31 +
t12 + t32 + A + t11 + t12 t21 + t11 t31
x+
x (1) (1)
(1) (1)
(1) (1)
(1) (1)
(1)
(1)
t12 t11 + t22
+ t13
t31 + t21
t32 + t31
t33 +
+ t31
x+

2
x (1)
(1) (1)
(1)
(1)
(1)
(1)
(1)
+ t32 t13 + t22 + t33 + t11 + t31 +
t + t32
x+ 12

(1) (1)
(1)
L2 (s)
+ 0T + A
(11)
(1)
(1)
where 0 = 43/6 nf /3 is the one-loop beta-function, tij Re[ T ]ij , L(s) ln(s/M 2 ), and
(1)
0T is the non-logarithmic part of the one-loop corrections which can be extracted from the result
of Ref. [6]. For the Higgs boson mass MH = M it takes a simple form

2
4
5 + 3x
3x
5
(1)
0T =
+
ln x+
ln(x ) ln(x+ )
ln2 (x ) + 2
2
2
2
x+
2(x + x+ ) x+
x + x +
+
455 10
7 2
5x+
13
9 19x
ln(x
+
nf .
2
2
2
2
18
36
9
2(x + x+ )
2(x + x+ )
3 3
(12)
Substituting the values of the coefficients for nf = 12 we obtain

11 2
4x
9
(1)
T = L (s) + 8 +
ln(x ) + 4 ln(x+ ) + L(s)
2
x+
2

2
5 + 3x
5
4
3x
+
+
ln x+
ln(x ) ln(x+ )
ln2 (x ) + 2
2
2
2
x
x
2(x + x+ )
x + x+
+
+
25
5x+
13
7 2
9 19x
,
ln(x )
2
2
2
2
18
2(x + x+ )
2(x + x+ )
3 3 36

121 4
22x
341 3
(2)
L (s) + 44
L (s)
ln(x ) 22 ln(x+ )
T =
8
x+
18

4x 2
55 40x
55 + 33x
+
+ 32 + 2
ln2 (x )
2 + x2 )
2x
x+
4(x
+
+

33x
2
ln (x+ )
+ 8
2 + x2 )
2(x
+
+
(13)
282

22 4x
70 35x 99 209x
28 +
ln(x ) ln(x+ ) + +
ln(x )
2 + x2 )
x+
3
3x+
4(x
+

863 2
55x+
35
209 2 143
+
(14)
ln(x+ ) +
+
L (s).
+
2 + x2 )
3
36
24
4(x
6 3
+
Note that in contrast to the four-fermion processes, the cross section of the gauge boson production depends on the Higgs boson mass already in the NNLL approximation.
2.2. Longitudinal polarization
The equivalence theorem relates the amplitude of the longitudinal gauge boson production
e+ e WL+ WL to the production of the Goldstone bosons e+ e + . The Born amplitude is now given by the s-channel annihilation diagram, Fig. 1(b). The analysis of the high
energy asymptotic for the longitudinal gauge boson production goes along the line described in
the previous section and is very similar to the one for fermion pair production [14]. Instead of
ZA one should use the function Z which correspond to the scalar particle scattering in an ex(n)
(n)
ternal singlet vector field. The necessary parameters of the evolution equation read = ,
(1)
(1)
= 3, and from the result of Ref. [6] we get = 0. The structure of the reduced amplitude
is also different. In the isospin basis ( a a , 1 1) the one-loop matrix of the soft anomalous
dimensions takes the form

4(ln(x+ ) + i) + 2 ln( xx+ ) 4 ln( xx+ )
(1)
.
L =
(15)
x+
3
0
4 ln( x )
Note that in this basis the Born amplitude is given by the vector (1, 0). The corresponding Born
cross section reads
dLB
2 (s) x+ x
=
.
(16)
d
4s
4
It has a maximum at = 90 . We proceed as in the case of transverse polarization and obtain the
one- and two-loop NNLL corrections to the differential cross section
(1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
L = + L2 (s) + 2 + + + + l11 + 4l21 L(s) + 0L ,
(17)

1 (1)
1
(2)
(1) 2 4
(1)
(1)
(1)
(1)
(1)
(1)
L = +
L (s) + 2 + + + + l11 + 4l21 0
2
6
(1)
(2)
(1)
(1)
(2)
(1)
(1)
(1)
+ L3 (s) + + + 2 + + +
(1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
(1)
+ + + + 2l11 + 8l21 0 l11 + 4l21 + +
(1)

(1) 2
(1) (1)
(1)
(1)
(1) 2
(1) (1)
+ l11
4l11 + l12
+ l11
+ (1) L2 (s),
+ l21
+ 4l22
+ 4l21
+ 0L
(18)
(1)
(1)
where lij Re[ L ]ij . From the result of Ref. [6] for MH = M we obtain1
(1)
0L =
25 10
5
1
7 2
32
ln2 (x ) +
ln2 (x+ )
+
nf .
2x+
2x
3
9
3 3 36
(19)
1 The equivalence theorem holds up to the field renormalization factor (see e.g. Ref. [33]) which affects the initial
conditions for the evolution equation. Thus one has to use the explicit result for the longitudinal W -boson production
(1)
rather than the equivalence theorem to get the momentum and angular independent term in 0L .
283
For nf = 12 this gives

21
(1)
L = 3L2 (s) + 10 ln(x ) + 2 ln(x+ ) +
L(s)2
2
505
5
1
7 2
32
ln2 (x ) +
ln2 (x+ )
+
,
2x+
2x
3
36
3 3

9
85 3
(2)
L (s)
L = L2 (s) + 30 ln(x ) 6 ln(x+ )
2
3

3
15
ln2 (x ) + 2
ln2 (x+ ) 8 ln(x ) ln(x+ )
+ 38 +
2x+
2x

229 2
107
32
535
2
ln(x ) +
ln(x+ ) + 9 +
L (s).
6
6
4
3
(20)
(21)
3. W -pair production in e+ e annihilation

In the standard electroweak model the perturbative expansion involves the SU L (2) coupling
constant ew and the U (1) hypercharge coupling constant Y . We eliminate the latter by means
of the relation Y = tan2 W ew , where W is the weak mixing angle, and consider the oneparameter series for the cross section in ew of the form of Eq. (9). In the high energy limit the
transverse gauge bosons are produced only in annihilation of the left-handed electronpositron
pair. The corresponding Born cross section is given by Eq. (8) with replaced by ew . The
longitudinal gauge bosons can be produced in the annihilation of the electronpositron pair of
both chiralities. In the case of the left-handed initial state fermions the Born cross section gets
the contribution from the SU L (2) and the hypercharge virtual gauge bosons and reads
B
dL
2 (s) x x
ew
1
+
.
4
4
cos W 4s
(22)
For the right-handed initial state fermions the Born cross section is saturated by the hypercharge
gauge boson
B
d+L
= 4 sin4 W
B
dL
(23)
The analysis of the radiative corrections in the Standard Model is complicated by the presence
of the mass gap and mixing in the gauge sector and by the large top quark Yukawa coupling. In
next section we use the method of Refs. [12,16] to separate the electroweak and QED Sudakov
logarithms. In Section 3.2 we extend the evolution equation approach to the Yukawa enhanced
contributions. In Section 3.3 we present the final numerical results for the two-loop NNLL corrections to the differential cross sections.
3.1. Separating QED Sudakov logarithms
The electroweak Standard Model with the spontaneously broken SU L (2) U (1) gauge group
involves both the massive W and Z bosons and the massless photon. The corrections to the fully
exclusive cross sections due to the virtual photon exchange are infrared divergent and should
284
be combined with soft real photon emission to obtain infrared finite physical observables. We
regularize the infrared divergences by giving the photon a small mass . Thus besides the electroweak Sudakov logarithms discussed above the radiative corrections contain the QED Sudakov
logarithms of the form ln(Q2 /2 ). To disentangle the electroweak and QED logarithms we use
the approach of Refs. [12,14,16]. While the dependence of the amplitudes on the large momentum transfer is governed by the hard evolution equations (cf. Eqs. (1), (4)), their dependence on
2 ,
the photon mass is governed by the infrared evolution equations [12]. In the limit 2 MW
m2t Q2 the infrared evolution equations in the full theory are the same as in QED and the
solution to the NNLL accuracy in the massless fermion approximation mf = 0 (f = t ) is given
by the factor

2
e (2 )
290 40
x+
e
Q
U = U0 (e ) exp
2
+
ln
ln2
4
27
9
x
2

2
2 2
2
MW
x+
40 e 3 Q
Q
3 + 4 ln
ln
ln 2 +
ln
1
x
27
2
2

+ O e3 ,
(24)
where e is the MS QED coupling constant. The NNLL approximation for U can be obtained
from the result for the fermionantifermion production [14] by proper modification of the QED
anomalous dimensions. It is convenient to normalize the QED factor so that U(e )|s=2 =M 2 = 1.
W
In order to cancel the singular dependence on the photon mass, the QED Sudakov exponent (24)
should be combined with the real photon emission, which is also of pure QED nature if the
energy of emitted photons is much smaller than MW .
Two sets of equations completely determine the dependence of the amplitudes on two dimensionless variables Q/MW and Q/ up to the initial conditions which are fixed through the
matching procedure. To get the purely weak logarithms one subtracts the QED exponent (24)
from the exponent given by the solution of the hard evolution equation. This can naturally be
formulated in terms of the functions parameterizing the solution. The functions , , and are
mass-independent. Therefore the anomalous dimensions parameterizing the purely weak logarithms can be obtained by subtracting the QED contribution from the result of the unbroken
symmetry phase calculation to all orders in the coupling constants. In the order of interest they
can be found in or easily derived from the result of Ref. [14]. For example, we have

800 2
A(2) = A(2) SU(2)
sin W ,
27
52 2
800 2
(2)
(2)
= SU(2) +
tan W
sin W ,
9
27
(25)
(26)
and so on. Here the SU(2) contributions are given by the results of Section 2 with nf = 12. The
only new ingredient in comparison with the light fermion pair production [14] is the effect of the
large Yukawa coupling of the third generation quarks on the longitudinal gauge boson production
which is considered in the next section.
On the other hand the functions and A0 are infrared sensitive and require the use of the true
mass eigenstates of the Standard Model in the perturbative calculation. In the NNLL approximation one needs the one-loop contribution to these quantities which can be extracted from the
result of Ref. [6]. For example, for the left-handed initial state fermions we find
285
2
MZ
1 4 cos2 W + 8 cos4 W
ln
,
2
2 cos2 W
MW
2
MZ
(1 2 cos2 W )2
(1)
(1)
+ =
ln
.
2
cos2 W
MW
(1)
(1)
+ A =
(27)
At the same time the A(1)

0 term results in the one-loop non-logarithmic contribution to the cross
section. The corresponding expression directly follows from Ref. [6] and is rather lengthy so we
do not give it explicitly. Note that in Ref. [6] the result is presented in the on-shell renormalization
scheme and in the limit me . We convert it to MS scheme and to the massless electron
approximation using the formulae of Refs. [34,35].
3.2. Top quark Yukawa coupling effects
The large Yukawa coupling of the third generation quarks to the scalar (Higgs and Goldstone)
2 . The high energy evobosons results in specific logarithmic corrections proportional to m2t /MW
lution of the form factors in a theory with Yukawa interaction is completely analogous to the
one of 3 scalar theory in six dimensions, see the second paper of Ref. [23]. The structure of
factorization and evolution equations is much simpler than in a gauge theory because Yukawa
interaction itself does not contribute to the anomalous dimension i () and results only in single logarithmic corrections completely determined by the ultraviolet field renormalization of the
external on-shell particles. These corrections can be taken into account through the modification
of the evolution equations for the corresponding Z-functions. The analysis is straightforward but
complicated because the Yukawa interaction mixes evolution of the quark and scalar boson form
factors and in general does not commute with the SU(2) and hypercharge couplings. However,
due to the factorization of the double Sudakov logarithms, the Yukawa enhanced contribution to
NLL approximation is given simply by the product of the one-loop Yukawa corrections and the
double logarithmic exponent as observed in Ref. [36]. The structure of the NNLL contribution
is much more complicated and we restrict the analysis to a simplified model with sin W = 0,
i.e. with no hypercharge interaction. Let us introduce the following five-component vector in the
space of Z-functions Z = (Z , Z , Zb , Zt , Zt+ ), where the subscript + () stand for the
right (left) quark fields and Z corresponds to the transition of the Higgs boson into the neutral
Goldstone boson in the external singlet vector field. The evolution equation for this vector takes
the form
Z=
ln Q2
Q2

2
2

2
dx
Z,
ew (x) + ew Q , Yuk Q + ew MW
x
(28)
2
MW
with the solution

Q2
Z = P exp
2
MW
dx
x
x
2
MW

2
dx
ew (x ) + ew (x), Yuk (x) + ew MW
x

Z 0,
(29)
where
= (3/2) 1 and = 0. The anomalous dimension matrix includes all the dependence on the Yukawa coupling Yuk . We eliminate the latter by means of the relation
(1)
286
Fig. 2. The one-loop diagrams contributing to the anomalous dimension matrix . The arrow lines correspond to the third
generation quarks. The dashed lines correspond to the Higgs, neutral or charged Goldstone bosons. The black square
represent an external singlet vector field.
Yuk =
m2t
2
2MW
ew , and consider the one-parameter series for the anomalous dimension in ew .
The one-loop coefficient reads
12 0 0 0 0
0
0
6
0 6
0 12 0 0 0
0
0
0
6 6
m2t
1
(1) = 0 0 9 0 0 +
(30)
1
0
0
0
1 ,
4 0 0 0 9 0 4MW
0
1
0
0 1
0 0 0 0 9
1 1 1 1 0
where the first term representing the pure SU L (2) contribution follows from the result of Section 2.1 and the second term represents the Yukawa contribution. It can be extracted from the
known one-loop result (see e.g. Refs. [36,37]). The relevant diagrams are given in Fig. 2. Note
that instead of the Z-functions associated with the form factors one can directly consider the
ultraviolet field renormalization. In this case the non-diagonal form of the anomalous dimension
matrix is due to the mixing of the bilinear quark and scalar boson operators, which is specific for
Yukawa interaction and is absent in a gauge theory.
The first two diagrams correspond to the mixing of the quark and the scalar boson form
factors. Moreover the Yukawa coupling changes quark chirality and/or flavor and the last diagram
in Fig. 2 corresponds to the pure mixing of Zb , Zt and Zt+ functions. As a consequence, all
the diagonal matrix elements in the second term of Eq. (30) vanish.
The proper initial condition for the evolution equation which corresponds to the Born amplitudes of the quark and scalar boson production in e+ e annihilation is given by the vector
Z 0 = (1, 1, 1, 1, 0). In NNLL approximation one needs also the one-loop running of the
Yukawa coupling with the corresponding beta-function 0Yuk =
9
4
3m2t
2
4MW
. By expanding the so-
lution for the component Z we obtain the two-loop corrections enhanced by the second or
fourth power of the top quark mass. Note that in the production amplitude one has to take into
account also the interference between the one-loop Yukawa contribution to Z and the one-loop
logarithmic term in the reduced amplitude and the electron Z function. The two-loop NNLL
Yukawa enhanced contribution to the cross section reads

3 m4t
m2t
45
(2)
+
)
6
ln(x
)
L2 (s).
NNLL Yuk =
(31)
30
ln(x
+
4
2
4 MW
4
MW
This expression approximates the full result up to the terms suppressed by sin2 W 0.2.
3.3. Numerical results
We adopt the following input values [38] M = MW = 80.41 GeV, MH = 117 GeV, mt =
174 GeV for the masses and sin2 W = 0.231, ew = 3.38 102 for the MS coupling constants
renormalized at the scale of the gauge boson mass. Note that the coupling constants in
the Born
cross section of the longitudinal gauge boson production are renormalized at the scale s.
287
Transverse polarization
We obtain the following one and two-loop NNLL corrections to the cross section

x
= 4.73L (s) + 6.15 + 4.00
ln(x ) + 2.15 ln(x+ ) + 4.43 L(s)
x+

4.70 2.35 + 1.95x
4.00
3.00x 2
+
+
ln(x ) ln(x+ ) + 2
ln (x+ )
ln2 (x ) +
2
2
2
x+
x+
x + x+
x + x+

2.35x+
4.95 9.65x
6.59,
ln(x ) 0.54 ln(x+ ) 2
+ 0.54 +
(32)
2
2
2
x + x+
x + x +

18.91x
(2)
4
ln(x ) 10.17 ln(x+ ) 14.49 L3 (s)
T = 11.17L (s) + 29.08
x+

2
11.11 + 9.22x
22.21 12.61x 4.00x
+
+ 18.92 +
ln2 (x )
2
2 + x2
x+
x+
x
+

14.18x
18.91 3.39x
+
ln(x ) ln(x+ ) + 2.32 2
ln2 (x+ )
9.24 +
2
x+
x+
x + x+

11.11x+
11.40x 23.40 45.61x
+
ln(x ) + 3.87 ln(x+ ) + 2
15.26
2 + x2
2
x+
x
x
+
+ x+

+ 24.92 L2 (s).
(33)
(1)
T
The one-loop result is well known [6] and is given here to show the structure of the logarithmic
expansion, see Figs. 3(a) and 4(a). In Figs. 5(a) and 6(a) the values of different logarithmic twoloop contributions as well as their sum are plotted as functions of the production angle at the
center of mass energy of 1 TeV and 3 TeV, respectively. The two-loop subleading contributions
exceed the LL one in absolute value in the small angle region. However, due to the partial cancellation between the NLL and NNLL terms the total NNLL approximation
is close to the LL
one.It has a fairly flat angular dependence and amount to about 5% for s = 1 TeV and 20%
for s = 3 TeV.
(a)
(b)
Fig. 3. The one-loop logarithmic corrections to the differential cross section relative to the Born approximation at
s = 1 TeV as functions of the production angle for (a) transverse and (b) longitudinal polarization of the gauge bosons.
288
(a)
(b)
Fig. 4. The same as Fig. 3 but for
s = 3 TeV.
(a)
(b)
Fig. 5. The two-loop logarithmic corrections to the differential cross section relative to the Born approximation at
s = 1 TeV as functions of the production angle for (a) transverse and (b) longitudinal polarization of the gauge bosons.
(a)
(b)
Fig. 6. The same as Fig. 5 but for
s = 3 TeV.
Longitudinal polarization
For the left-handed initial state fermions the one and two-loop NNLL corrections to the cross
section read

(1)
L = 2.38L2 (s) + 6.91 ln(x ) + 0.75 ln(x+ ) 3.48 L(s)

0.65 2
2.19 2
ln (x ) +
ln (x+ ) + 0.19 ln(x ) ln(x+ ) + 31.07,
x+
x

(2)
L = 2.82L4 (s) + 16.41 ln(x ) 1.79 ln(x+ ) + 11.87 L3 (s)

5.20
1.55
2
+ 18.38 +
ln (x ) + 0.28
ln2 (x+ )
x+
x
+ 3.11 ln(x ) ln(x+ ) + 49.(10.) ln(x ) 18.(4.) ln(x+ )

95.(20.) L2 (s).
289
(34)
(35)
In the two-loop NNLL contribution the error bars indicate the uncertainty due to our approximation of the Yukawa enhanced contribution. The structure of the logarithmic corrections differs
from the case of the transverse polarization as one can see on Figs. 3(b), 4(b) and 5(b). The sum
of the two-loop
logarithmic terms is strongly angular
dependent and varies between 2% and
2% for s = 1 TeV and between 2% and 8% for s = 3 TeV.

For the right-handed initial state fermions the Born cross section is suppressed by the factor 4 sin4 W 0.2 in comparison to the left-handed case. Moreover the two-loop logarithmic
corrections turned out to be about 3 103 for all the scattering angles. Thus they are of no
phenomenological importance and are not presented here.
4. Summary
In the present paper we employed the evolution equation approach to analyze the high energy asymptotic behavior of the gauge boson production through the annihilation of fermionantifermion pair in the spontaneously broken SU(2) gauge model. The result has been used to
compute the two-loop NNLL electroweak corrections to the differential cross section of W -pair
production in e+ e annihilation. The corrections are comparable and even exceed the LL terms
depending on the production angle. The structure of the corrections is different for the transverse
and longitudinal boson production. In the first case we observe the cancellation between the huge
NLL and
NNLL contributions sothat the sum is dominated by the LL term and amounts of about
5% at s 1 TeV and 20% at s 3 TeV. For the longitudinal bosons the corrections exhibit
significant cancellation between
the LL, NLL and NNLL terms so that the sum does not exceed
2% in absolute value for s 1 TeV. The cancellation becomes less pronounced at higher energy. The uncertainty of the theoretical prediction for the on-shell W -pair production at ILC is
now determined by the unknown two-loop linear logarithmic terms. For the fermion pair production such terms are know to contribute about 12% of the cross section [16]. This value can
be used as a rough estimate of the accuracy of our approximation. We should emphasize that
our approximation breaks down at small production angles where the Regge logarithms ln(t/s)
become large.
Acknowledgements
We thank S. Dittmaier for usefull discussion. This work is supported by the DFG Sonderforschungsbereich/Transregio 9 Computergesttzte Theoretische Teilchenphysik SFB/TR 9
and by BMBF grant 05HT4VKA/3. The work of F.M. has been supported by the Graduiertenkolleg Hochenergiephysik und Teilchenastrophysik.
290
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Geometric metastability, quivers and holography

Mina Aganagic, Christopher Beem , Ben Freivogel
University of California, Berkeley, CA 94720, USA
Received 27 September 2007; accepted 21 November 2007
Abstract
We use large N duality to study brane/antibrane configurations on a class of CalabiYau manifolds. With
only branes present, the CalabiYau manifolds in question give rise to N = 2 ADE quiver theories deformed
by superpotential terms. We show that the large N duality conjecture of [M. Aganagic, C. Beem, J. Seo,
C. Vafa, Geometrically induced metastability and holography, hep-th/0610249] reproduces correctly the
known qualitative features of the brane/antibrane physics. In the supersymmetric case, the gauge theories
have Seiberg dualities, which are represented as flops in the geometry. Moreover, the holographic dual
geometry encodes the whole RG flow of the gauge theory. In the non-supersymmetric case, the large N
duality predicts that the brane/antibrane theories also enjoy such dualities, and allows one to pick out the
good description at a given energy scale.
PACS: 11.25.Uv; 11.25.Tq; 11.25.Mj
Keywords: Geometric transitions; Metastability; Large N duality; Brane/antibrane; Holography;
Supersymmetry-breaking
1. Introduction
Geometric transitions have proven to be a powerful means of studying the dynamics of supersymmetric D-branes. String theory relates these transitions to large N dualities, where before
the transition, at small t Hooft coupling, one has D-branes wrapping cycles in the geometry, and
after the transition, at large t Hooft coupling, the system is represented by a different geometry,
with branes replaced by fluxes. The AdS/CFT correspondence can be thought of in this way.
E-mail address: beem@berkeley.edu (C. Beem).

doi:10.1016/j.nuclphysb.2007.11.031
292
M. Aganagic et al. / Nuclear Physics B 795 (2008) 291333
Geometric transitions are particularly powerful when the D-branes in question wrap cycles in a
CalabiYau manifold. Then, the topological string can be used to study the dual geometry exactly to all orders in the t Hooft coupling. In [1] it was conjectured that topological strings and
large N dualities can also be used to study non-supersymmetric, metastable configurations of
branes in CalabiYau manifolds, that confine at low energies. This conjecture was considered in
greater detail in [2,3]. String theory realizations of metastable, supersymmetry breaking vacua
have appeared in [413]. The gauge theoretic mechanism of [14] has further been explored in
string theory in [1522].
In this paper we study D5 brane/anti-D5 brane systems in IIB on non-compact, CalabiYau
manifolds that are ADE type ALE space fibrations over a plane. These generalize the case of
the A1 ALE space studied in detail in [13]. The ALE space is fibered over the complex plane
in such a way that at isolated points, the 2-cycles inherited from the ALE space have minimal
area. These minimal 2-cycles are associated to positive roots of the corresponding ADE Lie
algebra. Wrapping these with branes and antibranes is equivalent to considering only branes, but
allowing both positive and negative roots to appear, corresponding to two different orientations
of the S 2 s. The system can be metastable since the branes wrap isolated minimal 2-cycles, and
the cost in energy for the branes to move, due to the tensions of the branes, can overwhelm the
Coulomb/gravitational attraction between them.
The geometries in question have geometric transitions in which the sizes of the minimal S 2 s
go to zero, and the singularities are resolved instead by finite sized S 3 s. The conjecture of [1]
is that at large N , the S 2 s disappear along with the branes and antibranes and are replaced by
S 3 s with positive and negative fluxes, the sign depending on the charge of the replaced branes.
As in the supersymmetric case (see [2325]), the dual gravity theory has N = 2 supersymmetry
softly broken to N = 1 by the fluxes. The only difference is that now some of the fluxes are
negative. On-shell, the positive and the negative fluxes preserve different halves of the original
supersymmetry, and with both present, the N = 2 supersymmetry is completely broken in the
vacuum (see [26] for discussion of a similar supersymmetry breaking mechanism and its phenomenological features in the context of heterotic M-theory). The topological string computes
not only the superpotential, but also the Khler potential.1 We show that the CalabiYaus with
fluxes obtained in this way are indeed metastable, as expected by holography. In particular, for
widely separated branes, the supersymmetry breaking can be made arbitrarily weak.2 In fact, we
can use the gravity dual to learn about the physics of branes and antibranes. We find that at oneloop, the interaction between the branes depends on the topological data of the CalabiYau in a
simple way. Namely, for every brane/antibrane pair, so for every positive root e+ and negative
root e , we find that the branes and the antibranes attract if the inner product
e+ e
is positive. They repel if it is negative, and do not interact at all if it is zero. In the Ak type ALE
spaces, this result is already known from the direct open string computation [27,28], so this is a
simple but nice test of the conjecture for these geometries. Moreover, we show that certain aspects
1 While the superpotential is exact, the Khler potential is not. Corrections to the Khler potential coming from warp-
ing, present when the CalabiYau is compact, have been investigated in [13].
2 The natural measure of supersymmetry breaking in this case is the mass splitting between the bosons and their
superpartners. For a compact CalabiYau, the scale of supersymmetry breaking is set by the mass of the gravitino, which
is of the order of the cosmological constant. In our case, gravity is not dynamical, and the mass splittings of the dynamical
fields are tunable [1].
293
of these systems are universal. We find that generically, just like in [2], metastability is lost when
the t Hooft coupling becomes sufficiently large. Moreover, once stability is lost, the system appears to roll down toward a vacuum in which domain walls interpolating between different values
of the fluxes become light. We also present some special cases where the non-supersymmetric
brane/antibrane systems are exactly stable. In these cases, there are no supersymmetric vacua to
which the system can decay.
When all the branes are D5 branes and supersymmetry is preserved, the low energy theory
geometrically realizes [24,25] a 4d N = 2 supersymmetric quiver gauge theory with a superpotential for the world-volume adjoints which breaks N = 2 to N = 1. These theories are known
to have Seiberg-like dualities [29] in which the dual theories flow to the same IR fixed point,
and where different descriptions are more weakly coupled, and hence preferred, at different energy scales. The Seiberg dualities are realized in the geometry in a beautiful way [25]. The ADE
fibered CalabiYau geometries used to engineer the gauge theories have intrinsic ambiguities
in how one resolves the singularities by blowing up S 2 s. The different possible resolutions are
related by flops that shrink some 2-cycles, and blow up others. The flops act non-trivially on the
brane charges, and hence on the ranks of the gauge groups. The flop of a 2-cycle Si20 corresponds
to a Weyl reflection about the corresponding root of the Lie algebra. On the simple roots ei , this
acts by
Si2 Si2 = Si2 (ei ei0 )Si20 .
Brane charge conservation then implies that the net brane charges transform satisfying

Ni Si2 =
N i Si2 .
i
(1.1)
Moreover, from the dual gravity solution one can reconstruct the whole RG flow of the gauge
theory. The sizes of the wrapped 2-cycles encode the gauge couplings, and one can read off how
these vary over the geometry, and correspondingly, what is the weakly coupled description at a
given scale. Near the S 3 s, close to where the branes were prior to the transition, corresponds to
long distances in the gauge theory. There, the S 2 s have shrunken, corresponding to the fact that
in the deep IR the gauge theories confine. As one goes to higher energies, the gauge couplings
may simply become weaker, and the corresponding S 2 s larger, in which case the same theory
will describe physics at all energy scales. Sometimes, however, some of the gauge couplings
grow stronger, and the areas of the S 2 s eventually become negative. Then, to keep the couplings positive, the geometry must undergo flop transitions.3 This rearranges the brane charges
and corresponds to replacing the original description at low energies by a different one at high
energies. Moreover, the flops of the S 2 s were found to coincide exactly with Seiberg dualities of
the supersymmetric gauge theories.
In the non-supersymmetric case, there is generally no limit in which these brane constructions
reduce to field theories with a finite number of degrees of freedom. Thus there are no gauge
theory predictions to guide us. However, the string theory still has intrinsic ambiguities in how
the singularities are resolved. This is exactly the same as in the supersymmetric case, except
that now not all Ni in (1.1) need be positive. Moreover, we can use holography to follow the
varying sizes of 2-cycles over the geometry, and find that indeed in some cases they can undergo
3 It is important, and one can verify this, that this happens in a completely smooth way in the geometry, as the gauge
coupling going to infinity corresponds to zero Khler volume of the 2-cycle, while the physical size of the 2-cycle is
finite everywhere away from the S 3 s.
294
flops in going from the IR to the UV. When this happens, descriptions in terms of different
brane/antibrane configurations are more natural at different energy scales, and one can smoothly
interpolate between them. This is to be contrasted with, say, the A1 case, where regardless of
whether one considers just branes or branes and antibranes, it is only one description that is ever
really weakly coupled, and the fact that another exists is purely formal.
The paper is organized as follows. In Section 2 we introduce the metastable D5 brane/anti-D5
brane configurations, focusing on Ak singularities, and review the conjecture of [1] applied to this
setting. In Section 3 we study in detail the A2 case with a quadratic superpotential. In Section 4
we consider general ADE type geometries. In Section 5 we discuss Seiberg-like dualities of these
theories. In Section 6 we study a very simple, exactly solvable case. In Appendices A and B, we
present the matrix model computation of the prepotential for A2 ALE space fibration, as well
as the direct computation from the geometry. To our knowledge, these computations have not
been done before, and the agreement provides a direct check of the DijkgraafVafa conjecture
for these geometries. Moreover, our methods extend easily to the other An cases. In Appendix C,
we collect some formulas useful in studying the metastability of our solutions in Section 3.
2. Quiver branes and antibranes
Consider a CalabiYau which is an Ak type ALE space,
x2 + y2 +
k+1

z zi (t) = 0,
(2.1)
i=1
fibered over the t plane. Here, zi (t) are polynomials in t . Viewed as a family of ALE spaces
parameterized by t, there are k vanishing 2-cycles,
Si2 ,
i = 1, . . . , k
(2.2)
that deform the singularities of (2.1). In the fiber over each point t in the base, the 2-cycle in the
class Si2 has holomorphic area given by

2,0 = zi (t) zi+1 (t),
(2.3)
2
Si,t
where 2,0 is the reduction of the holomorphic three-form on the fiber. The only singularities
are at points where x = y = 0 and
zi (t) = zj (t),
i = j
(2.4)
for some i and j . At these points, the area of one of the 2-cycles inherited from the ALE space
goes to zero.
These singularities can be smoothed out by blowing up the 2-cycles, i.e., by changing the
Khler structure of the CalabiYau to give them all non-vanishing area.4 The homology classes
of the vanishing cycles (2.4) then correspond to positive roots of the Ak Lie algebra (see e.g.
[24]).5 In this case, the k simple, positive roots ei correspond to the generators of the second
4 As we will review later, the blowup is not unique, as not all the Khler areas of the cycles in (2.2) need to be positive
for the space to be smooth. Instead, there are different possible blowups which differ by flops.
5 The negative roots correspond to 2-cycles of the opposite orientation.
295
homology group. These are the classes of the Si2 mentioned above which resolve the singularities
where zi (t) = zi+1 (t). We denote the complexified Khler areas of the simple roots by

ri = k + iB NS ,
Si2
where k is the Khler form. In most of our applications, will take the real part of ri to vanish.
The string theory background is nonsingular as long as the imaginary parts do not also vanish.
They are positive, per definition, since we have taken the Si2 to correspond to positive roots. In
classical geometry, the ri are independent of t . Quantum mechanically, in the presence of branes,
one finds that they are not.

There are also positive, non-simple roots eI = li=j ei , for l > j where zl+1 (t) = zj (t). The
2-cycle that resolves the singularity is given by
SI2 =
l
Si2
i=j
in homology. Its complexified Khler area is given as a sum of Khler areas of simple roots
rI =
l
ri .
i=j
The total area A(t) of a 2-cycle SI2 at a fixed t receives contributions from both Khler and
holomorphic areas:

2
AI (t) = |rI |2 + WI (t) .
(2.5)
The functions WI capture the holomorphic volumes of 2-cycles, and are related to the geometry
by
WI (t) =
k
Wi (t),
i=j

Wi (t) =

zi (t) zi+1 (t) dt.
(2.6)
These will reappear as superpotentials in matrix models which govern the open and closed topological string theory on these geometries.
For each positive root I there may be more than one solution to (2.4). We will label these with
2 . For each solution there
an additional index p when denoting the corresponding 2-cycles, SI,p
is an isolated, minimal area S 2 , but they are all in the same homology class, labeled by the root.
They have minimal area because (2.5) is minimized at those points in the t plane where WI (t)
vanishes. These, in turn, correspond to solutions of (2.4).
We will consider wrapping branes in the homology class

MI,p SI2 ,
I,p
296
with I running over all positive roots, and p over the corresponding critical points. We get
2 depending on whether the charge M
6
branes or antibranes on SI,p
I,p is positive or negative. We
will study what happens when we wrap branes on some of the minimal S 2 s and antibranes on
others.
The brane/antibrane system is not supersymmetric. If we had branes wrapping all of the S 2 s,
they would have each preserved the same half of the original N = 2 supersymmetry. However,
with some of the branes replaced by antibranes, some stacks preserve the opposite half of the
original supersymmetry, and so globally, supersymmetry is completely broken. The system can
still be metastable. As in flat space, there can be attractive Coulomb/gravitational forces between
the branes and the antibranes. For them to annihilate, however, they have to leave the minimal
2-cycles that they wrap. In doing so, the area of the wrapped 2-cycle increases, as can be seen
from (2.5), and this costs energy due to the tension of the branes. At sufficiently weak coupling,
the Coulomb and gravitational interactions should be negligible compared to the tension forces
the former are a one-loop effect in the open string theory, while the latter are present already at
tree-levelso the system should indeed be metastable. For this to be possible, it is crucial that
the parameters of the background, i.e. the Khler moduli ri and the complex structure moduli
that enter into the Wi (t), are all non-normalizable, and so can be tuned at will.
While this theory is hard to study directly in the open string language, it was conjectured in
[1] to have a holographic dual which gives an excellent description when the number of branes
is large.
2.1. Supersymmetric large N duality
Here we review the case where only branes are wrapped on the minimal S 2 s, and so supersymmetry is preserved. Denoting the net brane charge in the class Si2 by Ni , this geometrically
engineers an N = 2 supersymmetric ki=1 U (Ni ) quiver gauge theory in four dimensions, deformed to N = 1 by the presence of a superpotential. The corresponding quiver diagram is the
same as the Dynkin diagram of the Ak Lie algebra. The k nodes correspond to the k gauge
groups, and the links between them to bifundamental hypermultiplets coming from the lowest
lying string modes at the intersections of the S 2 s in the ALE space. The superpotential for the
adjoint valued chiral field i , which breaks the supersymmetry to N = 1, is
Wi (i ),
i = 1, . . . , k,
where Wi (t) is given in (2.6). The chiral field i describes the position of the branes on the t
plane. As shown in [24], the gauge theory has many supersymmetric vacua, corresponding to all
possible ways of distributing the branes on the S 2 s,
k

i=1
Ni Si2 =
Mp,I SI2 ,
I,p
where I labels the positive roots and p the critical points associated with a given root. This breaks
the gauge symmetry as

(2.7)
U (Ni )
U (Mp,I ).
i
p,I
6 We could have instead declared all the M

I,p to be positive, and summed instead over positive and negative roots.
297
At low energies the branes are isolated and the theory is a pure N = 1 gauge theory with gauge
group (2.7). The SU(MI,p ) subgroups of the U (MI,p ) gauge groups experience confinement and
gaugino condensation.
This theory has a holographic, large N dual where branes are replaced by fluxes. The large N
duality is a geometric transition which replaces (2.1) with a dual geometry
x2 + y2 +
k+1

z zi (t) = fr1 (t)zk1 + f2r1 (t)zk2 + + fkr1 (t),
(2.8)
i=1
where fn (t) are polynomials of degree n, with r being the highest of the degrees of zi (t). The
2 s by a three-sphere, which will be denoted A
geometric transition replaces each of the SI,p
I,p ,
with MI,p units of RamondRamond flux through it,

H RR + H NS = MI,p .
AI,p
In addition, there is flux through the non-compact dual cycles BI,p ,

H RR + H NS = I ,
BI,p
2 over the t plane,
where is the IIB axion-dilaton = a + gis . These cycles arise by fibering SI,p
with the 2-cycles vanishing at the branch cuts where the S 3 s open up. The nonzero H flux
through the B-type cycles means that

B RR + B NS
2
SI,p
varies over the t plane. In the gauge theory, this combination determines the complexified gauge
coupling. Since

1
i
4
NS
=
B
,
B RR + aB NS ,
=
gs
2
gi2
Si2
Si2
one naturally identifies i with the gauge coupling of the U (Ni ), N = 2 theory at a high scale7
i =
i
4i
2 .
2
gi
For each positive root I , we then define I as

I =
k
i=j
7 For the large N dual to be an honest CalabiYau, as opposed to a generalized one, we will work with

Si2
k = 0.
298
Turning on fluxes gives rise to an effective superpotential [30]

RR

Weff =
H + H NS .
CY
Using the special geometry relations

= SI,p ,
= SI,p F0 ,
AI,p
BI,p
the effective superpotential can be written as

I SI,p + MI,p SI,p F0 .
Weff =
(2.9)
I,p
Here, SI,p gets identified with the value of the gaugino bilinear of the U (MI,p ) gauge group
factor on the open string side. The effective superpotential (2.9) can be computed directly in
the gauge theory. Alternatively, it can be shown [31,32] that the relevant computation reduces to
computing planar diagrams in a gauged matrix model given by the zero-dimensional path integral

k
i=1 vol U (Ni )
i=1

1
di dQi,i+1 dQi+1,i exp Tr W(, Q)
gs
where
Tr W(, Q) =
r
Tr W (i ) + Tr(Qi+1,i i Qi,i+1 Qi,i+1 i+1 Qi+1,i ).
i=1
The critical points of the matrix model superpotential correspond to the supersymmetric vacua
of the gauge theory. The prepotential F0 (SI,p ) that enters the superpotential (2.9) is the planar
free energy of the matrix model [31,3335], expanded about a critical point where the gauge
group is broken as in (2.7). More precisely, we have

np
2iF0 (S) = F0 (S) +
F0,{ha }
Saha
{ha }
where F0,{ha } a (Ma gs )ha is the contribution to the planar free energy coming from diagrams
with ha boundaries carrying the index of the U (Ma ) factor of the unbroken gauge group. Here a
represents a pair of indices,
a = (I, p),
np
and we have denoted Sa = Ma gs . The nonperturbative contribution, F0 (S), to the matrix

model amplitude comes from the volume of the gauge group (2.7) that is unbroken in the vacuum
at hand [33,35], and is the prepotential of the leading order conifold singularity corresponding
to the shrinking S 3 , which is universal. We will explain how to compute the matrix integrals in
Appendix A. The supersymmetric vacua of the theory are then given by the critical points of the
superpotential Weff ,
Sa Weff = 0.
299
2.2. Non-supersymmetric large N duality

Now consider replacing some of the branes with antibranes while keeping the background
fixed. The charge of the branes, as measured at infinity, is computed by the RR flux through
the S 3 that surrounds the branes. In the large N dual geometry, the S 3 surrounding the wrapped
2 is just the cycle A
2
SI,p
I,p . Replacing the branes with antibranes on some of the S s then has
the effect of changing the signs of the corresponding MI,p s. Moreover, supersymmetry is now
broken, so the vacua of the theory will appear as critical points of the physical potential
V = GSa Sb Sa Weff Sb Weff + V0 .
(2.10)
The superpotential Weff is still given by (2.9), and G is the Khler metric of the N = 2 theory,
Ga b = Im( )a b
where
ab = Sa Sb F0
and a, b stand for pairs of indices (I, p). In the absence of gravity, we are free to add a constant,
V0 , to the potential,8 which we will take to be
V0 =
MI,p
I,p
gI2
(2.11)
A priori, V0 can be either positive or negative, depending on the charges. However, will see that
in all the vacua where the theory is weakly coupled, the leading contribution to the effective
potential at the critical point will turn out to be just the tensions of all the branes, which is strictly
positive.
3. A simple example
We now specialize to an A2 quiver theory with quadratic superpotential. The geometry which
engineers this theory is given by (2.1), with
z1 (t) = m1 (t a1 ),
z2 (t) = 0,
z3 (t) = m2 (t a2 ).
There are three singular critical points (2.4) (assuming generic mi ) corresponding to
t = ai ,
i = 1, 2, 3,
where a3 = (m1 a1 + m2 a2 )/(m1 + m2 ). Blowing up to recover a smooth CalabiYau, the singular

points are replaced by three positive area S 2 s,
S12 , S22 , S32
with one homological relation among them,
S32 = S12 + S22 .
8 This simply adds a constant to the Lagrangian, having nothing to do with supersymmetry, or its breaking.
(3.1)
300
2 then correspond to the two simple roots of the A Lie algebra, e , and S 2 is the one nonS1,2
2
1,2
3
simple positive root, e1 + e2 . Now consider wrapping branes on the three minimal 2-cycles so
that the total wrapped cycle C is given by
C = M1 S12 + M2 S22 + M3 S32 .

If some, but not all, of the MI are negative, supersymmetry is broken. As was explained in the
previous section, as long as the branes are widely separated, this system should be perturbatively
stable.
Non-perturbatively, we expect the branes to be able to tunnel to a lower energy state. The
minimum energy configuration that this system can achieve depends on the net brane charges in
the homology classes S12 and S22 , given by N1 = M1 + M3 and N2 = M2 + M3 . When N1 and
N2 have the same sign, the system can tunnel to a supersymmetric vacuum with new charges
MI MI
where all the MI share the same sign, and the net charges N1 = M1 + M3 and N2 = M2 + M3
are unchanged. All the supersymmetric vacua are degenerate in energy, but for the metastable,
non-supersymmetric vacua, the decay rates will depend on the MI . Alternatively, if one of the
N1,2 is positive and the other is negative, the lowest energy configuration is necessarily not
supersymmetric. In this way we get a stable, non-supersymmetric state which has nowhere to
which it can decay.
In the remainder of this section, we will study these systems using the large N dual geometry
with fluxes.
3.1. The large N dual
The large N dual geometry in this case is given by

x 2 + y 2 + z z m1 (t a1 ) z + m2 (t a2 ) = cz + dt + e.
(3.2)
The three S 2 s at the critical points have been replaced by three S 3 s, AI , whose sizes are related to the coefficients c, d, e above. There are also three non-compact, dual 3-cycles BI . The
geometry of the CalabiYau is closely related to the geometry of the Riemann surface obtained
by setting x = y = 0 in (2.8). The Riemann surface can be viewed as a triple cover of the t plane,
by writing (3.2) as

0 = z z1 (t) z z2 (t) z z3 (t)
where zi (t) correspond to the zi (t) which are deformed in going from (2.1) to (3.2). In particular,
the holomorphic three-form of the CalabiYau manifold descends to a 1-form on the Riemann
surface, as can be seen by writing
= 2,0 dt
and integrating 2,0 over the S 2 fibers, as in (2.3). The A and B cycles then project to 1-cycles
on the Riemann surface. The three sheets are glued together over branch cuts which open up at
t = aI . We have
1
SI =
2i
aI
aI

zJ (t) zK
(t)
dt,
1
SI F0 =
2i
0

zJ (t) zK
(t) dt
aI +
301
for cyclic permutations of distinct I, J and K. This allows one to compute the prepotential F0
by direct integration (see Appendix B). Alternatively, by the conjecture of [33], the same prepotential can be computed from the corresponding matrix model. The gauge fixing of the matrix
model is somewhat involved, and we have relegated it to Appendix A, but the end result is very
simple. The field content consists of:
(a) Three sets of adjoints ii of U (Mi ), which describe the fluctuations of the branes around
the three S 2 s.
21 , coming from the 12 strings.
(b) A pair of bifundamental matter fields Q12 , Q
(c) Anticommuting bosonic ghosts, B13 , C31 and B32 , C23 , representing the 23 and 31 strings.
Note that physical bifundamental matter from S 2 s with positive intersection corresponds to
commuting bosonic bifundamentals in the matrix model, whereas W bosons between S 2 s with
negative intersection in the physical theory correspond to bosonic ghosts, similarly to what happened in [35].
The effective superpotential for these fields is
1
1
1
2
2
2
+ m2 Tr 22
+ m3 Tr 33
Weff = m1 Tr 11
2
2
2
21 + a23 Tr B32 C23 + a31 Tr B13 C31
+ a12 Tr Q12 Q
+ Tr(B32 22 C23 C23 33 B32 ) + Tr(B13 33 C31 C31 11 B13 )
21 )
+ Tr(Q 21 11 Q12 Q12 22 Q
where aij = ai aj . From this we can read off the propagators
ii ii =
1
,
mi
1
Q12 Q 21 =
a12
and
B23 C32 =
1
,
a23
B31 C13 =
1
,
a31
as well as the vertices.

Keeping only those contractions of color indices that correspond to planar diagrams, and
carefully keeping track of the signs associated with fermion loops, we find:

1 2
1 2
S1
3
S2
3
+ S2 log
2iF0 (Si ) = S1 log
2
2
2
2
m1 20
m2 20

1
S3
3
+ S32 log
2
2
2
m3 0

a12
a31
a23
log
S1 S2 + log
S1 S3 + log
S2 S 3
0
0
0

1 2
S1 S2 + S22 S1 + S32 S1 + S32 S2 S12 S3 S22 S3 6S1 S2 S3 + ,
+
3
2
where
m1 m2 2
a , m3 = m1 + m2 .
3 =
(3.3)
m3 12
302
The terms quadratic in the Si s correspond to one-loop terms in the matrix model, the cubic
terms to two-loop terms, and so on. The fact that the matrix model result agrees with the direct
computation from the geometry is a nice direct check of the DijkgraafVafa conjecture for quiver
theories. The large N limit of quiver matrix models was previously studied using large N saddle
point techniques in [24,25,36,37].
Consider now the critical points of the potential (2.10),
SI V = 0.
The full potential is very complicated, but at weak t Hooft coupling (we will show this is consistent a posteriori) it should be sufficient to keep only the leading terms in the expansion of F0
in powers of S/3 . These correspond to keeping only the one-loop terms in the matrix model.
In this approximation, the physical vacua of the potential (2.10) correspond to solutions of

I J M J +
I J M J = 0.
I +
(3.4)
MJ >0
MJ <0
To be more precise, there are more solutions with other sign choices for MJ , but only this
choice leads to Im( ) being positive definite. Since Im( ) is also the metric on the moduli space,
only this solution is physical.
Depending on how we choose to distribute the branes, there are two distinct classes of nonsupersymmetric vacua which can be constructed in this way. We will discuss both of them
presently.
3.2. M1 < 0, M2,3 > 0
In this case, the critical points of the potential correspond to

2 |M1 | a12 |M2 | a31 |M3 |
|M1 |
S1 = 0 m1
exp(2i1 ),
0
0

|M | a12 |M1 | a23 |M3 |

exp(2i2 ),
S2 |M2 | = 20 m2 2
0
0

|M | a23 |M2 | a31 |M1 |

exp(2i3 ).
S3 |M3 | = 20 m3 3
0
0
The Si are identified with the gaugino condensates of the low energy, U (M1 ) U (M2 ) U (M3 )
gauge theory. The gaugino condensates are the order parameters of the low energy physics and
as such should not depend on the cutoff 0 . Let us then introduce three new confinement scales,
i , defined as
Si = 3i .
In fact, only two of these are independent. As a consequence of homology relation (3.1), the
gauge couplings satisfy 1 + 2 = 3 , which implies that

3|M1 |
3|M2 |
3|M3 |
,
303
where is given in (3.3). Requiring that the scales i do not depend on the cutoff scale, we can
read off how the gauge couplings run with 0 ,

|M1 |

31
0 |M2 |
0 |M3 |
log
log
,
g12 (0 ) = log
a12
a13
20 m1

32 |M2 |
0 |M1 |
0 |M3 |
log
log
.
g22 (0 ) = log
(3.5)
a12
a23
20 m2
As was noticed in [1], this kind of running of the gauge couplings and relation between strong
coupling scales is very similar to what occurs in the supersymmetric gauge theory (as studied in
[25]) obtained by wrapping Mi branes of the same kind on the three S 2 s. The only difference
is that branes and antibranes lead to complex conjugate running, as if the spectrum of the theory
remained the same, apart from the chirality of the fermions on the brane and the antibrane getting
flipped. This is natural, as the branes and the antibranes have opposite GSO projections, so indeed
a different chirality fermion is kept. In addition, the open string RR sectors with one boundary
on branes and the other on antibranes has opposite chirality kept as well, and this is reflected in
the above formulas.
To this order, the value of the potential at the critical point is

|MI |
a12
a13
1
1

.
V =
|M1 ||M2 | log

|M1 ||M3 | log
+
2

2

g2
I
The first terms are just due to the tensions of the branes. The remaining terms are due to the
Coulomb and gravitational interactions of the branes, which come from the one-loop interaction
in the open string theory. There is no force between the M2 branes wrapping S22 and the M3
branes on S32 , since M2,3 are both positive, so the open strings stretching between them should be
supersymmetric. On the other hand, the M1 antibranes on S12 should interact with the M2,3 branes
as the Coulomb and gravitational interactions should no longer cancel. This is exactly what one
sees above. The M1 antibranes on S12 attract the M3 branes on S32 , while they repel the branes on
S22 . We will see in the next section that more generally, branes and antibranes wrapping 2-cycles
with negative intersection numbers (in the ALE space) attract, and those wrapping 2-cycles with
positive intersection numbers repel. Since9
e1 e2 = 1,
e1 e3 = 1,
this is exactly what we see here.

3.3. M1,2 > 0, M3 < 0
With only the non-simple root wrapped by antibranes, the critical points of the potential now
correspond to

|M | a12 |M2 | a31 |M3 |

|M |
S1 1 = 20 m1 1
exp(2i1 ),
0
0

2 |M2 | a12 |M1 | a23 |M3 |
|M2 |
exp(2i2 ),
S2 = 0 m2
0
0
9 The second relation is due to the self intersection numbers of S 2 and S 2 being 2.
1
2
304

|M | a23 |M2 | a31 |M1 |

|M |
exp(2i3 ).
S3 3 = 20 m3 3
0
0
In this case, the Khler parameters 1,2 run as

0 |M2 |
0 |M3 |
log
log
,
a12
a13
20 m1

32 |M2 |
0 |M1 |
0 |M3 |
2
g2 (0 ) = log
log
log
,
a12
a23
20 m2
g12 (0 ) = log
where

3|M1 |
31
3|M2 |
|M1 |
3|M3 |
.
This follows the same pattern as seen in [1] and in the previous subsection. The branes and
antibranes give complex conjugate running, as do the strings stretching between them.
The value of potential at the critical point is, to this order,

|MI |
a13
a23
1
1

.
V =
+
|M1 ||M3 | log
|M2 ||M3 | log
+
2
2
0
2
0
g
I
I
Again, the first terms are universal, coming from the brane tensions. The remaining terms are the
one-loop interaction terms. There is no force between the M1 branes wrapping S12 and the M2
branes on S22 , since now both M1,2 have the same sign. The M3 antibranes on S32 attract both M1
branes on S12 and the M2 branes on S22 , since, in the ALE space
e1 e3 = e2 e3 = 1.
In the next subsection, we will show that both of these brane/antibrane systems are perturbatively stable for large separations.
3.4. Metastability
The system of branes and antibranes engineered above should be perturbatively stable when
the branes are weakly interactingin particular, at weak t Hooft coupling. The open/closed
string duality implies that the dual closed string vacuum should be metastable as well. In this
subsection, will show that this indeed is the case. Moreover, following [2], will show that perturbative stability is lost as we increase the t Hooft coupling. While some details of this section
will be specific to the A2 case discussed above, the general aspects of the analysis will be valid
for any of the ADE fibrations discussed in the next section.
To begin with, we note that the equations of motion, derived from the potential (2.10), are

1
Fkef Gae Gbf a + M c ac b + M d bd = 0,
2i
and moreover, the elements of the Hessian are

p q V = Gia Gbj iFabpq i + M k ki j + M r rj

+ 2Gia Gbc Gdj iFabp iFcdq i + M k ki j + M r rj ,
k V =
(3.6)

q q V = Gia Gbc Gdj iFabp i F cdq i + M k ki j + M r rj

Gic Gda Gbj iFabp i Fcdq i + M k ki j + M r rj ,
305
(3.7)
where we have denoted c ab = Fabc , and similarly for higher derivatives of .

In the limit where all the t Hooft couplings gi2 Ni are very small, the sizes of the dual 3-cycles
Sa = 3a are small compared to the separations between them, so we can keep only the leading
terms in the expansion of F0 in powers of S, i.e., the one-loop terms in the matrix model. At oneloop, the third and fourth derivatives of the prepotential are nonzero only if all of the derivatives
are with respect to the same variable. Expanding about the physical solution to this order,

ab Mb +
ab Mb = 0.
a +
(3.8)
Mb >0
Mb <0
The non-vanishing elements of the Hessian are

i j V =
1 |M i M j | ij
G ,
4 2 Si Sj
i, j opposite type,
i j V =
1 |M i M j | ij
G ,
4 2 Si Sj
i, j same type,
(3.9)
where the type of an index refers to whether it corresponds to branes or antibranes.

To get a measure of supersymmetry breaking, consider the fermion bilinear couplings. Before
turning on fluxes, the theory has N = 2 supersymmetry, and the choice of superpotential (2.6)
breaks this explicitly to N = 1. For each 3-cycle, we get a chiral multiplet (Si , i ) and a vector
multiplet (Ai , i ) where i , i are a pair of Weyl fermions. It is easy to work out [1] that the
coefficients of the non-vanishing fermion bilinears are

1
m a b = Gcd d + M e de Fabc ,
2

1 cd
ma b = G d + M e de Fabc ,
2
and evaluating this in the vacuum we find
1 Ma + |Ma |
ab ,
4
Sa
1 Ma |Ma |
=
ab .
4
Sa
m a b =
ma b
BoseFermi degeneracy is restored in the limit where we take

(Gij )2 /Gii Gjj 1,
i, j opposite type.
In this limit we get a decoupled system of branes and antibranes except that for nodes wrapped
with branes, the Sa get paired up with s, and for nodes wrapped with antibranes they pair
with s, corresponding to a different half of N = 2 supersymmetry being preserved in the two
cases.10 This is the limit of extremely weak t Hooft coupling, and the sizes of the cuts are the
10 The kinetic terms of both bosons and fermions are computed with the same metric G .
ab
306
smallest scale in the problem by far

aij
i
(3.10)
,
< 1.

0
0
In this limit the Hessian is manifestly positive definite. In fact the Hessian is positive definite as
long as the one-loop approximation is valid. To see this note that the determinant of the Hessian
is, up to a constant, given by

2
n
2
1 M i 2
Det V
(3.11)
.
S
Det G
i
i=1
It is never zero while the metric remains positive definite, so a negative eigenvalue can never
appear. Thus, one can conclude that as long as all the moduli are in the regime where the t Hooft
couplings are small enough for the one-loop approximation to be valid, the system will remain
stable to small perturbations.
Let us now find how the solutions are affected by the inclusion of higher order corrections. At
two loops, an exact analysis of stability becomes difficult in practice. However, in various limits
one can recover systems which can be understood quite well. For simplicity, we will assume that
the i are all pure imaginary, and all the parameters aij and 0 are purely real. Then there are
solutions where the Si are real. In Appendix B, we show that in this case, upon including the
two-loop terms, the determinant of the Hessian becomes

2 |M c | 4
iFbbbb b
Det Gab
Det cb + Gcb
iFccc
iFbbb iFccc |M c |
c

iFbbbb b
Det cb Gcb
(3.12)
iFbbb iFccc |M c |
where
k =
1
2|M k |Fkkk

Fkab M a M b + M a M b
(3.13)
and cb is the Kronecker delta. The first two terms in (3.12) never vanish, since the metric has to
remain positive definite, so we need only analyze the last two determinants. We can plug in the
one-loop values for the various derivatives of the prepotential, and in doing so obtain

Sa xb
=0
Det ab 2Gab 3
(3.14)
|M a |
with either choice of sign. Above, we have rewritten Eq. (3.13) as
Sa a
x .
(3.15)
3
This is a convenient rewriting because S/3 is the parameter controlling the loop expansion, and
x a is simply a number which depends on the N i but no other parameters.
Consider the case where, for some i, a given Si3 grows much larger than the other two. We
can think of this as increasing the effective t Hooft coupling for that node, or more precisely,
increasing

Mi 3
1
.
= exp
2 ()
|Mi |gi,eff
a =
Recall that the two-loop equations of motion for real Si , are given by

Si
2
() = |Mi | log 3 + Gik k
gi,eff
307
(3.16)
where
2
() = g12 (0 ) |M1 |(L12 + L13 ) + |M2 |L12 |M3 |L13 ,
g1,eff
2
g2,eff
() = g22 (0 ) |M2 |(L12 + L23 ) + |M1 |L12 |M3 |L13 ,
2
() = g32 (0 ) |M3 |(L13 + L23 ) |M1 |L13 |M2 |L23 .
g3,eff
k
0
Here we have adopted the notation Lij = log
aij and the are as defined in (3.13). Note that
in each case, two of the equations can be solved straight off. It is the remaining equations which
provide interesting behavior and can result in a loss of stability. Correspondingly, the vanishing
of the Hessian determinant in (3.12) is then equivalent to the vanishing of its ii entry (where we
have assumed a vacuum at real S):
1 Gii
Si xi
= 0.
3 |Mi |
(3.17)
We will see that we can approximate

Si
Gii = log 3 + Li Li
where we have defined

Li = Lij + Lik ,
i = j = k,
so this provides the following conditions:

1 = Li
x i Si
.
|Mi | 3
(3.18)
The above equation, taken with positive sign, is equivalent to the condition for stability being
lost by setting the determinant of the gradient matrix of the equations to zero. The equation with
minus sign comes from losing stability in imaginary direction. Correspondingly, the equation of
motion for the one node with growing t Hooft coupling becomes
Si
Si
+ Li x i 3 .
(3.19)
3
One of Eqs. (3.18) must be solved in conjunction with (3.19) if stability is to be lost.
The sign of xi can vary depending on the specifics of the charges. In all the cases, as the
effective t Hooft coupling increases, solutions move to larger values of Si . For sufficiently large
values, in the absence of some special tuning of the charges, (3.18) will be satisfied for one of the
two signs. The only question then is whether the Si can get large enough, or whether a critical
value above which the equation of motion can no longer be solved is reached before an instability
sets in. In the equation above, if xi is negative, then there will be no such critical value, and Si
can continue to grow unbounded. Correspondingly, a large enough value of the t Hooft coupling
can always be reached where (3.18) is satisfied with negative sign. Alternatively, if the coefficient
xi is positive, there will be a critical value for Li at which the right-hand side of the equation
i|
, which is precisely (3.18) with positive
takes a minimum value. This occurs at (Si, /3 ) = x|M
i Li
2
= |Mi | log
gi,eff
308
left-hand side. So, for any value of xi an instability develops at finite effective t Hooft coupling
corresponding to
|Mi |
Si,
=
,
|xi |Li
3
or more precisely, at
2
|Mi |gi,eff
() = log1

|Mi |
.
x i Li
This critical value of the effective t Hooft coupling can be achieved by increasing the number of
branes on that node, or, in case of nodes one and two, by letting the corresponding bare t Hooft
coupling increase. This is true as long as supersymmetry is broken and the corresponding twoloop correction is non-vanishing, i.e. as long as xi = 0. It is reasonable to suspect that in the
degenerate case, where charges conspire to set xi to zero even with broken supersymmetry, the
instability would set in at three loops.
It is natural to ask the fate of the system once metastability is lost. It should be the case [2]
that it rolls to another a critical point corresponding to shrinking the one compact B-type cycle,
B1 + B2 B3 . To describe this point in the moduli space, introduce a new basis of periods in
which this shrinking B-cycle becomes one of the A periods:

H = M 1 + M3 ,
H = M2 + M3 ,
H = 0,
A1

H = 1 ,
B1
A2
H = 2 ,
B2
A3

H = M3 ,
B3
where H = H RR + H NS . In particular, there is no flux through the new cycle A3 . In fact, by

setting M1 = M2 = M3 = M, there is no flux through any of the A cycles.11 For Si = A
sufficiently large that we can ignore the light D3 branes wrapping this cycle,
S
1
i=j const,
log i3 ,
2i
it is easy to see that the system has an effective potential that would attract it to the point where
the Si = 0 and the cycles shrink:
ci 2

Veff V0 +

Si
i log | 3 |

where ci B H . By incorporating the light D3 branes wrapping the flux-less, shrinking cycles,
i
the system would undergo a geometric transition to a non-Khler manifold [38]. There, the cycle
shrinks and a new 2-cycle opens up, corresponding to condensing a D3 brane hypermultiplet.
However, this 2-cycle becomes the boundary of a compact 3-cycle B which get punctured in
the transition that shrinks the A cycles. A manifold where such a 2-cycle has nonzero volume is
automatically non-Khler, but it is supersymmetric. As will review shortly, the shrinking cycle A3
ii
11 In the more general case, the system should be attracted to a point where only A shrinks.
3
309
is also the cycle wrapped by the D5 brane domain walls that mediate the non-perturbative decay
of the metastable flux vacua. The loss of metastability seems to be correlated with existence of
a point in the moduli space where the domain walls become light and presumably fluxes can
annihilate classically (this also happened in the A1 model studied in [2]). In particular, in the last
section of this paper, will provide two examples of a system where the corresponding points in
the complex structure moduli space are absent, but which are exactly stable perturbatively even
though they are non-supersymmetric (one of them will be stable non-perturbatively as well). It
must be added, as discussed in [2], that it is far from clear whether the light domain walls can
be ignored, and so whether the system truly rolls down to a supersymmetric vacuum. A more
detailed analysis of the physics at this critical point is beyond the scope of this paper.
It was suggested in [2] that the loss of stability might be related to the difference in the value
of V between the starting vacuum and a vacuum to which it might tunnel becoming small, and
thus the point where Coulomb attraction starts to dominate in a subset of branes. In the more
complicated geometries at hand, it seems that such a simple statement does not carry over. This
can be seen by noting that, for certain configurations of brane charges in our case, an instability
can be induced without having any effect on the V between vacua connected by tunneling
events. We are led to conclude that the loss of stability is a strong coupling effect in the nonsupersymmetric system, which has no simple explanation in terms of our open string intuition.
This should have perhaps been clear, in that the point to which the system apparently rolls has
no straightforward explanation in terms of brane annihilation.
3.5. Decay rates
We now study the decays of the brane/antibrane systems of the previous section. This closely
parallels the analysis of [1]. We have shown that when the branes and antibranes are sufficiently
well-separated, the system is perturbatively stable. Non-perturbatively, the system can tunnel to
lower energy vacua, if they are available. In this case, the available vacua are constrained by
charge conservationany two vacua with the same net charges
N 1 = M 1 + M3 ,
N2 = M2 + M3
are connected by finite energy barriers. The false vacuum decay proceeds by the nucleation of a
bubble of lower energy vacuum.
The decay process is easy to understand in the closed string language. The vacua are labeled
by the fluxes through the three S 3 s

H RR = MI , I = 1, 2, 3.
AI
Since RR three-form fluxes jump in going from the false vacuum to the true vacuum, the domain
walls that interpolate between the vacua are D5 branes. Over a D5 brane wrapping a compact
3-cycle C in the CalabiYau, the fluxes jump by an amount
MI = #(C AI ).
In the present case, it is easy to see that there is only one compact 3-cycle C that intersects the
A-cycles,
C = B1 + B2 B3 .
310
So, across a D5 brane wrapping C, the fluxes through A1,2 decrease by one unit, and the flux
through A3 increases by one unit. Note that this is consistent with charge conservation for the
branes. In fact, the domain walls in the open and the closed picture are essentially the same.
In the open string language, the domain wall is also a D5 brane, but in this case it wraps a
3-chain obtained by pushing C through the geometric transition. The 3-chain has boundaries on
the minimal S 2 s, and facilitates the homology relation (3.1) between the 2-cycles.
The decay rate is given in terms of the action Sinst of the relevant instanton
exp(Sinst ).
Since the CalabiYau we have been considering is non-compact, we can neglect gravity, and the
instanton action is given by
Sinst =
4
27 SD
2 (V )3
where SD is the tension of the domain wall, and V is the change in the vacuum energy across
the domain wall. While this formula was derived in [39] in a scalar field theory, it is governed
by energetics, and does not depend on the details of the theory as long as the semi-classical
approximation is applicable.
In the present case, the tension of the domain wall is bounded below by

1
,
SD =
(3.20)
gs

since the C computes the lower bound on the volume of any 3-cycle in this class, and the
classical geometry is valid to the leading order in 1/N , the order to which we are working.
The tension of the domain wall is thus the same as the tension of a domain wall interpolating
between the supersymmetric vacua, and to leading order (open-string tree-level) this is given by
the difference between the tree-level superpotentials (2.6)

1
W3 (a3 ) W1 (a1 ) W2 (a2 ) = 3 ,
2
C
where 3 is defined in (3.3). This is just the holomorphic area of the triangle in Fig. 1. The area
is large as long as all the brane separations are large, and as long as this is so, it is independent
of the fluxes on the two sides of the domain wall.
At the same time, the difference in the potential energy between the initial and the final states
is given by the classical brane tensions,

|MI | |MI | /gI2 .
V = Vi Vf =
I
The fate of the vacuum depends on the net charges. If N1,2 are both positive, then the true vacuum
is supersymmetric. Moreover, there is a landscape of degenerate such vacua, corresponding to
all possible ways of distributing branes consistent with charge conservation such that MI are all
positive. Starting with, say, (M1 , M2 , M3 ) = (N1 + k, N2 + k, k), where k > 0, this can decay
to (N1 , N2 , 0) since
V = Vi Vf = 2
k|r3 |
,
gs
311
Fig. 1. The figure corresponds to the A2 singularity in the zt plane with quadratic superpotential. There are three
conifold singularities at zi = zj which can be blown up by three S 2 s, spanning two homology classes. Wrapping M1
2 , we can engineer a metastable vacuum. The orientations of the branes
anti-D5 branes on S12 and M2,3 D5 branes on S2,3
are indicated by arrows.
corresponding to k branes on S32 getting annihilated, where r3 is the Khler area of S32 . The decay
is highly suppressed as long as string coupling gs is weak and the separation between the branes
is large. The action of the domain wall is k times that of (3.20),12 so
Sinst =
27 k ||12 27 |g3 |3
=
k||12 .
32 gs |r3 |3
32 gs4
(3.21)
The instanton action (3.21) depends on the cutoff scale 0 due to the running of the gauge
coupling g32 (0 ). The dependence on 0 implies [12] that (3.21) should be interpreted as the
rate of decay corresponding to fluxes decaying in the portion of the CalabiYau bounded by 0 .
If instead we take say N1 > 0 > N2 , then the lowest energy state corresponds to N1 branes
on node 1, N2 antibranes on node 2, with node 3 unoccupied. This is the case at least for those
values of parameters corresponding to the system being weakly coupled. In this regime, this
particular configuration gives an example of an exactly stable, non-supersymmetric vacuum in
string theorythere is no other vacuum with the same charges that has lower energy. Moreover,
as will discuss in Section 6, for some special values of the parameters m1,2 the system is exactly
solvable, and can be shown to be exactly stable even when the branes and the antibranes are close
to each other.
4. Generalizations
Consider now other ADE fibrations over the complex plane. As in (2.1) we start with the
deformations of 2-complex dimensional ALE singularities:
Ak :
x 2 + y 2 + zk+1 = 0,
Dr :
x 2 + y 2 z + zr1 = 0,
12 All quantities being measured in string units.
312
Fig. 2. Some of the two-loop Feynman graphs of the matrix model path integral, which are computing the prepotential
F0 . The path integral is expanded about a vacuum corresponding to distributing branes on the three nodes. Here, the
boundaries on node one are colored red, on node two are green and on node three are blue. (For interpretation of the
references to colour in this figure legend, the reader is referred to the web version of this article.)
E6 :
x 2 + y 3 + z4 = 0,
E7 :
x 2 + y 3 + yz3 = 0,
E8 :
x 2 + y 3 + z5 = 0
and fiber these over the complex t plane, allowing the coefficients parameterizing the deformations to be t dependent. The requisite deformations of the singularities are canonical (see [24]
and references therein). For example, the deformation of the Dr singularity is
r

r
r

2
2
1
2
2
x +y z+z
z zi
zi + 2
zi y.
i=1
i=1
i=1
In fibering this over the t plane, the zi become polynomials zi (t) in t .13 After deformation, at a
generic point in the t plane, the ALE space is smooth, with singularities resolved by a set of r
independent 2-cycle classes
Si2 ,
i = 1, . . . , r
where r is the rank of the corresponding Lie algebra. The 2-cycle classes intersect according to
the ADE Dynkin diagram of the singularity: The deformations can be characterized by superpotentials,

Wi (t) = 2,0 ,
2
Si,t
which compute the holomorphic volumes of the 2-cycles at fixed t . For each positive root eI ,
which can be expanded in terms of simple roots ei as

eI =
niI ei
I
13 This is the so-called non-monodromic fibration. The case where the z are instead multi-valued functions of t
i
corresponds to the monodromic fibration [24].
313
Fig. 3. Dynkin diagrams of the ADE Lie algebras. Every node corresponds to a simple root and to a 2-cycle class of
self intersection 2 in the ALE space. The nodes that are linked correspond to 2-cycles which intersect with intersection
number +1.
for some positive integers niI , one gets a zero-sized, primitive 2-cycle at points in the t-plane
where

WI (t) =
(4.1)
niI Wi (t) = 0.
i
Blowing up the singularities supplies a minimal area to the 2-cycles at solutions of (4.1),
t = aI,p ,
where I labels the positive root and p runs over all the solutions to (4.1) for that root.
As shown in [24] and references therein, the normal bundles to the minimal, holomorphic S 2 s
obtained in this way are always O(1) O(1), and correspondingly the S 2 s are isolated.14
This implies that when branes or antibranes are wrapped on the S 2 s, there is an energy cost to
moving them off. Moreover, the parameters that enter into defining the Wi , as well as the Khler
classes of the S 2 s, are all non-dynamical in the CalabiYau. As a consequence, if we wrap branes
and antibranes on minimal S 2 s, the non-supersymmetric system obtained is metastable, at least
in the regime of parameters where the S 2 s are well separated.
The ALE fibrations have geometric transitions in which each minimal S 2 is replaced by a
minimal S 3 . A key point here is that none of the 2-cycles have compact, dual 4-cycles, so the
transitions are all locally conifold transitions. The one-loop prepotential F0 for all these singularities was computed in [25], and is given by

1 2
Sb
3
2iF0 (S) =
Sb log
2
2
WI (ab )20
b

1
abc
+
(4.2)
eI (b) eJ (c) Sb Sc log
,
2
0
b=c
14 In [24] the authors also considered the monodromic ADE fibrations, where the 2-cycles of the ALE space undergo
monodromies around paths in the t plane. In this case, the novelty is that the S 2 s can appear with normal bundles
O O(2) or O(1)O(3). Wrapping branes and antibranes on these cycles is not going to give rise to new metastable
vacua, since there will be massless deformations moving the branes off of the S 2 s. It would be interesting to check this
explicitly in the large N dual.
314
where the sum is over all critical points b = (I, p), and I (b) = I denotes the root I to which
the critical point labeled by b corresponds. We are neglecting cubic and higher order terms in
the SI,p , which are related to higher loop corrections in the open string theory. Above, WI (t) is
the superpotential corresponding to the root eI , and eI eJ is the inner product of two positive,
though not necessarily simple, roots. Geometrically, the inner product is the same as minus the
intersection number of the corresponding 2-cycles classes in the ALE space.
Consider wrapping Mb branes or antibranes on the minimal S 2 s labeled by b = (I, p). Well
take all the roots to be positive, so we get branes or antibranes depending on whether Mb is
positive or negative. The effective superpotential for the dual, closed-string theory is given by
(2.9). From this and the corresponding effective potential (2.10), we compute the expectation
values for Sb in the metastable vacuum to be

Mc >0
c <0
2
|Mb | M
abc |Mc |
abc |Mc |
|Mb |
exp(2iI (b) ),
Sb = 0 WI (ab )
0
0
c
b=c
Mb < 0,
|Mb |
Sb

Mc <0
c >0

|M | M
abc |Mc |
abc |Mc |
= 20 WI (ab ) b
exp(2iI (b) ),
0
0
c
b=c
Mb > 0.
The value of the effective potential at the critical point is given by
V =
|Mb |
b
gI2(b)
Mb >0>M
c
b,c

abc
1
.

eI (b) eJ (c) log
2
0
The first term in the potential is just the contribution of the tensions of all the branes and
antibranes. The second term comes from the Coulomb and gravitational interactions between
branes, which is a one-loop effect in the open string theory. As expected, at this order only the
brane/antibrane interactions affect the potential energy. The open strings stretching between a
pair of (anti)branes, are supersymmetric, and the (anti)branes do not interact. The interactions
between branes and antibranes depend on
eI eJ
which is minus the intersection numberin the ALE spaceof the 2-cycle classes wrapped by
the branes. The branes and antibranes attract if the 2-cycles they wrap have negative intersection,
while they repel if the intersection number is positive, and do not interact at all if the 2-cycles do
not intersect.
For example, consider the Ak quiver case, and a set of branes and antibranes wrapping the
2-cycles obtained by blowing up the singularities at
zi (t) = zj (t),
zm (t) = zn (t)
where i < j and m < n. The branes do not interact unless i or j coincide with either m or n. The
branes attract if i = m or j = n, in which case the intersection is either 1 or 2, depending
on whether one or both of the above conditions are satisfied. This is precisely the case when
the branes and antibranes can at least partially annihilate. If j = m or i = n, then the 2-cycles
have intersection +1, and the branes repel. In this case, the presence of branes and antibranes
315
should break supersymmetry, but there is a topological obstruction to the branes annihilating,
even partially. In fact, in the Ak type ALE spaces, this result is known from the direct, open
string computation [27,28]. The fact that the direct computation agrees with the results presented
here is a nice test of the conjecture of [1].
5. A non-supersymmetric Seiberg duality
In the supersymmetric case, with all MI positive, the engineered quiver gauge theories have
Seiberg-like dualities. In string theory, as explained in [25], the duality comes from an intrinsic
ambiguity in how we resolve the ADE singularities to formulate the brane theory.15 The different
resolutions are related by flops of the S 2 s under which the charges of the branes, and hence the
ranks of the gauge groups, transform in nontrivial ways. The RG flows, which are manifest
in the large N dual description, force some of the S 2 s to shrink and others to grow, making
one description preferred over the others at a given energy scale. In this section, we argue that
Seiberg dualities of this sort persist even when some of the branes are changed to antibranes and
supersymmetry is broken.
5.1. Flops as Seiberg dualities
For a fixed set of brane charges, one can associate different CalabiYau geometries. There is
not a unique way to blow up the singularity where an S 2 shrinks, and the different blowups are
related by flops that shrink some 2-cycles and grow others. Instead of giving a 2-cycle class Si2 a
positive Khler volume

ri = B NS
Si2
we can give it a negative volume, instead. This can be thought of as replacing the 2-cycle class
by one of the opposite orientation
Si2 Si2 = Si2 .
The flop of a simple root Si2 acts as on the other roots as a Weyl reflection which permutes the
positive roots
Sj2 Sj2 = Sj2 (ej ei )Si2 .
(5.1)
The net brane charges change in the process, but in a way consistent with charge conservation

Ni Si2 =
(5.2)
N i Si2 .
i
We can follow how the number of branes wrapping the minimal 2-cycles change in this process.
If i is the simple root that gets flopped,16 then Mi,p goes to M i,p = Mi,p and for other roots
15 The idea that Seiberg dualities have a geometric interpretation in string theory goes back a long while, see for example
[4044]. The fact that these dualities arise dynamically in string theory has for the first time been manifested in [25,45].
16 Flopping non-simple roots can be thought of in terms of a sequence of simple node flops, as this generates the full
Weyl group.
316
labeled by J = i
MJ,p = M w(J ),p
(5.3)
where w(J ) is the image of J under the Weyl group action.

The size of the wrapped S 2 is proportional to the inverse gauge coupling for the theory on the
wrapping branes,

1
2
gi (t)
(5.4)
BNS ,
gs
2
Si,t
so the flop (5.1) transforms the gauge couplings according to

gj2 g j2 = gj2 (ej ei )gi2 .
(5.5)
Generally, there is one preferred description for which the gauge couplings are all positive. In the
2 at some fixed high scale,
geometry, we have the freedom to choose the sizes of the 2-cycles Si,t
but the rest of their profile is determined by the one-loop running of the couplings (3.5) throughout the geometry and by the brane charges. The most invariant way of doing this is to specify
the scales i at which the couplings (5.4) become strong. We can then follow, using holography,
the way the B-fields vary over the geometry as one goes from near where the S 3 s are minimal,
which corresponds to low energies in the brane theory, to longer distances, far from where the
branes were located, which corresponds to going to higher energies. The S 2 s have finite size and
shrink or grow depending on whether the gauge coupling is increasing or decreasing. We will see
that as we vary the strong coupling scales of the theory, we can smoothly interpolate between the
two dual descriptions. Here it is crucial that the gauge coupling going through zero is a smooth
process in the geometry: while the Khler volume of the 2-cycle vanishes as one goes through
a flop, the physical volume, given by (2.5), remains finite. Moreover, we can read off from the
geometry which description is the more appropriate one at a given scale.
5.2. The A2 example
For illustration, we return to the example of the A2 quiver studied in Section 3. To begin with,
for a given set of charges Mi , we take the couplings gi2 of the theory to be weak at the scale
set by the superpotential. This is the characteristic scale of the open-string ALE geometry.
Then Si /3 is small in the vacuum, and the weak coupling expansion is valid. From (3.5), we
can deduce the one-loop running of the couplings with energy scale = t

d 2
g () = 2|M1 | + |M3 | |M2 | ,
d 1

d 2
g2 () = 2|M2 | + |M3 | |M1 | .
(5.6)
Suppose now, for example

2|M1 | + |M3 | |M2 |,
(5.7)
g12 ()
2
so then at high enough energies,
will become negative, meaning that the size of Si,t
has become negative. To keep the size of all the S 2 s positive, at large enough t , the geometry
317
undergoes a flop of S12 that sends

S12 S12 = S12 ,
S22 S22 = S22 + S12 ,
(5.8)
and correspondingly,
N 1 = N2 N1 ,
N 2 = N2 ,
(5.9)
while
M 1 = M1 ,
M 2 = M3 ,
M 3 = M2 .
(5.10)
Recall the supersymmetric case first. The supersymmetric case with M1 = 0 was studied in detail in [25]. It corresponds to a vacuum of a low energy U (N1 ) U (N2 ), N = 2 theory where
the superpotential breaks the gauge group to U (M2 ) U (M3 ). The formulas (5.6) are in fact
the same as in the supersymmetric case, when all the Mi are positivethe beta functions simply depend on the absolute values of the charges. If (5.7) is satisfied, the U (N1 ) factor is not
asymptotically free, and the coupling grows strong at high energies. There, the theory is better
described in terms of its Seiberg dual, the asymptotically free U (N 1 ) U (N 2 ) theory, broken to
U (M 2 ) U (M 3 ) by the superpotential.17 The vacua at hand, which are visible semi-classically
in the U (N1 ) U (N2 ) theory, are harder to observe in the U (N 1 ) U (N 2 ) theory, which is
strongly coupled at the scale of the superpotential. But, the duality predicts that they are there.
In particular, we can smoothly vary the strong coupling scale N1 of the original theory from (i)
N1 < < , where the description at scale is better in terms of the original U (N1 ) U (N2 )
theory, to (ii) < < N1 , where the description is better in terms of the dual U (N 1 ) U (N 2 )
theory.
For the dual description of a theory to exist, it is necessary, but not sufficient (as emphasized
in [18]), that the brane charges at infinity of the CalabiYau be the same in both descriptions. In
addition, the gauge couplings must run in a consistent way. In this supersymmetric A2 quiver,
this is essentially true automatically, but let us review it anyway with the non-supersymmetric
case in mind. On the one hand, (5.5) implies that the under the flop, the couplings transform as
g12 () g 12 () = g12 (),
g22 () g 22 () = g12 () + g22 ().
(5.11)
On the other hand, from (3.5) we know how the couplings g i2 corresponding to charges M i run
with scale . The nontrivial fact is that the these two are consistentthe flop simply exchanges
M 2 = M3 and M 3 = M2 , and this is consistent with (5.11).
Now consider the non-supersymmetric case. Let us still take M1 = 0, but now with M2 > 0 >
M3 , such that (5.7) is satisfied. It is still the case that if we go to high enough energies, i.e. large
enough , the gauge coupling g12 will become negative, and the corresponding S12 will undergo
a flop. We can change the basis of 2-cycles as in (5.5) and (3.8) that the couplings are all positive,
and then the charges transform according to (5.10). Moreover, just as in the supersymmetric
theory, after the flop the gauge couplings run exactly as they should given the new charges M i ,
17 The superpotential of the dual theory is not the same as in the original. As explained in [25], we can think of the flop as
permuting the zi (t), in this case exchanging z1 (t) with z2 (t), which affects the superpotential as W1 (1 ) W1 (1 ),
and W2 (2 ) W1 (2 ) + W2 (2 ).
318
which are again obtained by exchanging node two and three. Moreover, by varying the scale N1
where g12 becomes strong, we can smoothly go over from one description to the other, just as
in the supersymmetric case. For example, in the A2 case we have a non-supersymmetric duality
relating a U (|N1 |) U (N2 ) theory, where the rank N1 = M3 is negative and N2 = M2 + M3
positive, which is a better description at low energies, to a U (N 1 ) U (N 2 ) theory with positive
ranks N 1 = N2 N1 = M2 and N 2 = N2 = M2 + M3 , which is a better description at high
energies.
More generally, one can see that this will be the case in any of the ADE examples of the
previous section. This is true regardless of whether all MI,p are positive and supersymmetry is
unbroken, or they have different signs and supersymmetry is broken. In the case where supersymmetry is broken, we have no gauge theory predictions to guide us, but it is still natural to
conjecture the corresponding non-supersymmetric dualities based on holography. Whenever the
charges are such that in going from low to high energies a root ends up being dualized
2
2
Si,p
Si,p
,
there should be a non-supersymmetric duality relating a brane/antibrane system which is a better

description at low energies to the one that is a better description at high energies, with charges
transforming as in (5.2) and (5.3). The theories are dual in the sense that they flow to the same
theory in the IR, and moreover, there is no sharp phase transition in going from one description to
the other. This can be seen from the fact that by varying the strong coupling scales of the theory,
one can smoothly interpolate between one description and the other being preferred at a given
energy scale . We do not expect these to correspond to gauge theory dualities (in the sense of
theories with a finite number of degrees of freedom and a separation of scales), but we do expect
them to be string theory dualities.
5.3. Dualizing an occupied root
When an occupied node gets dualized, negative ranks M < 0 will appear. This is true even
in the supersymmetric case. It is natural to wonder whether this is related to the appearance of
non-supersymmetric vacua in a supersymmetric gauge theory. Conversely, starting with a nonsupersymmetric vacuum at high energies, one may find that the good description at low energies
involves all the charges being positive. We propose that when an occupied node gets dualized,
there is essentially only one description which is ever really weakly coupled. In particular, negative rank gauge groups can appear formally but never at weak coupling. Moreover, while the
supersymmetric gauge theories can have non-supersymmetric vacua, the phenomenon at hand is
unrelated to that. This is in tune with the interpretation given in [25].
Consider the A2 theory in the supersymmetric case, M 1,2,3 > 0, with both gauge groups
U (N 1,2 ) being asymptotically free. The U (N 1 ) U (N 2 ) theory gives a good description at low
energies, for
N 1
where is the characteristic scale of the ALE space, and N 1 is the strong coupling scale of the
U (N 1 ) theory. Now consider adiabatically increasing the strong coupling scale until
N 1 .
Then the U (N1 ) U (N2 ) description appears to be better at low energies, with N s related as
in (5.9). Namely, from (5.11) we can read off the that the strong coupling scales match up as
319
N1 = N 1 , so at least formally this corresponds to a more weakly coupled, IR free U (N1 )

theory. However, after dualizing node 1, its charge becomes negative
M 1 = M1 .
How is the negative rank M1 < 0 consistent with the theory having a supersymmetric vacuum?
The dual theory clearly cannot be a weakly coupled theory. A weakly coupled theory of branes
and antibranes breaks supersymmetry, whereas the solution at hand is supersymmetric. Instead,
as we increase N1 and follow what happens to the supersymmetric solution, the scale M1
associated with gaugino condensation on node 1 increases as well, < M1 N1 , and we find
that at all energy scales below M1 we have a strongly coupled theory, without a simple gauge
theoretic description. The holographic dual theory of course does have a weakly coupled vacuum
with charges M1 < 0, M2,3 > 0, which breaks supersymmetry. However, the gauge couplings in
this vacuum run at high energies in a different way than in the supersymmetric U (N1 ) U (N2 )
gauge theory. As emphasized in [18], this means we cannot interpret this non-supersymmetric
vacuum as a metastable state of the supersymmetric gauge theory.
We could alternatively start with a weakly coupled, non-supersymmetric A2 theory with
M1 < 0, M2,3 > 0. If (5.7) is not satisfied, the theory is asymptotically free. Increasing the strong
coupling scale N1 of this theory until N1 , the theory becomes strongly coupled, and one
is tempted to dualize it to a theory with M i > 0 at lower energies. However, from the vacuum
solutions in Section 3, we can read off that, just as in the supersymmetric case, this implies that
the scale M1 of the gaugino condensate of node 1 becomes larger than the scale , and no
weakly coupled description exists. What is new in the non-supersymmetric case is that, as we
have seen in Section 3, increasing the strong coupling scale M1 to near causes the system to
lose stability.
Nevertheless, we can formally extend the conjectured Seiberg dualities to all the supersymmetric and non-supersymmetric vacua even when the node that gets dualized is occupied, except
that the dual description is, in one way or another, always strongly coupled.
6. A very simple case
Let us now go back to the A2 case studied in Section 3 and suppose that two of the masses are
equal and opposite m1 = m2 = m, so18
z1 (t) = 0,
z2 (t) = mt,
z3 (t) = m(t a).
(6.1)
It is easy to see from (2.4) that there are now only two critical points at t = 0 and t = a, which get
replaced by S12 and S32 . The third intersection point, which corresponds to the simple root S22 , is
absent here, and so is the minimal area 2-cycle corresponding to it. We study this as a special case
since now the prepotential F0 can be given in closed form, so the theory can be solved exactly.
This follows easily either by direct computation from the geometry, or from the corresponding
matrix model (see Appendix A). The large N dual geometry corresponds to the two S 2 s being
replaced by two S 3 s:

x 2 + y 2 + z(z + mt) z + m(t a) = s1 (z + ma) + s3 z + m(t a) .
18 More precisely, relative to the notation of that section, we have performed a flop here that exchanges z and z .
1
2
320
Fig. 4. There are only two minimal S 2 s in the A2 geometry with m1 = m2 . The figure on the left corresponds to the
first blowup discussed in the text, with two minimal S 2 s of intersection number +1 in the ALE space wrapped by M1
anti-D5 branes and M3 D5 branes. The figure on the right is the flop of this.
The exact prepotential is given by

1
1 2
3
3
S1
S3
+
S
log
2iF0 (S) = S12 log

2
2
2 3
2
m20
m20

a
+ S1 S3 log
.
0
(6.2)
We can now consider wrapping, say, M1 antibranes on S12 and M3 branes on S32 . We get an
exact vacuum solution at

|M | a |M3 |
|M |
exp(2i1 ),
S1 1 = 20 m 1
0

2 |M3 | a |M1 |
|M3 |
S3
= 0 m
exp(2i3 ),
0
where the potential between the branes is given by

a
|M1 | |M3 |
1
|M1 ||M3 | log .
V = 2 + 2 +
2
0
g1
g3
Using an analysis identical to that in [1], it follows that the solution is always stable, at least
in perturbation theory. Borrowing results from [1], the masses of the four bosons corresponding
to fluctuations of S1,3 are given by

2 (a 2 + b2 + 2abcv) (a 2 + b2 + 2abcv)2 4a 2 b2 (1 v)2
m (c) =
(6.3)
2(1 v)2
and the masses of the corresponding fermions are
a
b
,
|m2 | =
1v
1v
where c takes values c = 1, and

M1
M3

.
a=
,
b=

3
3
21 Im 11
23 Im 33
|m1 | =
(6.4)
(6.5)
321
The parameter controlling the strength of supersymmetry breaking v is defined by

(Im 13 )2
.
Im 11 Im33
That v controls the supersymmetry breaking can be seen here from the fact that at v = 0, the
masses of the four real bosons become degenerate in pairs, and match up with the fermion
masses [1]. The masses of bosons are strictly positive since the metric on the moduli space
Im is positive definite, which implies
v=
1 > v 0,
N1,2 a
2
becomes strong.19
where N1,2 is the scale at which the gauge coupling g1,2
The fact that the system is stable perturbatively is at first sight surprising, since from the
open string description one would expect that for sufficiently small a an instability develops,
ultimately related to the tachyon that appears when the brane separation is below the string scale.
In particular, we expect the instability to occur when the coupling on the branes becomes strong
enough that the Coulomb attraction overcomes the tension effects from the branes. However, it
is easy to see that there is no stable solution for small a. As we decrease a, the solution reaches
the boundary of the moduli space,

1
0 exp 2
< a,
g1,3 |M3,1 |
where Im is positive definite, before the instability can develop.20 Namely, if we view 0 as a
cutoff on how much energy one has available, then for a stable solution to exist at fixed coupling,
the branes have to be separated by more than 0 , and said minimum separation increases as
one moves towards stronger coupling. The couplings, however, do run with energy, becoming
weaker at higher 0 , and because of that the lower bound on a actually decreases with energy.
Alternatively, as we will discuss in the next subsection, there is a lower bound on how small |a|
can get, set by the strong coupling scales N1,2 of the brane theory. When this bound is violated,
the dual gravity solution disappears.
The fact that the system is perturbatively stable should be related to the fact that in this case
there is no compact B cycle. Namely, in Section 3 we have seen that when perturbative stability
is lost, the system rolls down to a new minimum corresponding to shrinking a compact B-cycle
without flux through it. In this case, such a compact B-cycle is absent, so the system has no
vacuum it can roll away to, and correspondingly it remains perturbatively stable.
The theory has another vacuum with the same charges, which can have lower energy. This
vacuum is not a purely closed string vacuum, but it involves branes. Consider, for example,
the case with M1 = M3 = M. In this case, the brane/antibrane system should be exactly
stable for large enough separation a. However, when a becomes small enough, it should be
energetically favorable to decay to a system with simply M branes on S22 , which is allowed by
charge conservation. This should be the case whenever

A S22 A S12 + A S32 ,
19 From the solution, one can read off, e.g., g 2 = (2|M | + |M |) log( N1 ).
1
3
0
1
20 Since Im( ) is a symmetric real matrix of rank two, a necessary condition for the eigenvalues to be positive is that the
diagonal entries are positive. The equation we are writing corresponds to the positivity of the diagonal entries of Im( )
evaluated at the critical point. For weak gauge coupling, this is also the sufficient condition.
322
where the areas on the right-hand side refer to those of the minimal S 2 s at the critical points of
W1 (t) = z1 (t) z2 (t) and W3 (t) = z1 (t) z3 (t),

A S12 = |r1 |,
A S32 = |r1 | + |r2 |.
In the class of S22 , there is no holomorphic 2-cycle, as W2 (t) = z2 (t) z3 (t) = ma never
vanishes, so

A S22 = |r2 |2 + |ma|2 .
(6.6)
Clearly, when a is sufficiently small, the configuration with M branes on S22 should correspond
to the ground state of the system. If instead M1,3 are generic, we end up with a vacuum with intersecting branes, studied recently in [21]. Here one has additional massless matter coming from
open strings at intersection of the branes, and correspondingly there is no gaugino condensation
and no closed string dual. As a result, the methods based on holography we use here have nothing
to say about this vacuum.
6.1. A stable non-supersymmetric vacuum
Consider now the flop of the simple A2 singularity of the previous subsection, where z1 and
z2 get exchanged,
z 1 (t) = mt,
z 2 (t) = 0,
z 3 (t) = m(t a),
and where
S12 S12 = S12 .
We now wrap M 1 < 0 antibranes on S12 and M 2 > 0 branes on S22 . In this case, one would expect
the system to have a stable, non-supersymmetric vacuum for any separation between the branes.
This is the case because the system has nowhere to which it can decay. Suppose we wrap one
antibrane on S12 and one brane on S22 . If a cycle C exists such that
C = S12 + S22
(6.7)
then the brane/antibrane system can decay to a brane on C. In the present case, such a C does not
exist. The reason for that is the following. On the one hand, all the curves in this geometry come
from the ALE space fibration, and moreover all the S 2 s in the ALE space have self intersection
number 2. On the other hand, because the intersection number of S12 and S22 is +1, Eq. (6.7)
would imply that the self intersection of C is 6. So, the requisite C cannot exist. The vacuum
is, in fact, both perturbatively and non-perturbatively stable; we will see that the holographic
dual theory has no perturbative instabilities for any separation between the branes. Because the
zs have been exchanged and the geometry is now different; we get a new prepotential F 0 and
effective superpotential
i Si + M i Si F 0 (S),
Weff =
(6.8)
i=1,2
where

a
1 2
S1
3
S2
3
= 1 S12 log
log
+
S
log
.
2iF0 (S)
S
1 2
2
2
2 2
2
0
(m)20
m20
323
Alternatively, we should be able to work with the old geometry and prepotential (6.2), but adjust
the charges and the couplings consistently with the flop. The charges and the couplings of the
two configurations are related by
M 1 = M1 ,
M 2 = M3 ,
(6.9)
where M1,3 are now both positive, and

g 12 = g12 ,
g 22 = g32 ,
where g12 is now negative. The effective superpotential is

Weff =
i Si + Mi Si F0 (S),
(6.10)
(6.11)
i=1,3
in terms of the old prepotential (6.2). Indeed, the two are related by F0 (S1 , S3 ) = F 0 (S1 , S2 ) and
a simple change of variables
S1 = S1 ,
S2 = S3 ,
leaves the superpotential invariant. The critical points of the potential associated to (6.11) with
these charges are
|M 2 |
S |M1 | = 2 m |M 1 | a
exp(2i1 ),
1
0
0

2 |M 2 | a |M1 |
|M 2 |
exp(2i2 )
S2 = 0 m
0
with effective potential at the critical point

a
|M 1 | |M 2 |
1
V = 2 + 2
|M1 ||M2 | log .
2
0
g 1
g 2
The masses of the bosons in this vacuum are again given by (6.3), (6.5) with the obvious substitution of variables. Just as in the previous subsection, the masses are positive in any of these
vacua. Moreover, because there are no two-loop corrections to the prepotential, as we have seen
in Section 3, the vacuum is stable as long as the metric remains positive definite. In the previous
section, we expected an instability for small enough a, and found that the perturbatively stable
non-supersymmetric solution escapes to the boundary of the moduli space (defined as the region
where Im is positive definite) when this becomes the case. In this case, we do not expect any
instability for any a, as there is nothing for the vacuum to decay to. Indeed, we find that Im is
now positive definite for any a = 0.
The vacuum is stable perturbatively and non-perturbativelythere simply are no lower energy
states with the same charges available to which this can decay. So, this gives an example of
an exactly stable, non-supersymmetric vacuum in string theory, albeit without four-dimensional
gravity.21 Moreover, since in this case there are no tachyons in the brane/antibrane system, this
should have a consistent limit where we decouple gravity and stringy modes, and are left with
a pure, non-supersymmetric, confining gauge theory, with a large N dual description. This is
currently under investigation [46].
21 This fact has been noted in [28].
324
Acknowledgements
We thank J. Heckman, K. Intriligator, S. Kachru, M. Mulligan, Y. Nomura, J. Seo, and especially C. Vafa for useful discussions. We also thank the Stony Brook physics department and the
fifth Simons Workshop in Mathematics and Physics for their hospitality during the late stages of
this work. The research of M.A., C.B., and B.F. is supported in part by the UC Berkeley Center
for Theoretical Physics. The research of M.A. is also supported by a DOI OJI Award, the Alfred
P. Sloan Fellowship, and the NSF grant PHY-0457317.
Appendix A. Matrix model computation
Using large N duality in the B model topological string [33], the prepotential F0 of the
CalabiYau manifolds studied in this paper can be computed using a matrix model describing
branes on the geometry before the transition. The same matrix model [31] captures the dynamics
of the glueball fields S in the N = 1 supersymmetric gauge theory in spacetime, dual to the
CalabiYau with fluxes in the physical superstring theory. In this appendix, we use these matrix
model/gauge theory techniques to compute the prepotential for CalabiYau manifolds which are
A2 fibrations with quadratic superpotentials, as studied in Sections 3 and 6. To our knowledge,
this computation has not previously been carried out.
The matrix model is a U (N1 ) U (N2 ) quiver with Hermitian matrices 1 and 2 which
transform in the adjoint of the respective gauge groups, and bifundamentals Q and Q which
correspond to the bifundamental hypermultiplets coming from 12 and 21 strings. The relevant
matrix integral is then given by

1
exp 1 Tr W(1 , 2 , Q, Q)
d1 d2 dQ d Q
Z=
vol(U (N1 ) U (N2 ))
gs
where W is the superpotential of the corresponding N = 1 quiver gauge theory, given by
1 Q) Tr(Q2 Q)
W = Tr W1 (1 ) + Tr W2 (2 ) + Tr(Q
(A.1)
with
m1
Tr(1 a1 idN1 )2 ,
2
m2
Tr(2 a2 idN2 )2 .
Tr W2 (2 ) =
2
The saddle points of the integral correspond to breaking the gauge group as
Tr W1 (1 ) =
U (N1 ) U (N2 ) U (M1 ) U (M2 ) U (M3 )

where
N 1 = M 1 + M3 ,
N 2 = M 2 + M3 ,
by taking as expectation values of the adjoints and bifundamentals to be

0
0
a1 idM1
a2 idM2
1, =
,
2, =
0
a3 idM3
0
a3 idM3
where a3 = (m1 a1 + m2 a2 )/(m1 + m2 ), and

0
0
0
0
(QQ) =
,
(QQ) =
,
0 W1 (a3 ) idM3
0 W2 (a3 ) idM3
(A.2)
325
where W1 (a3 ) = m1 (a1 a3 ) = W2 (a3 ).

Now let us consider the Feynman graph expansion about this vacuum. The end result is a
very simple path integral. However, to get there, we need to properly implement the gauge fixing
(A.2), and this is somewhat laborious. It is best done in two steps. First, consider fixing the gauge
that simply reduces U (N1,2 ) to U (M1,2 ) U (M3 ). This follows [35] directly. Let
1
1
11 13
.
1 =
1
1
31
33
To set the M1 M3 block in 1 to zero
1
=0
F1 = 13
we insert the identity into the path integral in the form

F1
id = d (F1 ) Det
,
where the integral is over those gauge transformations not in U (M1 ) U (M3 ). The determinant
can be expressed in terms of two pairs of ghosts, B13 , B31 and C31 , C13 , which are anticommuting
bosons, as

1
F1
1
1
Tr B13 33 C31 C31 11 B13
= dB13 dC31 dB31 dC13 exp
Det
gs

1
1
1
exp
Tr B31 11 C13 C13 33 B31 .
gs
By an identical argument, we can gauge fix the second gauge group factor
U (N2 ) U (M1 ) U (M3 )
to set the M2 M3 block of 2 to zero. We do this by again inserting the identity into the path
integral, but now with the determinant replaced by

1
F2
2
2
Tr B23 33
C32 C32 22
B23
= dB23 dC32 dB32 dC23 exp
Det
gs

1
2
2
exp
Tr B32 22
C23 C23 33
B32 .
gs
Finally, since the vacuum will break the two copies of U (M3 ) to a single copy, we need to
gauge fix that as well. To do this, will fix a gauge
F3 = Q33 q id = 0
where Q33 refers to the 33 block of Q, and integrate over q. This is invariant under the diagonal
U (M3 ) only. To implement this, insert the identity in the path integral, written as

dq
2
id = d33
(Q33 q id)q M3 .
q
The above is the identity since

F3
2
= q M3 ,
Det
33
326
and we have taken the q-integral to be around q = 0. Inserting this, we can integrate out Q33 ,
33 . The Q33 integral sets it to equal q. The Q
33 integral is a delta function setting
and Q
1
2
33
= 33
,
(A.3)
1 2 )). Integrating over

but there is a left over factor of q M3 from the Jacobian of (q(33
33
q gives simply 1.
31 in the bifundamental repreThe remaining fields include a pair of regular bosons Q13 , Q
sentation of U (M1 ) U (M3 ) and a pair of ghosts C13 , B31 , with exactly the same interactions.
Consequently, we can integrate them out exactly and their contribution is simply 1. This also
23 and B23 , C32 , which also cancel out. We are left with the spectrum prehappens for Q32 , Q
sented in Section 3 which very naturally describes branes with open strings stretching between
them.
2
A.1. A special case

In the special case when m2 = m1 = m, the matrix integral is one-loop exact. To begin with,
the effective superpotential is given by (A.1) with
m
Tr(2 a idN2 N2 )2 .
2
vanish, and
The theory now has only one vacuum, where 1 and Q, Q
Tr W1 (1 ) =
m
Tr(1 )2 ,
2
Tr W2 (2 ) =
2 = a idN2 N2 .
Expanding about this vacuum, the superpotential can be re-written as
m
m
+ Tr(Q
1 Q Q2 Q).
Tr 12 + Tr 22 a Tr QQ
2
2
If we now redefine
Weff =
1
1
QQ,
2 = 2 + QQ,
m
m
the superpotential becomes quadratic in all variables, and the planar free energy is given by the
exact expression:

S2
S22
3
3
a
S1
S2
F0 = 1 log
.
+
log
S1 S2 log
2
2
2
2
0
m0 2
(m)0 2
1 = 1 +
There are higher genus corrections to this result, but they all come from the volume of the U (N )
gauge groups, and receive no perturbative corrections.
Appendix B. Geometrical calculation of the prepotential
One can derive the same prepotential by direct integration. We only sketch the computation
here. The equation for the geometry (3.2) can be rewritten

x 2 + y 2 + z z m1 (t a1 ) z + m2 (t a2 )

= s1 m1 z + m2 (t a2 ) s2 m2 z m1 (t a1 ) s3 m3 z.
(B.1)
327
Here si are deformation parameters. This is a convenient rewriting of (3.2) because we will find
that the periods of the compact cycles are given by Si = si + O(S 2 ). As mentioned in the main
text, the holomorphic three-form of the CalabiYau descends to a one-form defined on the
Riemann surface obtained by setting x = y = 0 in (B.1). The equation for the Riemann surface
is thus
m1 s1
m2 s2
1 =
+
z(z m1 (t a1 )) z(z + m2 (t a2 ))
m3 s3
.
+
(B.2)
(z m1 (t a1 ))(z + m2 (t a2 ))
The one-form can be taken to be = z dt t dz. The one-form is only defined up to a total derivative; a total derivative changes only the periods of the non-compact cycles, and our choice avoids
quadratic divergences in the non-compact periods. These divergences would not contribute to
physical quantities in any case. The equation for the Riemann surface is a cubic equation for
z(t), so the Riemann surface has three sheets, which are glued together along branch cuts. The
compact periods are given by integrals around the cuts, while the non-compact periods are given
by integrals from the cuts out to a cutoff, which we take to be t = 0 .
It is convenient to make the change of variables
u=
t + a1 + z/m1
,
a21
v = z
m3
a21 m1 m2
(B.3)
where a21 = a2 a1 . In the new variables, the equation for the Riemann surface takes the simple
form
1=
s1 1
1
1
s2
s3
+
3 uv 3 v(u + v + 1) 3 u(u + v + 1)
(B.4)
with 3 = (a2 a1 )2 m1 m2 /m3 as in the main text. The change of variables is symplectic up to
an overall factor, so in the new variables the one-form becomes
= 3 (u dv v du).
(B.5)
The change of variables makes it clear that we can think of the problem as having one dimensionful scale , and three dimensionless quantities, si /3 , which we will take to be small. There
are many other dimensionless quantities in the problem, such as mi /mj , but they do not appear
in the rescaled equations so they will not appear in the periods, with one small caveat. While the
equation for the Riemann surface and the one-form only depend on and si /3 , the cutoff is
defined in terms of the original variables, t = 0 , so the cutoff dependent contributions to the
periods can depend on the other parameters.
We sketch how to compute one compact period and one non-compact period. Though it
is not manifest in our equations, the problem has a complete permutation symmetry among
(s1 , s2 , s3 ), so this is actually sufficient. One compact cycle (call it S1 ) is related to the region
in the geometry where u and v are small, so that to a first approximation
s1 1
.
3 uv
We expand (B.4) for small u, v to get
1
uv =
s2
s3
s1
3 u(1 u v) + 3 v(1 u v) + .
3
(B.6)
(B.7)
328
This will be sufficient for the order to which we are working, and the equation is quadratic. We
could solve for u(v) or v(u) in this regime; we would find a branch cut and integrate the one-form
around it. Equivalently, we can do a two-dimensional integral

3
S1 =
(B.8)
du dv
over the region bounded by the Riemann surface (this is Stokes Theorem). One can derive a
general formula for the integral over a region bounded by a quadratic equation by changing
coordinates so that it is the integral over the interior of a circle. In this case, the result is
3
1
s
S1 = s1 + 3 (s1 s2 s1 s3 s2 s3 ) + O
(B.9)
.
6
The permutation symmetry of the problem then determines the other compact periods.
Now we compute the integral over the cycle dual to S1 . The contour should satisfy uv s1 /3
and go to infinity. Also, the contour must intersect the compact 1-cycle in a point. A contour
which satisfies these criteria is to take u, v to be real and positive (this choice works as long as
the si are real and positive, but the result will be general). We will need two different perturbative
expansions to do this integral: one for small u and the other for small
v. Since we have uv
s1 /3 , we will need a small u expansion which is valid up to u s1 /3 , and similarly for
the small v expansion.
To expand for small v, we first multiply (B.4) through by v to get
v=
s1 1
1
v
s2
s3
+
.
3 u 3 1 + u + v 3 u(1 + u + v)
We now solve perturbatively for v(u), using the fact that throughout the regime of interest v
1 + u. The largest that v/(1 + u) gets in this regime is

s1
v
.
<
1+u
3
To zeroth order in v/(1 + u),
v (0) =
s1 1
s2 1
.
3 u 3 1 + u
(B.10)
To first order,
v (1) =
1
s1 1
s3 v (0)
s2
+
,
3 u 3 1 + u + v (0) 3 u(1 + u)
which upon expanding becomes

s1 1
s2
v (0)
1
s3 v (0)
.
v (1) = 3 3
+ 3
2
u 1 + u (1 + u)
u(1 + u)
(B.11)
We need keep one more order in the perturbative expansion in order to get the prepotential to the
desired order:
v (2) =
1
v (1)
s1 1
s3
s2
+
3 u 3 1 + u + v (1) 3 u(1 + u + v (0) )
which upon expanding becomes

s1 1
(v (0) )2
s2
v (1)
1
+
v (2) = 3 3
u 1 + u (1 + u)2 (1 + u)3

s3
(v (0) )2
v (1)
+ 3
.
u(1 + u) (1 + u)2
329
(B.12)
Note that using (B.10), (B.11), this is an explicit equation for v(u). We could similarly expand to
find u(v) in the regime of small u, but actually we can save ourselves the computation by noting
that the equation for the Riemann surface is invariant under u v, s2 s3 . We are now in a
position to perform the integral of the one-form over the contour. We use the approximation
(B.12) for the part of the integral where v is small, and the corresponding formula for u(v) for
the part of the integral where u is small. We can choose to go over from one
approximation to
another at a point umin = vmin . Such a point will be approximately umin = s1 /3 , but we need
a more precise formula.
By setting u = v in the equation for the Riemann surface, and perturbing

around umin = s1 /3 , we find

s1
s2 s3 s1
(s2 s3 )2 2s1 (s2 s3 )
2
+
+
+ .
umin = 3
3
3
26
6
We spare the reader the details of the integration. The result is cutoff dependent, and we assume
that the cutoff is sufficiently large so that we can drop contributions which depend inversely on
the cutoff. After doing the integral, we rewrite the result in terms of the compact periods Si using
(B.9). The result is:

S1
S1 F0 = (S1 S2 ) log umax + (S1 + S3 ) log vmax S1 log 3 S1

3
1 1 2 1 2
S
3
S + S + S1 S2 S1 S3 3S2 S3 + O
.
2 2 2 3
6
Here umax and vmax are cutoffs at large u, v. Since our cutoff is t = 0 , we can solve for
umax , vmax . When u is large, v is small, since uv S1 /3 . Looking back at the change of variables (B.3), we find
umax =
0
,
a21
vmax =
0 m3
0
=
.
a21 m2 a31
Again, the other non-compact periods are determined by symmetry. It is now a simple matter to
find F0 :
20
20
20
1
1
1
+ S22 log
+ S32 log
2iF0 = S12 log
2
a21 a31 2
a21 a23 2
a31 a23
0
0
0
S1 S2 log
+ S1 S3 log
+ S2 S3 log
a21
a31
a23

1 2
3
3
3
1 2
1 2
S1
S2
S3
S1 log 3
S2 log 3
S3 log 3
2
2
2
2
2
2
4

1
S
2
2
2
2
2
2
S
+
O
S
+
S
S
+
S
S
S
S
+
S
S
S
S
6S
S
S
.
1 2
1 3
2 3
1 2 3
1 2
1 3
2 3
23
6
330
This result agrees with the matrix model computation of Appendix A. Recall that we dropped
terms which depend inversely on the cutoff. More precisely, we dropped contributions to the
non-compact period of the form Si |a12 |/0 . This is necessary in order to match the result of the
matrix model computation. In particular, in order to justify keeping the corrections we do keep,
we require
Si
|a12 |

.
0
3
(B.13)
Appendix C. The Hessian at two loops

The equations required to analyze stability simplify if we introduce the notation
ua iGab b .
Since we are taking the i to be pure imaginary, ua will be real and positive. Furthermore, since
we are taking ab to be pure imaginary, we can replace it with the metric, ab = iGab . Then the
equation of motion (3.6) takes the simple form

1
(C.1)
iFkab ua ub M a M b = 0.
2
At one-loop, the third derivative of the prepotential is nonzero only if all of the derivatives are
with respect to the same variable, so at one-loop the solutions are ua = M a . As discussed
earlier, the physically relevant solutions are

ua = M a .
(C.2)
This is just a rewriting of the one-loop solutions (3.8) in terms of the new notation.
At two loops, we can find the solution by perturbing around the one-loop result. Let ua =
|M a | + a . We find that
k =
a b

1
M M + M a M b .
F
kab
2|M k |Fkkk
(C.3)
Having solved the equations of motion at two loops, we proceed to the Hessian, providing less
detail. Assuming the same reality conditions, the matrices of second derivatives are given by

1
(C.4)
iFabkl + iFcak iFdbl Gcd ua ub M a M b ,
2

1
k lV = k l V = iFcak iFdbl Gcd ua ub + M a M b .
(C.5)
2
The relations between the different mixed partial derivatives arise because we are perturbing
about a real solution.
At two loops, taking four derivatives of the prepotential gives zero unless all of the derivatives
are with respect to the same variable, so the first term in (C.4) can be simplified as

iFabkl ua ub M a M b = kl iFkkkk uk uk M k M k = 2kl iFkkkk M k k .
(C.6)
k l V = k lV =
Though it is not obvious at this stage, the other terms on the right-hand side can be approximated
by their one-loop value in the regime of interest. This is very useful because, as mentioned
previously, at one-loop the third derivatives of the prepotential vanish unless all indices are the
331
same. With these simplifications, the nonzero second derivatives become

(a + a )(b + b )V

=
2iFaaa iFccc Gac M a M c cb + Gcb
c
(a a )(b + b )V

ac a c
=
2iFaaa iFccc G M M cb Gcb
c

iFbbbb b
,
iFbbb iFccc |M c |
(C.7)

iFbbbb b
.
iFbbb iFccc |M c |
(C.8)
In these equations, no indices are implicitly summed over.

In order to analyze the loss of perturbative stability, we compute the determinant of the
Hessian. Since the eigenvalues remain real, in order to go from a stable solution to an unstable one, an eigenvalue should pass through zero. We therefore analyze where the determinant is
equal to zero. Up to possible constant factors, the determinant is given by

2 |M c | 4
Fbbbb b
Det Gab
Det cb + Gcb
iFccc
iFbbb Fccc |M c |
c

Fbbbb b
Det cb Gcb
iFbbb Fccc |M c |
(C.9)
and so in order to vanish, one of the last two determinants must go to zero.
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Inflationary de Sitter solutions from superstrings

Costas Kounnas a , Herv Partouche b,
a Laboratoire de Physique Thorique, Ecole Normale Suprieure, 1 24 rue Lhomond, F-75231 Paris cedex 05, France
b Centre de Physique Thorique, Ecole Polytechnique, 2 F-91128 Palaiseau, France
Received 26 August 2007; accepted 21 November 2007

Abstract
In the framework of superstring compactifications with N = 1 supersymmetry spontaneously broken
(by either geometrical fluxes, branes or else), we show the existence of new inflationary solutions. The
time-trajectory of the scale factor of the metric a, the supersymmetry breaking scale m m() and the
temperature T are such that am and aT remain constant. These solutions request the presence of special
moduli-fields: (i) The universal no-scale-modulus , which appears in all N = 1 effective supergravity
theories and defines the supersymmetry breaking scale m(). (ii) The modulus s , which appears in a very
large class of string compactifications and has a -dependent kinetic term. During the time evolution, a 4 s
remains constant as well (s being the energy density induced by the motion of s ). The cosmological
term (am), the curvature term k(am, aT ) and the radiation term cR = a 4 are dynamically generated
in a controllable way by radiative and temperature corrections; they are effectively constant during the
time evolution. Depending on , k and cR , either a first or second order phase transition can occur in the
cosmological scenario. In the first case, an instantonic Euclidean solution exists and connects via tunneling
the inflationary evolution to another cosmological branch. The latter starts with a big bang and, in the case
the transition does not occur, ends with a big crunch. In the second case, the big bang and the inflationary
phase are smoothly connected.
Research partially supported by the EU (under the contracts MRTN-CT-2004-005104, MRTN-CT-2004-512194,

MRTN-CT-2004-503369, MEXT-CT-2003-509661), INTAS grant 03-51-6346, CNRS PICS 2530, 3059 and 3747, and
ANR (CNRS-USAR) contract 05-BLAN-0079-01.
E-mail addresses: costas.kounnas@lpt.ens.fr (C. Kounnas), herve.partouche@cpht.polytechnique.fr (H. Partouche).
1 Unit mixte du CNRS et de lEcole Normale Suprieure associe lUniversit Pierre et Marie Curie (Paris 6), UMR
8549.
2 Unit mixte du CNRS et de lEcole Polytechnique, UMR 7644.
doi:10.1016/j.nuclphysb.2007.11.020
C. Kounnas, H. Partouche / Nuclear Physics B 795 (2008) 334360
335
1. Introduction
In the framework of superstring and M-theory compactifications, there are always moduli
fields coupled in a very special way to the gravitational and matter sector of the effective N = 1
four-dimensional supergravity. The gravitational and the scalar field part of the effective Lagrangian have the generic form

1
L = det g R g Ki j i j V (i , ) ,
(1.1)
2
where Ki j is the metric of the scalar manifold and V is the scalar potential of the N = 1 super1
gravity. (We will always work in gravitational mass units, with M = 8G
= 2.4 1018 GeV.)
N
What will be crucial in this work is the non-triviality of the scalar kinetic terms Ki j in the N = 1
effective supergravity theories that will provide us, in some special cases, accelerating cosmological solutions once the radiative and temperature corrections are taken into account.
Superstring vacua with spontaneously broken supersymmetry [1] that are consistent at the
classical level with a flat spacetime define a very large class of no-scale supergravity models [2]. Those with N = 1 spontaneous breaking deserve more attention. Some of them are
candidates for describing (at low energy) the physics of the standard model and extend it up to
O(1) TeV energy scale. This class of models contains an enormous number of consistent string
vacua that can be constructed either via freely acting orbifolds [1,3] or geometrical fluxes [4]
in heterotic string and type IIA, B orientifolds, or with non-geometrical fluxes [5] (e.g. RR-fluxes
or else).
Despite the plethora of this type of vacua, an interesting class of them are those which are
described by an effective N = 1 no-scale supergravity theory. Namely the vacua in which the
supersymmetry is spontaneously broken with a vanishing classical potential with undetermined
gravitino mass due to at least one flat field direction, the no-scale modulus . At the quantum
level a non-trivial effective potential is radiatively generated which may or may not stabilize the
no-scale modulus [2].
What we will explore in this work are the universal scaling properties of the thermal effective potential at finite temperature that emerges at the quantum level of the theory. As we
will show in Section 4, the quantum and thermal corrections are under control (thanks to supersymmetry and to the classical structure of the no-scale models), showing interesting scaling
properties.
In Section 2, we set up our notations and conventions in the effective N = 1 no-scale supergravities of the type IIB orientifolds with D3 -branes and non-trivial NSNS and RR three
form fluxes H 3 and F 3 . We identify the no-scale modulus , namely the scalar superpartner
of the Goldstino which has the property to couple to the trace of the energy momentum tensor of
a subsector of the theory [6]. More importantly, it defines the field-dependence of the gravitino
mass [2]
m() = e .
(1.2)
Other extra moduli that we will consider here are those with -dependent kinetic terms. These
moduli appear naturally in all string compactifications [7]. We are in particular interested in
scalars (s ) which are leaving on D3 -branes and whose kinetic terms scale as the inverse volume
of the no-scale moduli space.
In Section 3, we display the relevant gravitational, fields and thermal equations of motion
in the context of a FriedmanRobertsonWalker (FRW) spacetime. We actually generalize the
336
mini-superspace (MSS) action by including fields with non-trivial kinetic terms and a generic,
scale factor dependent, thermal effective potential.
In our analysis we restrict ourselves to the large moduli limit, neglecting non-perturbative
terms and world-sheet instanton corrections O(eS ), O(eTa ). On the other hand we keep the
perturbative quantum and thermal corrections.
Although this study looks hopeless and out of any systematic control even at the perturbative level, it turns out to be manageable thanks to the initial no-scale structure appearing at the
classical level (see Section 4).
In Section 5, we show the existence of a critical solution to the equations of motion that follows from the scaling properties derived in Section 4. We have to stress here that we extremize the
effective action by solving the gravitational and moduli equations of motion and do not consider
the stationary solutions emerging from a minimization of the effective potential only. We find in
particular that a universal solution exists where all scales evolve in time in a similar way, so that
their ratios remain constant: m(t)/T (t) = const, a(t)m(t) = const. Along this trajectory, effective time-independent cosmological term , curvature term k and radiation term are generated
in the MSS action, characterizing the cosmological evolution.
Obviously, the validity of the cosmological solutions based on (supergravity) effective field
theories is limited. For instance, in the framework of more fundamental theories such as string
theory, there are high temperature instabilities occurring at T TH , where TH is the Hagedorn
temperature of order the mass of the first string excited state. To bypass these limitations, one
needs to go beyond the effective field theory approach and consider the full string theory (or
brane, M-theory, . . .) description. Thus, the effective solutions presented in this work are not
valid anymore and must be corrected for temperatures above TH . Moreover, Hagedorn-like instabilities can also appear in general in other corners of the moduli space of the fundamental
theory, when spacetime supersymmetry is spontaneously broken.
Regarding the temperature scale as the inverse radius of the compact Euclidean time, one
could conclude that all the internal radii of a higher dimensional fundamental theory have to be
above the Hagedorn radius. This would mean that the early time cosmology should be dictated
by a 10-dimensional picture rather than a 4-dimensional one where the internal radii are of order
the string scale. There is however a loophole in this statement. Indeed, no tachyonic instability is
showing up in the whole space of the moduli which are not involved in the spontaneous breaking
of supersymmetry, as recently shown in explicit examples [8]. This leeds us to the conjecture that
the only Hagedorn-like restrictions on the moduli space depend on the supersymmetry breaking.
In our cosmological solutions, not only the temperature T scale is varying, but also the supersymmetry breaking scale m, which turns to be a moduli-dependent quantity. Based on the above
statements, we expect that in a more accurate stringy description of our analysis, there should
be restrictions on the temperature as well as the supersymmetry breaking scale. This has been
recently explicitly shown in the stringy examples considered in [8].
In Section 6, our cosmological solutions are generalized by including moduli with other scaling properties of their kinetic terms.
Finally, Section 7 is devoted to our conclusions and perspective for future work.
2. N = 1 no-scale Sugra from type IIB orientifolds
In the presence of branes and fluxes, several moduli can be stabilized. For instance, in generalized CalabiYau compactifications, either the h1,1 Khler structure moduli or the h2,1
complex structure moduli can be stabilized according to the brane and flux configuration in
337
type IIA or type IIB orientifolds [46,9]. The (partial) stabilization of the moduli can lead us at
the classical level to AdS like solutions, domain wall solutions or flat no-scale like solutions.
Here we will concentrate our attention on the flat no-scale like solutions.
In order to be more explicit, let us consider as an example the type IIB orientifolds with D3 branes and non-trivial NSNS and RR three form fluxes H 3 and F 3 . This particular configuration
induces a well known superpotential W (S, Ua ) that can stabilize all complex structure moduli
Ua and the coupling constant modulus S [4,5]. The remaining h1,1 moduli Ta still remain flat
directions at the classical level, e.g. neglecting world-sheet instanton corrections O(eTa ) and
the perturbative and non-perturbative quantum corrections [5].
It is also well known by now that in the large Ta limit the Khler potential is given by the
intersection numbers dabc of the special geometry of the CalabiYau manifold and orbifold compactifications [10,11]:
K = log dabc (Ta + Ta )(Tb + Tb )(Tc + Tc ).
(2.1)
Thus, after the S and Ua moduli stabilization, the superpotential W is effectively constant and
implies a vanishing potential in all Ta directions. The gravitino mass term is however non-trivial
[1,2,4,5,11],
m2 = |W |2 eK .
(2.2)
This classical property of no-scale models emerges from the cubic form of K in the moduli
Ta and is generic in all type IIB orientifold compactifications with D3 -branes and three form H 3
and F 3 fluxes [4,5]. Keeping for simplicity the direction Ta = a T (for some constants a ) and
freezing all other directions, the Khler potential is taking the well known SU(1, 1) structure [2],
K = 3 log(T + T ).
(2.3)
This gives rise to the kinetic term and gravitino mass term,
g 3
T T
(T + T )2
and
m2 = ceK =
c
,
(T + T )3
(2.4)
where c is a constant. Freezing Im T and defining the field by

e2 = m2 =
c
,
(T + T )3
(2.5)
one finds a kinetic term

g 3
T T
2
=
g
.
3
(T + T )2
(2.6)
The choice 2 = 3/2 normalizes canonically the kinetic term of the modulus .
The other extra moduli that we will consider are those with -dependent kinetic terms. We
are in particular interested to the scalars whose kinetic terms scale as the inverse volume of the
T -moduli. For one of them, s , one has
Ks
2 2
2 c s s
g s s =
.
e
g
3
3
(T + T )3
(2.7)
Moduli with this scaling property appear in a very large class of string compactifications. Some
examples are:
338
(i) All moduli fields leaving in the parallel space of D3 -branes [4,5].
(ii) All moduli coming from the twisted sectors of Z3 -orbifold compactifications in heterotic string [7], after non-perturbative stabilization of S by gaugino condensation and fluxcorrections [12].
Our analysis will also consider other moduli fields with different scaling properties, namely
those with kinetic terms of the form:
1
Kw e(6w) g w w ,
2
with weight w = 0, 2 and 6.
(2.8)
3. Gravitational, moduli and thermal equations

In a fundamental theory, the number of degrees of freedom is important (and actually infinite
in the context of string or M-theory). However, in an effective field theory, an ultraviolet cut-off
set by the underlying theory determines the number of states to be considered. We focus on cases
where these states include the scalar moduli fields and s , with non-trivial kinetic terms given
by

1
1
L = det g R g + e2 s s V (, ) + .
(3.1)
2
2
In this Lagrangian, the denote all the other degrees of freedom, while the effective potential V depends on and the renormalization scale . We are looking for gravitational solutions
based on isotropic and homogeneous FRW spacetime metrics,
ds 2 = N(t)2 dt 2 + a(t)2 d32 ,
(3.2)
where 3 is a 3-dimensional compact space with constant curvature k, such as a sphere or an

orbifold of hyperbolic space. This defines an effective one-dimensional action, the so-called
mini-super-space (MSS) action [1316].
A way to include into the MSS action the quantum fluctuations of the full metric and matter
degrees of freedom (and thus taking into account the back-reaction on the spacetime metric),
is to switch on a thermal bath at temperature T [1416]. In this way, the remaining degrees of
freedom are parameterized by a pressure P (T , mi ) and a density (T , mi ), where mi are the nonvanishing masses of the theory. Note that P and have an implicit dependence on , through
the mass m() defined in Eq. (1.2) [6]. The presence of the thermal bath modifies the effective
MSS action, including the corrections due to the quantum fluctuations of the degrees of freedom
whose masses are below the temperature scale T . The result, together with the fields and s ,
reads
2
3
|k| 2
3kN
1 2
1 2 2
3 3 a
dt a
Seff =
2

e
s
6
N a
2N
2N
a

1
N
+ NV
(3.3)
( + P ) + ( P ) ,
2N
2
where a dot denotes a time derivation. N (t) is a gauge dependent function that can be arbitrarily
chosen by a redefinition of time. We will always use the gauge N 1, unless it is explicitly
specified.
339
The variation with respect to N gives rise to the Friedman equation,

3k
1
1
+ + 2 + e2 s2 + V ,
(3.4)
2
2
2
a
where H = (a/a).
The other gravitational equation is obtained by varying the action with respect to the scale
factor a:
k
1
1
1 V
.
2H + 3H 2 = 2 P 2 e2 s2 + V + a
(3.5)
2
2
3 a
a
In the literature, the last term a(V /a) is frequently taken to be zero. However, this is not valid
due to the dependence of V on , when this scale is chosen appropriately as will be seen in
Section 3. We thus keep this term and will see that it plays a crucial role in the derivation of the
inflationary solutions under investigation.
We find useful to replace Eq. (3.5) by the linear sum of Eqs. (3.4) and (3.5), so that the kinetic
terms of and s drop out,
3H 2 =
2k 1
1 V
H + 3H 2 = 2 + ( P ) + V + a
.
2
6 a
a
The other field equations are the moduli ones,

1
V P e2 s2 = 0
+ 3H +
(3.6)
(3.7)
and
s = 0.
s + (3H + 2 )
(3.8)
The last equation (3.8) can be solved immediately,

e2
1
,
Ks e2 s2 = Cs
(3.9)
2
a6
where Cs is a positive integration constant. It is important to stress here that we insist to keep
in Eq. (3.7) both terms P / and Ks / that are however usually omitted in the literature.
The first term vanishes only under the assumption that all masses are taken to be -independent,
while the absence of the second term assumes a trivial kinetic term. However, both assumptions
are not valid in string effective supergravity theories! (see Section 3).
Finally, we display for completeness the total energy conservation of the system,

1
d
+ 2 + Ks + V + 3H + P + 2 + 2Ks = 0.
(3.10)
dt
2
Before closing this section, it is useful to derive some extra useful formulas that are associated
to the thermal system. The integrability condition of the second law of thermodynamics reaches,
for the thermal quantities and P ,
P
= + P.
T
The fact that these quantities are four-dimensional implies

+T
+T
= 4 and
mi
P = 4P .
mi
mi
T
mi
T
T
(3.11)
(3.12)
340
Then, the second Eq. (3.12) together with Eq. (3.11) implies [6]:
mi
P
= ( 3P ).
mi
(3.13)
Among the non-vanishing mi , let us denote with hat-indices the masses m that are independent, and with tild-indices the masses m that have the following -dependence:
{mi } = {m } {m } where m = c e ,
(3.14)
for some constants c . Then, utilizing Eq. (3.13), we obtain a very fundamental equation involving the modulus field [6],
P
(3.15)
= ( 3P ),
where and P are the contributions to and P associated to the states with -dependent
masses m . The above equation (3.15) clearly shows that the modulus field couples to the
(sub-)trace of the energy momentum tensor associated to the thermal system [6] ,
P of the
states with -dependent masses defined in Eq. (3.14). We return to this point in the next section.
4. Effective potential and thermal corrections

In order to find solutions to the coupled gravitational and moduli equations discussed in the
previous section, it is necessary to analyze the structure of the scalar potential V and the thermal
functions , P . More precisely, we have to specify their dependence on , T , a and s . Although
this analysis looks hopeless in a generic field theory, it is perfectly under control in the string
effective no-scale supergravity theories.
Classically the potential Vcl is zero along the moduli directions and s . At the quantum
level, it receives radiative and thermal corrections that are given in terms of the effective potential [11], V (mi , ), and in terms of the thermal function, P (T , mi ). Let us consider both types
of corrections.
4.1. Effective potential
The one loop effective potential has the usual form [11,17],
1
2co
1
0 4
Str
M
log
+
Str M2 2co
co
64 2
2
32 2

1
M2
4
+
Str M log 2 + ,
64 2
V = Vcl +
(4.1)
where Vcl is the classical part, which vanishes in the string effective no-scale supergravity case.
An ultraviolet cut-off co is introduced and stands for the renormalization scale.
()2JI (2JI + 1)mnI

Str Mn
(4.2)
I
is a sum over the nth power of the mass eigenvalues. In our notations, the index I is referring
to both massless and massive states (with eventually -dependant masses). The weights account
for the numbers of degrees of freedom and the statistics of the spin JI particles.
341
The quantum corrections to the vacuum energy with the highest degree of ultraviolet divergence is the 4co term, whose coefficient Str M0 = (nB nF ) is equal to the number of bosonic
minus fermionic degrees of freedom. This term is thus always absent in supersymmetric theories
since they possess equal numbers of bosonic and fermionic states.
The second most divergent term in Eq. (4.1) is the 2co contribution proportional to Str M2 . In
the N = 1 spontaneously broken supersymmetric theories, it is always proportional to the square
of the gravitino mass-term m()2 ,
Str M2 = c2 m()2 .
(4.3)
The coefficient c2 is a field independent number. It depends only on the geometry of the kinetic
terms of the scalar and gauge manifold, and not on the details of the superpotential [11,17]. This
property is very crucial in our considerations.
The last term has a logarithmic behavior with respect to the infrared scale and is independent
of the ultraviolet cut-off co . Following the infrared regularization method valid in string theory
(and field theory as well) adapted in Ref. [18], the scale is proportional to the curvature of the
three-dimensional space,
=
1
,
a
(4.4)
where is a numerical coefficient chosen appropriately according to the renormalization group

equation arguments. Another physically equivalent choice for is to be proportional to the temperature scale, = T . The curvature choice (4.4) looks more natural and has the advantage to
be valid even in the absence of the thermal bath.
Modulo the logarithmic term, the Str M4 can be expanded in powers of gravitino mass m(),
1
Str M4 = C4 m4 + C2 m2 + C0 .
64 2
(4.5)
Including the logarithmic terms and adding the quadratic contribution coming from the Str M2 ,
we obtain the following expression for the effective potential organized in powers of m():
V = V4 (, a) + V2 (, a) + V0 (, a),
(4.6)
where

Vn (, a) = mn () Cn + Qn log m() a ,
(4.7)
for constant coefficients Cn and Qn (n = 4, 2, 0). These contributions satisfy

Vn (, a)
= nVn + mn Qn and
Vn (, a)
= mn Qn .
a
(4.8)
The logarithmic dependence in the effective potential can be derived in the effective field theory
by considering the renormalization group equations (RGE). They involve the gauge couplings,
the Yukawa couplings and the soft-breaking terms [11,19]. These soft-breaking terms are usually
parameterized by the gaugino mass terms M1/2 , the soft scalar masses m0 , the trilinear coupling
mass term A and the analytic mass term B [11,19]. However, what will be of main importance
in this work is that all soft breaking mass terms are proportional to m() [11,17].
342
4.2. Thermal potential

For bosonic (or fermionic) fluctuating states of masses mb (or mf ) in thermal equilibrium at
temperature T , the general expressions of the energy density and pressure P are

mf
mb
=T4
IB
IF
+
,
T
T
boson b
fermion f

4
B mb
F mf
IP
IP
+
,
P =T
(4.9)
T
T
boson b
fermion f
where

IB(F )
m
T

=
dq
0
q 2 E(q, m
T)
e
E(q, m
T )
B(F )
IP
1
=
3

dq
0
q 4 /E(q, m
T)
m
eE(q, T ) 1
(4.10)
m2
T2
2
and E(q, m
.
T )= q +
There are three distinct sub-sectors of states:
F
(i) The subsector of nB
0 bosonic and n0 fermionic massless states. From Eqs. (4.9) and (4.10),
their energy density 0 and pressure P0 satisfy

4 B 7 F
n + n0 T 4 .
0 = 3P0 =
(4.11)
15 0
8
In particular, we have 0 3P0 = 0 and P0 / = 0.

(ii) The subsector of states with non-vanishing masses independent of m().
Consider the n
B
F0 fermions whose masses we denote by m0 are below T . The
0 bosons and n
energy density and pressure P associated to them satisfy

4 B 7 F
4
(T
, m0 ) = (T
(4.12)
, m0 = 0) + m20
=
+
c0 m20 T 2 ,
n
0
0 T
2
15
8
m
0
0

P
4 B 7 F
4
=
+
c0 m20 T 2 ,
n
P (T , m0 ) = P (T , m0 = 0) + m20
(4.13)
0
0 T
2
45
8
m
0
where the c0 s are non-vanishing positive constants. In particular, one has P / = 0.

For the masses m above T , the contributions of the particular degrees of freedom are
exponentially suppressed and decouple from the thermal system. We are not including their contribution.
(iii) The subsector with non-vanishing masses proportional to m(). Its energy density and
pressure P satisfy
P
= ( 3P ),
(4.14)
as was shown at the end of Section 2. This identity is also valid for the massless system we
consider in case (i).
According to the scaling behaviors with respect to T and m(), we can separate
= 4 + 2 ,
P = P4 + P2 ,
(4.15)
where

+T
(n , Pn ) = n(n , Pn ).
m()
m()
T
343
(4.16)
4 and P4 are the sums of the contributions of the massless states (case (i)), the T 4 parts of
and P (case (ii)), and and P (case (iii)),

4

m
7 F

B
f
F
B mb
F
+
+
+
n
I
I
n0 + n B
n
+
,
4 = T 4
0
0
15
8 0
T
T
boson b

P4 = T 4

4

B
0
nB
0 +n
45

mb
7
+ nF0 + n F0
+
IPB
+
8
T
boson b
fermion f
fermion f
(4.17)
m
f
IPF
,
T
(4.18)
while 2 and P2 arise from the

parts of and P (case (ii)):
c0 m20 T 2 M 2 T 2 .
2 = P2 =
T2
(4.19)
5. Critical solution
The fundamental ingredients in our analysis are the scaling properties of the total effective
potential at finite temperature,
Vtotal = V P .
(5.1)
Independently of the complication appearing in the radiative and temperature corrected effective
potential, the scaling violating terms are under control. Their structure suggests to search for
a solution where all the scales of the system, m(), T and = (1/ a), remain proportional
during their evolution in time,
e m() =
H =
a
and m() = T .
(5.2)
Our aim is thus to determine the constants and in terms of Cs in Eq. (3.9), , and the
computable quantities Cn , Qn (n = 4, 2, 0) in string theory, such that the equations of motion
for , s and the gravity are satisfied. On the trajectory (5.2), the contributions Vn (n = 4, 2, 0)
defined in Eq. (4.7) satisfy

Vn = mn Cn where Cn = Cn + Qn log ,
(5.3)
and
Vn
= mn (nCn + Qn ),
Vn
= mn Qn .
a
(5.4)
Also, the contributions of and 1/a 6 in Ks in Eq. (3.9) conspire to give a global 1/a 4 dependence,
Ks = Cs
2
.
a4
(5.5)
344
Finally, the sums over the full towers of states with -dependent masses behave in 4 /T 4 and
P4 /T 4 as pure constants (see Eqs. (4.17) and (4.18)),
4 = r4 T 4 where

c

7 F

c
4 B
f
F
+
+
+
n
IB b +
IF
n0 + n B
n
,
r4 =
0
0
0
15
8
P4 = p4 T 4 where

c

7 F

c
4 B
f
B
F
p4 =
+
IPB b +
IPF
n0 + n 0 + n0 + n 0
.
45
8
(5.6)
(5.7)
As a consequence, using Eqs. (4.8) and (4.14), the -equation (3.7) becomes,

H + 3H 2 = 2 (4C4 + Q4 )m4 + (2C2 + Q2 )m2 + Q0

+ (r4 3p4 ) 4 m4 2Cs 6 m4 .
(5.8)
On the other hand, using Eq. (4.8), the gravity equation (3.6) takes the form

1
H + 3H 2 = 2k 2 m2 + (r4 p4 ) 4 m4 + C4 m4 + C2 m2 + C0
2

1
4
+ Q4 m + Q2 m2 + Q0 .
(5.9)
6
The compatibility of the -equation and the gravity equation along the critical trajectory implies
an identification of the coefficients of the monomials in m. The constant terms determine C0 in
term of Q0
C0 =
6 2 1
Q0 ,
6
(5.10)
which amounts to fixing ,

C0
= e Q0
6 61
The quadratic terms determine the parameter k:

1 2 2 1 6 2 1
k = 2
C2 +
Q2 .
2
12
Finally, the quartic terms relate to the integration constant Cs appearing in Ks ,

1 4 2 1 6 2 1
2 2 1 4 6 2 1
4
Cs = 6
C
+
Q
+
r
.
4
4
4
4
2 2
12 2
4 2
4 2
(5.11)
(5.12)
(5.13)
At this point, our choice of ansatz (5.2) and constants , allows to reduce the differential
system for s , and the gravity to the last equation. We thus concentrate on the Friedman
equation (3.4) in the background of the critical trajectory 2 = (H 2 / 2 ),
2

6 1
3k
1
(5.14)
3H 2 = 2 + + e2 s2 + V .
2
6 2
a
345
The dilatation factor in front of 3H 2 can be absorbed in the definition of , k and CR , once we
take into account Eqs. (5.10), (5.12) and (5.13),
3H 2 = 3
3k CR
+ 4,
a2
a
(5.15)
where
3 = 2 Q0 ,

1
2
2
2 2

Q
,
k = 2
M
2
2
2
6 2 1
and
CR =

3
1
4

p
)
+
2C
+
Q
(r
.
4
4
4
4
3
2 4
(5.16)
(5.17)
(5.18)
We note that for Q0 > 0, is positive. In that case, the constraint (5.13) allows us to choose a
lower bound for the arbitrary constant Cs , so that 4 is large enough to have k > 0. This means
that the theory is effectively indistinguishable with that of a universe with cosmological constant
and filled with a thermal bath of radiation coupled to gravity. This
3, uniform space curvature k,
can be easily seen by considering the Lagrangian

1
det g R 3
(5.19)
2
In the action, one can take
and the metric ansatz (3.2), with a 3-space of constant curvature k.
into account a uniform space filling bath of massless particles by adding a Lagrangian density
proportional to 1/a 4 (see [1416]) in the MSS form. One finds

32
|k|
3k CR
3 a 2
3
Seff =
(5.20)
+ 3 2 + 4 ,
dt N a
6
N2 a
a
a
whose variation with respect to N gives (5.15). Actually, the thermal bath interpretation is allowed as long as CR 0, since the 1/a 4 term is an energy density. However, in the case under
consideration, the effective CR can be negative due to the m4 contribution of the effective potential. The general solution of the effective MSS action of Eq. (5.20) with > 0, k > 0 and
CR > 0 was recently investigated in Ref. [16]. It amounts to a thermally deformed de Sitter solution, while the pure radiation case where = k = 0, CR > 0 was studied in Ref. [6]. In the latter
case, the time trajectory (5.2) was shown to be an attractor at late times, giving rise to a radiation
evolving universe with

T
4CR 1/4 1/2
1
t ,
m() = = .
a=
(5.21)
3
a
Following Ref. [16], the general case with > 0, k > 0 and CR > 0 gives rise to cosmological
scenarios we summarize here. Depending on the quantity
4
CR ,
3 k 2
a first or second order phase transition can occur:
T2 =
T2 < 1 1st order transition,
T2 > 1 2d order transition.
(5.22)
(5.23)
346
(i) The case T2 < 1

There are two cosmological evolutions connected by tunnel effect:

ac (t) = N + cosh2 ( t), t R,

and
as (t) = N sinh2 ( t),
where
N=
1/4
k
,
1 T2
ti t ti ,
1
2
1
1 T2
(5.24)
(5.25)

1 ,
1
ti = arcsinh .
(5.26)
The cosh-solution corresponds to a deformation of a standard de Sitter cosmology, with

a contracting phase followed at t = 0 by an expanding one. The sinh-solution describes
a big bang with a growing up space till t = 0, followed by a contraction till a big crunch
arises. The two evolutions are connected in Euclidean time by a -gravitational instanton

1
aE ( ) = N + cos2 ( ),
(5.27)
E ( ) = log aE ( ) .
The cosmological scenario is thus starting with a big bang at ti = 1 arcsinh and
expands up to t = 0, following
the sinh-evolution. At this time, performing the analytic continuation
t = i(/2 + ) reaches (5.27) (where is chosen in the range3
/2 0). At = 0, a different analytic continuation to real time exists, = it,

that gives rise to the inflationary phase of the cosh-evolution, for t 0 (see Fig. 1).
There are thus two possible behaviors when t = 0 is reached. Either the universe carries on
its sinh-evolution and starts to contract, or a first order transition occurs and the universe
enters into the inflationary phase of the cosh-evolution. In that case, the scale factor jumps
instantaneously from a to a+ at t = 0,

k
k
a =
(5.28)
1 1 T2 a+ =
1 + 1 T2 .
2
2
An estimate of the transition probability is given by
p e2SE eff ,
(5.29)
where
SE eff is the Euclidean action computed with the instanton solution (5.27), for
[/2 , 0]. Actually, following Refs. [15,16], one has:

1 + 1 2

1
T
SE eff =
(5.30)
E(u) 1 1 T2 K(u) ,
3
2
3 It is also possible to consider the instantons associated to the ranges
[(2n + 1)/2, 0], n N, see [16].
347
Fig. 1. A first order phase transition can occur. The two cosmological evolutions as and ac are connected by an instanton
aE . The universe starts with a big bang at t = ti and expands till t = 0 along the solution as . Then, the scale factor can
either contract, or jump instantaneously and enter into the inflationary phase of ac .
where K and E are the complete elliptic integrals of first and second kind, respectively, and
2(1 T2 )1/4
.
u=

1+
(5.31)
1 T2
(ii) The case T2 > 1

There is a cosmological solution,

k
1 + T2 1 sinh(2 t),
a(t) =
2
where
1
1
ti = arcsinh
.
2
T2 1
t ti ,
(5.32)
(5.33)
As in the previous case, it starts with a big bang. However, the behavior evolves toward
the inflationary phase in a smooth way (see Fig. 2). The transition can be associated to the
inflection point arising at tinf , where a(tinf ) = ainf ,

T
T 1
1
k
tinf = arcsinh
(5.34)
,
ainf =
.
T + 1
2
2
Another solution, obtained by time reversal t t , describes a contracting universe that is
ending in a big crunch.
(iii) The case T2 = 1
There is a static solution,

k
a(t) a0 where a0 =
(5.35)
,
2
348
Fig. 2. A second order phase transition occurs. The universe starts with a big bang at t = ti and evolves smoothly toward
the inflationary phase.
corresponding to an S 3 universe of constant radius. This trivial behavior can be reached

from the cases (i) and (ii) by taking the limit T2 1. Beside it, there are two expanding
cosmological evolutions,

a< (t) = a0 1 e2 t , t 0,
(5.36)
and
a> (t) = a0 1 + e2 t ,
t R.
(5.37)
The first one starts with a big bang at t = 0, while the second is inflationary. Both are
asymptotic to the static one (see Fig. 3). Contracting universes are described by the solutions
obtained under the transformation t t .
6. Inclusion of moduli with other scaling properties
We would like to consider generalizations of the previous set up. They are consisting in the
inclusion of moduli fields with kinetic terms obeying different scaling properties with respect
to . Namely, we take into account the effects of the class of moduli with Lagrangian density

1
(6.1)
det g g 6 6 + e4 2 2 + e6 0 0 ,
2
to be added to (3.1). With the metric ansatz (3.2), the MSS action (3.3) is completed by the
contributions of the w s (w = 0, 2, 6),

3
|k| 2
1 4 2
1 6 2
1 2
3
dt a
(6.2)

e
e
2
0 .
6
2N 6 2N
2N
The equation of motion for has now terms arising from 2 and 0 ,

1 2 2 1 4 2 1 6 2
V P e
+ 3H +
(6.3)
s e
2 e
0 = 0,
2
2
2
349
Fig. 3. There are two expanding cosmological evolutions. The first one, a< , starts with a big bang and converges quickly
to the static solution. The second one, a> , is almost static for negative time and inflationary for positive time.
while s and w satisfy

s = 0,
s + (3H + 2 )

w + 3H + (6 w) w = 0.
(6.4)
Eqs. (6.4) are trivially solved,

e2
e(6w)
1
1 (6w) 2
w = Cw
Ks e2 s2 = Cs
(6.5)
,
K
,
e
w
2
2
a6
a6
where Cs and the Cw s are positive constants. The equivalent equations of motion for N and
the scale factor a have new contributions from the kinetic terms of w (w = 0, 2, 6). However,
these additional terms cancel out from the linear sum of the two equations and thus (3.6) remains
invariant.
On the critical trajectory (5.2), one has
2
(6w)
,
Kw = Cw
.
(6.6)
4
aw
a
This implies that the new contributions arising in the equation (6.3) have dimensions two and
zero and thus do not spoil the possible identification between (6.3) and the gravity equation (3.6).
In particular, the 1/a 6 scaling properties of 6 play no role at this stage. The -equation becomes

H + 3H 2 = 2 (4C4 + Q4 )m4 + (2C2 + Q2 )m2 + Q0 + (r4 3p4 ) 4 m4

2Cs 6 m4 4C2 6 m2 6C0 6 ,
(6.7)
Ks = Cs
to be compared with Eq. (5.9). The identification of the constant terms implies
6 2 1
Q0 ,
(6.8)
6
which is an equation for . For Q0 0, there is always a unique solution for . However,
it is interesting to note that for Q0 > 0, there is a range for C0 > 0 where there are always
two solutions for . This case is thus giving rise to two different critical trajectories. The m2
C0 + 6 2 C0 6 =
350
contributions impose

2 2 1 6 2 1
1
2
6
C2 +
Q2 .
k = 2 2 C2
2
12
(6.9)
This fixes the value of k for any arbitrary C2 . Finally, the equation implied by the quartic mass
terms is identical to the one of the previous section, and relates to Cs . We repeat it here for
completeness,

1 4 2 1 6 2 1
2 2 1 4 6 2 1
4
C4 +
Q4 +
r4
p4 .
Cs = 6
(6.10)
2 2
12 2
4 2
4 2
We would like to stress again that for Cs sufficiently large, 4 can take any value other some
bound we may wish.
The Friedman equation in the presence of the extra moduli becomes,
3k
1
1
1
+ + 2 + 62 + e2 s2 +
2
2
2
2
a
2
On the critical trajectory where = (H 2 / 2 ), and

(6.10), one obtains
3H 2 =
3H 2 = 3
1 4 2 1 6 2
e
2 + e
0 + V .
2
2
(6.11)
taking into account Eqs. (6.8), (6.9) and
3k CR CM
+ 4 + 6 ,
a2
a
a
(6.12)
where

3 = 2 Q0 6C0 6 ,

2
1
2
2 M 2 C2 Q2 ,
k = 2 2C2 6 + 2
2
6 1

3
1
CR = 4 (r4 p4 ) 4 + 2C4 + Q4 ,
3
2
(6.13)
(6.14)
(6.15)
and
6 2
(6.16)
C .
6 2 1 6
Some observations are in order:
C0 gives rise to a negative contribution to the cosmological term 3.
As previously, it is possible to have CR positive if one wishes, by considering large enough
values for 4 . This condition can always be satisfied due to the freedom on Cs in Eq. (6.10). To
one can either consider a large enough 4 or utilize C2 as a parameter.
reach positive values of k,
CM is always positive and is determined by the modulus 6 only.
Here also the system can be described by an effective MSS action similar to the one examined
in [16],

32
|k|
3k CR CM
3 a 2
dt N a 3
Seff =
(6.17)
+
3
+
+
,
6
N2 a
a2
a4
a6
CM =
whose associated Friedman equation is precisely (6.12). Thus, once taking into account the thermal and quantum corrections as well as the effects of the moduli we are considering here, the
system admits solutions that cannot be distinguished from the de Sitter cosmology deformed by
351
2 )-plane. Inside the almost triangular domain (6.19), a first order transition can
Fig. 4. Phase diagram in the (T2 , M
connect two cosmological solutions by tunnel effect. Outside the domain, there is a single expanding solution (and one
contracting) that describes a second order transition. On the boundary, there are two expanding (and two contracting)
solutions, beside a static one.
the presence of thermal radiation and time dependent 6 -moduli fields [16]; this interpretation is
valid only when CR is positive.
CR positive and utilizing the equivalence of the effective MSS action to the
Assuming , k,
thermally and moduli deformed de Sitter action studied in [16], we can immediately derive the
general solution of the system under investigation. Our results are summarized as follows (more
details can be found in [16]).
2 ,
For convenience, we choose rescaled parameters T2 , M
4
CR ,
3 k 2
T2 =
2
M
=
9 2
CM ,
4 k 3
(6.18)
and define the domain

T2
1 and
2
M
1

2
2

3
1 T2 + 1
4
3
1
1 T2
4
2

(6.19)
2 )-plane, as shown in Fig. 4. The Friedman equation (6.12) admits solutions that
in the (T2 , M
involve a first order phase transition inside this domain and a second order one outside it. It is
convenient to express these conditions in terms of , the only real positive root of the polynomial
equation
3 + 2 +
T2
4 2
= 0,
M
4
27
(6.20)
by defining

2
4 2 + 4 + T2
M
16
=
,
27 (1 + )2
(1 + )2
(6.21)
where the second equality in Eq. (6.21) is just a consequence of Eq. (6.20):
< 1 1st order transition,
> 1 2d order transition.
(6.22)
352
(i) The case < 1

There are two cosmological solutions connected via tunneling. The first one takes a simple
form in terms of a function t(t),

ac t (t) = N + cosh2 t(t) ,

(6.23)
where
N=
+ )
k(1
(1 )1/4 ,

1
1
1 ,
2
1
(6.24)
and t(t) is found by inverting the definition of t as a function of t,

t
t=
dv
0
cosh2 ( v) +
cosh2 ( v) + +
where =
(1 + ) 1
(6.25)
In ac , the variables t and t are arbitrary in R. The second cosmological evolution is

as t(t) = N sinh2 t(t) where

0
sinh2 ( v)
t = dv
(6.26)
,
+ sinh2 ( v)
t
with the range of time
1
ti arcsinh t ti , i.e.
0
sinh2 ( v)
ti = dv
t ti .
+ sinh2 ( v)
(6.27)
ti
As in the previous section, the cosh-solution describes a contracting phase followed by

an expanding one and approaches a standard de Sitter cosmology for positive or negative
large times. The sinh-solution starts with a big bang, ends with a big crunch, while the
scale factor reaches its maximum at t = 0. The two cosmological solutions are connected
by a -gravitational instanton

aE ( ) = N + cos2 ( ) ,

1
E ( ) = log aE ( ) ,
(6.28)
where ( ) is the inverse function of

0
=
dv
cos2 ( v) +
,
cos2 ( v) + +
(6.29)
and the range of Euclidean time is4
0 i.e. i 0 where
2

0
cos2 ( v) +
dv
.
i =
cos2 ( v) + +
353
(6.30)
The cosmological scenario starts with an initial singularity at ti and follows the sinhexpansion till t = 0. At this time,
the solution can be analytically continued to the instantonic
one by choosing t = i(/2 + ) i.e. t = i(i + ). When the Euclidean time = 0
is reached, a second analytic continuation to real time, = i t i.e. = it, gives rise to the
inflationary phase of the cosh-solution, for later times t 0 (see Fig. 1). At t = 0, the
universe has thus two different possible behaviors. It can carry on its evolution along the
sinh-solution i.e. enter in a phase of contraction. Or, a first order phase transition occurs
and the trajectory switches to the cosh-evolution. In that case, the scale factor jumps
instantaneously from a to a+ ,

+ )
+ )

k(1
k(1
1 1 a+ =
1+ 1 .
a =
(6.31)
2
2
The transition probability is controlled
by the Euclidean action, p e2SE eff , where SE eff
has been computed in [16]. For [/2, 0], one has

1
+
2 1/4
sin
SE eff = 5/4 4 3T
3
3

4 3T2 cos( 3 ) 1 + 32 T2
E(u)
(6.32)
K(u) ,
3 4 3T2 sin( +
)
3
where

sin( )
3
,
u=
sin( +
3 )

2 + 9 2 8
16M
T
= arccos
.

3/2
4 3T2
(6.33)
2 . However, it is interWe have displayed the scale factors ac and as in terms of T2 and M
esting to express the solutions with more intuitive quantities, namely the temperatures T+ at
t = 0+ (along the cosh-evolution) and T at t = 0 (along the sinh-evolution). Using
the fact that a T = / , one finds

2 2
T
2
where Tm =
.
T T , M = T m
(6.34)
k
(1 + )(1 1 )
T
It is shown in [16] that the cosmological solutions can be written as

T 2 T+2
k
ac t(t) =
(6.35)
1 + 2
cosh 2 t(t) , t > 0
2
2(1 A)
T + T+
4 Actually, one can also consider the instantons associated to the ranges
[(2n + 1)/2, 0], n N, see [16].
354
and

T 2 T2
k
as t(t) =
1 + +4
cosh 2 t(t) ,
2
2(1 A)
T+ + T

t < 0,
(6.36)

A=
1 T+2 T2 /Tm4
.
(T+ /T + T /T+ )2
(6.37)
We note that there is a temperature duality T+ T that switches the two cosmological
solutions ac (t(t)) for t > 0 and as (t(t)) for t < 0 into each other:

(T+ T ) ac t(t) for t > 0 as t(t) for t < 0 .
(6.38)
Once quantum and thermal corrections are taken into account, the no-scale supergravities
we are considering share a common effective behavior with the thermally and moduli deformed de Sitter evolution (see Eq. (6.12)). This means that the temperature Tm can be
defined in both contexts. In Eq. (6.34), Tm is expressed in terms of critical trajectory quantities. However, one can consider the effective 1/a 4 -radiation energy density in Eq. (6.12) to
B(F )
define the would-be number of massless bosonic (fermionic) degrees of freedom, neff ,
of the equivalent deformed de Sitter point of view:

CR
4 B
7 F
R 4
(6.39)
n + n
T 4,
15 eff 8 eff
a
where we have applied the relations (4.9) and (4.10) for massless states. Using Eq. (6.39)
and the fact that aT a T , one can rewrite Tm as

1/4
45
.
Tm =
(6.40)
7 F
4 nB
eff + 8 neff
(ii) The case > 1
There is an expanding solution we briefly describe (a contracting one is obtained by time
reversal t t ),

+ )

k(1
1 + 1 sinh 2 t(t) ,
a t(t) =
(6.41)
2
where t as a function of t is given by

t

1
sinh(2
v) + 1
t = dv
2
1 sinh( 2v) + 1 + 1+
(6.42)
and we consider
1
1
i.e.
t ti arcsinh
1
2

0

1 sinh(2 v) + 1

t ti dv
.
2
1 sinh( 2v) + 1 + 1+
ti
(6.43)
355
This cosmological solution describes a smooth evolution from a big bang to an inflationary
era (see Fig. 2). It has a single inflection point arising when a = ainf , which is defined by the
following condition,
2
ainf
2
8 2
> 0 satisfies x 3 T x M
= 0.
k 2
4
27
(iii) The case = 1
Beside the following static solution,

+ )
3
k(1
k
a(t) a0 where a0 =
1 + 1 T2 ,
2
3
4
(6.44)
(6.45)
2 are generalized by,

the two expanding cosmological evolutions we found for vanishing M

t

1 e2 v
t
(t)

,
where t = dv
a< t(t) = a0 1 e
(6.46)
2
2 v
1 + 1+
e
0
for t 0 i.e. t 0, and

a>

t(t) = a0 1 + e2 t(t)
t
where t =

dv
1 + e2
1+
1+
+ e2
(6.47)
for arbitrary t and t . They are monotonically increasing as in the pure thermal case: the first
one starts with a big bang and the second one is inflationary (see Fig. 3). Two other solutions
obtained under t t are decreasing. These time-dependent solutions are asymptotic to
the static one.
B(F )
Before concluding let us signal that the number n 0

of states with -independent masses
below T (t) is not strictly speaking a constant. It is actually lowered by one unit each time the
temperature T (t) passes below the mass threshold m of a boson (fermion). Our critical solutions
for the scale factor are thus well defined in any range of time where n B
F0 are constant. The
0 and n
full cosmological scenario is then obtained by gluing one after another these ranges. Each time
B(F )
a mass threshold is passed, the values of n 0 , M 2 , r4 and p4 decrease (see Eqs. (4.19), (5.6)
and (5.7)), and the parameters of the critical trajectory have to be evaluated again. However, the
7 F 4
0 ) remains constant, due to the fact that Cs (and any
constraint (6.10) implies that (n B
0 + 8n
other Cw ) is constant along the full cosmological evolution. This implies that CR defined in
Eq. (6.15) is also invariant. However, the term 2 M 2 and thus k can decrease (see Eq. (6.14)).
The positivity of k can nevertheless be guaranteed by the modulus term C2 6 . Actually, this
procedure that is consisting in gluing time intervals as soon as an energy threshold is reached is
identical to what is assumed in Standard Cosmology. In the latter case, the full time evolution is
divided in different phases (e.g. radiation dominated, matter dominated, and so on).
7. String perspectives and conclusions
At the classical string level, it is well known that it is difficult to construct exact cosmological
string solutions. It is even more difficult to obtain de Sitter like inflationary evolutions, even in
less than four dimensions.
356
The main difficulty comes from the fluxes and torsion terms which are created via non-trivial
field strength (kinetic terms) and have the tendency to provide negative contributions to the cosmological term, thus anti-de Sitter like vacua. To illustrate a relative issue, consider for instance
the Euclidean version of the de Sitter space in three dimensions, dS 3 , which is nothing but the
3-sphere S 3 . Although S 3 can be represented by an exact conformal field theory based on an
SU(2)k WZW model, the latter does not admit any analytic continuation to real time. This is due
to the existence of a non-trivial torsion H that becomes imaginary under an analytic continuation [2022].
This obstruction in string and M-theory is generic and follows from the kinetic origin of
the flux terms. A way to bypass this fact is to take into account higher derivative terms [23].
Another strategy is to assume non-trivial effective fluxes coming from negative tension objects
such as orientifolds. This idea was explored in the field theory approximation in Ref. [24]. To go
further, it is necessary to work with string cosmological backgrounds based on exact conformal
field theories. However, the only known exact cosmological solution without the torsion problem
described above is that of SL(2, R)/U (1)|k| K [25]. Its Euclidean version is also well defined
by the parafermionic T-fold [26,27].
In this work we have implemented a more revolutionary approach. We start with a classical superstring background with spontaneously broken N = 1 supersymmetry defined on a flat
spacetime. The effective field theories associated to these cases are nothing but the N = 1 string
induced no-scale supergravity models. Working at the field theory level, we have shown that
the quantum and thermal corrections create dynamically universal effective potential terms that
give rise to non-trivial cosmological accelerating solutions.
The main ingredients we have used are the scaling properties of the effective potential at finite
temperature in the no-scale N = 1 spontaneously broken supergravities, once the backgrounds
follow critical trajectories where all fundamental scales have a similar evolution in time. Namely,
the supersymmetry breaking scale m(), the inverse of the scale factor a, the temperature T the
infrared scale remain proportional to each other:
1
T
= = .

a
The no-scale modulus is very special in the sense that it is the superpartner of the goldstino
and couples to the trace of the energy momentum of a subsector of the theory. It also provides
non-trivial dependences in the kinetic terms of other special moduli of the type:
e m() =
1
Kw e(6w) (w )2 (w = 0, 2, 4, 6),
2
where 4 s in the text. The quantum and thermal corrections, together with the non-trivial
motion of the special moduli, allow to find thermally and moduli deformed de Sitter evolu
tions. The cosmological term 3(am), the curvature term k(am,
aT ) and the radiation term
CR (am, aT ) (see Eqs. (5.15) or (6.12)), are dynamically generated in a controllable way and
are effectively constant. Obviously, as stated in the introduction, these solutions are valid below Hagedorn-like scales associated to the temperature as well as the supersymmetry breaking
scale m, where instabilities would occur in the extension of our work in a stringy framework.
These restrictions on m are supported by the analysis of the string theory examples considered
in Ref. [8].
When the deformation of the de Sitter evolution is below some critical value, there are two
cosmological solutions which are connected by tunnel effect and interchanged under a temperature duality. The first one describes a big bang with a growing up space till t = 0, followed by a
357
contraction that ends with a big crunch. The second corresponds to a deformation of a standard
de Sitter evolution, with a contracting phase followed at t = 0 by an expanding one. The universe
starts on the big bang cosmological branch and expands up to t = 0 along the first solution. At
this time, two distinct behaviors can occur. Either the universe starts to contract, or a first order phase transition arises via a -gravitational instanton, toward the inflationary phase of the
deformed de Sitter evolution. The transition probability p can be estimated.
If on the contrary the induced cosmology corresponds to a de Sitter-like universe with deformation above the critical value, the previous big bang and inflationary behaviors are smoothly
connected via a second order phase transition.
It is of main importance that the field theory approach we developed here can easily be adapted
at the string level [8], following the recent progress in understanding the stringy wave-function of
the universe [27,28]. This will permit us to go beyond the Hagedorn temperature and understand
better the very early stringy phase of our universe [29]. At this point, we insist again on a highly
interesting question that can be raised concerning the common wisdom which states that all radiilike moduli should be large to avoid Hagedorn-like instabilities. If this statement was true, then
the quantum and thermal corrections should be considered in a 10 rather than in a 4-dimensional
picture. However, the recent results of Ref. [8] where explicit string models are considered show
that this is only valid for the radii-moduli which are participating to the supersymmetry breaking
mechanism. The remaining ones are free from any Hagedorn-like instabilities and can take very
small values, even of the order of the string scale.
Acknowledgements
We are grateful to Constantin Bachas, Ioannis Bakas, Adel Bilal, Gary Gibbons, John Iliopoulos, Jan Troost and Nicolas Toumbas for discussions.
The work of C.K. and H.P. is partially supported by the EU contract MRTN-CT-2004-005104
and the ANR (CNRS-USAR) contract 05-BLAN-0079-01. C.K. is also supported by the UE
contract MRTN-CT-2004-512194, while H.P. is supported by the UE contracts MRTN-CT-2004503369 and MEXT-CT-2003-509661, INTAS grant 03-51-6346, and CNRS PICS 2530, 3059
and 3747.
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Higgs phenomenology of supersymmetric

economical 331 model
P.V. Dong , D.T. Huong, N.T. Thuy, H.N. Long
Institute of Physics, VAST, PO Box 429, Bo Ho, Hanoi 10000, Viet Nam
Received 26 July 2007; received in revised form 5 November 2007; accepted 22 November 2007
Abstract
We explore the Higgs sector in the supersymmetric economical 331 model and find new features in this
sector. The charged Higgs sector is revised, i.e., in difference of the previous work, the exact eigenvalues and
states are obtained without any approximation. In this model, there are three Higgs bosons having masses
equal to that of the gauge bosonsthe W and extra X and Y . There is one scalar boson with mass of
91.4 GeV, which is closed to the Z boson mass and in good agreement with present limit: 89.8 GeV at 95%
CL. The condition of eliminating for charged scalar tachyon leads to splitting of VEV at the first symmetry
breaking, namely, w w . The interactions among the Standard Model gauge bosons and scalar fields in the
framework of the supersymmetric economical 331 model are presented. From these couplings, at some
limit, almost scalar Higgs fields can be recognized in accordance with the Standard Model. The hadronic
cross section for production of the bilepton charged Higgs boson at the CERN LHC in the effective vector
boson approximation is calculated. Numerical evaluation shows that the cross section can exceed 35.8 fb.
PACS: 12.60.Jv; 12.60.Fr; 14.80.Ly; 14.80.Cp
Keywords: Supersymmetric models; Extensions of electroweak Higgs sector; Supersymmetric partners of known
particles; Non-Standard Model Higgs bosons
1. Introduction
Recent neutrino experimental results [13] establish the fact that neutrinos have masses and
the Standard Model (SM) must be extended. The generation of neutrino masses is thus an impor* Corresponding author.
E-mail address: pvdong@iop.vast.ac.vn (P.V. Dong).

doi:10.1016/j.nuclphysb.2007.11.035
362
P.V. Dong et al. / Nuclear Physics B 795 (2008) 361384
tant issue in any realistic extension of the SM. In general, the values of these masses which are of
the order of, or less than, 1 eV needed to explain all neutrino oscillation data are not enough to put
strong constraints on model building. It means that several models can induce neutrino masses
and mixing compatible with experimental data. In such cases it is more useful to consider in any
particular model motivation other than that can explain neutrino masses. In addition, although the
SM is exceedingly successful in describing charged leptons, quarks and their interactions, it is
not considered as the ultimate theory since neither the fundamental parameters, masses and couplings, nor the symmetry pattern are predicted. These elements are merely built into the model.
Likewise, the spontaneous electroweak symmetry breaking is simply parametrized by a single
Higgs doublet field.
The embedding of the model into a more general framework is therefore expected. If the
Higgs boson is light, the SM can naturally be embedded in a grand unified theory. The large
energy gap between the low electroweak scale and the high grand unification scale can be stabilized by a supersymmetry (SUSY) transforming bosons into fermions and vice versa [4]. The
existence of such a non-trivial extension is highly constrained by theoretical principles and actually provides the link between the experimentally explored interactions at electroweak energy
scales and physics at scales close to the Planck scale Mpl 1019 GeV where gravity is important.
One of the intriguing features of the supersymmetric models is that the Higgs spectrum is quite
constrained. This statement is consolidated by our analysis below.
On the other hand, the possibility of a gauge symmetry based on SU(3)C SU(3)L U(1)X
(331) [57] is particularly interesting, because it explains some fundamental questions that are
eluded in the SM. The main motivations to study this kind of model are:
(1)
(2)
(3)
(4)
(5)
The family number must be multiple of three;

It solves the strong CP problem;
It is the simplest model that includes bileptons of both types: scalar and vectors ones;
The model has several sources of CP violation;
The explanation of electric charge quantization [8].
In one of 331 models [7], the anomaly-free particle content is given by

T

LaL = a , la , ac L (1, 3, 1/3), laR (1, 1, 1), a = 1, 2, 3,
Q1L = (u1 , d1 , u )TL (3, 3, 1/3),

QL = (d , u , d )TL 3, 3 , 0 ,
uiR (3, 1, 2/3),
uR
(3, 1, 2/3),
= 2, 3,
diR (3, 1, 1/3),

dR
i = 1, 2, 3,
(3, 1, 1/3),
where the values in the parentheses denote quantum numbers based on the (SU(3)C , SU(3)L ,
U(1)X ) symmetry. The exotic quarks u and d take the same electric charges as of the usual
quarks, i.e., qu = 2/3, qd = 1/3. The spontaneous symmetry breaking is achieved by two
Higgs scalar triplets only
T
T

= 1+ , 0 , 2+ (1, 3, 2/3)
= 10 , , 20 (1, 3, 1/3),
with all the neutral components 10 , 20 and 0 developing the vacuum expectation values
(VEVs). Such a scalar sector is minimal, therefore it has been called the economical 331
model [9,10].
363
In a series of papers, we have developed and proved that this version is consistent, realistic
and very rich in physics. Let us remind some steps in the development: The general Higgs sector
is very simple and consists of three physical scalars (two neutral and one charged) and eight
Goldstone bosonsthe needed number for massive gauge ones [11]. In Refs. [12,13], we have
shown that the model under the consideration is realistic, by the mean that, at the one-loop level,
all fermions gain consistent masses. It was shown that [11] the economical 331 model does
not furnish any candidate for self-interaction dark matter. This directly relates to the scalar sector
in which a significant number of fields and couplings is reduced. With a larger field content in
order to provide candidates for dark matter, the supersymmetric version of the economical 331
model has already been constructed in Ref. [14].
It is well known that the electroweak symmetry breaking in the SM is achieved via the Higgs
mechanism. In the GlashowWeinbergSalam model there is a single complex Higgs doublet,
where the Higgs boson h is the physical neutral Higgs scalar which is the only remaining part of
this doublet after spontaneous symmetry breaking. In the extended models there are additional
charged and neutral scalar Higgs particles. The prospects for Higgs coupling measurements at
the CERN LHC have recently been analyzed in detail in Ref. [15]. The experimental detection
of the h will be great triumph of the SM of electroweak interactions and will mark new stage in
high energy physics.
In extended Higgs models, which would be deduced in the low energy effective theory of
new physics models, additional Higgs bosons like charged and CP-odd scalar bosons are predicted. Unlike the spectrum of squarks, sleptons and gauginos, which are determined by many
parameters, the Higgs spectrum is quite constrained. Phenomenology of these extra scalar bosons
strongly depends on the characteristics of each new physics model. By measuring their properties
like masses, widths, production rates and decay branching ratios, the outline of physics beyond
the electroweak scale can be experimentally determined. In the model under consideration, at
the tree level, the mass lightest Higgs is the mass of the W boson. This is in agreement with the
current experimental limit.
The interesting feature compared with other 331 models is the Higgs physics. In the 3
31 models, the general Higgs sector is very complicated [16,17] and this prevents the models
predictability. Thus, the Higgs sector of the supersymmetric version of the 331 models are
intricate too [18,19]. The Higgs sector of a supersymmetric version of the economical 331
model is not so complicated and its eigenvalues and states can be found exactly without any
approximation. The scalar sector of the supersymmetric economical 331 model is a subject of
the present study. As shown, by couplings of the scalar fields with the ordinary gauge bosons
such as the photon, the W and the neutral Z gauge bosons, we are able to identify full content
of the Higgs sector in the SM including the neutral h and the Goldstone bosons eaten by their
associated massive gauge ones. Almost interactions among Higgs-gauge bosons in the Standard
Model are recovered.
The aim of this work is to explore more features of the supersymmetric version of the economical 331 model through the Higgs-gauge boson interactions. In scalar sector of the model,
there exists the singly-charged boson 4 , which is a subject of intensive current studies (see,
for example, Refs. [20,21]). The trilinear coupling ZW 4 which differs, at the tree level, from
zero only in the models with Higgs triplets, plays a special role on study phenomenology of these
exotic representations. We shall pay particular interest on this boson.
The outline of this paper is as follows. Section 2 is devoted to a brief review of the model. The
scalar fields and mass spectrum is revisited in Section 3 and their couplings with the ordinary
gauge bosons are given in Section 4. Production of the heavy singly charged Higgs boson 4
364
at the CERN LHC are calculated in Section 5. We outline our main results in the last section
Section 6.
2. A review of the model
In this section we first recapitulate the basic elements of the model [14].
2.1. Particle content
The superfield content in this paper is defined in a standard way as follows
F = (F , F ),
S = (S, S),
V = (, V ),
(1)
where the components F , S and V stand for the fermion, scalar and vector fields while their
superpartners are denoted as F , S and , respectively [4,22].
The superfields for the leptons under the 331 gauge group transform as
T

c
L aL = a , la , ac L (1, 3, 1/3),
(2)
laL
(1, 1, 1),
where Lc = (R )c and a = 1, 2, 3 is a generation index.
The superfields for the left-handed quarks of the first generation are in triplets
Q 1L = (u 1 , d1 , u )TL (3, 3, 1/3),
(3)
where the right-handed singlet counterparts are given by

c
d1L
3 , 1, 1/3 .
u c1L , u Lc 3 , 1, 2/3 ,
(4)
Conversely, the superfields for the last two generations transform as antitriplets

Q L = (d , u , d )TL 3, 3 , 0 , = 2, 3,
(5)
where the right-handed counterparts are in singlets

c
c
dL
, dL
3 , 1, 1/3 .
u cL 3 , 1, 2/3 ,
(6)
The primes superscript on usual quark types (u with the electric charge qu = 2/3 and d with
qd = 1/3) indicate that those quarks are exotic ones. The mentioned fermion content, which
belongs to that of the 331 model with right-handed neutrinos [7,10] is, of course, free from
anomaly.
The two superfields and are at least introduced to span the scalar sector of the economical
331 model [11]:

T
T

= 10 , , 20 (1, 3, 1/3),
= 1+ , 0 , 2+ (1, 3, 2/3).
To cancel the chiral anomalies of Higgsino sector, the two extra superfields and must be
added as follows
T
T

= 1 0 , + , 2 0 1, 3 , 1/3 ,
(7)
= 1 , 0 , 2 1, 3 , 2/3 .
In this model, the SU(3)L U(1)X gauge group is broken via two steps:
w,w
v,v ,u,u
SU(3)L U(1)X SU(2)L U(1)Y U(1)Q ,
(8)
where the VEVs are defined by
2T = (u, 0, w),
2 T = (u , 0, w ),
2T = (0, v, 0),
2 T = (0, v , 0).
365
(9)
(10)
The VEVs w and w are responsible for the first step of the symmetry breaking while u, u and
v, v are for the second one. Therefore, they have to satisfy the constraints:
u, u , v, v w, w .
(11)
The vector superfields Vc , V and V containing the usual gauge bosons are, respectively, associated with the SU(3)C , SU(3)L and U(1)X group factors. The color and flavor vector superfields
have expansions in the Gell-Mann matrix bases T a = a /2 (a = 1, 2, . . . , 8) as follows
1
1
Vc a Vca ,
V c = a Vca ;
2
2
1
1
a
V = a Va ,
V = Va ,
(12)
2
2
where an overbar - indicates complex conjugation. For the vector superfield associated with
U(1)X , we normalize as follows

X V = XT 9 B,
1
(13)
T 9 diag(1, 1, 1).
6
In the following, we are denoting the gluons by g a and their respective gluino partners by ac ,
with a = 1, . . . , 8. In the electroweak sector, V a and B stand for the SU(3)L and U(1)X gauge
bosons with their gaugino partners aV and B , respectively.
The supersymmetric model possesses a full Lagrangian of the form Lsusy + Lsoft , where the
first term is supersymmetric part, whereas the last term breaks explicitly the supersymmetry. We
can find in Ref. [14] for more details on this Lagrangian. In the following, only terms relevant to
our calculations are displayed.
2.2. Gauge bosons
The mass Lagrangian for the gauge bosons is given by

+

+

gauge
Lmass = D D + D D
+

+

+ D D + D D ,
(14)
where
D = + igT a Va + ig XT 9 B ,
D = igT a Va + ig XT 9 B .
(15)
Let us define the charged gauge bosons as follows

1
W (V1 iV2 ),
2
1
Y (V6 iV7 ).
2
The mass matrix of the W and Y is obtained then

g2 V 2 + U 2
K
2
Mcharged
=
,
K
W2 + V 2
4
(16)
(17)
366
where
V 2 v2 + v 2,
W 2 w2 + w 2 ,
K uw + u w = t W 2 ,
U 2 u2 + u 2 = t2 W 2 ,
t g /g.
(18)
As in the previous work [14], we have used

u
u
= ,
w w
and s sin , t tan , and so forth.
The physical gauge bosons are the SM-like W and new gauge boson Y :
t
W = c W s Y ,
(19)
Y = s W + c Y ,
(20)
with the respective masses:

g2 2
g2 2
m2Y =
V ,
V + U2 + W2 .
(21)
4
4
Therefore, the is the mixing angle of W Y , which is the same as in the case of nonsupersymmetric model [10]. Because of the constraint (11), the mass of W boson is identified
with those of the SM, that is

v 2 + v 2 vweak = 246 GeV.
(22)
m2W =
For the remaining gauge vectors (V3 , V8 , B, V4 , V5 ), the mass matrix in this basis is given by
2

Mmixing
0
2
Mneutral
(23)
=
,
0
MV25
where V5 is decoupled with the mass
MV25

g2 2
W + U2 ,
4
2
of (V3 , V8 , B, V4 ) is equal to
while the mixing part Mmixing
2
(U 2 + 2V 2 )
1 (U 2 V 2 )
2t
U +V2
3
3 6
1
2t
2
2
2
2
2
2
g2
3 (V + U + 4W )
9 (2V + 2W U )
2t
2
2
2
4
27 (4V + U + W )
(24)
1 K
.
3
K
4t
(25)
3 6
U2 + W2
As in the non-supersymmetric version, it can be checked that the matrix (25) contains two exact
V , such as
eigenvalues, the photon A and new V4
4

g2 2
(26)
U + W2 .
4
4
Due to the fact that V4 and V5 gain the same mass [cf. (26) and (24)], it is worth noting that these
boson vectors have to be combined to produce the following physical state [10]
M2 = 0,
MV2 =
1

iV5 ),
X0 (V4
2
(27)
367
with the mass

g2 2
U + W2 .
(28)
4
Combining Eqs. (21) and (28), as in the non-symmetric version, we get the law of Pythagoras
m2X =
2
.
MY2 = MX2 + MW
(29)
The eigenvectors of (25) are the same in Ref. [10] of the non-supersymmetric version with unique
replacement of u, v, w by U, V , W (for details, see [14]). It is worth noting that because of the
relation (19), the above diagonalization was eased. For convenience in reading further the mixing
matrix of the neutral gauge bosons is given as follows
(V3 , V8 , B, V4 )T = U (A, Z, Z , V4 )T ,
(30)
where U is given in appendix of Ref. [10].

To finish this section, we mention again that the imaginary part of the non-Hermitian bilepton X 0 is decoupled, while its real part has the mixing among the neutral Hermitian gauge bosons
such as, the photon, the neutral Z and the extra Z .
3. The Higgs sector revisited
The supersymmetric Higgs potential takes the form [14]
Vsusyeco Vscalar + Vsoft
=
2

+ +
+
4
4

g 2
1 2
2 2
1
+
+ +
12
3
3
3
3
2
g b
b
b 2

+
i ij j i b
ij j + i ij j i ij j
8
+ m2 + m2 + m2 + m2 .
2
(31)
Assuming that the VEVs of neutral components u, u , v, v , w and w are real, we expand the
fields around the VEVs as follows

u + S1 + iA1 w + S2 + iA2
+ v + S5 + iA5
+
T
T
=
, ,
,
= 1 ,
, 2 ,
2
2
2

u + S3 + iA3 + w + S4 + iA4
v + S6 + iA6

T
T
, ,
,
= 1 ,
, 2 .
=
2
2
2
(32)
Requirement of vanishing the linear terms in fields, we get, at the tree-level approximation, the
following constraint equations

g 2 2
w w 2 + u2 u 2 + 2 v 2 v 2
54

g2 2
2 u u 2 + w 2 w 2 + v 2 v 2 ,
2 + 4m2 =
368

2g 2 + 9g 2 2
2 v v 2 + w 2 w 2 + u 2 u2 ,
54
m2 + m2 + 2 = 0,
m2 + m2 + 2 = 0,
2

w u2 u w = w 2 u 2 uw.
2 + 4m2 =
(33)
It is noteworthy that Eq. (33) implies the matching condition previously mentioned in (19). Consequently, the model contains a pair of Higgs triplet and antitriplet with the VEVs in top
and bottom elements governed by the relation: u/w = u /w .
The squared-mass matrix derived from (31) can be divided into three 6 6 matrices respective
to the charged, scalar and pseudoscalar bosons. Note that there is no mixing among the scalar
and pseudoscalar bosons.
3.1. Pseudoscalar sector
(1) There are two decoupled massless particles: A5 , A6 .
(2) Three massless states are mixing of
A1 = s A1 c A3 ,
A2 = s A2 c A4 ,
A = s A3 + c A4 ,
(34)
where
A3 = c A1 + s A3 ,
A4 = c A2 + s A4 ,
(35)
with
w
.
w
(3) One massive eigenstate,
t
(36)
A = c A3 s A4 ,
(37)
with mass is equal to those of the X bilepton [14]

m2A =

g2
1 + t2 w 2 + w 2 = m2X .
4
(38)
Hence, in the pseudoscalar sector, we get five Goldstone bosons: A5 , A6 , A1 , A2 , A and one
massive A having the mass equal to those of the bilepton X.
3.2. Scalar sector
In this sector, six particles are mixing in terms of a 6 6 squared-mass matrix. To study
physical eigenvalues and eigenstates, we change the basis to such (S1 , S2 , S3 , S4 , S5 , S6 ) as

0
0
0
s c 0

S1
S1
s
0
0
0
0
S
c
S2
2
0
0
0
s c
0
S
S3
3
s
0
0
0
c
(39)
= 0
.

S4
S4
v
v
0
0
0
0

S5
v 2 +v 2
v 2 +v 2 S
5

S6
v
v

0
0
0
0
S
2

2
2

2
6
v +v
v +v
For using further, we just introduce the following notation

S
S1a
c s 0
1
S = s c 0 S .
3a
3

0
0 1
S6a
S6
With these combinations, we get the physical fields as follows:
369
(40)
, and
(1) Three massless fields: S5 , S1a
S24 = s S2 + c S4 .
(41)
(2) Three massive fields corresponding to the masses:

S24 = c S2 s S4 ,
m2S =
24

g2
1 + t2 w 2 + w 2 = m2X ,
4
Sa36 = s S3 + c S6 ,

2

1
m2S = m233a + m266a m233a m266a + 4m436a ,
a36
2
Sa36 = c S3 s S6 ,

2

1
m2S = m233a + m266a + m233a m266a + 4m436a ,
a36
2
where

18g 2 + g 2 2
9g 2 + 2g 2 2
2
2
w
,
m
+
w
=
v + v 2 ,
m233a =
66a
2
27
54c

2

2
(9g + 2g ) (v 2 + v 2 )(w 2 + w 2 )
m236a =
54c
and
2m236a
.
t2 2
m66a m233a
(42)
(43)
(44)
From (43), we get

m2S
a36

h1 h2 h23 2
v + v 2 ,
h1
(45)
where
h1
18g 2 + g 2
,
54c2
Taking into account =
h2
e2
4
mSa36 91.4 GeV.
9g 2 + 2g 2
,
27
1
2
128 , sW
h3
= 0.2312, t =
g
g
9g 2 + 2g 2
.
54c2
3 2sW
2 1
4cW
[23] we have
(46)
This value is very closed to the lower limit of 89.8 GeV (95% CL) given in Ref. [24, p. 32]. It is
interesting to note that this mass is also closed to the Z boson mass.
Let us note that A and S24 have the same mass,
which can be combined to become a
0
physical neutral complex field HX = (S24 + iA )/ 2 with mass equal to mX of the neutral
non-Hermitian gauge boson X 0 .
370
3.3. Charged Higgs sector

In Ref. [14], to solve the characteristic equation for charged Higgs sector, we had to use the
approximation (11). In this sector we are revising the previous work. Our result below is exact
without any approximation.
+
+
+ +
In the base of (a+ , a + , 1a
, 2a
, 1a
, 2a ), the mass matrix becomes [14]
2
0
m2a16
ma11 m2a12 0 m2a14
2
ma22 0
0
0
0
2

2

g
0
vv
0
v
2
,
Ma6 charged =
(47)
0
vv
m2a44
4
v2
0
m2a66
where

m2a12 = s2 cot2 1 v 2 ,
m2a11 = c2 cot2 1 v 2 ,

m2a22 = c2 cot2 1 v 2 + 1 + t2 1 + t2 w 2 ,

m2a14 = 1 + t2 1 + t2 w v,
m2a16 = 1 + t2 1 + t2 w v ,

m2a66 = t2 1 t2 + 1 w 2 + v 2 ,
m2a44 = t2 1 t2 + 1 w 2 + v 2 ,
with
v
(48)
.
v
Since the block intersected by the third, fifth rows and columns is decoupled, it can be diagonalized and this yields two eigenvalues as follows
cot
m2+ = 0,
m2+ =

g2 2
v + v 2 = m2W .
4
(49)
Here the Goldstone boson 2+ and Higgs boson 1+ are, respectively, defined by
+
+
c 1a
,
1+ = s 1a
+
+
2+ = c 1a
+ s 1a
.
(50)
Eq. (49) shows that one charged Higgs boson has the mass equal to those of W boson, i.e., m =
1
mW . This result is in agreement with the experimental current limit m > 79.3 GeV, CL =
95% [24].
+
+
The remaining part of (a+ , a + , 2a
, 2a
) is still mixing in terms of a 4 4 submatrix of (47).
This matrix can be diagonalized to get eigenvalues as following
m2 + = 0,
1

g 2 2
t 1 u 2 + w 2 cot2 1 v 2 ,
4
= m2 + ,
m2 + =
2
m2 +
3
m2 + =
4
(51)
(52)

g2 2
U + V 2 + W 2 = m2Y
4
(53)
371
and the corresponding eigenvalues

(t2 + 1)(u 2 + w 2 )
v
+
a+
1 =

4m2 +
4m2 +
g2
g2
2+
+
2a

va+
+ t va +
v
4m2 +
+
2a
,
g2
u 2
+
+ w 2 2a

+
=
u 2 + w 2 + v 2
1 + t2

1
v +
+
+
+
2
2

t a a + u + w 2a ,
3 =
v 2 + w 2 + u2
1 + t2

,

1
+
+
k1 a+ + k2 a + + k3 2a
,
+ 2a
4+ =
k12 + k22 + k22 + 1
where
(t2 v 2 v 2 ) u 2 + w 2
,
k1
v 1 + t2 (u 2 + v 2 + w 2)
u2 + w 2 [v 2 + v 2 + (1 + t2 )(u2 + w 2 )]

k2
,
v 1 + t2 (u 2 + w 2 + v 2 )
k3
v(v 2 + u2 + w 2 )
.
v (u 2 + w 2 + v 2 )
As in the gauge boson sector, from (42), (49) and (53), we get again the law of Pythagoras
m2 + = m2H 0 + m2+ .
4
(54)
It is easy to check that the physical field 1+ is Goldstone bosons and charged Higgs boson 4
has the mass equal to those of Y . This matrix also gives us two physical fields 2+ and 3+ with
their mass are the same value but opposite sign. Therefore, one of them can be identified with
tachyon fields.
From (51) and (52), to cancel the tachyon field, we have to put the condition
2

t 1 u 2 + w 2 cot2 1 v 2 = 0.
(55)
This yields
1+
v2 v 2
u 2
=
.
w 2 w2 w 2
(56)
This means that in the limit w u , we have the splitting formula

w 2 w 2 = v 2 v 2 2462 GeV2 .
(57)
It is noteworthy that the relation (57) is very good addition to (29). In particular notice that,
the condition of eliminating tachyon fields (55) does not violate minimum of Higgs potential.
372
The above condition of tachyon eliminating means that the minimum is non-trivial. The same
conclusion has been happened for positivity of m2H in the MSSM [25].
Finally, let us summarize the physical fields of the scalar sector in the model. There are eight
.
neutral massless particles: five pseudoscalars A5 , A6 , A1 , A2 , A , and three scalars S5 , S24 , S1a
There is one complex neutral Higgs HX0 with mass equal to those of the bilepton mX , and two
massive scalars Sa36 , Sa36 . There are four charged massless scalar fields 2 , 1 , 2 and 3 ,
and two massive charged bosons 1 and 4 with masses equal to that of the W boson and the
bilepton Y , respectively: m+ = mW , m + = mY .
1
4
The masses of Higgs bosons given in this section is the tree level ones. At one-loop level, besides contributions from the non-supersymmetric version, we have additional loops with sfermions, Higgsino-gaugino, fermion-Higgsino and tadpoles of sfermions. We do hope that, LHC will
discovery long-waiting Higgs bosons and then we can fix more free parameters. Radiative corrections to masses of the main Higgs bosons will be our next study.
4. Higgs-gauge boson couplings
With above content of Higgs sector, we can now calculate the Higgs-gauge boson interactions.
These interactions exist in part from
+
+

+

+

Lkinetic = D D + D D + D D + D D .
(58)
In this paper, the gauge bosons are limited to be the gauge bosons of GlashowWeinbergSalam
model, i.e., photon, W and Z bosons. Using mixing matrices given in Appendix A, we are able
to get interactions of the physical fields.
Despite mixing, electromagnetic interactions are unchanged
ieA H H + ,
H = 1 , 2 , 1 , 2 , 3 , 4 .
(59)
Formula (59) shows that the scalar Higgs physical states and mixings given in Section 3 are
correct.
For the W boson, we get couplings of pair W + W with neutral Higgs bosons presented in
Table 1.
The interactions of single W boson with two Higgs bosons are presented in Table 2, where
mx,y , x, y = 1, 2, 3, 4, are given in Appendix A. Other vertices are

gv
V W 1+ A5 = V W 2+ A6 =
,
2 v2 + v 2

gv
V W 2+ A5 = V W 1+ A6 =
,
2 v2 + v 2
1 +

1
igvv
V W 1 Sa36 = V W 1+ Sa36 = 2
,
V W 2+ S5 =
c
s
v + v 2

1 +
ig(v 2 v 2 )

1
V W 2 Sa36 =
.
V W 1+ S5 = V W 2+ Sa36 =
c
s
v2 + v 2
Non-zero quartic couplings of pair W + W with two Higgs bosons are given in Table 3.
Addition to this table, we have also five interactions
373
Table 1
Trilinear couplings of W + W with neutral Higgs bosons
Vertex
Coupling
W + W S5
2
g vv
v 2 +v 2
g 2 c v 2 v 2
2
v 2 +v 2
W + W sa36
2
2
2
g 2s v v
W + W sa36
v 2 +v 2
Table 2
Trilinear coupling constants of W with two Higgs bosons
Vertex
Coupling
W x+
W x+
W x+
W x+
W x+
A1
gw(2m2x uu +m1x (u2 u 2 ))
, x = 1, 2, 3, 4
2(u2 +u 2 ) u2 +w 2
gu2 w(m2x um1x u )
, x = 1, 2, 3, 4
2(u2 +u 2 )(u2 +w 2 )
gu(2m2x uu +m1x (u2 u 2 ))
, x = 1, 2, 3, 4
2(u2 +u 2 ) u2 +w 2
+m (u2 u 2 ))
ig(2m1x
uu
2x
, x = 1, 2, 3, 4
2(u2 +u 2 )

2

2
ig(2m2x uu +m1x (u u ))
, x = 1, 2, 3, 4
2(u2 +u 2 )
A
A2
0
HX
S24
Table 3
Non-zero quartic coupling constants of W + W with Higgs bosons
Vertex
Coupling
Vertex
Coupling
W + W A1 A2
2
g2 uw 2
2(u +w )
W + W Sa36 Sa36
W + W A1 A1
g 2 w2
2(u2 +w 2 )
W + W A2 A2
W + W A5 A5
g2
2
g 2 s2
2
W + W Sa36 Sa36
g 2 u2
2(u2 +w 2 )
g 2 c2
2
g 2 (m1x m1y +m2x m2y )
, x, y = 1, 2, 3, 4
2
W + W Sa36 Sa36
W + W x+ y
g 2 s2
4

V W + W A5 A5 = V W + W A6 A6 = V W + W S5 S5

= V W + W HX0 HX0 = V W + W 1+ 1 = V W + W 2+ 2 .
For the neutral Z boson, the triple coupling of single Z with two charged Higgs bosons are
presented in Table 4, where U22 , . . . are elements in the mixing matrix U of the neutral gauge
bosons. We have also

V Z1 1+ = V Z2 2+ .
The notations are given by

f1 = u 3U12 + 3 U22 2sW
1
U32
2
3 4sW

1
U
,
f2 = 3U12 3 U22 + 4sW
32
2
3 4sW

+ 3wU42 ,
374
Table 4
Trilinear coupling constants of Z with two charged Higgs bosons
Vertex
Coupling
Z 1 1+
Z x
Z x
Z x

1 U ) 6uU w
3u2 (U22 2sW
32
42
2
34sW

1 U )]w 2 }
+ [3U12 + 3(U22 + 4sW
32
2
ig
{2
6(u2 +w 2 )
34sW
1+
(m4x v m3x v )[u2 U42 + u(U12 + 3U22 )w + U42 w2 ], x = 1, 2, 3, 4

2 v 2 +v 2 (u2 +w 2 )
ig
(m3x v + m4x v )[u2 U42 + u(U12 + 3U22 )w + U42 w2 ], x = 1, 2, 3, 4

2 v 2 +v 2 (u2 +w 2 )

ig
1 U )]
{(m1y m1x + m2y m2x )[3U12 3(U22 2sW

32
2
2
2
6sW (u +w )
34sW

2+
y+
ig
1 U )]
(u2 + w2 ) + (m3y m3x + m4y m4x )(u2 [3U12 + 3(U22 + 4sW
32
2
34sW

2
1 U ))}, x, y = 1, 2, 3, 4
+ 6uwU42 2 3w (U22 2sW
32
2
34sW
2
f3 = 3U12

2 3U12 U22 2sW

+ 3U22 U22 + 4sW
1
2
3 4sW
1
U32
2
3 4sW

U32 ,

2 U2
2
16sW
4sW
8sW U22 U32
32
2
2

f4 = 3U12
+ U22
+
2
3U
+
U
U
12
22
42 ,
2
3 + 4sW
2
2
3 4sW
3 4sW

2 U2
4sW
4sW U22 U32
2sW U32
32
2
2
2
2 3U12 U22 +
,
+ 3U42
f5 = 3U12 + U22
2
3
+
4s
2
2
W
3 4sW
3 4sW
2
4sW
8sW U22 U32
2
2
2
f6 = 4U22
+
+ 3U42
U32
,
2
3
+
4s
2
W
3 4sW

1
f7 = 3uU42 2 3w U22 + sW
U32 ,
2
3 4sW

1
2
U
+ 6uwU42
f8 = u 3U12 + 3 U22 2sW
32
2
3 4sW

2
1
2 3w U22 + sW
U
.
32
2
3 4sW
Similarly, trilinear coupling of the single Z with two neutral Higgs bosons are given in Table 5.
The triple couplings of pair ZZ with one scalar Higgs boson are given in Table 6, where

2
2
2
2
u + (a11 + a33 )U42 w,
w + (a11 + a33 )U42 u,
+ U42
a2 = a33
+ U42
a1 = a11

2
2
2

2
a4 = a33 + U42 w (a11 + a33 )U42 u ,
a3 = a11 + U42 u (a11 + a33 )U42 w ,

2
2
1
t
2
t
a33 = U22
U32 ,
U32 .
a11 = U12 + U22
3
3 3
3
3 3
375
Table 5
Trilinear couplings of Z with two neutral Higgs bosons
Vertex
Coupling

Z A1 S1a

Z A S1a
Z A6 Sa36
Z A1 Sa36
Z A5 S5
Z A5 Sa36
Z A1 Sa36
Z A1 S24
Z A2 S24
Vertex
guu
f1
3(u2 +u 2 ) u2 +w 2
g(u2 u 2 )
f
6(u2 +u 2 )(u2 +w 2 ) 8

gv c f2
6 v 2 +v 2
gs (u2
u 2 )
f1
6(u2 +u 2 ) u2 +w 2

gv
f2
6 v 2 +v 2
gvs f2
6 v 2 +v 2
gc (u2
u 2 )
f1
6(u2 +u 2 ) u2 +w 2
g
[3uU42 + (3U12
6 u2 +w 2

1 U ))w]
+ 3(U22 2sW
32
2
34sW

Z A2 S1a
Z A5 Sa36
Z A2 Sa36
Z A Sa36
Z A6 S5
Z A6 Sa36
Z A2 Sa36
Z A Sa36
Coupling

guu
f7
3(u2 +u 2 ) u2 +w 2
gvc

f2
6 v 2 +v 2
2
gs (u
u 2 )
f7
6(u2 +u 2 ) u2 +w 2

gs uu
f
3(u2 +u 2 )(u2 +w 2 ) 8
gv

f2
6 v 2 +v 2

gv s f2
6 v 2 +v 2
gc (u2
u 2 )
f7
6(u2 +u 2 ) u2 +w 2

gc uu
f
3(u2 +u 2 )(u2 +w 2 ) 8
g
[2 3u(U22
2
6 u2 +w
1 U ) + 3wU ]
+ sW
32
42
2
34sW
Table 6
Trilinear coupling constants of ZZ with one scalar bosons
Vertex
Coupling
ZZS5
2
g vv f4
3 v 2 +v 2

g 2 u
(u2 f5 + 2uwU42 + w2 f6 )
3 u2 +u 2 u2 +w 2

ZZS1a
g 2 u2 +u 2
[(u2 w2 )U42 f2 + uwf3 ]
6u u2 +w 2

g2
v v
4 {[(a1 s + a2 c )s + (a3 s + a4 c )c ]s + v 2 +v 2 c }

g2
v v
4 {[(a1 s + a2 c )s + (a3 s + a4 c )c ]c v 2 +v 2 s }
ZZS24
ZZSa36
ZZSa36
Non-zero quartic couplings of pair ZZ with two scalar Higgs bosons are given in Table 7.
Non-zero quartic of pair ZZ with two charged Higgs bosons are presented in Table 8.
Another interaction is
V(ZZ1 1 ) = V(ZZ2 2 ).
In the special limit
u = u ,
w = w ,
v = 0,
w, w u, u , v, v ,
(60)
the effective couplings are summarized in Table 9. From (50) and Appendix C we get the following limit for physical fields
S5 Sa36 ,
1+ 2+ .
(61)
376
Table 7
Non-zero quartic coupling constants of ZZ with two neutral scalar bosons
Vertex
Coupling
ZZA1 A2
g2
6 U42 f2
g2
6 f5
g2
6 f6
g2

6 f4 , H = S5 , A5 , A6
g 2 uu
[(u2 w2 )U42 f2 + uwf3 ]
3(u2 +u 2 )+(u2 +w 2 )
2
2
2
2g c 2(u u2 ) 2 [(u2 w2 )U42 f2 + uwf3 ]
6(u +u )+(u +w )
2
2 u 2 )
2g s (u
[(u2 w2 )U42 f2 + uwf3 ]
6(u +u 2 )+(u2 +w 2 )
2
g
(u2 f5 + 2uwU42 f2 + w2 f6 )
6(u2 +w 2 )
g2
(u2 f6 2uwU42 f2 + w2 f5 )
6(u2 +w 2 )
2
g
(u2 f6 2uwU42 f2 + w2 f5 )
6(u2 +w 2 )
g2
[c2 (u2 + w2 )f4 + s2 (u2 f5 + 2uwU42 f2 + w2 f6 )]
6(u2 +w 2 )
2
g
(u2 f5 + 2uwU42 f2 + w2 f6 )
6(u2 +w 2 )
g2
[s 2 (u2 + w2 )f4 + c2 (u2 f5 + 2uwU42 f5 + w2 f6 )]
6(u2 +w 2 )
ZZA1 A1
ZZA2 A2
ZZH H

ZZS1a
S24
ZZS24 Sa36
ZZS24 Sa36
S
ZZS1a
1a
ZZS24 S24
0 H 0
ZZHX
X
ZZSa36 Sa36
ZZA A
ZZSa36 Sa36
ZZSa36 Sa36
g 2 s2
{u2 [4 3U12 (U22 + sW
12(u2 +w 2 )
2uwU42 [3U12 +
2 U2
12sW
1 U ) + 3U 2 12s
32 ]
W U22 U32 +
32
2
2
42
2
34sW
3+4sW
34sW
3(U22 + 4sW
2 + 2 3U (U + 4s
+ [3U12
W
12 22
1 U )]
32
2
34sW
2 2
1 U ) + 3(U 2 + U 2 + 4sW U32 )]w 2 }
32
2
2
22
42
34sW
3+4sW
Therefore, the Higgs triplet responsible for the second step of symmetry breaking can be
represented as
2+
+iA5
vSa36
(62)
.
2
+
2
Remind that both 2+ and A5 are massless. By Table 9, we can identify them as Goldstone bosons
for the W and Z ones (neglecting the minus sign), respectively. This yields
GW +
v+h+iG
Z
2 .
(63)
+
2
Hence, all the effective couplings of the gauge bosons with scalar fields of the SM can be recovered, which most of them are presented in Table 10.
In principle, we cannot put v = 0. The above analysis just shows that our calculations are
correct.
377
Table 8
Non-zero quartic coupling constants of ZZ with two charged bosons
Vertex
Coupling
ZZ1 1+
2 U2
16sW
8sW U32
g2
2 16s
32 + 3U 2 ] 2uw[3U 3(U
W U22 U32
{u2 [4U22
)]U42
12
22
2
42
6(u2 +w 2 )
2
2
3+4s
34sW
34sW
W
2 + U 2 + 8s
W U22 U32
+ w2 [3U12
22
ZZ1 x+
ZZ2 x+
ZZy x+
2
34sW
g 2 (m4x vm3x v )
2 U2
16sW
32
2
3+4sW
4s U
2 ]}
+ 2 3U12 (U22 + W 32 ) + 3U42
2
34sW
8s U
2
{(u2 w2 )[3U12 3(U22 W 32 )]U42 uw[3U12

2
6(u2 +w 2 ) v 2 +v 2
34sW
8s U
4s U
3U22 (U22 W 32 ) + 2 3U12 (U22 + W 32 )]}, x = 1, 2, 3, 4
2
2
34sW
34sW
g 2 (m3x v+m4x v )
6(u2 +w 2 ) v 2 +v 2
{(u2 w2 )[3U12
8s U
2
3(U22 W 32 )]U42 uw[3U12
2
34sW
8s
U
4s
U
3U22 (U22 W 32 ) + 2 3U12 (U22 + W 32 )]}, x = 1, 2, 3, 4
2
2
34sW
34sW
2 2
g2
2 + U 2 4s
W U22 U32 4sW U32
{(m1y m1x + m2y m2x )(u2 + w2 )[3U12
2
22
6(u2 +w 2 )
2
3+4s
34sW
W
2s
U
2
2
2
W
32
2 3U12 (U22
)] + (m3y m3x + m4y m4x )[u (3U12 + U22
2
34sW
8s U U
+ W 22 32
2
34sW
2 U2
16sW
32
2
3+4sW
4s U
2 ) + 2uw(3U
+ 2 3U12 (U22 + W 32 ) + 3U42
12
2
34sW
2 U2
16sW
8s U
2 16s
32 + 3U 2 )]}
W U22 U32
3(U22 W 32 ))U42 + w2 (4U22
2
42
2
34sW
2
34sW
3+4sW
5. Production of charged 4 via W Z fusion at LHC

The possibility to detect the neutral Higgs boson in the minimal version at e+ e colliders was
considered in [26] and production of the SM-like neutral Higgs boson in the 331 model with
right-handed neutrinos at the CERN LHC was considered in Ref. [27]. The decay and production at the CERN LHC of the bilepton charged Higgs in the non-supersymmetric version of the
considering was given in Ref. [13]. This section is devoted to the decay modes and production of
the charged 4 at the CERN LHC.
Let us first discuss on the mass of this Higgs boson. Eq. (53) gives us a connection between its
mass and those of the singly-charged bilepton Y . The bilepton mass limit can be obtained from
the wrong muon decay e e mediated, at the tree level, by both the W and the Y
boson. Taking into account of the famous experimental data [24]
Rmuon
( e e )
< 1.2%
( e e )
we get the constraint: Rmuon
4
MW
MY4
90% CL
(64)
. Therefore, it follows that MY 230 GeV. This bound is
consistent with that followed from the oblique consideration in Ref. [28]. However, the stronger
bilepton mass bound has been derived from consideration of experimental limit on lepton-number
violating charged lepton decays [29] of 440 GeV.
378
Table 9
The non-zero coupling constants in the effective limit
Vertex
Coupling
Vertex
Coupling
W + W S5
g 2 vs
ZW + 4
W + W Sa36
2c 2
g2 u
2 2cW
gc
2c
W
gs
2c
W
gs
2cW
gc
2c
W
g
2cW
2
g u2
2 2cW
g 2 vc2
g 2 vc
ZA5 Sa36
igs2
2
igc2
2
gs
2
gc
2
igc2
2
W 1+ Sa36
W 1+ S5
W 1+ A5
W 1+ A6
W 2+ Sa36
ZA6 Sa36
ZA5 S5
ZA6 S5
ZA1 S24
ZZS24
igs
W 2+ S5
22
ZZSa36
W 2+ A6
gs
2
ZZS5
W 2+ A5
Z +
W 4+ S24
gc
2
ig
2
ig
2
W 4+ A1
g2
ZZ +
0
W 1+ HX
AW + 2
Z +
ZZ +
e2 v
ZW + 2
2s c
W
WWHH
e2 v
2cW c
ZZH H
2 c
2cW
g 2 vs
2
cW
2
igsW
2c , = 2 , 3
W
igc2W
2cW , = 1 , 2 , 1 , 4
4
2g 2 sW
, = 2 , 3
2
cW
2
g 2 c2W
2 , = 1 , 2 , 1 , 4
2cW
2
g
0

2 , H = A1 , Sa36 , S5 , A6 , HX , 1 , 4 , 1 , 2
2
g
0

2 , H = S5 , S24 , HX , Sa36 , Sa36 , A1 , A5 , A6
2cW
Table 10
The SM coupling constants in the effective limit
Vertex
Coupling
g2
2
g2
2 v
ig
2
g
2
W W hh
WWh
W GW h
W G W GZ
Vertex
Coupling
GW GW A
ie
W W G Z GZ
W W G W GW
ZZh
g2
2
g2
2
g2
2 v
2cW
ZZhh
g2
2
2cW
ZZGZ GZ
g2
2
2cW
AW GW
ZGZ h
g2
2 vsW
2cg
W
ZW GW
ZGW GW
g2 vsW tW
ig
2
2c (1 2sW )
Taking into account that, in the effective approximation, 4 is the bilepton, we get the dominant decay channels as follows
4
ll , U c d, uc D,
ZW , H 0 W .
(65)
379
Table 11
Trilinear coupling constants of W + with neutral gauge boson and the charged scalar boson
Vertex
Coupling
8s U
4s U
g 2 v 2 +v 2 2
{u [3U12 + 3(U22 W 32 )] + 6uwU42 2 3w2 (U22 + W 32 )}
12(u2 +w 2 )
2
2
34sW
34sW
ZW + 2
g2
3U22 )][m1x (u2 u 2 )(u2 + w2 )
ZW + x
AW + 2

+ u( u2 + u 2 u2 + w2 (m3x v + m4x v ) + 2m2x u (u2 + w2 ))], x = 1, 2, 3, 4
8sW U31
4s U
g 2 v 2 +v 2 2

)] + 6uwU41 2 3w2 (U21 + W 31 )}
2
2 {u [3U11 + 3(U21
4u
3
u2 +u 2 (u2 +w 2 ) 2
[(u2 w2 )U42 uw(U12 +
12(u +w )
AW + x
2
34sW
g2
3
2
34sW
[(u2 w2 )U41 uw(U11 + 3U21 )][m1x (u2 u 2 )(u2 + w2 )
2 +u 2 (u2 +w 2 ) 2
4u u

+ u( u2 + u 2 u2 + w2 (m3x v + m4x v ) + 2m2x u (u2 + w2 ))], x = 1, 2, 3, 4
Assuming that masses of the exotic quarks (U, D ) and both gaugino and Higgsino are larger
than M , we come to the fact that the hadron and sparticle modes are absent in the decay of
4
the charged Higgs boson. Because the Yukawa couplings of 4 l are very small, the coupling
of a singly-charged Higgs boson (4 ) with the weak gauge bosons, 4 W Z, can dominate.
Note that the charged Higgs bosons in doublet models such as the two-Higgs doublet model
or the minimal supersymmetric Standard Model, have both hadronic and leptonic modes [21].
This is a specific feature of the model under consideration. It is of particular importance for the
electroweak symmetry breaking. Its magnitude is directly related to the structure of the extended
Higgs sector under global symmetries [30]. This coupling can appear at the tree level in models
with scalar triplets, while it is induced at the loop level in multi scalar doublet models. The
coupling, in our model, differs from zero at the tree level due to the fact that the 4 belongs to a
triplet.
Thus, for the charged Higgs boson 4 , it is important to study the couplings given by the
interaction Lagrangian
Lint = fZW 4 4 W Z ,
(66)
where fZW 4 , at tree level, is given in Table 11. The same as in [20], the dominant rate is due to
the diagram connected with the W and Z bosons. Putting necessary matrix elements in Table 11,
we get
fZW 4 =
g2 w2 t
2(1 + t2 )
v 2 (2t2 t2 + 1) +
1+t2
t2
(u2 + w 2 )
2 1)(1 + 4t 2 ) c
s (4cW
2

,

2 + t 2 (4c2 1) 1 + 4t 2
cW
W
2
2
where
X 2 = v 4 t2 V 2 +
+

u2 + w 2 4 2
v t + t4 + 2t2 t2 + 2t2
2
t
(u2 + w 2 )3

(u2 + w 2 )2 2 4
2
2 2
2
t
1 + t2 .
v
+
t
+
2t
t
+
2t
+
4
6
t
t
380
Thus, the form factor, at the tree-level, is obtained by

F
fZW 4
gMW
w2 t
v 2 (2t2 t2 + 1) +
V (1 + t2 )
1+t2
t2

(u2 + w 2 ) s (4c2 1)(1 + 4t 2 ) c
W
2

. (67)
2 + t 2 (4c2 1) 1 + 4t 2
cW
W
2
2
The decay width of 4 Wi Zi , where i = L, T represent respectively the longitudinal and

transverse polarizations, is given by [20]

1/2 (1, w, z)
4 Wi Zi = M
|Mii |2 ,
4
16
2 /M 2 and z = M 2 /M 2 . The longitudinal and
where (1, w, z) = (1 w z)2 4wz, w = MW
Z
transverse contributions are given in terms of F by

|MLL |2 =
g2
(1 w z)2 |F |2 ,
4z
|MT T |2 = 2g 2 w|F |2 .
2 M 2 /M 4 which implies that the

For the case of M MZ , we have |MT T |2 /|MLL |2 8MW
Z
decay into a longitudinally polarized weak boson pair dominates that into a transversely polarized
one.
Next, let us study the impact of the 4 W Z vertex on the production cross section of pp
W Z X 4 X which is a pure electroweak process with high pT jets going into the forward
and backward directions from the decay of the produced scalar boson without color flow in the
central region. The hadronic cross section for pp 4 X via W Z fusion is expressed in the
effective vector boson approximation [31] by

dL
16 2
2

4 W Z
,
eff s, M
d pp/W Z
4
(1, w, z)M 3
4 =T ,L
where = M2 /s, and

4
1
1

d dx
dL
dL

=
,
fi (x)fj ( /x)
d pp/W Z

x
d qi qj /W Z
ij
with = s /s and = / . Here fi (x) is the parton structure function for the ith quark, and

c 1
s
s
dL
=
ln
ln
(2 + )2 ln(1/ ) 2(1 )(3 + ) ,

4
2
2
d qi qj /W ZT
64
MW
MZ
T

c 1
dL
=
(1 + ) ln(1/ ) + 2( 1) ,

4
d qi qj /W ZL 16
L
where c =
Ref. [10].
g 4 c2
2
16cW
2 (q ) + g 2 (q )] with g (q ), g (q ) for quark q are given in Table I of

[g1V
j
1V j
1A j
j
1A j
381
Fig. 1. Hadronic cross section for production of charged 4 via W Z fusion as a function of the charged Higgs boson
mass for five cases of sin .
Using CTEQ6L [32], in Fig. 1, we plot eff (s, M2 ) at

4
s = 14 TeV as a function of M4
in range of 4402000 GeV, where the parameters in the F factor are set as follows v = 0,
v = 246 GeV, t = 1, and t obtained from Ref. [10]. If the mass of the charged Higgs boson is
in range of 440 GeV and s = 0.08, the cross section can exceed 35.8 fb: i.e., 10 740 of 4 can
be produced at the integrated LHC luminosity of 300 fb1 .
6. Conclusions
In this paper we have explored the Higgs sector of the supersymmetric economical 331
model and found more new interesting features in this sector. We have revised the charged Higgs
sector, i.e., the exact eigenvalues and states of the charged Higgs fields were obtained without
any approximation. In this model, there are three Higgs bosons having masses equal to that of
the gauge bosons and one neutral complex Higgs boson with mass of the neutral non-Hermitian
bilepton X0 . Therefore, as in the gauge sector, we get the law of Pythagoras among Higgs boson
masses: m2 + = m2 0 + m2+ .
4
HX
There is one scalar boson with mass of 91.4 GeV, which is closed to the Z boson mass and in
good agreement with present limit: 89.8 GeV at 95% CL.
The mass matrix of charged Higgs bosons gives two physical fields 2+ and 3+ with their
square mass are the same value but opposite sign. To solve this problem, we have got very
interesting relation which leads to w w , u u in high mass limit.
In the model under consideration, at the tree level, the lightest Higgs boson is the charged
with the mass equal to those of the W boson. This is in agreement with the current experimental
limit: 79.3 GeV at 95% CL.
It is worth mentioning that the Higgs sector in this model is very constrained. At the tree
level, we cannot fix only one heavy scalar Higgs boson Sa36 with mass, while all remaining
fields gain masses of the gauge bosons in the model. This is nice feature of the supersymmetric
version.
The interactions among the Standard Model gauge bosons and scalar fields in the framework
of the supersymmetric economical 331 model are also presented. From these couplings, all
382
scalar fields including the neutral scalar h and the Goldstone bosons can be identified and their
couplings with the usual gauge bosons such as the photon, the charged W and the neutral Z,
without any additional condition, are recovered.
Despite the mixing among the photon with the non-Hermitian neutral bilepton X 0 as
well as with the Z and the Z gauge bosons, the electromagnetic couplings remain unchanged.
After all we focused attention to the singly-charged Higgs boson 4 with mass equal to the
bilepton mass MY . Mass of the 4 is estimated to be larger than 440 GeV. This boson, in
difference with those arisen in the Higgs doublet models, does not have the hadronic and leptonic decay modes. The trilinear coupling ZW 4 which differs, at the tree level, while the
similar coupling of the photon W 4 as expected, vanishes. If the mass of the above mentioned Higgs boson is in range of 440 GeV, however, the cross section can exceed 35.8 fb: i.e.,
10 740 of 4 can be produced at the CERN LHC for the luminosity of 300 fb1 . By measuring this process we can obtain useful information to determine the structure of the Higgs
sector.
LEPII placed the problem of Higgs physics at the forefront of supersymmetry phenomenology. While earlier one might have viewed the Higgs fields as just one of many features of low
energy supersymmetric models, the constraints on the Higgs mass are now problematic. In the
model under consideration, the Higgs bosons gain masses equal to that of the gauge bosons. This
feature deserves further studies.
Acknowledgements
The authors would like to thank J. Espinosa for bringing our attention to Ref. [25]. This
work was supported in part by National Council for Natural Sciences of Vietnam under grant
No. 410604.
Appendix A. Mixing matrix for neutral scalars

S1
c s
S 2 c c

S3 s s
=
S4 s c

S5
0
S6
0
s c
s s
c c
c s
0
0
c c
c s
s c
s s
0
0
s s s
s s c
s c s
s c c
c c
c s
c s s
c s c
c c s
c c c
s c
s s
0
0
0
0
s
c

S1a
S24
S24
.
Sa36
Sa36

S5
(A.1)
Appendix B. Mixing matrix for neutral pseudoscalars

s
A1
A2 0
=
A3
c
A4
0
0
s
0
c
c s
c c
s s
s c

A1
c c
c s A2
.
s c
A
s s
A
Two massless physical fields are A5 and A6 .
(B.1)
383
Appendix C. Mixing matrix for charged scalars

M11
M21

1 m31 s
=
2 m31 c

1
m41 s
2
m41 c
M12
M22
m32 s
m32 c
m42 s
m42 c
M13
M23
m33 s
m33 c
m43 s
m43 c
M14
M24
m34 s
m34 c
m44 s
m44 c
0
0
c s
s s
c c
s c
0
0
c c
s c
c s
s s
1
2

3
,
4

1
2
(C.1)
where
and
M11 = m11 s + m21 c ,
M12 = m12 s + m22 c ,
M13 = m13 s + m23 c ,
M14 = m14 s + m24 c ,
M21 = m21 s m11 c ,
M22 = m22 s m12 c ,
M23 = m23 s m13 c ,
M24 = m24 s m14 c

g (t2 + 1)(u 2 + w 2 )

m11 =
,
2 m24
m13 =
1
u2 + v 2 + w 2
vt
v
1

m12 =
,
u 2 + w 2 + v 2 1 + t 2
1 + t2
m21 = 0 = m33 = m42 ,

v
1

,
m22 =
u 2 + w 2 + v 2 1 + t 2
m24 =
k2
k12
m32 =
+ k22
+ k32
u 2 + w 2
u 2
+ w 2
gv
m41 =
,
2 m24
+1
+ v2
m14 =
k1
k12
+ k22 + k32 + 1
v
1

m23 =
,
u2 + v 2 + w 2 1 + t 2
gv
m31 =
,
2 m24
m34 =
k3
k12 + k22 + k32 + 1
u2 + w 2
m43 =
,
v 2 + w 2 + u2
m44 =
1
k12
+ k22
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Conformal properties of four-gluon planar amplitudes

and Wilson loops
J.M. Drummond a , G.P. Korchemsky b, , E. Sokatchev a
a Laboratoire dAnnecy-le-Vieux de Physique Thorique LAPTH, 1 B.P. 110, F-74941 Annecy-le-Vieux, France
b Laboratoire de Physique Thorique, 2 Universit de Paris XI, F-91405 Orsay Cedex, France
Received 24 July 2007; received in revised form 19 October 2007; accepted 26 November 2007
Abstract
We present further evidence for a dual conformal symmetry in the four-gluon planar scattering amplitude
in N = 4 SYM. We show that all the momentum integrals appearing in the perturbative on-shell calculations
up to four loops are dual to true conformal integrals, well defined off shell. Assuming that the complete offshell amplitude has this dual conformal symmetry and using the basic properties of factorization of infrared
divergences, we derive the special form of the finite remainder previously found at weak coupling and
recently reproduced at strong coupling by AdS/CFT. We show that the same finite term appears in a weak
coupling calculation of a Wilson loop whose contour consists of four light-like segments associated with the
gluon momenta. We also demonstrate that, due to the special form of the finite remainder, the asymptotic
Regge limit of the four-gluon amplitude coincides with the exact expression evaluated for arbitrary values
of the Mandelstam variables.
PACS: 11.25.Tq; 11.25.Hf; 11.30.-j; 11.15.Bt
Keywords: Gluon scattering amplitudes; Wilson loops; Conformal invariance; Gauge/string duality
E-mail address: korchems@th.u-psud.fr (G.P. Korchemsky).

1 UMR 5108 associe lUniversit de Savoie.
2 Unit Mixte de Recherche du CNRS (UMR 8627).
doi:10.1016/j.nuclphysb.2007.11.041
386
1. Introduction
Gluon and quark scattering amplitudes have long been the subject of numerous studies in
QCD. These amplitudes have a very non-trivial structure consisting of infrared singular and finite parts. In physical infrared safe observables like inclusive cross-sections the former cancel in
the sum of all diagrams [1] while the latter produce a rather complicated function of the kinematic variables. The infrared singular part of the scattering amplitude has a universal structure
[24] which is intimately related to the properties of Wilson loops [5]. This leads to an evolution
equation for the amplitude as a function of the infrared cutoff [68] which is governed, in the planar limit, by the so-called cusp anomalous dimension of the Wilson loop [9,10]. This anomalous
dimension first emerged in the studies of ultraviolet cusp singularities of Wilson loops [11] (see
also [12] and references therein) and its relation to infrared asymptotics in gauge theories was
discovered in [5,13,14]. The cusp anomalous dimension is very important in QCD since it controls the asymptotic behavior of various gauge invariant quantities like the double-log (Sudakov)
asymptotics of form factors, the logarithmic scaling of the anomalous dimension of higher-spin
operators, the gluon Regge trajectory, etc. However, unlike the singular part, the finite part of
the gluon scattering amplitude in QCD is much more involved, being given in terms of certain
special functions of the Mandelstam variables.
Recently, a lot of attention has been paid to the problem of calculating gluon scattering amplitudes in the context of the maximally supersymmetric YangMills theory (N = 4 SYM).
These amplitudes have been extensively studied in perturbation theory where they have been
constructed using state-of-the-art unitarity cut techniques [1519]. The results of these studies
concern both the divergent and finite parts of the amplitude. Although the main subject of the
present paper is the finite part, we start with a brief review of the IR singularities.
1.1. Infrared divergences in gluon scattering amplitudes
Unlike a generic gauge theory, N = 4 SYM is ultraviolet finite. Despite this UV finiteness,
the gluon scattering amplitudes are still IR divergent, even though the singular structure is much
simpler compared to QCD, due to the fact that the coupling does not run. As in QCD, the dependence on the IR cutoff is determined by the cusp anomalous dimension.
The notion of cusp anomalous dimension was initially introduced [11,12] in the context of
a Wilson loop evaluated over a closed (Euclidean) contour with a cusp (see Fig. 1). By definition, cusp (a, ) is a function of the coupling constant a and the cusp angle describing the
dependence of the Wilson loop on the ultraviolet cutoff. Later on it was realized [5,13] that the
same quantity cusp (a, ) determines the infrared asymptotics of scattering amplitudes in gauge
theories, for which a dual Wilson loop is introduced with an integration contour C uniquely defined by the particle momenta. The cusp angle is related to the scattering angles and it takes
large values in Minkowski space, || 1. In this limit, cusp (a, ) scales linearly in to all
loops [14]

cusp (a, ) = cusp (a) + O 0 ,
(1)
where cusp (a) is a function of the coupling constant only. In what follows we shall use the
term cusp anomalous dimension in this restricted sense, to denote the quantity cusp (a). In a dimensionally regularized four-gluon scattering amplitude, the IR poles exponentiate and cusp (a)
controls the coefficient of the double pole in the exponent.
387
Fig. 1. An example of a Wilson loop with a cusp at the point x.
The two-loop expression for cusp (a, ) and cusp (a) in a generic (supersymmetric) Yang
Mills theory can be found in [14,20]. Among the important results of the recent studies in N = 4
SYM was the calculation of cusp (a) at three [17] and at four [18,21] loops. The three-loop
value of cusp (a) confirmed the maximal transcendentality conjecture of [22] based on advanced
calculations of twist-two anomalous dimensions in QCD [23]. The four-loop value provided
support for a conjecture [24] about the form of the all-loop cusp anomalous dimension derived
from Bethe ansatz equations.
1.2. Finite part of the four-gluon amplitude
As mentioned before, the finite part of scattering amplitudes in QCD is a very complicated
object. The situation turns out to be radically simpler in N = 4 SYM. One of the main results
of Bern et al. is a very interesting all-loop iteration conjecture about the IR finite part of the
color-ordered planar amplitude which takes the surprisingly simple form
ln M4 = [IR divergences] +
cusp (a) 2 s
ln + const,
4
t
(2)
where a = g 2 N/(8 2 ) is the coupling constant and s and t are the Mandelstam kinematic variables.3 Compared to QCD, we see the following important simplifications: (i) the complicated
functions of s/t appearing in QCD expressions are replaced by the elementary function ln2 (s/t);
(ii) no higher powers of logs appear in ln M4 at higher loops; (iii) the coefficient of ln2 (s/t) is
determined by cusp (a), just like the coefficient of the double log in the IR divergent part. This
conjecture has been verified up to three loops for four-gluon amplitudes in [17] (a similar conjecture for n-gluon amplitudes [17] has been confirmed for n = 5 at two loops in [25,26]).
Recently Alday and Maldacena [27] have proposed a prescription for studying gluon scattering amplitudes at strong coupling via AdS/CFT. Their calculation produced exactly the same
form (2) of the finite part, with the strong-coupling value of cusp (a) obtained from the semiclassical analysis of [28]. This result constitutes a non-trivial test of the AdS/CFT correspondence.
Nevertheless, on the gauge theory side the deep reason for the drastic simplification of the finite
part remains unclear.
3 To avoid the appearance of an imaginary part in ln M , it is convenient to choose s and t negative.
4
388
In this paper we present arguments that the specific form of the finite part of the four-gluon
amplitude, both in perturbation theory and at strong coupling, may be related to a hidden conformal symmetry of the amplitude. To avoid misunderstandings, we wish to stress that this is not
a manifestation (at least, not in an obvious way) of the underlying conformal symmetry of the
N = 4 SYM theory.
1.3. Dual conformal symmetry
The starting point of our discussion is the on-shell planar four-gluon scattering amplitude
given in terms of IR divergent momentum scalar-like integrals, regularized dimensionally by
going to D = 4 2IR (IR < 0) dimensions. These integrals possess a surprising symmetry
which we shall refer to as dual conformal symmetry. Its presence was first revealed, up to three
loops, in [29] and was later on confirmed at four loops in [18].4 Also, it was recently used in [19]
as a guiding principle to construct the five-loop amplitude.
The central observation of [29] is that in order to uncover this dual conformal symmetry of the
on-shell integrals, one has to go through three steps: (i) assign off-shellness (or virtuality) to
the external momenta entering the integrand; (ii) set IR = 0; (iii) make the change of variables
pi = xi xi+1 .
(3)
In this way the integrals cease to diverge because the virtualities of the external momenta serve as
an IR cutoff. The resulting four-dimensional integrals become manifestly conformal in the dual
space description with coordinates xi . Here we stress that these are not the original coordinates
in position space (the Fourier counterparts of the momenta), but represent the momenta themselves. The conformal symmetry is then easily seen by doing conformal inversion x x /x 2
and counting the conformal weights at the integration points.
The authors of [18] and [19] have noticed that some of the dual conformal four- and five-loop
integrals that they could list, in reality do not contribute to the amplitude. In the present paper we
give the explanation of this fact, namely, all the non-contributing integrals are in fact divergent
even off shell.
It is important to realize that taking off shell the integrals which appear in the on-shell calculations of Bern et al., in order to reveal their dual conformal properties, does not mean that we
know the exact form of the off-shell amplitude regularized by the virtuality of the external legs.
Indeed, there are indications that the complete off-shell amplitude may involve more integrals
which vanish in the on-shell regime (see the discussion in Section 6). Nevertheless, inspired by
the strong evidence for a conformal structure from the perturbative calculations of Bern et al., we
make the conjecture that the full off-shell amplitude is conformal. Then, combining this assumption with the basic properties of factorization of four-gluon amplitudes into form factors and the
exponentiation of the latter (valid also in the off-shell regime), we deduce that the special form
of the finite remainder discussed above is a direct consequence of the dual conformal invariance.
This is one of the main points of the present paper.
4 The four-loop amplitude was constructed in [18] without any assumption about dual conformal invariance. However,
it turned out that only dual conformal integrals appear in it.
389
1.4. Light-like Wilson loops

Another point we would like to make concerns the recent proposal of Alday and Maldacena
for a string dual to the four-gluon amplitudes [27]. They identify ln M4 with the area of the
world-sheet of a classical string in AdS space, whose boundary conditions are determined by
the gluon momenta. Quite interestingly, they use exactly the same change of variables (3) which
they interpret as a T-duality transformation on the string world-sheet. Then they apply conformal
transformations in the dual space to relate different solutions to the string equations of motion.
Remarkably, their calculation looks very similar to that of the expectation value of a Wilson loop
made out of four light-like segments (xi , xi+1 ) in N = 4 SYM at strong coupling [30,31].
Motivated by these findings, in the present paper we revisit the calculation of such a light-like
Wilson loop at weak coupling for generic values of s and t . We establish the correspondence
between the IR singularities of the four-gluon amplitude and the UV singularities of the Wilson
loop and extract the finite part of the latter at one loop. Remarkably, our result is again of the
form (2). This indicates that the duality between gluon amplitudes and Wilson loops discussed
by Alday and Maldacena is also valid at weak coupling.
The relationship between gluon scattering amplitudes and light-like Wilson loops has already
been investigated at weak coupling in QCD in the context of the Regge limit s t > 0 [32].
Here we examine the asymptotic behavior of the N = 4 SYM four-gluon amplitude in the Regge
regime and demonstrate that, due to the special form of the finite remainder, the amplitude is
Regge exact. This means that the contribution of the gluon Regge trajectory to the amplitude
coincides with its exact expression evaluated for arbitrary values of s and t . This property is
in sharp contrast with QCD, where the simplicity of the Regge limit is lost if the amplitude is
considered in a general regime.
2. Perturbative structure of planar four-gluon scattering amplitudes. Evidence for
off-shell conformal symmetry
In this section we discuss some properties of the loop integrals appearing in the perturbative
calculation of the planar four-gluon scattering amplitude. It is expressed in terms of dimensionally regularized Feynman integrals with the external legs on shell. However, if one takes the legs
off shell and restricts the integrals to four dimensions, they exhibit an unexpected dual conformal
symmetry.
The planar four-gluon amplitude in N = 4 SYM at one loop [33,34] and two loops [15,16]
is expressed in terms of ladder (or scalar box) integrals. Such integrals have long been known to
have special properties. In particular, when treated off shell in four dimensions, they are conformally covariant [35]. At three loops [17] the amplitude is given by three-loop ladder integrals as
well as one new type of integral, the so-called tennis court (see Fig. 2). In [29] it was shown
that the tennis court integral is also conformally covariant.
As an example, consider the one-loop scalar box integral

dDk
(1)
I =
(4)
.
k 2 (k p1 )2 (k p1 p2 )2 (k + p4 )2

It is a function of four gluon momenta pi such that 4i=1 pi = 0. When the external legs are
put on shell, pi2 = 0, the integral becomes infrared divergent and needs to be regularized. One
way to do this is to change the dimension from D = 4 to D = 4 2IR , IR < 0 (dimensional
regularization). Another way is to have the external legs slightly off shell, pi2 = 0 and later on to
390
Fig. 2. Integral topologies up to three loops.
Fig. 3. Dual diagram for the one-loop box.
take the limit pi2 0. In the latter approach we can keep D = 4 which allows us to reveal the
conformal properties of the integral. This is done by introducing a dual coordinate description
(see Fig. 3).
We define dual variables xi by (with xj k xj xk )
p1 = x12 ,
(5)
p2 = x23 ,
p3 = x34 ,
p4 = x41 ,
k = x15 ,

so that i pi = 0. We stress that these are not the coordinates in the original position space (the
Fourier counterparts of the momenta), but simply a reparametrization of the momenta (note the
wrong dimension of mass of xi,i+1 ). In terms of these new variables the integral (4) takes the
form

d D x5
.
I (1) =
(6)
2 x2 x2 x2
x15
25 35 45
It is manifestly invariant under translations and rotations of the x coordinates. It is also covariant
under conformal inversion,
x
x
:
x2
xi2 xj2
1
,
xij2
xij2
dDx
dDx
,
(x 2 )D
(7)
provided that the transformation of the propagators at the integration point x5 is exactly compensated by the transformation of the measure. This can only happen if D = 4. Then the integral
is equal to a conformally covariant factor multiplied by a function of the conformally invariant
391
Fig. 4. Dual diagrams for the three-loop box and for the tennis court with its numerator.
cross-ratios u and v,5

u=
2 x2
x12
34
2 x2
x13
24
v=
2 x2
x14
23
2 x2
x13
24
(8)
Thus we have
I (1) =
i 2
(1) (u, v),
2 x2
x13
24
(9)
where the function (1) is expressed in terms of logs and dialogs [36].
We wish to point out that this conformal invariance of the loop integrals is a priori unrelated
(or at least not related in an obvious way) to the conformal symmetry of the underlying N = 4
SYM theory. For this reason we prefer to call this property of the loop integrals dual conformal
invariance.
The conformal properties of the higher-order scalar box integrals and of the tennis court can
be seen in the same way. For the tennis court there is the new feature that the integrand contains
2 connecting the external
a numerator (denoted by a dashed line). It is a positive power of x35
point 3 to the integration point 5 where more than four propagators join together (Fig. 4). The
rle of this numerator is to compensate the surplus of conformal weight due to the propagators
at this internal point, thus maintaining conformal covariance.
At four loops the conformal pattern continues. The amplitude was constructed in [18] and
it is again expressed entirely in terms of dual conformal integrals. The authors of [18] give a
list of ten such planar integrals which are non-vanishing on shell and have only log (no power)
singularities. All of them satisfy the formal requirement of dual conformal covariance, namely
that the conformal weight of the integrand at each integration point should be four. However,
it turns out that of the ten integrals, eight contribute to the amplitude and two do not. We are
now able to give a simple explanation: By inspection one can see that the two non-contributing
integrals are in fact divergent in four dimensions (even off shell). Thus they do not have welldefined conformal properties, since they require a regulator to exist at all. Furthermore, all the
integrals which do contribute to the amplitude are finite and hence conformal in four dimensions.
We illustrate the nature of the divergence in Fig. 5. The integrals in this figure correspond to
the integrals (d) and (d) of [18]. They differ only in the distribution of the numerator factors. The
first integral is finite off shell in four dimensions and contributes to the amplitude. The second
5 We denote the cross-ratios by u and v and reserve s and t to denote the Mandelstam variables.
392
Fig. 5. Examples of off-shell finite and divergent integrals with the same topology but different numerators.
integral contains the four-loop structure indicated at the bottom of the diagram. When all four
integration points x5,6,7,8 approach an external point, e.g., x3 , connected by three propagators,
2 + x 2 + x 2 + x 2 0 as6
the integral scales at short distances 2 = x53
63
73
83

15
4
4
4
4
d x5 d x6 d x7 d x8
d
(10)
2 x2 x2 x2 x2 x2 x2 x2
16
x53
63 73 56 67 78 58 68
and therefore it is divergent as 0. The first integral does not suffer from this divergence
due to the different numerator structure which softens the behaviour in the equivalent region of
integration by one power of 2 .
In principle, the fact that some integrals are divergent off shell in four dimensions is not a
problem in the study of dimensionally regularized on-shell amplitudes. It is, however, striking
that an integral contributes to the amplitude if and only if it has well-defined conformal properties
off shell. The pattern also continues to five loops. In [19] the five-loop amplitude was constructed
based on the assumption that it be a linear combination of dual conformal integrals. The authors
found 59 such integrals of which only 34 contribute to the amplitude. Once again, all 34 contributing integrals are truly conformal, i.e., they are finite off shell in four dimensions, and the
25 non-contributing integrals are divergent. The divergences can be either of the same form as
above (i.e., a four-loop subdivergence) or of the type where all five integration points approach
an external point.
Another remarkable property of the amplitude up to five loops is that the dual conformal
integrals all come with coefficient 1. It seems reasonable to conjecture that these properties
hold to all loops, i.e., that the all-order planar four-gluon amplitude has the form (after dividing
6 Here it is tacitly assumed that for s, t negative and with the external legs off-shell, the Feynman integrals can be
analytically continued to the Euclidean region.
by the tree amplitude),7

M4 = 1 +
(I)a l(I ) I,
393
(11)
where the sum runs over all true dual conformal integrals, I. In this formula, l(I) is the loop
order of the integral, a is the coupling and (I) = 1. The sign can be determined graph by
using the unitarity cut method as described in [19] but a simple rule for it is still lacking.
Thus we have seen that there is very strong evidence for a dual conformal structure behind
the planar four-gluon amplitude to all orders. Here we wish to stress once more that knowing the
on-shell amplitudes as given in terms of dimensionally regularized integrals and simply changing
the regulator does not mean that we have obtained the full off-shell amplitude. The latter may
involve further integrals. At the present stage we can only conjecture that they are also conformal
up to terms which vanish with the removal of the infrared cutoff.
3. Factorization and exponentiation of infrared singularities. Finite part and dual
conformal invariance
In this section we analyze the general structure of infrared divergences of four-gluon scattering amplitudes in the on-shell and off-shell regimes. In both cases, they factorize in the planar
limit into a product of form factors in the s- and t -channels. The latter are known to have a
simple exponential form governed by the cusp anomalous dimension and two other (subleading)
anomalous dimensions [37,38]. This completely determines the infrared divergent part of the
four-gluon amplitude, but leaves the finite part arbitrary. We show that the simple requirement of
off-shell dual conformal invariance fixes the finite part to exactly the form (2) observed at weak
[17] and strong [27] coupling.
3.1. One-loop example
Let us first consider the one-loop four-gluon amplitude (divided by the tree amplitude) given
by the one-loop box integral I (1) defined in (4):

a
M4 = 1 + aM (1) + O a 2 = 1 stI (1) + O a 2 ,
(12)
2
where the coupling is given by
a=
g2N
8 2
(13)
and s = (p1 + p2 )2 and t = (p2 + p3 )2 are the Mandelstam variables. In the on-shell regime
(pi2 = 0) we can use the dimensional regularization scheme where the integral is multiplied by
a normalization factor including the regularization scale . Expanding the integral in powers of
the regulator IR one finds [17]
2 IR
IR
1
s
2
(1)
Mon-shell =
(14)
ln + 42 + O(IR ) ,
2
s
IR IR t
7 Here we are using the same conventions as [17].
394
where 2IR is related to the dimensional regularization scale as

2IR = 4e 2
(15)
and is the Euler constant. This amplitude can be split into a divergent and a finite part in such
a way that the latter does not depend on the scale IR :
(1)
(1)
(1)
Mon-shell = Don-shell + Fon-shell + O(IR ),
(16)
with the divergent part given by

2 IR 2 IR
IR
IR
1
(1)
+
,
Don-shell = 2
s
t
IR
(17)
and the finite part given by

1 2s
ln + 42 .
(18)
2
t
As mentioned in the introduction, the dependence of the on-shell scattering amplitude
Mon-shell
on the IR cutoff 2IR is governed by an evolution equation. In N = 4 SYM and in
4
the planar limit, this equation takes the simple form [37]
2

ln Mon-shell
= cusp (a) + O(IR ),
(19)
4
ln 2IR
(1)
Fon-shell =
where cusp (a) is the cusp anomalous dimension of a Wilson loop, Eq. (1). Thus, substituting
(1)
Mon-shell
= 1 + aMon-shell into (19) we obtain cusp (a) = 2a + O(a 2 ).8
4
Let us now redo the same calculation, but keeping the integral (4) in four dimension and using
instead a small virtuality of the external legs pi2 = m2 as an infrared cutoff. The off-shell
amplitude has been calculated in [34] and is again given by the one-loop box integral as in (12).
This time we can use the conformal expression (9) of the integral with the function (1) (u, v)
from [36]. According to (5) and (8), the conformal cross-ratios u and v are now given by9
u=
2 x2
x12
34
2 x2
x13
24
p12 p32 m4
=
,
st
st
v=
2 x2
x14
23
2 x2
x13
24
p42 p22 m4
=
.
st
st
It is then not hard to find the expansion of the integral in terms of the cutoff m:
4
1
m
(1)
Moff-shell = ln2
2 + O(m).
2
st
(20)
(21)
It can again be split into a divergent and a finite part as follows:

(1)
(1)
(1)
Moff-shell
= Doff-shell + Foff-shell + O(m),
with

(1)
Doff-shell = ln2
m2
s

ln2

m2
,
t
(22)
(23)
8 Note that the so-called soft anomalous dimension [4,39] is related to

cusp as follows: K = 2cusp .
K
9 We are not obliged to set all virtualities p 2 equal and we do it here only for simplicity. Keeping p 2 independent
i
i
would allow us to examine the full off-shell conformal structure.
395
and
1 2s
ln 2 .
(24)
2
t
Notice that the double-pole singularity of the dimensionally regularized amplitude (17) has been
replaced by a double-log (log-squared) singularity in the cutoff m. As before, the finite part (24)
does not depend on the IR cutoff. We remark that the finite part is the same in both schemes,
except for the scheme-dependent additive constant [40].
=1+
In the off-shell regime, the evolution equation for the scattering amplitude Moff-shell
4
(1)
2
aMoff-shell + O(a ) takes the form [38]

2
ln Moff-shell
= 2cusp (a) + O(m),
(25)
4
ln m2
(1)
Foff-shell =
giving again cusp = 2a + O(a 2 ). Notice the characteristic difference of a factor of 2 in (25)
compared to the on-shell expression (19). Its origin can be understood as follows [38]. The am(1)
plitude Moff-shell is given by the one-loop scalar box integral in which the loop momentum k is
(1)
integrated over the whole phase space. The divergent contribution to Moff-shell , Eq. (23), comes
from two regions in the phase space: the so-called soft region, k = O(m),
and the infrared
(or ultra-soft [41]) region, k = O(m2 /Q), with the hard scale Q |s|, |t|. Each region
produces a double-logarithmic contribution (ln m2 )2 which translates into (cusp (a)) in the
right-hand side of (25). This explains the factor 2 in (25). In the on-shell regime, one finds that the
infrared region does not exist while the soft region provides the same (cusp (a)) contribution
to the right-hand side of the evolution equation (19).
3.2. Generalization to all orders
In this subsection we give a review of some generic properties of gluon amplitudes in gauge
theory and some special properties of the four-gluon amplitudes in N = 4 SYM. The first
property we will need in the following discussion is the factorization of the infrared singular
amplitude, both on and off shell, into Sudakov form factors Mgg1 for a colorless boson decaying into two gluons. Further, the singularities of the latter are known to exponentiate [42,43],
thus determining the structure of the infrared singularities of the four-gluon amplitude up to a
few constants. However, this leaves the finite part of the four-gluon amplitude arbitrary. At the
end of this subsection we show that the additional assumption of dual conformal symmetry in
the off-shell regime fixes the finite part up to an additive constant.
3.2.1. On-shell regime
In the on-shell regime (pi2 = 0, D = 4 2IR ) and in the planar limit the n-gluon amplitude
takes the factorized form

1/2
n

2IR
, a, IR
.
Mgg1
M n = Fn
(26)
si,i+1
i=1
Here the factor Fn is finite and the kinematic variables are si,i+1 = (pi + pi+1 )2 .
Restricting (26) to the case of interest n = 4, we can write the factorized amplitude in the
following form:
2

2

on-shell
on-shell on-shell IR
on-shell IR
= F4
Mgg1
, IR Mgg1
, IR .
M4
(27)
s
t
396
on-shell
The form factor Mgg1
satisfies an evolution equation [37]. In a finite theory, where the coupling does not run, the solution of this evolution equation has a particularly simple exponential
form:
(l)
2

G(l)
1 l 2IR lIR cusp
on-shell IR
(l)
a
+
+A
=
+ O(IR ).
ln Mgg1
(28)
s
2
s
lIR
(lIR )2
l=1
(l)
cusp
are the coefficients in the perturbative expansion of the cusp anomalous dimension
Here
cusp (a). The constants G(l) and A(l) are regularization scheme dependent.
on-shell
in (27) by its expression (28), we find the following splitting of the log of
Replacing Mgg1
the four-gluon amplitude into a divergent and a finite parts:
2

2

on-shell IR
on-shell IR
ln Mon-shell
=
ln
M
,

,

+
ln
M
IR
IR
4
gg1
gg1
s
t

s
+ O(IR ).
+ ln F4on-shell
(29)
t
This relation generalizes the one-loop result (16) to higher loops. A unique feature of this particular splitting of ln Mon-shell
is that the 2IR dependence is restricted to the divergent part of the
4
amplitude (coming from the form factors). From (29) one can extract the cusp anomalous dimension applying (19). At the same time, the finite part, being independent of the IR scale 2IR , is a
function of the remaining dimensionless variable s/t only.
One of the central results of Ref. [17] is the conjecture that in the case of N = 4 SYM the
finite part of the four-gluon amplitude, as defined by the splitting (29), has a very simple all-order
form:
cusp (a) 2 s
ln + const.
(30)
4
t
One may say that the one-loop finite part (18) exponentiates to all orders. This conjecture has
been verified in [17] up to three loops. The same form of the finite part has been found in [27]
at strong coupling. In what follows we give an argument in favor of this conjecture, based on the
assumption of conformal invariance of the amplitude in the off-shell regime.
ln F4on-shell =
3.2.2. Off-shell regime

In the off-shell regime (pi2 = m2 , D = 4) the four-gluon amplitude still factorizes as indicated in (27), but now the Sudakov form factor [42,44] has the following infrared divergent
structure [38]:
2
2
2
m
1
m
off-shell m
= cusp (a) ln2
+ Goff-shell (a) ln
+ const + O(m). (31)
ln Mgg1
s
2
s
s
The main difference from the on-shell regime is that cusp appears with a factor of 2 off shell
(compare the double-log derivatives of (28) and (31) with respect to the IR scale). The reason for
this is the same as for the one-loop off-shell amplitude (25)theSudakov form factor receives
an additional contribution from the infrared region k = O(m2 /( s )).
The splitting of the four-gluon amplitude takes the form (cf. (29))
2
2

off-shell m
off-shell m
off-shell s
=
ln
M
+
ln
M
+
ln
F
+ O(m).
ln Moff-shell
(32)
4
gg1
gg1
4
s
t
t
397
This relation generalizes the one-loop result (22) to higher loops. Substituting (31) into (32), we
obtain
4
1
m4
2 m
off-shell
=
(a)
ln
(a)
ln
+
G
ln Moff-shell
cusp
4
4
st
st

1
2 s
off-shell s
cusp (a) ln + ln F4
+ const + O(m).
4
t
t
(33)
3.2.3. Off-shell conformal symmetry and the form of the finite part
As we have seen earlier, there is substantial evidence from perturbation theory that the planar
four-gluon amplitude in the on-shell regime possesses a hidden dual conformal structure. We
may take this as an indication that the full off-shell amplitude discussed above will exhibit the
same symmetry. As discussed in Section 1.3 this is not obvious because the full off-shell amplitude may contain additional integrals which vanish in the on-shell regime. Nevertheless, let
us adopt this conformal symmetry as an assumption. Then, up to terms which vanish as m 0,
can only depend on the conformal cross-ratios u and v which, for the
the amplitude Moff-shell
4
special choice pi2 = m2 , are given by (20). Thus, the only conformally invariant variable is
m4 /st , while the ratio s/t is not conformal. We are then lead to the conclusion that the term
in (33), involving ln2 (s/t) and originating from the form factors, must cancel against a similar
term coming from F4off-shell . Moreover, any further dependence on s/t in F4off-shell is ruled out by
the assumption of dual conformal invariance. In this way, we arrive at

cusp (a) 2 s
s
=
ln + const,
ln F4off-shell
(34)
t
4
t
which is precisely the form (30) observed in [17] in perturbation theory and in [27] at strong
coupling. We can interpret this as a manifestation of the dual conformal structure of four-gluon
amplitudes.
4. Light-like Wilson loops
In this section we discuss the relation between the four-gluon scattering amplitude and the
expectation value of a Wilson loop,

1
WC =
0| Tr P exp ig dx A (x) |0.
(35)
N
C
Here A (x) =
is a gauge field and t a are the SU(N ) generators in the fundamental
representation, C is a closed contour in Minkowski space and P stands for path ordering of the
SU(N ) indices. To the lowest order in the coupling it is given by

1
WC = 1 + (ig)2 CF dx dy G (x y) + O g 4 ,
(36)
2
Aa (x)t a
where CF = (N 2 1)/(2N ) is the Casimir of the fundamental representation of SU(N ) and

G (x y) is the free gluon propagator in a particular gauge. Since the Wilson loop (35) is a
gauge invariant functional of the integration contour C, we can choose the gauge for convenience.
398
Following [27], we choose the integration contour in (35) to consist of four light-like segments
joining the points xi (with i = 1, 2, 3, 4) such that xi xi+1 = pi coincide with the external onshell momenta of the four-gluon scattering amplitude (recall the relation (3)). We would like
to stress that this Wilson loop has the following unusual featurethe integration contour C is
defined by the external momenta of the four-gluon scattering amplitude, but the gluon propagator
in (36) is the one in configuration space, not in momentum space. Similar Wilson loops have
already been discussed in the past in the context of the infrared asymptotics of the QCD scattering
amplitudes and their properties were studied in Refs. [5,13,45,46].
Due to Lorentz invariance, the Wilson loop WC is a function of the scalar products (xi xj ).
The conformal symmetry of N = 4 SYM imposes additional constraints on the possible form of
this function. If the Wilson loop W (C) were well defined in four dimensions, one would deduce
that it changes under the SO(2, 4) conformal transformations (translations, rotations, dilatations
and special conformal transformations) as WC = WC where the contour C is the image of C
under these transformations. In this way, one would conclude that W (C) could only depend on
the two conformal invariant cross-ratios u and v defined in (8). However, for the Wilson loop
under consideration the conformal symmetry becomes anomalous due to the presence of cusps
on the integration contour C. These cusps lead to UV divergences in WC which need to be
regularized.
4.1. Cusp anomaly
To illustrate the cusp anomaly, let us evaluate the double contour integral in (36). In what
follows we shall employ dimensional regularization D = 4 2UV (with UV > 0; notice the difference with the IR regulator IR < 0) and use the notation of [45]. By virtue of gauge invariance,
we can choose the Feynman gauge in which the gluon propagator has the form
G (x) = g
1+UV 2 UV
(1 UV ) 2
x + i0

2
4
(37)
and perform the calculation directly in configuration space. For a reason which will become clear
in a moment, we introduced the notation 2 for dimensionful parameter to distinguish it from
the similar parameter 2 that we used to regularize IR divergences in Section 3. Splitting the integration contour into four segments C = C1 C2 C3 C4 and introducing the parametrization
Ci = {x (i ) = xi i pi | 0 i 1}, we find from (36)

ln WC =
g 2 CF
4 2

Ij k + O g 4 ,
(38)
1j k4
where
1
Ij k =
1
dj
dk
0
(pj pk ) (1 UV )( 2 )UV

,
[(xj xk j pj + k pk )2 + i0]1UV
(39)
with xi xi+1 = pi . It is convenient to represent these integrals by the Feynman diagrams shown
in Fig. 6.
Then, to one-loop accuracy we encounter three types of integrals depicted in Fig. 6(a), (b)
and (c). We begin with the last one and take into account the on-shell condition pj2 = 0 to find
(a)
(b)
399
(c)
Fig. 6. The Feynman diagram representation of the integrals (39): (a) I12 , (b) I13 and (c) I11 . The double line depicts the
integration contour C and the wiggly line the gluon propagator.
Ijj pj2 = 0. Let us now examine the integral I12 corresponding to Fig. 6(a)
1
I12 =
1
d1
d2
0
(p1 p2 ) (1 UV )( 2 )UV

,
[2(p1 p2 )(1 1 )2 ]1UV
(40)
so that the integration over 1 and 2 yields

(1 UV )
I12 = 2 (s) UV
.
2
2UV
(41)
Here the double pole in UV comes from integration in the vicinity of the cusp located at point x2
and has a clear ultraviolet origin.10 It is easy to see from (39) that I34 = I12 whereas the integrals
I23 = I14 can be obtained from I12 by substituting s t with s = (p1 + p2 )2 and t = (p2 + p3 )2
being the usual Mandelstam variables in the momentum space of the four-gluon amplitude. The
remaining integrals I13 = I24 are computed in a similar manner. We first verify that the integral
I13 depicted in Fig. 6(b) remains finite for UV 0 and, therefore, can be evaluated in D = 4.
In this way, we get
1
I13 =
1
d1
(p1 p3 )
1
d3
=
2
[p1 (1 1 ) + p2 + p3 3 ]2
1
1
d1
d3
0
s +t
,
s 1 + t3 + st 1 3
(42)
with 1 = 1 1 . The integration can be easily performed and yields

1 2
(43)
ln (s/t) + 2 + O(UV ).
4
We can then replace the integrals Iik in (38) by their expressions (41) and (43) and evaluate
the one-loop correction to the light-like Wilson loop. Notice that in Eq. (41) the scale 2 has
the wrong dimension of [mass]2 as compared to the conventional dimensional regularization
scale. This is due to the fact that the contour C is defined in terms of the dual coordinates xi ,
which in turn are related to the momenta pi through (3). It is then convenient to introduce the
new scale
1

2UV = 2 e
(44)
I13 =
10 By UV here we mean small distances in the dual configuration space of the x .

i
400
and to rewrite the one-loop expression for the Wilson loop (38) in the multi-color limit as follows

2 UV 2 UV
UV
UV
1
+
ln WC = a 2
s
t
UV

1
s
+ ln2 + 22 + O(UV ) + O a 2 .
(45)
2
t
Comparing this relation with the one-loop expression for the four-gluon scattering amplitude,
Eqs. (16)(18), we observe that, firstly, the divergent parts of the two expressions coincide provided that we formally identify the UV cutoff for the Wilson loop with the IR cutoff for the
scattering amplitude, 2UV = 2IR , and the IR regulator IR with the UV one UV (remembering,
however, that IR and UV have different signs), IR = UV . Secondly, the finite part of the
Wilson loop contains the same ln2 (s/t) term as the scattering amplitude (18), while the additive
constants are different.
We can interpret this result as an indication that the duality between four-gluon scattering
amplitudes and light-like Wilson loops proposed at strong coupling by Alday and Maldacena
[27] also exists at weak coupling. However, the explicit form of the duality transformation which
relates the two objects in N = 4 SYM remains to be found.
4.2. Evolution equations
A natural question to ask is whether the same duality between the four-gluon scattering amplitude and the light-like Wilson loop will survive at higher loops in the planar limit. For the
divergent part of the two quantities the answer can be found by making use of the evolution
equations. For the on-shell four-gluon scattering amplitude, one finds from (29) that its dependence on the IR scale IR is given by
4
a
IR
da
1
1
ln M4 = cusp (a) ln
cusp (a ) + O(IR ),
G(a)
2
2
st
IR
a
ln IR

(46)
is the so-called collinear anomalous dimension. It has been calculated

where G(a) = l
in [17] to three-loop accuracy:

10
G(a) = 3 a 2 + 45 + 2 3 a 3 + O a 4 .
(47)
3
a l G(l)
The three-loop expression for the cusp anomalous dimension reads [17]

cusp (a) = 2a 22 a 2 + 114 a 3 + O a 4 .
(48)
For the light-like Wilson loop under consideration, a similar relation follows from its renormalization properties [45]:
4
1
ln WC = cusp (a) ln UV (a)
2
2
st
ln UV
a
da
1
cusp (a ) + O(UV ),
+
(49)
UV
a
0
401
with the anomalous dimension (a) = 0 a + O(a 2 ). The relation (49) can also be interpreted
as the dilatation Ward identity for the Wilson loop in N = 4 SYM. Comparing relations (46)
and (49), we conclude that the IR divergent part of ln M4 matches the UV divergent part of the
dual light-like Wilson loop to all orders provided that the corresponding scales are related to each
other as follows:
ln
2UV
2IR
G(a) (a)
.
cusp (a)
(50)
Since the anomalous dimensions G(a) and (a) receive perturbative corrections starting from
two loops only, the right-hand side of this relation is given by a series in the coupling constant a.
To evaluate the normalization factor entering the scale-setting relation (50), one has to determine the Wilson loop anomalous dimension (a) to two loops and supplement it with the
known results for G(a) and cusp (a). Since (a) does not depend on the Mandelstam variables
s, t, we may simplify the analysis by choosing t = s, or equivalently p2 = p3 and p1 = p4 .
It is easy to see that the resulting integration contour C takes the form of a rhombus with its
parallel sides along two different light-cone directions. Such a Wilson loop has been studied in
QCD in the context of the gluon Regge trajectory [32] (see the next section) and the same twoloop expression for WC has been found in two different gauges [45] (Feynman and light-like
axial gauge). It is straightforward to generalize the two-loop QCD result to N = 4 SYM [20].
To this end one has to add to WC the contribution of ns = 6N scalars, nf = 4N gauginos (to
two loops, they only enter through the one-loop correction to the gluon polarization operator)
and convert the result from the dimensional regularization scheme (DREG) to the dimensional
reduction scheme (DRED). In this way we have found that for s = t the two-loop Wilson loop
WC satisfies the evolution equation (49) with the following value of the two-loop anomalous
dimension

(a) = 73 a 2 + O a 3 .
(51)
Substituting this relation into (50) and taking into account (47) and (48), we finally find
ln
2UV
2IR

= 33 a + O a 2 .
(52)
Under such an identification of the scales, the light-like Wilson loop ln WC matches the onshell four-gluon scattering amplitude ln M4 (s, t = s) to two loops up to finite, s-independent
constant terms.
Obviously, the calculation of the Wilson loop for s = t does not allow us to test the form of
the finite part. It would be interesting to carry out a full two-loop calculation of the Wilson loop
to see if the duality gluon amplitudes/Wilson loops also applies to the functional dependence on
s, t, as it did at one loop.
4.3. Conformal invariance of the dual Wilson loops
As was already mentioned, the cusp anomaly breaks the SO(2, 4) conformal symmetry of
the four-dimensional Wilson loops. If this anomaly was not present, the Wilson loop would
be a function of the conformally invariant cross-ratios (8) only. Notice that the cusp anomaly
originates from the integration in the vicinity of the cusps and, as a consequence, its contribution
depends on the corresponding cusp angle or, equivalently, on the scalar products 2(pi pi+1 ). In
402
other words, each cusp produces an additive contribution to ln WC depending either on s, or on t

but not on both variables simultaneously. This suggests that the crossed terms ln(s) ln(t)
in the perturbative expansion of ln WC will not be affected by the cusp anomaly and, therefore,
their form is still subject to the conformal symmetry constraints. Indeed, we already observed
that the finite ln2 (s/t) contribution to ln WC matches the similar contribution to ln M4 , which
in turn follows from the conjectured off-shell conformal symmetry of the scattering amplitude.
In the dual, Wilson loop description this symmetry is just the conformal symmetry of the fourdimensional Wilson loops.
Above we have demonstrated that the IR divergences of the on-shell scattering amplitude are
dual to the UV (cusp) divergences of the light-like Wilson loop. One may wonder whether the
same correspondence would survive if one assigned off-shellness (virtuality) to the momenta,
pi2 = m2 . In this case, the off-shell scattering amplitude is well defined in four dimensions
while the cusp anomaly is still present in the Wilson loop. It produces a divergent contribution to
WC which satisfies the following evolution equation
4
1
m
off-shell
ln
W
=
(a)
ln
+ O(UV ).
(53)
cusp
C
2
st
ln 2UV
This implies that the (finite) off-shell scattering amplitude Moff-shell
cannot be identified with
4
the (divergent) Wilson loop WCoff-shell evaluated along the same contour C as before with the
only difference being that pi2 = m2 , or equivalently, that the segments run along space-like
directions. This indicates that the precise nature of the duality between off-shell gluon amplitudes
and Wilson loops needs to be investigated in more depth.
5. Gluon Regge trajectory
In this section we examine the asymptotic behaviour of the on-shell four-gluon scattering
amplitude (29) in the Regge limit
s > 0,
s t.
t < 0,
(54)
It is expected that the scattering amplitude in this limit is given by the sum over Regge trajectories, each producing a power-like contribution M4 (s, t) s (t) . In the planar limit, only the
trajectory with the quantum numbers of a gluon gives a dominant contribution, so that the sum
over the Regge trajectories is reduced to a single contribution from the gluon Regge trajectory
[47,48],

2 s R (t)

+ subleading terms in |t|/s ,
M4 (s, t) = c(t)
(55)
t
where R (t) is the Regge trajectory and c(t) is the gluon impact factor. It is believed that
the relation (55) holds in generic gauge theories ranging from QCD to N = 4 SYM. Indeed, the
gluon reggeization was first discovered in QCD [48] and the gluon Regge trajectory is presently
known to two-loop accuracy [49]. Moreover, it has been shown in [32] that the all-loop gluon
Regge trajectory takes the following form in QCD
2
(QCD)
(t) =
1
2
IR
(t)
2
dk
2
k
2

+ R a(t) + [poles in 1/IR ],
cusp a k
(56)
403
where the two terms on the right-hand side define finite (as IR 0) contributions. Also, since
the QCD beta-function is different from zero, the coupling constant depends on the normalization
scale as indicated in (56). The anomalous dimension R (a) is given to two loops by

14 nf
101 1
R (a) = 0 a + a 2
(57)
3
+ O a3 ,
27
2
27 N
where nf is the number of quark flavors.
We would like to stress that for generic values of the Mandelstam variables the four-gluon
QCD scattering amplitude has a rather complicated form [50] different from (55). It is only in
the Regge limit that one recovers (55) as describing the leading asymptotic behaviour of the
four-gluon QCD scattering amplitude in the planar approximation [51]. One would expect that a
similar simplification should also take place for the four-gluon planar amplitude in N = 4 SYM
in the Regge limit. As we will see in a moment, this amplitude has the remarkable property
of being Regge exact, i.e., the contribution of the gluon Regge trajectory to the amplitude (55)
coincides with the exact expression for M4 (s, t) with s and t arbitrary.
If the relation (55) is exact, i.e., if the subleading terms in the right-hand side of (55) are
absent, then the scattering amplitude has to satisfy the evolution equation
ln M4 (s, t) = R (t).
ln s
(58)
Notice that the right-hand side of this relation should be s-independent up to terms vanishing as
IR 0. Let us verify this relation using the factorized expression (29) for ln M4 :
R (t) =

2

IR
s
ln M gg1
, IR + ln Fon-shell
.
ln s
s
t
(59)
Taking into account (28) and (30) we find that, in agreement with our expectations, the sdependence disappears in the sum of the two terms and we obtain the following gluon trajectory:
2
1
1
1
R (t) = cusp (a) ln IR + G(a) +
2
(t) 2
2IR
a
da
cusp (a ) + O(IR ).
a
(60)
Together with (47) and (48), this relation defines the gluon Regge trajectory in N = 4 SYM to
three loops.
Let us compare the expressions for the gluon trajectory in QCD and in N = 4 SYM, Eqs. (56)
and (60), respectively. It is easy to see that (60) can be obtained from (56) if we neglect the
running of the coupling constant (recall that the beta function vanishes in N = 4 SYM to all
loops) and identify the anomalous dimension 12 G(a) with R (a) in N = 4 SYM. Moreover,
comparing the two-loop expression (57) for R (a) with 12 G(a) = 12 3 a 2 + O(a 3 ) (see (47)),
we observe that the latter can be obtained from the former by retaining the terms of maximal
transcendentality only.
The analysis performed in Section 4 suggests that in N = 4 SYM at weak coupling the fourgluon planar amplitude ln M4 (s, t) matches, for arbitrary s and t , the expectation value of the
light-like Wilson loop ln WC up to an additive constant term. Then, going to the Regge limit
(54) and making use of the relation (55), we can identify the gluon Regge trajectory in terms
of the dual Wilson loop. The relation between these two seemingly different objects was first
404
observed in QCD in Ref. [32].11 The Wilson loop (35) is defined in QCD in the same way as
in N = 4 SYM. At weak coupling, the one-loop expressions for WC are the same in the two
theories but they differ from each other starting from two loops. It was observed in [32] that the
two-loop QCD expression for the Wilson loop WC , with C being a light-like rectangular loop,
takes the Regge-like form (55). Moreover, the resulting two-loop expression for the exponent of
s can be brought to the same form as the two-loop gluon Regge trajectory (56). This is achieved
by replacing the IR cutoff 2IR by the UV cutoff 2UV , and the two-loop anomalous dimension
R (a) in the right-hand side of (56) by

14 nf
7
(dual)
2 101
(a) = 0 a + a
3
+ O a3 .
R
(61)
27
2
27 Nc
Then we express 2UV in terms of 2IR with the help of (50) and take into account the relation
(dual)
(a) = 33 a 2 + O(a 3 ) to verify that the Regge trajectory obtained from the WilR (a) R
son loop calculation coincides with the two-loop expression for the gluon Regge trajectory in
QCD (56).
Needless to say, QCD is very different from N = 4 SYM and its dual string description is not
known yet. Nevertheless, the very fact that the two-loop gluon Regge trajectory in QCD admits
a dual description in terms of a light-like Wilson loop provides yet another indication that QCD
possesses some hidden (integrable) structure [52].
6. Summary and discussion
In this paper we have presented further evidence for a dual conformal symmetry in the planar
four-gluon amplitude in N = 4 SYM. We have shown that all the momentum loop integrals
appearing in the perturbative calculations up to five loops are dual to true conformal integrals,
well defined off shell. Assuming that the complete off-shell amplitude has this property, we have
derived the special form of the finite remainder previously found perturbatively and reproduced
at strong coupling by AdS/CFT. We have also shown that the same finite term appears in a
weak coupling calculation of a Wilson loop whose contour consists of four light-like segments
associated with the gluon momenta. We have demonstrated that the dual conformal symmetry
leads to dramatic simplification of the planar four-gluon amplitude in the high-energy (Regge)
limit. Namely, due to the special form of the finite remainder, the contribution of the gluon Regge
trajectory to the amplitude coincides with its exact expression evaluated for arbitrary values of
the Mandelstam variables.
Several questions remain open. First of all, we need to investigate the four-gluon amplitude
in the off-shell regime beyond one loop. One should not take it for granted that going off shell
simply consists in changing the regulator in the set of loop integrals contributing to the on-shell
amplitude. It is quite likely that new integrals will appear off shell, such that they vanish for
pi2 = 0 in dimensional regularization but contribute when pi2 0 in D = 4. There are good
reasons to believe that this will indeed be the case [53,54]. The crucial question will then be
whether the dual conformal symmetry concerns these additional contributions as well. A twoloop calculation of the off-shell amplitude, which may help clarify this point, is currently under
way.
11 We would like to stress that, in distinction with N = 4 SYM, the four-gluon planar amplitude in QCD is not dual to
light-like Wilson loop for arbitrary s and t . The relation between the two quantities emerges in the Regge limit only.
405
Another question is if the dual conformal symmetry is specific to four-gluon amplitudes or

also applies to multi-gluon ones. The iteration conjecture of [17] predicts the exponentiation of
the one-loop finite part independently of the number of external legs. This has so far been confirmed by an explicit two-loop five-gluon calculation in [25,26]. One has to analyze the integrals
appearing there to see if they possess similar conformal properties. It should be pointed out that
the number of conformally invariant variables (cross-ratios) rapidly grows with the number of
points, therefore multiple-point dual conformal symmetry, if present, may be less restrictive than
at four points.
A natural question to ask is whether going off shell does not break gauge invariance, thus
possibly spoiling the on-shell dual conformal symmetry. We can answer this question in the
following way. In the off-shell regime we expect two phenomena to take place. Firstly, the
double-log singularities get additional contributions from a new subprocess associated with exchanges of particles carrying infrared (or ultra-soft) momenta [38,41]. This contribution is
cancelled, however, in the finite part of the four-gluon amplitude defined as the ratio of the
off-shell scattering amplitude and the off-shell form factors. At the same time, the finite part of
the off-shell amplitude receives s/t-dependent
contributions from a hard subprocess in which
the particle momenta are of order s, t . The latter is not sensitive to the virtuality of the
external legs (recall the one-loop example of Section 3.1). We thus expect that the gauge dependence of the finite part of the scattering amplitude may affect only the constant s/t-independent
term which is scheme dependent anyway [40].
Finally, let us comment on the Wilson loop. In N = 4 SYM, the Wilson loop evaluated along
a smooth closed contour is UV finite and has conformal symmetry. However, the presence of
cusps causes specific cusp UV divergences. To regularize them in the perturbative calculation,
we had to introduce a dimensional regulator which breaks the conformal symmetry. Surprisingly
enough, the finite part of the light-like Wilson loop with four cusps on the integration contour has
exactly the same special form as the four-gluon amplitude. We are tempted to interpret this fact
as a signal that the basic reason why the finite part is always the same is conformal symmetry. It
appears to be broken in a controlled way in all three calculations (the perturbative on-shell gluon
amplitude of Bern et al., its strong coupling dual of Alday and Maldacena, and our perturbative
Wilson loop), leaving as a common trace the specific form of the finite part.
Acknowledgements
We have profited form enlightening discussions with L. Alday, I. Antoniadis, Z. Bern,
A. Davydychev, S. Ferrara, J. Henn, D. Kosower, L. Lipatov, J. Maldacena, V. Smirnov and
R. Stora. Special acknowledgements are due to A. Brandhuber, P. Heslop and G. Travaglini and
to L. Dixon who have shared with us their observations about the exponentiation properties of the
on-shell four-gluon amplitude. E.S. is very grateful to the Department of Physics and Astronomy
at UCLA and especially to Zvi Bern for hospitality during the initial stages of this work. This
research has been partially supported by the French Agence Nationale de la Recherche, contract
ANR-06-BLAN-0142.
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Non-universality of transverse momentum dependent

parton distribution functions
C.J. Bomhof, P.J. Mulders
Department of Physics and Astronomy, Vrije Universiteit Amsterdam, NL-1081 HV Amsterdam, The Netherlands
Received 13 September 2007; received in revised form 21 November 2007; accepted 26 November 2007
Abstract
In the field theoretical description of hadronic scattering processes, single transverse-spin asymmetries
arise due to gluon initial and final state interactions. These interactions lead to process dependent Wilson
lines in the operator definitions of transverse momentum dependent parton distribution functions. In particular for hadronhadron scattering processes with hadronic final states this has important ramifications
for possible factorization formulas in terms of (non)universal TMD parton distribution functions. In this
paper we will systematically separate the universality-breaking parts of the TMD parton correlators from
the universal T -even and T -odd parts. This might play an important role in future factorization studies for
these processes. We also show that such factorization theorems will (amongst others) involve the gluonic
pole cross sections, which have previously been shown to describe the hard partonic scattering in weighted
spin asymmetries.
PACS: 13.85.Ni; 12.38.Cy; 12.39.St; 11.15.Tk
Keywords: Gauge invariance; Factorization; Partonic intrinsic transverse momentum; Distribution functions; Hard
processes; Universality
1. Introduction
Many theoretical as well as experimental studies in recent years have been aimed at better
understanding the processes that cause spin asymmetries in hadronic scattering. A mechanism
to generate single-spin asymmetries (SSA) through soft gluon interactions between the target
E-mail addresses: cbomhof@nat.vu.nl (C.J. Bomhof), mulders@few.vu.nl (P.J. Mulders).

doi:10.1016/j.nuclphysb.2007.11.024
410
C.J. Bomhof, P.J. Mulders / Nuclear Physics B 795 (2008) 409427
remnants and the initial and final state partons was first proposed in the context of collinear
factorization [18]. This collinear factorization formalism involves, apart from the usual twisttwo quark correlators, also twist-three collinear quarkgluon matrix elements. Since they contain
the field operator of a zero-momentum gluon, they are referred to as gluonic pole matrix elements.
An important example is the QiuSterman matrix element TF (x, x) [15].
Several other mechanisms to generate SSAs through the effects of the intrinsic transverse momenta of the partons have also been proposed. For instance, in the Sivers effect the asymmetry
arises in the initial state due to a correlation between the intrinsic transverse motion of an unpolarized quark and the transverse spin of its parent hadron [9,10]. The effect can be described by a
(x, p 2 ) [11]. Such a function
transverse momentum dependent (TMD) distribution function f1T
T
can exist by the grace of soft gluon interactions between the target remnants and the active partons [12,13]. These interactions give rise to process dependent Wilson lines, also called gauge
links, in the definitions of TMD parton distribution and fragmentation functions. The Wilson
lines secure the gauge invariance of these definitions. At the same time they prevent the use of
time-reversal to argue that the Sivers effect should vanish. Instead, time-reversal can be used
to derive non-trivial universality relations between the Sivers functions in different processes.
For instance, it was shown that the Sivers function in SIDIS, which contains a future pointing
Wilson line, has opposite sign [1214] as the TMD function in DrellYan scattering, which involves a past pointing Wilson line. Moreover, the Wilson lines are also crucial ingredients in
the derivation [15] of the relation between the Sivers function and the QiuSterman matrix ele(1)
ment, 2Mf1T (x) = gTF (x, x), demonstrating that the first transverse moment of the Sivers
function is a gluonic pole matrix element.
The process dependence of the Wilson lines in TMD parton correlators makes the study of the
(non)universality of these functions particularly important. In the basic electroweak processes,
SIDIS, DrellYan scattering and e+ e -annihilation, the hard partonic parts of the process are
just simple electroweak vertices (at tree-level). Depending on the particular process only initial
or final-state gluon interactions contribute and, correspondingly, only future and past pointing
Wilson lines occur. However, when going to hadronic processes that involve hard parts with more
colored external legs, such as in hadronic dijet or photon-jet production, there can be both initial
and final state gluon interactions. As a result, the Wilson lines resulting from a resummation of
all exchanged collinear gluons will also be more complicated than just the simple future and past
pointing Wilson lines [1618]. In particular, for each of the Feynman diagrams that contribute to
the hard partonic part of the hadronic scattering process there is, in principle, a different gauge
link structure.
For the TMD distribution functions this at first sight seems to complicate things considerably.
However, for the collinear distribution functions remarkable simplifications occur. Upon integration over intrinsic transverse momenta all the effects of the complicated gauge link structures
in the TMD correlators disappear, while for the transverse moment they contribute a gluonic
pole matrix element with multiplicative prefactors, referred to as gluonic pole strengths. These
are color-fractions that, in principle, differ for each Feynman diagram that contributes to the
partonic subprocess. Therefore, for a given subprocess one can multiply the color factors with
the contribution of each partonic diagram and collect them in modified (but manifestly gauge
invariant) hard cross sections [17,19]. These modified hard functions, called gluonic pole cross
sections, appear whenever gluonic pole matrix elements (such as the first moments of the Sivers
and BoerMulders functions) contribute. This is typically the case in weighted azimuthal spin
asymmetries.
411
The effects of the gluon initial and final-state interactions for the fully TMD treatment of
these processes is less clear-cut. In Refs. [20,21] a TMD factorization formula based on onegluon radiation was proposed for the quark-Sivers contribution to the SSA in dijet production
in protonproton scattering. This result involves the gluonic pole cross sections found in Refs.
[17,19] as hard parts, folded with the TMD distribution functions as measured in SIDIS (i.e.
with a future pointing Wilson line in their definitions). On the other hand, in Refs. [1618] it
was observed that complicated Wilson line structures occur in the TMD distribution (and fragmentation) functions in such processes. Those results, in concurrence with a model calculation,
led the authors of Ref. [22] to conclude that a TMD factorization formula for spin asymmetries
in processes such as dijet production in protonproton scattering cannot be written down with
universal distribution functions. It is also asserted that a proof of TMD factorization for such
processes will be essentially different from the existing proofs for SIDIS and DrellYan scattering and that it will probably involve effective TMD parton distribution functions [23]. Recent
extensions [24,25] of the work in [2022] also include the contributions of two collinear gluons (as was previously discussed for DrellYan [26]). These indicate that the Feynman graph
calculations in Refs. [1619], [20,21] and [22] are mutually consistent up to two-gluon contributions [24].
By using the gluonic pole strengths we will in this paper systematically separate the
universality-breaking parts of the TMD parton correlators from the universal T -even and T -odd
matrix elements. It is a non-trivial observation that this is possible and we believe that it constitutes another important ingredient in trying to relate the results of Refs. [1619] and Refs. [20,
21]. We demonstrate that the gluonic pole cross sections are also encountered in unintegrated,
unweighted processes. In particular, we will argue that the gluonic pole cross sections can also
emerge in unweighted spin-averaged processes and that ordinary partonic cross sections can also
arise in unweighted single-spin asymmetries, though they appear in such a way that they will
vanish for the integrated and weighted processes [17,19,27,28], respectively. We will start by recapitulating the collinear case in Section 2 and the appearance of universal collinear correlators
in hadronic cross sections in Section 3. The study of the non-universality of the TMD parton correlators will be presented in Sections 4 and 5, followed by a discussion on how the non-universal
TMD correlators affect hadronic cross sections (Section 6). After summarizing in Section 7 we
list all universality-breaking matrix elements that are encountered at tree-level in 2 2 hadronic
scattering processes (Appendix A).
2. Collinear correlators
For a twist analysis of hadronic variables in high-energy physics it is useful to make a Sudakov
decomposition p = xP + n + pT of the momentum p of each active parton. The Sudakov

vector n is an arbitrary light-like four-vector n2 0 that has non-zero overlap P n with the
hadrons momentum P . We will choose the Sudakov vector such that this overlap is positive and
of the order of the hard scale. Up to subleading twist its coefficient = (p P xM 2 )/(P n) is
always integrated over. The vector pT is called the intrinsic transverse momentum of the parton.
It is orthogonal to both P and n, i.e. pT P = pT n = 0, and will appear suppressed by one power
of the hard scale with respect to the collinear term. Vectors in the transverse plane can be obtained
by using the transverse projectors gT g P { n} /(P n) and T P n /(P n).

Note that each observed hadron can have a different transverse plane.
We consider collinear quark distribution functions as being obtained from transverse momentum dependent (TMD) quark distribution functions. Those are projections of the TMD quark
412
[+] ( )
[+] (0)U
[] ( )
[] (0)U
(a)
(b)
[+,+ ] TrF (0)U [+] F ( )U [+]
[, ] TrF (0)U [] F ( )U []
(c)
(d)
[+, ] TrF (0)U [+] F ( )U []
[,+ ] TrF (0)U [] F ( )U [+]
(e)
(f)
Fig. 1. Simplest structures (without loops) for gauge links and operators in quark correlators (a)(b) and gluon correlators
(c)(f).
correlator defined on the light-front (LF: n 0)

d( P ) d 2 T ip
e P , S| j (0)U[0; ] i ( )|P , S LF .
(1)
(2)3

The Wilson line or gauge link U[; ] = P exp[ig C ds Aa (s)t a ] is a path-ordered exponential
along the integration path C with endpoints at and . Its presence in the hadronic matrix
element is required by gauge-invariance. In the TMD correlator (1) the integration path C in
the gauge link is process-dependent. In the diagrammatic approach the Wilson lines arise by
resumming all gluon interactions between the soft and the hard partonic parts of the hadronic
process [15,26,29,30]. Consequently, the integration path C is fixed by the (color-flow structure
of) the hard partonic scattering [18]. Basic examples are semi-inclusive deep-inelastic scattering
(SIDIS) where the resummation of all final-state interactions leads to the future pointing Wilson
line U [+] , and DrellYan scattering where the initial-state interactions lead to the past pointing
Wilson line U [] , see Figs. 1(a) and (b). All Wilson lines in this text are in the three-dimensional
fundamental representation of the color matrices.
Going beyond the simplest electroweak processes such as SIDIS, DrellYan scattering and
e+ e -annihilation, the competing effects of the gluonic initial and final-state interactions lead
to gauge link structures that can be quite more complicated than the future or past pointing
Wilson lines [1618]. The situation becomes particularly notorious when considering processes
which have several Feynman diagrams that contribute to the partonic scattering. In that case
each cut Feynman diagram D can, in principle, lead to a different gauge-invariant correlator
ij[U ] (x, pT ; P , S) =
413
[U ] (x, pT ) = [U (D)] (x, pT ) [D] (x, pT ) [1618]. This observation leads to a broad spectrum of different TMD parton correlators that appear in hadronic scattering processes.
For collinear correlators the situation is simpler. For instance, in the pT -integrated correlator
defined on the lightcone (LC: n = T 0)

ij (x) = d 2 pT ij[U ] (x, pT )

d( P ) ip
n
e P , S| j (0)U[0;
=
(2)
] i ( )|P , S LC ,
2
n
all process-dependence of the gauge link disappears, leaving just a straight Wilson line U[0;
]
in the lightcone n-direction, where n is the lightlike vector in the Sudakov decomposition of
the quark momentum p (we will use the non-calligraphed letter U to indicate straight line segments). Another situation is encountered in the transverse momentum weighted correlators (the
transverse moments). In the transverse moments a (sub)process-dependence remains as a direct
consequence of the presence of the gauge links in the TMD correlators. Nevertheless, a simple
decomposition can still be made (omitting the Dirac indices) [15,17,19]:

[U ]
[U ]
(x) d 2 pT pT [U ] (x, pT ) = (x) + CG

(3)
G
(x, x),
with collinear correlators

d( P ) ix( P )
D (x) =
P , S|(0)U
e
[0; ] iD ( )( )|P , S LC ,
2

n
d( P ) d( P ) ix
(P )
(x, x x
) =
e
G
P n
2
2
ei(xx )( P ) P , S|(0)U
gF ()U n ( )|P , S LC ,
[0;]
and
(x) = D
(x)
dx
P
[; ]
i
(x, xx
).
x
G
(4a)
(4b)
(5)
The only process dependence due to the Wilson lines in the TMD correlators resides in the
[U (D)]
[U ]
[D]
multiplicative factors CG
= CG
CG
. They are color-fractions that are fixed by the colorflow structure of the hard partonic function of the scattering process [17,19]. We will refer to them
as gluonic pole strengths. Important examples are the transverse moments of the correlators [+]
[]
[U [] ]
in SIDIS and [] in DrellYan scattering, for which one has CG
CG
= 1 [15].
Transverse momentum dependent gluon distribution functions are projections of the TMD
correlator
[U ,U ] (x, pT ; P , S)

n n
d( P ) d 2 T ip
e
TrP , S|F (0)U[0; ] F ( )U[
;0] |P , S LF .
=
(p n)2
(2)3
(6)
Here Tr indicates a trace over color-triplet indices. Writing the field-operators in the color-triplet
representation requires the inclusion of two Wilson lines U[0; ] and U[
;0] [18]. They again arise
from the resummation of gluon initial and final-state interactions. In general this will lead to two
unrelated Wilson lines U and U
. In the particular case that U
= U , the gluon correlator can also
be written as the product Fa Uab Fb of two gluon fields with the Wilson line U in the adjoint
414
representation of SU(N ). This is for instance the case for the gluon correlators in Figs. 1(c) and
(d), but not for the gluon correlators in Figs. 1(e) and (f).
In the pT -integrated correlator on the lightcone the process dependence of the TMD gluon
correlator disappears,
(x) = d 2 pT [U ,U ] (x, pT )

n n
d( P ) ix( P )
n
n
TrP , S|F (0)U[0;
e
=
] F ( )U[ ;0] |P , S LC . (7)
2
(p n)2
However, as for the quark correlator, a subprocess-dependence due to the Wilson lines in the
TMD gluon correlators remains in the transverse moments. The analogue of the decomposi
tion (3) in the case of the gluon correlator is (with [U ,U ] (x, pT ) = [U (D),U (D)] (x, pT )
[D] (x, pT ) and omitting the gluon field indices and ) [19]:
[D] (x) = (x) + CG
(f )[D]
(d)[D]
Gf (x, x) + CG
Gd (x, x).
(8)
The matrix elements Gf and Gd are the two gluonic pole matrix elements that correspond to
the two possible ways to construct color-singlets from three gluon fields [19,31]. They involve the
antisymmetric f and symmetric d structure constants of SU(3), respectively. The only process
dependence coming from the Wilson lines in the TMD correlators is contained in the gluonic
(f/d)[D]
(f/d)[U (D),U
(D)]
CG
. The collinear correlators are
pole strengths CG

n n
d( P ) ix( P )
;
e
D (x) =
2
2
(p n)

n
n
TrP , S|F (0)U[0;

(9a)
] iD ( ), F ( ) U[ ;0] |P , S LC ,
Gf (x, x x
)

n n
d( P ) d(P ) ix
(P ) i(xx
)( P )
=
e
e
2
2
2
(p n)

n
n
n
n
TrP , S|F (0) U[0,]
gF n ()U[,0]
, U[0,
] F ( )U[,0] |P , S LC ,
(9b)
Gd (x, x x
)

n n
d( P ) d(P ) ix
(P ) i(xx
)( P )
e
e
=
2
2
(p n)2

n
n
n
n
TrP , S|F (0) U[0,]
gF n ()U[,0]
, U[0,
] F ( )U[,0] |P , S LC ,
(9c)
and
i
(10)
(x, x x
).
x
Gf
The collinear (anti)quark and gluon fragmentation correlators can be analyzed in the same way.
The matrix elements in (3) and (8) contain the collinear T -even and T -odd parton distribution
functions, see e.g. [19].
(x) = D (x)
dx
P
3. Collinear functions in hadronic cross sections

In the diagrammatic approach, the calculation of the hadronic cross sections starts off with the
transverse momentum dependent parton correlators (TMD distribution and fragmentation functions), which will appear in combination with squares of hard partonic amplitudes. In general the
415

hard amplitude contains more terms, that is H = i Hi . In the squared amplitude one therefore
has terms like Hi Hj [D] , where D refers to the cut Feynman diagram that is the pictorial representation of the product of the amplitude Hj and conjugate hard amplitude Hi . The
hadronic cross section d of a hadronic scattering process mediated by a two-to-two partonic
subprocess a(p1 )b(p2 ) c(k1 )d(k2 ) and where the outgoing hadrons and/or jets are produced
with large perpendicular component with respect to the beam will contain the following structure
in the integrand:
(p1 , p2 , k1 , k2 )
a[D] (x1 , p1T ) b[D] (x2 , p2T ) [D] (p1 , p2 , k1 , k2 )
a,...,d D
[D]
[D]
c (z1 , k1T ) d (z2 , k2T ),
(11)
where the parton momenta are approximately (compared to the hard scale) on-shell. The convolutions represent the appropriate Dirac and color traces for the hard function [D] . To
get to the hadronic cross section one has to multiply by the flux factor and integrate over the
final-state phase-space and parton momenta including a delta function for momentum conservation on the partonic level. Since our aim in this paper is to display some general features that
a kT -factorization formula (if it exists) will have due to the process-dependence of the Wilson
lines that arise in the diagrammatic TMD gauge link approach, we focus our discussion on the
Wilson lines and neglect soft factors. In the full kT -factorization formula such factors will most
likely also be present to account for soft-gluon effects.
The TMD correlators in (11) are the gauge invariant non-universal (anti)quark/gluon correlators that contain the appropriate Wilson lines for the particular color-flow diagram D that
contributes to the partonic subprocess ab cd. This is the reason why in expression (11) the
summation over cut diagrams D is displayed explicitly. The hard functions, i.e. the expressions
[D] of the individual Feynman diagrams are, themselves, not gauge invariant. For azimuthal
dependence originating from only one of the partons one can effectively use the correlators calculated in Ref. [18]. Furthermore, in the tree-level discussion employed here the Wilson lines
are along the lightlike n-direction, though a non-lightlike n2 = 0 direction may be required when
higher-order corrections are taken into account [32,33].
From momentum conservation on the partonic level it will follow that, depending on the
process, some components of the partonic momenta can be measured (e.g. in a way similar to
the identification of the incoming parton momentum fraction x with the Bjorken scaling variable
xB in deep inelastic scattering). This also works for the transverse momenta. For instance, for a
hadronic scattering process with a two-to-two hard subprocess the structure in (11) will appear
with a delta function for momentum conservation enforcing the relation p1 + p2 k1 k2 0.
There are ways to measure one or several components of qT p1T + p2T k1T k2T K1 /z1 +
K2 /z2 x1 P1 x2 P2 , which is not required to vanish by momentum conservation since the
directions of the intrinsic transverse momenta of the partons can be different for each observed
hadron (in back-to-back jet production in hadronhadron scattering it is the component along
the outgoing jet direction in the plane perpendicular to the beam axis that is experimentally
sin(), where is the azimuthal imbalance of the
accessible through the relation qT K jet
two jets in the perpendicular plane [17,19,27,34]). This quantity defines a scale much smaller
than the hard scale of the process. Using these components one can construct integrated and
weighted hadronic cross sections. Integrated cross sections will involve the structure
416

(x1 , x2 , z1 , z2 ) =
d 2 p1T d 2 p2T d 2 k1T d 2 k2T (p1 , p2 , k1 , k2 )

Tr a (x1 )b (x2 ) abcd (x1 , x2 , z1 , z2 )c (z1 )d (z2 ) ,
=
(12)
a,...,d
while weighted cross sections will involve (making use of the decomposition in Eq. (3))
1
(x1 , x2 , z1 , z2 ) = d 2 p1T d 2 p2T d 2 k1T d 2 k2T p1T
(p1 , p2 , k1 , k2 )
[D]

Tr a (x1 )b (x2 ) [D] (x1 , x2 , z1 , z2 )c (z1 )d (z2 )
=
a,...,d D

Tr a
(x1 )b (x2 ) abcd (x1 , x2 , z1 , z2 )c (z1 )d (z2 )
a,...,d

+ Tr aG
(x1 , x1 )b (x2 ) [a]bcd (x1 , x2 , z1 , z2 )c (z1 )d (z2 ) ,
(13)
and similar expressions 2 , 1
and 2
which are obtained by weighting with p2T , k1T and
k2T , respectively. In these expressions only universal collinear correlators appear. In Eqs. (12)
and (13) we have defined the hard functions

[D] (x1 , x2 , z1 , z2 ),
abcd (x1 , x2 , z1 , z2 ) =
(14a)
D
[a]bcd (x1 , x2 , z1 , z2 ) =
[D]
CG
(a) [D] (x1 , x2 , z1 , z2 ).
(14b)
D
[D]
The factors CG
(a) are the gluonic pole strengths that appear in the decomposition of the transverse moment of the TMD correlator of parton a. In expression (13) this parton was implicitly
taken to be a quark. If it were a gluon there would have been two [g]bcd terms, one corresponding to each of the gluonic pole matrix elements Gf and Gd , cf. Eq. (8) or Ref. [19]. The
hard functions in Eqs. (14a) and (14b) no longer depend on the individual (diagrammatic) contributions D, but only on the hard process ab cd. Moreover, in contrast to the hard functions
[D] that appear in (11), they are gauge invariant expressions. After performing the traces the
abcd reduce to the partonic cross sections d abcd and the [a]bcd reduce to the gluonic
pole cross sections d [a]bcd calculated in Refs. [17,19,28].
4. Transverse momentum dependent correlators

To study azimuthal asymmetries arising from one of the partons in hadronic processes mediated by 2 2 partonic subprocesses at tree-level it is possible, as we will show explicitly, to
organize the TMD correlators in a decomposition analogous to (3) containing TMD correlators
with special properties:
[D]
G
[D] (x, pT ) = (abcd) (x, pT ) + CG
(abcd)
(x, pT ).
(15)
Here D refers to a particular cut Feynman diagram that contributes to the cross section of the
[D]
partonic process ab cd. The gluonic pole factors CG
are the same as those in the decomposition of the collinear correlators in (3). An important difference between the decomposition
of the collinear correlator in (3) and the decomposition of the TMD correlator in (15) is that
the matrix elements in the latter decomposition are not universal in general. They depend on
417
the partonic process ab cd but, in contrast to the TMD quark correlators [D] on the l.h.s.
of the decomposition, they do not depend on the individual cut Feynman diagram D. The only
diagram dependence resides in the gluonic pole factors. The matrix elements on the r.h.s. of (15)
have been chosen such that they reduce to the familiar universal (process independent) collinear
matrix elements when integrating over or weighting with the intrinsic transverse momenta:

d 2 pT (abcd) (x, pT ) = (x),
(16a)
d 2 pT pT (abcd) (x, pT ) = (x),

(abcd)
(abcd)
(x, pT ) = 0,
d 2 pT pT G
(x, pT ) = G
(x, x). (16b)
d 2 p T G
The most straightforward illustration of the decomposition (15) for quark TMDs are the quark
correlators [+] (x, pT ) in SIDIS and [] (x, pT ) in DrellYan scattering, which contain the
simple future and past-pointing Wilson lines U [+] and U [] , respectively. For those correlators
one has [15]
[] (T -odd)
[] (x, pT ) = (T -even) (x, pT ) + CG
(x, pT ),
(17)
with the T -even and T -odd quark correlators

1
[+]
(x, pT ) + [] (x, pT ) ,
2

1
[+]
(T -odd)
(x, pT ) = (x, pT ) [] (x, pT ) .

2
(T -even) (x, pT ) =
(18a)
(18b)
[]
= 1 are the same as those for the transverse moments (3) in those processes.
The factors CG
In contrast to (17), we observe that the TMD matrix elements (abcd) (x, pT ) and
(abcd)
G
(x, pT ) on the r.h.s. of (15) in general do not have definite behavior under timereversal. However, the process dependent universality-breaking parts of the TMD correlators can
be separated from the universal T -even and T -odd parts in (18a) and (18b):
(abcd) (x, pT ) = (T -even) (x, pT ) + (abcd) (x, pT ),

(abcd)
(abcd)
(x, pT ) = (T -odd) (x, pT ) + G
(x, pT ).
G
(19a)
(19b)
In these expressions all process dependence due to Wilson lines on the light-front is now
contained in process-dependent universality-breaking matrix elements (abcd) (x, pT ) and
(abcd)
(x, pT ), which we will refer to as junk-TMD. Also these in general have no defiG
nite behavior under time-reversal, but they do have the special properties that they vanish after
pT -integration and weighting:

d 2 pT (abcd) (x, pT ) = d 2 pT pT (abcd) (x, pT ) = 0,
(20a)

(abcd)
(abcd)
(x, pT ) = d 2 pT pT G
(x, pT ) = 0.
d 2 pT G
(20b)
This is consistent with the properties expressed in (16). The expressions in Eq. (20) will be
used in Section 6 to show that the universality-breaking matrix elements vanish in integrated
and weighted hadronic cross sections. Moreover, as can be seen from their explicit expressions
in Appendix A the (anti)quark/gluon universality-breaking matrix elements vanish in an order g
expansion of the Wilson lines (i.e. the one-gluon radiation contribution).
418
All universality-breaking matrix elements that occur at tree-level in protonproton scattering

with hadronic final states are listed in Appendix A. The TMD correlators [D] (x, pT ) in these
processes have already been derived in Ref. [18] and are given in the tables of that reference (the
TMD correlators and gluonic pole factors that appear at tree-level in direct photon-jet production
in protonproton scattering can be found in Ref. [35]). It is straightforward to verify that these
results are reproduced with the matrix elements given in Appendix A and through the decompositions (15) and (19). This should not come as a surprise, since the matrix elements in the
appendix were defined that way. It is a remarkable and non-trivial observation that with the gluonic pole strengths all the quark correlators encountered in a certain partonic process ab cd
(abcd)
can be decomposed in terms of only the two matrix elements (abcd) and G
(with
the properties in Eq. (16)). It should be mentioned, though, that this decomposition is not unique.
For instance, one could also have made a decomposition in terms of more matrix elements. That
is, by including matrix elements that do not contribute to the zeroth (pT -integration) and first
(pT -weighting) transverse moments in pT , but do contribute to the second moment, third moment, etc. It is conceivable that the inclusion of these additional matrix elements will allow one to
summarize the TMD quark correlators encountered in different partonic processes, in the same
way as it was possible to summarize all quark correlators associated to the different Feynman
diagrams D that contribute to one specific partonic process ab cd by the two matrix ele(abcd)
ments (abcd) and G
. At present this is just speculation, though, and the verification
or falsification will require more insight into the way that the different Wilson line structures
contribute to higher transverse moments. However, regardless of all these cautionary remarks we
believe that the notational advantage, the points concerning gauge invariance of the hard functions that will be addressed in Section 6 and the possible role that it could play in relating the
gauge link formalism to the results of Refs. [20,21] provide more than enough justification for
the decomposition in Eq. (15).
In the case of gluon distributions we start by defining T -even and T -odd gluon correlators (cf.
Figs. 1(c)(f)),

1
[+,+ ]
(21a)
(x, pT ) + [, ] (x, pT ) ,
2

1
(T -odd)
(x, pT ) = [+,+ ] (x, pT ) [, ] (x, pT ) ,
(f )
(21b)
2

1
(T -odd)
(d)
(21c)
(x, pT ) = [+, ] (x, pT ) [,+ ] (x, pT ) ,
2
where as in Ref. [15] a gluon correlator is called T -odd if it vanishes when identifying the future
(T -odd)
, the correlator
and past-pointing Wilson lines. Note that in contrast to (T -even) and (f )
(T -odd)
(d)
cannot be written as a matrix element of two gluon fields with a single Wilson line in
the adjoint representation. After pT -integration the T -even and T -odd correlators reduce to the
universal collinear gluon matrix elements in the expressions in Eqs. (7) and (8):

d 2 pT (T -even) (x, pT ) = (x),
(22a)
d 2 pT pT (T -even) (x, pT ) = (x),

(T -odd)
(T -odd)
(x, pT ) = 0,
d 2 pT pT (f )
(x, pT ) = Gf (x, x), (22b)
d 2 pT (f )

(T -odd)
(T -odd)
2
(x, pT ) = 0,
d 2 pT pT (d)
(x, pT ) = Gd (x, x). (22c)
d pT (d)
419
Since there are two distinct ways to construct T -odd gluon correlators, it will follow in the next
section that there are also two distinct TMD gluon-Sivers distribution functions (cf. Eq. (28b)).
There is actually also a second way to construct a T -even gluon correlator:
(T -even) =
1
[+, ] + [,+ ] ). However, this correlator is not needed in the decomposition (23) of the
2 (
TMD gluon correlators, since the difference between
(T -even) and (T -even) is a matrix element that vanishes upon pT -integration and pT -weighting. This difference may, therefore, be
absorbed in the universality-breaking matrix elements (abcd) to be defined in (24a).
A decomposition resembling the one in (8) for TMD gluon correlators can almost be made:
[D] (x, pT ) = (abcd) (x, pT ) + CG
(f )[D]
(abcd)
(d)[D]
(x, pT ) + CG
(abcd)
(x, pT ).
(23)
This leaves only a specific type of matrix elements with colorless intermediate states unaccounted
for (we will return to this point in a moment). The TMD matrix elements on the r.h.s. of (23)
only depend on the process and not on the particular Feynman diagram D that contributes to
(f )
(d)
that process. The multiplicative factors CG and CG are the gluonic pole factors calculated in
Ref. [19], the same that also appear in the decomposition (8) of the collinear correlator. Under
(abcd)
(x, pT ) have
pT -integration and weighting the matrix elements (abcd) (x, pT ) and Gf/d
(T
odd)
the same behavior as (T -even) (x, p ) and
(x, p ), respectively. Therefore, one can
T
make the further separation
Gf
(f/d)
Gd
(abcd) (x, pT ) = (T -even) (x, pT ) + (abcd) (x, pT ),

(abcd)
(T -odd)
(abcd)
Gf/d
(x, pT ) = (f/d) (x, pT ) + Gf/d
(x, pT ),
(24a)
(24b)
in which all process-dependence due to Wilson lines on the light-front has been gathered in the
(abcd)
universality-breaking matrix elements (abcd) (x, pT ) and (f/d) (x, pT ), which have
the special properties that they vanish after a pT -integration and pT -weighting.
It is also straightforward to check that through the decompositions in (23)(24) and with the
universality-breaking matrix elements given in Appendix A the TMD gluon correlators in Tables 4, 5 and 8 of Ref. [18] corresponding to qg qg, qg
qg
and gg gg scattering are
reproduced. However, in the TMD correlators in Tables 6 and 7 for the processes q q gg
and gg q q one does not recover terms of the form P , S| Tr[F ( )U [2] ] Tr[F (0)U [2] ]|P , S,
where U [2] = U [+] U [] . These matrix elements involve colorless intermediate states and they
do not contribute to the pT -integrated gluon correlators (x) nor to the first transverse moments
[D] (x). They can be included in (23) by adding diagram-dependent universality-breaking matrix elements which will not appear in integrated and weighted hadronic cross sections. However,
it could be that they contribute to the second or higher transverse moments.
5. Parametrizations of parton correlators
At leading twist the parametrizations of the different TMD quark correlators are given by

1
1
/ + h1T x, pT2 5 [ S/T ,P/ ]
f1 x, pT2 P
2
2
[p
/ T ,P
/ ] pT S T
2 [ p/ T ,P/ ]
2
+
h1T x, pT 5
+ SL h
1L x, pT 5
2M
M
2M

S
p
+ SL g1L x, pT2 5P
(25a)
/ + T T g1T x, pT2 5 P/ ,
M
420
Fig. 2. Possible behavior of the universal distribution function f1 (x, pT2 ) (dashed line) and the process-dependent func(abcd)
(abcd)
tion f1
(x, pT2 ) (solid line) as a function of |pT |2 . Their difference-function, f1
line), vanishes upon integration over pT .
(T -odd) (x, pT ) =
(x, pT2 ) (dash-dotted
pT ,P
/ ] TpT ST
2
1
2 [/
x,
p
x,
p
P
/
,
ih
f
T
T
1
2
2M
M 1T
(25b)
and
(abcd) (x, pT )

1
1
(abcd)
=
x, pT2 P
x, pT2 5 [S
/ + h(abcd)
/T ,P/ ]
f1
1T
2
2
(abcd)
[p
/ T ,P
/ ] pT S T (abcd)
2 [/pT ,P/ ]
x, pT2 5
x, pT 5
+
h1T
2M
M
2M

S
p
T
(abcd)
(abcd)
/+ T
/
x, pT2 5 P
x, pT2 5P
g1T
+ SL g1L
M

[p
/ ] TpT ST (abcd)
2
/ T ,P
(abcd)
+ ih1
x, pT2
x, pT P
/ ,
f1T
2M
M
+ SL h1L
(25c)
(abcd)
(x, pT ) containing a (differwith similar parametrizations for the matrix elements G

([a]bcd)
ent) set of distribution functions f1
, etc. The quark distribution functions that appear
in the parametrizations (25a) and (25b) are the familiar T -even and T -odd (respectively) quark
distribution functions as measured in SIDIS. On the other hand, the quark distribution functions
in (25c) and in the parametrization of G are process dependent. From the properties in (20)
one finds that the functions f1 , h1T and g1L vanish upon pT -integration, for instance

(abcd)
d 2 pT f1
(26)
x, pT2 = 0,
(1)
(1)
(1)
(1)
illustrated in Fig. 2. Also the functions h(1)
and f1T
vanish, e.g.,
1L , h1T , g1T , h1

d 2 pT

p 2T
(abcd)
x, pT2 = 0.
f
2M 2 1T
(27)
(abcd)
The same holds for the corresponding functions in the parametrization of G

(x, pT ).
For gluon distribution correlators we use the parameterizations of Ref. [36] with the naming
convention discussed in Ref. [37]:
421

2

pT p T
1
g
p T
+
g
gT f1 x, pT2 +
h1 x, pT2
T
2
2
2x
M
2M

p S T g
g1T x, pT2 ,
+ iT SL g1L x, pT2 + iT T
M
(T -odd)
(f/d)
(x, pT )

pT ST
pT { ST} + TST { pT} g(f/d)

1
g(f/d)

x, pT2 T
x, pT2
gT T
f1T
h1T
=
2x
M
4M

pT { }
pT { }
T pT p T S T g(f/d)

pT

g(f/d)
2
2
T
.
x,
p
x,
p
S
h
h
L
T
T
1L
1T
M
2M 2
2M 2
(28a)
(28b)
g(f )
(x, pT2 ) and

In particular one has two distinct gluon-Sivers distribution functions f1T
g(d)
f1T (x, pT2 ) corresponding to the two ways to construct T -odd gluon correlators. Their first
(f/d)
g(f/d)
(1)
(x) introduced in Ref. [19].
transverse moments are the functions GT (1) (x) f1T
(abcd)
The matrix elements (abcd) (x, pT2 ) and Gf/d
(x, pT2 ) contain both T -even and T odd gluon distribution functions. These functions, however, will vanish under pT -integration or
weighting, as for the quark universality-breaking distribution functions (cf. (26) and (27)).
The analysis above can be extended to antiquark distribution correlators in the obvious way.
Also the treatment of (anti)quark fragmentation correlators is straightforward, with the understanding that in the matrix elements (T -even/odd) (z, kT ) the superscripts T -even and T -odd refer
to the operator structure in the correlators, each of which contain both T -even and T -odd fragmentation functions (this also holds for the gluon fragmentation correlators ).
6. Transverse momentum dependent functions in hadronic cross sections

The advantage of the decomposition of the TMD quark (and gluon) correlators in expression (15) (and (23)) is evident: instead of having to list the TMD correlators [D] ( [D] ) for
every cut Feynman diagram of a process, the two (or three in the case of gluons) matrix elements
on the r.h.s. of those decompositions suffice for that particular process. This observation leads
to a reduction in the number of TMD matrix elements that need to be considered. From a bookkeeping point of view this makes the treatment of TMD correlators more manageable. What is
perhaps more important is that the decompositions (15) and (23) will allow us to show that also
unweighted, unintegrated hadronic cross sections can be written as products of soft parton correlators and hard partonic functions that are separately manifestly gauge invariant, analogous to
the collinear case in expressions (12) and (13). Moreover, the hard partonic functions are the partonic cross sections or the gluonic pole cross sections. This is what will be argued in this section.
The proper context should be within a transverse momentum dependent factorization theorem.
For most processes such a theorem does not exist yet. We will therefore take as a starting point
the assumption that the hadronic cross sections will factorize in a hard partonic function and a
soft parton correlator for each observed hadron separately, and that gluon initial and final-state
interactions will lead to the required Wilson lines. We believe that this assumption is sufficiently
generic for our conclusions to be applicable for many hadronic processes, in particular to backto-back dijet or photon-jet production in protonproton scattering.
By inserting the decompositions (15) and (23) of the TMD parton correlators into the expression for the unintegrated hadronic cross section in Eq. (11) the parton contribution to a hard
422
2 2 process becomes
(p1 , p2 , k1 , k2 )

(abcd)
=
Tr a(abcd) (x1 , p1T )b
(x2 , p2T ) abcd (abcd)
(z1 , k1T )
c
a,...,d

(abcd)
(z2 , k2T )
d

(abcd)
(abcd)
+ Tr aG
(x1 , p1T )b
(x2 , p2T ) [a]bcd (abcd)
(z1 , k1T )
c

(abcd)
d
(z2 , k2T ) + ,
(29)
which forms the central result of this paper. Again it is implicitly implied that parton a is an
(f )
(anti)quark, since if it were a gluon there would be two gluonic pole terms Gf [g]bcd and
(d)
Gd [g]bcd . In (29) both terms in the decomposition of the TMD correlator of (anti)quark a
have been given explicitly, while only the first terms of the decompositions (15) and (23) were
used for the other partons. The + contains the other possible combinations of the terms in
those decompositions and also the contributions where parton a is a gluon.
The hard functions in expression (29) are the partonic and gluonic pole cross sections in (14a)
and (14b) (in the collinear expansions of the hard functions, which have corrections at order
O(1/s)). Hence, the expression in (29) demonstrates that by using the decompositions in (15)
and (23) and by introducing the gluonic pole cross sections, also the unintegrated, unweighted
hadronic cross section can be written as a product of soft TMD parton correlators and hard
partonic functions that are separately and manifestly gauge invariant. After performing the traces
these hard functions reduce to the partonic and gluonic pole cross sections calculated in Refs. [17,
19,28]. Hence, it follows that the gluonic pole cross sections that have been seen [17,19,27,28]
to represent the hard partonic functions in weighted spin asymmetries already appear in the fully
TMD cross sections. This conclusion is consistent with the work in Refs. [20,21], where a TMD
factorization formula for the quark-Sivers contribution to single transverse-spin asymmetries in
dijet production is proposed with the gluonic pole cross sections of Refs. [17,19] as hard functions. However, the work in Refs. [20,21] limits to one-gluon exchange and as a result it obtains
the distribution functions measured in SIDIS (i.e., transverse momentum dependent distribution
functions with a future pointing Wilson line in the hadronic matrix elements defining them).
In contrast, our expression (29) involves correlators with process dependent Wilson lines in the
operator definitions and a factorized form with universal distribution functions would only be
achieved if, regardless of the appearance of process dependent Wilson lines in their definitions,
the TMD matrix elements in (29) are identical for all partonic channels and equal those in semiinclusive deep inelastic scattering. In the present context this translates into a vanishing of all
universality-breaking matrix elements, for which we see no reason. Indeed, universality has recently also been disputed in Ref. [22], where it is argued that a TMD factorization theorem for
this process with universal distribution functions is not possible. This is confirmed by an explicit
calculation including the exchange of two collinear gluons [25]. A recent extension [24] of the
work in Refs. [20,21] including two-gluon exchange also points to non-universality. Moreover,
it shows that Refs. [1619], [20,21] and [22] are consistent to (at least) that order. We want to
emphasize that for a full connection the role of soft factors, which have been neglected in the
present study, should also be investigated.
With the parametrizations (25) and (28) inserted in (29), an expression for the hadronic cross
section in terms of TMD parton distribution and fragmentation functions is obtained. After performing the traces these hard functions reduce to the partonic and gluonic pole cross sections
423
encountered in Refs. [17,19,27,28]. As an illustration we consider the contribution to (29) of an

unpolarized quark in an unpolarized hadron, important for unintegrated spin averaged hadronic
cross sections (summations over parton types are understood):

(abcd)
([a]bcd)
2
2
2
+ f1
x1 , p1T
d abcd + f1
x1 , p1T
d [a]bcd .
dU f1 x1 , p1T

(abcd)
f1
2
x1 ,p1T
(30a)
Taking as a second example the contribution of an unpolarized quark in a transversally polarized
hadron, important for unintegrated single-spin asymmetries, one finds

(abcd)
2
dT f1T
x1 , p1T
d abcd

([a]bcd)
2
2
x1 , p1T
d [a]bcd .
+ f1T x1 , p1T + f1T
(30b)

(abcd)
f1T
2
x1 ,p1T
The terms with only universal T -even functions will appear folded with partonic cross sections
and the universal T -odd functions with gluonic pole cross sections. In addition, there are various
universality-breaking functions that appear with partonic cross sections or gluonic pole cross
sections. A shorter notation for some of the terms in these expressions could have been obtained
,
by not extracting the universal T -even and T -odd parts of the distribution functions f1 and f1T
as indicated by the underbraces in (30). In particular, due to these universality-breaking functions
the gluonic pole cross sections also appear in the unweighted spin-averaged cross sections (30a)
and the usual partonic cross sections also appear in the unweighted single-spin asymmetries
(30b). However, in the light of the properties in (26)(27) it is seen that terms with universalitybreaking matrix elements do not contribute to the integrated and qT -weighted (where qT is as
defined in Section 3) hadronic cross sections which are expressed in terms of the structures in
(12) and (13):
integrated:
d (x1 , x2 ) f1 (x1 ) d abcd ,
(31a)
weighted:
(1)
qT d (1 + 2 )(x1 , x2 ) f1T (x1 ) d [a]bcd .
(31b)
For back-to-back jet production in polarized protonproton scattering (p p jj X) this (in

essence) reproduces the results of Refs. [17,19,27], while for photon-jet production (p p
j X) it reproduces the results in Ref. [28].
Only if the universality-breaking matrix elements vanish in the unintegrated, unweighted cross
sections (29) and (30) does one also in the TMD case arrive at the situation with universal functions only. Otherwise, the non-universality of the unweighted processes is important. It will affect
the results of experiments that try to look at explicit pT -dependence or that construct weighted
cross sections involving convolutions of TMD functions which upon integration do not factorize
into transverse moments, e.g. when looking at sin(h S ), rather than P sin(h S )
asymmetries in SIDIS to extract transversity or Sivers functions.
7. Summary
We have argued that the gluonic pole cross sections, the hard partonic scattering functions
that are folded with the collinear parton distribution functions in weighted spin-asymmetries,
also appear in unintegrated, unweighted hadronic cross sections. Assuming as a starting point
that the hadronic cross section factorizes at the diagrammatic level in a hard partonic function
424
and for each of the observed hadrons a soft parton correlator, we have shown that the transverse
momentum dependent cross section can be written in terms of soft and hard functions that are
separately manifestly gauge-invariant. The hard functions are the partonic cross sections or the
gluonic pole cross sections. The latter do not show up in the integrated cross sections. The soft
functions are the TMD parton distribution (and fragmentation) functions with Wilson lines on
the light-front in their field theoretical operator definitions. These Wilson lines can be considered
as the collective effect of gluon initial and final state interactions. Since they are process dependent, the TMD parton distributions are in general non-universal. By systematically separating the
universality-breaking parts from the universal T -even and T -odd parts, we arrived at an expression that has soft parts multiplying the partonic and gluonic pole cross sections, as was also found
in Refs. [20,21]. However, in the gauge link approach taken here the gluonic pole cross section
can also emerge in TMD spin-averaged processes and ordinary partonic cross sections can also
arise in TMD single-spin asymmetries. They appear with universality-breaking functions that
will vanish for the integrated and weighted processes considered in Refs. [17,19,27,28]. They
also vanish at the level of one-gluon radiation contributions, which corresponds to the order g
term of the Wilson lines.
The non-universal terms are well-defined matrix elements. All universality-breaking matrix
elements that are encountered at tree-level in protonproton scattering with 2 2 partonic
processes have been calculated and are given in Appendix A. In particular, the process-dependent
universality-breaking matrix elements , etc., disappear in the simple electroweak processes
with underlying hard parts like q q and q q . We believe that the explicit identification of universality-breaking matrix elements is an important contribution to arrive at a unified
picture of TMD factorization of hadronic scattering processes.
Acknowledgements
We are grateful to Alessandro Bacchetta, Danil Boer, John Collins, Umberto DAlesio,
Leonard Gamberg, Andreas Metz, Peter Schweitzer, Werner Vogelsang and Feng Yuan for useful discussions. The work of C.B. was supported by the foundation for Fundamental Research of
Matter (FOM) and the National Organization for Scientific Research (NWO).
Appendix A. Universality-breaking matrix elements
We list the universality-breaking matrix elements that appear at tree-level
in protonproton
scattering. To improve readability we employ the schematic notation (2)3 d( P ) d 2 T eip
P , S|(0)U(
)|P , S LF (0)U(
), and similarly for the other parton correlators. For
the 2 2 partonic channels with four colored external legs we only list the quark and/or gluon
distribution correlators. As can be seen from the tables in Ref. [18] the TMD correlators of the
other partons are very similar in structure to the correlators considered here and can straightforwardly be obtained by comparing the results below to the tables of the stated reference. In
particular the correlators in qg
qg
scattering are simply obtained by comparing to those in
qg qg scattering. Similarly, the fragmentation correlators in q q gg (gg q q)
scattering
can be obtained by comparing to the distribution correlators in gg q q (q q gg).
q q,
(q
q)
q q
(q q)
(x, pT ) = G
(x, pT ) = 0,
(A.1)

)
(q q
)
(q q
(x, pT ) = G
(x, pT ) = 0.
425
(A.2)
q q g

1 Tr[U [2] ] [+] 1 [+]
( ) ,
U U
(0)
2
N
2
(A.3)

[2] ]
Tr[U
1
1
(q qg
U [+] U [+] ( ) ,
(q qg
(x, pT ) = G
(x, pT ) (0)
2
N
2
(A.4)
(qgq )
(qgq )
(qgq ) (z, kT ) = Gf
(A.5)
(z, kT ) = Gd
(z, kT ) = 0.
(q qg
(q qg
)
(x, pT ) = G
(x, pT )
qg q

1 Tr[U [2] ] [] 1 []
( ) ,
U U
(x, pT ) (0)
2
N
2
(A.6)
(qgq )
(qgq )
(A.7)
(z, kT ) = G
(z, kT ) = 0,
(qgq )
(qgq ) (x, pT ) = G
(qgq ) (x, pT )

1 [] 1 [+]
1 [+] 1 []
[+]
[]
+ F (0)U F ( ) U
,
Tr F (0)U F ( ) U
U
U
2
2
2
2
(A.8)
(qgq )
(qgq )
Gf
(A.9)
(x, pT ) = Gd
(x, pT ) = 0.
qq qq

3 Tr[U [2] ] [+] 1 [2] [+] 1 [+] 1 []
( ) ,
U U U U U
(qqqq) (x, pT ) (0)
2
N
2
2
2
(A.10)

[2] ]
Tr[U
1
1
1
1
(qqqq)
[2] [+]
[+]
[+]
[]
( ) .
U U + U
(x, pT ) (0) U U
G
2
2
N
2
2
(A.11)
q q q q
(q qq
q)
q)
(x, pT ) = G
(q qq

1 Tr[U [2] ] [+] 1 [+]
( )
U U
(x, pT ) (0)
2
N
2
(A.12)
qg qg
(qgqg)

1 N 2 + 1 Tr[U [2] ] Tr[U [2] ] [+] 1 N 2 + 1 [+]
U
(x, pT ) (0)
U
2 N2 1
N
N
2 N2 1

1 Tr[U [2] ] [] 1 []
( ) ,
U U
+
2
N
2
(A.13)
426

1 Tr[U [2] ] Tr[U [2] ] [+] 1 [+]
U U
(x, pT ) (0)
2
N
N
2

[2]
1 Tr[U ] [] 1 []
( ) ,
U + U
2
N
2

1 Tr[U [2] ] [] 1 []
(qgqg)
[+]
(x, pT ) Tr F (0)U F ( )
U
U
2
N
2

[2] ]
Tr[U
1
1
,
U [+] U [+]
+ F (0)U [] F ( )
2
N
2

1 Tr[U [2] ] [] 1 []
(qgqg)
[+]
Gf
U
(x, pT ) Tr F (0)U F ( )
U
2
N
2

[2]
1 Tr[U ] [+] 1 [+]
[]
,
U
F (0)U F ( )
U
2
N
2

1
1 Tr[U [2] ] [+]
(qgqg)
Gd
(x, pT ) Tr F (0)U [+] F ( ) U []
U
2
2
N

[2]
] []
1 [+] 1 Tr[U
[]
.
U
+ F (0)U F ( ) U
2
2
N
(qgqg)
(A.14)
(A.15)
(A.16)
(A.17)
q q gg
(q qgg)
(x, pT ) = G
(q qgg)

1 Tr[U [2] ] [+] 1 [+]
( ) .
U U
(x, pT ) (0)
2
N
2
(A.18)
gg q q
(ggq q)
(x, pT )
(ggq q)
= Gf
(x, pT )

1 Tr[U [2] ] [] 1 [+]
U
U
Tr F (0)U [+] F ( )
2
N
2

[2]
1 Tr[U ] [+] 1 []
[]
,
U
+ F (0)U F ( )
U
2
N
2

1 Tr[U [2] ] [] 1 []
(ggq q)
[+]
Gd
U
(x, pT ) Tr F (0)U F ( )
U
2
N
2

[2]
1 Tr[U ] [+] 1 [+]
.
U
F (0)U [] F ( )
U
2
N
2
(A.19)
(A.20)
gg gg
(gggg)

1 Tr[U [2] ] [] 1 [+]
[+]
(x, pT ) Tr F (0)U F ( )
U
U
2
N
2

[2]
1 Tr[U ] [+] 1 []
[]
,
+ F (0)U F ( )
U
U
2
N
2
(A.21)
427
(gggg)
Gf
(x, pT )

[2] ] Tr[U [2] ]
1
[2] [+]
[2] [+]
[+]
[+] Tr[U
Tr
F
(
)U
U
F
(0)U
U
+
F
(0)U
F
(
)U
N
N
N2
2

[2]
N + 4 [+] 1 Tr[U
] []
+ F (0)U [+] F ( )
U
U
2
2
N
2N

2
N + 2 [] 1 Tr[U [2] ] [+]
,
U
+ F (0)U [] F ( )
(A.22)
U
2
N
2N 2
(gggg)
Gd
(x, pT ) = 0.
(A.23)
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Non-BPS attractors in 5d and 6d extended supergravity

L. Andrianopoli a,b,c,d , S. Ferrara b,e,f , A. Marrani
a,e,
, M. Trigiante c,d
a Museo Storico della Fisica e Centro Studi e Ricerche Enrico Fermi, Via Panisperna 89A, 00184 Roma, Italy
b Physics Department, Theory Unit, CERN, CH 1211 Geneva 23, Switzerland
c Dipartimento di Fisica, Politecnico di Torino, Corso Duca degli Abruzzi 24, I-10129 Torino, Italy
d INFN-Sezione di Torino, Italy
e INFN-Laboratori Nazionali di Frascati, Via Enrico Fermi 40, I-00044 Frascati, Italy
f Department of Physics and Astronomy, University of California, Los Angeles CA, USA

Abstract
We connect the attractor equations of a certain class of N = 2, d = 5 supergravities with their (1, 0),
d = 6 counterparts, by relating the moduli space of non-BPS d = 5 black hole/black string attractors to the
moduli space of extremal dyonic black string d = 6 non-BPS attractors. For d = 5 real special symmetric
spaces and for N = 4, 6, 8 theories, we explicitly compute the flat directions of the black object potential
corresponding to vanishing eigenvalues of its Hessian matrix. In the case N = 4, we study the relation to
the (2, 0), d = 6 theory. We finally describe the embedding of the N = 2, d = 5 magic models in N = 8,
d = 5 supergravity as well as the interconnection among the corresponding charge orbits.
1. Introduction
Recently the study of the attractor equations for extremal black holes (BHs) [15] in four
dimensions received special attention, especially in relation with new results on non-BPS, nonsupersymmetric solutions [648].
Not much is known about non-BPS attractors in five dimensions, although general results
for symmetric special geometries in BHs (and black strings) backgrounds were derived in [49].
More recently, it has been shown [36] that real special symmetric spaces have, in the non-BPS
* Corresponding author at: INFN-Laboratori Nazionali di Frascati, Via Enrico Fermi 40, 00044 Frascati, Italy.
E-mail addresses: laura.andrianopoli@cern.ch (L. Andrianopoli), sergio.ferrara@cern.ch, ferrara@physics.ucla.edu

(S. Ferrara), marrani@lnf.infn.it (A. Marrani), mario.trigiante@polito.it (M. Trigiante).
doi:10.1016/j.nuclphysb.2007.11.025
L. Andrianopoli et al. / Nuclear Physics B 795 (2008) 428452
429
case, a moduli space of vacua, as it was the case for their d = 4 special Khler descendants [21].
In four dimensions, massless Hessian modes for generic cubic geometries were shown to occur
for the non-BPS case with non-vanishing central charge in [10,34]. Some additional insight on
the correspondence among (the supersymmetry preserving features of) extremal BH attractors
in four and five dimensions have been gained in [40], by relating the d = 4 and 5 BH potentials
and the corresponding attractor equations. In particular, it was shown that the moduli space of
non-BPS attractors in d = 5 real special symmetric geometries must be in the intersection of
the moduli spaces of non-BPS Z = 0 and non-BPS Z = 0 attractors in the corresponding d = 4
special Khler homogeneous geometries.
Aim of the present investigation is to perform concrete computations of the massless modes
of the non-BPS d = 5 Hessian matrix, and further relate the d = 5 BH (or black string) potential
to the d = 6 dyonic extremal black string potential and its BPS and non-BPS critical points,
following the approach of [49] and [50]. This analysis reveals a noteworthy feature of the relation
between d = 5 and d = 6. Namely, the moduli space of d = 6 non-BPS (with vanishing central
charge1 ) dyonic string [51] attractors is a submanifold of the moduli space of d = 5 non-BPS
attractors of symmetric real special geometries. The only exception is provided by the cubic
reducible sequence of real special geometries, for which the non-BPS d = 6 and d = 5 moduli
spaces actually coincide. It is worth pointing out that moduli spaces also exist, for particular nonBPS-supporting charge configurations, for all real special geometries with a d = 6 uplift [52].
This is the case for the homogeneous non-symmetric real special geometries studied in [53].
For N = 2, d = 5 magic supergravities, with the exception of the octonionic case, the non-BPS
moduli spaces can also be obtained as suitable truncations of the moduli space of BPS sttractors
of N = 8, d = 5 supergravity. In all cases, the Hessian matrix is semi-positive definite.
It is worth pointing out that in this work we consider only extremal black p-extended objects
which are asymptotically flat, spherically symmetric and with an horizon geometry AdSp+2
S dp2 [54]. Thus, we do not deal with, for instance, black rings and rotating BHs in d = 5,
which however also exhibit an attractor behaviour (see, e.g., [55]).
The paper is organized as follows.
In Section 2 we recall some relevant facts about N = 2, d = 6 self-dual black string attractors
and the properties of the black string effective potential in terms of the moduli space spanned
by the tensor multiplets scalars. In Section 3 we discuss the d = 5 effective potential in a sixdimensional language for the d = 5 models admitting a d = 6 uplift (including all homogeneous
real special geometries classified in [53]), in the absence (Section 3.1) or presence (Section 3.2)
of d = 6 vector multiplets. In Section 3.2.1 we perform an analysis of the attractors in d = 5,
N = 2 magic supergravities, and comment on the moduli spaces of attractor solutions for such
theories. Thence, in Sections 4.1, 4.2 and 4.3 we recall a similar analysis of the attractors respectively in d = 5, N = 8, 6 and 4 supergravities [49,56,57]. The analysis holds for all N = 2
symmetric spaces, as well as for homogeneous spaces by considering particular charge configurations. In Section 5 we comment on the conditions to be satisfied in order to obtain an
anomaly-free (1, 0), d = 6 supergravity by uplifting N = 2, d = 5 theories. Section 6 is devoted
to final remarks and conclusions.
Appendix A discusses some group embeddings, relevant in order to elucidate the relation between the N = 8, d = 5 BPS unique orbit and the non-BPS orbits of the N = 2, d = 5 theories
1 This means that non-BPS dyonic strings are neutral with respect to the central extension of the (1, 0), d = 6 supersymmetry algebra.
430
obtained as consistent truncations of N = 8 supergravity. Such N = 2 theories include the magic

supergravities based on the Jordan algebras J3H , J3C , J3R with nH = 0, 1, 2 hypermultiplets, respectively.
2. (1, 0), d = 6 attractors for extremal dyonic strings
In d = 6, (1, 0) and (2, 0) chiral supergravities2 there are no BPS BH states, because the
central extension of the corresponding d = 6 superalgebras does not contain scalar central
charges [59]. However, there are BPS (dyonic) string configurations, as allowed from the superalgebra, and extremal black string BPS attractors exist [49,50]. Such attractors preserve 4
supersymmetries, so they are the d = 6 analogue of d = 5 and d = 4 12 -BPS extremal BH attractors. Interestingly enough, extremal black string non-BPS attractors also exist in such d = 6
theories [49], as it is the case for (extremal BH attractors) in d = 5 and d = 4. The next sections
are partially devoted to such an issue.
Let us start by recalling the general structure of the minimal supergravity in d = 6, the chiral
(1, 0) theory. The field content of the minimal theory is:
Gravitational multiplet3 :

a
+
( = 0, 1, . . . , 5; A = 1, 2).
V , A , B
(2.1)
Tensor multiplets:
A i
B , ,
(2.2)
(i = 1, . . . , q + 1).
The scalar fields in the tensor multiplets sit in the coset space [60]
G O(1, q + 1)
=
.
H
O(q + 1)
(2.3)
They may be parametrized in terms of q + 2 fields X , ( = 0, 1, . . . , q + 1), contstrained

by the relation
X X X X = 1,
(2.4)
where = diag[1, 1, . . . , 1]. The kinetic matrix for the tensors is:
G = 2X X ,
(2.5)
whose inverse matrix is:

G = 2X X .
(2.6)
As for any d = 6 theory, the field strengths of the antisymmetric tensors H = dB have
definite self-duality properties:
G H = H .
2 In the literature they are sometimes referred to as (2, 0) and (4, 0) respectively [58].
3 Here and below the SU(2) indices A up and down denote opposite chiralities.
(2.7)
431
As a consequence, there is no distinction between the associated electric and magnetic

charges

e = e = H .
(2.8)
S3
Vector multiplets:
(A , A )
( = 1, . . . , m).
(2.9)
The kinetic matrix for the vector field strengths is given in terms of a given constant matrix
by [61]:
C
.
N = X C
(2.10)
Hypermultiplets:
A

, 4q
( = 1, . . . , p).
(2.11)
The hypermultiplets do not play any role in the attractor mechanism, and will not be discussed further here.
Since the vector multiplets do not contain scalar fields, the only contribution to the black
string effective potential comes from the tensor multiplets, and reads [50]:
2

V (6) = G e e = 2 X e e e
(2.12)
or equivalently, in terms of the dressed central and matter charges Z = (X e ) and Zi = Pi e
(where P , P X = 0, is the projector orthogonal to the central charge):
V (6) = Z 2 + Zi Z i .
(2.13)
The criticality conditions for the effective black string potential (2.13) reads
i V (6) = 0
ZZi = 0,
i,
(2.14)
and therefore two different extrema are allowed, the BPS one for Zi = 0 i, and a non-BPS one
for Z = 0, both yielding the following critical value of V (6) :

V (6) extr = e e .
(2.15)
3. N = 2, d = 5 attractors with a six-dimensional interpretation
In the absence of gauging, the minimal five-dimensional theory generally admits the following
field content (omitting hypermultiplets):
Gravitational multiplet:
a

V , A , A ( = 0, 1, . . . , 4; A = 1, 2).
(3.1)
Vector multiplets:
a

A , A ,
(3.2)
(a = 1, . . . , n).
432
The scalar fields do not necessarily belong to a coset manifold, but their -model is described
by real-special geometry. In particular, the scalar manifold is described by the locus
V(L) = 1
where
LI (),
(3.3)
I = 0, 1, . . . , n are function of the scalars and V is the cubic polynomial:
1
d I J K LI LJ LK ,
(3.4)
3!
written in terms of an appropriate totally symmetric, constant matrix dI J K . Note that in order to
have a d = 6 uplift the real special geometry must have a certain structure, as discussed in [63].
Namely
V(L) =
V = zX X + X C X X .
(3.5)
This is always the case for the homogeneous spaces discussed in [53], where C is written in
terms of the -matrices of SO(q + 1) Clifford algebras.
The kinetic matrix for the vector field-strengths has the general form:
aI J = I J log V|V =1 .
(3.6)
The BH effective potential in five-dimensions is given by

V (5) = a I J qI qJ ,
L
I J the inverse of (3.6).
where qI = S 3 F
I are the electric charges and a
(3.7)
3.1. No d = 6 vector multiplets

We are interested in finding the relation of the six-dimensional attractor behavior to the fivedimensional one. Let us first consider the simplest case of a six-dimensional supergravity theory
only coupled to q + 1 tensor multiplets (no vector multiplets). In this case, n = q + 1 and the
scalar content is given by the six-dimensional scalars X plus the KaluzaKlein (KK) dilaton z.
The five-dimensional scalar fields are related by the constraint (3.3), where the surface expression
(3.4) takes here the simple form4 :
1
V(L) = V(z, X) = zX X .
2
The constraint (3.3) then becomes:
1
X X = z1 .
2
The components of the kinetic matrix are in this case:
azz = z ,
aI J = az = 0,
,
a = zG
4 This corresponds to the d = 5 symmetric real spaces of the generic sequence SO(1, 1) SO(1,q+1) [62].
SO(q+1)
(3.1.1)
(3.1.2)
(3.1.3)
433
where the matrix G

(X) = 2 X X
G
X X
is related to G in (2.5) by

G
= G .
X X =1
(3.1.4)
(3.1.5)
More precisely, setting:
X
X
X X

X X = 1 ,
(3.1.6)
we have:
(X) = G (X).
G
The matrix (3.1.3) is easily inverted giving:
zz
2
a = z ,
IJ
z
a = a = 0,
.
a = z1 G
Then, in this case the BH effective potential takes the form:
(X)e e = z2 ez2 + z1 V (6) (X),
V (5) = z2 ez2 + z1 G
(3.1.7)
(3.1.8)
(3.1.9)
where (ez , e ) qI denote the electric charges and, to obtain the last expression, we made use
of (3.1.7). The physical interpretation of the charges ez and e is the following: ez is the Kaluza
Klein charge and e are the charges of dyonic strings [51]wrapped around S 1 .
The extrema of V (5) are found for:
1
V (5)
= 0,
= 0 2zez2 z2 V (6) (X)
z
2
which is the stabilization equation for the KK dilaton, solved by:
(6)
1
V |extr 3
z=
2ez2
(3.1.10)
(3.1.11)
and for:
V (5)
=0
X
V (6)
= 0,
X
(3.1.12)
which shows that in this case the attractor solutions of the five-dimensional theory are precisely
the same of the parent six-dimensional theory.
The BH entropy is now given by [49]:

2
2
3
3

(5) 4/3
1
1
(5)
(6)
=V
= 3 ez V
= 3 ez e e .
SBH
(3.1.13)
extr
extr
2
2
The solution of Eq. (3.1.12) depends on whether the d = 6 attractor is BPS or not. As previously mentioned, the d = 6 BPS attractors correspond to Zi = 0 i, whereas the non-BPS ones
are given by Z = 0 (and Zi = 0 for at least some i) [49,50]. Thus, all q + 1 d = 6 BPS moduli
434
are fixed, while there are q non-BPS flat directions, spanning the d = 6 non-BPS moduli space
SO(1,q)
SO(q) [49].
The supersymmetry-preserving features (BPS or non-BPS) of the d = 6 attractors solutions
depend on the sign of e e : it is BPS for e e > 0 and non-BPS for e e < 0. In this latter
case, also the d = 5 solution is non-BPS, because in a given frame [52] ez e e = ez e+ e (with
e e1 e2 ), and if e+ e < 0 the three charges cannot have the same sign [40]. On the other
hand, if e e > 0 one can have both BPS and non-BPS d = 5 solutions [40].
Thus, we can conclude that for the generic sequence of d = 5 symmetric real special spaces
the non-BPS moduli space, predicted in [36], does indeed coincide with the above mentioned
d = 6 (tensor multiplets) non-BPS moduli space, found in [49].
3.2. Inclusion of d = 6 vector multiplets
Let us now generalize the discussion to the case where s extra vector multiplets:

A , A , Y , = 1, . . . , s,
(3.2.1)
corresponding to the dimensional reduction of six-dimensional ones, are present [63]. The reduction may be done preserving the SO(1, q + 1) symmetry when the number s of d = 6 vector
multiplets coincides with the dimension of the spinor representation of SO(1, q + 1):

s = dim spin SO(1, q + 1) .
(3.2.2)
This implies that the kinetic matrix of the d = 6 vector fields is positive definite and no phase
transitions, as discussed in [63,64], occur in this class of models.
The extra scalars contribute to the general relations (3.6) and (3.7) via a modification of the
cubic form V into [53]:
1
1
V = zX X + X Y Y
.
2
2
(3.2.3)
The total number of five-dimensional scalars is then q + 2 + s. Of particular interest are the four
magic models which are associated with the simple Jordan algebras having an irreducible norm
form (displayed in Table 4 of [36]). In these cases q = 1, 2, 4, 8 and s = 2q. Also the generic
sequence L(0, P ) can be viewed as a particular case of Eq. (3.2.3) with q = 0 and s = P .
The d = 6 origin of the second term in Eq. (3.2.3) is the kinetic term of the d = 6 vector fields,
= C )
which reads [61,63] ( = 0, 1, . . . , q + 1, = 1, . . . , s, C

F F .
X C
(3.2.4)
Thus, in the presence of d = 6 BH charges Q , it originates an effective d = 6 BH potential of

the form
(6)

Q Q .
VBH = X C
(3.2.5)
Such a potential has run-away extrema at d = 6 [58]. This can be seen for instance in the case
nT = 1 q = 0, where Eq. (3.2.5) reduces to ( = 1, . . . , P , X0 = cosh , X1 = sinh )
(6)
0
1
VBH () = cosh C
Q Q + sinh C
Q Q = e Q Q
(3.2.6)
435
0 = C1 =
(in the last step we used the fact that in the nT = 1 case we may set C
without
loss of generality). Consequently

(6)
VBH ()
(6)
= 0 VBH () = 0 = .
(3.2.7)
We then conclude that non-BPS extremal BH attractors are excluded in (1, 0) supergravity in six
dimensions. However, we can have a 0-dimensional black object by an intersection of a d = 6
BH with a d = 6 black string. Its reduction to d = 5 gives a BH which carries both the string
charge and the BH charge, with cubic invariant of the form [65]

I3 = ez e e + e C
Q Q ,
(3.2.8)
(5)
and the d = 5 resulting BH entropy SBH |I3 |. Thus, even if the KK charge ez vanishes, one
gets a contribution from the second term of Eq. (3.2.8). This is in contrast with the case of the
d = 6 dyonic extremal black string treated in Section 3.1, where the non-vanishing of the KK
charge ez was needed in order to get a non-vanishing entropy for the corresponding d = 5 BH,
obtained by wrapping the d = 6 string on S 1 .
The inclusion of extra multiplets corresponding to d = 6 vector multiplets entails a significative complication in the model. In particular, the moduli space of the non-BPS attractors
drastically changes with respect to the case described in Section 3.1. As we shall prove below,
in the magic models the number of moduli becomes equal to s = 2q instead of q as it was in the
absence of these extra multiplets.
Before entering into the detail of the magic models, let us argue the existence, at least for the
homogeneous spaces L(q, P ) (and, for q = 4m, L(q, P , P )) [53], of particular non-BPS critical
points where the same results of Section 3.1 may still be directly applied. Indeed, it turns out that
for the four magic models the non-BPS attractor moduli spaces of dimension 2q always contain
as a subspace precisely the coset SO(1,q)
SO(q) (that is the moduli space of d = 6 non-BPS attractors
for q + 1 strings, as discussed above). Such submanifold of the moduli space may be obtained by
considering the particular critical point where Y = 0. This critical point may always be reached
because, as (3.2.3) and (3.6) show, the Y coordinates always appear quadratically in the effective
potential (3.7). Then, for Y = 0 the effective potential reduces to the one previously considered
(Eq. (3.1.9)), whose non-BPS attractor solution is known to have q flat directions belonging to
the coset SO(1,q)
SO(q) . This is in fact only half the total number of flat directions for these solutions. It
may be understood because the non-compact stabilizer of the non-BPS orbit (that is for example
F4(20) SO(1, 8) for q = 8 [66,67]), mixes the X with Y variables, so that the restriction
{Y } = 0 implies the reduction of the orbit to its subgroup SO(1, q). The same considerations
may be directly extended, for charge configurations where the spinorial charges are set to zero, to
the series of homogeneous non-symmetric spaces L(q, P ) (and, for q = 4m, L(q, P , P )) [53],
which always admit a non-BPS attractor point where all the spinorial moduli are zero. As before,
this condition selects the submanifold SO(1,q)
SO(q) of the non-BPS attractor moduli space, with the
only difference that in this case the number q is not directly related to the number of spinorial
moduli.
3.2.1. N = 2 magic models
For N = 2 supergravity, one can apply the general relations of real special geometry [49,62],
so that the effective potential
V (, q) = a I J qI qJ
(3.2.1.1)
436
takes a simpler form. Indeed, for N = 2 supergravity the vector kinetic matrix aI J is related to
the metric gxy of the scalar manifold via
3
aI J = hI hJ + hI,x hJ,y g xy ,
2
(3.2.1.2)
a I J = hI hJ + 32 hI,x hJ,y g xy or conversely

3
gxy = hI,x hJ,y a I J .
2
In terms of these quantities the central charge is
Z = qI hI
(3.2.1.3)
(3.2.1.4)
and we can write the potential as

3
V (q, ) = Z 2 + g xy x Zy Z,
(3.2.1.5)
2
where x Z = qI hI,x = Pxa Za are the matter charges. The index x = 1, . . . , nV is a world index
labelling the scalar fields while a is the corresponding rigid index. Pxa denotes the scalar vielbein.
The matter charges obey the differential relations:
Z = P a Za ,

2
2
b
Tabc P b g cd Zd .
Za = gab P Z
(3.2.1.6)
3
3
To make explicit computations of the attractor points of the potential and of the corresponding
Hessian matrix, let us use the property that both Tabc and gab , written in rigid indices, are invariants of the group SO(q + 1), where q = 1, 2, 4, 8 for the magic models, corresponding to the
symmetric spaces L(q, 1). The H -representation R of the scalar fields branch with respect to
SO(q + 1) in the following way
R 1 + (q + 1) + Rs ,
(3.2.1.7)
where Rs is the real Clifford module of SO(q + 1) of dimensions dim(Rs ) = 2, 4, 8, 16 corresponding to the four values of q. The index a split into the indices 1, m, , where m =
1, . . . , q + 1 and = 1, . . . , dim(Rs ). Let us write the general form for Tabc and gab :
gmn = mn ,
g = ,
g11 = ,

1
g11 ,
gmn ,
g ,
T1mn =
T1 =
T111 =
2
2
2 2

3
1
n ,
Tn =
(3.2.1.8)
2
2
where n are the (symmetric, real) SO(q + 1) gamma matrices in the Rs representation. The
coefficients of Tabc are determined in terms of the coefficients of gab by the following relation:
1
Ta(bc Tefa ) = g(bc gef ) .
2
The potential V can be written in the following useful form:

3
3
V = Z 2 + g ab Za Zb = Z 2 + Z1 Z 1 + Zn Z n + Z Z ,
2
2
(3.2.1.9)
(3.2.1.10)
437
where the following short-hand notation is used: Z a g ab Zb . Let us now compute the extrema
of V . Using Eqs. (3.2.1.6) we find

1
V = P 1 4ZZ1 3 Z1 Z 1 Zn Z n + Z Z
2

3
3
n
n Z Z
Z1 Zn +
+ P 4ZZn + 2
2

3 3
3
(3.2.1.11)
+ P 4ZZ
Z1 Z + n Zn Z .
2
It is straightforward to see that the above expression has two zeroes corresponding to the two
attractors:
at the extremum reads V0 = Z 2 .
BPS attractor: Zn = Z = Z1 = 0 and the potential

Non-BPS attractor: Zn = Z = 0, Z =
V0
1
4
3
Z1
and the potential at the extremum reads
= 9Z 2 .
Let us now compute the Hessian matrix:

2
2

1 2 8
1 3
2
1 3
2
V= P
Z2
Z1 + 8
Z1
Z
+ 2 Zn2 +
3
4
4
2

3
ZZn
n Z Z
+ P 1 P n 8Z1 Zn + 16
3

3
1
+ P P 11Z1 Z 8
ZZ +
n Zn Z
3

2

8
3 2
1 3
n m
+ P P 6Zn Zm +
Z+2
Z1 +
Z mn
3
4
2

3
+ P n P 6Zn Z + 8 n ZZ +
n Z Z1 + 3(m n ) Zm Z

2
3 2
4
1 3
8
Z1 +
Z + n ZZn
+ P P Z
3
4
2 n

3
3
9
(3.2.1.12)
n Z1 Zn + n n Z Z + Z Z .
2
2
At the BPS critical point it is straightforward to check that:
8
2 V = Z 2 gab P a P b .
(3.2.1.13)
3
As expected, the BPS critical point is a stable attractor. At the non-BPS attractor the Hessian
reads:
2

2 V = 24Z 2 g11 P 1 + gmn P n P m .
(3.2.1.14)
The moduli space is therefore spanned by the scalar fields in the Rs representation. These can be
regarded as particular coordinates of the moduli spaces of the N = 2, d = 5 non-BPS solutions of
438
the magic models J3O , J3H , J3C and J3R , which respectively are
F4(20)
U Sp(4,2)
SU(2,1)
SO(9) , U Sp(4)U Sp(2) , SU(2)U (1)
with the exception of J3O , all such
and SL(2,R)
SO(2) (see Table 4 of [36]). It is worth pointing out that,
spaces can be obtained as consistent truncations of the N = 8, d = 5 BPS attractor moduli space
F4(4)
U Sp(6)U Sp(2) (quaternionic Khler), by performing an analysis which is the d = 5 counterpart
of the d = 4 analysis exploited in [33]. Since for J3C and J3R the N = 8 N = 2 reduction
preserves nH = 1 and nH = 2 hypermultiplets respectively, the following inclusions must hold:
J3C :
J3R :

2
F4(4) SU(2, 1)
F4(4)
U Sp(6) U Sp(2)
SU(2, 1)
SU(2, 1)
SU(2) U (1) SU(2) U (1)

F4(4)
U Sp(6) U Sp(2)
G2(2)
SL(2, R)
SO(2)
SO(4)
F4(4) SL(2, R) G2(2)
(3.2.1.15)
(3.2.1.16)
The two group embeddings given by Eqs. (3.2.1.15) and (3.2.1.16) are discussed in Appendix A.
On the other hand, the truncation generating J3H implies
J3H :
F4(4) U Sp(4, 2)
F4(4)
U Sp(4, 2)
.
U Sp(6) U Sp(2) U Sp(4) U Sp(2)
(3.2.1.17)
In this case, the 42 of U Sp(8) decomposes along U Sp(6) U Sp(2) as 42 (14, 1) (14 , 2).
The 14 and 14 of U Sp(6) further decompose with respect to U Sp(4) U Sp(2) (maximal compact subgroup of the stabilizer U Sp(4, 2) of the non-BPS orbit) as follows:
14
14
(1, 1) (5, 1) (4, 2),
(5, 2) (4, 1).
(3.2.1.18)
Thus, the decomposition of the (14, 1) and (14 , 2) of U Sp(6)U Sp(2) with respect to U Sp(4)
U Sp(2) U Sp(2) read:
massive:
massless:
(14, 1)

(14 , 2)
(1, 1, 1) (5, 1, 1) (4, 2, 1),

(5, 2, 2) (4, 1, 2).
(3.2.1.19)
Since in the non-BPS case the N = 2 R-symmetry is the U Sp(2) SU(2) inside U Sp(6) (i.e.,
the first U Sp(2) in the decomposition (3.2.1.19)) one obtains 8 massive and 20 massless hypermultiplets degrees of freedom, and 6 massive and 8 massless vectors degrees of freedom.
Notice that, since in the BPS case the N = 2 R-symmetry is the U Sp(2) SU(2) commuting
with U Sp(6) (i.e., the second U Sp(2) in the decomposition (3.2.1.19)), the non-BPS case differs
from the BPS case only by an exchange of the (4, 2, 1) representation with the (4, 1, 2) one.
4. Purely five-dimensional analysis of attractors in N -extended theories
For any extended supergravity in five dimensions the BH potential can be written in terms of
the dressed charges in the following form [56,57]:
1
V (, q) = ZAB Z AB + X 2 + ZI Z I
2
(4.1)
439
where ZAB (A, B = 1, . . . , N ) are the antisymmetric, Sp(N )-traceless graviphoton central
charges, X the trace part while ZI (I = 1, . . . , n) denote the matter charges (which only appear for N 4 theories). For all the models with a scalar sector spanning a symmetric space, the
dressed charges obey some known differential relations in moduli space which allow to explicitly
find the attractor condition as an extremum for the scalar potential in moduli space:
V
= 0.
i
(4.2)
We are going to study in the following the BPS and non-BPS attractors for the various cases.
4.1. N = 8, d = 5 and (2, 2), d = 6
The scalar manifold is the coset
E6(6)
G/H =
Sp(8)
(4.1.1)
and the BH potential takes the form:

1
V = ZAB Z AB .
2
(4.1.2)
The differential relations among the 27 central charges ZAB (satisfying ZAB AB = 0), are:
1
ZAB = Z CD PABCD ,
2
(4.1.3)
where the vielbein PABCD = PABCD,i d i satisfies the conditions

P ABCD = P [ABCD] ,
P ABCD AB = 0.
(4.1.4)
The extremum condition is then

1
V = ZAB Z AB = P ABCD ZAB ZCD = 0.
(4.1.5)
2
To explicitly find the solution, it is convenient to put the central-charge matrix in normal form:
e1 0 0
0
0 1
0 e
0
0
2
,
ZAB =
(4.1.6)
0 0 e3
1 0
0
0
e1 e2 e3
and to truncate the theory to the charged submanifold spanned by the vielbein components that
couple to the dressed charge in normal form, that is:
P1 P1234 = P5678 ,
P2 P1256 = P3478 ,
while P3456 = P1278 = P1 P2 .
(4.1.7)
In this way, the covariant derivatives of the charges (4.1.3) become:

e1 = (e1 + 2e2 + e3 )P1 + (e1 + e2 + 2e3 )P2 ,
e2 = (e1 e3 )P1 + (e1 e2 2e3 )P2 ,
e3 = (e1 2e2 e3 )P1 + (e1 e2 )P2 .
(4.1.8)
440
Using these relations, the extremum condition of V becomes

V = 4 P1 (e1 e3 )(e1 + 2e2 + e3 ) + P2 (e1 e2 )(e1 + e2 + 2e3 ) = 0.
(4.1.9)
It admits only one solution with finite area, which breaks the symmetry Sp(8) Sp(2) Sp(6).
Up to Sp(6) rotations it is:
1
e 2 = e3 = e 1 ,
3
4
4 2
Vextr = e12 = Mextr
.
3
3
(4.1.10)
E
6(6)
This is a BPS attractor, supported by the unique BPS orbit [49] F4(4)
, and the maximum amount
of supersymmetry preserved by the solution at the horizon is 1/4 (N = 8 N = 2).
As mentioned above, the two vielbein-components P1 and P2 span the submanifold of the
moduli space which couples to the proper values of the central charge. This automatically
projects out, in the N = 2 reduced theory, the 28 scalar degrees of freedom corresponding to
the hypermultiplets.
The Hessian matrix reads
1
Hij i j V = PABLM P CDLM Z AB ZCD .
(4.1.11)
4
To have the complete spectrum of massive plus flat directions, we have to consider in (4.1.11)
the complete vielbein PABCD . On the solution, where Sp(8) Sp(2) Sp(6) (A (, a),
= 1, 2, a = 1, . . . , 6), the vielbein degrees of freedom decompose as
42
(14, 1) + (14 , 2),
PABCD
Pab + Pabc ,
(4.1.12)
SU (6)
where Pab = Pab (satisfying Pab ab = 0) is the vielbein of the Sp(6) N = 2 vector multiplet sigma model, while Pabc (satisfying Pabc ab = 0) spans the N = 2 hyperscalar sector.
Note that, at the horizon, from (4.1.6) and (4.1.10) we find, for the central charge in normal form:
ZAB
(Zab = eab ; Z = 3e ).
(4.1.13)
The Hessian matrix (4.1.11) is then:

1
PabLM Z ab + PLM Z P cdLM Zcd + P LM Z
4
= 9e2 PLM,i P,jLM .
Hij =
(4.1.14)
The hyperscalar vielbein Pabc do not appear in (4.1.14) so that the corresponding directions do
F4(4)
not acquire a mass. The moduli space of the solution is then [36] U Sp(6)U
Sp(2) .
The N = 8, d = 5 theory has an uplift to (2, 2), d = 6 supergravity, whose scalar manifold is
SO(5,5)
1
SO(5)SO(5) [50]. In such a theory, the unique orbit with non-vanishing area is the 4 -BPS orbit
SO(5,5)
SO(5,4)
[68], specified by an SO(5, 5) charge vector e with non-vanishing norm e e = 0. The

SO(5,4)
SO(5)SO(4) , and it is indeed contained [67] in
F4(4)
U Sp(6)U Sp(2) , as implied by our analysis. Note that the
corresponding moduli space of 14 -BPS attractors is
the N = 8, d = 5 18 -BPS moduli space

two non-compact forms of F4 which occur in N = 2 and N = 8, d = 5 supergravities precisely
contain the two non-compact forms of SO(9) present in the corresponding moduli spaces [67]:
F4(20) SO(1, 8) and F4(4) SO(5, 4).
441
4.2. N = 6 (N = 2, J3H )
G/H =
SU (6)
,
U Sp(6)
(4.2.1)
the BH potential takes the form:

1
1
V = ZAB Z AB + X 2
2
3
(4.2.2)
and the differential relations among the 14 + 1 central-charges ZAB (satisfying ZAB AB = 0)
and X, are:
1
1
ZAB = CD ZC[A PB]D + AB ZCD P CD + XPAB ,
6
3
1
X = ZAB P AB ,
2
(4.2.3)
where PAB = PAB,i d i is the -traceless vielbein of G/H satisfying the conditions
P AB = P [AB] ,
P AB AB = 0.
(4.2.4)
To study the attractors, it is convenient to put the central-charge matrix in normal form:
0
e1 0

0 1
,
ZAB = 0 e2
(4.2.5)
0
1 0
0 0 e1 e2
so that the BH potential takes the form
1
V = e12 + e22 + (e1 + e2 )2 + X 2 .
3
The vielbein components that couple to the dressed charges in normal form are:
P1 P12 ,
(4.2.6)
P2 P34 ,
while P56 = P1 P2 .
(4.2.7)
In this way, the covariant derivatives of the charges (4.2.3) become:

1
1
e1 = (e1 + e2 + X)P1 + (e1 + 2e2 )P2 ,
3
3
1
1
e2 = (2e1 + e2 )P1 + (e1 e2 + X)P2 ,
3
3
X = (2e1 + e2 )P1 + (e1 + 2e2 )P2 .
(4.2.8)
Using these relations, the extremum condition of V becomes

2
V = XZAB P AB + CD ZCA Z AB PBD
3

2
2
= 2 P1 (2e1 + e2 ) e2 + X + P2 (e1 + 2e2 ) e1 + X
= 0.
3
3
Two inequivalent solutions with finite area are there:
(4.2.9)
442
1. e1 = e2 = 23 X, giving for the BekensteinHawking entropy Vextr = 3X 2 .

This is the N = 6 1/6-BPS solution and breaks the symmetry of the theory to Sp(4) Sp(2).
2. e1 = e2 = 0, with BekensteinHawking entropy Vextr = 13 X 2 .
It is a non-BPS attractor of the N = 6 theory, and leaves all the Sp(6) symmetry of the theory
unbroken.
Since the bosonic sector of this theory coincides with the one of an N = 2 theory based on the
same coset space [49], these are also the attractor solutions of the corresponding N = 2 model.
In the N = 2 version, however, the interpretation of the attractor solutions as BPS and non-BPS
are interchanged.
To study the stability of the solutions, let us consider the Hessian matrix
Hij i j V

2
4
= PAB PCD Z AC Z BD + X 2 AC BD XZ AC BD + Z AL ZLM BC MD
9
3

1
1
= PAB PCD Z AC X AC Z BD X BD
3
3

1
1
PAB P DB Z AC X AC ZCD XCD
(4.2.10)
3
3
and evaluate it on the two extrema. In the first case (BPS N = 6, non-BPS N = 2) the solution
breaks the symmetry to Sp(4) Sp(2), (A (, a), = 1, 2, a = 1, . . . , 4), since at the horizon
we find, for the central charge in normal form:

2
4
ZAB
(4.2.11)
Zab = Xab ; Z = X ,
3
3
so that
1
ZAB XAB
3
Zab 13 Xab = Xab ,

Z 13 X = X .
(4.2.12)
Corresponding to the group decomposition of the degrees of freedom:

14
PAB
(5, 1) + (1, 1) + (4, 2),

(Pab ; P ; Pa ),
the scalar vielbein decomposes as
P ,
PAB Pa Pa ,
P 1 P,
ab
2 ab
ab = 0.
where Pab is the SO(1,5)
SO(5) vielbein, satisfying Pab
On the solution, the Hessian matrix (4.2.10) is then:

Hij = 2X 2 P ab Pab + 3P 2 .
(4.2.13)
(4.2.14)
(4.2.15)
Sp(4,2)
are flat. When
As expected, the directions corresponding to the scalars in the (4, 2) of Sp(4)Sp(2)
the theory is interpreted as an N = 6 one, this is the BPS solution whose states, regarded as
443
N = 2 BPS multiplets, have flat directions corresponding to the hyperscalar sector. On the other
hand, in the N = 2 interpretation this is instead the non-BPS solution, and now the flat directions
correspond to degrees of freedom in the vector multiplets moduli space.
The second solution (non-BPS N = 6, BPS N = 2) leaves all the Sp(6) symmetry unbroken
since the horizon value of the central charge matrix in normal form is now:
ZAB
(4.2.16)
0.
Now the vielbein degrees of freedom do not decompose at all

14
PAB
14,
(4.2.17)
PAB
and correspondingly all the scalar degrees of freedom become massive.

Let us end this section by writing the quantities used here in the N = 2 formalism adopted in
Section 3.2.1. In this case the rigid index a labelling the tangent space directions are replaced by
the antisymmetric traceless couple [AB] (recall that we use the convention that any summation
over an antisymetrized couple always requires a factor 1/2):

3
1
TA1 A2 ,B1 B2 ,C1 C2 = 2
A1 B1 B2 C1 C2 A1 A1 A2 B1 C1 B2 C2
2
6
1
1
B1 B2 A1 C1 A2 C2 C1 C2 B1 A1 B2 A2
6
6

1
+ A1 A2 B1 B2 C1 C2 ,
18
1
gA1 A2 ,B1 B2 = B1 A1 B2 A2 A1 A2 B1 B2 ,
(4.2.18)
6
where antisymmetrization in the couples (A1 , A2 ), (B1 , B2 ), (C1 , C2 ) is understood. As far as
the central charges are concerned, we have the following correspondence:
1
Z = X,
3
1
P a Za = P AB ZAB .
2 3
(4.2.19)
4.3. N = 4, d = 5 and (2, 0), d = 6

SO(5, n)
,
G/H = O(1, 1)
Sp(4) SO(n)
(4.3.1)
spanned by the vielbein d , PI AB (A, B = 1, . . . , 4, I = 1, . . . , n), where d = i d i is the

SO(5,n)
vielbein of the O(1, 1) factor while PI AB = PI AB,i d i is the -traceless vielbein of Sp(4)SO(n)
satisfying the conditions
PI AB = PI [AB] ,
P I AB AB = 0.
(4.3.2)
The bare electric charges are a SO(5, n)-singlet e0 and a SO(5, n)-vector e (the weight with
respect to SO(1, 1) is +2 for e0 and 1 for e ).
The BH potential reads:
1
V = ZAB Z AB + 4X 2 + ZI Z I ,
2
(4.3.3)
444
and the differential relations among the 5 central charges ZAB (satisfying ZAB AB = 0), the
singlet X and the n matter charges ZI are [56]:
ZAB = Z I PI AB ZAB d,
(4.3.4)
X = 2Xd,
1
ZI = Z AB PI AB ZI d,
2
yielding
(4.3.5)

1
V = 2PI AB Z AB Z I + 2d 8X 2 ZAB Z AB ZI Z I .
2
The central charge matrix may be put in normal form:

e1
0 1
0
,
ZAB =
1 0
0 e1
(4.3.6)
(4.3.7)
(4.3.8)
so that the BH potential takes the form

V = 2e12 + 4X 2 + ZI Z I
(4.3.9)
and the differential relations among the dressed charges become (d and PI PI 12 = PI 34
are the components of the scalar vielbein coupling to the charges in normal form):
e1 = Z I PI e1 d,
(4.3.10)
X = 2X d,
(4.3.11)
ZI = 2e1 PI ZI d.
(4.3.12)
Then the extremization of the BH potential takes the form

V = 8PI e1 Z I + 2 d 8X 2 2e12 ZI Z I = 0.
(4.3.13)
Two inequivalent solutions with finite area are there:

1. ZI = 0; e1 = 2X.
This is the N = 4 1/4-BPS solution and breaks the Sp(4) R -symmetry of the theory to
Sp(2) Sp(2), leaving the SO(n) symmetry unbroken. It corresponds to an SO(5,n)
SO(4,n) orbit of
the charge vector.
2. ZAB = 0; ZI Z I = 8X 2 .
It is a non-BPS attractor of the N = 4 theory, corresponding to
choose the vector ZI to point
in a given direction, say 1, in the space of charges: ZI = 2 2I1 . This solution breaks the
SO(5,n)
symmetry of the theory to Sp(4) SO(n 1), and corresponds to an SO(5,n1)
orbit of the
charge vector.
In both cases the BekensteinHawking entropy turns out to satisfy [56]

3/4

(5)
= e0 e e .
SBH = V |extr
(4.3.14)
To study the stability of the solutions, let us consider the Hessian matrix
1
Hij i j V
4
(4.3.15)

1 I
1
CD I
CD
ZAB Z J + Z ZJ AB
4
2

1
I AB
AB
I
2
ZAB Z + ZI Z + 16X
2P,(i j ) ZAB ZI + i j
2
445
=P,iI AB PJ CD,j
(4.3.16)
and evaluate it on the two extrema.

On the BPS attractor solution, the R-symmetry Sp(4) is broken to Sp(2) Sp(2) (A ( ))
and the dressed charges in normal form become

0

, ZI 0.
ZAB 2X
(4.3.17)
0
Correspondingly, the vielbein P I AB decomposes to (P I , P I , P I ) where P I and

P I are the vielbein of the submanifold SO(1,n)
SO(n) (spanning N = 2 vector multiplets) and
SO(4,n)
Sp(2)Sp(2)SO(n) (spanning N = 2 hypermultiplets) respectively.
1
I AB 4XP I , the Hessian matrix (4.3.15) then becomes:
2 ZAB P

Hij = 8X 2 2P,iI PI,j + 3i j ,
Since on the solution
(4.3.18)
showing that the 4n scalars parametrized by P I , which correspond to N = 2 hypermultiplets,

have massless Hessian modes.
On the other hand, the non-BPS solution breaks the symmetry SO(n) to SO(n 1) (I 1, k;
k = 1, . . . , n 1) so that the vielbein PI AB decomposes into (P1AB , PkAB ). The Hessian matrix
on the solution is:

1
Hij = 8X 2 P,i1AB P1AB,j + 3i j .
(4.3.19)
2
Note in particular that the 5(n 1) scalars corresponding to the vielbein PkAB , spanning the
SO(5,n1)
, are flat directions.
submanifold SO(5)SO(n1)
For the N = 4 theory it is easy to find a six-dimensional uplift in terms of the I I B, (2, 0)
chiral d = 6 theory coupled to n tensor multiplets [50] (at least for the anomaly-free case n = 21)
on similar lines as performed in Section 3. Indeed, similarly to the dimensional reduction of
the N = 2 theory coupled to tensor multiplets only, in the dimensional reduction of the I I B
theory from six to five dimensions the scalar content is incremented only by the KK-dilaton,
SO(5,n)
coset. Moreover, the vector
which provides a O(1, 1) factor commuting with the SO(5)SO(n)
content in the gravitational multiplet is also incremented by one graviphoton (whose integral
corresponds to the singlet charge X). Since the KK-dilaton is stabilized on the attractor solutions,
then the five-dimensional attractors are in one to one correspondence with the six-dimensional
ones: on the BPS attractor there are 4n flat directions (corresponding to the quaternionic manifold
SO(4,n)
SO(4)SO(n) ), while on the non-BPS solution there are 5(n 1) flat directions (spanning the coset
SO(5,n1)
SO(5)SO(n1) ).
5. Anomaly-free (1, 0), d = 6 supergravity with neutral matter

In this section we comment on the constraints that an N = 2, d = 5 supergravity should satisfy
in order to be uplifted to an anomaly-free N = (1, 0), d = 6 theory.
It is well known that in a (1, 0) supergravity with neutral matter the absence of the gravitational anomaly demands a relation among the triple nT , nV , nH of possible matter multiplets
446
(tensor, vector and hyper multiplets, respectively), namely [69,70]

nH nV + 29nT = 273.
(5.1)
Moreover, the consistency of the gauge invariance of tensor and (Abelian) vector multiplets
requires that the gauge vector current is conserved, i.e., [52,63,7173]

d J = C
C F F F = 0,
(5.2)
= C )
implying that (C
()
C) = 0.
C(
(5.3)
Such a condition holds true for all symmetric real special manifolds [53], with the exception
of the sequence L(1, P ), P > 0 (whose corresponding Khler and quaternionic sequences are
not symmetric [74]). Disregarding such a sequence, among all homogeneous real special spaces
(see, e.g., the Table 2 of [53]) the symmetric spaces are L(q, 0) = L(0, P ), q, P 0 (generic
sequence, extended to consider also the d = 5 uplift of the so-called d = 4 stu model), L(q, 1)
for q = 1, 2, 4, 8 (magic supergravities over J3R , J3C , J3H and J3O , respectively) and L(1, 0)
(the d = 5 uplift of the so-called d = 4 st 2 model).
The condition (5.1) for the magic models respectively gives the following allowed triples
(nT , nV , nH ) [52]:
J3R :
J3H :
(2, 2, 217),
J3C :
(3, 4, 190),
(5, 8, 136),
J3O :
(9, 16, 28).
(5.4)
Notice that for the J3O -based supergravity nH = 28, so its corresponding quaternionic manifold
could be identified with the exceptional quaternionic Khler coset [75]
E8(24)
E7 SU(2)
(which is the
quaternionic reductionor equivalently the hypermultiplets scalar manifoldof the d = 4 J3O based supergravity [53,75]).
On the other hand, for the generic sequence there are two possible uplifts to d = 6, depending whether one starts with L(q, 0) or L(0, P ). Indeed, starting from L(q, 0) the condition (5.1)
implies
nH = 244 29q,
(5.5)
which demands 0 q 8, whereas starting from L(0, P ) the same anomaly-free condition
yields
nH = 244 + P ,
(5.6)
which always admits a solution.

The (1, 0), d = 6 theory obtained by uplifting the real special symmetric sequence L(q, 0)
has nV = 0 and nT = q + 1, and thus 1 nT 9. On the other hand, the anomaly-free (1, 0),
d = 6 uplift of the real special symmetric sequence L(0, P ) has nT = 1 and nV arbitrary, thus it
may be obtained from the standard compactification of heterotic superstrings on K3 manifolds
(see, e.g., [76]).
The model L(1, 0) admits an anomaly-free uplift to d = 6, having nV = nT = 0 and nH =
273.
447
All other homogeneous non-symmetric real special spaces do not fulfill the condition (5.2)
(5.3) in presence of only neutral matter, so they seemingly have a d = 6 uplift to (1, 0) supergravity which is not anomaly-free, unless they are embedded in a model where a non-trivial gauge
group is present, with charged matter [77,78].
6. Conclusion
There are three theories with eight supercharges which admit black hole/black string attractors, namely N = 2 supergravity in d = 4, 5, 6 dimensions. For symmetric special geometries,
the entropy is respectively given by the quartic, cubic and quadratic invariant of the corresponding U -duality group in the three diverse dimensions. In this paper we extend previous work [40]
on the investigation of the BPS and non-BPS attractor equations of such theories, by relating
them as well as the corresponding moduli spaces of (non-BPS) critical points.
Furthermore, we related the moduli space of the N = 8, d = 5 BPS unique orbit to the moduli
space of N = 2, d = 5 non-BPS orbit for all magic supergravities, as well as for the generic
sequence of real special symmetric spaces. This latter is directly related to the d = 6 tensor
multiplets non-BPS moduli space, which describes a neutral dyonic superstring in d = 6.
We also considered N = 4, d = 5 supergravity, and related its 14 -BPS and non-BPS attractors
to the ones of (2, 0), d = 6 theory. Also in this case the moduli space of non-BPS attractors is
spanned by the d = 6 non-BPS flat directions, studied in [50].
We stress that our analysis is purely classical and it does not deal with quantum corrections to
the entropy, so it should apply only to the so-called large black objects. We leave the study of
the quantum regime to future work.
Acknowledgements
We would like to acknowledge enlightening discussions with Massimo Bianchi and Augusto
Sagnotti.
A.M. would like to thank the Department of Physics, Theory Unit Group at CERN for its kind
hospitality and support during the completion of the present paper.
The work of L.A., S.F. and M.T. has been supported in part by European Community Human
Potential Program under contract MRTN-CT-2004-005104 Constituents, fundamental forces
and symmetries of the universe, in which L.A. and M.T. are associated to Torino University,
and S.F. is associated to INFN Frascati National Laboratories. The work of S.F. has also been
supported in part by D.O.E. grant DE-FG03-91ER40662, Task C.
Appendix A. Relevant embeddings
Let us first fix the notations to be used in the this appendix. If is a root of a complex Lie
algebra g, the normalizations of the corresponding non-compact Cartan generator H and of the
shift generators E will be defined as follows [79]:
H =
2
i Hi ,
( )
E = (E ) ,
(Hi , Hj ) = ij ,
(E , E ) =
2
,
( )
(A.1)
448
where (, ) is the Killing form. The above normalizations imply the following commutation
relations
[H , E ] = , E ,
[E , E ] = H ,
, =
2
.
( )
(A.2)
J3C , d = 5: The SU(2, 1)2 F4(4) embedding

The simple roots of the sl(3, C)2 subalgebra of f4 over C are defined in terms of the simple
roots of the latter k (k = 1, . . . , 4, 1 , 2 being long roots) as follows
a1 = 4 ,
a2 = 3 ,
b1 = 1 ,
b2 = 1 + 32 + 43 + 24 .
(A.3)
The real form f4(4) contains an sl(2, R)4 subalgebra defined by the following mutually orthogonal
roots:
a2 ,
c = 1 + 2 + 3 ,
b2 ,
d = 1 + 2 + 23 + 24 .
(A.4)
We can define the roots of f4(4) using a Cartan subalgebra h0 generated by two non-compact
Ha2 , Hb2 and two compact iHc , iHd generators, the latter corresponding to the so(2) generators
inside sl(2, R)c sl(2, R)d . In terms of the generators of h0 , we can choose a basis of Cartan
generators for sl(3, C)2 to consist of Ha2 , Hb2 as well as of
1
Ha1 = (Ha2 + iHc 2iHd ),
2
1
Hb1 = (Ha2 iHc iHd ).
2
(A.5)
These generators define the Cartan subalgebra of an su(2, 1)2 subalgebra of f4(4) . Indeed one can
verify that the sl(3, C)2 root system defined by the simultaneous eigenvalues of the h0 generators,
is stable with respect to the conjugation relative to f4(4) , namely that
a2 = a2 ;
a1 = (a1 + a2 );
b2 = b2 ;
b1 = (b1 + b2 ).
(A.6)
The su(2, 1)2 generators are thus defined by -invariant combinations of the sl(3, C)2 shift generators. The fact that this construction defines an su(2, 1)2 subalgebra of f4(4) and not an sl(3, R)2
algebra is proven by the existence in each factor of a compact Cartan subalgebra, defined by the
generators {Ea2 Ea2 , i(Hc 2Hd )} for the first factor and {Eb2 Eb2 , i(Hc + Hd )} for the
second.
J3R , d = 5: The SL(2, R) G2(2) F4(4) embedding
Denoting by a the sl(2, R) root and by b1 , b2 the simple roots of g2(2) , the SL(2, R) G2(2)
generators can be written in terms of the F4(4) generators as follows:
Hb1 = H1 +2 + H4 ;
Eb2 = E2 +23 ;
Hb2 = H2 +23 = H2 + H3 ;
Eb1 = E1 +2 + E4 ,
Eb1 +b2 = E1 +22 +23 + E2 +23 +4 ,
E2b1 +b2 = E1 +22 +23 +4 + E2 +23 +24 ;

E3b1 +2b2 = E1 +32 +43 +24 ,
Ha = 2(H3 +4 + H1 +2 +3 );
Ea =
E3b1 +b2 = E1 +22 +23 +24 ,
2(E3 +4 + E1 +2 +3 ).
(A.7)
449
Matrix representation of f4 generators

For the sake of completeness, let us give below an explicit realization of the generators
Hi , Ei and f4 , in the fundamental representation.
f4 generators:
H1 = diag(1, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 0, 0, 0, 0),
H2 = diag(0, 0, 1, 1, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 0),
H3 = diag(0, 1, 1, 1, 1, 1, 0, 1, 0, 1, 2, 1, 0, 0, 1, 2, 1, 0, 1, 0, 1,
1, 1, 1, 1, 0),
H4 = diag(1, 1, 0, 0, 1, 0, 1, 1, 1, 1, 1, 2, 0, 0, 2, 1, 1, 1, 1, 1, 0,
1, 0, 0, 1, 1),
E1 = I4,6 + I5,8 + I7,9 + I18,20 + I19,22 + I21,23 ,
E2 = I3,4 + I8,10 + I9,11 + I16,18 + I17,19 + I23,24 ,
E3 = I2,3 + I4,5 + I6,8 + I10,12 + c1 I11,13 + c2 I11,14 + c1 I13,16 + c2 I14,16
+ I15,17 + I19,21 + I22,23 + I24,25 ,
E4 = I1,2 I5,7 I8,9 I10,11 + c2 I12,13 + c1 I12,14 + c2 I13,15 + c1 I14,15 I16,17
(A.8)
I18,19 I20,22 + I25,26 ,
where c1 = (1 + 3)/2, c2 = (1 3)/2 and (II,J )KL = I K J L . The Killing form is

(M1 , M2 ) = 16 Tr(M1 M2 ).
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String instantons, fluxes and moduli stabilization

P.G. Cmara a, , E. Dudas a,b , T. Maillard a , G. Pradisi c
a Centre de Physique Thorique, 1 Ecole Polytechnique, F-91128 Palaiseau, France
b LPT, 2 Bat. 210, Universit de Paris-Sud, F-91405 Orsay, France
c Dipartimento di Fisica, Universit di Roma Tor Vergata and INFN Sez. Roma II,
Via della Ricerca Scientifica 1, 00133 Roma, Italy

Abstract
We analyze a class of dual pairs of heterotic and type I models based on freely-acting Z2 Z2 orbifolds
in four dimensions. Using the adiabatic argument, it is possible to calculate non-perturbative contributions
to the gauge coupling threshold corrections on the type I side by exploiting perturbative calculations on the
heterotic side, without the drawbacks due to twisted moduli. The instanton effects can then be combined
with closed-string fluxes to stabilize most of the moduli fields of the internal manifold, and also the dilaton,
in a racetrack realization of the type I model.
PACS: 11.25.Wx; 11.25.Sq; 11.25.Mj
Keywords: String instantons; S-duality; Flux compactifications
1. Introduction and conclusions

In recent years new ways to compute non-perturbative effects in string theory were developed,
based on Euclidean p-branes (Ep-branes) wrapping various cycles of the internal manifold of
string compactifications [17]. Some of the instanton effects have an interpretation in terms of
gauge theory instantons, whereas others are stringy instanton effects whose gauge theory counter* Corresponding author.
E-mail address: pablo.camara@cpht.polytechnique.fr (P.G. Cmara).

1 Unit mixte du CNRS, UMR 7644.
2 Unit mixte du CNRS, UMR 8627.
doi:10.1016/j.nuclphysb.2007.11.026
454
P.G. Cmara et al. / Nuclear Physics B 795 (2008) 453489
part is still under investigation. (For recent reviews on instanton effects in field and string theory,
see, e.g., [8].) Whereas the former effects are responsible for the generation of non-perturbative
superpotentials via gauge theory strong IR dynamics [9] and of moduli potentials satisfying various gauge invariance constraints [10], the latter could be responsible for generating Majorana
neutrino masses or the -term in MSSM [4,5], as well as for inducing other interesting effects at
low energy [7].
The purpose of the present paper is to present a class of examples based on freely-acting
Z2 Z2 orbifold models, that adds two new ingredients to the discussion, trying to go deeper
into the non-perturbative effects analysis. The first new ingredient is the heterotic-type I duality [11], which exchanges perturbative and non-perturbative regimes. As is well known [12], it
is possible to construct freely-acting dual pairs with N = 1 supersymmetry in four dimensions
which preserve the S-duality structure. As we show explicitly here, the dual pairs can have a rich
non-perturbative dynamics exhibiting both types of effects mentioned above. The heterotic-type
I duality allows, for example, to obtain the exact E1 instantonic summations on the type I side
for the non-perturbative corrections to the gauge couplings using the computation of perturbative
threshold corrections on the heterotic side.3 Second, non-perturbative effects also play a potentially important role in addressing the moduli field stabilization issue. Closed string fluxes were
invoked in recent years in the framework of type IIB and type IIA string compactifications, following the initial proposal of [14] to try to stabilize all moduli fields, including the dilaton. The
combination of closed string fluxes and freely-acting orbifold actions has the obvious advantage
of avoiding to deal with twisted-sector moduli fields, absent in our construction. We show that,
besides the RamondRamond (RR) three-form fluxes, also metric fluxes can be turned on in our
freely-acting type I models, requiring new quantization conditions and the twisting of the cohomology of the internal manifold. The low-energy effective description is equivalent to the original
one, with the addition of a non-trivial superpotential. Moreover, our string constructions allow
naturally racetrack models with dilaton stabilization [15]. We show how they can be combined
with closed string fluxes and stringy instanton effects in order to stabilize most of the moduli
fields of the internal manifold.
The plan of the paper is as follows. In Section 2 we discuss the geometric framework of the
freely acting Z2 Z2 orbifolds. In Section 3 we display the explicit type I descendants obtained
by quotienting the orbifold with the geometric world-sheet parity operator. Besides some variations of the simplest class with orthogonal gauge groups, we also construct the corresponding
heterotic duals in Section 4. In Section 5, we report the calculation of the threshold corrections
to the gauge couplings both for the heterotic and for the type I models. The details of the calculations are reported in Appendices AD. In particular, we verify that the moduli dependence of the
non-perturbative corrections on the type I side is in agreement with the conjectured form [16].
In Section 6 we analyze the instanton contributions in the type I framework, that are combined
with closed string fluxes in Section 7 in order to attain the stabilization of most of the moduli
of the compactification manifold. In particular, in Section 7 we describe an example in which
the dilaton can be also stabilized, due to a natural racetrack realization of the type I model in
combination with closed metric and RR three-form fluxes.
3 See [13] for earlier work on instanton effects and heterotic-type I duality.
455
2. The freely-acting orbifold and its moduli

From the point of view of the target space, we take a T 6 torus (y i = y i + 1) with vielbein
vectors ei = ei dy and metric given by

ei ei .
ds 2 =
(2.1)
i
This has to be SL(6, Z) invariant. Therefore, performing a general rotation of the lattice vectors one may write a basis as follows4
e6 = R 6 dy 6 ,

e5 = R 5 dy 5 + a 5 6 dy 6 ,

e4 = R 4 dy 4 + a 4 5 dy 5 + a 4 6 dy 6 ,

e3 = R 3 dy 3 + a 3 4 dy 4 + a 3 5 dy 5 + a 3 6 dy 6 ,

e2 = R 2 dy 2 + a 2 3 dy 3 + a 2 4 dy 4 + a 2 5 dy 5 + a 2 6 dy 6 ,

e1 = R 1 dy 1 + a 1 2 dy 2 + a 1 3 dy 3 + a 1 4 dy 4 + a 1 5 dy 5 + a 1 6 dy 6 .
(2.2)
(2.3)
(2.4)
(2.5)
(2.6)
(2.7)
Modding by the orbifold action will break the SL(6, Z) symmetry to a smaller subgroup. We
define the generators {g, f, h} of the Z2 Z2 freely-acting orbifold as,

1 2 3 4 5 6 g 1
y , y , y , y , y , y y + 1/2, y 2 , y 3 , y 4 , y 5 + 1/2, y 6 ,
(2.8)

1 2 3 4 5 6 f 1
y , y , y , y , y , y y + 1/2, y 2 , y 3 + 1/2, y 4 , y 5 , y 6 ,
(2.9)
1 2 3 4 5 6 h 1

y , y , y , y , y , y y , y 2 , y 3 + 1/2, y 4 , y 5 + 1/2, y 6 .
(2.10)
Notice that these orbifold operations have no fixed points due to the shifts, hence they act freely
(see, e.g., [17]). Moreover, for objects localized in the internal space, as will be the case for the
E1i instantons to be discussed in Section 6, orbifold operations will generate inevitably instanton
images. This has non-trivial consequences on the instanton spectra, as we shall see later on.
In order for the lattice vectors (2.2)(2.7) to transform covariantly with respect to the orbifold
action, it is required that
a 4 5 = a 4 6 = a 3 5 = a 3 6 = a 2 3 = a 2 4 = a 2 5 = a 2 6 = a 1 3 = a 1 4 = a 1 5 = a 1 6 = 0.
A basis of holomorphic vectors can thus be introduced in the form

z1 = e1 + ie2 = R1 dy 1 + iU1 dy 2 ,

z2 = e3 + ie4 = R3 dy 3 + iU2 dy 4 ,

z3 = e5 + ie6 = R5 dy 5 + iU3 dy 6 ,
(2.11)
(2.12)
(2.13)
(2.14)

U1 =
R2
ia 1 2 ,
R1
U2 =
R4
ia 3 4 ,
R3
U3 =
R6
ia 5 6 .
R5
(2.15)
4 We use the notation y i , i = 1, . . . , 6, to denote the internal compact dimensions and x i , i = 0, . . . , 3, for the noncompact spacetime dimensions.
456
Hence, the moduli space of the untwisted sector matches precisely the one of an ordinary
Z2 Z2 , given by the three complex structure moduli, Ui , together with the three Khler moduli,
Ti , which result from the expansion of the complexified Khler 2-form in a cohomology basis of
even 2-forms,
Jc = e J + iC2 = T1 dy 1 dy 2 + T2 dy 3 dy 4 + T3 dy 5 dy 6 .
(2.16)
Making use of (2.12)(2.14), the real parts of the Khler moduli can be seen to be
Re T1 = e R1 R2 ,
Re T2 = e R3 R4 ,
Re T3 = e R5 R6 .
(2.17)
The effective theory contains also, as usual, the universal axion-dilaton modulus
S = e
6

Ri + ic,
(2.18)
i=1
where c is the universal axion. On the other hand, since there are no fixed points in the orbifold
action, we expect the twisted sector to be trivial. We shall see in next section, from the exchange
of massless modes in the vacuum amplitudes, that this is indeed the case. The internal space of the
orbifold is therefore completely smooth and can be interpreted as a CalabiYau space with Hodge
numbers (h11 , h21 ) = (3, 3). The corresponding type IIB string theory on this orbifold space
has the standard leftright worldsheet involution P as a symmetry, which we use, following
[18,19], in order to construct type I freely-acting orbifolds.
3. Type I models: Vacuum energy and spectra
3.1. Type I with orthogonal gauge groups
We briefly summarize here some of the results of [18]. Following the original notation, the
Z2 Z2 orbifold generators of Eqs. (2.8)(2.10) can be written as
g = (P1 , 1, P3 ),
f = (P1 , P2 , 1),
h = (1, P2 , P3 ),
(3.1)
y 2i1
where Pi represents the momentum shift along the real direction

of the ith torus. We consider the type I models obtained by gauging the type IIB string with P , the standard worldsheet
orientifold involution. The spectrum can be read from the one-loop amplitudes [20]. In particular,
the torus partition function is5

d 2 1
T=
|oo + og + oh + of |2 1 2 3
23 ||4 4
F
2 2
4
+ |oo + og oh of |2 (1)m1 1 2
2
2 2
4
+ |oo og + oh of |2 (1)m3 3 2
2
5 There is an overall normalization that is explicitly written in Appendix A. For other conventions concerning orientifolds, see, e.g., the reviews [21].
2 2
4
+ |oo og oh + of |2 (1)m2 2 2
2
2 2
n1 + 1 4
+ |go + gg + gh + gf |2 1 2 2
4
2 2
1

2
m1 n1 + 2 4
+ |go + gg gh gf | (1) 1
2
3

1 4 2 2
n
+
3
+ |ho + hg + hh + hf |2 3 2 2
4
2 2
n3 + 1 4
+ |ho hg + hh hf |2 (1)m3 3 2 2
3
2 2
n2 + 1 4
+ |f o + fg + f h + ff |2 2 2 2
4
2 2
1

2
m2 n2 + 2 4
+ |f o fg f h + ff | (1) 2
2 ,
3
457
(3.2)
while the Klein bottle, annulus and Mbius strip amplitudes read in the direct (loop) channel
respectively as

K=
dt 1
(oo + og + oh + of ) P1 P2 P3 + (1)m1 P1 W2 W3
8
t 3 2
0

+ W1 (1)m2 P2 W3 + W1 W2 (1)m3 P3 ,

dt 1 2
I (oo + og + oh + of )P1 P2 P3
A=
t 3 2 8 N
(3.3)
0
2
+ gN
(oo + og oh of )(1)m1 P1
42
22
+ h2N (oo og + oh of )(1)m3 P3
42
22
+ fN2 (oo og oh + of )(1)m2 P2

M =

42
,
22
(3.4)

dt IN
(oo + og + oh + of )P1 P2 P3
t 3 2 8
4 2
4 2
m3
+
(
)(1)
P
oo
og
oh
of
3
22
22

4 2
+ of )(1)m2 P2 2 .
(3.5)
2
+ (oo + og oh of )(1)m1 P1
+ (oo og oh
458
Some comments on the notation are to be made. In the torus amplitude, F is the fundamental
domain and the i are the lattice sums for the three compact tori, whereas the shorthand notation
n +1/2
(1)mi i i
indicates a sum with the insertion of (1)mi along the momentum in y 2i1 , with
the corresponding winding number shifted by 1/2. Pi and Wi in (3.3)(3.5) are respectively the
momentum and winding sums for the three two-dimensional tori. More concretely, using for the
geometric moduli the conventions of the previous section, one has6

t
Pi
exp
(3.6)
|m iUi m|2 ,
(Re Ti )(Re Ui )

m,m

t
mi
m

2
(1) exp
|m iUi m| .
(1) Pi
(3.7)
(Re Ti )(Re Ui )

m,m
Moreover, in (3.5) hatted modular functions define a correct basis under the P transformation
extracting a suitable overall phase [20]. Indeed, the moduli of the double-covering tori are =
(it/2 + 1/2) for the Mbius-strip amplitude, = 2it for the Klein-bottle amplitude and =
it/2 for the annulus amplitude. In Appendix B we give the definition of the characters used in
Eqs. (3.3)(3.5) in terms of [SO(2)]4 characters.
It is worth to analyze the effects of the freely-acting operation on the geometry of the models.
In general, Z2 Z2 orientifolds contain O9-planes and three sets of O5i -planes defined as the
fixed tori of the operations P g, P f , P h, each wrapping one of the three internal
tori T i . In our freely-acting orbifold case, the overall O5i -plane charges are zero and the O5i planes couple only to massive (odd-windings) states. A geometric picture of this fact can be
obtained T-dualizing the two directions the O5i planes wrap, so that they become O3i -planes. In
this way, the freely acting operation replaces the O3i, planes by (O3i,+ O3i, ) pairs, separated
by half the lattice spacing in the coordinate affected by the free action. Since there are no global
background charges from O5i -planes, the model contains only background D9 branes. Finally,
the ChanPaton D9 charges are defined as,
I N = n o + n g + n h + nf ,
g N = n o + ng n h n f ,
hN = no ng + nh nf ,
f N = n o ng n h + n f ,
(3.8)
with IN = 32 fixed by the tadpole cancellation condition. The massless spectrum has N = 1
supersymmetry. The gauge group is SO(no ) SO(ng ) SO(nh ) SO(nf ), with chiral multiplets
in the bifundamental representations
(no , ng , 1, 1) + (no , 1, nf , 1) + (no , 1, 1, nh ) + (1, ng , nf , 1)
+ (1, ng , 1, nh ) + (1, 1, nf , nh ).
(3.9)
The existence of four different ChanPaton charges can be traced to the various consistent actions
of the orbifold group on the ChanPaton space or, alternatively, to the number of independent
sectors of the chiral conformal field theory. It can be useful for the reader to make a connection
with the alternative notation of [23]. The original ChanPaton charges can be grouped into a
32 32 matrix . In this ChanPaton matrix space, the three orbifold operations g, f and h act
via matrices g , f , h which, correspondingly to (3.8), are given by
g = (Ino , Ing , Inf , Inh ),
6 In what follows we set the string tension = 1/2.
459
f = (Ino , Ing , Inf , Inh ),

h = (Ino , Ing , Inf , Inh ),
(3.10)
where Ino denote the identity matrix in the no no block diagonal ChanPaton matrix, and the
same for the other multiplicities ni . For ng = nh = nf = 0 one recovers a pure SO(32) SYM
with no extra multiplets, a theory where gaugino condensation is expected to arise. Finally, let us
notice that even if perturbatively no , ng , nf , nh can be arbitrary positive integers subject only to
the tadpole condition no + ng + nf + nh = 32, non-perturbative consistency asks all of them to
be even integers.
3.2. Type I racetrack model
In a variation of the previous SO(32) model, we may add a discrete deformation along one of
the unshifted directions, similar to a Wilson line A2 = (e2ia ) along y 2 , with a = (0p , 1/232p )
and breaking SO(32) SO(p) SO(32 p). The annulus and Mbius amplitudes, (3.4)
and (3.5), get correspondingly modified to the following expressions:

A=

dt 1 2
p + q 2 Pm + 2pqPm + 1 Pm1 P2 P3 (oo + og + oh + of )
3
4
1
1
2
t 8

+ p 2 + q 2 (1)m2 P2 (oo og oh + of )
42
+ (1)m3 P3 (oo og + oh of ) 2
2

42
+ (1)m1 p 2 + q 2 Pm1 + 2pqPm + 1 Pm1 (oo + og oh of ) 2 ,
1 2
2

p+q
M =
P1 P2 P3 (oo + og + oh + of )
8
+ (1)m1 P1 (oo + og oh of )
42
22
+ (1)m2 P2 (oo og oh + of )
42
22
+ (1)m3 P3 (oo og + oh of )

42
.
22
(3.11)
(3.12)
As mentioned, IN = p + q = 32,
Pm1 Pm1 P1 , and

Pm + 1 Pm1
exp
1
m,m
t
|m iU1 m + 1/2|2 .
(Re T1 )(Re U1 )
(3.13)
(3.14)
Hence, the resulting SO(p) SO(32 p) gauge group is accompanied by a pure N = 1 SYM
theory on both factors, leading to a racetrack scenario with two gaugino condensates. Indeed, in
the four-dimensional effective supergravity Lagrangian, the tree-level gauge kinetic functions on
460
the two stacks of D9 branes are equal,

fSO(p) = fSO(q) = S,
(3.15)
where S is the universal dilatonaxion chiral multiplet. Gaugino condensation on both stacks
then generates the non-perturbative superpotential
ap S
aq S
Wnp = A(k)
+ A(l)
,
p e
q e
(3.16)
(k)
(l)
where Ap = (p 2) exp(2ik/(p 2)) and Aq = (q 2) exp(2il/(q 2)), with k =

1, . . . , p 2 and l = 1, . . . , q 2, provide the requested different phases of the SYM vacua [24].
Moreover, ap = 2/(p 2) (aq = 2/(q 2)) is related to the one-loop beta function of the SO(p)
(SO(q)) SYM gauge factor. In addition to the massless states, the model contains massive states,
in particular a massive vector multiplet in the (p, q) bifundamental representation, with a lowest
mass of the order of the compactification scale Mc 1/R. Since the four-dimensional effective
theory is valid anyway below Mc , these states are heavy and their effects on the low-energy
physics can be encoded in threshold effects which we shall compute later on.
An interesting question is the geometrical interpretation of the present model.7 The natural
interpretation is in terms of a Wilson line breaking of the SO(p) SO(32 p) model. The
absence of scalars describing positions of the branes corresponding to each SO factor indicates
that the corresponding branes are fractional and, as such, cannot move outside the fixed points.
However, by giving vevs to the scalars in bifundamentals, one converts fractional branes into
regular branes. The resulting gauge group is SO(2P ) SO(16 P ), where the first factor comes
from the branes sitting at the fixed point, while the second factor describe brane pairs in the
bulk having scalars in the symmetric representation corresponding to their positions. Moving the
bulk branes to another fixed-point, one gets, as usual, an enhancement of the gauge group to
SO(2P ) SO(32 2P ).
3.3. Type I with unitary groups
It is interesting to analyze the non-perturbative dynamics of the gauge theory on the D9 branes
in the case of an orbifold action on the ChanPaton space that produces unitary gauge groups.
This can be done in a very simple way by choosing a different ChanPaton assignment compared
to (3.8). Consider the same cylinder amplitude (3.4) equipped with the following parametrization
of the ChanPaton charges:
IN = n + n + m + m,
fN = i(n n + m m),
gN = n + n m m,
hN = i(n n m + m).
(3.17)
The Mbius amplitude has to be changed for consistency into

M =

dt IN
(oo + og + oh + of )P1 P2 P3
t 3 4 8
+ (oo + og oh of )(1)m1 P1
4 2
2
2
7 E.D. is grateful to C. Angelantonj and M. Bianchi for illuminating discussions on this and the other string models
presented in the present paper.
(oo og + oh of )(1)m3 P3
461
4 2
2
2
(oo og oh + of )(1)m2 P2

4 2
,
2
(3.18)
where the changes of sign in the D9O52 and D9O53 propagation, needed to enforce the unitary
projection, are interpreted as discrete Wilson lines on the D9 branes in the last two torii [20]. The
massless open string amplitudes,

n(n 1) n(
n 1) m(m 1) m(
m
1)
A0 + M0 = (nn + mm)
oo +
+
+
+
og
2
2
2
2
+ (nm
+ nm)
m)
oh ,
(3.19)
of + (nm + n
exhibit the spectrum of an N = 1 supersymmetric U (n) U (m) theory, with n + m = 16 due to
the (D9/O9) RR tadpole cancellation condition. Matter fields fall into massless chiral multiplets
in the representations

n 1)
m
1)
n(n 1) n(
m(m 1) m(
+
, 1 + 1,
+
2
2
2
2
+ (n,
m) + (n, m) + (n,
m).
+ (n, m)
(3.20)
Notice that the choice m = 0 with a gauge group U (16), in contrast to the SO(32) case, is not
pure SYM, since it contains massless chiral multiplets in the (120 + 120) representation.
The gauge theory on D9 branes is not really supersymmetric QCD with flavors in the fundamental and antifundamental representation, whose non-perturbative dynamics is known with
great accuracy [9]. One way to get a more interesting example is the following. Moving p D9
branes out of the total 16 to a different orientifold fixed point not affected by the shift, one gets
a gauge group U (n) U (m) U (p), with n + m + p = 16. Strings stretched between the p
D9 branes and the remaining n + m are massive, and therefore they disappear from the effective
low-energy gauge theory, whereas the U (n) U (m) gauge sector has the massless spectrum
displayed in (3.20). Choosing n = 3 and m = 1, a gauge group SU(3) U (1)2 results, together
with a factor U (12) decoupled from it. Using the fact that the antisymmetric representation of
one ends up with an SQCD theory with gauge
SU(3) coincides with the antifundamental 3,
group SU(3) and Nf = 3 flavors of quarksantiquarks. This is the regime Nc = Nf = N de and baryons (antibaryons) B = Q1 Qn
scribed in [25], where the composite mesons M = QQ
(B = Q1 Qn ) have a quantum-deformed moduli space such that

det M B B = 2N ,
(3.21)
where 2N = exp(8 2 /g 2 ) is the dynamical scale of the SU(3) gauge theory. As a consequence, the deformation in (3.21) originates only from the one-instanton contribution.
4. Heterotic dual models
4.1. Heterotic SO(32) model
Due to the freely-acting nature of the type I orbifold, according to the adiabatic argument [12]
the S-duality between the type I and the SO(32) heterotic string is expected to be preserved.
462
In this section we explicitly construct the heterotic S-dual of the SO(32) type I model.8 The
natural guess is to use the same freely-acting orbifold generators with a trivial action on the
internal gauge degrees of freedom, consistently with the fact that in its type I dual the action on
the ChanPaton factors is trivial as well. There is however one subtlety, already encountered in
similar situations and explained in other examples in [12]. Modular invariance forces us to change
the geometric freely-orbifold actions (2.8)(2.10) into a non-geometric one. Let us consider for
simplicity one circle of radius R and one of the geometric shift in (2.8)(2.10)
X X + R.
(4.1)
Our claim is that its S-dual on the heterotic side is the non-geometric
action9
R
R
(4.2)
+
,
XR XR +
.
2
2R
2
2R
In order to prove this claim, we use the fermionic formulation of the sixteen-dimensional heterotic gauge lattice, with 16 complex fermions. Guided by the type I dual model, we take a trivial
orbifold action on the 16 gauge fermions. The adiabatic argument of [12] allows identification
of the orbifold action only in the large radius limit, where the shift (4.2) is indistinguishable
from (4.1). In the twisted sector of the theory, the masses of the lattice states (m, n) are shifted
according to
XL X L +
(m, n) (m + s1 , n + s1 ),
(4.3)
where (s1 , s1 ) = (1/2, 0) for (4.1) and (s1 , s1 ) = (1/2, 1/2) for (4.2). The Virasoro generators of
the left and right CFTs are

1
1
1
1
L0 = N + 2
+2
+
,
12 24
24 12

1
1
+2 ,
L 0 = N + 10
(4.4)
12
24
where N (N ) contains the oscillator contributions whereas the other terms are the zero-point
energy in the NS sector from the spacetime and the gauge coordinates. Level-matching in the
twisted sector is then
3
L0 L 0 = N N + = (m + s1 )(n + s1 ) (mod 1).
(4.5)
4
This is possible only for (s1 , s1 ) = (1/2, 1/2) which therefore fixes (4.2) to be the correct choice.
The S-dual of the type I freely-acting SO(32) is then defined by the modular invariant torus
amplitude

d 2 1
(oo + og + oh + of )1 2 3
T=
23 2 2 4
F
m1 +n1
+ (oo + og oh of )(1)
2 2
4
1 2
2
8 We are grateful to M. Bianchi and E. Kiritsis for helpful discussions and comments on this point.
9 As shown recently [26], such asymmetric shifts in type I models are consistent only if they act in an even number of
coordinates.
2 2
4
+ (oo og + oh of )(1)m3 +n3 3 2
2
2 2
4
+ (oo og oh + of )(1)m2 +n2 2 2
2

1
1 4 2 2
m1 + 2 ,n1 + 2

+ (go + gg + gh + gf )1
2
4
2 2
m3 + 12 ,n3 + 12 4

+ (ho + hg + hh + hf )3
2
4
2 2
m2 + 12 ,n2 + 12 4

+ (f o + fg + f h + ff )2
2
4
2 2
m1 + 1 ,n1 + 12 4

(go + gg gh gf )(1)
1 2
2
3

1
1 4 2 2
m3 + ,n3 + 2

(ho hg + hh hf )(1)m3 +n3 3 2
2
3
2 2
m2 + 1 ,n2 + 12 4

(f o fg f h + ff )(1)m2 +n2 2 2
2 (O32
3
m1 +n1
463
+ S32 ).
(4.6)
Indeed, the massless spectrum matches perfectly with its type I counterpart. Compared to its
type I S-dual cousin, the heterotic model has the same spectrum for the KaluzaKlein modes,
whereas it has a different spectrum for the winding modes. This is precisely what is expected
from S-duality [11], which maps KK states into KK states, whereas it maps perturbative winding
states into non-perturbative states in the S-dual theory.
4.2. Dual heterotic models with orthogonal gauge groups
In the fermionic formulation, the dual of the type I SO(no ) SO(ng ) SO(nh ) SO(nf ),
n0 + ng + nf + nh = 32 can be constructed by splitting the 16 complex fermions of the gauge
lattice into n0 /2 + ng /2 + nf /2 + nh /2 groups. We then embed the orbifold action into the gauge
lattice as shown in Table 1.
Level matching in this case can be readily worked out with the result, in the g, f and h twisted
sectors respectively
5 n o + ng
L0 L 0 = N N +
(m1 + s1 )(n1 + s1 ) (mod 1),
4
16
5 n o + nf
(m2 + s2 )(n2 + s2 ) (mod 1),
L0 L 0 = N N +
4
16
5 n o + nh
(m3 + s3 )(n3 + s3 ) (mod 1).
L0 L 0 = N N +
4
16
The various possibilities are then as follows
no + ng = 8 (mod 8) s1 = s1 = 1/2,
no + ng = 4 (mod 8) s1 = 1/2, s1 = 0,
(4.7)
464
Table 1
Orbifold actions in the gauge degrees of freedom in the fermionic formulation
Orb. actions
SO(no )
SO(ng )
SO(nf )
SO(nh )
g
f
h
+
+
+
and similarly for the other pairs no + nf , no + nh . It is interesting to notice the restrictions on the
rank of the gauge group. While the restriction on the even SO(2n) gauge factors was expected
from the beginning, the above conditions are actually stronger.
Let us take a closer look to the particular case of the gauge group SO(p) SO(q) with
p + q = 32, in order to better understand this point. The corresponding setting is no = p, ng = q
and nf = nh = 0. Level matching in the f and h twisted sectors reads
p
5
= (m + s1 )(n + s2 ) (mod 1),
L0 L 0 = N N +
4 16
which leads to the following options:
(4.8)
p = 8 (mod 8) s1 = s2 = 1/2,
p = 4 (mod 8) s1 = 1/2, s2 = 0.
Surprisingly, we do not find solutions for p = 2 (mod 2). We can only speculate that, perhaps,
a more subtle orbifold actions on the gauge lattice and/or the introduction of discrete Wilson
lines could help in finding the p = 2 models, which the dual type I models suggest that have to
exist.
For the first case, p = 8, 16, 24, it is convenient, in the fermionic formulation of the gauge
degrees of freedom, to define the following characters
o = Op Oq + Cp Cq ,
v = Vp Vq + Sp Sq ,
s = Op Cq + Cp Oq ,
c = Vp Sq + Sp Vq .
(4.9)
The complete partition function of the heterotic model is then

d 2 1
T=
(oo + og + oh + of )1 2 3
23 2 2 4
F
2 2
4
+ (oo + og oh of )(1)m1 +n1 1 2
2
2 2
m1 + 1 ,n1 + 12 4

+ (go + gg + gh + gf )1 2
2
4
2 2
m1 + 12 ,n1 + 12 4

2 (o
3
+ (go + gg gh gf )(1)m1 +n1 1

+ (oo og + oh of )(1)m3 +n3 3

42 2
+ (oo og oh + of )(1)m2 +n2 2 2 (o v )
+ v )

m3 + 1 ,n3 + 12
+ (ho + hg + hh + hf )3 2
465
2 2
m2 + 1 ,n2 + 12 4

+ (f o + fg + f h + ff )2 2
2 (s + c )
4
1
1

q/8
m3 +n3 m3 + 2 ,n3 + 2
(ho hg + hh hf )(1)
3
(1)
2 2
1
1

m2 +n2 m2 + 2 ,n2 + 2 4
+ (f o fg f h + ff )(1)
2
2 (s
3

c ) .
(4.10)
As for the SO(32) model, the whole KK spectrum precisely match the corresponding one on
the type I S-dual side, whereas the massive winding states and the massive twisted spectra are,
as expected, quite different. On the other hand, for the second case p = 4, 12, 20, the correct
characters are
o = Op Oq + Cp Cq ,
v = Vp Vq + Sp Sq ,
s = Vp Cq + Sp Oq ,
c = Op Sq + Cp Vq .
(4.11)
The complete partition function is now

d 2 1
T=
(oo + og + oh + of )1 2 3
23 2 2 4
F
2 2
4
+ (oo + og oh of )(1)
1 2
2
2 2
m1 + 1 ,n1 + 12 4

+ (go + gg + gh + gf )1 2
2
4
m1 +n1
m1 +n1
+ (go + gg gh gf )(1)
2 2
m1 + 12 ,n1 + 12 4

1
2 (o
3
+ v )

+ (oo og + oh of )(1)m3 3

42 2

+ (oo og oh + of )(1) 2 2 (o v )
m2

m3 ,n3 + 12
+ (ho + hg + hh + hf )3
2 2
m2 ,n2 + 12 4

2 (s
4
+ (f o + fg + f h + ff )2
+ c )

m3 ,n3 + 12
(1)(p+4)/8 (ho hg + hh hf )(1)m3 3
2 2

1

m2 m2 ,n2 + 2 4
+ (f o fg f h + ff )(1) 2
2 (s c ) .
3
(4.12)
It should be noticed that while the KK spectra are actually the same for the two cases p = 4 and
p = 8 (mod 8), they are very different in the massive winding sector, in perfect agreement with
the modular invariance constraints (4.7).
We expect that appropriate orbifold action in the sixteen-dimensional gauge lattice will also
produce the S-dual of the type I racetrack and of the unitary gauge group cases, discussed in the
466
previous sections. The required action, however, cannot correspond to a standard Wilson line in
the adjoint of the gauge group, but rather to a non-diagonal action in the Cartan basis, like the
ones considered in [27].
5. Threshold corrections to the gauge couplings
In this section we perform the one-loop calculation of the threshold corrections to the gauge
couplings of some of the models described in the previous sections. The effective field theory
quantities can be then easily extracted from the one-loop computation.
The threshold correction 2 is generically written as

4 2
4 2
= 2 + 2,a ,
(5.1)
ga2 1-loop
ga tree
with

2,a =
F
d 2
Ba ( )
42
(5.2)
for the heterotic string, and

2,a =
dt
Ba (t)
4t
(5.3)
for the type I string. In these expressions, Ba flows in the infrared to

ba = 3Ta (G) +
Ta (r),
(5.4)
the one-loop beta function for the gauge group factor Ga , with r running over the gauge group
representations with Dynkin index Ta (r). From the one-loop expression of the gauge coupling
it is possible to extract [30] the holomorphic gauge couplings fa (Mi ), where Mi denote here
collectively the moduli chiral (super)fields, using the relation [31]

MP2
4 2
ba
ca
Ta (G)
=
Re
f
+
+ K+
log
ln ga2 2
a
2
2
2
4
4
2
ga ( )
Ta (r)
ln det Zr ()2 ,
2
r
(5.5)
where K is the Khler

potential, Zr is the wave-function normalization matrix for the matter fields and ca = r Ta (r) Ta (G). With this definition, the holomorphic non-perturbative
scale a of an asymptotically-free gauge theory (ba < 0) is given by
2fa
a = MP e |ba | .
(5.6)
5.1. Type I SO(no ) SO(ng ) SO(nf ) SO(nh ) model

For the computation of threshold corrections to the gauge couplings in the freely-acting type I
model with orthogonal gauge groups, we make use of the background field method [2830].
467
Therefore, we introduce a magnetic field along two of the spatial non-compact directions, say
F23 = BQ. In the weak field limit, the one-loop vacuum energy can be expanded in powers of B,
providing

1 B 2
2 + .
(B) = 0 +
(5.7)
2 2
For supersymmetric vacua 0 = 0, and the quadratic term accounts exactly for the threshold
corrections in Eq. (5.1).
In the presence of F23 , the oscillator modes along the non-compact complex plane x 2 + ix 3
get shifted by an amount such that

= arctan(qL B) + arctan(qR B) (qL + qR )B + O B 3 ,
(5.8)
where qL and qR are the eigenvalues of the gauge group generator Q, acting on the ChanPaton
states localized at the two endpoints of the open strings. In the vacuum energy, the contribution
of the non-compact bosons and fermions gets replaced by
( | )
(0| )
2
3
1 ( | )
( )
for = 2, 3, 4
(5.9)
in the annulus and Mbius amplitudes. In addition, the momentum operator along the noncompact dimensions becomes,
p p (p0 )2 + (p1 )2 + (2n + 1) + 2 23 ,
(5.10)
where 23 is the spin operator in the (23) direction, while n is an integer that labels the Landau
levels. The supertrace operator becomes now

d 2p
(qL + qR )B
,
STr
(5.11)
2
(2)2
bos
ferm
where (qL + qR )B/2 is the density of the Landau levels and the integral is performed only over
the momenta in the non-compact directions x 0 and x 1 .
The details of the computation can be found in Appendix C.1. Collecting the results obtained
there, and assuming Q to be in a U (1) inside SO(no ), SO(ng ), SO(nf ) or SO(nh ), the moduli
dependent threshold corrections for the respective gauge couplings can be written as follows,

2

1 2
2 4
2,o = Tr Q (2 gN ) Re U1 + log (Re U1 )(Re T1 ) 3 (2iU1 )
4
2

4
+ (2 fN ) Re U2 + log (Re U2 )(Re T2 )2 3 (2iU2 )
2

2 4
+ (2 hN ) Re U3 + log (Re U3 )(Re T3 ) 3 (2iU3 )
(5.12)
,

2

4

1
2,g = Tr Q2 (2 gN ) Re U1 + log (Re U1 )(Re T1 )2 3 (2iU1 )
4
2

4
+ (2 + fN ) Re U2 + log (Re U2 )(Re T2 )2 3 (2iU2 )
468
2

4
+ (2 + hN ) Re U3 + log (Re U3 )(Re T3 )2 3 (2iU3 )
(5.13)
,
2

1 2
2 4
2,f = Tr Q (2 + gN ) Re U1 + log (Re U1 )(Re T1 ) 3 (2iU1 )
4

2

4
+ (2 fN ) Re U2 + log (Re U2 )(Re T2 )2 3 (2iU2 )

2

2 4
+ (2 + hN ) Re U3 + log (Re U3 )(Re T3 ) 3 (2iU3 )
(5.14)
,
2

1 2
2 4
2,h = Tr Q (2 + gN ) Re U1 + log (Re U1 )(Re T1 ) 3 (2iU1 )
4
2

4
+ (2 + fN ) Re U2 + log (Re U2 )(Re T2 )2 3 (2iU2 )
2

2 4
+ (2 hN ) Re U3 + log (Re U3 )(Re T3 ) 3 (2iU3 )
(5.15)
.
The -function coefficients can also be extracted in the form

bo = 3(no 2) (nf + ng + nh ) ,

bg = 3(ng 2) (nf + no + nh ) ,

bf = 3(nf 2) (no + ng + nh ) ,

bh = 3(nh 2) (nf + ng + no ) ,
(5.16)
and, using the definition (5.5), the holomorphic one-loop gauge kinetic functions are then

1
4
4
fo = S + (2 gN ) log U /2 3 (2iU1 ) + (2 fN ) log U /2 3 (2iU2 )
1
2
e
e 2

4
+ (2 hN ) log U /2 3 (2iU3 ) ,
e 3

1
4
4
fg = S + (2 gN ) log U /2 3 (2iU1 ) + (2 + fN ) log U /2 3 (2iU2 )
1
2
e
e 2

4
+ (2 + hN ) log U /2 3 (2iU3 ) ,
e 3

1
4
4
ff = S + (2 + gN ) log U /2 3 (2iU1 ) + (2 fN ) log U /2 3 (2iU2 )
1
2
e
e 2

4
+ (2 + hN ) log U /2 3 (2iU3 ) ,
e 3

1
4
4
fh = S + (2 + gN ) log U /2 3 (2iU1 ) + (2 + fN ) log U /2 3 (2iU2 )
1
2
e
e 2

4
+ (2 hN ) log U /2 3 (2iU3 ) .
(5.17)
e 3
It is very important to stress the linear dependence of the above threshold corrections on the
( Re Ui ) factors. Indeed, the presence of such terms in a loop contribution may seem surprising.
469
However, expanding the factor 4 3 , it can be realized that this term exactly cancels the contributions coming from the factor q 1/24 contained in the -function. Thus, the total dependence on
the moduli of the threshold corrections turns out to be exclusively of logarithmic form. This phenomenon can be physically understood making the observation that, beyond the KaluzaKlein
scale, N = 4 supersymmetry is effectively recovered. Therefore, in the large volume limit only
logarithmic corrections in the moduli should be present. The price one has to pay is that modular invariance in the target space is lost, as evident from the above expressions. The breaking
of modular invariance in the target space by the shift Z2 Z2 orbifold is very different from
what happens in the ordinary Z2 Z2 case where, beyond the KaluzaKlein scale, the effective
supersymmetry for each sector is still N = 2. The threshold corrections in that case turn out to
be proportional to (Re U ) log |(iU )|4 . Therefore, they preserve modular invariance, but have a
non-logarithmic dependence on the moduli, due to the term q 1/24 inside the -function.
5.2. Type I racetrack model
The details of the calculation can be found again in Appendix C.2. Using the background field
method, the moduli dependent part of the gauge coupling threshold corrections is given by

2

3

1 2
2 4
2,p = Tr Q (2 p)
Re Uj + log (Re Uj )(Re Tj ) 3 (2iUj )
4
j =1

2

2

4

4

+ q log 3 (2iU1 ) log 3 (4iU1 ) + Re U1 ,
(5.18)
together with a similar expression for the SO(q) factor, with the obvious replacements. The
corresponding -function coefficients of the SO(p) and SO(q) gauge group factors are
bp = 3(p 2),
bq = 3(q 2),
(5.19)
and the one-loop holomorphic gauge functions read

fp = S +

3
2p
4
q
4
4
log U /2 3 (2iUi )
log U /2 3 (2iU1 ) log U 3 (4iU1 ) ,
2
2
e i
e 1
e 1
i=1
fq = S +

3
2q
4
p
4
4
log U /2 3 (2iUi )
log U /2 3 (2iU1 ) log U 3 (4iU1 ) .
2
2
e i
e 1
e 1
i=1
The non-perturbative superpotential can be written, in analogy with (3.16),

Wnp = Ap (Ui )eap S + Aq (Ui )eaq S ,
where
2
ap =
,
p2
2
,
aq =
q 2

Ap =

Aq =
3

i=1
3

i=1
(5.20)

p2
4
3
eU1 /2 3 (2iU1 ) (4iU1 )
,
4
4
eUi /2 3 (2iUi )

4
eUi /2 3 (2iUi )
eU1 /2
p
q2
4
3
(2iU
)
(4iU
)
. (5.21)
1
1
3
4
470
5.3. Heterotic SO(32) model

For the heterotic string, several procedures are available in literature to extract the threshold
corrections [3234]. The general expression for the threshold corrections to the gauge couplings,
renormalization scheme, is given by
valid in the DR

2
d i 1
1
2
2,a =
(5.22)
Qa
C ,
2 4 ||2
42
,=0,1/2

where Qa is the charge operator of the gauge group Ga , and C is the internal six-dimensional
partition function, which, for the particular case of the SO(32) model, can be read from (4.6). As
noticed in [33], only the N = 2 sectors of the theory contribute to the moduli dependent part of
this expression.
Again, the details of the computation are relegated to Appendix C.3. The expression for the
gauge threshold corrections of the heterotic SO(32) model is
1
2 =
96

F
3
d 2
mi + 1 ,ni + 12 2 2
(1)mi +ni Z i 32 42 Z i 2
2 3
2
i=1
4 (E 2 E 4 E 6 )
mi + 1 ,ni + 12 2 2 E
(1)mi +ni Z i 2
,
2 4
24
(5.23)
where E2n are the Eisenstein series (given explicitly in Appendix D), and the three toroidal lattice
sums, Z i ||4 i , read
Re T

i
h
(1)hn1 +g1
Z i g =
2
1
2
n1 , ,n2 ,

(Re Ti )
exp 2Ti det(A)
(1
2 (Re Ui )
with

A=
and
n1 +
n2
g
2
1 +
2
h
2
iUi ) A
2

,
1
(5.24)

(5.25)

i 1 ,
(1)mi +ni Z i = Z
0
mi + 12 ,ni + 12
(1)mi +ni Z i

mi + 1 ,ni + 12
= Z i 0 ,
Z i 2
1

1
i
=Z
.
v1

Notice that hg i labels the three N = 2 sectors associated to the ith 2-torus, i = 1, 2, 3. Although
the full expression (5.23) is worldsheet modular invariant, each of these N = 2 sectors is not
worldsheet modular invariant by itself, contrary to what happens in orbifolds with a trivial action
on the winding modes.
In the large volume limit, Re Ti 1, the winding modes decouple and only KaluzaKlein
modes with small q contribute to the integral. In that case, the threshold correction receives
contributions only from A matrices with zero determinant in the sector (h, g) = (1, 0), in such a
471
way that (5.23) becomes10

3
2

b

2 Re T 1
Re Ui log (Re Ui )(Re Ti ) (2iUi ) 2 ,
i
3
4
(5.26)
matching exactly the threshold corrections for the dual type I SO(32) model.
For arbitrary Ti , however, the winding modes do not decouple from the low energy physics
and corrections due to worldsheet instantons appear:

2 2 Re T 1 (Ui ) + inst (Ui , Ti ).
(5.27)
i
They correspond to E1 instanton contributions in the dual type I SO(32) model, and therefore
are absent in (5.17).
For example, consider the q 0 contributions to inst of winding modes in the sector
(h, g) = (1, 0). These result in

inst 1
0

q0
n=1
i=1

2b
1 e2nTi + c.c.
(1)n log
3
(5.28)
Since the axionic part of Ti in type I corresponds to components of the RR 2-form, C2 , it is

natural to expect that these contributions come from E1 instantons wrapping n times the (1, 1)cycle associated to Ti . Notice that the dependence on Ti perfectly agrees with general arguments
in [16] for the mirror type IIA picture.
The corresponding holomorphic gauge kinetic function reads

3

4
n
2nTi
f = S 15
(5.29)
+ ,
(1) log 1 e
log U /2 3 (2iUi ) 2
e i
i=1
n=1
where the dots denote further contributions from inst . Hence, the non-perturbative superpotential generated by gaugino condensation receives an extra dependence in the Khler moduli,
Wnp = A(Ui , Ti )eaS ,
with
1
a= ,
15
A=
(5.30)

3

1 e4(n+1/2)Ti 2
i=1
n=1
4
eUi /2 3 (2iUi )
1 e4nTi
(5.31)
Unfortunately, a complete analytic evaluation of the non-perturbative corrections in (5.23) is subtle, as worldsheet modular invariance mix orbits within different N = 2 sectors and the unfolding
techniques of [13,33] cannot be applied straightforwardly to this case.
6. Euclidean brane instantons in the type I freely-acting SO(32) model
The model has two types of BPS brane instantons, denoted as E5 and E1. The E5 branes are
interpreted as gauge instantons within the four-dimensional gauge theory on the compactified D9
branes and map, in the heterotic dual, to non-perturbative euclidean NS5 corrections. The E1i
10 We have neglected an extra term coming from the non-holomorphic regularization of E , which in the dual type I
2
side would presumably correspond to contact contributions in two-loop open string diagrams.
472
Table 2
Op-planes and D9/Ep branes present in the type I models. A denotes a coordinate parallel to the Op-plane/Dp-brane,
while a represents an orthogonal coordinate
Coord.
D9/O9
O51
O52
O53
E11
E12
E13
E5
type I instantons wrapping the internal torus T i , instead, are stringy instantons from the gauge
theory perspective and are responsible, in the heterotic dual, for the perturbative world-sheet
instantons effects, that we have computed in Section 5.11
The configurations of the various Op planes and (D/E)p branes in the models are pictorially
provided in Table 2.
6.1. E5 instantons
A convenient way to describe the E5 instantons is to write the partition functions coming
from the cylinder amplitudes (for E5E5 and E5D9 strings) and the Mbius amplitudes (for
E5O9 and E5O5i ). In order to extract the spectrum, it is useful to express the result using the
subgroup of SO(10) involved in a covariant description, namely SO(4) SO(2)3 in our present
case. Considering p coincident E5 instantons, one gets

3

dt 1
p2
c
P1 P2 P3
AE5E5 =
16
t 2
+ (1) P1
m1

+1/2 1/2 42
5
22

+1/2
1/2
42

+ (1)m2 P2
5
22

1/2
42
+1/2

+ (1)m3 P3
p
ME5O9 =
16

0
dt 42 2
c
2
t 2
22
+1/2

1/2
2
(6.1)
,
3

P1 P2 P3
9

11 Notice that generically there will be also massless modes stretching between both kind of instantons, E5 and E1 .
i
From the gauge theory perspective, these modes are presumably responsible of the E1 instanton corrections to the
VenezianoYankielowicz superpotential, discussed at the end of Section 5.3.

+ (1) P1
m1
473

+1/2 1/2
3

+1/2
1/2

+ (1)m2 P2
3

1/2

+1/2

+ (1)m3 P3

1 42
,
2 22
(6.2)
where c are the usual GSO projection coefficients. In terms of covariant SO(4) SO(2)3 characters, the massless instanton zero-modes content results
p(p + 1)
p(p 1)
(V4 O2 O2 O2 C4 C2 C2 C2 )
S4 S2 S2 S2 . (6.3)
2
2
From a four-dimensional perspective, V4 O2 O2 O describe vector zero-modes, a , while
C4 C2 C2 C2 is a spinor M , , where denotes an SO(4) spinor index of positive chirality,
whereas ( ) denote the SO(2)3 internal chiralities. Analogously, S4 S2 S2 S2 are fermionic
. Notice that in the one-instanton p = 1 sector, is projected out by the
zero modes ,
orientifold projection.
The charged instanton spectrum is obtained from strings stretched between the E5 instanton
and the D9 background branes. The corresponding cylinder amplitude is
2

3

+1/2

dt 2 2
Np
c
AE5D9 =
P1 P2 P3
8
t 42
2
9

(0)
(0)
AE5E5 + ME5O9 =

+ (1)m1 P1

1/2
+1/2
3

+1/2
1/2

+ (1)m2 P2
3

1/2

+1/2

+ (1) P3
m3

1 42
2 2 .
2
(6.4)
The massless states are described by the contributions

(0)
AE5D9 = Np(S4 O2 O2 O2 O4 C2 C2 C2 ).
(6.5)
In particular, the state S4 O2 O2 O2 , coming from the NS sector, has a spinorial SO(4) index ,
whereas O4 C2 C2 C2 , coming from the R sector, is an SO(4) scalar with a spinorial SO(6) index
or, which is the same, a fundamental SU(4) index A .
6.2. E1 instantons
The case of the E1 instantons is more subtle. Indeed, they wrap one internal torus while they
are orthogonal to the two remaining ones, thus feeling the non-trivial effects of the freely-acting
operations. The explicit discussion can be limited to the case of the E11 instantons, the other two
cases E12,3 being obviously completely similar. It is useful to separately discuss the two distinct
possibilities:
474
(i) the E11 instantons sit at one of the fixed points (tori) of the g orbifold generator in the
y 1 , . . . , y 6 directions;
(ii) the E11 instantons are located off the fixed points (tori) of the g orbifold generator in the
y 1 , . . . , y 6 directions.
It is worth to stress that, strictly speaking, the freely action g has no fixed tori, due, of course,
to the shift along T 1 . However, since the instanton E11 wraps T 1 , while it is localized in the
(T 2 , T 3 ) directions, it is convenient to analyze the orbifold action in the space perpendicular to
the instanton world-volume.
In the following, we discuss the first configurations with the instantons on the fixed tori,
which are the relevant ones for matching the dual heterotic threshold corrections. Since the
freely-acting operations (f, h) identify points in the internal space perpendicular to the instanton world-volume, they enforce the presence of doublets of E11 instantons, in complete analogy
with similar phenomena happening in the case of background D5 branes in [18,19]. Indeed, the
g-operation is the only one acting in a non-trivial way on the instantons. The doublet nature of
the E11 instantons can be explicitly figured out in the following geometric way. Let the location
of the E11 instanton be fixed at a point of the (y 3 , y 4 , y 5 , y 6 ) space, which is left invariant by
the g-operation. For instance, |E11 = |0, 0, R5 /2, 0 . Then, the f and h operations both map
the point |E11 into |E11 = |R3 , 0, 3R5 /2, 0 , so that an orbifold invariant instanton state is
provided by the combination (doublet)

1
(6.6)
|0, 0, R5 /2, 0 + |R3 , 0, 3R5 /2, 0 .
2
The corresponding open strings can be stretched between fixed points and/or images, and can be
described by the following amplitudes
3

dt 1
q2
n+1/2 n+1/2
AE1E1 =
c
W3
P1 W2 W3 + W2
32
t 2
+ (1)m1 P1
q
ME1O9 =
16

0

+1/2 1/2 42
dt 42 2
t 22
22
+1/2

1/2
2

1/2 1 42
+1/2
+ P1
.
3
2 22
(6.7)
3

m
(1) 1 P1 W2 W3
9

(6.8)
Since only the Z2 g-operation acts non-trivially on the characters, it is convenient in this case to
use covariant SO(4) SO(2) SO(4) characters in order to describe the massless instanton zeromodes. Due to the doublet nature of the instantons, particle interpretation asks for a rescaling of
the charge q = 2Q, meaning that the tension of the elementary instanton is twice the tension
of the standard D1-brane. The result is
Q(Q + 1)
(0)
A(0)
(V4 O2 O4 C4 C2 S4 )
E1E1 + ME1O9 =
2
Q(Q 1)
(O4 V2 O4 S4 S2 S4 ).
+
(6.9)
2
475
These zero-modes describe the positions x of the E1 instantons in spacetime, scalars y i along
, ,+,a . The charged E11 D9 instanton

the torus wrapped by the instanton and fermions ,,a
spectrum is obtained from strings stretched between the E1 instantons and the D9 background
branes. The corresponding cylinder amplitude is
Nq
AE1D9 =
8

0
dt 2 2
c
2
t 4
+1/2 2
+1/2 2 2
P1
3
42
+1/2 +1/2
1/2 2
+1/2
m1
+ (1) P1
.
3
32
(6.10)
The surviving massless states are now described by

(0)
AE1D9 = NQ(O4 S2 O4 ),
(6.11)
and correspond to the surviving would be world-sheet current algebra fermionic modes in the
heterotic string interpretation (with Q = 1 and N = 32 [11,35]).
The second configuration, where the E11 instantons are off the fixed points (tori) of the g
orbifold generator in y 1 . . . y 6 , for instance |E11 = |0, 0, 0, 0 , can be worked out as well. In this
case a quartet structure of instantons is present, in a situation again similar to the ones described
in [18,19]. Indeed, g produces the image g : |0, 0, 0, 0 |0, 0, R5 , 0 , while f and h produce
two other images f : |0, 0, 0, 0 |R3 , 0, 0, 0 , h : |0, 0, 0, 0 |R3 , 0, R5 , 0 . In conclusion, the orbifold-invariant linear superposition of the instanton images is now the combination

1
|0, 0, 0, 0 + |0, 0, R5 , 0 + |R3 , 0, 0, 0 + |R3 , 0, R5 , 0 .
2
(6.12)
For a given number of bulk E1 instantons, they have twice the number of neutral (uncharged)
fermionic zero modes as compared to their fractional instantons cousins (6.9), whose minimal
number of uncharged zero modes is four. On the other hand, their tension is twice bigger. If n
fractional E1 instanton doublets wrap the torus T i , one expects a contribution proportional to
e4nTi , whereas if they wrap half of the internal torus, consistently with the shift identification,
the contributions should be proportional to e4(n+1/2)Ti . These considerations are perfectly in
agreement with the N = 2 nature of the threshold corrections appearing in the heterotic computation (5.23), (5.29) and (5.31). On the other hand, the quartet structure of the bulk instantons
is probably incompatible with them. It should be also noticed that the absence of N = 1 sectors contributing to the threshold corrections (moduli-independent threshold corrections) on the
heterotic side reflects the fact that only the f and h action create instanton images.
A similar analysis to the one carried out in this section can be performed for the more general
type I SO(no ) SO(ng ) SO(nf ) SO(nh ) model presented in Section 3.1. However, we do
not find any remarkable difference in nature between different choices of no , ng , nf and nh ,
contrary to what the heterotic dual model seems to suggest. It would be interesting to clarify this
issue and to understand why type I models differing only in the ChanPaton charges lead to so
different models in the heterotic dual side.
476
7. Fluxes and moduli stabilization

7.1. Z2 Z2 freely-acting orbifolds of twisted tori
Background fluxes for the RR and NSNS fields have been shown to be relevant for lifting some
of the flat directions of the closed string moduli space. From the four-dimensional effective field
theory perspective, the lift can be properly understood in terms of a non-trivial superpotential
encoding the topological properties of the background. Many models based on ordinary Abelian
orientifolds of string theory have appeared in the literature (for recent reviews and references
see for instance [36]). Here we would like to extend this construction to the case of orientifolds
with a free action. The motivation is two-fold. First, in these models the twisted sector modes are
massive, as has been previously shown. The same happens for the open string moduli transforming in the adjoint. Second, we have enough control over the non-perturbative regime, so that this
model provides us with a laboratory on which to explicitly test the combined effect of fluxes and
non-perturbative effects.
For the particular type I (heterotic) orbifolds considered here, the orientifold projection kills
a possible constant H3 (F3 ) background, so that the only possibilities left, apart from nongeometric deformations, are RR (NSNS) 3-form fluxes and metric fluxes [3739]. The latter
correspond to twists of the cohomology of the internal manifold M,
di = Mi j j + N i j j ,
(7.1)
where i is a basis of harmonic 2-forms in M, and (i , j ) a symplectic basis of harmonic

is in general no longer CalabiYau, but rather it possesses
3-forms. The resulting manifold M
SU(3)-structure [38,40]. Duality arguments show, however, that the light modes of the compact can be suitably described in terms of a compactification in M, together with a
ification in M
non-trivial superpotential Wtwist accounting for the different moduli spaces.
Here we want to take a further step in the models of the previous sections and to consider
geometries which go beyond the toroidal one by adding metric fluxes to the original torus. In
terms of the global 1-forms of the torus, the cohomology twist reads,
1
dei = fjik ej ek ,
2
(7.2)
= G/ with structure constants f i and

the resulting manifold being a group manifold M
jk
a discrete subgroup of G. Modding (7.2) by the orbifold action (2.8)(2.10) will in general put
restrictions on the structure constants fjik and the lattice . More concretely, the surviving structure constants are
2
6

1
4
f35
f52
f23
f35
h1
b11 b12 b13
3
6
f2
f 4 = h2 ,
= b21 b22 b23 ,

f51 f14
51
45
6
5
2
4
h3
b31 b32 b33
f14
f36
f61
f13
1
3
5

2
f61
f14
f46
f46
h 1
b11 b12 b13
5 = b
4
f1
f 3 = h 2 ,
f62
f23
21 b 22 b 23 ,
62
36
5
3
6
1
h
b
f24
f45
f52 f24
3
31 b 32 b 33
as in an ordinary Z2 Z2 orbifold. The Jacobi identity of the algebra G requires in addition
m = 0 [22,37]. The set of metric fluxes transforms trivially under S-duality, so one can
f[ji k fo]i
build heterotic-type I dual pairs by simply exchanging F3 H3 .
477
The low energy physics of the G/[P (Z 2 Z 2 )] compactification can be then suitably
described in terms of a T 6 /[P (Z2 Z2 )] compactification, with Z2 Z2 being the freelyacting orbifold action described in Section 2, together with a superpotential [41],

3
3

bj i Uj + ib1i U2 U3 + b2i U1 U3
Ti i hi +
Wtwist =
j =1
i=1
+ ib3i U1 U2 hi U1 U2 U3 .
(7.3)
2 orbifold of the full ten-dimensional picture will in gen2 Z

Notice that the freely-acting Z
eral differ from the freely-acting Z2 Z2 orbifold of the effective description. For illustration,
consider the following simple example given by,
de1 = b11 e3 e5 ,
de2 = de3 = de4 = de5 = de6 = 0.
(7.4)
We may integrate these equations as,

e1 = dy 1 + b11 y 3 dy 5 ,
ei = dy i
for i = 1,
so that G is a fibration of y 5 over y 1 . The lattice is then suitably chosen as,

y 3 y 3 + 1,
y 1 y 1 b11 y 5 ,
:
i
i
y y + 1 for i = 3,
(7.5)
(7.6)
with b11 Z so that the vielbein vectors remain invariant under transformations. Acting now
with the orbifold generators (2.8)(2.10), it is not difficult to convince oneself that in order the
vielbein vectors to transform covariantly, the orbifold generators have to be replaced by some
defined as,
new ones {g,
f, h}
g

y 1 , y 2 , y 3 , y 4 , y 5 , y 6 y 1 + 1/2, y 2 , y 3 , y 4 , y 5 + 1/2, y 6 ,
1 2 3 4 5 6 f 1

y , y , y , y , y , y y + 1/2 + b11 y 5 /2, y 2 , y 3 + 1/2, y 4 , y 5 , y 6 ,
1 2 3 4 5 6 h 1

y , y , y , y , y , y y b11 y 5 /2, y 2 , y 3 + 1/2, y 4 , y 5 + 1/2, y 6 .
(7.7)
still define a Z2 Z2 discrete group. Indeed, requiring the quantizaThe generators {g,
f, h}
g h = h g = f,
tion condition b11 2Z, one can prove that g 2 = h 2 = f2 = 1 and g f = fg = h,
hf = fh = g,
up to discrete transformations of the lattice . Hence, the light modes of the
SU(3)-structure orientifold defined by the group manifold (7.5), together with the lattice (7.6)
and the orbifold generators (7.7), can be consistently described by a T 6 compactification with an
orbifold action given by Eqs. (2.8) and a superpotential term,
Wtwist = ib11 T1 U2 U3 .
(7.8)
7.2. Moduli stabilization in an S 3 T 3 /(Z2 Z2 ) orbifold

To illustrate the interplay between non-perturbative effects and metric fluxes we consider in
this section the following one-parameter family of twists,
de1 = e4 e6 ,
de2 = e4 e6 ,
478
de3 = e6 e2 ,
de4 = e6 e2 ,
de5 = e2 e4 ,
de6 = e2 e4 .
The particular solution to these equations

e1 = dy 1 + e2 , e2 = sin y 6 dy 4 + cos y 6 cos y 4 dy 2 ,

e3 = dy 3 + e4 , e4 = cos y 6 dy 4 + sin y 6 cos y 4 dy 2 ,

e5 = dy 5 + e6 , e6 = dy 6 + sin y 4 dy 2 ,
is corresponding to a product of a 3-sphere and a 3-torus. Consistency requires to be multiple
of 2 . On the other hand, in this particular case the orbifold action remains unaffected by the
fluxes and is still given by (2.8)(2.10).
We will also add a possible RR 3-form flux along the 3-sphere,
F3 = me2 e4 e6 .
(7.9)
One may easily check that this flux, together with the above twists, does not give rise to tadpole
contributions.
The model can be effectively described by a T 6 /(Z2 Z2 ) compactification with Khler
potential and superpotential,
3
3

K = log S + S
log Ui + Ui
log Ti + Ti ,
i=1
W =m+
3
(7.10)
i=1
Tj (i + Uj ) + Wnp (S, T1 , T2 , T3 , U1 , U2 , U3 ),
(7.11)
j =1
where we have introduced a generic non-perturbative superpotential possibly depending on all

moduli, as shown in the previous sections.12
For Re Ti 1 and Re Ui 1, the dependence of the non-perturbative superpotential on the
Khler and complex structure moduli can be neglected, Ui Wnp Ti Wnp 0, and the above
superpotential has a perturbative vacuum given by
Im Ui 1,
Re Wnp + m (Re Ti )(Re Ui ),
Im Ti 0,
Im Wnp 0,
DS W = 0,
(7.12)
with DS W = S W (S + S )1 W , as usual. Then, for Wnp the racetrack superpotential (5.20),

one may stabilize S at a reasonably not too big coupling.
The model can be viewed in the S-dual heterotic side as an asymmetric Z2 Z2 orbifold
of some FreedmanGibbons electrovac solution [43,44].13 In particular, the full string ground
state includes an SU(2) WessZuminoWitten model describing the radial stabilization of the 3sphere by m units of H3 flux, provided by F3 H3 in (7.9). In terms of the radii Ri , i = 1, . . . , 6,
Eqs. (7.12) lead to
(R2 )2 = (R4 )2 = (R6 )2
Re Wnp + m
,
(7.13)
12 Perturbative corrections to the Khler potential could also play a role in the moduli stabilization. We restrict here to
the tree-level form of the Khler potential, for the possible effect of or quantum corrections to it, see, e.g., [42].
13 We thank E. Kiritsis for pointing out to us this connection.
479
whereas the radii of the 3-torus, R1 , R3 , R5 , remain as flat directions. Having Re Ti 1 and
Re Ui 1 then requires the volume of the 3-sphere to be much bigger than the volume of the
3-torus, i.e., m/ 1.
Acknowledgements
We would like to thank C. Angelantonj, C. Bachas, M. Bianchi, E. Kiritsis, J.F. Morales and
A. Sagnotti for discussions. E.D. thanks CERN-TH and G.P. would like to thank CPhT-Ecole
Polytechnique for the kind invitation and hospitality during the completion of this work. G.P.
would also like to thank P. Anastasopoulos and F. Fucito for interesting discussions. P.G.C. also
thanks A. Font for discussions on related topics. This work was also partially supported by INFN,
by the INTAS contract 03-51-6346, by the EU contracts MRTN-CT-2004-005104 and MRTNCT-2004-503369, by the CNRS PICS #2530, 3059 and 3747, by the MIUR-PRIN contract 2003023852, by a European Union Excellence Grant, MEXT-CT-2003-509661 and by the NATO
grant PST.CLG.978785.
Appendix A. Normalization of string amplitudes
For sake of brevity, throughout the paper we ignored the overall factors coming from integrating over the non-compact momenta. For arbitrary string tension , the complete string
amplitudes T , K, A, M are related to the ones used in the main text by
1
T,
(4 2 )2
1
A,
A=
2
(8 )2
T =
1
K,
(8 2 )2
1
M=
M.
2
(8 )2
K=
(A.1)
Appendix B. Characters for Z 2 Z 2 orbifolds

In the light-cone RNS formalism, the vacuum amplitudes involve the following characters
oo = V2 I2 I2 I2 + I2 V2 V2 V2 S2 S2 S2 S2 C2 C2 C2 C2 ,
og = I2 V2 I2 I2 + V2 I2 V2 V2 C2 C2 S2 S2 S2 S2 C2 C2 ,
oh = I2 I2 I2 V2 + V2 V2 V2 I2 C2 S2 S2 C2 S2 C2 C2 S2 ,
of = I2 I2 V2 I2 + V2 V2 I2 V2 C2 S2 C2 S2 S2 C2 S2 C2 ,
go = V2 I2 S2 C2 + I2 V2 C2 S2 S2 S2 V2 I2 C2 C2 I2 V2 ,
gg = I2 V2 S2 C2 + V2 I2 C2 S2 S2 S2 I2 V2 C2 C2 V2 I2 ,
gh = I2 I2 S2 S2 + V2 V2 C2 C2 C2 S2 V2 V2 S2 C2 I2 I2 ,
gf = I2 I2 C2 C2 + V2 V2 S2 S2 S2 C2 V2 V2 C2 S2 I2 I2 ,
ho = V2 S2 C2 I2 + I2 C2 S2 V2 C2 I2 V2 C2 S2 V2 I2 S2 ,
hg = I2 C2 C2 I2 + V2 S2 S2 V2 C2 I2 I2 S2 S2 V2 V2 C2 ,
hh = I2 S2 C2 V2 + V2 C2 S2 I2 S2 I2 V2 S2 C2 V2 I2 C2 ,
hf = I2 S2 S2 I2 + V2 C2 C2 V2 C2 V2 V2 S2 S2 I2 I2 C2 ,
f o = V2 S2 I2 C2 + I2 C2 V2 S2 S2 V2 S2 I2 C2 I2 C2 V2 ,
480
fg = I2 C2 I2 C2 + V2 S2 V2 S2 C2 I2 S2 I2 S2 V2 C2 V2 ,
f h = I2 S2 I2 S2 + V2 C2 V2 C2 C2 V2 S2 V2 S2 I2 C2 I2 ,
ff = I2 S2 V2 C2 + V2 C2 I2 S2 C2 V2 C2 I2 S2 I2 S2 V2 ,
(B.1)
where each term is a tensor product of the characters of the vector representation (V2 ), the scalar
representation (I2 ), the spinor representation (S2 ) and the conjugate-spinor representation (C2 ) of
the four SO(2) factors that enter the light-cone restriction of the ten-dimensional Lorentz algebra.
Appendix C. Details on the threshold correction computations
C.1. Threshold corrections in the type I SO(no ) SO(ng ) SO(nf ) SO(nh ) models
In order to implement the background field method, it is convenient to express the orbifold
characters in terms of the corresponding -functions:

1 4
44 24 14 ,
24 3

1
= 4 22 12 + 12 22 42 32 + 32 42 ,
2

1
= 4 1 22 1 + 2 12 2 + 3 42 3 4 32 4 ,
2
1
= 4 (2 1 2 1 + 1 2 1 2 4 3 4 3 + 3 4 3 4 ).
2
oo + og + oh + of =
(C.1)
oo + og oh of
(C.2)
oo og + oh of
oo og oh + of
(C.3)
(C.4)
Making use of the expansion (valid for even spin structure )

1
( | )
+
+ ,
=
3
1 ( | ) 2
4 3
(C.5)
and the modular identities (D.2) and (D.3) in Appendix D, the expansions of the characters in
terms of the (small) magnetic field or, equivalently, in terms of the of Eq. (5.8), are

i 3
3 3 4 43 2 23 = 0,
4
8
(oo + og oh of )( , ) = (oo og oh + of )( , )
(oo + og + oh + of )( , )
= (oo og + oh of )( , )
i 2 2
i
4 4 32 + 3 3 42 =
2 .

4
2
8
(C.6)
The one-loop threshold corrections on any of the gauge group factors can therefore be written in
the form

2 = 16

dt

2 Tr Q2 Tr(g ) Tr g Q2 (1)m1 P1
t

+ 2 Tr Q2 Tr(f ) Tr f Q2 (1)m2 P2

+ 2 Tr Q2 Tr(h ) Tr h Q2 (1)m3 P3 ,
(C.7)
481
where the action induced by the orbifold on the CP matrices, defined in (3.10), has been used.
The last step is to compute the momentum sums (1)m P . To this end, it is useful to reexpress
(3.7) as

dt
(1)m P
t

=
0

dt
(Re T )
exp (m b)T A(m b) ,
exp
t
4t (Re U )

(C.8)
m,m
with

mb=
i(Re T )
2t (Re U )
i(Re T )(Im U )
2t (Re U )
m
m +

,
A=
t
(Re T )(Re U )
|U |2
Im U
Im U
1

.
(C.9)
Making use of the Poisson summation formula (D.1) and redefining t 1/ in order to move
to the transverse channel picture, one gets

= (Re T )
d
0

n1 ,n2

2

(Re T )
1
exp
n1 + n2 Im U + (n2 Re U )2 . (C.10)
Re U
2
As expected, the integral contains infrared (IR) divergences as 0, corresponding to loops

of massless modes. It can be regularized introducing an IR regulator via a factor F = (1
2
el/ ). Performing the integral in the result is

1
Re U
= lim
1
n ,n (n1 + 2 n2 Im U )2 + (n2 Re U )2
2 0
1 2

1
(C.11)
.
U
(n1 + 12 n2 Im U )2 + (n2 Re U )2 + Re
2 Re T
Finally, using the Dixon, Kaplunovsky and Louis (DKL) formula [33] to evaluate the sum
over n1 , the expression become

1 q n2 1 q n2 1
2

=
(C.12)
+
+
,
n2 q n2 + 1 q n2 + 1
n2 + (1/(Re U )(Re T )2 )
n2 >0
with q exp[2U ] and where we have taken 2 1 (in string units). A Taylor expansion
(using Eq. (D.19)) produces

2
2
=

n2
n22 + (1/(Re U )(Re T )2 )
n2 >0
(1)m
(1)m
q mn2 + 2
q mn2
+2
n2
n2
n2 ,m>0
n2 ,m>0

2
2
=

n2
n22 + (1/(Re U )(Re T )2 )
n2 >0
482

log 1 q 2m + 2
log 1 q 2m1 + c.c.
m>0
(C.13)
m>0
Taking the 2 0 limit and at the same time subtracting the finite14 and the cut-off dependent
parts, in terms of the modular functions (D.17) and (D.16) one gets

2
4

dt
(1)m F P = log 3 (2iU ) Re U log (Re U )(Re T )2 .
t
(C.14)
C.2. Threshold corrections in the type I racetrack models

The procedure for the racetrack models is completely analogous to the one in the previous
section. Plugging (C.6) into (3.11) and (3.12) one gets

2,p = 16 2 Tr Q2

dt
(2 p)P1 q(Pm + 1 Pm1 ) (1)m1
2
t
0

+ (2 p)P2 (1)m2 + (2 p)P3 (1)m3 ,
(C.15)
where the Q generator has been taken in the SO(p) factor. In this case there is a new lattice
summation to compute, namely

dt
(1)m Pm + 1 Pm
2
t

=
0

=
0
where now

2

1

dt
t
m + iU m
(1)m exp

t
(Re T )(Re U )
2

m,m

dt
(Re T )
exp (m b)T A(m b) ,
exp
t
4t (Re U )

(C.16)
m,m
mb=
i(Re T )
2t (Re U )
i(Re T )(Im U )
2t (Re U )
m
m +
1
2
A=
t
(Re T )(Re U )
|U |2
Im U
Im U
1

.
(C.17)
Thus, the integration in the transverse channel gives

=
Re U
n ,n (n1 +
1 2
(1)n2
1
2
n2 Im U )2 + (n2 Re U )2
Using again the (DKL) formula, after some algebra, the can be written
1 q n2 1 q 2n2 1
=
+ c.c.,
n2 q n2 + 1 q 2n2 + 1
(C.18)
(C.19)
n2 >0
14 The finite term can be actually reabsorbed into the value of the gauge coupling at the compactification scale.
483
with q = exp[2U ]. It should be noticed that in this case there is no need of an IR regulator
for this sum. In terms of modular functions the integral becomes

2

2
4

4

dt
m

(1) Pm + 1 Pm = log 3 (4iU ) log 3 (2iU ) Re U
2
t
(C.20)
and the moduli dependent part of the gauge coupling threshold corrections is

3

2
2
2,p = 16 Tr Q (2 p)
Re Uj
j =1

2
4

2

+ log (Re Uj )(Re Tj ) log 3 (2iUj )
2

2

4

4

+ q log 3 (2iU1 ) log 3 (4iU1 ) + Re U1 ,
(C.21)
with a -function coefficient,

bp = 3(p 2),
(C.22)
that can be easily extracted from the previous expression.

C.3. Threshold corrections in the heterotic models
We consider separately the contributions from left- and right-mover oscillators in (5.22). The
left-mover contributions read
2 2

3
4
1
3
4
2
2
mi +ni
left = 3
i 2
3 4
4 3 (1)
8
2
i=1
2 2

3
2
mi + 1 ,ni + 12 4

+
3 22
2 32 i 2
2
4
2 2

1
1

2
4
2
2
mi +ni mi + 2 ,ni + 2 4

i
(C.23)
2 4
4 2 (1)
2 .
3
Making use of the identities (D.4)(D.8), we get after some small algebra
left =
i
mi + 1 ,ni + 12 2 2
(1)mi +ni Z i 32 42 Z i 2
2 3
6
2
mi + 1 ,ni + 12 2 2
(1)mi +ni Z i 2
2 4 ,
(C.24)
where the toroidal lattice sums Z i ||4 i are provided by (5.24)(5.25), after Poisson resummation in m1 and m2 .
Regarding the contributions from the right-mover fermionic oscillators, we get

right =
Q2SO(32)
[
a ]16
1
1
b
42 2
16
a,b
484
a ] [
a ]15
a ]16
1 [
1 [
b
b
b
.
82
8 2
16
16
(C.25)
a,b
Making use of relations (D.5)(D.12), these terms can be rearranged in the very compact expression
E 4 (E 4 E 2 E 6 )
,
right =
(C.26)
12 16
corresponding to the modular covariant derivative of E 8 .
Putting all together we then arrive to the final expression for the gauge kinetic threshold
corrections to the SO(32) heterotic model,
2
d
i
left right
2 =
4
2
F
1
96
3
d 2
mi + 1 ,ni + 12 2 2
(1)mi +ni Z i 32 42 Z i 2
2 3
2
i=1
4 (E 2 E 4 E 6 )
mi + 1 ,ni + 12 2 2 E
(1)mi +ni Z i 2
.
2 4
24
(C.27)
In the limit of large volume, Re Ti 1, or equivalently q 0 and ni = 0, only degenerate orbits

consisting of A matrices (5.25) with zero determinant in the sector (h, g) = (1, 0) contribute to
the toroidal lattice sums. Following [33], then we can pick an element A0 in each orbit and to
integrate its contribution over the image under V of the fundamental domain, for all V SL(2)
yielding A0 V = A0 . The representatives can be chosen to be,

0 j + 12
,
A0 =
(C.28)
0
p
enforcing the identification
(j, p) (j 1, p).
With this representation, A0

1 m

V .
V =
0 1
V
(C.29)
= A0
V
if and only if
Therefore, the contributions are integrated over {2 > 0, |1 | < 12 }, and the double covering is
taking into account by summing over all p and j ,
1
2
Id = (Re T )
12

d1
0
2

d2
Re T
1
exp
j + + iUi p .

2
2 Re U
2
2 j,p
(C.30)
This is exactly the same expression as (C.10), so the contributions of the degenerate orbits perfectly match the perturbative type I threshold corrections,

2
4

Id = log 3 (2iUi ) Re Ui log (Re Ui )(Re Ti ) .
(C.31)
485
Analogously, in the limit q 0 but ni = 0 also the non-degenerate orbits in the sector (h, g) =
(1, 0) contribute. The representative in this class can be chosen to have the form

k j + 12
,
A0 =
(C.32)
0
p
with k > j 0, p = 0. For these, V = V implies A0 V = A0 V , and therefore these contributions must be integrated over the double cover of the upper half plane (2 > 0),
Ind = 2(Re T )

e
2T kp
0j <k,p=0

d1
d2
(1)k
22

2

Re T
1
.
exp
k
+
j
+
+
ipU

2 Re U
2
Evaluating the Gaussian integral over 1 and summing on j , one gets

(Re U )(Re T )
2T kp
e
d2
(1)k
Ind = 2
3
2
0<k,p=0
0

Re T
2
exp
(k2 + p Re U ) ,
2 Re U
and the contribution of this sector becomes

2
4

Ind = log 3 (2iT ) Re T .
(C.33)
(C.34)
(C.35)
It corresponds to E1 instanton corrections in the type I SO(32) dual model. Indeed, expanding
the -function in (C.35), Ind can be expressed as
Ind = 2

(1)n log 1 e2nT + c.c.,
(C.36)
n=1
which should correspond to a sum over the contributions of E1-instantons wrapping n times the
(1, 1)-cycle associated to T , a fact that would be very interesting to verify explicitly. Notice that
the dependence on T perfectly agrees with the general arguments in [16] for the mirror type IIA
picture.
Appendix D. Some useful formulae
Poisson summation formula:

1
Exp nT A1 n + 2ibT n .
Exp (m b)T A(m b) =
det A
(D.1)
Modular identities:
3 33 4 43 2 23 = 0,
(D.2)
3 3 42
(D.3)
4 4 32
3
2 3 4 = 2 ,
= 4 2 6 22 ,
(D.4)
486

2
2 E2 + 34 + 44 ,
3
2

3 = 4i 3 = 3 E2 + 24 44 ,
3
2

4 = 4i 4 = 4 E2 24 34 .
3
Eisenstein series:
3
12
E2 = E 2 +
=
log = 1 24q ,
2 i

1
E4 = 28 + 38 + 48 = 1 + 240q + ,
2

1 4
E6 = 2 + 34 34 + 44 44 24 = 1 540q ,
2

1
E8 = E42 = 216 + 416 + 316 = 1 + 480q + ,
2

1
E10 = E4 E6 = 216 34 + 44 + 316 24 44 416 24 + 34 .
2
Series expansions:
Qn
,
log(1 Q) =
n
2 = 4i 2 =
(D.5)
(D.6)
(D.7)
(D.8)
(D.9)
(D.10)
(D.11)
(D.12)
(D.13)
n=1

Qn
,
(1)n
n
n=1

log 2 = log 2q 1/8 +
log 1 q n + 2
log 1 + q n ,
log(1 + Q) =
log 4 =
n=1

1
log 1 q n + 2
log 1 q n 2 ,
n=1
n=1
(D.15)
n=1
log = log q 1/24 +
(D.14)

log 1 q n ,
(D.16)
(D.17)
n=1

1+Q
=1+
Qm ,
1Q
m=1

Q1
= 1 2
(1)m Qm .
Q+1
(D.18)
(D.19)
m=1
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Nuclear Physics B 795 [FS] (2008) 491518

Electromagnetic Coulomb gas with vector charges and

elastic potentials: Renormalization group equations
David Carpentier a, , Pierre Le Doussal b
a Laboratoire de Physique de lEcole Normale Suprieure de Lyon-CNRS, 46, Alle dItalie,
69364 Lyon Cedex 07, France

b Laboratoire de Physique Thorique de lEcole Normale Suprieure-CNRS, 24, Rue Lhomond 75005 Paris, France
Received 17 July 2007; accepted 24 October 2007

Available online 28 October 2007
Abstract
We present a detailed derivation of the renormalization group equations for two-dimensional electromagnetic Coulomb gases whose charges lie on a triangular lattice (magnetic charges) and its dual (electric
charges). The interactions between the charges involve both angular couplings and a new electromagnetic
potential. This motivates the denomination of elastic Coulomb gas. Such elastic Coulomb gases arise
naturally in the study of the continuous melting transition of two-dimensional solids coupled to a substrate,
either commensurate or with quenched disorder.
PACS: 64.10.+h; 64.60.ae; 64.60.De
Keywords: Coulomb gas; Phase transitions; Melting; Pinning
1. Introduction
The understanding of defect-mediated phase transitions in two dimensions relies on the renormalization group study of Coulomb gases (CG). In the simplest examples of the O(2) or XY
model, the criticality of the KosterlitzThouless phase transition is described using the scalar
Coulomb gas [12]. In this case, the charges correspond to the integer topological charges of the
XY vortices, which interact via the 2D Coulomb (ln) potential. If we perturb the XY model
E-mail address: david.carpentier@ens-lyon.fr (D. Carpentier).

doi:10.1016/j.nuclphysb.2007.10.019
492
D. Carpentier, P. Le Doussal / Nuclear Physics B 795 [FS] (2008) 491518
by a p-fold symmetry breaking potential (the so-called clock model), the previous scalar CG
has to be extended: the clock potential translates into magnetic scalar charges [10]. These magnetic charges mutually interact via the same Coulomb potential, and their coupling with electric
charges is a AharonovBohm potential [11]. This scalar electromagnetic CG has been studied
using the real-space renormalization techniques [10,17], which provide the critical properties of
the initial clock model. Moreover, the phase transitions of various two-dimensional models, such
as the AshkinTeller model, the q-state Potts model, and the O(n) model can be studied using
these scalar CG techniques [11,17].
An extension of the scalar (electric) Coulomb gas is required in the study of the continuous
melting transition of a two-dimensional solid [15]. This extension is twofold: (i) the topological charges of two-dimensional dislocations are Burgers vectors instead of integers and (ii) the
interaction between these vector charges consist of the usual 2D Coulomb potential (i.e., ln interaction), and an angular interaction which couples the charges to the vector r12 joining the
two defects.1 This angular interaction spoils the conformal invariance of the ln CG. The renormalization group study of the conformally invariant case was achieved in Ref. [14]. Studying the
melting transition in the general case amounts to consider the perturbation by marginal conformal (rotation) symmetry-breaking operators of the previous conformal fixed point. The study of
the corresponding vector CG was performed in [16,20]. The natural extension of this vector CG
to the electromagnetic case arises in the study of two-dimensional melting in the presence of a
translation symmetry breaking potential, e.g., a coupling to a substrate via a periodic modulation
of the density, as in Ref. [16]. Such a general vector electromagnetic CG has never been studied
to our knowledge, and it is the purpose of the present paper to derive the RG equations describing
its scaling behavior to lowest order. A preliminary study, motivated by the problem of a substrate
with quenched disorder [6] was published some time ago, and involved a replicated VECG [7].
The present study provides a complete and general derivation of the RG equations valid for any
type of substrate (periodic and/or disordered). The VECG studied here can be viewed as an extension to the vector/elastic case of the scalar electromagnetic CG [17], and an extension to the
electromagnetic case of the vector CG of [16,20]. As we will see, the elasticity manifests itself
not only in the angular interactions of the electric/electric and magnetic/magnetic potentials, but
also into the electric/magnetic interaction which is no longer a simpler AharonovBohm potential.
Before turning to a more precise definition of our model, let us mention the field theoretical
approach to the CG problem. The scalar electromagnetic CG admits an equivalent sine-Gordon
field theoretical formulation [19]. Its scaling behavior in the electric case was derived in Ref. [1].
Extension to the electromagnetic CG case were considered in [2,3] (see also [5]), which included
in particular parafermionic operators [9]. This electromagnetic lnCG was extended to consider
charges in higher groups [4], as well as relations with string theory models. In these generalized
Toda field theories, the CG charges appear as root vectors of Lie algebra, and the charges of
the SU(3) Toda field theory can be identified with Burgers vectors of a triangular lattice. In
this perspective, our present study corresponds to an extension to the non-conformal case where
angular interactions are included of the SU(3) study of Boyanovsky and Holman.
The paper is organized as follows: in Section 2, we derive the CG formulation of an elastic
solid coupled to a substrate. We consider explicitly two important cases: the case of a periodic
1 This angular interaction is a manifestation of the microscopic nature of the dislocations, which can be viewed as
additional half-line of atoms inserted in the lattice [13]. A pair of dislocations of opposite Burgers vectors, which is an
extra segment of atoms, has obviously some preferred orientation with respect to the initial regular lattice.
493
commensurate substrate, and the case of a random pinning substrate. This allows to define the
general vector elastic CG which is the subject of this paper. In Section 3, the renormalization
group equations for this general CG are derived to order one loop, using a real space procedure
similar in spirit to the method described in [17]. The results are summarized in Section 4. Finally,
in Section 5 these equations are restricted to the original elastic models. Due to the complexity of
the present derivation we have deferred to a separate publication the study of these RG equations
for the various models.
1.1. Notations

+

Throughout this paper, we use the notations r = d 2 r = dx dy and q = d 2 q/(2)2 .
The notation r corresponds to vectors in the two-dimensional plane, originating from either the
direct or dual lattice, while boldfaces A denote vectors in the replica space. Vectors both in
The sum over repeated (real space or
replica and two-dimensional plane Ai,a are denoted A.
replica) indices will be assumed:
Ai,a Bi,a =
n

Ai,a Bi,a
(1)
i=1,2 a=1
and we use the convolution notation

[A B](r ) = A(r )B(r r ),
(2)
r

r ) = b (r r ) reduces to
which for a density of charges b(

bi Vij bj =
b,i Vij (r r )b,j .
(3)
i,j =1,2
Unless otherwise stated, the indices i, j, k, l will correspond to real space indices i = 1, 2;
a, b, c, d to replica indices between 1 and n; and greek indices , label the charges in a collection of charges. The notation e corresponds to the unit vector e/|e|.
2. The model
2.1. Elastic description of a pinned two-dimensional crystal
2.1.1. Two-dimensional elastic energy
In this paper, we will consider a crystal with hexagonal symmetry (see Fig. 1). For such a
lattice, the elasticity is isotropic, and the elastic energy is given by the harmonic Hamiltonian [13]

1
1
2
d r uij (r )Cij kl ukl (r ) =
d 2 r 2u2ij + u2kk
H0 [
(4)
u] =
2
2

d 2 q
1
=
(5)
ui (
q )ij (
q )uj (
q ),
2
(2)2
with Cij kl = (ik j l + il j k ) + ij kl where , are Lam coefficients, and the tensor uij
is defined by2 uij = 12 (i uj + j ui ). For later convenience, it is useful to define the local stress
2 Note that we have neglected the nonlinear component of u .
ij
494
Fig. 1. Representation of a hexagonal lattice we will consider in this paper. The 6 vectors ei=1,2,3 are the unit vectors
i=1,2,3 lies on the dual
of the original lattices (here the lattice spacing has been set to a0 = 1), and the 6 unit vectors G
lattice.
tensor ij = Cij kl ukl = 2uij + ij ukk . The elastic matrix ij (

q ) is given by
q ) = c11 q 2 PijL (
q ) + c66 q 2 PijT (
q ),
ij (
c11 = 2 + , c66 = ,
(6)
where c11 , c66 are, respectively, the compression and shear moduli, and , the Lam coefficients of the crystal. We have used the projectors PijL (
q ) = qi qj , PijT (
q ) = qi qj = ij qi qj .
In this expression, u is a smooth displacement field, which corresponds to the long wavelength
distortions of the original lattice. Within the context of elasticity, it must satisfy the condition
|
u(r ) u(r + ei )| a0 , where ei is one of the unit vectors of the original lattice, and a0 the
lattice spacing. To go beyond this elastic description of the lattice distortions, one must allow for
dislocations, which are the topological excitations of this elastic model.
2.1.2. Two-dimensional dislocations
A two-dimensional (edge) dislocation located in r is characterised by its topological charge
called the Burgers vector b . This Burgers vector lies on the original lattice, and for most of our
purpose, we will restrict ourselves to unit Burgers vectors corresponding to one of the six ei ,
i = 1, . . . , 6. By definition, this Burgers vector corresponds to the increment of the displacement
field when surrounding the dislocation:

u(r ) dl = a0 b,
(7)
where the contour integral circles around r , and we choose to consider dimensionless Burgers
A collection of dislocations can be described by the Burgers vector density
vectors b.

r) =
b(
(8)
b (r r ).
495
This density of dislocations induces a density of strain relaxed by a displacement field ud (r ),
derived in Appendix A, and given by [18]
ud,i (r ) =
with
a0
a0
Gij (r r )b,j
[Gij bj ](r ) =
2
2
c11 c66
c66
+
Gij (r ) = ij (r ) +
ij G(r)
j k Hik (r ).
c11
c11
(9)
(10)
r ) corresponds
The potential (r ) gives the angle between the vector r and e.g., the e1 vector, G(
to the usual (e.g., lattice) Coulomb potential and Hij (r ) is an angular potential. We regularize
these potentials with a hard cut off: using (|r | a0 ) = 1 if |r | > a0 and 0 otherwise, they are
defined as

z
|r |
G(r ) + i(r ) = ln
+ c |r | a0 ,
|r | a0 ,
G(r ) = ln
(11)
a0
a0

ri rj
1
ij |r | a0 ,
Hij (r ) =
(12)
2
2
r
where z = rx + iry , c is an arbitrary constant, and we have defined for later convenience the
logarithmic potential G(r ). In the presence of dislocations, the displacement field splits into
the above component ud (r ) induced by the dislocations themselves, and an independent smooth
phonons part uph (r ): u(r ) = uph (r ) + ud (r ). Without any perturbation, the usual melting transition is studied by performing explicitly the integral over the smooth phonons field in the partition
function. One is left with the partition function of a Coulomb gas with vector charges b , whose
scaling behavior describes the KTHNY melting transition. However, with translation symmetry
breaking perturbations, this usual (magnetic) Coulomb gas must be extended to a electromagnetic
gas, as explained below.
2.2. Breaking the translation symmetry
In this paper, we will consider a two-dimensional crystal coupled to a substrate modeled by
a potential V (r ) coupling directly to the density (r ) of the lattice. This coupling adds to the
elastic Hamiltonian (4) an energy

HV = (r )V (r ),
(13)
r
which explicitly depends on u instead of uij , reflecting the breaking of the translation symmetry.
This symmetry breaking corresponds to the situation where the density (r ) and the potential
In the
V (r ) have some harmonics in common corresponding to a reciprocal lattice vector G.
following, we will consider either the case of a periodic potential commensurate
with the lattice,

or a random pinning potential. In both cases, we can consider that r V (r ) = 0. We decompose
the lattice density as

i G.(r
u(r ))
e
+ h.o.t.,
(r ) = 0 1 i ui (r ) +
(14)
=0
G
496
are reciprocal lattice vectors. Similarly, the coupling (13) reads:

where the G

1

0 V (r ) i ui (r ) +
VG ei G.u(r ) + VG ei G.u(r ) ,
(r )V (r ) =
2
r
(15)
=0
r G
r
where we have defined VG = 0 V (r )ei G.r . Upon coarse graining (or in an effective long wavelength Hamiltonian), only the reciprocal lattice vectors common to V (r ) and (r ) will survive.
In the above equation, the primed sum is on these common reciprocal lattice vectors corresponding to a non-vanishing VG , which exists in the cases considered. In the following, we will restrict
of minimum length. They correspond to the most
ourselves only to these vectors in common G
relevant perturbations near the pure melting transition.
2.2.1. Periodic commensurate substrate
In the case of a periodic and commensurate substrate, we can use the symmetry VG = V to
G
rewrite the second term of (15) as

|V |
HV
. u(r ) .
2 G cos G
=
(16)
T
2T

G
r
=1,2,3
As previously mentioned, we will restrict ourselves to the three reciprocal lattice vectors G
of minimal length |G1 | arising in this sum. We will also use below the unit vectors G=1,2,3 =
|. In addition, a periodic substrate modifies the elastic part of the energy by generating
/|G
G
a new term coupling the orientations of the lattice to the substrate. Defining the local orientation
(r ) = 12 (x uy y ux ), this new term can be written as
H0 =

2 (r ),
(17)
r
where is a new elastic constant. This term is non-zero even in the floating solid phase where
the direct coupling (16) is irrelevant, and must thus be included.
Finally, we focus on the case of weak perturbations: to first order in VG , we can expand the
cosine coupling into

|VG |
|VG |

exp 2
cos G . u(r ) 1 +
2T
2T
=1,2,3
r ).
u(r )
ei|G1 |m(
1 ,G
2 ,G
3
m(
r )=G

i=1,2,3
m(
r )=0,G
|VG |
2T
m(
r ).m(
r)
r ).
u(r )
ei|G1 |m(
.
(18)
Defining a fugacity Y [0, m]
for the formal charges m(
r ) as
m

Y [0, m]
= y m.
with
y=
|VG 1 |
2T
we rewrite the partition function of the perturbed lattice as
(19)

Z=

d uph (r )

exp
1
2T
497

d ud (r )
Y 0, m(
r)
r m(
r)
(d)
(ph)
(d)
(ph)
uij (r )Cij kl ukl (r ) + uij (r )Cij kl ukl (r )
r

(ph)
(d)
+ uij (r )Cij kl ukl (r )

1
exp
2T
1|
2 exp i|G
r

m(
r ) . u(d) + u(ph) (r ) .

(20)
r
and integrating over the Gaussian displacement field u(ph) ,

Plugging the expression (9) for
we obtain three contributions to the remaining action:

b]
+ S[b/
m]
Z=
(21)
Y 0, m(
r ) exp S[b/
+ S[m/
m]
.
u(d) ,
r m(
r)
r )}
{b(
The dislocation interaction is given by the usual form extended to include the coupling (see Appendix A):

(d)
(d)
b]
= 1
uij (r )Cij kl ukl (r )
S[b/
(22)
2T
r
a02
2T

q

1
4c66 (c11 c66 ) T
4c66 L
bi (
q )bj (
q) 2
q) +
Pij (
q)
P (
c11
q c66 + ij
(23)
Ec
1
=
K1 b . b G(r r ) K2 b,i b,j Hij (r r )
b . b , (24)
2
T
=
where the inverse Fourier transform of

fij (
q ) = q 2 APijL + BPijT ,
was determined as

A+B
r
AB
i qr
fij (r ) =
1e
fij (
q ) = ij
ln + cte +
Hij (r ),
4
a
4
(25)
(26)
providing the following expressions for the coupling constants

a02 c66 (c11 c66 )

a02 ( + )
c66
K1/2 =
.
T
c11
c66 +
T
2 +
+
(27)
Note that the dislocation core energy Ec in (24) arises from the standard continuum approx
imation
(11) of the lattice Coulomb interaction G(r),
and the use of the neutrality condition

r ) = 0. From now on, the core energy Ec will be incorporated in a fugacity for the b charges:
b(
r
= y b.b ,
0]
Y [b,
Ec
with y = e T .
(28)
498
The interaction between the m

charges follows from the Gaussian integration over u(ph) :
1 |2
|G
mi (
q )ij1 mj (
q)
S[m/
m]
=
2
=
1
2

q
(29)
q
2
1 |2 T
|G1 | T L
|G
T
mi (
q)
P
+
P
q)
mj (
c11 q 2 ij (c66 + )q 2 ij
(30)

1
=
K3 m
. m
G(r r ) K4 m,i m,j Hij (r r )
2
=
E c
m
. m
,
T
(31)
with the coupling constants
1 |2 1
1 |2 1
T |G
1
1
T |G
.
=
K3/4 =
4
c66 +
c11
4
+
2 +
(32)
m].
Finally the
The core energy E c will be incorporated from now on into the bare fugacity Y [0,
3
cross coupling comes from the last term in (20):
1|
ia0 |G
mi (r )Gij (r r )bj (r )
2
,

1|
a0 |G
mi (r ) ij
(r r ) + K5
ij G(r r )
=i
2
,
+ K6
j k Hik (r r ) bj (r ),
m]
S[b/
=
(33)
(34)
with
1 | c66
a0 |G
,
K5 =
2
c11 + c66
1 | c11 c66
a0 |G
K6 =
.
2
c11
+ c66
(35)
Defining the potential

Vij (K1 , K2 , r) = K1 ij G(r ) K2 Hij (r ),
(36)
we can rewrite the above partition function as that of a Coulomb gas with both electric and
magnetic vector charges:

r ), m(
Y [b , m
] exp S b(
r ) ,
Z=
(37)
r ),m(
{r ,b(
r )}
with the action

3 Note that, as a consequence of the hard-core regularization of the potentials (11), one can use indifferently a sum

over distinct charges ( = ) or not ( , ) in the expression below.
499

1
r ), m(
S b(
r ) =
b,i Vij (K1 , K2 , r r )b,j
2
=
1
m,i Vij (K3 , K4 , r r )m,j
2
=
+i

=
1|
a0 |G
m,i ij
(r r ) + Vik (K5 , K6 )
kj b,j .
2
(38)
2.2.2. Substrate disorder

In the case of a substrate disorder, the potential V (r ) which couples to the local density of
atoms of the crystal is random: its distribution will be taken as Gaussian, with variance
V (r )V (r ) = h(r r ),
(39)
where h(r r ) is a short range correlator and here and below ... denotes an average over the
disorder V . The two first contributions from the Fourier decomposition (15) are

u]
1
HV [
. u(r ) + (r ) ,
cos G
=
ij uij + 2 ym
(40)
T
T
=1,2,3
r
where ij is a random stress field, arising from the long wavelength part of the disorder potential
V (r ). It induces local random compression/dilation and shear stress. Its correlator is parametrized
as

ij (r )kl (r ) = (r r ) (11 266 )ij kl + 66 (ik j l + il j k ) ,
(41)
whose bare values, derived from (15) are:
11 = 02 hK=
0 ,
66 = 0,
2
ym = 02 hK=
G
1 /T ,
(42)
where 0 is the mean density. The second part of the disorder comes from the first harmonic of
V (r ) with almost the same periodicity as the lattice, i.e. it is proportional to ym the amplitude
1 component of V (r ) occurring in (15). Since it is not invariant under a uniform
of the q G
shift of u it is usually called the pinning disorder. The random phase field in (41) is uniformly
distributed over [0, 2] and satisfies
i( (r) (r ))

(43)
e
= , 2 (r r ).
are the first reciprocal lattice vectors (of modulus G2 = 16 2 /3a 2 ).
The G
1
0
The average over the disorder fields (r ) and ij (r ) is performed using the replica trick
introducing the replicated field ua (r ), a = 1, . . . , n, and the corresponding replicated Burgers
charge ba (r ). One defines:
Z
= ZVn
n

a=1
ua ] + HV [
ua ]
H0 [
d[
ua ] exp
T
(44)
and consider the limit n = 0. We focus on the case of weak pinning disorder ym , and expand the
exponential of the cosine coupling in (40) as in (18) and perform the disorder average in (44):
500
exp 2 ym
= 1 + ym
n

=1,2,3 a=1
n

. ua (r ) + (r )
cos G
ei G .(u
a (
r )
ub (r ))

(45)
2
+ O ym
(46)
a,b=1 =1,2,3
= nym +
a a

Y 0, m
a ei|G1 | a m .u .
(47)
m
a (r )
The replicated m
charges have initially two opposite non-zero components:
(a,b1 a,b2 ) with b1 = b2 , 1 b1 , b2 n, = 1, 2, 3.
m
a = G
(48)
However, under the fusion process of the renormalization procedure, we will have to consider
charges obtainedas the sum of these initial charges. These general charges will be characterized
Their bare fugacity, introduced in the above formula, reads
a = 0.
by the property a m

a a
Y 0, m
a = ym a m .m .
(49)
To introduce dislocations one can now follow the same steps as in Section 2.2.1 splitting
(ph)
(d)
ua = ua + ua . The average over the random stress tensor (41) leads to the replicated elastic
matrices
ab
c11
= c11 ab 11 ,
ab
c66
= c66 ab 66 ,
ab = ab .
(50)
Hence, by the same technique as in the case of the commensurate regular substrate, we obtain a
Coulomb gas description (38) of the random model, albeit with coupling constant K1,...,6 which
are now replica matrices involving products and inverses of the replica elastic matrices (50)

a02
1
(51a)
c66 (c66 + )1 ,
c66 (c11 c66 )c11
T
1 |2
T |G
1
,
(c66 + )1 c11
K3/4 =
(51b)
4
1|

a0 |G
1
( + c66 )1 ,
c66 c11
K5 =
(51c)
2
1|

a0 |G
1
( + c66 )1
(c11 c66 )c11
K6 =
(51d)
2
and thus contain information both about elastic constants and longwavelength disorder. The only
other modification is the nature of the m
charges, detailed above.
K1/2 =
2.3. Electromagnetic Coulomb gas with vector charges

2.3.1. Definition
To study the scaling behaviour of the two above models with and without disorder, it appears necessary to consider a general electromagnetic Coulomb gas with vector charges. In full
a of n components. Each component of the
generality, we will consider replicated charges ba , m
a

a charges are reciprocal
Burgers charges b lies on the direct lattice, while components of the m
lattice vectors. Any additional condition on the allowed charges, specific to the model considered, will be detailed at a later stage of the study. Our derivation of the renormalization equations
501
will stick to the most general model. The partition function of this Coulomb gas is defined by

, m
] exp S ba (r ), m
Y [b
a (r ) ,
Z=
(52)
{r ,ba (r ),m
a (r )}
where the sum counts each configuration of indistinguishable charges only once. These configurations correspond to electromagnetic charges ba , m
a , labelled by the index , both located in
r which belongs either to a lattice (lattice Coulomb gas) or to the continuum plane with a hard
core constraint (see Eq. (11)). These configurations satisfy a neutrality condition:

(53)
m
a = 0 for each a = 1, . . . , n.
ba =
The action of this Coulomb gas reads

(r )
S b (r ), m

b
1 a
b,i Vij K1ab , K2ab , r r b,j
=
2
=

1 a
m,i Vij K3ab , K4ab , r r mb,j
2
=

a
ab
ab
ab
b
+i
m,i ij
,
(r r ) + Vik (K5 , K6 )
kj b,j
2
(54)
=
where the interaction potentials Vij has been defined in (36), and the coupling matrices Ki in
Section 2.2.1 for the commensurate potential, and in (51) for the pinning random potential. We
also define the geometrical factor
1 |,
= a0 |G
(55)
where = 4/ 3 for the triangular lattice, and = 2 for the square lattice. Defining charge
densities as

m
a (r ) =
m
a (r r ),
ba (r r ),
ba (r ) =
(56)
we can express this partition function as

Z=

{ba (r ),m
a (r )}
2
a

d r
a

exp
ln Y b (r ), m
(r ) exp S ba (r ), m
a (r ) ,
2
a0
(57)
with4
4 Note that the angle being defined up to a constant, the model is defined for configurations satisfying
a

= 0)
a = 0. This condition is satisfied in a bare model consisting of a collection of purely electric (m
a b . m
= 0)
charges. Without this condition, a change of definition of the angle + 0 is
and purely magnetic (b
accompanied by a redefinition of the fugacities for composites charges: Y [b, m] Y [b, m] exp[i0 b . m].
502

1

1
r ), m(
S b(
r ) = bia Vij K1ab , K2ab bjb + mai Vij K3ab , K4ab mbj
2
2

ab ab
a
ab
+ imi ij
+ Vik K5 , K6
kj bjb .
2
(58)
This is a vector generalisation of the 2D scalar electromagnetic Coulomb gas and of the electric
vector coulomb gas which enters the standard study of melting.
2.3.2. Electromagnetic duality
In 2D Coulomb gas, the KramersWannier duality corresponds to the interchange of electric
and magnetic charges: b m.
In the usual scalar ECG, this corresponds to the interchange of
strong and weak coupling regimes of the theory: g 1/g where g is the coupling constant of
the ECG. For the present general VECG, this duality transformation can be inferred by writing
explicitly the action (58) as
r ), m(
S[b(
r )]

1

1 ac a c
=
K1 b . b G(r ) K2ac ba . r bc . r ba . bc
2
2
=

c
1 a

a
1 ac a
c
ac
c
. m
. r m
G(r ) K4

.m
K3 m
m
. r m
+
2
2
=

(r )
m
a . ba
+i
2
=

a

1 a

a
,
. (b )c G(r ) K6ac m
. (b )c
. r (b )c . r m
+ K5ac m
2
with the convention ai =
ij aj . Inspection of the above expression, and the relation5 ri rj +
ri rj = ij (or Hij (r ) = Hij (r )), shows that performing the simultaneous change:

, m
= m
) b

= b
(b
(59)
,m
and
K1 K1 = K3 ,
K2 K2
K5 K5
= K4 ,
= K5 ,
K3 K3 = K1 ,
K4 K4
K6 K6
(60)
= K2 ,
(61)
= K6 ,
(62)
leaves the action unchanged. This is the duality transformation. Note that the symmetry by ori m
entation change B B (or time reversal) corresponds to i i. It affects only the b/

interaction.
3. Renormalization of the Coulomb gas
The renormalization of this electromagnetic Coulomb gas goes along the lines of the Coulomb
gas with scalar charges (Nienhuis): upon increasing the real space cut-off a0 a0 edl (corresponding to the size of the charges), we have to consider three different processes: (i) the simple
5 Note also the useful relation r r r r =
.
i j
j i
ij
503
rescaling of the partition functions integration measures and the Coulomb interaction, (ii) the
screening or annihilation of charges, corresponding to the modification of the Coulomb interaction of distant charges by two opposite charges distant by less than the new cut-off a0 edl , and
(iii) the fusion of charges when two non-opposite charges distant by less than the new cut-off
have to be considered as a new single charge at the new scale. We will consider successively this
three processes.
3.1. Reparametrization
Simple rescaling of the cut-off a0 a0 edl into the integration measure (d 2 r/a02 ) and the
Coulomb interaction (from the terms containing ln(r/a0 )) results in the eigenvalue

1
m].
m]

= 2 ba . bb K1ab + m
a . m
b K3ab + 2imai
ij bjb K5ab Y [b,
l Y [b,
(63)
2
3.2. Fusion of charges
2, m
1, m
1 ) and (b
2 ) located in r1 and r2 are
We consider the situation where two charges (b
dl
distant by less than the rescaled cutoff: a0 < ||
< a0 e where we define = r1 r2 . The part
S12 of the action (58) involving these two charges can be decomposed into theirmutual interaction and the interaction with the rest of the charge configuration S12 = S1,2 + =1,2 S1,2/ .
From now on, we will use the notation

ab
ab
V(3),ij
= Vij K1ab , K2ab ,
= Vij K3ab , K4ab ,
V(1),ij
(64)

+
kj Vik K5ab , K6ab .
Gijab = ij ab
(65)
2
With this notation, the mutual interaction between charges 1 and 2 reads
a
ab
b
ab
= b1,i
V(1),ij
()b
2,j
+ ma1,i V(3),ij
()m
b2,j
S1,2 ()

a ab
b
b
.
+ i m1,i Gij ()b
2,j
+ ma2,i Gijab ()b
1,j
(66)
Similarly the interaction between this pair and another charge is written as
a
ab
b
ab
V(1),ij
(r1 r )b,j
+ ma1,i V(3),ij
(r1 r )mb,j
S1,2/ = b1,i

b
b
+ (1 2).
+ i ma1,i Gijab (r1 r )b,j
+ ma,i Gijab (r r1 )b1,j
(67)
1, m
2, m
1 ) and (b
2 ) can be written
The part of the partition function involving the two charges (b
as6
2

d r
Z1,2 =
a02

1/2 ){b ,m
}
(b1/2 ,m
, m
1, m
2, m
]Y [b
1 ]Y [b
2 ]eS1,2 +
Y [b
=1,2 S1,2/
=1,2
6 Note that the multiple integral should be restricted to the domain |

r r | a0 .
(68)
504
We are interested in the correction of order dl coming from this partial partition function. To
1 + b
2 =
proceed, two cases must be distinguished: either the total charge in non-zero, or b
The first case corresponds to the fusion of charges considered below, and the
1 + m
2 = 0.
m
second to the annihilation of charges (or Debye screening of the interactions), which will be
considered in the next section.
1 + b
2 = 0 or/and m
1 +m
2 = 0. This gives after coarse graining a
In the first case we have b
non-zero effective charge located in R = (r1 + r2 )/2. To proceed, we assume a low density for the
Coulomb gas, which amounts to consider that all interdistances r r between the remaining
charges are
much larger than a0 . This allows to perform a gradient expansion of the integrand
exp(S1,2 + =1,2 S ). The first non-vanishing term of this expansion is simply the term of order
0 for the fusion of charges. To this order, the correction (68) simply reads
2

d r

Z1,2 = dl
Y
[
b
,
m
]
a02
=1,2

1/2 ){b ,m
}
(b1/2 ,m
2 ,m
1 ,m
0)

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

d 2 R
S1,2

d
e
Y
[
b
,
m
]Y
[
b
,
m
]
e =1,2 S1,2/ + O dl 2 ,
(69)
1
1
2
2
2
a

2
where we have used the notation d for the integral on the unit circle 0 d . The term (69)
will correct the partition function over the same final configuration
of charges, including the new
To order 0 in the gradient expansion, =1,2 S1,2/ provides exactly the
effective charge in R.
correct interaction between the new charge and the rest of the configuration. Thus the above
partition function can be absorbed into a correction to the fugacity for non-zero charges

m]
1, m
2, m
=
1 ]Y [b
2 ],
l Y [b,
(70)
A(b 1 ,m 1 );(b 2 ,m 2 ) Y [b
1 ,m
2 ,m
m)
1 )+(b
2 )=(b,

(b
where the numerical factor

1, m
2, m
1 ); (b
2) ,
A(b 1 ,m 1 );(b 2 ,m 2 ) = d exp S (b
(71)
1, m
2, m
1 ); (b
2 )] given by (66) with = a0 :
with the action S[(b

1, m
2, m
1 )a (b
2 )b K ab Hij ()
1 ); (b
2 ) = (b
1 )ai (m
2 )bj K4ab Hij ()
S (b
(m
i
j 2
2 )b K ab
kj Hik ()
1 )ai (b
()
i(m
j 6
2
1 )a ()
1 )b K ab
kj Hik ().
2 )ai (b
2 )ai (b
+ i(m
(72)
i(m
i
j 6
2
In the case K2 = K4 = K6 = 0, the angular integration (71) provides
the constraints

a (b
a + (m
a (b
a ) = 0 upon fusion, implying that the condition

a = 0
a .b

((
m
)
)
)
)
1 i
2 i
2 i
1 i
a,i
am
is preserved. Unlike the scalar case, this is not sufficient to forbid the generation of composite charges. For arbitrary K2 , K4 , K6 , these composite charges will certainly be generated upon
coarse-graining.
2 )a
1 )ai (b
+ i(m
i
3.3. Annihilation of charges: The screening

2 = m
1 + b
The cor1 +m
2 = 0.
Now we consider the situation of two opposite charges b
rection to the partition function coming from the configurations with these opposite charges still
505
1 = b
2; m
1 = m
2 . This condition implies that the
takes the form of (68), with the condition b
first term of the gradient expansion, considered in (69), now only provides a constant term to the
free energy, which we will neglect. To get the first non-trivial corrections to the systems thermodynamics, we have to consider this gradient expansion up to second order. To this purpose, we
1/2 , m
In
1/2 now located in R.
expand the action S1,2/ in powers of , i.e., of a0 , with charges b
the present case the terms of order 0 and 2 vanish as the pair 1, 2 is neutral, and we obtain
a
ab
b
ab
S1,2/ = b1,i
V(1),ij
(R r )b,j
+ ma1,i V(3),ij
(R r )mb,j

b
b + O a3 .
+ i ma1,i Gijab (R r )b,j
ma,i Gijab (r R)b
0
1,j
(73)
Expanding the second exponential to second order in a0 , the correction (68) takes the form7

2

1
d r
1, m
1 , m

1 ]Y [b
1]
Z1,2 =
Y
[
b
,
m
]
Y [b
2
2
a0
,m
},=1,2 =1,2
{b
d 2 R
a02
a0 ||a

0
edl
1 ,m
1)
(b

d 2
1

S1,2/ +
S1,2/ S1,2/ eS[b1 ,m 1 ] ,
1+
2
2
a0
(74)
2 = b
1, m
b1 , m
2 = m
1:
with S1,2/ given by (73) and S[
1 ] by (66) with b
a
ab
b
ab
b1 , m
1 ] = b1,i
V(1),ij
()b
1,j
ma1,i V(3)
()m
b1,j
S[

a ab
b
b
.
i m1,i Gij ()b
1,j
+ ma1,i Gijab ()b
1,j
(75)
As explained above, the first term can be neglected as it renormalizes by a constant

2the free
energy.
The
second
term
vanishes
by
the
symmetry

of
the
integral.
Using
d /a
02 =

dl (where the last integral runs over the unit circle), the correction from (74) that we will
focus on can be written explicitly as8

2

d r
1
, m
, m

); (b
) ,
Z1,2 =
Y
[
b
,
m
]
dS (b
(76)
2
2
a0
,m
},=1,2
{b
=1,2
with the (correction to the) action

, m
, m
); (b
)
dS (b

1

1, m
1 , m
1 ]Y [b
1 ] d 2 R d eS[b1 ,m 1 ] s t
Y [b
= dl
2
1 ,m
1)
(b

a
ab
b
ab
b
a
b1,i
s V(1),ij
b,j
+ ma1,i s V(3),ij
mb,j + i ma1,i s Gijab b,j
+ mb,j s Gjbai b1,i
c

cd
d
cd
cd d
dc c
b1,k
t V(1),kl
b,l
+ mc1,k t V(3),kl
md,l + i mc1,k t Gkl
b,l + md,l t Glk
b1,k . (77)

This correction to the action between two charges can be rewritten as

7 Notice the 1 factor in front of the sum over (b
1, m
1 ), which accounts for the indiscernability of the charges 1 and 2.
2
8 Note that similarly to the case of the scalar Coulomb gas, the term = in this sum generates a renormalisation of
m],
which will be neglected in the present study.
order Y 3 to the fugacity Y [b,
506

, m
, m
); (b
)
dS (b

(1,1) ab;cd
(1) ab;cd
b
d
[M1 ]ac
b,l
(r ) + i[M2 ]ac
r )
= b,j
st,ik I1
st,ik I2 s,ij ;t,kl (
s,ij ;t,kl
(1) cd;ab

ab;cd
+ i[M2 ]ca
r ) [M3 ]ac
r )
st,ki I2 t,kl;s,ij (
st,ik [I3 ]s,ij ;t,kl (

(3,3) ab;cd
(3) ab,dc
+ mb,j md,l [M3 ]ac
(r ) + i[M2 ]ca
r )
st,ik I1
st,ki I2 s,ij ;t,lk (
s,ij ;t,kl

(3) cd;ba
ba;dc
+ i[M2 ]ac
r ) [M1 ]ac
r )
st,ik I2 t,kl;s,j i (
st,ik [I3 ]s,j i;t,lk (

(1,3) ab;cd
(1) ab,dc
b
+ b,j
md,l [M2 ]ac
(r ) + i[M1 ]ac
r )
st,ik I1
st,ik I2 s,ij ;t,lk (
s,ij ;t,kl

cd,ab
(3)
ab;dc
+ i[M3 ]ac
r ) [M2 ]ca
r )
st,ik I2 t,kl;s,ij (
st,ki [I3 ]s,ij ;t,lk (

(3,1) ab;cd
(1) cd,ba
d
+ mb,j b,l
[M2 ]ca
(r ) + i[M1 ]ac
r )
st,ki I1
st,ik I2 t,kl;s,j i (
s,ij ;t,kl

(3) ab,cd
ba;cd
+ i[M3 ]ac
r ) [M2 ]ac
r ) ,
st,ik I2 s,ij ;t,kl (
st,ik [I3 ]s,j i;t,kl (

where we define the tensors relative respectively to the integration over and R:

dl

a c
1, m
1 , m

[M1 ]ac
=
Y
[
b
]Y
[
b
]
d eS[b1 ,m 1 ] s t b1,i
b1,k ,
1
1
st,ik
2
(78)
(79a)
1 ,m
1)
(b
[M2 ]ac
st,ik

dl

a

1 ]Y [b1 , m
1 ] d eS[b1 ,m 1 ] s t b1,i
=
Y [b1 , m
mc1,k ,
2
(79b)

dl

1 ]Y [b1 , m
1 ] d eS[b1 ,m 1 ] s t ma1,i mc1,k ,
=
Y [b1 , m
2
(79c)
1 ,m
1)
(b
[M3 ]ac
st,ik
1 ,m
1)
(b

(1,3) ab;cd
ab
cd
(r r ) = d 2 R s V(1),ij
(R r )t V(3),kl
(R r ),
I1
s,ij ;t,kl

(1) ab;cd
ab
cd
I2 s,ij ;t,kl (r r ) = d 2 R s V(1),ij
(R r )t Gkl
(R r ),

ab;cd
cd
I3 s,ij ;t,kl (r r ) = d 2 R s Gijab (R r )t Gkl
(R r ),
(80a)
(80b)
(80c)
where all the above expressions are symmetric in , . We have used that all derivatives of the
potentials V and G are odd.
i.e., calculate explicitly the tensors
To proceed, we thus have to (i) perform the integral over R,
i.e., calculate explicitly the tensors M1,2,3 , and finally
I1,2,3 (ii) perform the integral over ,
(iii) contract all the tensors in (78). If this final contraction can be cast into contributions to
the initial potential Vijab (r ), Gijab (r ), this will prove the renormalizability of the present vector
Coulomb gaz to one loop.
3.3.1. Integration over R
We focus on the tensors I1,2,3 , which are all integral of double products of gradients of V , G.
These integrations are conveniently done in Fourier space, and we start by obtaining Fourier
= qi qj
representation of these potentials gradients: with the definition of the projectors PijL (q)
507
and PijT (q)

= ij qi qj =
ik
j l PklL (q),
we obtain, from the definition
2

d 2 q
1 ei q.r 2 (K1 K2 )ab PijL + (K1 + K2 )ab PijT ,
2
(2)
q
Vijab (K1 , K2 )(r ) =
(81)
the expression or its gradient

ab
s V(1),ij
(r ) = 2i
(K1 K2 ) ik j l + (K1 + K2 )
ik
j l
ab
ab

2iCijabkl (K1 , K2 )
d 2 q i q.r qs L
e
P (q)
(2)2
q 2 kl
d 2 q i q.r qs qk ql
e
.
(2)2
q4
(82)
Similarly, using the equality (65) the second gradient reads

ab
ab
(K5 , K6 )

st t Vij (1, 0) +
mj s Vim
(83)
2

d 2 q i q.r qt L
ab
ab
(K5 , K6 )
e
P
= 2i

st Cij kl (1, 0) +
mj st Cimkl
2
(2)2
q 2 kl
(84)

2
d q i q.r qt qk ql
2iDijabkl,st
e
,
(85)
(2)2
q4
s Gijab (r ) =

Cijabkl (K1 , K2 ) = (K1 K2 )ab ik j l + (K1 + K2 )ab (ij kl il j k ),
ab

st [ik j l + ij kl il j k ]
2

+
mj st (K5 K6 )ab ik ml + (K5 + K6 )ab (im kl il mk ) .
(86)
Dijabkl,st =
(87)
With this representation, the integrals I1,2,3 are expressed as

(1,3) ab;cd
(r
s,ij ;t,kl
I1
(1) ab;cd
(r
s,ij ;t,kl
I2
[I3 ]ab;cd
r
s,ij ;t,kl (
cd
r ) = 4 2 Cijabmn (K1 , K2 )Cklpq
(K3 , K4 )Qmnpqst (r r ),
cd
r ) = 4 2 Cijabmn (K1 , K2 )Dklpq,tu
Qmnpqsu (r r ),
cd
r ) = 4 2 Dijabmn,su Dklpq,tv
Qmnpq,uv (r r ),
where we have defined the integral

Qklmnst (r r ) = d 2 R
=
d 2 q
(2)2
6
s t k l m n
(88)
(89)
(90)

d 2 q i(q .(R
r )+q .(R
r )) qs qk ql qt qm qn
e
2
4
(2)
q (q )4
d 2 q 1 i q.(r r )
e
.
(2)2 q 8
(91)
Using the Schwinger representation, the last integral yields:

d 2 q 1 i q.r 1
e
=
6
(2)2 q 8
d 2 q
(2)2
3 uq 2 +i q.r
du u e
0
1
=
12

0
du 3 r 2
u e 4u .
2u
(92)
508
The differentiation of the Gaussian up to order 6 is now straightforward:

A r2
6
e 2
= A3 st kl mn + c.p.(15 terms)
s t k l m n
+ A4 rs rt kl mn + c.p.(45 terms)
A5 rs rt rk rl mn + c.p.(15 terms)
A 2
+ A6 rs rt rk rl rm rn e 2 r ,
(93)
where c.p. means circular permutation

of the indices (the number of corresponding permutated
terms is indicated). Finally, using 0 du u eu = ( + 1), we find:

1
1
r2
Ei 2 st kl mn +
rs rt kl mn .
12 Qstklmn (r ) =
16
8
4L
1
1
(94)
rs rt rk rl mn + rs rt rk rl rm rn + (c.p.).
4
In this expression L stands for an IR cut-off. We will use the following asymptotic limit for the
exponential integral [6]: Ei(x) + ln(x) in the limit x 0. The expressions (86), (87), (94),
together with the contractions formula (88), (89), (90) constitute our final explicit expressions for
the integrals I1,2,3 .
3.3.2. Integration over
The invariance under 2/3 rotations of the integrals in M1,2,3 , defined in Eq. (79), ensures
m]
is constant
that these tensors are isotropic, provided that the fugacity of a vector charge Y [b,
m
m]
m]).
(in particular, this implies Y [b,
= Y [b,
Using
under any rotation of the charge b,
this isotropy, we decompose the tensors M1,2,3 according to9

ac
ac
ac
[Mw ]ac
(95)
st,ik = dl w w Tst,ik + w Tst,ik , w = 1, 3,

ac
ac
ac
ac
i[M2 ]st,ik = dl 2 2 Ust,ik + 2 U st,ik
(96)
and where we used the definitions of the symmetric and antisymmetric tensors
Tst,ik = si tk + ti sk ,
U st,ik = sk
it + tk
is .
(98)
By using (note the unusual definition of the trace):

Ast,ik Bst,ik ,
Tr(AB)
(99)
Tst,ik = st ik ;
Ust,ik = st
ik ,
(97)
st,ik

Tr T 2 = 4,

Tr U 2 = 4,
Tr(T T ) = 4,

Tr U 2 = 12,
Tr(T T ) = 12,
Tr(U U ) = 4,
(100)
(101)
9 The tensor U and U arises as can be seen e.g. by expanding the definition of M (2) to first order in K which yields
6
tensors of the form (in the case m . b = 0)

1
d s t bi mk ( . m)( . b ) m . b .
2
b,m
509
we obtain the formal expression for the coefficients wac , wac :

1
Tr T Mwac , w = 1, 3
4
1

1
dl wac = Tr T Mwac + Tr T Mwac , w = 1, 3,
8
8

i
ac
ac
dl 2 = Tr U M2 ,
4
i

i
ac
dl 2 = Tr U M2ac + Tr U M2ac ,
8
8
dl wac =
with

dl 2

m]
ba . bc
d eS[b,m]
Y [b,
,
Tr T M1ac =
2

(b,m)

ac
2

Tr T M1 = dl
. ba . bc
Y [b, m]
d eS[b,m]
(102a)
(102b)
(102c)
(102d)
(103a)
(103b)
m)

(b,

dl 2

ba, . m
Tr U M2ac =
d eS[b,m]
Y [b, m]
c
,
2

(b,m)

m]

Tr U M2ac = dl
. ba, . m
c ,
Y 2 [b,
d eS[b,m]
(103c)
(103d)
m)

(b,

a
dl 2

c
m
Tr
=
d eS[b,m]
Y [b, m]
.m

,
2
m)

(b,

m]

Tr T M3ac = dl
. m
a . m
c .
Y 2 [b,
d eS[b,m]

T M3ac
(103e)
(103f)
m)

(b,
Note the following useful relations:
b,
m]
S[

2

Y
[
b,
m]
d
e
dl
,
K2ac

(b,m)

b,
m]
S[

ac
ac
2

Y [b, m]
d e
dl
,
Tr T M3 Tr T M3 =
K4ac

(b,m)

dl
b,
m]
S[

ac
ac
2

Y [b, m]
d e
.
Tr U M2 Tr U M2 =
K6ac 2

Tr T M1ac Tr T M1ac =
(104)
(105)
(106)
m)

(b,
3.3.3. Final contraction of tensors

With the above expressions for the M and I tensors, we can now explicitly perform the contractions of Eq. (78). This tedious task is performed using Mathematica. We find that the result
can be cast in the same form as the original interaction with changes dKi in the couplings: this
proves the renormalizability of the model to order Y 2 . Additional constants are produced which
correct fugacities to cubic order in Y . The result of these contractions is presented in the following section.
510
4. Resulting RG equations for the general model

m]

In this Section we collect and analyze the RG equations for the fugacity variables Y [b,
and the matrices Ki , i = 1, . . . , 6, which parameterize the general VECG model defined by the
action (58).
4.1. Scaling equations for the fugacities
Eqs. (63), (70) provide the full equations for the fugacities:

1
m]
m]

= 2 ba . bb K1ab + m
l Y [b,
a . m
b K3ab + 2imai
ij bjb K5ab Y [b,
2

1, m
2, m
1 ]Y [b
2]
+
A(b 1 ,m 1 );(b 2 ,m 2 ) Y [b
(107)
1 ,m
2 ,m
m)
1 )+(b
2 )=(b,

(b
where the numerical factor A(b 1 ,m 1 );(b 2 ,m 2 ) is defined in Eqs. (71) and (72)

1, m
2, m
1 ); (b
2) ,
A(b 1 ,m 1 );(b 2 ,m 2 ) = d exp S (b
(108)
2, m
1, m
1 ); (b
2 )] given by (66) with = a0 :
with the action S[(b

a
2, m
b K ab m
1, m
a . H ()
1 ); (b
2 ) = K2ab b
b2
.b
.m
S (b
1
2
4 1 . H ()

a a
+m
a ()
1 .b
a2 . b
+i m
2
1
2

b + m
b .
a1 . H ()
a2 . H ()
.b
.b
iK6ab m
2
1
(109)
The evaluation of the coefficients A(b 1 ,m 1 );(b 2 ,m 2 ) is model dependent. For the models considered
here, it will be performed in subsequent publication.
4.2. Scaling equations for the couplings matrices
The RG equations for the coupling constants Ki are obtained by performing the tensors contractions of Eq. (78). The resulting expression is displayed in Appendix B. Here we show that
their structure can be further simplified by introducing the new couplings pi defined by:
p1 = 2(K1 + K2 ),
p2 = 2(K1 K2 ),
(110)
p3 = 2(K3 + K4 ),
p4 = 2(K3 K4 ),
(111)
p5 = 2(K5 + K6 ),
p6 = 2(K5 K6 ).
(112)
In the general case the pi (and the i and i below) are commuting replica matrices. Quite
remarkably, the 6 scaling Eqs. (B.1) decouple into two independent set of 3 equations for the
groups p1 , p4 , p6 , and p2 , p3 , p5 :
l p1 = 1 p12 + 1 p12 + 22 p1 p6 + 22 p1 ( + p6 )

+ 3 2 + p62 + 3 ( + p6 )2 ,

l p4 = +1 2 + p62 1 ( p6 )2 + 22 p4 p6 22 ( p6 )p4
3 p42 3 p42 ,
(113a)
(113b)
511

l p6 = 1 p1 p6 + 1 p1 (p6 ) + (2 + 2 ) 2 + p62 p1 p4
3 p4 p6 3 p4 ( + p6 )
(113c)
and
l p2 = 1 p22 1 p22 + 22 p5 p2 22 ( + p5 )p2

+ 3 2 + p52 3 ( + p5 )2 ,

2
l p3 = +1 2 + p52 + 1 2 p5 + 22 p3 p5 + 22 ( p5 )p3
(114a)
3 p32 + 3 p32 ,
(114b)
3 p3 p5 + 3 ( + p5 )p3 ,
(114c)

l p5 = 1 p2 p5 + 1 p2 ( p5 ) + (2 2 ) 2 + p52 p2 p3
where the i and i were defined in (102), (103). Their flow equation can be deduced from the
fugacity RG equation given in the previous section.
In addition these equations possess remarkable symmetries. The following transformation:
p 1 p2 ,
p3 p 4 ,
p5 p 6 ,
(115a)
i i ,
i i ,
i = 1, . . . , 3.
(115b)
exchanges these two groups. In terms of the Coulomb gas couplings, it corresponds to K2
m)

K2 ; K4 K4 ; K6 K6 . It can be viewed formally as a /2 charge rotation (b,

) in the original action. This means that a model where the signs of K2 , K4 , K6 are si(b , m
multaneously changed is the same (up to an immaterial global rotation) with the same fugacities.
The second symmetry is the previously discussed electromagnetic duality. It operates inside
each of these groups, i.e., the RG equations are invariant under:
p1 = p4 ,
p4 = p1 ,
p6 = p6 ,
(116a)
p2
1
3
p5
(116b)
= 3 ,
p3 = p2 ,
1 = 3 ,
= 1 ,
3 = 1 .
= p3 ,
= p5 ,
2 = 2 ,
2 = 2 ,
(116c)
5. Resulting RG equations for the elastic models

We now focus on the models defined at the beginning of the paper, i.e., an elastic lattice
with dislocations in presence of a substrate, which can include a periodic modulation and/or a
substrate with quenched disorder. At the bare level these models do not span the whole space of
the six Ki (considered in the previous section) but only a 3-dimensional subspace of Coulomb
gases (called below the elastic sub-manifold). Indeed these models correspond to the same
definitions (51) of the couplings constants Ki (respectively, replica matrices) in terms of the
elastic constants (respectively, matrices) c11 , c66 , . We find, and this is one of the main results
of the paper, that this sub-manifold, i.e., the definitions (51), is preserved by the RG flow. We
emphasize that this property is far from obvious, and cannot be easily inferred from the structure
of the RG equations (B.1) of the full Coulomb gas, without any knowledge of the definitions (51).
512
5.1. Stable elastic sub-manifold

Let us start by expressing the coupling constants/matrices pi in terms of the elastic constants/matrices. The constants from the first group read
4a02
1
,
c66 (c11 c66 )c11
T
1 |2 c1 ,
p4 = 2(K3 K4 ) = T |G
11

1 | 2 c66 1 .
p6 = 2(K5 K6 ) = a0 |G
c11
p1 = 2(K1 + K2 ) =
(117)
(118)
(119)
Note that these 3 constants depend only on c11 , c66 , and not on . These equations can be inverted
into
1 |2 p 1 ,
c11 = T |G
4
c66 =
1 | p1
T |G
.
2a0 p6
(120)
1 |.
We recall that = a0 |G
The scaling of (together with c66 ) is described by the second group of couplings:
4a02
c66 (c66 + )1 ,
T
1 |2 (c66 + )1 ,
p3 = 2(K3 + K4 ) = T |G
1 |(c66 )(c66 + )1 ,
p5 = 2(K5 + K6 ) = a0 |G
p2 = 2(K1 K2 ) =
(121)
(122)
(123)
which are inverted into

c66 =
1 | + p5
T |G
,
2a0
p3
1 | p5
T |G
.
2a0
p3
(124)
From these considerations we find the equations defining the elastic sub-manifold
2 p62 = p1 p4 ,
(125a)
2 p52 = p2 p3 ,
(125b)
( + p5 )( p6 ) = p1 p3 .
(125c)
The last relation is obtained by equating the relation (124) with (120). The second is nothing but
m)
the first, after the /2 rotation symmetry (b,
(b , m
). These equation also imply:
( + p6 )( p5 ) = p2 p4 ,
(p5 p6 )2 = (p1 p2 )(p3 p4 ).
(126)
It is now simple to check that the elastic manifold (125) is preserved by the RG. For the two
first conditions it is straightforward, and for the third one can show and use that:
p1 l p3 + p3 l p1 + ( + p5 )l p6 ( p6 )l p5 = 0.
(127)
We can now write the RG equations restricted to this subspace. Using the above expressions
of the pi in terms of the elastic matrices, we obtain the main result of the paper:
l (c11 c66 ) = (1 21 )
513
2a02
(c11 c66 )2
T
1 |(c11 c66 ) + (3 + 23 ) 1 T |G
1 |2 ,
+ (2 22 )2a0 |G
(128a)
2
2
2a 2 2
1 |c66 + 3 |G1 | T ,
l c66 = 1 0 c66
(128b)
2 2a0 |G
T
2
2a 2
l = (1 + 21 ) 0 2
T
1 | + (3 23 ) 1 T |G
1 |2 .
+ (2 + 22 )2a0 |G
(128c)
2
where the i and i were defined in (102), (103). Their explicit calculation and analysis of the
resulting equations, in the specific models, go well beyond this paper.
5.2. Symmetries
Let us comment the symmetries of these equations. They are invariant under the transformation:

c11
c66
= ,

c66

= c66 ,
(129)
(130)
= c11 c66 ,
(131)
which, as noted above, results from invariance under a /2 charge rotation (115). It means that if
(l), c (l), (l), Y [b,
m])
is a solution of the RG flow, then (c11
is
(c11 (l), c66 (l), (l), Yl [b,
l m])
66
also a solution. The self-adjoint manifold corresponds to K2 = K4 = K6 = 0, i.e., = c11 c66
which corresponds to an isotropic elastic energy and interaction between charges. It is a family
of conformally invariant VECG. Examples have been studied in [14] (electric case) and in [4].
Similarly, the electromagnetic duality (116) is written as

c66
=
c11
1 |2
T 2 |G
1/(c11 c66 ),
4a02
1 |2
T 2 |G
1/c66 ,
4a02
1 |2
T 2 |G
=
1/ .
4a02

=
c66
(132)
(133)
(134)
(l), c (l),
m])
is a solution of the RG flow, then (c11
It means that if (c11 (l), c66 (l), (l), Yl [b,
66
]) is also a solution. Hence there is a self-dual submanifold invariant by the flow,
, b
(l), Yl [m
defined by:
1 |/(2a0 ),
c11 c66 = c66 = = T |G

m]
.
,b
= Yl m
Yl [b,
(135)
(136)
In the space of elastic constants this self-dual point forms a line as T varies. This manifold is
clearly included in the conformal submanifold c11 c66 = defined above (it obeys K1 = K3 ,
K2 = K4 = 0, K5 = K6 = 0 ).
514
6. Conclusion
To conclude, we have shown how to derive the RG equations of pinned two-dimensional
defective solids from generalized elastic electromagnetic Coulomb gases with vector charges,
defined in (52), (54). These RG equations were obtained to lowest order in the charge fugacity,
and displayed in full generality in Appendix B. They involve, in addition to charge fugacities,
six elastic coefficients (or replica matrices in the disordered case). We found that they decouple
in two independent sets of simpler Eqs. (113) and (114) which obey two additional symmetry
relations. We found that these general equations exhibit a restriction to only three scaling elastic
coefficients, corresponding to the initial pinned elastic models, which we showed to be preserved
under the RG flow. This provides our final result: Eq. (128) which is still sufficiently general
to include all known cases, e.g., the scalar electromagnetic Coulomb gas [17], the scalar vector
Coulomb gas describing the melting transition of 2D elastic solids [15], together with various
extensions, e.g., the melting transition of pinned 2D solids [7]. Their detailed analysis is the
subject of a separate publication.
Acknowledgements
We thank the Kavli Institute for Theoretical Physics for its hospitality where the very last
stage of this work was completed, and P.L.D. acknowledges support from ANR grant 05-BLAN0099-01.
Appendix A. Two-dimensional dislocations
In this appendix, we derive the displacement field corresponding to a finite density of 2D edge
dislocations (and of disclinations) in the presence of a coupling to a substrate. We present it here
for sake of completeness, and to clarify the notations used in this paper.
We consider a 2D isotropic elastic lattice coupled to a periodic substrate according to
H = 12 d 2 r 2u2ij + u2kk + (
ij i uj )2 . Without dislocations, the phonon displacement field
u is single valued and satisfies
ij i j u = 0. Using this property, we can show that (apart from
boundary terms)

2

2
uij u2kk ,
(
ij i uj ) = 2
r
r
which implies that the coupling constant to the substrate can be incorporated in new Lam
coefficients = 2 and = + and thus is not a new independent elastic constant of the
lattice:

1
1
d 2 r 2u2ij + u2kk + 2 =
d 2 r 2( + )u2ij + ( 2 )u2kk .
H=
(A.1)
2
2
This transformation can also be written as c11 c11 = c11 , c66 c66 = c66 + . As we will
see, the appearance of dislocations breaks this symmetry.
The local equilibrium condition for the Hamiltonian (A.1) H = 12 ui Mij uj reads
H
= 0 Mij uj = 2j uij + i ukk +
j i
mn j m un = 0.
ui
(A.2)
515
L + P
Only for non-singular fields does the matrix Mij reduce to: Mij (q) = q 2 [(2 + )P
ijT ]
ij
where we have use the modified Lam coefficients introduced above.
Since dislocations correspond to topological singularities of the lattice, they induce multivalued displacement fields ui . Hence if we want to formulate the problem of the determination
of their displacement field as a classical elasticity problem, we need to split the displacement field
ui into a multi-valued part usi and a smooth component u i : ui = usi + u i . The field usi provides

where b(r ) = (r r )b is the dislocations

the necessary multi-valueness: usi = bi 2
density. Using i =
ik k G, we find the contribution of usi to (A.2):
1
(A.3)
(bj
ik + bi
j k )k G
4
fis Mij usj = 2j usij i uskk
j i
mn j m usn
(A.4)

1
=
(A.5)
bj ( 2 )
ik j k + ( + 2 )
j k i k G.
2
We are now facing a classical elasticity problem consisting of finding the response of an
isotropic 2D lattice under a local force fis : Mik u k = fis , which can be inverted in Fourier
transform as
usij =
u i (q) = Mij1 (q)fjs (q),

with
Mij1
1
1 T
1
L
P + P
= 2
q 2 + ij ij
and

fis = bj ( 2 )
ik PjLk + ( + 2 )
j k PikL .
We end up with a displacement field u given by

1 + 2
2
L
L
j k Pik +
u i (q) = bj 2
ik Pj k .
q 2 +
(A.6)
Using the approximate Fourier transform

ri rj
d 2 q iq.r 1 L
1
1
e
P =
ij ln r + 2 ij + C()
4
2
(2)2
q 2 ij
r
and the relation
j k ri rk =
ik rj rk +
ij , we obtain the result:

)
bj 2 (3 + )
( + )(
u i =
ij ln(r) +
j k Hik .
2
(2
+ )
(2
+ )
Thus the total displacement field due to a density of dislocations b is ui =
2 (c + c )
c66
11
66
ij ln(r)
c11 c66
(c11 c66 )(c66 )
j k Hik (r).
+
c11 c66
(A.7)
1
2 Gij
bj where
Gj i (r) = ij (r) +
(A.8)
516
This expression reduces to the known formula [8] without any coupling to the substrate = 0.
We also realize that in the presence of dislocations, this coupling can no longer be incorporated
into renormalized elastic coupling: its corresponds to a third independent constant.
To obtain the effective interaction between the dislocations, we first express the strain tensor
corresponding to a collection of dislocations: uij (q) = usij (q) + u ij (q) where, using (A.3)
usij (q) = i(bj
ik + bi
j k )
qk
2q 2
(A.9)
and from (A.6)

u ij (q) = i
bl 2 + 4
2
L
L
q
P
+
q
+
q
)P
(
lk i j k
jk i
ik j lk .
2q 2 2 +
(A.10)
Now plugging this strain tensor into the elastic energy and using

1
bi (q)bj (q) ij + PijT ,
2
2q

1
2 + 4 2 T
2 2 L
u ij (q)u ij (q) = 2 bi (q)bj (q)
Pij + 2
Pij ,
4q
2 +

1 2
bi (q)bj (q)PijL ,
u ij (q)usij (q) = 2
2q

1
2 + 4 2
bi (q)bj (q)PijT ,
ukk (q)ukk (q) = 2 2
4q
2 +
usij (q)usij (q) =
we obtain the desired result:

2

1
4 L 4((
+ ) + 2 ) T
Hb/b =
Pij
bi (q)bj (q)
P +
c66 ij
2q 2
2 +
q

=
q
2

1
4 L 4c66 (c11 c66 ) + 4 2 T
b
(q)b
(q)
+
P
P
i
j
ij .
ij
c11
2q 2
(A.11)
(A.12)
Note that another method to obtain this interaction, incorporating in particular the contribution
of disclinations, is to use the so-called Airy functions [8]. However it does not provide the displacement field, necessary in the present case.
Appendix B. Renormalization group equations for the full model
In this appendix, we present the RG equations for the full VECG. In these expression, the
couplings Ki , i and i are commuting replica matrices.

l K1ab = 21 K12 + K22 + 4 1 K1 K2
+ 42 (K1 K5 K2 K6 ) 4 2 K1 K6 K2 K5 K2
(2)

2
2
K5 K6 ,
4 3 K6
+ 23 K5 + K6 +
(B.1a)
(2)
(2)
517

l K2ab = 41 K1 K2 + 2 1 K12 K22
+ 42 (K2 K5 K1 K6 ) + 4 2 K1 K5 K2 K6 + K1
(2)

43 K5 K6 + 2 3 K52 + K62 + 2K5

,
+
(2)
(2)

2
+ 4 1 K5 K6 ) K6
l K3ab = +21 K52 + K62 +
(2)
(2)

+ 42 (K3 K5 + K4 K6 ) 4 2 K4 K5 + K3 K6 K4
(2)
2

2
23 K3 + K4 + 4 3 K3 K4 ,

l K4ab = +41 K5 K6 + 2 1
2K5
+ K52 + K62
(2)
(2)

+ K4 K6
+ 42 (K4 K5 + K3 K6 ) 4 2 K3 K5 K3
(2)
2

2
43 K3 K4 + 2 3 K3 K4 ,

K2 K1 K6 + K2 K5
l K5ab = 21 (K2 K6 K1 K5 ) + 2 1
(2)

2
2
+ 22
+ K5 + K6 K1 K3 + K2 K4
(2)
2 2 (K2 K3 K1 K4 + 2K5 K6 )

+ K3 K6 + K4 K5 ,
23 (K3 K5 + K4 K6 ) + 2 3 K4
(2)

ab
K1 K5 + K2 K6
l K6 = 21 (K2 K5 K1 K6 ) + 2 1 K1
(2)
+ 22 (K2 K3 K1 K4 + 2K5 K6 )

2
2
2
2 2
+ K5 + K6 K1 K3 + K2 K4
(2)

+ K3 K5 + K4 K6 .
23 (K4 K5 + K3 K6 ) + 2 3 K3
(2)
(B.1b)
(B.1c)
(B.1d)
(B.1e)
(B.1f)
References
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Massive CP1 theory from a microscopic model

for doped antiferromagnets
J. Falb , A. Muramatsu
Institut fr Theoretische Physik III, Universitt Stuttgart, Pfaffenwaldring 57, D-70550 Stuttgart, Germany
Received 10 May 2007; accepted 31 October 2007
Abstract
A path-integral for the tJ model in two dimensions is constructed based on Dirac quantization, with an
action found originally by Wiegmann [P. Wiegmann, Phys. Rev. Lett. 60 (1988) 821; P. Wiegmann, Nucl.
Phys. B 323 (1989) 311]. Concentrating on the low doping limit, we assume short range antiferromagnetic
order of the spin degrees of freedom. Going over to a local spin quantization axis of the dopant fermions, that
follows the spin degree of freedom, staggered CP1 fields result and the constraint against double occupancy
can be resolved. The staggered CP1 fields are split into slow and fast modes, such that after a gradient
expansion, and after integrating out the fast modes and the dopant fermions, a CP1 field-theory with a
massive gauge field is obtained that describes generically incommensurate coplanar magnetic structures,
as discussed previously in the context of frustrated quantum antiferromagnets. Hence, the possibility of
deconfined spinons is opened by doping a colinear antiferromagnet.
PACS: 71.10.Fa; 71.27.+a; 74.72.-h; 75.10.-b; 74.25.Ha
Keywords: Dirac quantization; Staggered CP1 modell; Effective theory; Coplanar incommensurate quantum
antiferromagnets; Gauge symmetry breaking
1. Introduction
High temperature superconductivity (HTS) remains an unresolved problem in spite of an
enormous research effort over more than twenty years [1]. On the theoretical side, a number
E-mail address: falb@itp3.uni-stuttgart.de (J. Falb).

doi:10.1016/j.nuclphysb.2007.10.025
520
J. Falb, A. Muramatsu / Nuclear Physics B 795 [FS] (2008) 519548
of phenomenological theories were proposed [24] that may describe certain aspects of the experimental findings, however, they rely on fundamentally different assumptions, so that it is, at
this point, difficult to assess their validity. Also approaches based on microscopic models like
the tJ one were advanced [5], based on the so-called slave boson formulation, where electrons
are split into separated spin (spinon) and charge (holons) degrees of freedom. Such a separation introduces a local gauge invariance, that renders mean-field like approximations particularly
troublesome. A common feature of the above mentioned approaches is the difficulty to connect
in a controlled way the states proposed for the doped case to the undoped one.
In fact, the theoretical description of the evolution from a Nel state in the parent compounds
towards the state of a doped quantum antiferromagnet, lies at the heart of a theoretical understanding of HTS. A phenomenological description of doped antiferromagnets was first given by
Shraiman and Siggia in a series of seminal papers [69]. The picture emerging from a semiclassical treatment of mobile holes in an antiferromagnet corresponds to a coplanar twist of the
spin background that gives rise to a dipolar field centered on the dopant holes. Similar coplanar
structures are also expected in frustrated quantum antiferromagnets [1012].
The field-theoretic treatment of frustrated quantum antiferromagnets showed on the one-hand,
that an O(4) symmetry is dynamically generated, and in two dimensions at temperature T = 0
long-range order can set in either through a first order transition or a second order one with
exponents corresponding to an O(4) non-linear model [10,11]. On the other hand, when the
effective theory is formulated in terms of CP1 fields, the presence of deconfined spinons can
be induced from the fact that the corresponding gauge field becomes massive [1214]. Yet,
an explicit connection between doped antiferromagnets and the effective theories for frustrated
quantum antiferromagnets is missing.
The experimental observation of incommensurate peaks in neutron scattering experiments
on La2x Srx CuO4 (LSCO) [15] and on YBa2 Cu3 O7 (YBCO) [1619] revived the interest on
coplanar magnetic configurations in cuprates. A number of theoretical works [2024] focused
on material specific descriptions of the magnetic structures at low doping, mostly based on the
phenomenology developed by Shraiman and Siggia. Although these works were very successful
in interpreting the experimental results, demonstrating that the used phenomenology describes
very well the generic features at low doping, they did not make an explicit connection to a
microscopic model.
An alternative way to describe the low energy physics of doped antiferromagnets is the development of an effective field-theory based on the symmetries of the system (global SU(2) and
U(1) in the case of a doped quantum antiferromagnet) and the possible spontaneously broken
symmetry phases. Such a path, reminiscent of chiral perturbation theory was followed starting
with the Hubbard model, as a representative one for doped antiferromagnets [25]. At the moment
the predictive power of the derived effective action is not clear.
The most direct approach for treating a microscopic model like the Hubbard [26] or tJ
[27] models encountered until now a number of difficulties. While on the one hand, a meanfield treatment of the tJ model based on the slave boson approach [5] led to a qualitative
understanding of various experimental results, like the existence of a pseudogap, it is difficult
to assess their reliability due to the uncontrolled nature of the mean-field approximation. The
inclusion of fluctuations of the gauge fields remains until now difficult, since in this case their
coupling to the matter fields is strong. Although their treatment led to a qualitative description of
the doped phase, still progress would be desirable on a more quantitative basis [5]. On the other
hand, numerically exact results could be only obtained by diagonalization in rather small clusters
[28] so that their interpretation remains inconclusive when contrasted to the low energy behavior
521
in HTS. For larger sizes, variational Monte Carlo techniques indicate that the tJ model supports
superconductivity [29]. Still, in spite of the accuracy of the method, further insight in the system
is still missing. Unfortunately, large scale quantum Monte Carlo simulations are hindered by the
so-called minus sign problem that affects the simulation of doped antiferromagnets.
In view of the described situation, a controlled analytical treatment of a microscopic model
is desirable, in particular with the possibility of examining the low doping regime, such that the
change from an antiferromagnet with long-range order at zero doping to a doped situation can be
followed in detail. A first step in that direction was made by Wiegmann [30], who obtained an
action for the tJ model based on the coherent-states method [31]. The same action was found
by using a supersymmetric version of the FaddeevJackiw symplectic formalism [32] applied to
the tJ model [33], with explicit expressions for the measure of the path integral.
In the present work we use alternatively the well-known procedure of Dirac quantization for
constrained systems [34] to set up the path integral, recovering the results in Ref. [33], as shown
in Section 2. There we shortly review the tJ model and its representation in terms of Hubbard
X-operators [3537], that fulfill the graded Lie algebra Spl(2, 1) [30,31,38]. Introducing a series
of primary constraints and on the basis of the action proposed by Wiegmann [30,31], all the constraints of the theory are determined. It turns out that only second class constraints appear, such
that they can be solved by inverting the matrix of constraints, and the Dirac brackets reproduce
the algebra of the X-operators. On this basis, the path integral can be set up. Passing from the
representation by X-fields to real vector fields for the spin degrees of freedom and Grassmann
variables for the dopant holes [30,33], we arrive at the action that will be the starting point for a
long-wavelength expansion. In order to proceed further, we restrict ourselves to the low doping
limit and neglect terms quadratic in the density of dopant holes.
The long-wavelength expansion is performed in Section 3, where a staggered CP1 representation is introduced for the spin-fields. Using the CP1 representation it is possible to resolve exactly
the constraint against double occupancy [30], that is in general the stumbling block for a controlled treatment of the model. Slow and fast modes of the CP1 fields are identified in the same
spirit as done for vector fields in quantum antiferromagnets [39]. The effective action for the
magnetic degrees of freedom is reached after integrating out the fast CP1 modes and the fermions. The resulting effective field-theory corresponds to a CP1 model with a massive gauge field,
as was generally discussed in the context of frustrated quantum antiferromagnets [1214]. In the
present work, however, we obtained the explicit doping dependence of the coupling constants. In
Section 7 we discuss the obtained results that open the possibility of having deconfined spinons
by doping. Some intermediate results are presented in the appendices that may be helpful for
readers interested in reproducing our results.
2. Dirac quantization of the tJ model
We introduce first the tJ model and its representation in terms of so-called X-operators that
operate only in the subspace without doubly occupancy. After discussing shortly the algebra they
fulfill, we delineate the procedure of Dirac quantization.
2.1. The tJ model and X-operators
The tJ model is defined by the following Hamiltonian in second quantization:
522
HtJ = t
ci
cj +
i,j

J
1
n i ,
Si Sj n i n j
2
4
i,j
(1)

with ci
= (1 ni )ci
, n i = ci
ci , Si = , ci
ci , where the operators ci
and ci denote canonical creation and annihilation operators, respectively, for electrons at site
and ci project out doubly occupied states. Then,

i and spin indices = . The operators ci
t gives the hopping amplitude, J is the antiferromagnetic exchange coupling and the chemical
potential. The symbol i, j restricts the sums to nearest neighbors. The Hamiltonian (1) was
obtained from a multiband model [27] and represents the minimal model for cuprates.
Introducing so-called X-operators [3537] defined as
X i = |i i |,
(2)
with i = 0, for site i, the Hamiltonian becomes a bilinear form in such operators

J
X i 0 X j0 +
Xi Xj X i X j
HtJ = t
4
i,j
i,j
,
X i 0 X i0 .
(3)
i,
The X-operators fulfill the following graded algebra

X i , X j = ij X i X i ,
(4)
with (+) corresponding to a commutator (anticommutator). Anticommutation relations appear

only when both operators are fermionic. Furthermore, we have the completeness condition

(5)
X i = 1.
A further insight into the graded algebra above can be gained by considering the commutation
and anticommutation relations of the even (bosonic) and odd (fermionic) parts. Denoting the even
generators by Qm , m = 1, 2, 3, and B, and the odd ones by Ui , i = 1, . . . , 4, the commutation
relations of the Spl(2, 1) algebra are [38]
[Qm , B] = 0,
[Qm , Qn ] = imnp Qp ,
1 m
1
[Qm , U ] = U ,
[B, U ] = U ,
2
2

{U , U } = C m Qm (C ) B,
and are defined as follows,
where the 4 4 matrices m , C,
m

0 C
1
0
0
m
,
C=
,
=
,
=
C 0
0 1
0 m
(6)
(7)
with m , m = 1, 2, 3, the Pauli matrices and C = i 2 . In the irreducible representation corresponding to the X-operators, the generators above look as follows. For the even sector we have

1
i
Q2 = X + X + ,
Q1 = X + + X + ,
2
2
1 ++
1 ++
,
B = X +X
1.
Q3 = X X
(8)
2
2
523
The first three generators are those of SU(2) while the last one corresponds essentially to
particle number. Here and in the following we eliminate X 00 using the completeness relation (5).
For the odd sector we have
U1 = X +0 ,
U2 = X 0 ,
U3 = X 0 ,
U4 = X 0+ .
(9)
As shown in Ref. [38], the Casimir operator quadratic in the generators is given by
2 B 2 + 1 U CU,
K2 = Q
2
that in terms of the X-operators looks as follows
(10)
1 + + + +
X X +X X
2
2
2
1 ++
1
1
X +X
+ X ++ X
4
2
1 +0 0+ 0 0 0 0 0+ +0
+ X X X X + X X + X X .
(11)
2
Then, it is easily seen, that this Casimir operator has eigenvalue zero in the present irreducible
representation.
K2 =
2.2. Dirac quantization for the tJ model

In the following we consider a classical system with the Lagrangian found by Wiegmann [30,
31], expressed in terms of X-fields [33], with, as usual, complex fields corresponding to bosonic
operators in Section 2.1, and Grassmann fields for fermionic ones

(1 + i )ui 1 + +
+ +
= i
L(X, X)
X
Xi
X
X
i
i
i
2 4 u2
(2
v
)
i
i
i
i

i 0 0
Xi Xi + Xi0 X i 0 H (X),
+
(12)
2
i,
where the following definitions were introduced

i Xi0+ Xi+0 + Xi0 Xi0 ,
ui Xi++ Xi ,
vi Xi++ + Xi .
(13)
Furthermore,we take into account the set of primary constraints found in the supersymmetric
extension of the symplectic formalism introduced by Faddeev and Jackiw [33], where we omit
the site indices
(1) = X ++ + X + 1,

1 2
1 2
(2)
+ +
= X X + u 1 v + ,
4
2

(7) = X 00 X 0+ X +0 + X 0 X 0 ,
X 0+ X +
X 0 ,
X ++
(10) = X +0 X + X 0 X ++ .
(9) =
(14)
524
The constraints are imposed by setting (a) = 0 and the order of the labels a is such that the supermatrix of constraints has a normal form [40,41]. The special choice of (9) was made in order
to have a simple expression for the measure of the path integral obtained at the end. The constraint (1) (together with (7) ) corresponds to the completeness relation (5), while (2) comes
from the Casimir operator (11) having eigenvalue zero. Furthermore, (7) relates the empty sites
with fermionic holes, and the rest of the constraints above define new product rules instead of
the ones obeyed by the operators in Section 2.1 [33].
There are other nine primary constraints resulting from considering the canonical momenta
r L
(15)
,
X
where r L/ X refers to the right derivative, the X and its derivatives being elements of the
Berezin algebra [40] (see Appendix A). The additional nine constraints are listed in Appendix A.
Once the constraints are determined, a Hamiltonian

X L
H=
(16)
=
can be in principle obtained, where we have to take into account the constraints. This can be
done introducing Lagrange multipliers that enter in the equations of motion for any observable
f (X, ). In particular, if the primary constraints are required to apply at any time, we should
require that

(a) = H, (a) + b (b) , (a) = 0,
(17)
where the curly brackets denote now Poisson brackets and summation over repeated indices is
assumed. It is understood that the constraints are applied after the derivatives in the Poisson
brackets are calculated. For the Poisson brackets among the constraints we have the general
form [40]
(b) (a)
(a) (b) r (a) (b)

P (a) P (b) r
,
(18)
=
(1)
,
Xk k
Xk i
k
,
where P (a) is the parity of (a) , and (b) /k refers to the left derivative [40], that is defined
in a similar way as the right derivative in (15) (see Appendix A). If the matrix of constraints
{ (a) , (b) } is not singular, then the constraints are second class [34].
In our case, the matrix of Poisson brackets can be written as a supermatrix of the form

(a) (b)
A B
=
,
,
(19)
C D
where A is an 8 8, B an 8 6, C a 6 8, and D a 6 6 matrix. Matrix A has the form
A = A(0) + A(1) ,
(20)
where A(0) contains only bosonic fields and A(1) is proportional to . The explicit form of the
matrices above is given in Appendix A. In order to see whether the matrix is singular, we have
to consider the superdeterminant [40,41]

1
sdet (a) , (b) = det A det D CA1 B
(21)
.
525
Here we have
and
det A = (1 + 2),
(22)

det D CA1 B = 1,
(23)
such that the matrix of constraints is not singular. Hence we have only second class constraints.
Since { (a) , (b) } is not singular, it is possible to obtain the Lagrange multipliers from Eq. (17)
by considering its inverse

1

a = H, (b) (b) , (a)
(24)
.
Then, the equation of motion for an observable can be written in terms of the Dirac bracket [34]
f = {H, f }D ,
(25)
where

1 (b)

,g .
{f, g}D = {f, g} f, (a) (a) , (b)
(26)
In order to obtain the inverse of the supermatrix of the constraints we determine first the
inverses of A(0) and D, and form the following matrix
(0) 1

(A )
0
N=
(27)
.
0
D1
Multiplying the matrix of the constraints (19) by N, we have
(a) (b)
N = 1 R,
,
where
A(1) (A(0) )1
R=
C(A(0) )1

BD1
.
0
(28)
(29)
Then, since R contains Grassmann fields, the inverse of the matrix of constraints is achieved with
a finite number of powers of R:

(a) (b) 1
= N 1 + R + R2 + R3 + R4 .
,
(30)
Having the inverse of the matrix of constraints, it can be readily seen that the commutations
relations (4) are reproduced by the Dirac brackets: [Xi , Xj ] = i{Xi , Xj }D . Hence, the
Lagrangian (12) and the set of constraints (14) lead to the algebra (4).
The path integral quantization can be performed starting with the Hamiltonian, and integrating
over the canonical fields and the corresponding momenta. As shown by Senjanovic [40,42], in
the case of second class constraints, the path integral is as follows,

Z = DXD
(31)
(a) sdet1/2 (a) , (b) ei dt[ XH ] .
a
In the present case it is possible to integrate over the momenta, leading to

(1) (2) (7) (9) (10)
1
(1 + 2i ) 2 eS ,
i i i i i
Z = DX
i
where the action in imaginary time is given by
(32)
526

S=

d

(1 + i )ui 1 + +
Xi Xi Xi+ X i+
2
2
(2 vi ) 4i ui
i
0

1 0 0
0 0
+
Xi Xi + Xi Xi + H (X) ,
2
(33)
i,
with = 1/kB T the inverse temperature. The term coming from the superdeterminant gives just
a shift of the chemical potential, and can be ignored. Since X 00 does not enter in the action, we
can integrate over it, eliminating the constraint (7) .
As a final step, we perform the change of variables introduced in [30,33] that will be useful
for further considerations:
X ++ = (1 )(1 + z )/2,
X + = (1 )(x iy )/2,
X +0 = + ,
X 0 = ,
,
X 0+ = +
X 0 =
,
X = (1 )(1 z )/2,
X + = (1 )(x + iy )/2,
(34)
. Accordingly, we have = + .
where we introduced Grassmann field and
+ +

Since we have only 7 new variables, chosen in such a way that (1) is automatically satisfied, we
integrate over X taking care of the constraint (1) before performing the change of variables.
After the change of variables, the remaining constraints look as follows:
2

1
1 ,
(2) = (1 )2
4
x iy
(9) = +

,
1 + z
(35)
(36)
(10) = + (x + iy ) (1 + z ).
(37)
For (2) the factor (1 )2 can be absorbed in the chemical potential, such that it reduces to
2 1).
(2) (2) = (
After making the change of variables, we finally have

S=

i x y y x
+
i i + t
i
j
2
1 + z
i
i,j
i,

J

+
(1 i )(1 j )(i j 1)
i ,
8
i,j
(38)
with constraints (2) , (36) and (37). For the undoped case, the action above reduces to the one corresponding to a quantum Heisenberg antiferromagnet, as obtained e.g. using coherent states [39].
3. Staggered CP1 representation
Here we concentrate us on the limit of low doping, in order to study the consequences of
doping on the antiferromagnetic state present in the undoped case. In such a situation, we can
assume a large correlation length for spins, such that a long-wavelength expansion is justified.
527
In this limit we can also neglect terms i j obtaining thus a bilinear form in the fermionic
degrees of freedom. Then, the action has the following form
S = S S + SF ,
(39)
where

SS =

i
J

d
i j ,
A[i ] i +
2
8
(40)
i,j
is the action of a pure Heisenberg model. A is the vector potential of a magnetic monopole,

A)
= 1, where derivatives are taken in the -space. In this case it is given by
(

y
x
A =
(41)
,
,0 .
(1 + z ) (1 + z )
The fermionic part is given by

SF =

i
i + t
i,j
i,
+ t
i
j
i,j
i
j + t
i
j
i,j

J
j +
i
i i
i
i ,
4
i,j
(42)
i,
where we allowed hopping to second nearest neighbors along the diagonals of the square lattice, denoted by i, j , with hopping amplitude t , and to second nearest neighbors along the
principal axis, denoted by i, j , with hopping amplitude t . There is consensus that such hopping terms are present in the real materials [43]. Furthermore, we have to take into account the
constraints (2) , (36) and (37).
3.1. Rotating reference frame and staggered CP1 representation
In order to take into account the constraints (36) and (37), and in order to work with smoothly
is staggered on nearest neighbors and
varying fields, we consider now the fact that the field
define a local quantization axis for the fermions with a rotation that fulfills
i Ui = (1)i z ,
Ui
(43)
with a = x, y, or z are the Pauli matrices. For i even the condition above is accomwhere
plished by U SU(2),

z1 z2
U=
(44)
,
z2 z1
a,
where z z = 1, and
a = z a z.
(45)
For i odd, on the other hand, we take rotation matrices (44) and
a
z .
a = z
y
This ensures that (43) is fulfilled.
(46)
528
3.1.1. Constraints in the rotating reference frame

Here we discuss the transformation of the constraints (36) and (37) on going to the rotating
reference frame introduced above. For simplicity of notation,we redefine them as follows
x iy
+
,
1 + z
F,2 = + (x + iy ) + (1 + z ).
F,2
= +
(47)
F,2
is a fermionic constraint, we can use a corresponding -function for Grassmann variSince

ables and :
( ) = ( ),
such that

=
F,2
(48)

1
,
F,2
1 + z
(49)
( i ) + (1 + ). Furthermore, going back to the origwhere we defined F,2

x
y
z
+
inal formulation in terms of the X-fields, we can rewrite (9) in (14) as follows. Insertion of (1)
into (2) leads to

(2 ) = X + X + X ++ X ,
(50)
such that
X ++ =
X + X +
,
X
(51)
and (9) can be brought to the form

(9 ) = X 0+ X X 0 X + ,
(52)
that after the change of variables (34) we can write as
F,1
= +
(1 z )
(x + iy ).
(53)
Then, we can consider the first constraint in (47) as part of

) = 0.
F = (1
(54)
= U
and

)U = 1 z = 0,
F U = U (1
We can introduce now new fermions
= U ,
where the upper (lower) sign is for even (odd) sites.

In the same way, we have for the second constraint in (47)

)U = 1 z = 0.
U F = U (1
such that
(55)
(56)
However, since the constraints are actually given solely in terms of F and F , we introduce
F U,
U F ,
such that for the original form of the constraints we have
(57)

1
F,2
(F,2 )
1 + z

1
=
z + 2 z1 z2 1 + z1 2 .
1 + z 1 2
529

F,2
(F,2 ) =
(58)
We consider now the action of the constraints on even and on odd sites.
(i) Even sites.
1 = 1 = 0,
2 = 2 ,
2 = 2 .
(59)
Furthermore, we have
1 + z = 2|z1 |2 ,
(60)
such that finally,

F,2
(F,2 ) =

1
2 z1 z1 2 = 2 ( ).
2
2|z1 |
(61)
2 = 2 = 0.
(62)
(ii) Odd sites.

1 = 2+ ,
1 = 2+ ,
In this case we have due to (46),

1 + z = 2|z2 |2 ,
(63)
such that finally,

F,2
(F,2 ) =

1
1 z2 (z2 1 ) = 2 + (+ ).
2
2|z2 |
(64)
The constraints above lead to = 0 on even sites, whereas + = 0 on odd sites. We can
therefore work with spinless fermions A on even sites and B on odd sites, where A and B
denote the two sublattices, such that the constraints on fermions are exactly taken into account.
3.1.2. Slow CP1 variables in the rotating reference frame
After introducing cells j , each one containing one even (A) and one odd (B) site, we can
define new fields

1
1
z j = zjB + zjA ,
(65)
aj = zjB zjA ,
2
2
where a is the original lattice constant. Due to the constraints |zjA |2 = |zjB |2 = 1, the new fields
are subjected to the constraint
z + z = 0.
(66)
This condition can be used to fix the phase of with respect to that of z, such that they change
by the same amount under a gauge transformation. This will be discussed in more detail in
Section 6.1. Eq. (66) also implies that both fields are subjected to the constraint
z z + a 2 = 1.
(67)
530
We then introduce new fields

z = z 1 a 2 ,
(68)
such that the constraint (67) is satisfied with z z = 1, and the constraint (66) translates into
z + z = 0.
(69)
The fact that zjB zjA is of O(a) can also be seen by going back to the vector representation,
B z z while
A +
B z + z , i.e. the field is directly related
A
where we have
to ferromagnetic fluctuations within the unit cell.
4. Long-wavelength expansion
Once we have identified smoothly varying fields and their slow modes, we perform an expansion of the action in powers of the lattice constant a up to second order, after a transformation
to the rotating reference frame. For clarity of the presentation we deal first with the action SS in
Eq. (40) and then with SF in Eq. (42).
4.1. Spin action in the staggered CP1 representation
Here we consider the pure Heisenberg model as given by (40). We pass to CP1 variables using
(45) for even sites and (46) for odd sites.
For the Berry phase we have
i

i ]
i = 2a
(70)
[zj j + j zj ] + O a 4 .
A[
2
i
Terms containing a total time derivative were discarded due to periodic boundary conditions in
imaginary time.
For the interaction term we first discuss our convention in defining new coordinates for the
units cells containing sites A and B. On passing to the new coordinate system we choose
1
x = (x + y),
2
1
y = (y x),
2
(71)
such that in the new coordinate system the basis vectors for sublattice A and B are, respectively,

xA = (0, 0),
(72)
xB = a/ 2, a/ 2 .
Introducing the notation
y
Gj 2izj j ,
Fj izj zj ,
(73)
where = x or y, we obtain after a lengthy but straightforward calculation,

j = 8 dx 2 2 Gj Gj + Fjy Fjy
i
+ Fj x Fjx Fj x Fjy
+ Fjy Fjx
i,j

2 (Fjy Fj x )Gj + Gj Fjy
Fjx ,
where constants terms were discarded.
(74)
531
4.2. Fermionic part in the staggered CP1 representation

Here we consider the action (42) in the rotating reference frame, i.e. with fermions as defined
in Section 3.1.1:
= U.
= U ,
(75)
After applying the constraints (36) and (37), we can define a new spinor per unit cell

A
=
,
B
(76)
following the discussion in Section 3.1.1.

4.2.1. Temporal derivatives
Defining
Aj, = i z j zj ,
we have
i
i =
i,
Cj, z j j + j zj ,
(77)
j (D aC )j ,
(78)
where we introduced
D + i z A .
(79)
At this point we can check gauge invariance. Since A and B have opposite charges, a gauge
transformation leads to
A e+i A ,
z e+i z,
B ei B ,
e+i .
(80)
It can be easily seen that the term with the covariant derivative is invariant under the gauge
transformations above, and that C is gauge invariant due to the constraint (66):
C z + z + (z + z).
(81)
4.2.2. Kinetic term

For the kinetic term of the fermions we have the contributions proportional to t , t , and t ,
that we treat separately in the following. We consider first contributions from nearest neighbor
hopping, where, after Fourier transformation, we have

t
(82)
i
k t
k1 (k1 , k2 )k2 ,
i,k
where
(k1 , k2 )
k1 ,k2
4

i=1

(i)
AB (k1 , k2 )
+ +
4

(i)
BA (k1 , k2 )
(83)
i=1
with = ( x i y )/2. The explicit expressions for (i) (k1 , k2 ) are given in Appendix B.
They contain only contributions up to O(a), since, as seen above, terms proportional to t are
532
off-diagonal, and hence, no contribution linear in appears in the final action, as shown in
Section 5. They enter in a quadratic form after integrating fermions out.
Next we consider contributions from second nearest neighbor hopping along the diagonal. In
this case we have

t
(84)
i
k
k1 (k1 , k2 )k2 ,
i,k
k1 ,k2
where
1 +
k ) = 1 (k)
(k,
k,k

4

(i)
AA (k,
k)

+
i=1
4

(i)
BB (k,
k)
(85)
i=1
with

1 (k ) = 2t cos 2kx a + cos 2ky a ,
(86)
k ) are given in Appendix B. Conand = (1 z )/2. Again, explicit expressions for (i) (k,
trary to the previous case, we consider here terms up to O(a 2 ), since terms proportional to t
connect sites within a sublattice, giving rise to diagonal contributions to the self-energy of the
fermions, as seen above.
Finally, we have the contributions from second nearest neighbor hopping along the principal
axis:

t
(87)
i
k
k1 (k1 , k2 )k2 ,
i,k
k1 ,k2
where
k ) = 2 (k ) 1 +
(k,
k,k
4

(i)
AA (k,
k)
i=1

+
4

(i)
BB (k,
k)
(88)
i=1
with

2 (k ) = 4t cos 2kx a cos 2ky a ,
(89)
k ) as given in Appendix B. Here again, contributions up to O(a 2 ) have to be taken

and (i) (k,
into account.
4.2.3. Spin interaction dressed with fermions
For such contributions we have

J
k = J
i
i i
k1 F(k1 , k2 )k2 J
k k ,
4
4
i,k
k1 ,k2
(90)
where
F (k1 , k2 ) F + 1 + F z ,
with F + and F displayed in Appendix B.
(91)
533
5. Integration of fermionic degrees of freedom

Once the gradient expansion was performed, we integrate out in a first step the fermionic
degrees of freedom, that are considered at all wavelengths. In a second step we integrate out the
magnetic fast degrees of freedom in order to obtain the effective action for the slow magnetic
modes.
Collecting all results obtained in Section 4.2 we have the following form for the action

SF =
(92)
k G1
0 (k, k ) (k, k ) k ,
k,k
where k = (in , k ), n being Matsubara frequencies for fermions, and we defined

1
+ J + kk ,
in (k)
i.e. the free propagator for fermions in the present theory. The self-energy is given by

G1
0 (k, k )
(k, k ) = i z A (k, k ) aC (k, k ) + t (k, k )

J
+ t (k, k ) + t (k, k ) F (k, k ).
4
The dispersion relation for the holes is given by the ones in (86) and (89).
(k ) = 1 (k ) + 2 (k ).
(93)
(94)
(95)
This dispersion is obtained for the magnetic Brillouin zone. By rotating to the original Brillouin
zone, we have
1
1
kx = (kx ky ),
ky = (kx + ky ),
2
2
and the dispersion is given by

(k ) = 4t cos(kx a) cos(ky a) 2t cos(2kx a) + cos(2ky a) .
(96)
(97)
It should be noticed, that the free dispersion of the dopant holes is determined here entirely by
t and t . This is to be contrasted with calculations of the single hole dispersion of the pure
tJ model in the self-consistent Born approximation [4446] that are in very good agreement
with quantum Monte Carlo simulations [47], where a dispersive band is found also in the case
t = t = 0. Instead, in our case, on passing to the continuum limit, such a dispersion can be
obtained only by explicitely introducing finite values for those hopping amplitudes. In fact, the
dispersion of the single hole found previously can be reproduced by (97) for appropriate values
of t and t (t = 0.3t and t = 0.115t for J = 0.4t in Ref. [47]). Hence, on focusing on
lower energy scales, operators corresponding to t and t should be expected to be generated
even if such operators are initially missing.
Arranging terms according to powers of the UV cutoff a, we have

(k, k ) = a (1) (k, k ) + a 2 (2) (k, k ) + O a 3 ,
(98)
such that after integrating out fermions and keeping contributions up to O(a 2 ), the fermionic part
of the action goes over into

1
SF Tr G0 + G0 G0 + O a 3 .
(99)
2
534
The terms entering (94) can be regrouped as

(i) = 0 1 + z(i) z + + + + ,
(100)
with i = 1, 2. This leads for the terms linear in to

(1)

(2)
Tr G0 = Tr G0 a0 + a 2 0 + O a 3 ,
(101)
and for the terms quadratic in to

(1)
(1)
Tr G0 G0 = a 2 Tr G0 0 G0 0 + G0 z(1) G0 z(1)

(1)
(1)
+ 2G0 + G0 + O a 3 .
(102)
(i)
(i)
(i)
Introducing indices , t , t , and t for the temporal, and different hopping processes, respectively,
we arrange the different contributions in (94) as follows:
(i,t )
(i,t )
0,z (k, k ) = 0,z + 0,z + 0,z ,

(i)
(i, )
(103)
(1)
while contains only contributions proportional to t .

An explicit evaluation using the results in Appendix B shows that there are no contributions
in first order in a. The contributions in O(a 2 ) coming from Tr G0 are as follows:
Tr G0
(2, )
4
=
a

d
Tr G0
(2,t )

= 16t 1
d2 x (z + z),

d
d2 x (x z x z + y z y z),

Tr G0 (2,t ) = 16t 2 d d2 x (x z x z + y z y z),

(2,J )
= 8J d d2 x 2GG + 2Fy Fy + 2Fx Fx Fy Fx + Fx Fy
Tr G0

+ 2 (Fy Fx )G + G Fy Fx ,
where is the density of holes, i.e.
1
n(k ),
=
N
(104)
(105)
k
1 is defined as

1
n(k) cos 2kx a
1
N
(106)
k
and
2

1
n(k ) cos 2kx a cos 2ky a .
N
(107)
k
In the expressions above, and in the following, n(k ) is the Fermi distribution function
n(k ) =
1
.

exp{[(k) ]} + 1
(108)
535
We focus now on the contributions quadratic in , given in Eq. (102). The different terms
(1)
from the expressions containing 0 are:
(1,t )
(1)
(1)
(1, )
(1, )
(1, )
(1,t )
Tr G0 0 G0 0 = Tr G0 0 G0 0
+ 2 Tr G0 0 G0 0
+ 0
(1,t )
(1,t )
(1,t )
+ Tr G0 0
G0 0
+ 2 Tr G0 0
+ Tr G0 0
G0 0
(1,t )
(1,t )
(1,t )
G0 0
(109)
(1)
z .
The same expression results for the terms containing

In the following we consider the different non-vanishing contributions. From the temporal
part we have
(1, )
(1, )
Tr G0 0 G0 0
+ Tr G0 z(1, ) G0 z(1, )
= 2
a

d
d2 x (z z)2 ,
(110)
where the electronic compressibility is defined as usually,
1
.

(111)
From terms proportional to t we have

(1,t)
Tr G0 +
(1,t)
G0

= 16t
2

d

d2 x 21 G G + 21 G (Fy Fx ) + 21 Fy Fx G

+ 2 Fy Fy 1 Fy Fx 1 Fx Fy + 2 Fx Fx ,
(112)
where we defined
1

2
2
1 1
n(k ) cos2
kx a cos2
ky a ,
N
2
2
(113)
k
and

2
1 1
2
2
n(k ) cos
kx a .
N
2
(114)
k
The terms proportional to t lead to

(1,t )
Tr G0 0
(1,t )
G0 0

2 2
= 32t a
3

d (zx z)2 + (zy z)2 ,
(115)
where we defined

1 1
n(k ) sin2 2kx a .
3
N
k
+ Tr G0 z(1,t ) G0 z(1,t )
(116)
536
From the terms proportional to t we obtain

(1,t )
Tr G0 0
(1,t )
G0 0

+ Tr G0 z(1,t ) G0 z(1,t

2 2
= 64t a
4
)

d (zx z)2 + (zy z)2 ,
(117)
with
4

1 1
n(k ) sin2 2kx a cos2 2ky a .
N
(118)
k
Finally, there is a contribution proportional to t t of the form

Tr G0 0(1,t ) G0 0(1,t ) + Tr G0 z(1,t ) G0 z(1,t

)

d (zx z)2 + (zy z)2 ,
(119)

1 1 2
n(k ) sin
2kx a cos 2ky a
N
k

+ sin2 2ky a cos 2kx a .
(120)
2
= 64t t a
5
where
5
Collecting all contributions after integrating fermions out, we have

( )
(z)
SF SF + SF ,
(121)
where
(z)
SF

=

d x 16(t 1 + t 2 )(x z x z + y z y z)
2
d
0

2
(z z)2 + 16 J t 2 2 Fx Fx + Fy Fy
2
a

8 J 2t 2 1 Fx Fy + Fy Fx

2
2
+ 16 t 3 + 2t 4 + 4t t 5 (zx z)2 + (zy z)2 ,
(122)
contains only contributions with the z-field, and

( )
SF

4
d2 x (z + z) + 8 J 2t 2 1
a
0

2G G + 2 G (Fy Fx ) + Fy Fx G ,

=
contains contributions with -fields.
(123)
537
6. Integration of fast magnetic modes

The effective action at this stage contains only the slow modes described by the z-fields and the
fast modes corresponding to the -fields, The next step is to integrate out the -fields. However,
due to the gauge freedom introduced by the CP1 fields, a gauge fixing is necessary.
6.1. Gauge fixing
In order to integrate out the -field we have to discuss the gauge-fixing for the z-fields and its
consequences on the -fields. As already mentioned in Section 3.1.2, the condition (66) can be
used to fix a global phase of the -field with respect to the one of the z-field. In order to see this,
we can use the following parametrization of the z-field:

cos( 2 ) exp{i( 2 )}
z=
(124)
,
sin( 2 ) exp{+i( 2 + )}
where 0 . For we use a similar parametrization

1 exp{i( 2 )}
=
.
2 exp{+i( 2 + )}
(125)
Then, the condition (66) can be fulfilled with = + (2m + 1)/2, with m integer, that is
equivalent to
z1 z2
1 2
= e2i = e2i =
,
|1 | |2 |
|z1 | |z2 |
(126)
that can be translated into

1
|z1 ||1 |
= 0.
|z2 ||2 |
Then, the condition (66) can be enforced as follows:

|z2 ||2 |
|z2 ||2 |
|1 | ,
(z + z) =
|z1 |(2 z2 + z2 2 )
|z1 |
(127)
(128)
where we solved the constraint (127) in favor of |1 |.

Once we enforced the constraint (66), we impose the following gauge fixing for the z field
z1 + z1 = 0,
(129)
CP1
theory. The implementation of the constraint (128) in the part of the

as normally done in a
action containing -fields (123) is given in Appendix C.
6.2. Change of measure
A,B to the complex fields z
We discuss here the change of variables from the real vectors
and , taking into account the Jacobian of the transformation, together with the constraints for
the z- and -fields already discussed in Section 6.1. For this purpose we first consider (45) and
(46).

jA = z j 1 a 2 j j a j zj 1 a 2 j j aj ,
(130)
538

jB = zj 1 a 2 j j + aj y y zj 1 a 2 j j + aj .
(131)
Then, we have

A 2

j = z j zj 1 a 2 j j + a 2 j j a(zj j + j zj ) 1 a 2 j j 2 ,

B 2

j = z j zj 1 a 2 j j + a 2 j j + a(zj j + j zj ) 1 a 2 j j 2 .
(132)
Therefore,

B

A
3
1 1 + a 2 (zz 1)( z + z ).
1

2
(133)
The transformation of the last constraint due to gauge fixing was already discussed in (128). On
the other hand, we have due to (127)
=
|2 |2
,
|z1 |2
(134)
where we used z z = 1.
Due to gauge fixing, and without imposing the constraints on the moduli of the vector fields
B , since we take them into account with (133), we have independent variables Im z1 ,
A and
Re z2 , Im z2 , |1 |, Re 2 , and Im 2 . The Jacobian going from vector fields to CP1 variables is in

an expansion in powers of a,

J = a 3 J0 + a 2 J2 + O a 6 ,
(135)
where
J0 = 32
i Im z1 (2|z1 |2 1) (2 z2 + z2 2 )
,
|z1 |
|z2 ||2 |
(136)
and
J2 = 48
i Im z1 (2|z1 |2 1) (2 z2 + z2 2 )|2 |
,
|z1 |
|z2 |
(137)
such that we finally have

i Im z1 (2|z1 |2 1) (2 z2 + z2 2 )
3 2 |2 |2
J = a 32
1 a
.
|z1 |
|z2 ||2 |
2 |z1 |2
3
(138)
Taking into account the Jacobian above, the constraints in Section 6.1, the transformation of
the constraints (133) together with (134), the measure changes as follows

B

A
A d
B
1
1
d

d Im z1 d Re z2 d Im z2 (zz 1)

d Re 2 d Im 2 .
i Im z1 (2|z1 |2 1)
|z1 |2
(139)
539
6.3. Effective field theory for the magnetic properties of the tJ model
The final step is to integrate out the -field. Therefore, we concentrate on the corresponding
integrals

( )
D Re 2 D Im 2 eSeff

=

D Re 2 D Im 2 exp d d2 x 2 2 + 22 + 22
0
+ (
)2

+ 2 ,

(140)
where we introduced the following notation:

J = J + 8 J 2t 2 1 ,
|z2 |4 + |z1 |4
= 8J
,
|z1 |2
= 8Jz22 ,

1
1
2(1 2)
z1 z1 +
z z2 ,
z2
=
a
|z1 |2
|z2 |2 2
z1 z2

z z
.
= 2 2Jz2 1 22 (Fy Fx ) + Fy Fx
|z2 |
|z1 |2
(141)
We go now over to real and imaginary parts 2 + i , such that for Eq. (140) we have

( )
D Re 2 D Im 2 eSeff

2

2
2
DD exp d d x A + B + 2iC + D + iE ,
(142)
+ , B ( + ), C , D ( + ), and
with A +
E ( + ) + ( ). Performing the integrals over the -fields leads to the effective

action

1
(AE 2 2CDE BD2 )
ln AB + C 2 +
Seff = d
(143)
.
2
4(AB + C 2 )
j
Next we proceed to evaluate the different contributions to the action. We consider first the
term that affects the measure

2
8
2
2
2
J + 8 J 2t 1 1 2|z1 |
.
AB + C =
(144)
|z1 |2
Then,
540

1
exp ln AB + C 2
2

1
8
2
2
J + 8 J 2t 1 1 2|z1 |
=
,
|z1 |2
such that the measure and constraints of the path-integral are now

Z Dz Dz(zz 1) z1 + z1 z1 z1 ,
(145)
(146)
that are the ones usually appearing in the CP1 model.

After a lengthy but straightforward calculation we have
(AE 2 2CDE BD2 )
4(AB + C 2 )

2
1 (1 2)
=
z z + (z z)2
a
2J

1 (1 2)

+
z (y z x z) z(y z x z )
a
2

J x z x z + y z y z + (zx z)2 + (zy z)2

x z y z y z x z 2(zx z)(zy z) .
(147)
Taking into account the contribution to the action in (122), that remains unaffected by the
integration over the -fields, we arrive at the effective action for the z-fields

1

S = d d2 x
(148)
z z + (z z)2 ,
g
with = , x, y, and
2Ja 2
,
(1 2)
2

1
gx = gy = J (1 + 8)
+ 16t
2 (1 2 ) + 16(t 1 + t 2 ) ,
4
J
= 1
,
(1 2)
2
g =
x = y =
J (1 + 8)
+ 16[t
2 (1 2 ) + t 2 3 + 2t 2 4 + 4t t 5 ]
,
[J (1 + 8)
+ 16t
2 (1 2 ) + 16(t 1 + t 2 )]
(149)
where J was defined in (141). Eq. (148) together with (149) are the main result of this work.
7. Discussion of the results and conclusions
The action (148) at which we arrived, is of the form previously analyzed in the context of
frustrated quantum antiferromagnets [1214]. In the absence of doping, i.e. setting = 1 =
2 = 0, we have = x = y = 1, such that the model reduces to the CP1 model appropriate
for a Heisenberg antiferromagnet, making thus explicitely the connection with the undoped case.
541
As is well known, the excitations in that case correspond to bosons describing the transverse
fluctuations of a vector field pertaining to the O(3) non-linear -model. From the point of view
of the CP1 model this corresponds to a phase where the z-fields are confined.
However, in the presence of doping, when the couplings = 1, the model does not correspond any more to a colinear antiferromagnet but describes in general coplanar incommensurate
quantum antiferromagnets [12,13]. This can be seen by constructing R SO(3) out of matrices
g SU(2), as follows:
1
Tr a g b g ,
(150)
2
where g is given in terms of the z-fields like in (44). Then, it can be readily shown that the action
(148) can be expressed in terms of SO(3) fields:

1

Tr R R 1 RQ R 1 ,
S = d dx 2
(151)
8g
Rab (g) =
where Q = diag(1, 1, 1). Expressing the matrix R as R = (

n1 , n2 , n3 ), where the vectors ni
fulfill n2i = 1 for i = 1, 2, 3 and ni nj = 0 for i = j , the action (151) takes the form
2

1
2
2
ni ni (1 + )(
n1 n2 ) ,
S = d dx
(152)
4g
i=1
showing that in general a coplanar configuration is favoured. In the case = 1, the action above
reduces as expected to the O(3) non-linear -model by virtue of the relation
n1 n2 )2 .
n3 n3 = n1 n1 + n2 n2 2(
(153)
On the other hand, for the general case = 1, assuming for simplicity that = and
g = g for = , x, y, it can be seen that, following Ref. [13], the gauge fields responsible for
confinement in the case = 1, acquire a mass

2
1
.
M2 = 1
(154)
g
Moreover, it is expected that in the infrared limit, the behavior is dominated by an O(4) fixed
point [12,13], i.e. it is expected that the coupling scales to zero, raising the mass of the gauge
fields. Further arguments in favour of deconfinement were advanced by showing that for = 1,
the mass of the gauge field is inversely proportional to the square root of the temperature [14], and
therefore, a confinementdeconfinement transition as a function of temperature can be expected
when departs from 1. Hence, we see that the possibility of deconfined (bosonic) spinons is
opened due to doping of a colinear antiferromagnet.
Finally, we would like to remark, that the present results show some differences from those
obtained previously by one of the authors [48] and collaborators, dealing with a doped antiferromagnet modelled by the so-called spinfermion model. This model is the starting point that
leads to the tJ model in the limit where the exchange coupling between the dopant hole, that
mainly resides on the oxygen orbitals, and the copper hole form the ZhangRice singlet [27]. The
gradient expansion for the spinfermion model based on the assumption of a short-range antiferromagnetic order led to an O(3) non-linear -model, that as a function of doping had a transition
to the corresponding quantum disordered phase [49]. Hence, under the same assumption as in the
present work, no hint to deconfinement of spinons was obtained. An SO(3) non-linear -model
542
can be obtained from the spinfermion model only under the assumption of an incommensurate
coplanar short-range order in the microscopic model [50]. Therefore, although considering the
symmetries present in a doped antiferromagnet, both models appear equivalent, we conclude on
the basis of the present results that imposing the constraint against double occupancy leads to
a richer picture of the possible phases of a doped antiferromagnet, with a minimal number of
assumptions.
Acknowledgements
We are grateful to A. Greco, A. Dobry and A. Foussats for interesting discussions in the early
stages of this work. We thank also M. Barbosa da Silva Neto for illuminating discussions on
incommensurate coplanar phases and a critical reading of the manuscript.
Appendix A. Set of constraints for the tJ model
We give here the explicit expressions of the constraints arising from considering the canonical
momenta of the system, and the matrix of constraints. First we recall the definitions of right and
left derivatives in order to reach a self-contained presentation.
Given generators za of a Berezin algebra with a = 1, . . . , k, the right derivative is defined as
r a1
z zak
za
=
k
i+1

P P
(1) j =k (a) (aj ) a,a1 za1 zai1 zai+1 zak ,
(A.1)
i=1
where P(a) = 0, 1 depending on the parity of the generator (even or odd, respectively). For later
use, we introduce also left derivatives defined as
i1

a1
ak
a1
ai1 ai+1
j =1 P(a) P(aj )
z
z
=
(1)
z
zak .
a,a1 z z
za
k
(A.2)
i=1
In both cases it is understood that when the index j runs beyond the interval [1, k], then P(aj ) = 0.
Both derivatives are equivalent to ordinary derivatives when dealing with even generators za .
With the rules above we obtain the following constraints from (15).
(3) = ++ ,
(5) = + i
(4) = + + i
(1 + )u 1
X + ,
(2 v)2 4 u2
(8) = 00 ,
i
(12) = 0 X 0 ,
2
i
(14) = 0 X 0 .
2
(1 + )u 1
X + ,
(2 v)2 4 u2
(6) = ,
i
(11) = +0 X 0+ ,
2
i
(13) = 0+ X +0 ,
2
(A.3)
The matrix of constraints (19) has the following components
0
0
1
0
0
1
0 0
0
X +
X +
A26 0 0
0
A23
i
i
1
0
0
0 0
A32
+
+
4X
4X
i
0 X + i+
0
X++
A46 0 0
(0)
,

4X
A =
i
i
+
X+
0
A
0
0
0 X
56
++
X
1
0
A64
A65
0
0 0
A62
0
0
0
0
0
0
0 1
0
0
0
0
0
0
1 0
543
(A.4)
where
A26 = 1 X ++ ,
A23 = 1 X ,
i(1 + X )
i(1 + X )
,
A
=
,
A46 =
(A.5)
56
4X ++ X +
4X ++ X +
and the rest of the elements can be obtained by noticing that the matrix is antisymmetric. Furthermore,
0 0
0
0
0
0
0 0
0
0
0
0
0 0
0 0
i(2+X ++ )
i(2+X ++ )
0
0 0
0
0 0
++
+
++
+
X X
X X
i
i(2+X )
0 0 i(2+X++ )
0
0
++
+
++
++
+
X X
X
4X X
A(1) =
. (A.6)
++ )
)
i(2+X
i
i(2+X
0 0
0
0 0
X ++ X +
X ++
4X ++ X +
i(2+X )
0
i(2+X
0
0 0
0 0
++ X +
++ X +
4X
4X
0 0
0
0
0
0
0 0
0 0
0
0
0
0
0 0
The matrix B contains only single Grassmann generators
X 0 X +0 X 0
0
0
X0+
0+
0
+0
0
0
X
X
X
X
0
0
0
0
0
B31 X 0
0
B43
B44
B45
B46
B
B = 41
,
B53
B54
B55
B56
0 X +0
0
0
0
0
0
0
X 0
0
0
X 0+ X 0 X +0
0
0
0
0
0
0
(A.7)
where
X 0+ X +
,
(X ++ )2
i(1 + X + 2X ++ X )X 0+
,
B43 =
4X ++ X +
i(1 + X + 2X ++ X )X +0
,
B45 =
4X ++ X +
i(1 + X + 2X ++ X )X 0+
B53 =
,
4X ++ X +
B31 =
X 0+
,
X ++
i(1 + X + 2X ++ X )X 0
B44 =
,
4X ++ X +
i(1 + X + 2X ++ X )X 0
B46 =
,
4X ++ X X +
i(1 + X + 2X ++ X )X 0
B54 =
,
4X ++ X +
B41 =
544
B55 =
i(1 + X + 2X ++ X )X +0
,
4X ++ X +
Furthermore, C = BT , and
0
0
0
0
0
X +
0
+
0
X
D=
0
++
0
+ X
X
0
i
++
X
1
0
0
0
X ++
0
0
0
i
X +
X ++
0
i
0
0
0
B56 =
i(1 + X + 2X ++ X )X 0
.
4X ++ X +
(A.8)
1
0
0
.
i
0
0
(A.9)
Appendix B. Fermionic terms in the staggered CP1 representation

We give here the explicit expressions for the fermionic contributions up to O(a 2 ). Defining
vectors

x(2) = 0, 2a ,
x(1) = (0, 0),
x(3) = 2a(1, 1), x(4) = 2a(1, 0),

(B.1)
(i)
we have for the fermionic terms e (k1 , k2 ) with i = 1, . . . , 4

2a
(i)
AB (k1 , k2 ) = exp i k1 xA k2 xB + x(i)
N

(i)

exp i(k1 k2 ) xj U j,AB ,
(B.2)
j
(i)
denotes the matrix element of the product of the SU(2) matrices in nearest neighwhere U j,AB
bor sites, connecting sublattices A and B within the unit cell j . The index i denotes the four
nearest neighbors starting from sublattice A. Using the notation introduced in (73), the gradient
expansion of the products of the SU(2) matrices up to O(a) have the following form

(1)
(2)
U j,AB
= Gj ,
U j,AB = Gj + 2Fjy
,

(3)
(4)
U j,AB = Gj 2Fj x .
U j,AB = Gj 2 Fj x Fjy ,
(B.3)
(i)
(k1 , k2 ) we have
For the fermionic terms BA

2a
xA xi )
exp i k1 xB k2 (
N

(i)

exp i(k1 k2 ) xj U j,BA

,
BA (k1 , k2 ) =
(i)
(B.4)
j
(i)
(i)
with U j,BA
= U j,AB
.
(i)
Next we list the terms originating from contributions proportional to t . For AA (k1 , k2 ),
i = 1, . . . , 4, we have

(1,3)

2
(1,3)
exp i(k1 k2 ) xj U j,AA ,
AA (k1 , k2 ) = exp[i k2 x4 ]
(B.5)
N
j

(2,4)
2
(2,4)
AA (k1 , k2 ) = exp[i k2 x2 ]
N
545
(B.6)
where U j,AA denotes the product of SU(2) matrices on second nearest neighbor sites on sublattice
A along the diagonals, starting from the unit cell j , and i numbers the four possibilities. They
have the following expansion in powers of a:

(1)
U j,AA = 2a z j x zj + a 2 z j x2 zj 2(zj x j + j x zj ) ,

(2)
U j,AA = 2a z j y zj + a 2 z j y2 zj 2(zj y j + j y zj ) ,

(3)
U j,AA = 2a z j x zj + a 2 z j x2 zj + 2(zj x j + j x zj ) ,

(4)
U j,AA = 2a z j y zj + a 2 z j y2 zj + 2(zj y j + j y zj ) .
(B.7)
(i)
(i)
(i)
(i)
(i)
, we have the same phase factors as for AA
but we have to replace U j,AA
by U j,BB
that
For BB
are as follows:

(1)
U j,BB = 2azj x z j + a 2 zj x2 z j + 2(zj x j + j x z j ) ,

(2)
U j,BB = 2azj y z j + a 2 zj y2 z j + 2(zj y j + j y z j ) ,

(3)
U j,BB = 2azj x z j + a 2 zj x2 z j 2(zj x j + j x z j ) ,

(4)
U j,BB = 2azj y z j + a 2 zj y2 z j 2(zj y j + j y z j ) .
(B.8)
For the contributions proportional to t we have for processes involving the sublattice A,

(1,3)

2
(1,3)
AA (k1 , k2 ) = exp[i k2 x3 ]
N
(B.9)
AA (k1 , k2 ) =
(2,4)

(2,4)

2
exp i k2 (
x2 x4 )
N
(B.10)
where U j,AA denotes the product of SU(2) matrices on second nearest neighbor sites on sublattice
A along the principal axes, starting from the unit cell j , and i numbers the four possibilities. They
have the following expansion in powers of a:
(1)
U j,AA = 2a(zj x zj z j y zj )

+ a 2 z j x2 zj 2zj xy zj + z j y2 zj

2 z j (x j y j ) + j (x zj y zj ) ,
(2)
U j,AA = 2a(zj x zj + z j y zj )

+ a 2 z j x2 zj + 2zj xy zj + z j y2 zj

2 z j (x j + y j ) + j (x zj + y zj ) ,
(3)
U j,AA = 2a(zj x zj z j y zj )

+ a 2 z j x2 zj 2zj xy zj + z j y2 zj

+ 2 z j (x j y j ) + j (x zj y zj ) ,
(i)
546
(4)
U j,AA = 2a(zj x zj + z j y zj )

+ a 2 z j x2 zj + 2zj xy zj + z j y2 zj

+ 2 z j (x j + y j ) + j (x zj + y zj ) .
(B.11)
(i)
(i)
(i)
(i)
For BB , we have the same phase factors as for AA but we have to replace U j,AA by U j,BB
that are as follows:
(1)
U j,BB = 2a(zj x z j zj y z j )

+ a 2 zj x2 z j 2zj xy z j + zj y2 z j

+ 2 zj (x j y j ) + j (x z j y z j ) ,
(2)
U j,BB = 2a(zj x z j + zj y z j )

+ a 2 zj x2 z j + 2zj xy z j + zj y2 z j

+ 2 zj (x j + y j ) + j (x z j + y z j ) ,
(3)
U j,BB = 2a(zj x z j zj y z j )

+ a 2 zj x2 z j 2zj xy z j + zj y2 z j

2 zj (x j y j ) + j (x z j y z j ) ,
(4)
U j,BB = 2a(zj x z j + zj y z j )

+ a 2 zj x2 z j + 2zj xy z j + zj y2 z j

2 zj (x j + y j ) + j (x z j + y z j ) .
(B.12)
Finally, we list below the contributions from spin interactions dressed with fermions. We
defined
F

1 (e)
F (k1 , k2 ) F (o) (k1 , k2 ) ,
2
(B.13)
with
F (e,o) (k1 , k2 ) =

4a 2
exp i(k1 k2 ) xj j ,
exp i(k1 k2 ) xA,B
N
(B.14)
where

j = 4 2Gj Gj + 2Fjy Fjy

+ 2Fj x Fjx Fjy Fjx + Fj x Fjy

+ 2 (Fjy Fj x )Gj + Gj Fjy
Fjx ,
(B.15)
j .
i
contains the contributions from
( )
Appendix C. Effective action Seff
We display here, in order to facilitate a reproduction of our results, the different contributions
to the part of the action containing the -fields (123) after imposing the constraint (128). We
547
consider first the part containing temporal derivatives in (123)

z + z =
2 z2
z2 2
z z1 + z2 2 z2 2 .
1
1
|z1 |2
|z1 |2 1
We consider next the interaction part in (123). Here we have

2

z2 2
+ 2 .
G = 2z1
|z1 |2
Then, for the different terms entering (123) we have,

|z2 |4 + |z1 |4
2
2 2
2 2
|2 | + z2 2 + z2 2 ,
G G=4
|z1 |2
2

z 2
G F = 2z1 2 2 + 2 F ,
|z1 |
2

z2 2
+ 2 .
F G = 2F z1
|z1 |2
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Quantum and classical integrable sine-Gordon model

with defect
Ismagil Habibullin a,1 , Anjan Kundu b,
a Department of Mathematics, Faculty of Science, Bilkent University, 06800 Ankara, Turkey
b Saha Institute of Nuclear Physics, Theory Group & Centre for Applied Mathematics and Computer Science,
1/AF Bidhan Nagar, Calcutta 700 064, India

Abstract
Defects which are predominant in a realistic model, usually spoil its integrability or solvability. We on
the other hand show the exact integrability of a known sine-Gordon field model with a defect (DSG), at the
classical as well as at the quantum level based on the YangBaxter equation. We find the associated classical
and quantum R-matrices and the underlying q-algebraic structures, analyzing the exact lattice regularized
model. We derive algorithmically all higher conserved quantities Cn , n = 1, 2, . . . , of this integrable DSG
model, focusing explicitly on the contribution of the defect point to each Cn . The bridging condition across
the defect, defined through the Bcklund transformation is found to induce creation or annihilation of a
soliton by the defect point or its preservation with a phase shift.
PACS: 02.30.Lk; 11.15.Tk; 02.20.Uw; 11.10.Lm; 72.10.Fk
Keywords: Sine-Gordon model with defect; Classical and quantum integrability; YangBaxter equation; Infinite
conserved quantities; Soliton creation/annihilation by the defect
* Corresponding author. Tel.: +91 33 2337 5346; fax: +91 33 2337 4637.
E-mail addresses: habibullin_i@mail.rb.ru (I. Habibullin), anjan.kundu@saha.ac.in (A. Kundu).

1 On leave from Ufa Institute of Mathematics, Russian Academy of Science, Chernyshevskii Str. 112, Ufa 450077,
Russia.
doi:10.1016/j.nuclphysb.2007.11.022
550
I. Habibullin, A. Kundu / Nuclear Physics B 795 [FS] (2008) 549568
1. Introduction
Systems with defects and impurities are prevalent in nature. Many theoretical studies are
dedicated to various models with defects starting from classical and semiclassical to quantum as
well as statistical models [1], with several of them devoted exclusively to the sine-Gordon (SG)
model with defect (DSG) [2] or inhomogeneity [3], which have enhanced physical importance
[4,5]. A specific form of DSG model with a defect at a single point x = 0:
u
tt uxx + sin u = 0,
for u+ = u(x 0, t), u = u(x 0, t),
(1.1)
exhibiting intriguing properties close to integrable systems was investigated in a series of papers
[2,6]. These investigations aimed to find out mainly the additional contribution of the defect point
to the conserved Hamiltonian and momentum of the system, using the Lagrangian formalism
and the effect of the defect point on the soliton solution using the scattering theory. Though the
studies were concentrated basically on the classical aspects of this model, some semiclassical
and quantum arguments were also put forward [6]. The important central idea of this approach is
the existence of an auto Bcklund transformation (BT) frozen at the defect point x = 0, relating
two solutions u of the SG equation along the positive and negative semi-axis [2,6].
Our aim here is to establish the suspected integrability of the above DSG [2], by showing the
existence of infinite set of its conserved quantities and finding them explicitly. The idea is to adopt
the monodromy matrix approach expressed through matrix Riccati equation [7], a true signature
of the integrable systems [8], and couple it with the important concept of extending the domain
of defect fields u through BT [9]. This approach yields apart from finding out systematically
the defect-contribution for all higher conserved quantities, an intriguing possibility of creation or
annihilation of soliton by the defect point.
More significantly, exploiting the ancestor model approach of [10] we find an exact lattice
regularized version of the DSG model by using the realizations of the underlying algebra. This
allows to solve the long awaiting problem of establishing the complete integrability of this model,
by finding the classical and the quantum R-matrix solutions and showing the exact solvability
of the classical and quantum YangBaxter equations (YBE). The exact algebraic Bethe ansatz
solution can also be formulated for the quantum DSG model, though its explicit resolution needs
further study.
2. Bridging condition and Lax pair for the SG model with defect
We focus on the central idea in DSG model (1.1) of gluing its fields u across the defect point
through the BT as
u+
x (x, 0) = ut (x, 0) + p(x) + q(x),
u+
t (x, 0) = ux (x, 0) + p(x) q(x)
(2.2)
where
u+ (x, 0) u (x, 0)
u+ (x, 0) + u (x, 0)
,
q = a 1 sin
,
(2.3)
2
2
with parameter a signifying the intensity of the defect. However, we would like to stress on an
important conceptual difference in the role of BT (2.2), (2.3) played in the present approach
and that in the previous studies [2,6], where the above BT was considered to be frozen at the
defect point x = 0, and hence playing no role at any other point: x = 0. Therefore, since the
solutions u (x) cannot be related through BT at other points along the axis, soliton number
p(x) = a sin
551
remains unchanged while moving across the defect point [6]. We on the other hand implement
here the idea of [9] used in the semi-axis SG model, where the domain of the field is extended
with the application of BT. Therefore in place of a frozen BT we use (2.2) effectively at all points
of the axis including the defect in the following sense.
Define a solution of the SG equation with rapidly decreasing initial data

ut (x, 0) if x 0,
u (x, 0) if x 0,
u(x, 0) =
and ut (x, 0) =
u+
u+ (x, 0) if x 0,
t (x, 0) if x 0,
satisfying the gluing conditions (2.2) and having the limits lim|x| u(x, 0) = 0. This field solution of the SG equation allows to extend the pair of functions u (x, 0), u
t (x, 0) smoothly from
the left half-line x 0 onto the whole line using the BT (2.2) with a limiting value at the positive infinity x +: u (x, 0) 2m with an integer m . Following [9] one can prove also
the existence and uniqueness of such an extension. Similarly one can prolong the other pair of
functions u+ (x, 0), u+
t (x, 0) from the right half-line to the whole line by means of the same BT
and get u+ (x, 0) 2n+ , at x , n+ being another integer. Now one has two potentials
u+ (x, 0), u+
t (x, 0) and u (x, 0), ut (x, 0) related to each other by the BT. If the function u(x, t)
satisfies the DSG equation then the functions u+ (x, t) and u (x, t) solve the usual SG equation. However in the context of the DSG which is the focus model here, such extensions can be
considered to be virtual and used for mathematical manipulations, while the physically observable fields are only u in the domain x < 0 and similarly u+ in x > 0. Therefore any solution u
moving from the left along the axis x < 0 would be transformed after crossing the defect at x = 0
to a solution u+ in the region x > 0, determined through the relations (2.2). Therefore, as we see
below, it opens up the possibility of creation or annihilation of soliton by the defect point, which
was prohibited in earlier studies due to consideration of a frozen BT relation [6]. Apart from
these solutions, a single soliton suffering a phase shift, while propagating across the defect point,
as found earlier [2,6], seems also to be present. Interestingly, the BT expressed through scalar
relations (2.2) can be incorporated more efficiently into the machinery of integrable systems by
representing it as a gauge transformation relating the Lax pairs of the DSG:

1
1
U u + = F 0 U u F 0
+ Fx0 F 0 ,

1
1
V u+ = F 0 V u F 0
(2.4)
+ Ft0 F 0
where F 0 (, u+ , u ) is the Bcklund matrix (BM)
0
F , u , u
=e
4i 3 u
M(, a)e
i
+
4 3 u
M(, a) =

a
,
(2.5)
involving both fields u and bridging between them at all points, including the defect point
x = 0. We can check directly from the matrix BT relations (2.4) that by inserting the explicit
form of SG Lax operators [8]:

1
u
u
U=
ut 3 + k1 cos 2 + k0 sin 1 ,
4i
2
2

u
u
1
ux 3 + k0 cos 2 + k1 sin 1 ,
V=
(2.6)
4i
2
2
where k0 = + 1 , k1 = 1 , with spectral parameter , and comparing the matrix elements, one
can derive the scalar BT relations (2.2). It is also obvious from (2.4) using the flatness condition
552
Ut Vx + [U, V ] = 0 that if u is a solution of the SG equation, so is u+ . Note also that since

the corresponding Jost solutions are related by (, u+ ) = F 0 (, u+ , u )(, u ), the exact
N -soliton solution may change its number by one, after crossing the defect point, a possibility
lost for the frozen BT [6].
3. Conserved quantities for DSG model
For deriving the infinite set of conserved quantities, an essential property of an integrable
system, for the SG model with a defect we combine the matrix Riccati equation technique for the
standard SG model [7] with the idea of bridging scattering matrices through BT [9]. Therefore
let us first describe briefly the technique developed by FaddeevTakhtajan for the SG model.
3.1. Conserved quantities for SG model
Define the monodromy or the transition matrix as a solution to the associated linear equation
dT
(x, y, ) = U (x, )T (x, y, ),
dx
(3.7)
with the initial data T (y, y, ) = 1. To expand the transition matrix in asymptotic power series
as | | , it is convenient to gauge transform the variable
T T (x, y, ) = 1 (x)T (x, y, )(y)
(3.8)
in Eq. (3.7), with (x) = e 4 u(x)3 and represent it as a product of amplitude and a phase

1
T (x, y, ) = 1 + W (x, ) exp Z(x, y, ) 1 + W (y, ) ,
(3.9)
where W (x, ) is an off-diagonal and Z(x, y, ) a diagonal matrix, satisfying the condition
Z(x, y, )|x=y = 0. By a direct substitution of the gauge transformed T in the form (3.9) into
Eq. (3.7) one gets
1
Z(x, y, ) =
4i

x
1

(x )3 + 2 2 eiu(x )3 W (x , ) dx ,
(3.10)
where (x) = ut (x, t) + ux (x, t) and W (x, ) solves a matrix Riccati equation

dW
1
1 iu3
1
W 2 eiu3 W .
= 3 W + (2 W 2 W )
2 e
dx
2i
4i
4i
(3.11)
This nonlinear equation due to very special form of the coefficients admits asymptotic integration
at ,
W (x, ) =

Wn (x)
n=0
(3.12)
where W0 = i1 . Putting expansion (3.12) in (3.11) and comparing the coefficients with different
powers of we get the recurrence relation
553
dWn (x)
i
Wk (x)1 Wn+1k (x)
(x)Wn (x) +
dx
2
n
Wn+1 (x) = 2i3
k=1
n1
i
i
Wk (x)1 eiu(x)3 Wn1k (x) 1 eiu3 n,1 ,

2
2
for n = 0, 1, . . . .
k=0
(3.13)
The corresponding expansion for Z(x, y, ) =
x
1
Zn (x, y) =
4
(xy)
4i 3
Zn (x,y) ,
+ i n=1
n
yields from (3.10):

2 eiu(x )3 Wn1 (x ) Wn+1 (x ) dx ,
(3.14)
where matrices Wn , Zn are of the form

Wn (x) = w n (x)+ + wn (x) ,

1
Zn (x) = zn (x)(I + 3 ) + zn (x)(I 3 )
2
and relations above can be written as the recursion relations starting from n 1
(3.15)
2 dwn (x)
i
wk (x)wn+1k (x)
(x)wn (x) +
i dx
2
n
wn+1 (x) =
k=1
i
zn (x, y) =
4
i
2
x
n1

k=0
i
wk (x)eiu(x) wn1k (x) eiu n,1 ,
2

wn+1 (x ) eiu(x ) wn1 (x ) dx ,
and
(3.16)
(3.17)
with w0 = i. To derive finally the set of conserved quantities we take the limit of the monodromy
matrix T (x, y, )x+,y = T ( ) = eP ( ) + O(| | ) where

1
)(I 3 ) ,
p( )(I + 3 ) p(
2

zn (x, y)
1
p( ) =
lim
(x y) .
x+, y
n
4
P ( ) =
(3.18)
n=1
As
in [7] the generating function of the conserved quantities: p( ) = log a( ) =
shown
Cn
,
at | | is obtained by solving the recurrence equation (3.16) as
i
n
n=1
1
C1 =
4
+

2

1
ut (x) + ux (x) + 1 cos u(x) dx
2
(3.19)
and for arbitrary n > 1

i
Cn =
4
+

wn+1 (x) eiu(x) wn1 (x) dx.
(3.20)
554
To derive the asymptotic expansion for 0 it suffices to use the involution [7] (, , u)
1
(
with = ut , which leaves the Lax pair invariant. As a result we get log a( ) =
, , u),
n , as 0, where C = 1 lim
n
C
i
0
x+ u(x, t) and Cn (, u) = (1) Cn (, u),
n=1 n
2

1 + 1
2
n = 1, 2, . . . , giving in particular C1 = 4 ( 2 (ut (x) ux (x)) + (1 cos u(x))) dx.
Therefore one can get the explicit form of the momentum P and the Hamiltonian H of the
SG model as

P = 2(C1 + C1 ) =
P (u) dx,
P (u) = ux ut ,
H (u) dx,
H (u) =
H = 2(C1 C1 ) =

1 2
ux + u2t + (1 cos u).
2
(3.21)
3.2. Extension to DSG model

We now extend the above result of the standard SG model to the SG with a defect (DSG)
showing that the DSG equation admits an infinite set of conserved
+quantities indicating the integrability of this system. In fact, any conserved quantity Cn = n (x, t) dx of the SG model
can be transformed into a conserved quantity for the DSG model by adding some extra term Dn ,
as the contribution from the defect, such that
0
Cnd
+
n (x, t) dx + Dn +
n (x, t) dx.
(3.22)
Our aim is to find an algorithm for evaluating the additional terms Dn , for which we suitably
modify the above approach for the SG model [7] by using (2.4), a crucial relation in the DSG
model. In analogy with the SG we define the monodromy matrix of the DSG as a solution to
the associated linear equation with a defect at the point x = 0: dT
dx (x, y, ) = U (x, )T (x, y, ),
x = 0, y = 0 with the initial data T (y, y, ) = 1. At the point x = 0 we have the jumping condition
T (0+, y, ) =
1
F 0 ( )T (0, y, ),
ia 0
y = 0,
(3.23)
where F00 ( ) is the crucial gluing operator (2.5) at the defect point taking naturally the form

i3 u(0)
F00 ( ) = 1 (0)M(, a)(0+), where (0) = exp
(3.24)
.
4
Similar to the SG case we gauge transform T T (x, y, ) as in (3.8) and represent it as in (3.9),
where W solves a Riccati type equation (3.11) and Z is found explicitly in terms of W as
in (3.10). For finding the conserved quantities Cnd , though we use again the same expansion

n , the elements of the diagonal matrices
at : Z(x, y, ) = (xy)
n=1 Zn (x, y)
4i 3 + i
Zn (+, ) = Zn (+, 0+) + Zn (0+, ) = Zn (+, 0+) + 1i Dn + Zn (0, ), have
now the contribution from the defect point: iDn = Zn (0+, ) Zn (0, ). Therefore
the general form of the set of conserved quantities may be given by Cnd = Cn+ + Cn0 + Cn ,
555
n = 1, 2, . . . , where Cnd = trace(3 Zn (+, )), with

Cn+ = trace 3 Zn (+, 0+) ,

Cn = trace 3 Zn (0, ) ,
Cn0 = i trace(3 Dn ).
(3.25)
Following therefore the above approach [7] with our extension, in place of (3.14) we arrive at
1
Zn (+, ) =
4
0
1
4

1
2 eiu3 Wn1 (x) Wn+1 (x) dx + Dn
i

2 eiu3 Wn1 (x) Wn+1 (x) dx,
(3.26)
where Wn = wn + + wn are the known solution of the Riccati equation (3.16).

For deriving the defect contribution Dn , n = 1, 2, . . . , explicitly, introduce the limiting monodromy matrix
T (x, ) = lim T (x, y, )E (y, ),
y
1
E(x, ) =
2
where E (x, ) = e 2 n3 E(x, ),

1
1
1 i
e 4i ( )3 x ,
i 1
(3.27)
with limy u(x, t) = 2n. Using () = 1 and the jumping condition (3.23) we get
T (0+, ) = F0 ( )T (0, ),
where T (x, ) = 1 (x)T (x)
(3.28)
and

1
1 (0+)F00 ( )(0) = e+ 3
a
ia

+H
0
A1
=
, where H = a
,
A
0
ia
F0 ( ) =
2
,
A = e+
e = e 4 (u
+ (0)u (0))

a 3
e+
(3.29)
Using (3.9) and (3.27) it follows from (3.28) that (1 + W (0+, )) exp(Z(0+, , )) =
F0 ( )(1 + W (0, )) exp(Z(0, , )) or readjusting,

1 + W (0+, ) exp D( ) = F0 ( ) 1 + W (0, )
(3.30)
where D( ) = Z(0+, , ) Z(0, , ) is responsible for generating the addition to the

conserved quantities due to the defect.
Note that in Eq. (3.30) the two unknown quantities D( ) and W (0+, ) should be determined through two other known quantities F0 ( ) and W (0, ), where F0 ( ) is given explicitly
as (3.29) and W (0, ) is a solution of the known Riccati type equation for the SG model for
the half-line x (, 0). For solving D( ) we consider expansion for large values of :
556

n
exp D( ) = exp
Dn
=1+
D n n ,
n=1
1 + W (x, ) =
and
n=1
Wn (x) n
(3.31)
n=0
and similarly for vanishing values of 0:

n
D n n ,
exp D( ) = exp
Dn = 1 +
n=1
1 + W (x, ) =
and
n=1
Wn (x) n .
(3.32)
n=0
Let us evaluate first the case with large which yields from (3.30) using (3.31) the equation

n
n
(3.33)
Wn (0+)
Wn (0) n ,
( ia) 1 +
= ( + H )
D n
n=0
n=1
n=0
where W0 (x) = 1 + i1 . Gathering coefficients before different powers of in the matrix equation (3.33) one gets a recurrent procedure for solving the off-diagonal matrices Wn (0+) and
diagonal matrices Dn from the knowledge of Wn (0) and H :
:
W0 (0+) = W0 (0),
(3.34)
W1 (0+) iaW0 (0+) + W0 (0+)D 1 = W1 (0) + H W0 (0),

W2 (0+) iaW1 (0+) + W1 (0+) iaW0 (0+) D 1 + W0 (0+)D 2
(3.35)
= W2 (0) + H W1 (0),
(3.36)
and so on. For instance, the first nontrivial result is obtained from (3.35): D 1 = D1 = ia + iH 1
yielding

(u+ (0) + u (0))
C10 = i trace(3 D1 ) = a A + A1 = 2a cos
(3.37)
,
2
as a contribution of the defect point to the conserved quantity C1d .
For finding next D2 use (3.36) rewriting it as W2 (0+) iaW1 (0+) + (W1 (0+) ia(1 +
i1 ))D 1 + (1 + i1 )D 2 = W2 (0) + H W1 (0). By taking the diagonal part of this matrix equation one gets D 2 = H W1 + ia D 1 , which using the relation D 2 = D2 + 12 D12 yields
1
D2 = H W1 (0) + iaD1 D12 ,
(3.38)
2
where W1 (0) is obtained by solving the Riccati equation as w1 (x) = i(p (x) + u
x (x)).
Therefore C20 = i trace(3 D2 ) is the contribution of the defect point to the conserved quantity C2d . In this recurrent way we can find systematically the contribution of the defect point at
x = 0 to all higher conserved quantities for this integrable DSG model. Note that one can also
explicitly determine from the above equations
W0 (0+) = W0 (0) = 1 + i1 ,
W1 (0+) = W1 (0) a1 i1 D 1 + H = W1 (0) + 1 H 1 + H,
etc., showing the effect of the defect on the monodromy matrix across the defect point.
(3.39)
557
Now we switch over to the complementary case 0 and look for the conserved quantities
d = trace( Z (+, )) through the expansion
Cn
3 n
Z(x, y, ) =

(x y)
Zn (x, y) n .
3 + i
4i
(3.40)
n=1
We have to perform now similar expansion in the positive powers of in all the above formulas
noticing the crucial symmetry of the monodromy matrix [7] T (x, 1 ; u, p) = T (x, ; u, p),
which is obvious from the symmetry of the SG Lax operator (2.6). It is crucial to note however
that the unknown part of the monodromy matrix Wn (0+) across the defect point, as evident
from (3.39), depends on both u+ , u and obviously the above symmetry is lost. Therefore we
+
use this symmetry only for u u (with same u
t ) without changing the field u (but with
ut ut , to preserve the canonical structure), and expect the consistent solution of the jump
condition. Therefore in place of (3.28) we get the condition

1
T (0+, ) = F 0 ( )T (0, ), where T 0, ; u , p = T x, ; u , p
(3.41)
for the known solution of the Riccati equation and

1
1
1
1 1
1
H
3
3
a
=
,
e
F0 ( ) = F0 , ; u , u+
e
1
i
a
( 1 + ai )
a1 1
+ a

1
i +
0
A 1
2
= e
where H =
=
exp
(0)
u
(0)
.
u
,
A
0
a A
2
(3.42)
Note that in (3.42) we have made the transformation 1 , a a1 and u (0) u (0),
preserving p (0) p (0) and u+ (0) u+ (0), which demands also p0+ p0+ for ensuring
the corresponding quantum defect matrix F0d (5.75) to be a solution of the QYBE at the discrete
level. This however does not affect (3.42) obtained in the continuum.
Considering the above we obtain the corresponding matrix equations

i
1
1
n
n
(3.43)
+
1+
H
Wn (0+)
W n (0) n .
D n =
n=0
n=1
Arguing in a similar way we get finally the required solutions

1
D1 = i
+ H 1 ,
a
i
1 2
D 2 = H W 1 (0) D 1 D 1
,
a
2
n=0
(3.44)
(3.45)
where W 1 is obtained from the corresponding Riccati equation through the solution w 1 =
d
i(p (x) u
x (x)). Note that the contribution of the defect point to the conserved quantity C1
is
0
C1
= i tr(3 D1 ) =

(u+ u
2
1
0)
A + A 1 = cos 0
,
a
a
2
(3.46)
558
d is C 0 = i trace( D
while to C2
3 2 ). Therefore we can derive the general form for conserved
2
quantities by using the simple symmetry

1 +
Cn = (1) Cn p , u ,
Dn = (1) Dn , u (0), u (0) ,
a
from those obtained in (3.26). Using the conserved quantities derived above we can extend now
the expressions (3.21) for the momentum and the Hamiltonian of the SG model to include the
extra contributions due to the defect point at x = 0:
0
P
(def)
P u

dx +

P u+ dx
u+ (0) + u (0)
u+ (0) u (0)
2a cos
+ 2a 1 cos
2
2
(3.47)
and
0
H
(def)
H u

dx +

H u+ dx

u+ (0) + u (0)
u+ (0) u (0)
2a cos
+ 2a 1 cos
,
2
2
(3.48)
where the momentum and Hamiltonian densities P (u), H (u) are given by their standard expression (3.21). To convince ourselves that (3.47), (3.48) are indeed conserved, we check it by direct
calculation. For this we may use an identity Dt (ux ut ) = Dx ( 12 (u2t + u2x ) + cos u), which follows
easily from the SG equation utt uxx = sin u. Therefore noting that u (x) together with their
derivatives vanishes respectively at x = , we get

1 2 2
1 + 2 + 2
Dt P (def) =
+ cos u
ux
ut + ux
u
2
2 t

+

+
+
cos u + ut + ut p ut ut q ,
(3.49)
x=0
where
u+ + u
u+ u
,
q = a 1 sin
.
2
2
Using now the Bcklund gluing condition at x = 0
p = a sin
u+
x = ut + p + q,
u+
t = ux + p q
and consequently
+ 2 2
ux = ut + p 2 + q 2 + 2u
t p + 2ut q + 2pq,
+ 2 2
ut = ux + p 2 + q 2 + 2u
x p 2ux q 2pq
(3.50)
(3.51)
(3.52)
+ 2 +
+
2
we can substitute (u+
x ) , (ut ) , ux and ut through their expressions above and apply the identity
+
cos u cos u = 2pq to derive from (3.49) Dt P (def) = 0.
559
Turning now to H in (3.21) we use another identity Dt (H (u)) = Dx (ux ut ), which follows
again from the SG equation, and we show similarly that H (def) is also a conserved quantity.
Indeed we get

+

+
+ +

Dt H (def) = u
(3.53)
t ux ut ux + ut + ut p + ut ut q x=0
where p and q are as defined in (3.50). Using again the BT (3.51) we can rewrite the first part
+
+
of (3.53) as u
t (ut (p q)) ut (ut + (p + q)), which clearly cancels with its second part
(def)
to give zero, proving H
to be a conserved quantity.
4. Soliton solution in DSG with its possible creation and annihilation
We now find the relation between the scattering matrices linked to two -regions and the
intriguing contribution of the defect point in creation or annihilation of the soliton. At the same
time using the BT (2.4) unfrozen at all points as explained above we can find soliton solutions
showing explicitly their creation, annihilation or preservation with a phase shift.
To clarify the procedure we introduce some definitions refining that of (3.27), where we denote
T () to indicate monodromy matrix belonging to the fields u , respectively. Remind that the
fields have the space asymptotics:
u 2m
u 2n
for x +,
(4.54)
for x
which provide the following asymptotics for

()
T (x, ) e
i
2 3 n
(4.55)
T ()
E(x, ) for x
(4.56)
and similarly
()
T+ (x, ) e
i
2 3 m
E(x, ) for x +.
(4.57)
We further relate the matrices involved using the bridging condition as

T (+) (x, y, ) = F 0 (x, )T () (x, y, )C(y, ),
(4.58)
with F 0 (x, ) as in (2.5) and a matrix-valued function C(y, ) which does not depend on x but
depends on y and . Using the chain of relations (4.54)(4.57), we can relate the monodromy
matrices in the region as
T(+) (x, ) = F 0 (x, )T() (x, )F1 ,
where F = diag( + ia , ia )
(4.59)
with
a+ = a(1)m+ +m ,
a = a(1)n+ +n .
(4.60)
()
T
at the infinities,
To get these relations one has to compare asymptotics of the functions
choosing C(x, ) through F 0 (x, ) matrix.
()
()
Therefore from the definition of the scattering matrix S () ( ) = (T+ (x, ))1 T (x, ) we
relate them as
S (+) ( ) = F+ S () ( )F1 .
(4.61)
560
(a)
(b)
(c)
Fig. 1. Soliton solutions (sin u(x,t)

2 ) for DSG with a defect at x = 0 showing (a) creation, (b) annihilation and (c) preservation with phase shift of soliton by the defect point.
Now from (4.61) we get finally the relations between the scattering data

and
s + = a + ( ), b+ ( ), 1+ , 2+ , . . . , n++ ; 1+ , 2+ , . . . , N++

s = a ( ), b ( ), 1 , 2 , . . . , n ; 1 , 2 , . . . , N
as

+ ia+
a + ( ) = a ( )
,
+ ia

+ ia+
b+ ( ) = b ( )
,
ia
(4.62)
etc., where a as defined in (4.60) involve asymptotic (m , n ) for the fields at space-infinities
and the defect intensity a.
There can be three distinct possibilities [9]:
(1) a+ = (1)m+ +m a < 0, a = (1)n+ +n a > 0, when soliton number increases by 1:
N+ = N + 1 (a soliton with N+ = ia is created by the defect). We have j = j+ , j = j+
for j = 1, 2, . . . , N , the set S + has an extra eigenvalue N++ compared with S , and a + ( ) =
+
a ( ) ia
+ia , b ( ) = b ( ).
(2) a+ > 0, a < 0, when N+ = N 1 and j = j+ , j = j+ for j = 1, 2, . . . , n+ , the set
S has an extra eigenvalue N+ compared with S + and a ( ) = a + ( ) ia

+ia , b ( ) = b ( ).
(3) m+ + m = n+ + n (mod 2), when N = N+ . The sets S + , S have the same number
+ia
of eigenvalues and j = j+ , j+ = jj ia j for j = 1, 2, . . . , N+ , a + ( ) = a ( ), b+ ( ) =
b ( ) +ia
ia .
In cases (1) and (2) there exists some extra defect soliton with a very special behavior. Consider the case (1). If this soliton moves to the right and originally is located on the left half-line
x < 0 then it will appear as 2-soliton after defect, i.e. a soliton will be created for x > 0 (see
Fig. 1(a)). For u as 1-kink solution the boundary condition (BC) gives n = 0, m = 1, while
for u+ as 2-kink solution it corresponds to n+ = 0, m+ = 2, fulfilling the required condition that
n + n+ = 0 even, while m + m+ = 3, odd. In case (2) we have a similar but opposite situation.
A 2-soliton moving to the right from x < 0 will be converted into 1-soliton after the defect, i.e.
a soliton can be annihilated by the defect point (see Fig. 1(b)). Here for u as 2-kink solution
the BC can give n = 1, m = 1, while for u+ as 1-kink solution it yields n+ = 0, m+ = 1,
having the required condition n + n+ = 1 odd, while m + m+ = 2, even.
We can derive such exact soliton solutions explicitly from the BT (2.4). For example inserting for u , 1-kink solution in the Hirota form: u = 2i ln ff+ , f = 1 f , f = ek0 x+k1 t+0 ,
where k0 = cosh , k1 = sinh we can extract from the BT a 2-kink solution for u+ in the form
561

()
u+ = 2i ln ff+ , f = 1 (f1 + f2 ) + s( 12 (1 2 ))f1 f2 , fa = ek0
()
x+k1 t+
, with scatter-
ing amplitude s(t) = tanh t , and with certain relations connecting the parameters , and the
defect parameter a. For 2 = 1 = ei , one gets the kinkantikink bound state (breather solution).
In case (3) there is no creation/annihilation of soliton by the defect. In this case soliton
passing through the defect will suffer a phase shift of + = log +a
a , since the parameters
2
j are changed. As also shown in [2,6], if we insert 1-kink u = 2i ln ff+ , f = 1 f1 ,
f1 = ek0 x+k1 t+1 in BT we can again have 1-kink solution for u+ = 2i ln f+ , f = 1 f2 ,

f
sinh dsinh
f2 = ek0 x+k1 t+2 , with a phase shift given by e1 2 = cosh
d+cosh where k0 = 2 cosh ,
1
1
k1 = 2 sinh , a + a = 2 cosh d, a a = 2 sinh d (see Fig. 1(c)). Note that the BC for the kink
solutions corresponds to n = n+ = 0, m = m+ = 1, giving m + m+ = n + n+ (mod 2), as
predicted above.
5. Classical and quantum integrability of DSG through YangBaxter equation

A semiclassical treatment of the DSG model through factorizable S-matrix together with some
possible quantum features are presented in [6]. However for establishing the exact classical and
quantum integrability, it is necessary to show the validity of the YangBaxter equation for this
model both at the classical and the quantum level. Our aim is to carry out this program by finding
the associated quantum and classical R-matrix and the lattice regularized Lax operators for this
system including the defect point, as exact solutions of the YBE. Subsequently we formulate
the algebraic Bethe ansatz for the quantum DSG model. Our strategy is to follow closely the
approach of the standard quantum SG model [11] in combination with the ancestor model scheme
of [10].
5.1. Exact quantum integrability of lattice DSG model
We try to construct first an exact lattice regularized version of the quantum DSG model
through a discrete monodromy matrix

N
T ( ) = T N+ ( )F0d , u+
(5.63)
( )
0 , u0 T
where

+
+
T N+ ( ) = UN+ , u+
N U1 , u1 ,

T N ( ) = U1
, u
1 UN , uN
(5.64)
with Uj (, u
j ), j = 1, . . . , N being the discrete quantum Lax operator of the lattice SG
model defined along both sides of the defect, while F0d (, u+

0 , u0 ) is the quantum Lax operator
at the defect point j = 0. Recall that [11] for quantum integrability the monodromy matrix of the
system (5.63) must satisfy the global version of the quantum YBE (QYBE)

R(, )T ( ) T () = T () I T ( ) I R(, ),
(5.65)
which taking trace from
both the sides yields evidently the relation [ ( ), ()] = 0, where
( ) = trace T ( ) = n Cn n , giving finally the quantum integrability condition through the
562
commuting set of conserved quantum operators as: [Cn , Cm ] = 0. If we ensure ultralocality condition, i.e. all constituent Lax operators Uj , j [1, N ] and F0d , in (5.63) situated at different
lattice sites mutually commute, then it follows from (5.65), that each of these local Lax operators
Uj , F0d must also satisfy exactly the local QYBE:

R(, )Lj ( ) Lj () = Lj () I Lj ( ) I R( )
(5.66)
with the same quantum R-matrix, where Lj Uj at j [1, N ] and L0 F0d at the defect point. The transition from local QYBE (5.66) to the global one (5.65) is a reflection of the
coproduct structure of the Hopf algebra property of the underlying quantum algebra [12].
It is known that the standard SG model satisfies (5.66) with trigonometric R trig -matrix [11]
11
22
= R22
= a(, ),
R11
11
22
R22
= R11
= b(),
a(, ) = sin( + ),
b() = sin ,
12
21
R21
= R12
= c(),
where
c() = sin .
(5.67)
Our task therefore is to find the discrete Lax operators Uj and F0d , which in one hand would
satisfy the QYBE (5.66) with R trig -matrix (5.67) and on the other hand would recover the DSG
field model, we have started with. That is the construction of the exact Lax operator solutions
of the QYBE: Uj and F0d would be such that they would reduce in the continuum limit (lattice
constant 0) to the field Lax operator of the SG model U (x, ) (2.6) and the BT matrix F00
(2.5), respectively. For such a construction we turn to the general scheme of [10], where it was
shown that any Lax operator satisfying the QYBE (5.66) with R trig -matrix (5.67) can be obtained
as a particular realization of the ancestor Lax operator
3
(+) is 3

+ 1 c1() eis
2 sin sq()
c1 e
trig
Lanc ( ) =
(5.68)
,
3
3
(+)
(+)
()
2 sin sq
c2 eis + 1 c2 eis
with the quantum spin operators generating a generalized quantum algebra
(+) () (+)

1

sq , sq = M
sin 2s 3 i M () cos 2s 3
,
sin

3 ()
M () , = 0.
s , sq = sq() ,
(5.69)
Here the deforming operators M () = (c1 c2 c1 c2 ) are expressed through ca , a = 1, 2,

which are mutually commuting and central (superscripts () here are obviously different from
the field labels used in the DSG).
We intend to construct the quantum Lax operators Uj and F0d as a solution of QYBE in a
(+) ()
() (+)
()
()
unified way from the same (5.68). Note that a reduction as ca

to suq (2) algebra

sin(2s 3 )
,
sq(+) , sq() = 22
sin

s 3 , sq() = sq() ,
= i, a = 1, 2, takes (5.69)
q = ei
(5.70)
which can be realized in canonical variables [u

j , pk ] = ij k as
s3 =
u
,
2

sq(+) u , p = e2ip g u , ,
1
where g(u, ) = (1 + 2 cos (u + 1)) 2 sin1 .

sq() = sq(+) ,
(5.71)
563
Inserting the generators of suq (2) realized as (5.71) in (5.68) we recover the quantum Lax
operators:
u
()
sin ( + 2j )
sin sq (u
, pj )
j
,
= ei
Uj =
(5.72)
u
(+)
j
sin ( 2 )
sin sq (uj , pj )
for the fields u
j on the lattice in conformity with the SG model [13].
For constructing the discrete BT operator F0d (, u

0 , p0 ) again from (5.68), we choose the
reduction ca(+) = 1, ca() = 0, a = 1, 2, giving M () = 0 and reducing (5.69) to a simpler algebra

sq(+) , sq() = 0,
eis sq() = ei sq() eis .

3
(5.73)
Fortunately, we can find a consistent realization of the algebraic relations involving both the
canonical fields (u
0 , p0 ) in the form
3
eis = e ,
e = e

sq(+) = sq() = ae+ P1 ,
i 4 (u+
0 u0 )
P = e
i2(p0+ p0 )
where
(5.74)
e P = ei P e ,
it is instructive to check that the

With commutation relations [e+ , P ] = 0,
generators (5.74) satisfy the algebra (5.73). Therefore the Lax operator (5.68) reduces finally to
the explicit form
1
1

2 3
2 3 0
=
P
,
u
P
,
p
F
,
F0d , u
0
0
0
0

i
i
+
F 0 , u+ , u = e 4 3 u M(, a)e 4 3 u ,
(5.75)
connecting remarkably to the BT operator F00 (, u

0 ) (2.5) for the DSG model. Note that both
the above discrete Lax operators obtained as realizations of the quantum integrable L-operator
(5.68), by construction must satisfy the QYBE exactly with the R trig -matrix. Consequently,
(5.63) with (5.64) represent a quantum integrable discrete DSG model.
5.2. Exact classical integrability
As the quantum Lax operator should satisfy the QYBE for its quantum integrability, the corresponding classical Lax operator consequently should satisfy its classical analog the classical
YBE (CYBE) [14]

Lj ( ), Lj () PB = j k r(, ), Lj ( ) Lk () .
(5.76)
Note that at the classical limit h 0, the quantum commutator should reduce to the Poisson
bracket (PB) and the operator elements of the quantum Lax operator would become just functions, with the form of the Lax operators (5.72), (5.75) remaining the same. Only the normal
ordering needed in the quantum case should be ignored now. However since the R-matrix provides the structure constant for the commutation relations, for transition to the classical limit
This therefore defines the
we have to scale the parameter in the R-matrix (5.67) as h.
classical limit as 0 in all the elements of the quantum R-matrix reducing it to the classical
r-matrix: sin1 R(, ) = I + r() + o(), r() = sin1 R|=0 as
564

11
22
r11
= r22
= a0 (),
11
22
12
21
r22
= r11
= 0,
r21
= r12
= c0 (), where
1
c0 () =
,
a0 () = cot(),
(5.77)
sin
while the QYBE (5.66) reduces to the CYBE (5.76). The underlying algebraic relations are
turned into PB relations at this classical limit, which is achieved by taking 0 in (5.69),
only in the terms that come from the R-matrix. As a result the classical limit of (5.69) is given
by
(+) ()

sq , sq PB = M (+) sin 2s 3 i M () cos 2s 3
is 3 ()
3
, sq PB = ieis sq() .
e
1
sin2
,
(5.78)
Therefore similar to the quantum case, any realization of the classical limit of the L-operator
(5.68), with its elements satisfying the PB relations (5.78) must be a solution of the CYBE, by
construction. Consequently, since Uj (5.72) and F0d (5.75), as shown above, are indeed realizations of (5.68), their classical limit must satisfy the CYBE (5.76) exactly, proving the classical
integrability of the DSG model. Alternatively one can check this statement through direct verification. For example at M (+) = 22 , M () = 0, i.e. at the suq (2) limit the PB relations (5.78)
reduce to
(+) ()
is 3 ()
sin(2s 3 )
3
sq , sq PB = 22
(5.79)
, sq PB = ieis sq() ,
,
e
2
sin
which is evidently satisfied by the realization of the generators in the canonical fields
{u
j , pk }PB = j k as
s3 =
u
,
2

sq() u , p =
using the definition {f, g}PB =
f g
u p
1
1 2ip
1 + 2 cos u 2
e
sin
required PB relations for the elements

(+) ()
sq , sq PB = 0,
f g
p u . In a similar way we can check the validity
of F0d (5.75), obtained from (5.78) at M () = 0:
is 3 ()
3
e
, sq PB = ieis sq() .
(5.80)
of the
(5.81)
Using the classical analog of (5.74) expressed in the same form without normal ordering:
3
()
eis = e , sq = ae+ P1 , and the PB relations like {e+ , P }PB = 0, {e , P1 } = ie , P1
we verify the relations (5.81), which guarantees that F0d satisfies the CYBE (5.76).
The solution

of the local CYBE (5.76) leads also to that for the global CYBE for T ( ) = j Lj ( ):

T ( ), T () PB = j k r(, ), T ( ) T () ,
(5.82)
from where in exact analogy with the SG model [7] one can extract the action-angle variable
corresponding to the continuum as well as the discrete spectrum, proving the complete classical
integrability of the DSG model. This also reveals an intriguing fact that the local differences
between the SG and the DSG models seem to become irrelevant at the global level (5.82).
It is remarkable that at the continuum limit 0, when the discrete Lax operator F0d
F00 recovers the BT matrix (2.5), the dependence of the canonical momentum P drops out
completely, creating a paradoxical situation that would result a trivial PB for the F 0 and naturally
not satisfying the CYBE (5.76). Therefore for showing the validity of the CYBE for the field
565
model one has to be careful and should take first the PB in the corresponding exact discretized
model and then perform the continuum limit. Similar is true also for the Lax operators Uj .
Our another important result is a discretized BT relation that we can derive connecting the
discrete sine-Gordon Lax operators Uj (5.72) in the form of a discrete gauge transformation

d
1
d
,
Uj+ , u+
(5.83)
j = Fj +1 , uj +1 , pj +1 Uj , uj Fj , uj , pj
through the gauge matrix Fjd (, u

j , pj ) (5.75). Note that we assume this discretized BT to be
valid for arbitrary j . At the continuum limit the discrete gauge transformation (5.83) should
recover the known gauge relation (2.4) connecting the field Lax operators U (u ). Similarly
comparing the elements of the matrix relation (5.83) we can obtain the bridging relation between
the discrete variables u+

j and uj of the discretized DSG model at any site j , involving also the
variables u
j +1 , pj , pj +1 . This discrete BT relation would yield at the continuum limit 0,
the standard BT relation between the fields u (x) (2.2).
5.3. Algebraic Bethe ansatz

Following the formulation of quantum SG model [11] we can apply the algebraic Bethe ansatz
method to the lattice regularized quantum DSG constructed above and solve in principle its eigenvalue problem exactly. Recall that the aim of the algebraic
Bethe ansatz is to solve exactly the

eigenvalue problem of ( ) = trace T ( ), T ( ) = j Lj ( ), generating all conserved operators
including the Hamiltonian,
in the form: ( )|n = ( )|n, with the eigenstates |n defined as

|n = |1 , . . . , n = ns B(s )|0. T12 ( ) = B( ) acts as creation operator, while T21 ( ) = C( )
as destruction operator annihilating the pseudovacuum: C( )|0 = 0. A crucial step in this formalism is to construct the pseudovacuum state |0, which is achieved for the SG model by
combining the actions of consecutive pair of Lax operators: Uj Uj +1 |0 [11]. Repeating this pro N2
(2)
|j for the quantum DSG model,
cedure we can construct the pseudovacuum |0 = j =1
yielding C ()|0 = 0, for all sites except the defect point at j = 0.

However the single defect point would play a nontrivial role, since after crossing this point,
say from the left the pseudovacuum property:

A ( )|0
|1
,
T ( )|0 =
(5.84)
0
A ( )|0
would be lost due to non-triangular matrix form of F0d |0 . Instead of annihilating the local
vacuum, as needed by the lower left corner operator element of the matrix F0d |0 , the defect
+
at site j = 0 would turn it to a state O|0 , O = aei(2(p0 p0 )+ 4 (u0 +u0 )) , creating at the
same time its conjugate state O |0 at the upper right corner. This is expected to lead to the
creation/annihilation of quantum states by the defect point similar to that with classical solitons
as we have observed exploiting the BT in Section 4. Perhaps one should explore the possibility of
using a quantum extension of the BT [15] to mimic the successful classical approach, using the
relation like (5.83) at the quantum level. These tricky points however need careful and separate
analysis and should be dealt with elsewhere.
5.4. Continuum limit
It is crucial to check that the classical and quantum integrable discrete DSG model we constructed and solved above would yield the same DSG field model we have started with, at the
566
continuum limit: 0. Note that at this limit the canonical variables go to canonical fields:
u
j u (x), pj p (x), with [u (x), p (y)] = i(x y). Therefore for extracting the
limit we have to scale pj giving eipj 1 + ip (x), in both the discrete Lax operators Uj
and F0d .
Observing further that rotated operator 1 UjSG () is also a solution of QYBE due to the
symmetry of the R-matrix: [R trig , a a ] = 0, a = 1, 2, 3, we expand the Lax operator (5.72)
in powers of at all sites j (except at the defect point) as

x+
2
1 Uj = 1 +

U (x ) dx + O 2 = 1 + U (x) + O 2 ,
(5.85)
x
2
with the field operator U (x) recovering exactly the Lax operator (2.6) of the SG field model.
Note that we have put the deforming parameter = 1 in all expressions related to the continuum
model, for simplicity. Thus we recover at the continuum limit, the DSG field model at all points
except at x = 0.
Performing the same continuum limit at the defect point j = 0, we get on the other hand
from (5.75):

+

0
+

F0d , u+
0 , p0 ; u0 , p0 F0 , u (0), u (0) + iF ,

F = p0+ p0 3 , F00 , u+ (0), u (0) ,
(5.86)
clearly giving F 0 at 0, i.e. it recovers the same BT matrix (2.5) at the defect point, meeting
the essential requirement. Therefore collecting all nontrivial terms we get finally the continuum
limit of the lattice regularized model (5.63) as
+ +
0
T () = e 0 U (,x ) dx F00 , u+ (0), u (0) e U (,x ) dx
(5.87)
yielding the original DSG field model.

Finally in the continuum limit using (5.85) and the expansion like Fjd+1 F 0 + (Fx0 + iF ),
uj +1 u + u
x , pj +1 (p + px ), etc., we can show directly that the discrete BT
relation (5.83) goes to the field BT as gauge-transformation between U (u ), while the relation
between its matrix elements connecting u
j recovers the bridging relation (2.2).
We stress again that for proving the classical and quantum integrability of the field model
(5.87) one has to go to its proper lattice regularized version (5.63) and check the validity of the
CYBE and QYBE before taking back the continuum limit.
6. Concluding remarks
We have proved here the classical and quantum integrability of the sine-Gordon model with
a defect by finding the exact solution of the related quantum as well as classical YangBaxter
equation through integrable discretization of the model. This enables one to solve the quantum
eigenvalue problem by algebraic Bethe ansatz and the classical model for the action-angle variables.
Combining matrix Bcklund transformation with the matrix Riccati equation approach we
have extended the existing formalism and found all higher conserved quantities for the defect
567
sine-Gordon model in a systematic way, with explicit forms of the defect contribution. In the
simplest case this gives the momentum and Hamiltonian of the DSG model found earlier. Deviating from the earlier studies we have used the unfrozen BT, which can produce intriguing effect
like creation or annihilation of solitons by the defect point, apart from the preservation of soliton
with phase shift as predicted earlier. We have also found the constraints showing exactly how the
creation/annihilation or preservation of solitons depend on the boundary conditions of the field,
in the framework of the defect sine-Gordon model. This result should be of crucial importance in
the possible experimental detection of such unusual events. A pertinent question arises here regarding the obvious violation of topological charge in this SG model with a defect due to possible
non-conservation of soliton number. It should be noted however that the topological charge arises
in the SG model as a degree of mapping from S 1 S 1 , while a defect in the coordinate-axis or
a discontinuity point (like a puncture in the sphere) as occurs in the DSG, cannot be mapped into
a smooth sphere or S 1 , violating thus the concept of the topological charge itself. Therefore in
the DSG the solitons seem to be no longer topological and hence their number may change. The
formation of non-topological semi-fluxons [4] therefore may also be possible to explain in the
framework of the DSG model [16].
After completion of our work, very recently an important paper has appeared in the arXiv
[17], where systematic studies were made using the Lax pair formalism of integrable systems in
the line of the present investigation, and consequently infinite set of conserved quantities were
obtained for a whole class of defect models, e.g. SG, NLS, KdV, mKdV, Liouville, DNLS, etc.,
belonging to the AKNS and the KN spectral problems and having a defect at a single point, which
in principle could be extended to multiple defect [17]. Similar to our approach the conserved
quantities are found through Riccati equation, though in contrast to the matrix Riccati equation
used here this equation is a scalar one. In the same work the importance of establishing the
complete integrability of the defect models, at the classical and the quantum level, through the
YangBaxter equation as well as the necessity of discretization of the model for achieving this
goal are emphasized. Interestingly both these agenda in the wish-list were addressed and solved
rigorously in the present paper. Extension of the exact result of the quantum and classical DSG
model through the YangBaxter equation presented here, to other models like NLS, DNLS, etc.,
treated in [17] would be an interesting problem.
References
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E. Corrigan, C. Zambon, Nonlinearity 19 (2006) 447;
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H. Susanto, S.A. van Gils, Phys. Rev. B 69 (2004) 092507.
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Quantum phase diagram of granular superconducting

quantum dots array
Sujit Sarkar
PoornaPrajna Institute of Scientific Research, 4 Sadashivanagar, Bangalore 5600 80, India
Abstract
We study the quantum phase diagram of granular superconducting quantum dots (GSQD) array. We implement the physics of granularity by considering site dependent Josephson couplings, on-site charging
energies and the intersite interactions. We predict dimer density wave and staggered phases at the insulating state for higher order commensurability. Several parts of the quantum phase diagram of GSQD are in
contrast with the clean superconducting quantum dots array. We also obtain the superconducting phase of
GSQD. We develop the theory for weak tunneling conductance and the Coulomb energy is smaller than the
superconducting gap.
PACS: 74.78.Na; 74.20.Mn
Keywords: Mesoscopic and nanoscale systems; Superconducting quantum dots; Abelian bosonization study
1. Introduction
We analyze the phases of granular superconducting quantum dots array at zero temperature.
The transition at zero temperature belongs to the class of phase transition that are not driven by
thermal but by the quantum fluctuations [1,2]. Granular superconductors are formed by embedding superconducting granule in an insulating matrix. Granules are coupled by the Josephson
tunneling. The superconducting granules are of mesoscopic size and the different states of the
superconducting granules is controlled by the ratio between the charging energy and the kinetic
* Tels.: +91 80 23612511, +91 80 23619034; fax: +91 80 2360 0228.
E-mail address: sujit@physics.iisc.ernet.in.

doi:10.1016/j.nuclphysb.2007.11.013
570
S. Sarkar / Nuclear Physics B 795 [FS] (2008) 569577
energy (Josephson coupling) and the average charge of the granule can be controlled by the gate
voltage. These are similar to the metallic and quantum dots [3]. Most of the experimentally available granules are much smaller than the bulk superconducting coherence length of the granule
material [4]. Hence we can treat a single grain as a zero-dimensional object (GSQD). So we
describe our system as a collection of granular superconducting quantum dots (GSQD). The idea
of comparing energy of the Josephson coupling of NN grains with the Coulomb charging energy
(Ec ) is from AndersonAbeles [5,6]. Superconductivity existed for a parametrically large region
of parameter space Ec g 1, where the corresponding normal array would be an insulator
(g is the dimensionless conductance, measured in the unit of quantum conductance) [5,6]. This
prediction was supported by the experiments [7]. However, the AndersonAbeles [5,6] criterion
was found to be in conflict with other experiments [8] and [9]. They have been shown explicitly
[8,9] that the boundary between the superconducting and insulating state at T = 0 is determined
by the normal state conductance of the film rather than by the ratio of Josephson and Coulomb
energies. Chakravarty et al. [10] have solved this problem on the basis of the model that took into
account the direct electron tunneling process between the grains in addition to the Josephson
couplings. In this picture, the originally strong Coulomb energy is reduced by the electron tunneling to the other grains. Actually this renormalization arises due to the screening of Coulomb
interaction by the free charges. The value of the screened charging energy in the case of a strong
coupling between the grains is independent of charging energy. In this limit Josephson coupling
is larger than the effective Coulomb energy, i.e., the sample is always in the superconducting
phase at low temperature. At weak coupling probability of tunneling from grain to grain is small.
The screening effect is small. The boundary between the insulating and superconducting state is
obtained comparing the Josephson energy and Coulomb energy. We are interested to built up the
model in this scenario, i.e., we would like to explore the Coulomb blocked physics (Fig. 1).
The system can turn a superconductor at sufficiently low temperature when the inter grain
coupling is sufficiently strong. In the opposite limit of weak coupling between the granules, an
array of superconducting grains can transformed into an insulator at T = 0. In this regime the
Cooper pairs are formed locally and remains localized inside the grain due to the strong on site
Coulomb repulsion which leads to the physics of Coulomb blockade. This fixes the number of
Cooper pair in each granule and that leads to strong phase fluctuations. Hence there is no global
phase coherence in the system, so the superconductivity is absent. We can take a constant value
for superconducting order parameter for GSQD, so our model system is phase only model. There
are few theoretical approaches in the literature to study the superconductivity of the bulk granular
materials [11,12]. Here we are interested to find the quantum phase diagram of GSQD. In our
theory, the difference between the single particle energy and the Coulomb charging energy is
smaller than the superconducting gap.
We have already built the theory of clean superconducting quantum dots array [13] where the
presence of finite range Josephson couplings and finite range charging energies distinguish the
phases and also the phases separating boundaries (Fig. 2), during the complete construction of
quantum phase diagram of our model. In this communication, we will extend this model to construct the quantum phase diagram for GSQD. Here our model is the minimal model to consider
the granularity of the system. We consider a site dependent sequence of Josephson couplings,
on-site charging energies and intersite Coulomb interactions. We consider this sequence because
the material environment between the granules are different. From our minimal model study, we
observe a considerable difference between the GSQD and clean superconducting quantum dots.
571
2. Model Hamiltonian and continuum field theoretical study

At first, we write the model Hamiltonian with nearest neighbor (NN) and next-nearestneighbor (NNN) Josephson coupling and also with the presence of the on-site, NN, and NNN
charging energy between the SQD,
H = HJ 1 + HJ 2 + HEC0 + HEC1 + HEC2 .
(1)
We recast the different parts of the Hamiltonian in Quantum Phase model.

HJ 1 = EJ 1
1 (1)i 1 cos(i+1 i ),
i
HJ 2 = EJ 2
cos(i+2 i ).
Hamiltonians HJ 1 and HJ 2 are Josephson energy Hamiltonians respectively for NN and NNN
Josephson tunneling between the GSQD. Here NN Josephson couplings are different on alternate
sites. EJ 1 (1 + 1 ) and EJ 1 (1 1 ) are the Josephson coupling strength for odd and even site
respectively.

EC0
N 2
HEC0 =
1 (1)i 2 i
,
2
i
2
i
EC0 (1 + 2 ) and EC0 (1 2 ) are the on site charging energies for odd and even site respectively.

HEC1 = EZ1
1 (1)i 3 ni ni+1 ,
i
EZ1 (1 + 3 ) and EZ1 (1 3 ) are the inter-site charging energies for odd and even site respectively. All s are the deviational parameter from the clean superconducting quantum dots.

HEC2 = EZ2
ni ni+2 .
i
HEC0 , HEC1 , and HEC2 are respectively the Hamiltonians for on-site, NN and NNN charging
energies of the GSQD. In the phase representation, (i i ) is the operator representing the
number of Cooper pairs at the ith dot, and thus it takes only the integer values (ni ). Hamiltonian
HEC0 accounts for the influence of gate voltage (eN Vg ). eN is the average dot charge induced
EJ 1
0, the GSQD array is in the insulating state having a
by the gate voltage. When the ratio E
C0
gap of the width EC0 , since it costs an energy EC0 to change the number of pairs at any dot.
The exception are the discrete points at N = 2n + 1, where a dot with charge 2ne and 2(n + 1)e
has the same energy because gate charge compensates the charges of extra Cooper pair in the
dot. On this degeneracy point, a small amount of Josephson coupling leads the system to the
superconducting state. We are interested in analyzing the phases explicitly near this degeneracy
point.
Now we want to recast our basic Hamiltonians in the spin language. During this process we
follow Ref. [14].

HJ 1 = 2EJ 1
1 (1)i 1 Si Si+1 + h.c. ,
i
HJ 2 = 2EJ 2

i

Si Si+2 + h.c. ,
572

2
EC0
1 (1)i 2 2Si Z h ,
2
i

1 (1)i 3 Si Z Si+1 Z ,
HEC1 = 4EZ1
HEC0 =
HEC2 = 4EZ2
Si Z Si+2 Z .
allows tuning of the system to a degeneracy point by means of gate voltage.

Here h = (N2n1)
2
The phase diagram is periodic in N with period 2. Here we only consider a single slab of the
phase diagram, 0 N 2. One can express spin chain systems to spinless fermions systems
through the application of JordanWigner transformation. In JordanWigner transformation the
relations between the spin and the electron creation and annihilation operators are [15]

i1
z
i
Si = i i 1/2,
(2)
Si = (1) i exp i
nj ,
Si+ = (Si ) ,
j =
where nj = j j is the fermion number at site j . Therefore,

1 (1)i 1 i+1
i + i i+1 ,
HJ 1 = 2EJ 1
i
HJ 2 = 2EJ 2

i+2
i + h.c. i+1
i+1 1/2 ,
HEC0 = 2hEC0
HEC1 = 4EZ1

1 (1)i 2 i i 1/2 ,
(4)
(5)

1 (1)i 3 i i 1/2 i+1
i+1 1/2 ,
HEC2 = 4EZ2
(3)

i i 1/2 i+2
i+2 1/2 .
(6)
(7)
We have realized during our calculations that to get an attractive interaction between the Jordan
EJ 1
Wigner (spinless) fermions, we shall have to consider the higher order expansion in E
. The
C0
higher order expansion leads to the virtual state with energies exceeding EC0 . This type of incident is also occurring in the co-tunneling process in quantum dot [3,17]. In this second order
process, the effective Hamiltonian reduces to the subspace of charges 0 and 2, and takes the form
[14,16],
HC =

3EJ 1 2 Z
EJ 1 2
Si+2 Si + h.c. .
Si Si+1 Z
4EC0
EC0
i
With this corrections HJ 2 , and HC1 become

EJ 1 2
i+2 i + h.c. i+1
i+1 1/2 ,
HJ 2 2EJ 2 +
EC0
i

2

3EJ 1
HEC1 4EZ1
i i 1/2 i+1
i+1 1/2 .
4EC0
i
(8)
573
During this derivation we make the following approximations.1 In order to study the continuum
field theory of these Hamiltonians, we recast the spinless fermions operators in terms of field
operators by this relation [15].

(x) = eikF x R (x) + eikF x L (x) ,

(9)
where R (x) and L (x) describe the second-quantized fields of right- and the left-moving fermions respectively. We want to express the fermionic fields in terms of bosonic field by the relation
Ur i(r(x)(x))
,
e
r (x) =
(10)
2
r is denoting the chirality of the fermionic fields, right (1) or left movers (1). The operators Ur
commutes with the bosonic field. Ur of different species commute and Ur of the same species
anti-commute. field corresponds to the quantum fluctuations (bosonic) of spin and is the dual
field of . They are related by the relations R = and L = + . Our model Hamiltonian
consists of two parts, H0 and H1 . H0 is the non-interacting part of the Hamiltonian (Eq. (1)),

v
2EJ 1 2
8EC0
dx :(x )2 : + :(x )2 :
4E
+
H0 =
J2
2
2
EC0

EJ 1 2
dx:(x x )(x + x ):,
+ 16EC0 8EJ 2 4
(11)
EC0

hEC0
H1 = 2EJ 1 1 dx:cos 2 (K)(x) : + 2
2 dx:cos 2 (K)(x) :

EZ12
hEC0
x (x) dx,
4
(12)
2 dx:cos 4 K(x) : +
2
v is the velocity
of low energy excitations. It is one of the Luttinger liquid parameter and the
other is K(=
EJ 1 32
EJ 1 EZ2
EJ 1 + 2 (4EZ1
3EJ 1 2
4EC0 )
]). We calculate it in the spirit of frustrated, Heisenberg spin
chain with NN and NNN exchange interaction [1820]. The effect of applied gate voltage on the
GSQD appears as an effective magnetic field and also as a staggered magnetic field in the spin
representation of these model Hamiltonians. This result is in contrast with the clean superconducting quantum dot where only one magnetic field arise [13]. The analytical expressions for
3EJ 1 2
EZ12 is EZ1 16E
32 EZ2 .
C0
3. Quantum phase diagrams and physical analysis
We consider the all interactions as we have considered for the clean superconducting quantum
dots [13]. Fig. 1 shows the quantum phase diagram of our GSQD system. Before we proceed
further for phase analysis, we are interested to find the value of K at the phase boundaries,
analysis is the following: We follow the LutherEmery [21] trick during the analysis. One can
write the sine-Gordon Hamiltonian for arbitrary commensurability as

H2 = H01 + dx cos 2n K(x) ,
(13)
1 We have neglected the 2 terms and the linear term in has only negligible contribution due to the oscillatory nature
of the integrand.
574
Fig. 1. Quantum phase diagram (EJ 1 vs. Vg ) of granular superconducting quantum dots array. A. Mott insulating phase,
M. Mixed phase (please see the text), E. Superconductivity, K is 1 at the phase boundary between the superconductivity
and Mott phase boundary. P and P12 are the multicritical points. The relation between the Figs. 1 and 2 are the followings:
Phase A and Phase E is the same for two figures. There are two multicritical points for each figure (please see the text
for detail analysis). A mixed phase (M) is present in Fig. 1 but it is absent in Fig. 2.
where n is the commensurability and is the coupling strength. H01 is the free
the Hamil part of
tonian. We know that for the spinless fermions, R L + L R = 1 2 dx cos(2 K(x)),
2a
which is similar to the analytical expression of sine-Gordon
coupling term but with the wrong
coefficient inside the cosine. One can set (x)

= 2 K(x) then Eq. (13) becomes

H3 = H01 + dx cos 2(x)

(14)
.
K and K are related by the relation, K = nK2 . At the phase boundary, K = 1 that implies K =
1/n2 . So for the first and second order commensurability the value of K at the phase boundary
are 1 and 1/4, respectively which are depicted in Figs. 1 and 2, respectively. For this particular
value of K the spin-less fermions whose bosonized form is Eq. (14) are just free particle with
backscattering. This special value of K is known as the LutherEmery [21] line, the importance
of the LutherEmery solution is to provide a solution for the massive phase on the whole line
K = 1/n2 for arbitrary .
Phase A is the Mott insulating phase, it appears in the system when the applied gate voltage on
the granular dot is larger than the other couplings. This is due to the fourth term of H1 . At around
the charge degeneracy point, system is in the mixed state (M), i.e., the simultaneous presence
of dimer density wave and staggered phase (Fig. 1). Our model Hamiltonian consists of three
sine-Gordon couplings. The first one arises due to site dependent variations of NN Josephson
couplings, it yields the dimerized phase of the system. The anomalous scaling dimension of this
term is 2K. This phase is spontaneous, i.e., infinitesimal variation of NN Josephson coupling is
sufficient to produce this state. This observation of dimerized phase is in contrast with the clean
superconducting quantum dots array (Fig. 2), where it appears when NNN Josephson coupling
exceed some critical value. The second sine-Gordon coupling term arises due to the site dependent on-site charging energies. The anomalous scaling dimension of this term is 2K. It yields
the staggered phase of the system. The system is in the mixed phase (M) when both of the cou-
575
Fig. 2. Quantum phase diagram (EJ 1 vs. Vg ) of clean superconducting quantum dots array. We have depicted the different
phases of the model Hamiltonians by: A. Mott insulating phase, B1. Charge-density wave (CDW); B2. Dimer-order
density wave; C. First kind of Repulsive Luttinger liquid (RL1); D. Second kind of Repulsive Luttinger liquid (RL2);
E. Superconductivity. P1 and P2 are the multi-critical points. K is 1 at the phase boundary between Luttinger liquid
and superconductivity and also at the phase boundary between Mott phase and superconductivity. K = 1/4 at the phase
boundary between RL1 and CDW state. K = 2 and 1/2 at the P3 and P2 point respectively.
plings are in equal magnitude otherwise the system is in any one of the state of this mixed phase,
depending on the strength of couplings. We have ignored the 3rd sine-Gordon coupling term of
the Hamiltonian, because the anomalous scaling dimension is much larger than the other two. In
Fig. 1, there are two multi critical point P and P12. In P11: Mott phase, dimer density wave and
the staggered magnetic and superconducting phases are coincide. In P12, dimer density wave,
the staggered magnetic field and the superconducting phase coincide. For clean superconducting
quantum dots array, there are also two multicritical points, P1 and P2 (Fig. 2). The phase configurations at the multicritical points P and P12 are not the same phase configuration as in P1 and
P2. Superconducting phase will appear when the NN Josephson coupling exceed some critical
value, i.e, the appearance of superconductivity is not spontaneous at the charge degeneracy point.
In our study, there is no evidences of repulsive Luttinger liquid physics, these observations are
in contrast with the clean superconducting quantum dots array (Fig. 2). In our quantum phase
diagram, we are getting multi-critical points not only for the presence of different kind of interactions in the GSQD but also for the presence of external gate voltage on the GSQD. The class
of transition is changing when one away from the tip of the lobe. At the tip of each lobe, system
shows the Mott-U transition (BerezinskiKosterlitzThouless) transition, i.e., the system is in
the fixed density and the interactions of the system drive it from the superconducting state to
the insulating state. The transition away from the tip is the Mott- transition, i.e., the interaction
is fixed but the change in chemical potential, here the gate voltage, drives the system from the
insulating state to the superconducting state.
Josephson coupling, on-site charging energy and the NN and NNN Coulomb charging energies at the phase boundary between the Mott insulating phase and superconducting phase are
related by the following relation.
EJ 1 2
64
16
EC0 EJ 1 EZ2 EZ1 EC0 = 0.
3
3
(15)
576
This relation have to be satisfied by the coupling parameters to get the physical phase boundary.
We have obtained the phase boundary for finite values of EJ 1 , because we have considered the
finite range Joephson coupling.
In our study, we recast our quantum phase model Hamiltonians in terms of spin Hamiltonians.
We saw that the Hamiltonian, H is the frustrated (NN and NNN exchange interaction) Heisenberg Hamiltonian. Now we would like to clarify our results in spin language. In the spin chain,
the dimerized ground state is the product of spin singlet of adjacent sites [18,19]. In this ordering
the lattice translational symmetry is broken. One can find the dimer-order density wave for the
lower values of Cooper pair density, when one consider further long range interaction between
the SQD. To get the dimer-order density in the presence of NNN interactions between dots, we
shall have to consider the charge degeneracy point at higher values of half-integer Cooper pair
density like n = 3/2. The staggered antiferromagnetic phase arises due to the presence of second
term of Hamiltonian H1 . In our SQD system, we have predicted the CDW wave state, due to
the third term of H1 , with lattice translational symmetry breaking is alike to Neel-Ising state of
one-dimensional spin systems. This CDW state is the one-dimensional counter part of the twodimensional checker board phase. But we have neglected this phase in the phase diagram because
the anomalous scaling dimension is much larger than the other couplings. Ferromagnetic phase
is due to the fourth term of the H1 .
4. Conclusions
We have presented the quantum phase diagram of GSQD array for weak tunneling conductance. We have found different phases due to the site dependent Josephson coupling, on-site
charging energies and inter site Coulomb repulsion. We have predicted mixed phase and there
is no evidences of repulsive Luttinger liquid. Several parts of the phase diagram are in contrast
with the clean superconducting quantum dots array.
Acknowledgements
The author would like to acknowledge Prof. T.V. Ramakrishnan for useful discussions and the
Center for Condensed Matter Theory of IISc for providing the working space. The author would
like to acknowledge Dr. T. Grover for reading the manuscript very critically. Finally author thanks
Prof. N. Kumar and Sri. Vasudeva for constant encouragement.
References
[1] S. Sachdev, Quantum Phase Transition, Cambridge Univ. Press, Cambridge, UK, 1998.
[2] S.L. Sondhi, et al., Rev. Mod. Phys. 69 (1997) 315.
[3] H. Bruus, K. Flensberg, Many Body Quantum Theory in Condensed Matter Physics, Oxford Univ. Press, New York,
2004.
[4] I.S. Beloborodov, et al., cond-mat/0603522.
[5] P.W. Anderson, Lectures on the Many-Body Problems, vol. 2, Academic Press, New York, 1964.
[6] B. Abeles, Phys. Rev. B 15 (1977) 2828.
[7] Y. Shapira, G. Deutscher, Phys. Rev. B 27 (1983) 4463.
[8] H. Jaeger, D. Haviland, B. Orr, A. Goldman, Phys. Rev. B 40 (1989) 182.
[9] B.G. Orr, H.M. Jaeger, A.M. Goldman, C.G. Kuper, Phys. Rev. Lett. 56 (1986) 378.
[10] S. Chakravarty, et al., Phys. Rev. B 35 (1987) 7256.
[11] K.B. Efetov, Sov. Phys. JETP (1980) 2017.
[12] E. Simanek, Solid State. Commun. 31 (1979) 419.
[13]
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S. Sarkar, Phys. Rev. B 75 (2007) 014528.

L.I. Glazman, A.I. Larkin, Phys. Rev. Lett. 79 (1997) 3786.
T. Giamarchi, Quantum, Physics in One Dimension, Clarendon Press, Oxford, 2004.
S. Sarkar, unpublished calculation, 20062007.
I.I. Aleiner, P.W. Brouwer, L.I. Glazman, Phys. Rep. 358 (2002) 309.
S. Sarkar, Euro. Phys. Lett. 71 (2005) 980.
F.D.M. Haldane, Phys. Rev. B 25 (1982) 4925;
F.D.M. Haldane, Phys. Rev. B 26 (1982) 5247.
[20] K. Totsuka, Phys. Rev. B 57 (1998) 3454.
[21] A. Luther, V.J. Emery, Phys. Rev. Lett. 33 (1974) 589.
577

Disordered loops in the two-dimensional

antiferromagnetic spinfermion model
T. Enss , S. Caprara, C. Castellani, C. Di Castro, M. Grilli
CNR-INFM-SMC Center and Dipartimento di Fisica, Universit di Roma La Sapienza, P.le A. Moro 5,
00185 Roma, Italy
Abstract
The spinfermion model has long been used to describe the quantum-critical behavior of 2d electron
systems near an antiferromagnetic (AFM) instability. Recently, the standard procedure to integrate out the
fermions and obtain an effective action for spin waves has been questioned in the clean case. We show that,
in the presence of disorder, the single fermion loops display two crossover scales: upon lowering the energy,
the singularities of the clean fermionic loops are first cut off, but below a second scale new singularities
arise that lead again to marginal scaling. In addition, impurity lines between different fermion loops generate
new relevant couplings which dominate at low energies. We outline a non-linear model formulation of
the single-loop problem, which allows to control the higher singularities and provides an effective model in
terms of low-energy diffusive as well as spin modes.
PACS: 75.40.Gb; 75.30.Fv; 75.30.Kz; 71.55.Ak
Keywords: Quantum phase transition; Antiferromagnet; Disorder
1. Introduction
The spinfermion model is a low-energy effective model describing the interaction of conductance electrons (fermions) with spin waves (bosons). It has been used, e.g., to describe the
quantum critical behavior of an electron system near an antiferromagnetic instability [13]. An
important example where this might be realized experimentally is in itinerant heavy-fermion ma* Corresponding author.
E-mail address: tilman.enss@gmail.com (T. Enss).

doi:10.1016/j.nuclphysb.2007.11.015
T. Enss et al. / Nuclear Physics B 795 [FS] (2008) 578595
579
terials [4]. By integrating out the fermions completely, a purely bosonic effective action for spin
waves is obtained. This action is written in terms of a bare spin propagator and bare bosonic
vertices with any even number of spin lines. The value of each bosonic vertex is given by a
fermionic loop with spinvertex insertions: in general, these are complicated functions of all external bosonic frequencies and momenta. Hertz [1] and Millis [2] considered only the static limit
of these vertices, i.e., setting all frequencies to zero at finite momenta. In this limit the 4-point
vertex and all higher vertices vanish for a linear dispersion relation, while they are constants
proportional to a power of the inverse bandwidth if the band curvature is taken into account.
For the AFM the dynamic critical exponent is z = 2 due to Landau damping of spin modes by
particlehole pairs. The scaling of these vertices in d = 2 under an RG flow toward low energy
scales is marginal for the 4-point vertex while all higher vertices are irrelevant (d + z = 4 is the
upper-critical dimension). Thus, a well-defined bosonic action with only quadratic and quartic
parts in the spin field is obtained.
Recently, Lercher and Wheatley [5] as well as Abanov et al. [6] considered for the 2d case not
only the static limit of the 4-point vertex but the full functional dependence on frequencies and
momenta. Surprisingly, they found that in the dynamic limit, setting the momenta to the ordering
wave vector at finite frequency, the 4-point vertex is strongly divergent as the external frequencies
tend to zero, implying an effective spin interaction nonlocal in time. The higher bosonic vertices
display an even stronger singularity [7].
To assess the relevance of the singular bosonic vertices, Ref. [7] considered the scaling limit
q 2 with z = 2. In this limit, the bosonic vertices are less singular than in the dynamic limit
but the related couplings are still marginal, i.e., they cannot be neglected in the effective bosonic
action, in apparent contradiction to Hertz and Millis. Employing an expansion in a large number
of hot spots N or fermion flavors, Ref. [6] argues that vertex corrections are resummed to yield
a spin propagator with an anomalous dimension = 2/N = 1/4 (for N = 8). At the same time,
z = 2 remains unchanged up to two-loop order, i.e., the frequency dimension is given by x =
2(1 /2).
The infinite number of marginal vertices renders the purely bosonic theory difficult to use
for perturbative calculations. A relevant question is whether the above difficulty persists upon
the inclusion of a weak static disorder potential present in real materials. To address this issue we insert disorder corrections into single fermionic loops and find two different crossover
scales: at frequencies 1/ (i.e., much larger than the impurity scattering rate) and momenta q 1/ (with mean free path = vF , where vF is the Fermi velocity), the fermionic
loops resemble the clean case, while below this scale the singularity is cut off by self-energy
corrections and the loops
saturate. However, at yet lower frequencies, a second crossover scale
1/( kF ), q 1/( kF ) appears where the loops acquire a diffusive form due to impurity ladder corrections and the related couplings again scale marginally, as in the clean case.
Therefore, in an intermediate energy range disorder regularizes the singular vertices and appears
to restore Hertz and Millis theory, while ultimately at the lowest scales the disordered loops are
as singular as the clean ones, albeit with a different functional form: the linear dispersion of the
electrons is replaced by a diffusive form. We outline a non-linear model formulation of the disordered single-loop problem which allows us to identify all disorder corrections which exhibit
the maximum singularity, and provides an action for spin modes coupled to low-energy diffusive
electronic modes, instead of the original electrons.
Finally, while all disorder corrections to a single fermion loop lead to couplings which scale at
most marginally, impurity lines connecting different fermion loops are a relevant perturbation in
580
d = 2. We find that these diagrams may dominate the single-loop contributions below 1/ ,
depending on the typical values of the bosonic momenta.
We proceed as follows: in the remaining part of this section, we introduce the model and the
scaling arguments for the clean case. We then insert disorder corrections into a single fermion
loop and discuss a class of most singular diagrams in Section 2. Their scaling behavior and
the emergence of two crossover scales is the subject of Section 3. The multi-loop diagrams are
discussed in Section 4. Appendix A contains the non-linear model for the disordered singleloop case.
1.1. The spinfermion model in 2d
The 2d spinfermion model is defined by the action

] = ,
G1 + , 1 + g
S[, ,
0
for a fermionic field , and a bosonic spin field .1 The inverse fermionic propagator is
G1
0 (i
, p) = i
p in terms of the Matsubara frequency i
and a dispersion relation p with
a roughly circular Fermi surface (FS), which we approximate by a quadratic dispersion p =
|p|2
2me with electron mass me , chemical potential , Fermi momentum kF = 2me , and
constant density of states 20 =
F /vF2 . 0 (q) is the bare spin propagator.
We assume that the above model describes an AFM quantum critical point at finite q = q c .
The Fermi surface has so-called hot regions connected by exchange of q c , and cold regions where
scattering off spin waves is weak. Here we shall assume an underlying lattice and a commensurate q c = (, ), which is equivalent (up to a reciprocal lattice vector) to q c .
When computing fermionic loops with only spinvertex insertions, the momentum integration can be reduced to the region around two hot spots separated by q c , which we shall denote
by and (Fig. 1). The fermionic dispersion relation p is linearized around any hot spot at
momentum p hs as [6]

p = v F p p hs = vx p x + vy p y p ,
where p denotes the distance from the hot spot. The components vx (vy ) of the Fermi velocity
vF parallel (perpendicular) to q c at a given hot spot are related by vF2 = vx2 + vy2 and vx /vy =
tan(0 /2), with 0 the angle between hot spots and as seen from the center of the circular
Fermi surface. The case 0 = (vy = 0) corresponds to perfect nesting, but here we consider a
generic 0 without nesting. For a pair of hot spots, the momentum integration can be written as

d 2p
d d ,
=
J
(2)2
where and are two independent momentum directions at hot spot ( coincides with the
radial direction at hot spot ),
J 1 = 4 2 vF2 sin 0 is the corresponding Jacobian which depends
on the shape of the Fermi surface and the filling, and one still has to perform the summation over
all N = 8 hot spots.
1 The explicit spin structure of the spinfermion vertex is not relevant for the fermionic loops and needs to be specified
only when spin lines are contracted.
581
Fig. 1. The Fermi surface with the hot spots separated by the wave vector q c .
1.2. Clean fermionic 2n-loops

The fermionic loops with 2n spinvertex insertionsi.e., the 2n-point functionsare in general complicated functions of the external frequencies and momenta. The loop with two spin
insertions contributes to the self-energy for the spin propagator and has the well-known Landau
damping form for small frequencies and momenta near q c [8],
(i, q q c ) = ||,
with the dimensionless strength of the spin fluctuations [6]
2J Ng 2 =
g2N
g2N
=
.
2vF2 sin 0 4vx vy
The inverse spin propagator resummed in the random-phase approximation has dynamical exponent z = 2,
1 (i, q) = m + || + |q q c |2 ,
where the mass term m measures the distance from the quantum critical point and g 2 /
F .
Near criticality m 0, the momentum exchanged by scattering off a spin wave is peaked near q c .
From here on, we shall denote by q the deviation from q c . In the commensurate case there
are logarithmic singularities in the clean bosonic self-energy (from contracting two spin lines
diagonally in Fig. 2) that may lead to an anomalous dimension of the spin propagator [6].
The 4-point function is given by the fermion loop with four spin insertions, which provides
the bare two spin interaction:
|1 + | + |1 | |2 + | |2 |
b4 = J g 4
(1)
,
[i(1 + 2 ) q 1 +q 2 ][i(1 2 ) q 1 q 2 ]
where we have labeled the three independent external frequencies and momenta as shown in
Fig. 2. This is a nonanalytic function whose value for 0, q 0 depends on the order of the
limits: it vanishes in the static limit ( 0 first) while it diverges as 1/ in the dynamic limit
(q 0 first). There is an important difference from the forward-scattering loop with small external momenta [9]: here, symmetrization of the external lines does not lead to loop cancellation,
582
Fig. 2. The clean fermionic four-loop b4 , indicating the notation for the external frequencies and momenta.
i.e., a reduction of the leading singularity. Instead, symmetrization only modifies the prefactors
but does not change the scaling dimension.
1.3. Scaling of the clean fermionic loops
We recall the scaling behavior of the 2n-point functions [7]. Since no cancellation of the leading singularity occurs, we only need to consider the power of external frequency and momentum
and not the particular linear combinations of frequencies and momenta involved. Introducing
a symbolic notation where denotes a positive linear combination of external frequencies and
q a linear combination of momenta, the 2n-point functions have the scaling form
b2n
g 2n
,
2
vF ( + ivF q)2(n1)
where an average over hot spots is understood, which leads to a real positive function of the
frequencies and momenta represented by and q. For the purpose of scaling, we have substituted
J 1/vF2 and g 2 /vF2 .
To estimate the relevance of the vertices in the scaling limit 2/z q 2 0, where q dominates in the denominator for z > 1, consider the 2n term in the effective action [7]:

2
2n1
d q d
g2n
2n ,
(vF q)2(n1)
where g2n is the coupling strength related to the vertex function b2n . Using the scaling dimension
of the field [ 2 ] = (d + z + 2) (in frequency and momentum space) in two dimensions,

[g2n ] = (2n 1)(2 + z) z 2(n 1) n(4 z) = (2 z)n.
The scaling dimension of all 2n-point functions is zero for z = 2, i.e., all bosonic vertices are
marginal in the scaling limit, and it is not clear how to perform calculations with such an action.
Our aim is to see if and how the disorder which is present in real systems changes the scaling
dimension of the fermionic loops.
2. Disorder corrections to a single fermion loop
We consider static impurities modeled by a random local potential with mean squared amplitude u2 [10]. As long as no spinvertex insertions appear between impurity scatterings, the disorder corrections in the Born approximation have the standard form. In the fermionic propagator
G(i
, p) = (i
p )1 the Matsubara frequency
is cut off as

+sgn(
)/(2 ) at the scale of
the impurity scattering rate 1/ = 20 u2 . Although the particlehole bubble B(i
+ i, i
, q)
583
with small momentum transfer q is cut off by disorder, the direct ladder resummation has the diffusive form L(i
+ i, i
, q) u2 /(|| + Dq 2 ) if both frequencies lie on different sides of the
branch cut on the real line. The diffusion constant is D = vF2 /2 = vF /2 in d = 2. Throughout
this work we assume that impurity scattering is weak, 1/(kF ) = 1/(
F )
1.
2.1. 2-point function
Due to the linearized dispersion around the hot spots, the bosonic self-energy is unchanged
by disorder corrections to the fermionic propagators:
(0)
dirty (i, q c + q) =
=

g
spin
1
1
d
d 2 p
2
2 (2) i
p i(

+ ) p+q c +q
= ||.
As the direct impurity ladder with large momentum transfer q c is not singular, the leading vertex
correction is given by a single impurity line across the bubble:
(1)
dirty (i, q c + q) =

= 2g 2

u2
1
1
d
d 2 p
2 (2)2 i
p i
p+q c
1
1
d 2 p
2
(2) i
p i
p +q c
1
,
(2)
where the cutoff scale

F is used for the divergent frequency integral. The mass correction shifts
the position of the critical point as a function of the control parameter by a finite amount. We
assume that the system can be fine-tuned again to the critical point by adjusting the control
parameter.
The correction to the bosonic self-energy from the maximally crossed ladder (cf. Eq. (B.1)) is
crossed
(i, q c + q) ||
dirty
ln(|| )
.
kF
The logarithm does not change the bare scaling dimension, however the absence of a corresponding term in q could tend to increase z and possibly make the clean vertices irrelevant starting from
z = 2. We will not further discuss this possibility and eliminate the crossed ladders by a small
magnetic field because, as we shall see, the vertices in the presence of impurities will acquire
new singularities due to diffusive ladders which will not be affected by the value of z.
2.2. 4-point function
Including only self-energy disorder corrections cuts off the bosonic frequencies in the denominator by = + sgn()/ and yields the scaling form (where and q represent the same
584
Fig. 3. The four-point vertex with one direct ladder insertion factorizes into pairs of spin vertices with three propagators
between them (R vertices) and the direct ladder (L).
linear combinations of external frequencies and momenta as in Eq. (1))

(0)
b4,dirty = J g 4
(i q )2
g4
.
2
vF ( + 1/ + ivF q)2
For , vF q
1/ , this contribution vanishes linearly in and is, therefore, irrelevant in the
scaling limit. Instead, a singular contribution is obtained by including diffusive ladders into the
loop. Since direct ladders between two propagators with momenta separated by q c are not diffusive, we insert direct ladders only between propagators with almost equal momentai.e., near
the same hot spot (see Fig. 3).
The R
subdiagram is constructed from two propagators near one hot spot and one propagator near the associated hot spot ,
with two spin vertices in between:

1
1
1
d 2p

2
R
(q, q ) = g
i
p
(2)2 i(

+ ) p+q i(
+ ) p+q c +q
(
[
+ ])
= 2iJ g 2
sgn(
+ ),
(3)
+ i
||
which saturates to a constant for small , q. Combining the parts, we obtain for the 4-point vertex
with one direct ladder (by the superscript we denote the number of ladders)
d
(1)
b4,dirty =
R(q1 + q2 , q + q1 )L(q1 + q2 )R(q1 + q2 , q + q2 )
2
spin
g4
vF2
1/(kF )
2
+ Dq 2
( + ivF q)
(4)
as the scaling form for typical external , q. We have checked explicitly that symmetrization of
the spin insertions does not change the leading singularity. Note that the last factor in the ladder
(0)
contribution (4) becomes larger than unity only for , Dq 2 < 1/(kF ), while b4,dirty is cut off
for , Dq 2 < 1. This appearance of two crossover scales is a central observation of our work.
Adding the contributions with zero and one ladder,

( and/or q 1),
(+ivF q)2
g4
b4,dirty 2
F )
vF
] ( and q
1).
2 [1 + 1/(k
+Dq 2
There are, of course, many more ways to insert ladders into the 4-point vertex. Since we are interested in the most singular contribution that determines the scaling, we have already excluded
direct ladders between different hot spots on the basis that they are not diffusive. However, one
This does
could also add a second ladder in Fig. 3 between the and lines (with = ).
585
not change the singularity, but gives a much smaller prefactor 1/(kF )2 . In general, all such
crossings of direct ladders yield internal integrations over the ladder momenta (as in the case
of the cooperon ladder) and give at most logarithmic corrections but not a higher singularity.
Logarithmic corrections do not change the scaling dimension, and because of the higher order in
1/(kF ), all diagrams with crossings of direct ladders will be neglected. Note that the numerical
values of the coefficients of course depend on these diagrams. We argue further that the insertion of crossed ladders leads at most to the same singularity as those with direct ladders, up to
logarithmic terms.2
In conclusion, this leaves us with a much smaller set of diagrams displaying the leading singularity: all possible insertions of direct ladders between propagators of the same spin (at the
same hot spot), which do not cross each other.
For the 4-point vertex, the ladder diagram in Fig. 3 (with summation over hot spots and symmetrization of external lines understood) is the only one meeting these conditions and is therefore
sufficient to obtain the leading singularity. In the scaling limit q 2 , the ladder correction has
the same scaling behavior (constant) as the clean vertex g4 , hence the 4-point coupling remains
asymptotically marginal even when disorder is included. This leads to the question how the
higher 2n-point vertices behave.
2.3. Higher bosonic vertices
Following the above discussion, we consider a particular insertion of ladders into the bare 2npoint vertex which meets the above condition for a maximally singular contribution. As shown
in Fig. 4, we group two adjacent spin vertices together (the R part as in Fig. 3),
Ri
g2
,
vF2
RL i
g 2 /
1
g2
.
2
kF + Dq
( + Dq 2 )(
F )
This is connected via a direct ladder L to an X vertex made from four fermion propagators with
two spin and two ladder insertions,
X
g2 2
vF2
XL
(for small external , q),
g2
g2
.
2
kF + Dq
( + Dq 2 )(
F )
Fig. 4. The disordered 2n loop (shown here for n = 3) with n 1 ladder insertions arranged in a chain. This can be
extended for larger n by repeating the (XL) block.
2 Alternatively, as discussed above in connection with crossed one could apply a small magnetic field, which does not
dirty
cut off the singularity in the clean case and with direct ladders, but suppresses the contribution from crossed ladders.
586
Fig. 5. The disordered 2n loop for even n (shown here for n = 4) with n ladder insertions and a Hikami vertex Hn in the
middle.
There is another contribution to X not depicted in Fig. 4, with two spin insertions on the same
fermion line: this term is of the same order of magnitude but generically does not cancel the one
shown.
Repeating the (XL) part n 2 times and finishing with another R vertex, we obtain a chainlike diagram with n 1 ladders which, for small and q, can be estimated by the scaling form

(n1)
d
RL(XL)n2 R
b2n,dirty =
spin
n2 2
g
g 2 /
g2
2
2
( + Dq )(
F ) ( + Dq )(
F )
vF2
g 2n
.
2
2
vF ( + Dq )n1 (
F )n1
Diagrams with fewer than n 1 ladders have a weaker singularity and give an irrelevant contribution to the coupling in the scaling limit.
There are other diagrams with n ladders, which at first appear to be even more divergent but
upon closer inspection turn out to have the same singularity. As shown in Fig. 5, for even n one
can connect n R parts via n ladders to an n-point Hikami vertex [11],
F
Hn 2 n + Dq 2 .
vF
The additional factor of an inverse diffusion propagator in Hn is due to the insertion of further
single impurity lines which cancel the constant term and leave only terms linear in and q 2 for
small and q; this effectively cancels one of the n diffusive ladders. Connecting the RL parts to
the Hikami vertex and adding the frequency integration along this one large fermion loop,

g 2n
(n1)
d
Hn (RL)n 2
b2n,dirty =
2
vF ( + Dq )n1 (
F )n1
spin
has the same singularity as the chain-type diagram.

In Appendix A, we propose a non-linear model for the spin modes coupled to low-energy
diffusion modes (instead of the original electrons) with only one local (constant) coupling. This
587
allows us to control all single-loop diagrams exhibiting the leading singularity, thereby supporting the perturbative calculations in this work. Elimination of the diffusive modes would lead
again to an effective action for the spin modes with infinitely many marginal couplings.
3. Scaling of the disordered single loops
3.1. Smallness of ladder corrections and second crossover scale
As for b4,dirty , the disordered loops (beyond the 2-point function) feature two crossover scales,
one where disorder corrections in the self-energy of the fermion lines cut off the vertices, and
another where ladder corrections lead again to marginal scaling. The existence of these two scales
can be traced back to the presence of hot spots.
For comparison, consider the case of forward-scattering bosonic vertices. Self-energy disorder corrections become important and cut off the fermionic propagators at 1 and q 1.
Adding one disorder ladder implies adding also two fermionic propagators with nearby momenta
and performing one momentum integration. This additional contribution can be estimated as

(1 + )2 + (q)2
u2 (1 + )2 + (q)2
d 2p 2
2
LG =
.
G =
2
(1 + )2 + (q)2 1 (2)
(1 + )2 + (q)2 1

=20
The ladder correction becomes dominant exactly at the same scale q 1 where the selfenergy corrections appear. Hence, there is only a single crossover scale between clean and dirty
behavior.
Also in the case of backscattering bosonic vertices, the self-energy corrections set in at
q 1. However, the ladder insertions are modified due to the presence of hot spots for the two
additional fermionic propagators:

(1 + )2 + (q)2
N/(2 sin 0 )
2
2

LG = L J N d d G =
.
2 + (q)2 1
kF
(1
+
)

=20
N/(2 sin 0 )
In comparison with the forward-scattering case above, there is an additional integration which
effectively replaces one factor by 1/
F , such that the diffusive ladders become dominant only
at a second, lower crossover scale , (q)2 1/(kF ). This means that the impurity ladder
scattering of electronhole pairs with nearby momenta is less effective by a factor of 1/(kF ) if
the particles are forced by spinvertex insertions to be near hot spots between impurity ladders.
3.1.1. Scaling regimes
According to the above discussion, we can
disordered 2n-loops:
b2n,clean (+iv q)2(n1)
(0)
b
b2n,dirty
2n,dirty
(1/ 2 )n1
(n1)
b
2n,dirty (+Dq 2 )n1 (
)n1
F
identify three different scaling regimes for the

(, (q)2 1),
(1 , (q)2
1
kF ),
( kF1 , (q)2 ).
588
Note that each pair of fermion-like propagators in the clean case is replaced by one diffusive
propagator and an additional factor of
F1 in the disordered case, leaving g2n marginal in the
scaling limit. The contributions to the vertices which become dominant in the different scaling
regimes are visualized in Fig. 8 below, and in this figure it is made explicit how the constraints
on and q are to be understood.
There are two different diffusive regimes in the model: a fast one for charge modes with
diffusion constant D, and a much slower one for spin modes with / D/(kF ). We can,
therefore, look at two variants of the scaling limit q 2 . For charge diffusion we have Dq 2
(see the red/dashed scaling line in Fig. 8), and
b2n,clean (/)n1
b2n,dirty b2n,cutoff (1/ 2 )n1
2n,ladder
( 1),
(1
1
kF ),
(5)
( kF1 )
(
F )n1
shows a non-monotonic behavior. On the other hand, if the typical values of and q are given
by the spin propagators connected to the external legs of the fermion loops, we put q 2
(see the blue/solid scaling line in Fig. 8), and
b2n,clean (
)n1
b2n,dirty b2n,cutoff (1/2 )n1
b2n,ladder (
)n1(k
F
F )
(
1
kF ),
( kF1
n1
1
),
(kF )2
(6)
( (k 1)2 ).
F
This scaling analysis suggests that even though the ladder corrections scale marginally for asymptotically low frequencies, there is a range of frequencies and momenta where the singular
clean vertices are already cut off and the ladder corrections are still small, such that the Hertz
Millis theory might apply in this zone. As we shall see in the following section, such a regime
may be hidden by further contributions from multiple loops.
4. Disorder corrections to multiple fermion loops
The multi-loop disorder corrections arise from impurity lines connecting different fermionic
loops. In the simplest case, one takes n static particlehole bubbles with two spin insertions
each (mass terms) and connects them with single impurity lines. As the impurity lines do not
carry frequency, there are only n independent frequencies in this 2n-point spin vertex. The corresponding coupling in the action has therefore a different scaling dimension than the single-loop
contribution (with 2n 1 independent frequencies) and is generally more relevant. In fact, the
missing frequency integrations lead to a scaling as in the classical field theory and the Harris
criterion [12] applied to the bare model implies that such contributions are relevant in d < 4.
We first define the n-loop vertices 2n in the disordered spinfermion model and then discuss
the energy scales where these additional vertices become quantitatively more important than
the single-loop contributions. Let [V ] denote the particlehole bubble at arbitrary momentum
transfer q (not just near q c ) and zero external frequency = 0 in the presence of a particular
configuration of the disorder potential V ,
[V ]
589
1
1
Tr
,
2
i
V i
V
where is the hopping matrix, the spinfermion vertex = exp(iqx) is a diagonal matrix in
real space
(with spin indices suppressed), and the trace runs over spatial indices. We diagonalize
+ V = k |kk k| and perform the
integration,

1
d
1
k| |l
l| |k
[V ] =
2
i
k
i
l
kl

k| |l2 (k l ) .
=
|k l |
kl
We now specialize to the case q i = q c and define the static connected 2n-point vertex 2n as

n
2n
.
disorder average, connected part
We assume that for a generic large momentum transfer near q c and generic band dispersion, all
2n have a finite and nonzero limit as i , |q i q c | 0. The corresponding terms in the action

2n1
n
2n (d)n d d q
(i )(i ) {q }
i
have only n independent frequency integrations but 2n 1 momentum integrals. 2n stands for
the running coupling with bare value 2n . The constraint on the frequency integration leads to a
scaling dimension
[2n ] = nz (2n 1)d n(d z 2)
= d n(d 2)
=2
(z = 2)
(d = 2).
Thus, infinitely many couplings 2n are all equally relevant. The singularity found in two dimensions is so strong that one expects that even in three dimensions 4 remains a relevant
perturbation and destabilizes a Gaussian fixed point in the disordered model, which may be related to the difficulty encountered in reconciling experiments with the HertzMillis theory for
d = 3, z = 2 [13,14].
In order to estimate the quantitative importance of the 2n vertices with respect to the b2n
vertices, one needs to find the contributions to 2n at lowest order in 1/(kF ). For n = 1, the
leading term is the mass correction in Eq. (2). For n 2, leading contributions to 2n are given
by chains of n [V ]s connected by n 1 single impurity lines with zero momentum transfer
(see Fig. 6). The terminal bubbles of the chain (with one impurity line) are roughly g 2 /vF2 , while
the intermediate bubbles with two impurity lines are approximately g 2 /(vF2
F ). The complete
chain can therefore be estimated as

g 2 2 g 2 2 n2 g 2
2n 2 u
u
vF
vF2
F
vF2

1
g 2n 1
vF2
Fn2 (kF )n1
(n 2).
590
Fig. 6. Chain-type contribution to the 2n vertex (shown here for n = 3) with zero momentum transfer on the impurity
lines.
In the scaling limit dominated by spin diffusion, we can replace (q/kF )2 by /

F , and the
single-loop vertex functions b2n scale as given in Eq. (6). Below a certain frequency scale , the
relevant couplings 2n will necessarily become larger than the marginal couplings g2n ; in order
to find this scale one has to compare b2n,clean with 2n /n1 , to account for the missing n 1
frequency integrations in the couplings 2n with respect to g2n :
b2n,clean
2n
,
n1
,
n1
n2
n1
(
F )

F (kF )n1
1
.

(kF )n2
Hence, in the spin scaling limit the higher vertices 2n start to dominate the clean single-loop
vertices b2n,clean at successively lower frequency scales. Likewise, the cutoff vertex b2n,cutoff
is of the same magnitude as 2n /n1 for 1/(kF )(2n3)/n . Extending these arguments
beyond the scaling limit to the q 2 plane, we obtain the crossover lines between single- and
multi-loopcontributions indicated in Fig. 8. In summary, 4 dominates theclean vertex b4 below
vF q/ kF for vF q 1/ , and the cutoff vertex b4 below 1/( kF ) for vF q 1/ .
The higher vertices 2n>4 become dominant for vF q 1/ only below 1/( kF ).
In addition to the chain-type diagrams above, there are diagrams with n bubbles arranged in
a ring and connected by single impurity lines. In this case, one has to integrate over the momentum carried by the impurity lines, involving also momenta near 2kF where the bubble with two
static q c spin insertions and two static 2kF charge insertions becomes singular in the clean case
(see Fig. 7). This singularity is related to the well-known 2kF singularity of the particlehole
bubble [15]; while in the clean case only a small region of the Fermi surface around the hot spots
is visited, by impurity scattering the fermions visit the whole Fermi surface, including the parts
separated by 2kF . The disorder correction to the fermionic self-energy provides a cutoff for this
singularity, thus changing the estimated power of 1/(kF ) in the expression for 2n . We estimate
that all such diagrams are at least of order 1/(kF )2 , which implies that they become dominant
at the same scale as 6 , i.e., only below 1/( kF ).
Therefore, in the spin scaling limit we still obtain clean anomalous behavior above 1/ ,
which gets modified by a single relevant vertex 4 for 1/ > > 1/( kF ). For < 1/( kF ),
ever higher multi-loop vertices 2n add to the single-loop vertices.
The problem of a disordered AFM was considered in Ref. [16], where the authors analyzed an
AFM 4 model with a local u 4 interaction and a random mass term m 2 within an
= 4 d
expansion. Averaging over random mass configurations yields a ( 2 ) ( 2 ) term from the
static massmass correlation mm, which depends on three independent momenta but only two
frequencies. Therefore, is a relevant coupling in d < 4 and the clean model is unstable against
(a)
591
(b)
Fig. 7. (a) Ring-type contribution to the 2n vertex (shown here for n = 4) which is peaked when the impurity lines carry
a momentum near 2kF . (b) Points on Fermi surface connected in the singular q c 2kF bubbles, with a commensurate q c
and incommensurate 2kF .
Fig. 8. (Color online.) Regions in the q 2 plane where different contributions to the spin vertices become dominant.
The lines separating the different regions are meant as a guide only, as they are determined only up to prefactors of
order O(1).
arbitrarily small disorder. Recently, this model has also been studied using a strong-disorder
RG [14].
However, according to the above discussion the clean AFM 4 model is not applicable in
d = 2 because u is nonlocal and there are infinitely many additional marginal couplings which
even change the direction of the RG flow for u [7]. Furthermore, we have pointed out that for
a generic fermionic band dispersion the average over a random fermionic potential implies a
fluctuating mass term which has non-vanishing higher cumulants mn . While these higher cu-
592
mulants are irrelevant in d = 4, in two dimensions all couplings 2n are equally relevant and
may possibly change the direction of the RG flow also for = 4 . Thus, it is not obvious which
of the results of [16] hold in d = 2.
5. Discussion and conclusions
We have shown that the fermionic loops with large momentum transfer, which are relevant to
describe an AFM transition, exhibit two crossover energy scales if disorder corrections are added.
In the scaling limit set by charge diffusion Dq 2 , the singularities of the clean (marginal)
vertices g2n are cut off at scale 1/ and the 4-point vertex and beyond become irrelevant.
Below 1/( kF ), however, diffusive ladders lead again to marginal scaling, albeit with a
diffusive functional form of the vertex functions different from the clean case. On the other hand,
in the scaling limit set by the slower spin diffusion q 2 Dq 2 /(kF ), these crossovers
occur at the same momentum scales but at frequency scales smaller by a factor of 1/(kF ).
A summary of crossover scales and boundaries is reported in Fig. 8.
In addition to the single fermion loops, there are diagrams made of multiple fermion loops
connected only by impurity lines, which were not present in the clean case. In accordance with
the Harris criterion applied to the bare model, these are relevant perturbations in d = 2 which
make the clean model unstable against disorder. Indeed, in contrast to d = 4, in two dimensions
correcthe bosonic model contains infinitely many equally relevant vertices 2n due to disorder
tions to multiple fermion loops, which we estimate to become important below 1/( kF )
(charge diffusion) or 1/ (spin diffusion), respectively.
Combining these results, we can distinguish two cases: if scaling is dominated by charge
diffusion, the anomalous clean behavior [6] above 1/ is cut off below to make place
for an essentially
non-interacting behavior (HertzMillis theory with only irrelevant couplings)
until 1/( kF ), where the relevant disorder vertex 4 starts to dominate. Below
1/( kF ), infinitely many more disorder vertices 2n dominate the respective single-loop vertices.
In the case of scaling determined by spin diffusion, the clean anomalous behavior is modified
below 1/ by a single disorder vertex 4 , while the higher single-loop vertices g2n>4 are
not yet strongly modified by disorder. Only below 1/( kF ) the single loops are cut off, but
at the same time more disorder vertices 2n>4 appear. In consequence, there is a direct crossover
from clean anomalous to strongly disordered behavior which implies that the theory of Hertz and
Millis may not be applicable for the two-dimensional antiferromagnet.
Acknowledgements
T.E. wishes to thank A. Chubukov, A. Rosch and M. Salmhofer for fruitful discussions. We
thank the Alexander von Humboldt foundation (T.E. and C.D.C.), and the Italian Ministero
dellUniversit e della Ricerca (PRIN 2005, prot. 2005022492) for financial support.
Appendix A. Non-linear sigma model
In this appendix we outline the steps to formulate the problem of disordered single loops in
terms of the non-linear model for interacting disordered electrons [1720] in order to support the perturbative calculations in this work and control all contributions with the leading
singularity. Assuming some familiarity with the non-linear model itself, we introduce only
593
the modifications necessary to accommodate the spinvertex insertions. We start with noninteracting electrons in the presence of disorder, add the spin vertices as couplings to an external field,
perform the disorder average using the replica method, integrate over the fermionic degrees of
freedom and obtain an effective action for the Q matrices (in standard notation),

0
1
i
S[Q, ] dr
+
Tr Q2 Tr ln G1
Q
,
0
8
2
2
where Q are matrices in frequency and replica space with a weak real-space dependence rep exp(irq c ) is the staggered external field,
resenting the electronhole pairs while (r) = (r)
3
with the matrix slowly varying in space. The Q matrices can be expressed as a rotation
Q = T 1 Qsp T of the saddle-point solution Qsp = sgn(
) of the classical action for = 0. In the
vicinity of the saddle point, one obtains

dr D Tr(Q)2 4 Tr(
Q) (terms in and Q) ,
S[Q, ]
where the first two terms are the standard non-linear model for disordered electrons and ad One thus obtains vertices (Q)
k
ditional terms are obtained by expanding the logarithm in .
which couple the diffusons to the external spin field.
We parametrize the Q matrices as Q = eW/2 Qsp eW/2 , where the diffuson propagator W W
in the action which corresponds to
is represented by the direct ladder L. There is a term Qsp W
2
2
and W (corresponding to the X vertex) with two
the R vertex in Eq. (3), and terms W W
k with more than two
diffusons connected to two spinvertex insertions. Higher vertices (Q)
spin insertions generate sub-leading contributions by the scaling arguments presented below.
For the leading singularity it suffices to consider all possible ways to connect X and R vertices via diffusons, with the possible inclusion of the Hikami vertices Hk [11], which represent
Each vertex contributes a function of all
the interaction of the diffusons in the absence of .
momenta, while each ladder implies an integration over its momentum. Hence, the power counting depends only on the number n of additional functions beyond the overall function of
external momenta, which is the number of vertices minus one, n = nV 1 = nR + nX 1. The
Hikami vertices do not contribute to n since they scale as an inverse ladder. The number 2n of
spin insertions determines nR + nX = n, such that [g2n ] = z 2n = z 2(n 1) in accordance
with our previous calculation. This maximal scaling dimension is valid for a large class of diagrams, two representatives of which are the chain-type diagram in Fig. 4 and the star-shaped
diagram in Fig. 5.
The class of diagrams with leading singularity contains, however, contributions with a different relative importance measured in powers of 1/(kF ). The dominant terms of O(1/(kF )n1 )
correspond to a single fermion line and no crossings of direct ladders, otherwise an additional
factor 1/(kF )l is generated according to the formula

nR
nH2k (k 1)
l=
+1
2
k>1
which is valid for any connected diagram with nH2k 0 Hikami vertices H2k and 0 nR n
vertices R as well as nX = n nR vertices X. For instance, Fig. 3 corresponds to RLR and has
l = 0 (with nH2k = 0 and nR = 2), while an additional ladder crossing the first one corresponds
to Tr(XLXL) with a single closed fermion loop which has l = 1 (with nR = 0).
3 For simplicity, we do not write explicitly the frequency dependence of .
594
If we include the spin propagator in the action and integrate over the diffusons, the purely spinwave action is recovered with its infinite number of marginal vertices, while integrating over
will likely lead to an action with an infinite number of marginal diffuson vertices. It appears
that the action written in terms of both and diffusons provides the simplest formulation of
the interaction of the low-energy
spin and diffusive modes, with only one (constant) coupling
].
associated to the coupling term dr Tr[QQ

Appendix B. Crossed impurity diagrams
In this appendix we consider the disorder corrections to the bosonic self-energy beyond the
Born approximation due to maximally crossed ladders Lc . In contrast to the direct ladders they
can have a diffusive contribution also between two propagators separated by an incommensurate q c (e.g., in the bosonic self-energy), and as the ladder momentum is integrated over, this
typically results in a logarithm:

d
d 2 p
d 2p
crossed (i, q c + q) = 2g 2
G
(
+ )Gp (
)
2
(2)2
(2)2 p+q
Lc (, p + p )G
p +q (
+ )Gp (
)

4 ln(|| )
g2 1
(
1)
||
.
2
N 1 + Dq
v F kF
2
(B.1)
While the above expression || ln(|| ) vanishes for || 0, it is logarithmically larger

than the Landau damping term || and has the same sign. Thus, crossed enhances the
frequency-dependent part of the bosonic propagator while leaving the momentum-dependent
part unchanged for small frequencies and momenta. Therefore, there may be a tendency to increase z beyond z = 2. On the other hand, for N = 8 the term in parentheses becomes of O(1),
i.e., comparable with the direct ladder contribution, only if || 103 . As previously mentioned, in this work we discarded these contributions assuming that a small magnetic field would
cut off this logarithmic singularity.
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Low energy properties of the SU(m|n) supersymmetric

HaldaneShastry spin chain
B. Basu-Mallick a, , Nilanjan Bondyopadhaya a , Diptiman Sen b
a Theory Group, Saha Institute of Nuclear Physics, 1/AF Bidhan Nagar, Kolkata 700 064, India
b Centre for High Energy Physics, Indian Institute of Science, Bangalore 560 012, India

Abstract
The ground state and low energy excitations of the SU(m|n) supersymmetric HaldaneShastry spin chain
are analyzed. In the thermodynamic limit, it is found that the ground state degeneracy is finite only for the
SU(m|0) and SU(m|1) spin chains, while the dispersion relation for the low energy and low momentum
excitations is linear for all values of m and n. We show that the low energy excitations of the SU(m|1)
spin chain are described by a conformal field theory of m non-interacting Dirac fermions which have only
positive energies; the central charge of this theory is m/2. Finally, for n 1, the partition functions of the
SU(m|n) HaldaneShastry spin chain and the SU(m|n) Polychronakos spin chain are shown to be related
in a simple way in the thermodynamic limit at low temperatures.
PACS: 02.30.Ik; 75.10.Jm; 05.30.-d; 03.65.Fd
Keywords: HaldaneShastry spin chain; Partition function; Low energy excitations; Conformal field theory
1. Introduction
The HaldaneShastry (HS) spin-1/2 chain is an integrable model in which equally spaced
spins on a circle interact with each other through pairwise interactions which are inversely proportional to the square of their chord distances [1,2]. Interestingly, the HS spin-1/2 chain is easier
* Corresponding author. Tel.: +91 33 2337 5346; fax: +91 33 2337 4637.
E-mail addresses: bireswar.basumallick@saha.ac.in (B. Basu-Mallick), nilanjan.bondyopadhaya@saha.ac.in

(N. Bondyopadhaya), diptiman@cts.iisc.ernet.in (D. Sen).
doi:10.1016/j.nuclphysb.2007.11.021
B. Basu-Mallick et al. / Nuclear Physics B 795 [FS] (2008) 596622
597
to study in some respects than the integrable spin-1/2 chain with nearest-neighbor interactions;
it has a Yangian quantum group symmetry, and the low energy excitations form an ideal gas
with fractional statistics [35]. The HS spin-1/2 chain has an SU(2) symmetry, with the spin at
each site forming the fundamental representation of SU(2). This model can be generalized to an
SU(m) symmetric model whose Hamiltonian is given, with N lattice sites, by
1 + Pj k
1
HHS =
(1.1)
,
2
sin2 (j k )
1j <kN
where j = j /N , and Pj k is the exchange operator which interchanges the spins (which can
take m possible values) on the j th and kth lattice sites.
One can find the complete energy spectrum of the HS spin chain in (1.1), including the degeneracy of each energy level, through the motif representations of its Y (glm ) Yangian symmetry
[68]. By using this information about the spectrum, it is possible in principle to construct
the partition function of this spin chain. However, there is a simpler method for calculating
the partition function of the SU(m) HS spin chain [9] which uses the so-called freezing technique [1012]. The freezing technique consists of taking the strong coupling limit of the spin
CalogeroSutherland (CS) Hamiltonian; then the coordinates of the particles freeze at the classical equilibrium positions of the scalar part of the potential, and the spins get decoupled from the
coordinate degrees of freedom. As a result, one can derive the partition function of the HS spin
chain by modding out the partition function of the spinless CS model from that of the spin CS
model.
There exists an SU(m|n) supersymmetric extension of the HS spin chain [3], where each site
is occupied by either one of m type of bosonic states or one of n type of fermionic states. Such
supersymmetric spin chains play a role in describing some correlated systems in condensed matter physics, where holes moving in the dynamical background of spins behave as bosons, and
spin-1/2 electrons behave as fermions [1315]. The SU(m|n) supersymmetric HS spin chain
exhibits the Y (gl(m|n) ) super-Yangian symmetry [3]; this is also the quantum group symmetry
of the SU(m|n) supersymmetric Polychronakos spin chain. So it is expected that the spectra and
partition functions of these two spin chains would share some common features. The freezing
technique has been used to compute the partition function of the SU(m|n) Polychronakos spin
chain [16,17], after mapping the corresponding supersymmetric exchange operators to a representation of the permutation algebra containing anyon like spin dependent interactions [18,19].
In Ref. [20], this technique has been used to compute the exact partition function of the SU(m|n)
HS spin chain. Subsequently, it was shown that the partition function of the SU(m|n) HS spin
chain can be expressed through the Schur polynomials associated with the motif representations,
and an exact duality relation has been established between the partition functions of the SU(m|n)
and SU(n|m) HS spin chains [21].
In this paper, our main aim is to study the low energy spectrum of the SU(m|n) HS spin chain
in the thermodynamic limit N . To this end, in Section 2 we review some of the results
known for this model. We subsequently use its exact partition function to compute the complete
spectrum for finite values of N . In particular, we give explicit expressions for the degeneracies
of all the energy levels by taking a limit of the Schur polynomials corresponding to the motif
representations. In Section 3, we discuss the momentum eigenvalues associated with the motifs of
the SU(m|n) HS spin chain. In Section 4, we focus on the ground state and low energy excitations
of the SU(m|n) HS spin chain for all possible values of m and n. In particular, we study the
degeneracy of the ground state and the relation between the energy and momentum of the low
energy excitations in the thermodynamic limit. In Section 5, we discuss whether the low energy
598
excitations can be described by conformal field theories [22] for certain values of m and n. In
Section 6, we explicitly prove the equivalence at low temperatures of the partition functions of
the SU(m|1) HS spin chain and a model of m non-interacting fermions with a particular kind of
energy dispersion. We also derive an interesting relation between the partition functions of the
SU(m|n) HS spin chain and the SU(m|n) Polychronakos spin chain at low temperatures, for any
value of n 1. We summarize our results in Section 7.
2. Energy spectrum of the SU(m|n) HS spin chain
For the purpose of defining the Hamiltonian of the SU(m|n) supersymmetric HS spin chain,
let us consider operators like Cj (Cj ) which create (annihilate) a particle of species on
the j th lattice site. These creation (annihilation) operators are assumed to be bosonic when
{1, 2, . . . , m}, and fermionic when {m + 1, m + 2, . . . , m + n}. Thus, the parity of Cj (Cj )
is defined as

p(Cj ) = p Cj = 0 for {1, 2, . . . , m}, and

p(Cj ) = p Cj = 1 for {m + 1, m + 2, . . . , m + n}.
(2.1)
These operators satisfy the commutation (anticommutation) relations

Cj , Ck
= 0,
Cj , Ck
= j k ,
[Cj , Ck ] = 0,
(2.2)
where [A, B] AB (1)p(A)p(B) BA. We now consider a subspace of the related Fock space
in which the number of particles on each site is exactly 1, namely,
m+n
Cj Cj = 1
(2.3)
=1
for all j . On this subspace, we define the supersymmetric exchange operators

(m|n)
Pj k
m+n
Cj Ck
Cj Ck ,
(2.4)
,=1
(m|n)
where 1 j < k N . These Pj k s yield a realization of the permutation algebra given by
Pj2k = 1,
Pj k Pkl = Pj l Pj k = Pkl Pj l ,
[Pj k , Plm ] = 0,
(2.5)
(m|n)
where j, k, l, m are all distinct indices. Replacing Pj k by Pj k
in Eq. (1.1), we obtain the
Hamiltonian of the SU(m|n) supersymmetric HS model as [3]
(m|n)
HHS
1
2
(m|n)
1 + Pj k
1j <kN
sin2 (j k )
(2.6)
As shown in Ref. [20], the SU(m|n) supersymmetric HS model in (2.6) can be transformed to
a spin chain. We consider a representation of the permutation algebra (2.5), which acts on a spin
state like |1 2 . . . N , with j {1, 2, . . . , m + n}, as [18,19]
(m|n)
Pj k |1 . . . j . . . k . . . N = ei(j ,j +1 ,...,k ) |1 . . . k . . . j . . . N .
(2.7)
599
Here ei(j ,j +1 ,...,k ) = 1 if j , k {1, 2, . . . , m}, ei(j ,j +1 ,...,k ) = 1 if j , k {m + 1,

m+n
k1
m + 2, . . . , m + n}, and ei(j ,j +1 ,...,k ) = (1) p=j +1 =m+1 p , if j {1, 2, . . . , m} and

k {m + 1, m + 2, . . . , m + n} or vice versa. We will call i a bosonic spin if i
{1, 2, . . . , m}, and a fermionic spin if i {m + 1, m + 2, . . . , m + n}. From Eq. (2.7), it follows
that the exchange of two bosonic (fermionic) spins produces a phase factor of 1 (1) irrespective of the nature of the spins situated in between the j th and kth lattice sites. However, if we
exchange one bosonic spin with one fermionic spin, the phase factor is (1) where is the
total number of fermionic spins situated in between the j th and kth lattice sites. The constraint
in Eq. (2.3) implies that the Hilbert space associated with the SU(m|n) HS Hamiltonian in (2.6)
can be spanned through the following orthonormal basis vectors: C1

C . . . CN
N |0, where
1 22
|0 is the vacuum state and j {1, 2, . . . , m + n}. We define a one-to-one mapping between
these basis vectors and those of the above mentioned spin chain as
C . . . CN
|1 2 . . . N C1
N |0.
1 22
(2.8)
Using the commutation (anticommutation) relations in (2.2), we can verify that

(m|n)
Pj k C1
. . . Cjj . . . Ck
. . . CN
N |0
k
1
= ei(j ,...,k ) C1
. . . Cjk . . . Ck
. . . CN
N |0,
j
1
(2.9)
where ei(j ,...,k ) is the same phase factor which appeared in Eq. (2.7). A comparison of
(m|n)
Eq. (2.9) with Eq. (2.7) through the mapping in (2.8) shows that the representation Pj k
is
(m|n)
equivalent to the supersymmetric exchange operator P

. Hence, if we define a spin chain
jk
(m|n)
Hamiltonian through Pj k as
(m|n)
HHS
1
=
2
1 + Pj k
(m|n)

1j <kN
sin2 (j k )
(2.10)
it would be completely equivalent to the SU(m|n) supersymmetric HS model in (2.6) [18]. For
(m|n)
(m|n)
the special case n = 0, Pj k
reproduces the original spin exchange operator Pj k , and HHS
in (2.10) reduces to the Hamiltonian of the SU(m) HS spin chain in (1.1). We will henceforth
study the SU(m|n) supersymmetric HS model defined in (2.10) instead of its original form
in (2.6).
Let us now discuss the partition function of the SU(m|n) supersymmetric HS model, which
has been derived by
using the freezing technique [20]. Consider a set of positive integers
k1 , k2 , . . . , kr , where ri=1 ki = N , and r is an integer which can take any value from 1 to N .
The vector k {k1 , . . . , kr } belongs to the set PN of ordered partitions of N . Associated with
each k, we attach a dimensionality given by
d (m|n) (k) =
r

d (m|n) (ki ),
(2.11)
i=1
d (m|n) (k
where
i ) is a function of m, n and ki . In the case of the supersymmetric HS spin chain,
for which both m and n are positive integers, d (m|n) (ki ) is expressed as
d
(m|n)
(ki ) =
min(m,k
i)
j =0
Cj ki j +n1 Cki j ,
(2.12)
600
p!
with p Cl = l!(pl)!
for l p and p Cl = 0 for l > p. In the case of the SU(n) fermionic model,
(0|n)
d
(ki ) is obtained by putting m = 0 in Eq. (2.12),
d (0|n) (ki ) =
ki +n1
(2.13)
Cki .
The dimensionality of the SU(m) bosonic case can also be obtained from Eq. (2.11) by taking [9]
d (m|0) (ki ) = m Cki .
(2.14)
We note that, while the dimensionality appearing in Eq. (2.11) can take a non-zero value for
the bosonic case only if ki m for all i, it takes a non-zero value for any k PN for both the
supersymmetric as well as the fermionic
case.
Next we define the quantities Ki = ij =1 kj which denote the partial sums corresponding to
the partition k PN . The partition function of the SU(m|n) HS spin chain, obtained through the
freezing technique, is then given by [20]
(m|n)
ZHS (q) =
N1

1q
E (l)
(m|n)
(k)
kPN
l=1
r1

q E (Kj )
j =1
(1 q E (Kj ) )
(2.15)
where E(l) = l(N l) and q = e1/T ; here T is the temperature, and we have set the Boltzmann
constant kB = 1. Note that the dimension of the summation variable k (i.e., r) in Eq. (2.15) takes
all possible values within the range 1 to N . Since the partial sums K1 , K2 , . . . , Kr associated
with k are natural numbers obeying 1 K1 < K2 < < Kr1 < Kr = N , one can define
their complements as elements of the set: {1, 2, . . . , N 1} {K1 , K2 , . . . , Kr1 }. Let Kj s
with j
{r + 1, r + 2, . . . , N } denote these conjugate partial sums. Hence one can rearrange the
E (l) ) into two terms as [9]
product N1
l=1 (1 q
N1

N

r1

1 q E (l) =
1 q E (Kj )
1 q E (Ki ) .
j =1
l=1
(2.16)
i=r+1
By substituting this relation to Eq. (2.15), we get a simplified expression for the partition function
of the SU(m|n) HS model as
(m|n)
ZHS (q) =

kPN
d (m|n) (k)q
r1
j =1 E (Kj )
N

1 q E (Ki ) .
(2.17)
i=r+1
Even though the partition function given in Eq. (2.17) is useful for studying various global
properties of the spectrum like the level density distribution [20], it is not very suitable for
analyzing the degeneracy of energy levels associated with the super-Yangian symmetry of the
SU(m|n) HS model. However, it has been found recently that the partition function appearing in
Eq. (2.17) can also be expressed as [21]
r1 E (K )
(m|n)
j
ZHS (q) =
(2.18)
q j =1
S k1 ,k2 ,...,kr (x, y)
x=1,y=1 ,
kPN
where x {x1 , x2 , . . . , xm }, y {y1 , y2 , . . . , yn }, k1 , k2 , . . . , kr denotes a border strip which

is drawn in Fig. 1, and S k1 ,k2 ,...,kr (x, y) is the Schur polynomial corresponding to such a border
strip.
These border strips represent a class of irreducible representations of the Y (gl(m|n) ) Yangian
algebra, and they span the Fock space of Yangian invariant spin systems. These border strips can
601
Fig. 1. Shape of the border strip k1 , k2 , . . . , kr .
equivalently be described by motifs, which for an N -site spin chain is given by a sequence of
N 1 number of 0s and 1s, = (1 , 2 , . . . , N1 ) with j {0, 1}. There exists a one-to-one
map from a border strip to a motif as
k1 , k2 , . . . , kr
= (1, . . . , 1, 0, 1, . . . , 1, 0, . . . , 0, 1, . . . , 1).

k1 1
k2 1
(2.19)
kr 1
Thus the elements of this motif satisfy the following rule: j = 0 if j coincides with one of
the partial sums Ki , and j = 1 otherwise. The dimensionality of the irreducible representation
associated with a border strip or motif is obtained by setting x = 1, y = 1 in the corresponding
Schur polynomial S k1 ,k2 ,...,kr (x, y).
There exist several alternative expressions for the Schur polynomial in the literature. For
x = 1, y = 1, one such expression for the Schur polynomial [21] is given by

s
i

rs
(m|n)
=
(1)
d
k
+
++
+j ,
S k ,k ,...,k (x, y)
(2.20)
1
x=1,y=1
lPr
i=1
i1
j =1
where the summation variable l {

1 ,
2 , . . . ,
s } belongs to the set Pr of ordered partitions of r
(thus s is an integer which runs from 1 to r), and we assume that
1 +
2 + +
i1 0 for
i = 1. As an illustration, let us consider the Schur polynomial S k1 ,k2 ,k3 (x, y), for which r = 3
and P3 is given by {{3}, {2, 1}, {1, 2}, {1, 1, 1}}. For x = 1, y = 1, Eq. (2.20) gives the value of
this Schur polynomial to be
S k1 ,k2 ,k3 (x, y)

x=1,y=1
= d (m|n) (k1 + k2 + k3 ) d (m|n) (k1 + k2 ) d (m|n) (k3 )
d (m|n) (k1 )d (m|n) (k2 + k3 ) + d (m|n) (k1 )d (m|n) (k2 )d (m|n) (k3 ).
It may be noted that, by using another combinatorial expression [21] for the Schur polynomial
S k1 ,k2 ,...,kr (x, y), we find its value for x = 1, y = 1 to be
S k1 ,k2 ,...,kr (x, y)

x=1,y=1 = N k1 ,k2 ,...,kr ,
(2.21)
602
where N k1 ,k2 ,...,kr denotes the number of all possible allowed tableaux corresponding to the border strip k1 , k2 , . . . , kr . An allowed tableau is obtained by filling the numbers 1, 2, . . . , m + n
in a given border strip k1 , k2 , . . . , kr following the rules:
The entries in each row are increasing, allowing the repetition of elements of the set
{1, 2, . . . , m}, but not permitting the repetition of elements of the set {m + 1, m + 2,
. . . , m + n}.
The entries in each column are increasing, allowing the repetition of elements of the set
{m + 1, m + 2, . . . , m + n}, but not permitting the repetition of elements of the set
{1, 2, . . . , m}.
For example, in the case of the SU(2|1) spin chain, it is possible to construct the following
tableaux corresponding to the border strip 2, 1:
1
1 2
1
2 2
1
1 3
1
2 3
2
1 3
2
2 3
3
1 3
3
2 3
which gives S 2,1 (x, y)|x=1,y=1 = 8. In the following, we shall use both of the expressions in
Eqs. (2.20) and (2.21) according to our convenience.
Now we are in a position to find the energy levels and their degeneracies in the case of the
SU(m|n) HS spin chain. The energy level associated with a border strip k1 , k2 , . . . , kr or corresponding motif is obtained from the power of q appearing on the right-hand side of Eq. (2.18):
E() =
r1

i=1
N (N 2 1)
j j (j N ).
+
6
N1
E(Ki ) =
(2.22)
j =1
From Eq. (2.18), it also follows that the degeneracy of the energy level E() associated with
motif is given by setting x = 1, y = 1 in the Schur polynomial S k1 ,k2 ,...,kr (x, y). We have already presented some expressions for this limit of the Schur polynomial in Eqs. (2.20) and (2.21).
It is interesting to observe that setting x = 1, y = 1 in the Schur polynomial S k1 ,k2 ,...,kr (x, y)
also gives the degeneracy of the energy level associated with motif in the case of the SU(m|n)
supersymmetric Polychronakos spin chain [17].
Let us suppose that there exists a unique motif which minimizes E() and, therefore, rep(m|n)
resents the ground state of the SU(m|n) HS spin chain. It may be noted that, if ZHS (q) in
Eq. (2.17) is expressed in a polynomial form, then the term with the lowest power of q is generated only from the partition k corresponding to the motif , and the coefficient of this power
of q is given by d (m|n) (k). Consequently, the degeneracy of the motif representing the ground
state is obtained as
r

(m|n)
(k) =
d (m|n) (ki ).
S k1 ,k2 ,...,kr (x, y) x=1,y=1 = d
(2.23)
i=1
This relation implies that only the vector l = {1, 1, . . . , 1} contributes to the right-hand side of
Eq. (2.20) for the case of the ground state. If there exist more than one motif corresponding to the
minimum energy of the system, then the degeneracy of the ground state is obtained by summing
over all the d (m|n) (k) associated with such motifs.
603
An interesting aspect of the HS models is a duality between the SU(m|n) and SU(n|m) spin
chains of the form [21]
U Pj k
(m|n)
U = Pj k
(n|m)
(2.24)
and
(m|n)
UHHS
U =
N (N 2 1)
(n|m)
HHS ,
6
(2.25)
(m|0)
where U is a unitary operator. It should be observed that, one can obtain the relation Pj k =
(0|m)
Pj k by using Eq. (2.7). Hence, for the particular case n = 0, U in Eqs. (2.24) and (2.25) acts
like a unit operator between the Fock spaces of the SU(m|0) bosonic and SU(0|m) fermionic spin
chains. [Note that the SU(2) bosonic and fermionic spin chains correspond to antiferromagnetic
(2|0)
(0|2)
and ferromagnetic spin-1/2 chains respectively. This is because Pj k = Pj k = 2Sj Sk +
1/2, where Sj denotes a spin-1/2 operator at site j .] In general, Eq. (2.25) implies that if |i
(m|n)
is an eigenfunction of HHS
eigenvalue Ei , where
(n|m)
with eigenvalue Ei , then U|i is an eigenfunction of HHS
with
N (N 2 1)
Ei .
(2.26)
6
Furthermore, the degeneracy of the eigenvalue Ei in the spectrum of the SU(m|n) spin chain coincides with that of the eigenvalue Ei in the spectrum of the SU(n|m) spin chain. Consequently,
the partition functions of the SU(m|n) and SU(n|m) spin chains satisfy the duality relation

2
(m|n)
(n|m)
ZHS (q) = q N (N 1)/6 ZHS q 1 .
(2.27)
Ei =
For the special case of a self dual model with m = n, Eq. (2.26) implies that the spectrum would
be symmetric under reflection around the energy value N (N 2 1)/12.
Let us now try to find out how the unitary operator U connects the motif representations appearing in the Fock spaces of the SU(m|n) and SU(n|m) HS spin chains. For this purpose, we
need to define the conjugate of a border strip or corresponding motif. While the border strip
k1 , k2 , . . . , kr has r elements, its conjugate has N r + 1 elements which lead to a parti
tion of N [21]. Thus one can write this conjugate border strip as k1 , k2 , . . . , kNr+1
, where

{k1 , k2 , . . . , kNr+1 } PN , and denote the partial sums corresponding to this conjugate border
strip as Ki with i {1, 2, . . . , N r +1}. The first N r such partial sums form a set, which is related to the complementary partial sums associated with the original border strip k1 , k2 , . . . , kr
as [21]

{K1 , K2 , . . . , KNr
} = {N Kr+1 , N Kr+2 , . . . , N KN }.
(2.28)
From the above equation, it follows that the conjugate of a motif can be obtained from the original
motif by replacing 0s with 1s (and vice versa) and rewriting all binary digits in the opposite
order. For example, the conjugate of the motif (10110) is obtained as (10110) (01001)
(n|m)
(10010). With the help of Eq. (2.22), we find that the eigenvalue of the Hamiltonian HHS for

the conjugate border strip k1 , k2 , . . . , kN
is given by Nr
i=1 E(Ki ). Using Eq. (2.28) along
r+1
N
with the relations E(N Ki ) = E(Ki ) and i=1 E(Ki ) = N (N 2 1)/6, we obtain
Nr

i=1
E(Ki ) =
N (N 2 1)
E(Ki ).
6
r1
i=1
(2.29)
604
Comparing this equation with Eq. (2.26), we find that the unitary operator U maps the border strip
k1 , k2 , . . . , kr appearing in the Fock space of the SU(m|n) spin chain to the conjugate border

strip k1 , k2 , . . . , kNr+1
appearing in the Fock space of the SU(n|m) spin chain. Furthermore,
it is known that the Schur polynomials associated with a border strip and its conjugate border
strip satisfy a duality relation like [21]

S k1 ,k2 ,...,kr (x, y) = S k1 ,k2 ,...,kNr+1
(y, x).
(2.30)
For x = 1, y = 1, this equation implies that the number of degenerate eigenfunctions of the
SU(m|n) HS spin chain associated with the motif k1 , k2 , . . . , kr coincides with that of the

SU(n|m) HS spin chain associated with the conjugate motif k1 , k2 , . . . , kNr+1
. This result
is also consistent with our observation that a motif and its conjugate motif are related to each
other through the unitary operator U .
It may be noted that the expression in (2.22) for the energy levels of the SU(m|n) HS spin
chain does not explicitly depend on the values of m and n, and apparently coincides with that of
the SU(m|0) bosonic case [6]. However, as we shall see shortly, the degeneracy corresponding to
some of these energy levels vanishes in the pure bosonic case or pure fermionic case. As a result,
the spectrum of a supersymmetric spin chain admits many more energy levels in comparison
with the spectrum of a bosonic or fermionic spin chain with the same number of lattice sites.
For the case of the SU(m|0) bosonic spin chain, let us assume that the value of some ki in the
border strip k1 , k2 , . . . , kr exceeds m. Since it is not possible to construct a tableau corresponding to this border strip without the repetition of any number (from the set {1, 2, . . . , m}) in the
column which has the length ki , we get S k1 ,k2 ,...,kr (x, y)|x=1,y=1 = 0 by using Eq. (2.21). The
same conclusion can also be drawn from Eq. (2.20) by observing that d (m|0) (l) = 0 for l > m.
Consequently, by using Eq. (2.19), one finds a selection rule for the SU(m|0) bosonic HS spin
chain, which prohibits the occurrence of m or more consecutive 1s in a motif. Note that if a
motif contains a sequence of m or more consecutive 1s, then its conjugate motif would contain a sequence of m or more consecutive 0s. So, by using the duality relation in (2.30), we
find a complementary selection rule for the SU(0|m) fermionic HS spin chain, which prohibits
the occurrence of m or more consecutive 0s in a motif. In the case of the SU(m|n) supersymmetric spin chain, however, we can construct at least one tableau corresponding to the border
strip k1 , k2 , . . . , kr for arbitrary values of ki . The form of such a tableau has been shown in
Fig. 2.
Consequently, by using Eq. (2.21), we find that S k1 ,k2 ,...,kr (x, y)|x=1,y=1 has a non-zero
value for an arbitrary border strip k1 , k2 , . . . , kr . Thus, the selection rules occurring in the
bosonic and fermionic case are lifted for the case of the supersymmetric HS spin chain; this
was observed by Haldane on the basis of numerical calculations [3].
Due to the absence of any selection rule, we can easily evaluate the maximum and minimum
energy eigenvalues for the case of a supersymmetric HS spin chain. From the expression for
E() in Eq. (2.22) it is evident that, in the case of the SU(m|n) supersymmetric as well as
the SU(0|n) fermionic spin chain, the motif (1, 1, . . . , 1) corresponding to the border strip

2
N gives the minimum energy of the system as Emin = N (N6 1) + N1
j =1 j (j N ) = 0. Due
to the selection rule which prohibits the occurrence of m or more consecutive 1s in a motif, the
SU(m|0) bosonic model has a non-zero ground state energy which will be discussed in Section 4.
On the other hand, the motif (0, 0, . . . , 0) corresponding to the border strip 1, 1, . . . , 1 gives
2
the maximum energy Emax = N (N6 1) for the SU(m|n) supersymmetric as well as the SU(m|0)
bosonic spin chain. Due to the presence of the selection rule which prohibits the occurrence of
605
Fig. 2. Form of an allowed tableau corresponding to the border strip k1 , k2 , . . . , kr (with arbitrary values of ki ) occurring in the Fock space of the SU(m|n) supersymmetric HS spin chain. Here is any number within the set {1, 2, . . . , m},
and is any number within the set {m + 1, m + 2, . . . , m + n}.
m or more consecutive 0s in a motif, the maximum energy of the SU(0|m) fermionic spin chain
is lower than N (N 2 1)/6. The maximum energy of the SU(0|m) fermionic spin chain can be
obtained from the ground state energy of the SU(m|0) bosonic spin chain by using the relation
in (2.26).
3. Definition of momentum for the SU(m|n) HS spin chain
In order to study the energymomentum dispersion relation, we need to find the momentum
eigenvalues corresponding to the energy eigenstates of the SU(m|n) HS spin chain. In this section, we will study how the momentum operator can be defined for the SU(m|n) HS spin chain,
and we will find the eigenvalues of this operator when it acts on the motif eigenstates.
To begin with we consider the case of the SU(m|0) bosonic spin chain, for which the momentum eigenvalues associated with the motif eigenstates are already known [6]. The action of the
translation operator T is defined on the spin space of this bosonic model as
T |1 , 2 , . . . , N1 , N = |2 , 3 , . . . , N , 1 .
(3.1)
T is a unitary operator which can be related to the momentum operator P as

T = ei P .
(3.2)
It is well known that all degenerate energy eigenstates associated with the border strip
k1 , k2 , . . . , kr or corresponding motif are also degenerate eigenstates of the translation operator T with eigenvalue eiP () , where P () is given by [6]

r1
N1
2
2
P () = (N 1)
(3.3)
Ki mod 2 =
j j mod 2.
N
N
i=1
j =1
606
Hence, due to the relation in (3.2), the momentum eigenvalue of all eigenstates associated with
the motif is given by Eq. (3.3) for the case of a bosonic spin chain.
Let us now define the translation and momentum operator for the general case of the SU(m|n)
HS spin chain. The translation operator acts on the creation (annihilation) operators associated
with the Fock space of the SU(m|n) spin chain as
T Ci T = Ci ,
T Ci
T = Ci ,
(3.4)
with i i + 1 (assuming N + 1 1 due to the circular configuration of the lattice sites), and on
the vacuum state as T |0 = |0. Similar to the bosonic case, this translation operator is related to
the momentum operator through Eq. (3.2). It is easy to check that the Hamiltonian in (2.6) of the
SU(m|n) HS spin chain commutes with the translation and momentum operator defined in the
above mentioned way. Indeed, all conserved quantities [3] of the SU(m|n) HS model, which lead
to the Y (gl(m|n) ) super-Yangian symmetry of this spin chain, also commute with these translation
and momentum operators. This fact ensures that all degenerate energy eigenstates associated with
the motif give the same momentum eigenvalue. With the help of Eqs. (3.4) and (2.2), we obtain
T C1
C . . . CN1
C |0 = C2
C . . . CN
N1 C1N |0
1 22
N1 N N
1 32
= (1)p(N )
N1
j =1
p(j )
C1
C . . . CN
N1 |0. (3.5)
N 21
Applying the mapping (2.8) to the above relation, we find the action of the translation operator T
on the spin state |1 , 2 , . . . , N1 , N as
T |1 , 2 , . . . , N1 , N = (1)p(N )
N1
j =1
p(j )
|2 , 3 , . . . , N , 1 .
(3.6)
It may be noted that this general relation reduces to Eq. (3.1) in the particular case of the SU(m|0)
bosonic spin chain, for which p() = 0 for all possible values of . On the other hand, p() = 1
for all values of in the case of the SU(0|n) fermionic spin chain. Hence, in this case, Eq. (3.6)
reduces to
T |1 , 2 , . . . , N1 , N = ei(N1) |2 , 3 , . . . , N , 1 .
(3.7)
Now we will find an expression for the momentum eigenvalue associated with a motif in the
case of the SU(0|n) fermionic spin chain, by using its duality relation with the SU(n|0) bosonic
spin chain. It has been already established that, any motif (say ) occurring in the Fock space
of the SU(0|n) fermionic spin chain can be related to its conjugate motif (say c ) occurring in
the Fock space of the SU(n|0) bosonic spin chain through a unitary operator U which appears
in Eqs. (2.24) and (2.25). More precisely, if |() is a state vector associated with the motif ,
then there exists a state vector |(c ) associated with the conjugate motif c such that |() =
U|(c ). Since U acts like a unit operator in this case, we can express both |() and |(c )
in exactly the same form through the corresponding basis vectors like |1 , 2 , . . . , N :

C1 ,2 ,...,N |1 , 2 , . . . , N ,
(3.8)
1 ,2 ,...,N
where C1 ,2 ,...,N s are some expansion coefficients. However, it should be kept in mind that
while all i represent fermionic spins in the expression for |(), they represent bosonic spins
in the expression for |(c ). Let us assume that |() and |(c ) are eigenstates of the translation operator T with eigenvalues given by eiP () and eiP (c ) respectively. Acting with T on
the state vector appearing in Eq. (3.8), and using Eq. (3.1) or Eq. (3.7) in the case of bosons or
fermions respectively, we find that

P () = (N 1) + P (c ) mod 2.
607
(3.9)
With the help of Eqs. (3.3) and (2.28), one obtains the value of P (c ) as
P (c ) =

r1
2
Ki mod 2
N
i=1
N1
2
j j
= (N 1) +
N

mod 2,
(3.10)
j =1
where Ki s are the partial sums associated with the border strip k1 , k2 , . . . , kr , which has a oneto-one correspondence with the motif . By inserting the above expression of P (c ) to Eq. (3.9),
we find that the momentum eigenvalue of all eigenstates associated with the motif is again
given by Eq. (3.3) for the case of the SU(0|n) fermionic spin chain.
Our next aim is to find the momentum eigenvalues associated with the motifs of the SU(m|n)
supersymmetric spin chain, for which both m and n take non-zero values. For this purpose, we
first consider the simplest case of the SU(1|1) HS spin chain. It is well known that this spin chain
can be mapped a model of non-interacting spinless fermions [3,30]. Since the bosonic spin in
the SU(1|1) model can equivalently be described as a vacuum state for the fermionic spin, the
corresponding exchange operator may be expressed as
(1|1)
Pj k = 1 Cj Cj Ck Ck + Cj Ck + Ck Cj ,
(3.11)
where Cj (Cj ) creates (annihilates) a spinless fermion at site j . The Hamiltonian in Eq. (2.10)
can then be diagonalized in the form
N(N 2 1)
Eu C u C u ,
6
N1
(1|1)
HHS =
(3.12)
u=0
where Eu = u(N u), and C u is the Fourier transform of Cj :

N
1 2iuj/N
C u =
e
Cj .
N j =1
(3.13)
Let us consider a pure fermionic state of the following form:

r

(u1 , u2 , . . . , ur )
C ui |0,
(3.14)
i=1
where u1 < u2 < < ur , and ui {0, 1, 2, . . . , N 1}. It is easy to see that, this state is an
eigenstate of the Hamiltonian in (3.12) with eigenvalue given by
r

N (N 2 1)
E {ui } =
ui (ui N ).
+
6
(3.15)
i=1
Evidently, the set consisting of all states of the form given in (3.14) is a complete set of eigenstates for the Hamiltonian in (3.12).
608
Now we take an eigenstate of the form |(u1 , u2 , . . . , ur ), where all ui s are positive integers.
It may be noted that both |(u1 , u2 , . . . , ur ) and |(0, u1 , u2 , . . . , ur ) give rise to the same
energy eigenvalue. So these eigenstates lead to a doubly degenerate energy level characterized
by a set of fermionic quantum numbers like {u1 , u2 , . . . , ur }. It is natural to expect that such sets
of quantum numbers would be connected in some way with the motifs of the SU(1|1) HS spin
chain. Indeed, by comparing two energy expressions given in Eqs. (2.22) and (3.15), we find
that there exists a well-defined mapping between the set {u1 , u2 , . . . , ur } and the corresponding
motif . The mapping rules are as follows:
When j {u1 , u2 , . . . , ur }, we have j = 1.
When j
/ {u1 , u2 , . . . , ur }, we have j = 0.
To illustrate this mapping, we take a set of fermionic quantum numbers like {1, 3, 4} for a spin
chain with N = 6. Due to the above mentioned rules, this set of quantum numbers is mapped to
a motif of the form (10110). Consequently, the degenerate eigenstates given by C 1 C 3 C 4 |0 and
C 0 C 1 C 3 C 4 |0 correspond to the motif (10110).
We have already defined the translation and momentum operators for a supersymmetric spin
chain. As will be shown shortly, for the case of the SU(1|1) spin chain, these operators can
be expressed in simple forms through Fourier transformed modes like C u and C u . By using
Eqs. (3.4) and (3.13), we find the action of translation operator on C u and C u as
T C u T = ei2u/N C u ,
T C u T = ei2u/N C u .
(3.16)
With the help of the BakerHausdorff relation, it is easy to check that a translation operator of
the form given in (3.2) satisfies Eq. (3.16) if the momentum operator P is given by
P=
N1
2
uCu Cu .
N
(3.17)
u=0
Acting on the states |(u1 , u2 , . . . , ur ) and |(0, u1 , u2 , . . . , ur ), this momentum operator evidently generates the same eigenvalue given by
r
2

ui mod 2.
P {ui } =
N
(3.18)
i=1
By utilizing the mapping between fermionic quantum numbers {u1 , u2 , . . . , ur } and motif ,
we can also express the momentum eigenvalue in Eq. (3.18) through the elements of motif .
Interestingly, we find that such an expression for the momentum eigenvalue for the motif is
identical in form with the expression in (3.3), which was originally proposed for the case of
SU(m|0) bosonic spin chain.
Finally, let us discuss how the momentum eigenvalue relations obtained for the simplest case
of the SU(1|1) supersymmetric spin chain can be useful in the context of the general SU(m|n)
supersymmetric spin chain. It should be observed that, for a fixed number of lattice sites, all
possible motifs of the SU(m|n) supersymmetric spin chain also occur in the case of the SU(1|1)
spin chain. However, while all motifs are doubly degenerate in the case of the SU(1|1) spin chain,
the number of degenerate eigenstates associated with a motif is much higher in general in the case
of the SU(m|n) supersymmetric spin chain. In fact, the doubly degenerate eigenstates associated
with a motif of the SU(1|1) spin chain form a subset of the multiply degenerate eigenstates
609
associated with the same motif of the SU(m|n) spin chain. We have already found that, the
momentum eigenvalue of this subset of SU(1|1) doublets is given by P () in Eq. (3.3). Since
all degenerate multiplets associated with the motif of the SU(m|n) supersymmetric spin chain
must yield the same momentum eigenvalue, it is also given by Eq. (3.3). Thus we find that P ()
given in Eq. (3.3) represents a general expression for the momentum eigenvalue corresponding to
the motif , which is valid for all possible cases like the bosonic, fermionic and supersymmetric
HS spin chains.
4. Low energy excitations of the SU(m|n) HS spin chain
In this section, we will study the ground state and low energy excitations of the SU(m|n) HS
spin chain for various values of m and n. In particular, we will be interested in the thermodynamic
limit N . We will therefore rescale the Hamiltonian to take the form
(m|n)
HHS
2
2N 2
1 + Pj k
(m|n)

1j <kN
sin2 (j k )
(4.1)
The pre-factor of 2 /(2N 2 ) in (4.1) ensures that the nearest-neighbor interaction is of the form
(m|n)
(1+ Pj,j +1 )/2, and also that the ground state energy per unit length will remain finite as N .
(We have set the lattice spacing equal to 1.) In that limit, Eq. (4.1) can be re-written as
(m|n)
HHS
(m|n)
1 1 + Pj k
=
2
(j k)2
(4.2)
j <k
for |j k| N . The partition function corresponding to the rescaled Hamiltonian in (4.1) may
2
2
be obtained from the expressions in (2.17) or (2.18) after replacing q by q,
where q = e /N T .
Using the results of the previous section for the case of the rescaled SU(m|n) spin chain,
we can express its energy and momentum eigenvalues corresponding to the motif as some
functions of the integers Ki , namely,
r1
2
E= 2
Ki (N Ki ),
N
i=1
and
r1
2
P = (N 1)
Ki
N

mod 2.
(4.3)
i=1
For the Hamiltonian given in Eq. (4.1), the low energy modes are those for which E is of order 1/N , while the high energy modes are those for which E is of order 1. Let us now consider
three cases separately.
Case I. SU(m|0) bosonic spin chain, with m 2.
Although this bosonic spin chain has been discussed extensively in the literature, we will
consider it briefly for the sake of completeness. Let us consider the simplest case when N is a
multiple of m. In this case, the border strip m, m, . . . , m minimizes the energy E in Eq. (4.3)
and represents the ground state of the system. For this border strip, we have r = N/m, kj = m
for all j {1, 2, . . . , r}, and Kj = j m for all j {1, 2, . . . , r 1}. Due to Eqs. (2.23) and (2.14),
610
the ground state is non-degenerate for this case. Eq. (4.3) gives the ground state energy and
momentum to be

2m N 2
1
E0 =
(4.4)
1 , and P0 = N 1
mod 2.
6N
m
m
In the thermodynamic limit, the ground state energy per unit length is given by 2 /(6m).
A band of excited states is obtained by taking r = N/m + 1 as follows. In addition to the
N/m 1 values of Kj = j m that are present in the ground state, we introduce an additional
value of Ki = u, where u is not a multiple of m. The excitation energy and momentum of such
a state, called E and P respectively, are given by the differences between the energy and
momentum of this state and the ground state energy and momentum given in Eq. (4.4). We
find that E = ( 2 /N 2 )u(N u), while P = 2u/N mod 2 . In the thermodynamic limit
u/N 0 or (N u)/N 0, these correspond to excitations with low energy and low momentum. The velocity corresponding to these excitations is given by v = |E/P | which is equal
to /2.
It is interesting to observe that the excitations described above do not have the lowest possible
value of E, even for u = 1 or N 1. Rather, the excitations with the lowest energy are given by
r = N/m + 1 and Kj = (j 1)m + u for all j {1, 2, . . . , r 1}, where u = 1 or m 1. These
excitations have E = ( 2 /N 2 )N (1 1/m), P = 2/m mod 2 , and a degeneracy of m2 .
For N , these excitations have less energy than the lowest energy excitations described in
the previous paragraph, although their momentum is large, i.e., 2/m instead of 2/N . The momentum value of these excitations suggests that they may be related to the algebraic long-range
order which is exhibited by the ground state of this model; as discussed in Eq. (5.1) below, the
two-point correlation oscillates with a wave number 2/m and decays as a power of the distance.
Finally, the ratio of the energy of these high momentum excitations to the lowest energy of the
low momentum excitations is 1 1/m. We note that low energy states with momentum equal
to are also known to exist in the spin-1/2 XXZ chain with nearest-neighbor couplings [23].
Case II. SU(0|n) fermionic spin chain, with n 2
We have already seen in Section 2 that the border strip N or corresponding motif (11 . . . 1)
represents the ground state of this system. The ground state energy is zero and momentum is
given by (N 1). Eqs. (2.23) and (2.13) yield the ground state degeneracy as N+n1 CN ; this
goes as N n1 /(n 1)! in the thermodynamic limit.
The ground state and the vanishing of its energy can be understood as follows. The simplest
ground state is given by a state in which every site has a fermionic spin of the same type, say,
= 1, using the notation given at the beginning of Section 2 and remembering that m = 0. The
(0|n)
arguments given after Eq. (2.7) imply that when Pj k acts on such a state, it gives 1 for all
values of j and k. Hence the state has zero eigenvalue for the Hamiltonian in Eq. (4.1). One
can now see the form of the general ground states. Consider a state in which the first n1 sites
have fermionicspins of type = 1, the next n2 sites have spins of type 2, and so on, with the
condition that nj=1 nj = N . One can then consider a superposition of states, all having the same
amplitude, in which the same set of spins is distributed in all possible ways over all the lattice
(0|n)
sites. This gives a ground state with zero energy since 1 + Pj k acting on such a superposition
gives zero for all pairs j and k. The number of ways of choosing n ordered integers (some of
which can be zero) which add up to N is equal to N+n1 CN ; this is the degeneracy of the ground
state.
611
A band of excited states is obtained by taking border strips like k1 , k2 , with k1 = N u,

k2 = u, and K1 = N u, where 1 u N 1. The excitation energy and momentum of
this state are given by E = ( 2 /N 2 )u(N u) and P = P (N 1) = 2u/N respectively. The velocity is given by v = |dE/dP | = /2 in the thermodynamic limit u/N 0 or
(N u)/N 0.
The wave function of these excited states can be visualized by considering a state |j , in which
the site labeled j is occupied by a fermionic spin of type, say, = 2, while all the other sites are
occupied by fermionic spins of type = 1. We form a state with wave number u by superposing
such states,
N
1 i2uj/N
e
|j ,
|u =
N j =1
(4.5)
where u {1, 2, . . . , N 1}. We then find that this state is an eigenstate of the Hamiltonian in
Eq. (2.10) with the eigenvalue
Eu =
N1
2 1 cos(2uj/N)
2
u(N u),
=
2
2N 2
N2
sin
(j/N)
j =1
(4.6)
where the last equality can be found in Ref. [1]. Since the energy of the ground state is zero,
the excitation energy of the state |u is also given by Eu . In the limit N , the excitation
momentum p = 2u/N becomes a continuous variable lying in the range (0, 2), and we
obtain the dispersion
p (p)2
.
(4.7)
2
4
The excitation energy E goes to zero linearly as p 0 or 2 , with a slope given by the
velocity v = |dE/dp| = /2.
Note that the linear dispersions near p = 0 and 2 in Eq. (4.7) are due to the 1/j 2 interaction
between pairs of sites separated by a distance j . If the interaction was short-ranged, the dispersion
would be quadratic near p = 0 and 2 ; this is known to be the case for a ferromagnetic spin
chain with nearest-neighbor interactions.
E =
Case III. SU(m|n) spin chain, with m, n 1.

Similar to Case II, the border strip N or corresponding motif (11 . . . 1) represents the ground
state of this system. The ground state energy is zero and momentum is given by (N 1).
(Note that all the ground states of Case II are also ground states of Case III.) However, due to
the presence of bosons, the degeneracy of the ground state would be different from that of the
SU(0|n) fermionic case. By using Eqs. (2.12) and (2.23), and also assuming N m, we find that
the ground state degeneracy of the SU(m|n) spin chain is given by
m
Cj N+nj 1 CNj ,
(4.8)
j =0
which goes as 2m N n1 /(n 1)! in the thermodynamic limit.

It is interesting to observe that, for the special case n = 1, the ground state degeneracy given
in Eq. (4.8) reduces to 2m , independent of N . This can be understood as follows. The ground
612
states consist of each of the m types of bosonic spins either not appearing at all, or appearing
in only one site of the chain; this gives rise to 2m possibilities. Thus p sites of the chain have
bosonic spins, where 0 p m, while the remaining N p sites are occupied by the fermionic
spins.
A band of low energy excitations are obtained by taking border strips like N u, u, where
1 u N 1. Again, by following a method similar to Case II which leads to the state vector |u
in Eq. (4.5), the wave function of these excited states can be constructed explicitly. Consequently,
the excitation energy and momentum of these states are obtained as E = ( 2 /N 2 )u(N u) and
P = 2u/N respectively. Thus we find that the low lying energy levels have the same motif
structure and momentum for the SU(m|n) supersymmetric as well as the SU(0|n) fermionic case.
In the thermodynamic limit, these low lying excitations have a linear dispersion, with the velocity
being given by /2.
For the SU(m|1) spin chain, it is worth noting that the degeneracy of both the ground state
and all the low lying excited states contains a factor of 2m . According to Eqs. (2.12) and (2.20),
the degeneracy of all states for which at least one of the ki m will contain a factor of 2m . The
states whose degeneracy is not a multiple of 2m are the ones in which all the ki < m; these states
necessarily have energies of order 1, and are therefore high energy states.
It is interesting to consider what happens if the couplings of the SU(m|n) spin chain are not
of the inverse square form, i.e., not of the HaldaneShastry type. Let us restrict our attention to
the case n 1 and take a rather general form of SU(m|n) symmetric Hamiltonian like
H(m|n) =

(m|n)
,
w |k j | 1 + Pj k
(4.9)
j <k
where all the w(j )s are arbitrary real positive numbers. We have already seen that the ground
states of the HS spin chain Hamiltonian in Eq. (4.1) have zero energy for n 1; hence they satisfy
(m|n)
Pj k = 1 for all pairs of sites j, k. Clearly, such states will continue to be ground states of
(m|n)
is 1. Consequently,
H(m|n) in Eq. (4.9), since w(j ) > 0 and the minimum eigenvalue of P
jk
we find that the ground states of the SU(m|n) symmetric Hamiltonian H(m|n) and the degeneracy
of these states remain the same even if w(j ) is not of the inverse square form. This conclusion is
not surprising because the degeneracy of the ground state of SU(m|n) supersymmetric HS model
is governed by the border strip N, which coincides with the single column Young diagram [1N ]
associated with SU(m|n) super Lie algebra.
However, the energymomentum relation for the low energy excitations of H(m|n) will not be
linear in general. Following arguments similar to Eqs. (4.5)(4.7), we see that the energy of a
state with momentum p (measured with respect to a ground state) is given by
Ep =

w(j ) 1 cos(pj ) .
(4.10)
j =1
Although Ep will go to zero at p = 0 and 2 , the dispersion Ep versus p near those two points
is not linear in general. For instance, if w(j ) decreases exponentially with j as j , the
dispersion is quadratic. As we will discuss in the next section, the low-energy excitations of
a one-dimensional model cannot be described by a conformal field theory if the dispersion is
not linear; hence the low-energy excitations of the Hamiltonian H(m|n) will not be governed by a
conformal field theory unless w(j ) is chosen in some specific way like inverse square interaction.
613
5. Conformal field theory description of low energy excitations

Having discussed the low energy excitations of the SU(m|n) HS spin chain for different values
of m and n, we will now examine if these excitations can be described by a conformal field theory
(CFT) in the thermodynamic limit [22]. A CFT must have a finite number of ground states and
a linear energymomentum relation for the excitations. The first property implies that only the
SU(m|0) bosonic spin chain with m 2 and the SU(m|1) spin chain with m 1 can possibly
be governed by some CFTs. The central charges for the SU(m|0) and SU(m|1) Polychronakos
spin chains were calculated in Ref. [17], and were found to be m 1 and m/2 respectively; we
should point out that the convention for (m|n) followed in [17] is the reverse of the convention
that we are following here.
Let us first consider the SU(m|0) HS spin chain briefly. It is known [6,24,25] that the low
energy excitations of this model are governed by the SU(m)1 WessZuminoNovikovWitten
(WZNW) model [2628]. In particular, the central charge of the SU(m|0) HS spin chain is given
by c = m 1. In fact, Ref. [29] had already identified the SU(m)1 WZNW model as providing a
description of the low energy excitations of a class of SU(m) symmetric spin chains. An important property of such a CFT is that the two-point equal-time correlation function in the ground
state |G goes as
m
G|S (j1 )S (j2 )|G
,=1
cos[2(j1 j2 )/m]
|j1 j2 |22/m
(5.1)
for |j1 j2 | , where S (j ) = Cj Cj /m [29]. (Note that for the SU(m|0) spin

chain, the constraint in (2.3) implies that m
=1 G|S (j )|G = 0 for all j .) The period m of
the oscillations in (5.1) is consistent with the observation that the size of the system defined on a
lattice must be a multiple of m in order to have a unique ground state.
We now turn to the SU(m|1) supersymmetric spin chain. As we saw earlier, the ground state
degeneracy is 2m . In all the ground states, most of the sites are occupied by a fermionic spin,
and only p sites are occupied by bosonic spins, where 0 p m. It is therefore convenient to
perform a duality transformation given by Eq. (2.24) to obtain an SU(1|m) spin chain governed
by the Hamiltonian
2
H (1|m) =
2N 2
(1|m)
1 Pj k
1j <kN
sin2 (j k )
(5.2)
so that the ground states will have most of the sites occupied by a bosonic spin. Further, since
there is only one kind of bosonic spin, we can think of it instead as a vacuum state for the
fermions. We will now study the model defined in Eq. (5.2) for different values of m 1.
We have already mentioned in Section 3 that the SU(1|1) spin chain is equivalent to a model
of non-interacting spinless fermions. This is because for m = 1, the exchange operator appearing
in Eq. (5.2) can be written in the form
(1|1)
Pj k = 1 Dj Dj Dk Dk + Dj Dk + Dk Dj ,
(5.3)
614
where Dj (Dj ) creates (annihilates) a fermion at site j . The Hamiltonian in Eq. (5.2) can then
be diagonalized; it takes the form
H (1|1) =
N1
Eu D u D u ,
where Eu =
u=0
2
u(N u),
N2
(5.4)
and D u is the Fourier transform of Dj . Note that the mode with u = 0 has zero energy, while
all the other modes have positive energy. The ground state corresponds to all the positive energy
states being empty. The zero energy state can be either filled or empty; this gives rise to a two-fold
degeneracy of the ground state. In the thermodynamic limit, we define an excitation momentum
p = 2u/N as usual. The low energy excitations have a dispersion which is linear near p = 0
and 2 . Near these two points, the momentum, which is defined mod 2 , is restricted to positive
and negative values respectively, and the dispersions are given by dE/dp = v respectively.
It is interesting to note that the fermionic operators appearing in Eqs. (5.3) and (3.11) are
related by a particlehole symmetry which implements the duality given in Eq. (2.24) for

m = n = 1. Consider the unitary operator U = exp[i(/2) j (Cj Dj + Dj Cj )], where the Cj s
and Dj s are independent fermion operators which anticommute with each other. We find that
U Cj U = iDj and U Cj U = iDj . We can then verify that a unitary transformation by U
relates the exchange operators in Eqs. (5.3) and (3.11) in such a way as to satisfy Eq. (2.24).
Due to the exact equivalence of the SU(1|1) HS spin chain to a system of fermions given in
(1|1)
Eq. (5.4) for any value of N , the partition function is exactly given by ZHS (q)
= Z1 , where
Z1 =
N1

1 + q u(Nu) ,
(5.5)
u=0
and q = e /(N T ) . A different proof of this identity is given in Appendix A. Let us now consider the thermodynamic limit of the model. In this limit, we can define an excitation momentum
p = 2u/N at u/N 0 or p = 2(N u)/N at (N u)/N 0. Taking these two kinds
of low energy modes together, the partition function at low temperatures (i.e., T 1 in the units
we are using) is given by
2

ln Z1 = 2

dp
ln 1 + evp/T ,
2/N
(5.6)
where v = /2 is the velocity. The energy per unit length is given by (T 2 /N) ln Z1 /T , and we
find that this is equal to T 2 /(12v). The specific heat/length is obtained by differentiating this
with respect to T , and therefore equals T /(6v). One can also evaluate the average number of
fermions per unit length. We introduce a chemical potential in Eq. (5.6) by replacing evp/T
by e(vp)/T ; the number of fermions per unit length is then given by (T /N )( ln Z1 /)=0 ,
and it turns out to be equal to T ln 2/(v).
For a CFT with central charge c, the specific heat/length equals cT /(3v) [31,32]. The central
charge of the SU(1|1) HS spin chain is therefore given by c = 1/2. Note that this is half the
central charge c = 1 of a massless Dirac fermion; the latter has both positive and negative energy
modes with two different linear dispersions E = vp, where p can go from to in
both cases. The low energy modes of the SU(1|1) HS spin chain only have positive energies, and
can therefore be thought of as the modes of half of a Dirac fermion.
615
We will now consider the system defined in Eq. (5.2) for m 2. We will argue that in the
limit N and temperatures T 1, this system is equivalent to a model of m species of noninteracting fermions. This can be physically understood as follows. By using Eq. (2.7) for the
special case m = 1, and interpreting the only one kind of bosonic spin occurring in this case as a
hole for the fermions, the exchange operator in Eq. (5.2) can be written as
(1|m)
Pj k = 1 +
m

Dj Dj Dk
Dk + Dj Dk + Dk
Dj
=1
Dj Dk
Dj Dk Dj Dk
Dj Dk ,
(5.7)
1=m
which must be followed by a projection on to the subspace of states satisfying the constraint
given in Eq. (2.3). The ground state of the system is the vacuum for the fermions, apart from a
degeneracy of 2m due to the presence of m zero energy modes. At low temperatures, the system
will be described by a dilute gas of fermions; as we saw above, the density of fermions is of
order T . For such a gas, the interaction energy per unit length between pairs of fermions belonging to different species is of order T 3 , since the typical distance between two such fermions
is of order 1/T and the interaction is inversely proportional to the square of the distance. On
the other hand, the kinetic energy per unit length is proportional to T 2 as shown above. Hence,
the two-body interaction terms appearing in the second line of Eq. (5.7) can be ignored at low
temperatures, and the corresponding Hamiltonian is well approximated by
H=
1
m N

Eu D u
Du ,
(5.8)
=1 u=0
where Eu has the same form as in Eq. (5.4). Hence the low energy sector consists of m species
of non-interacting fermions each of which has the form of a massless Dirac fermion with only
positive energy states. This is described by a CFT with central charge c = m/2. Using Eq. (5.8)
and arguments similar to the ones given after Eqs. (5.5) and (5.6), one can show that the specific
heat per unit length of this system goes as mT /(6v) at low temperatures.
It should be pointed out that for finite values of N , the partition function of the model defined
in Eq. (5.2) does not agree with that of m species of non-interacting fermions, each with a dispersion relation given by Eq. (5.4). For instance, if we expand the two partitions functions, we
obtain

(m|1)
ZHS (q)
(5.9)
= 2m 1 + 2mq N1 + m2 q 2N 2 + m(m + 1)q 2N4 +
from Eq. (2.17), and

Z1m = 2m 1 + 2mq N1 + m(2m 1)q 2N 2 + 2mq 2N4 +
(5.10)
from Eq. (5.5). These two expressions do not agree at orders higher than q N1 , thereby showing
2
2
the effect of two-particle interactions. However, since q = e /(N T ) , the difference between
q 2N2 and q 2N4 becomes negligible in the limit N ; hence the total contribution from
those terms becomes equal in Eqs. (5.9) and (5.10) since their coefficients add up to m(2m + 1)
in both equations. Remarkably, we find that this kind of equality works up to all finite powers
2
of q N , although it fails for powers of q N ; the latter corresponds to contributions from high
energy states whose energies are of order 1. If we now impose the condition that T 1, the terms
616

2
of order q N go to zero. Motivated by this observation, we will explicitly prove in Section 6 that
for N and T 1, the partition function of the SU(m|1) HS spin chain is identical to that
of a model of m species of non-interacting fermions.
The simple ground state structure of the SU(m|1) HS spin chain implies that the typical twopoint equal-time correlation function in this model is trivial, in contrast to the correlation function
of the SU(m|0) spin chain given in Eq. (5.1). As discussed before Eq. (5.7), the SU(m|1) HS spin
chain is equivalent to a model in which there are m species of fermionic spins and only species of
bosonic spin which can be interpreted as a hole for the fermions. As in Eq. (5.7), we may define
creation and annihilation operators for the m species of fermions, Dj and Dj . We have seen
that this system has 2m ground states; for simplicity, let us first consider the ground state |G in
which there are no fermions and all the sites are occupied by holes. Namely, Dj |G = 0 for all
values of j and . We then obtain the following two-point correlation function
|G = j k .
G|Dj Dk
(5.11)
Even if we consider one of the other ground states in which there are
fermions, where 1
m, the correlation function would have the same

form as in Eq. (5.11) in the thermodynamic
limit N . This is because the factor of 1/ N in the definition of the Fourier transform as
in Eq. (3.13) kills any contribution from the fermions if
N . The simple form in Eq. (5.11)
is in contrast to the correlation function for a system of non-interacting Dirac fermions in which
the ground state has all one-particle states occupied up to some Fermi energy. For such a ground
state, the two-point correlation function defined in Eq. (5.11) typically falls off as 1/|j k| in
one dimension.
Finally, we would like to mention that the SU(1|2) and SU(1|m) spin chains defined in
Eq. (5.2) have been studied in Refs. [14] and [15] respectively. However, a chemical potential was implicitly introduced in those papers in order to consider ground states with a non-zero
filling of the fermions. Hence the ground states and excitations considered in Refs. [14,15] differ
from the ones that we have studied here.
6. Equivalence of the SU(m|1) HS spin chain and m species of non-interacting fermions
In this section it will be shown that, in the thermodynamic limit and for low temperatures, the
partition functions of the SU(m|1) HS spin chain and a model of m species of non-interacting
fermions are equal to each other. As a by-product of this proof, we will derive a simple relation
between the partition functions of the SU(m|n) HS spin chain and the SU(m|n) Polychronakos
spin chain for any value of n 1. While writing the above mentioned partition functions, we
shall extensively use the notations introduced in Section 2. Let us begin by discussing the Polychronakos spin chain and its partition function.
In Ref. [17], the Hamiltonian of the SU(m|n) supersymmetric Polychronakos spin chain is
defined as
2
(m|n)
=
H P
N

1j <kN
1 Pj k
(m|n)
(zj zk )2
(6.1)
where the zj s are the roots of the N th order Hermite polynomial HN (z). We have introduced
a pre-factor of 2 /N in Eq. (6.1) for the following reason. While the distance between nearest
neighbor sites is of order 1/N in the HS spin chain (j j +1 in Eq. (4.1)), it is of order 1/ N
in the Polychronakos spin chain (zj zj +1 in Eq. (6.1)). The latter statement can be derived
617
2
from the fact
/dz2 2z dHN /dz + 2N HN = 0 is given by
that the solution of the equation d HN
corresponds to sites near the
HN cos( 2Nz + N /2) for N and |z| N ; this region
middle of the chain. The zeros of this function have a spacing of / 2N . Thus the Hamiltonian
in (6.1) takes the form
(m|n)
=2
H P
1 Pj(m|n)
k
j <k
(6.2)
(j k)2
for j and k lying close to N/2, as compared to the form given in Eq. (4.2). We thus see that
the pre-factors in Eqs. (4.1) and (6.1) must differ by a factor of N in order to ensure that the
energy levels of the two Hamiltonians scale as the same power of N . We can then use the same
2
2
variable q = e /(N T ) when we compare the partition functions of the HS and Polychronakos
spin chains.
According to Eq. (3.8) of Ref. [17], the partition function corresponding to the Hamiltonian
in Eq. (6.1) can be written in the form
N 2 (N1) r1
(m|n)
=
q 2 N l=1 Kl S k1 ,k2 ,...,kr (x, y)
x=1,y=1 .
Z P (q)
(6.3)
kPN
(m|n)
in (6.1)
From this expression of the partition function, one obtains the eigenvalue of H P
corresponding to the border strip k1 , k2 , . . . , kr as

r1
2 N (N 1)
E k1 ,k2 ,...,kr =
(6.4)
Kl .
N
2
l=1
Let us now define the Hamiltonian of the SU(m|n) Polychronakos spin chain in a slightly different form given by
(m|n)
HP
2
=
N
(m|n)
1 + Pj k
1j <kN
(zj zk )2
(6.5)
Using Eqs. (6.1) and (6.5) along with an identity given by (see, for example, Ref. [33])

1
N (N 1)
=
,
2
4
(zj zk )
(6.6)
1j <kN
= 2 (N 1)/2 HP
. Comparing this operator relation along
it is easy to see that H P
(m|n)
corresponding to the
with the eigenvalue relation (6.4), we find the energy eigenvalue of HP
border strip k1 , k2 , . . . , kr to be
(m|n)
E k1 ,k2 ,...,kr =
r1
2
Kl .
N
(m|n)
(6.7)
l=1
In analogy with Eq. (6.3), we can write down the partition function corresponding to the Hamiltonian in (6.5) as
r1
(m|n)
=
q N l=1 Kl S k1 ,k2 ,...,kr (x, y)
x=1,y=1 .
ZP (q)
(6.8)
kPN
618
In Ref. [21], it has been shown that

r1
q l=1 E (Kl ) S k ,k ,...,k (x, y)
kPN
kPN
r

(m|n)
dki
r1
x=1,y=1
j =1 E (Kj )
N

1 q E (Kj ) ,
(6.9)
j =r+1
i=1
where E(Kj ) = Kj (N Kj ). We now observe that the proof of the relation in Eq. (6.9), as
described in Section 3 of Ref. [21], remains valid if we choose E(Kj ) = Kj N , instead of
E(Kj ) = Kj (N Kj ); in fact, the proof of this relation does not use any specific form of E(Kj ).
(m|n)
By using Eq. (6.9) for the case E(Kj ) = Kj N , we can express the partition function ZP (q)
in Eq. (6.8) as
N
N1
r

(m|n) r1
q Kj N

(m|n)
jN
1 q
=
dki
,
ZP (q)
(6.10)
1 q Kj N
j =1
r=1 k ++k =N i=1
j =1
1
kj 1
where the summation over k PN is written explicitly through its components. Eq. (6.10) is a
new expression for the partition function of the SU(m|n) Polychronakos spin chain; this expression is very similar in form to the partition function of the SU(m|n) HS spin chain. Let us now
consider the limit N and T 1, for which one can retain all terms with finite powers of
2
q N and neglect terms of the order of q N . Consequently, the dominant contribution on the righthand side of Eq. (6.10) comes from terms in which k1 , . . . , kr1 are of order 1, and kr is close
(m|n)
to N . For kr N , we have dkr
2m N n1 /(n 1)!. We thus obtain

l
Kj N

2m N n1
(m|n)
(m|n) q
jN
lim Z
(6.11)
1 q
(q)
=
dkj
.
N P
(n 1)!
1 q Kj N
j =1
k ,...,k 1 j =1
1
(n|m)
H P
(m|n)
The Hamiltonian
in Eq. (6.1) can be related to HP
in Eq. (6.5) through a unitary
(n|m)
(m|n)
. Consequently, the corresponding
transformation described in Eq. (2.24), U H P U = HP
partition functions satisfy the relation
(n|m)
(m|n)
= ZP (q).
Z P (q)
(6.12)
Using Eqs. (6.11) and (6.12) for the special case n = 1, we obtain an expression for the
partition function of the SU(1|m) Polychronakos spin chain

l
Kj N

(1|m)
(m|1) q
m
jN
1 q
(q)
=2
lim Z
(6.13)
dkj
.
N P
1 q Kj N
j =1
k ,...,k 1 j =1
1
On the other hand, it is shown in Ref. [17] that

(1|m)
lim Z P (q)
=

1 + q j N
m
(6.14)
j =0
Comparing the right-hand sides of Eqs. (6.13) and (6.14), we get

l
Kj N

m
(m|1) q
jN
1 q
1 + q j N .
dkj
=
K
N
j
1 q
j =1
j =1
k ,...,k 1 j =1
1
(6.15)
619
Squaring both sides of this equation and multiplying by 2m , we obtain

m

1 q

jN 2

j =1
= 2m
l

k1 ,...,kl 1 j =1
2m
1 + q j N
(m|1)
dkj
q Kj N
1 q Kj N
2
(6.16)
j =1
We will now prove the equivalence of the partition functions of the SU(m|1) HS spin chain
and m species of non-interacting fermions in the limits N and T 1, by showing that the
left-hand side of (6.16) is equal to the partition function of the SU(m|1) HS spin chain, while
the right-hand side of (6.16) is the partition function of m species of non-interacting fermions.
For N and T 1, the partition function of one fermion given in Eq. (5.5) only gets contributions from values of u close to either 0 or N . The term with u = 0 contributes
2,
a factor of
j N ).
while the terms with u non-zero and close to 0 and u close to N each contribute
(1
+
q
j =1
Putting these together, we see that the partition function of m non-interacting fermions is equal to
the right-hand side of Eq. (6.16). Similarly, for N and T 1, we find that the only terms
which contribute in Eq. (2.15) are those partitions k = {k1 , k2 , . . . , ks , . . . , kr } in which each of
the ki s is of order 1 except for one, say, ks which is close to N . In the limit ks N , we
(m|1)
have dks
2m . Therefore, we can write d (m|1) (k) in Eq. (2.11) as

d (m|1) (k) = 2m1
s1

d (m|1) (ka )
r

2m1
a=1

d (m|1) (kb ) .
(6.17)
b=s+1
Further, for the above mentioned partitions, the value of partial sums K1 , K2 , . . . , Ks1 are close
to 0 and the value of partial sums Ks , Ks+1 , . . . , Kr1 are close to N . One can approximate
q Kj (NKj ) by q Kj N if Kj is close to 0, and by q (NKj )N if Kj is close to N in Eq. (2.15).
Combining this result along with the form of d (m|1) (k) given in Eq. (6.17), we find that the
contributions of the terms with Kj close to 0 and the terms with Kj close to N have the same
form for various partitions k in Eq. (2.15); each of them is given by

2
m1

1 q
j =1

jN
l

k1 ,...,kl 1 j =1
(m|1)
dkj

q Kj N
,
1 q Kj N
(6.18)
where all the kj s and Kj s are now of order 1. The partition function of the SU(m|1) HS spin
chain is evidently obtained by taking the square of the expression in Eq. (6.18). Thus we find that,
in the limit N and T 1, the partition function of the SU(m|1) HS spin chain coincides
with left-hand side of Eq. (6.16).
Finally, let us note that the derivation of Eqs. (6.17) and (6.18) given above for n = 1 can be
generalized easily to any value of n 1. Combining this with Eq. (6.11), we see that for N
and T 1, the partition functions of the SU(m|n) HS and Polychronakos spin chains are related
as
(m|n) 2
2m N n1 (m|n)
(q)
= ZP (q)
.
Z
(n 1)! HS
(6.19)
620
7. Conclusions
In this paper, we have used the exact partition function of the SU(m|n) HS spin chain to find
its complete spectrum, including the degeneracy of all energy levels, in terms of the motif representations. We have also obtained the momentum eigenvalue associated with different motifs.
We have then studied the ground state and low energy excitations of the SU(m|n) HS spin chain
with N sites, for various values of m, n and N . In the thermodynamic limit N , the low
energy, low momentum spectrum is always found to have a linear relation between the energy
and momentum, with the velocity being independent of m and n. The SU(m|0) spin chain has
some low energy, high momentum excitations which may be related to the algebraic long-range
order of the system.
In the thermodynamic limit, the ground state degeneracy remains finite only for the SU(m|0)
and SU(m|1) HS spin chains. Hence the low energy excitations of only these spin chains can possibly be described by conformal field theories. The SU(m|0) spin chain is known to be described
by the SU(m)1 WZNW CFT with central charge m 1. We have derived exact expressions for
the partition function of the SU(1|1) spin chain for any value of N , and of the SU(m|1) spin
chain for m 2 in the limit N and the temperature T 1. We have shown that for all
m 1, the low temperature properties of the SU(m|1) HS spin chain are the same as those of a
model of m non-interacting Dirac fermions, each of which has only positive energy states. Such
a theory has central charge m/2.
Finally, we have shown that in the thermodynamic limit and at low temperatures, the partition
function of the SU(m|n) HS spin chain is related to the square of the partition function of the
SU(m|n) Polychronakos spin chain for n 1.
Acknowledgements
We thank Sriram Shastry for a discussion of the spin-1/2 chain. D.S. thanks DST, India for
financial support under projects SR/FST/PSI-022/2000 and SR/S2/CMP-27/2006.
Appendix A. Equivalence of the SU(1|1) HS spin chain and one species of non-interacting
fermions
(1|1)
(1|1)
By using Eq. (2.12) we find that dki = 2 for any value of ki . Substituting this value of dki
in Eq. (2.20), and writing the corresponding summation variable l( Pr ) through its components,
we obtain
s
r

(1)rs
2
S k1 ,k2 ,...,kr (x, y)
x=1,y=1 =
s=1
1 +
2 ++
s =N
s 1
r

rs s
(1)
s=1
i=1
1 +
2 ++
s =N
s 1
r

(1)rs 2s f (r, s).
(A.1)
s=1
Here f (r, s) indicates the number of possible ways of partitioning r into length s, taking care
of ordering. Clearly, this problem is equivalent to the problem of distributing r identical balls
621
amongst s identical boxes, where each box contains at least one ball. After putting one ball
in each box, there will be r s balls remaining, which can be distributed freely amongst the s
different boxes. This problem is the same as distributing r s bosons amongst s states. Therefore
the number of different distributions is
(r s + s 1)! r1
Cs1 .
=
f (r, s) =
(A.2)
(s 1)!(r j )!
Substituting this in Eq. (A.1), we obtain
r
r1
Cs1 2s1 (1)rs
S k1 ,k2 ,...,kr (x, y)
x=1,y=1 = 2
s=1
=2
r1
r1
Cs 2s (1)rs+1
s=0
= 2(2 1)r1 = 2.
(A.3)
Substituting this value of S k1 ,k2 ,...,kr (x, y)|x=1,y=1 in Eq. (2.18), we find that
(1|1)
ZHS (q)
=
N
2q
r1
j =1 E (Kj )
r=1 k1 ++kr =N
kj 1
=2
N
r1
j =1 E (Kj )
(A.4)
r=1 1K1 <K2 <<Kr1 N1
where E(Kj ) = Kj (N Kj ).
(1|1)
To compare ZHS (q)
with the partition function of one species of non-interacting fermions,
let us expand the fermion partition function in Eq. (5.5) as follows:
2
N1

1 + q E (j ) = 2 1 + q E (1) 1 + q E (2) . . . 1 + q E (N1)
j =1

=2 1+
N1
q E (l1 ) +
l1 =1
=2
N1
q E (l1 )+E (l2 ) +
1l1 <l2 N1
s
j =1 E (lj )
(A.5)
s=0 1l1 <l2 <<ls N1
Comparing Eqs. (A.4) and (A.5), we find complete equivalence between the partition function
of the SU(1|1) HS spin chain and that of one species of non-interacting fermions for any value
of N and T .
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Universal behaviour of interfaces in 2d

and dimensional reduction of NambuGoto strings
M. Bill , M. Caselle, L. Ferro
Dipartimento di Fisica Teorica, Universit di Torino and Istituto Nazionale di Fisica Nucleare sezione di Torino,
Via P. Giuria 1, I-10125 Torino, Italy
Abstract
We propose a simple effective model for the description of interfaces in 2d statistical models, based on
the first-order treatment of an action corresponding to the length of the interface. The universal prediction
of this model for the interface free energy agrees with the result of an exact calculation in the case of the
2d Ising model. This model appears as a dimensional reduction of the NambuGoto stringy description of
interfaces in 3d, i.e., of the capillary wave model.
PACS: 11.25.-w; 64.60.De; 68.03.Kn; 68.35.Rh
Keywords: Lattice gauge field theories; Interfaces; NambuGoto string
1. Introduction
The appearance of interfaces in statistical systems under particular conditions has always
raised much interest in various fields of research, ranging from condensed matter to high energy
physics. Recently, there have been remarkable theoretical and computational improvements in
the study of this phenomenon.
Work partially supported by the European Communitys Human Potential Programme under contract MRTN-CT2004-005104 Constituents, Fundamental Forces and Symmetries of the Universe and by the European Commission
TMR programme HPRN-CT-2002-00325 (EUCLID) and by the Italian M.I.U.R. under contract PRIN-2005023102
Strings, D-branes and Gauge Theories.
E-mail addresses: billo@to.infn.it (M. Bill), caselle@to.infn.it (M. Caselle), ferro@to.infn.it (L. Ferro).
doi:10.1016/j.nuclphysb.2007.11.036
624
M. Bill et al. / Nuclear Physics B 795 [FS] (2008) 623634
Numerical investigations of interfaces in statistical systems (and of their analogue in lattice

gauge theories) have attained a great level of accuracy and reliability. In particular, the interface free energy in the Ising 3d model has been thoroughly studied by means of Monte Carlo
simulations. Indeed, spin models provide a simple realization of interfaces since in their broken
symmetry phase an interface separating coexisting vacua of different magnetization can be easily
induced in the system by suitably choosing the boundary conditions.
On the theoretical side, different effective models can be used to describe the behaviour of
interfaces in 3d systems and in particular to evaluate their free energy. The most popular is the
capillary wave model (CWM) [1,2] which is based on the assumption of an action proportional
to the area of the surface swept by the interface (for a review, see for instance [3]). This model
is tantamount to consider the interfaces as bosonic strings embedded in three dimensions, with a
NambuGoto action [4,5]. Although this effective string approach neglects the conformal anomaly which appears for target space dimensions d = 26, the effects of this approximation appear
to be subleading [6] for large worldsheets. This description has exactly the same nature of the
effective string description of certain observables, such as Polyakov and Wilson loops, in LGT
(see for instance [7,8] and references therein).
The standard procedure to treat the effective NambuGoto string [9] in the last twenty years
was to fix the so-called physical gauge and expand perturbatively the partition function around
the classical solution (the surface of minimal area) in terms of the inverse product of the string
tension with the area of the surface.
The increasing precision of recent numerical simulations allowed in the last few years to
test this expansion beyond the leading order [10,11]. Resorting to the first order formulation
la Polyakov of the NG model, it has been possible to re-sum the loop expansion obtained in the
physical gauge-fixing, in particular in the case of Polyakov correlators [12] and of interfaces [13].
This treatment of the NG model yields a very good agreement with Monte Carlo results, at least
for sufficiently large world-sheets; from this point of view, the comparison with MC data sets
establishes a lower bound on the world-sheet area, below which one cannot neglect the effects of
the conformal anomaly.
Our paper lays in this context. We focus on the universal properties of periodic interfaces
arising in general 2d models. Following the philosophy of the CWM we make the simple assumption that the weight of the interface is proportional to its length (which indeed corresponds
to a 2d version of the CWM) and treat at the quantum level this action by means of its first-order
formulation. In this way we show in Section 2 that the dominant term in the partition function
acquires a universal form, proportional to LmK1 (mR), where m is the inverse of the correlation
length, R is the lattice size in the direction of the interface, L is the lattice size orthogonal to the
interface and K1 is the modified Bessel function of the first order.
In Section 3 we consider an explicit statistical model, the 2d Ising model. Upon a suitable
choice of boundary conditions, this system allows the formation of interfaces. The 2d Ising model
is under full analytic control, and we can derive directly the form of the dominant term in the
interface partition function. We find agreement with the universal expression predicted by our 2d
CWM.
In Section 4, we consider the exact expression of the free energy for interfaces in 3d obtained
in [12], and we perform a dimensional reduction in one of the directions along the interface.
We retrieve in this way the 2d expression proportional to K1 (mR) which we propose in this
paper. This dimensional reduction is the exact analogue for the interface boundary conditions
of the dimensional reduction from Polyakov loop correlators to spinspin correlators studied
in [14,15]. A non-trivial consistency test of this correspondence is that the relation which links
625
the 2d mass m with the 3d string tension is the same in the case of interfaces and of Polyakov
loops.
Recently, a new set of high precision Monte Carlo data for the free energy of interfaces in the
3d Ising model became available [16]. These data include asymmetric geometries in which one
of the sides of the interface becomes much smaller than the other; in this situation one expects
that the dimensionally reduced expression can describe the data accurately. In the last section,
we test this expectation comparing these data with the predictions of the full 3d NambuGoto
treatment and of the 2d simple model described here.
2. A simple model for 2d interfaces
Consider a physical system, defined on a two-dimensional space with periodic boundary
conditions in both directions, in which two different phases, separated by a one-dimensional
interface, may coexist (see Fig. 1).
We will describe this situation in a very simple way, analogous to the so-called capillary wave
model [1,2] for two-dimensional interfaces in 3d systems. We make the assumption that the
effective action is just given by the length of the interface :

S[x] = m
1
ds = m
(x)
2,
(1)
where parametrizes the curve , the dots denotes derivatives, (x)

2 xi x i and m is a constant1 with the dimension of an inverse length. This is just the analogue of the conjecture which,
in three dimensions, leads to the CWM [1,2].
The corresponding partition function is given by the functional integral

Z = DxeS[x] ,
(2)
and it should correspond to the interface free energy, in analogy to what happens in the stringy
description of 3d interfaces [13].
The action (1), as well known, admits a first-order reformulation:
m
S[x, e] =
2
1

(x)
2
d
+e ,
e
(3)
where e( ) is the einbein,2 so that the partition function can be written as

Z = DeDxeS[x,e] .
(4)
The action (3) is invariant under reparametrizations of :

= ,
e = e + e.
(5)
1 We can view m as the mass of a relativistic particle in a Euclidean target space (the torus) whose world-line is the
interface.
2 Namely one has ds 2 = e2 ( ) d 2 .
626
Fig. 1. An interface (the heavy magenta line ) separating two phases (blue and red) on a two-dimensional torus. (For
interpretation of the references to colour in this figure legend, the reader is referred to the web version of this article.)
We can gauge-fix this invariance3 by choosing e( ) = = const, so that the action becomes
m
m
+
S[x, e]
2
2
1
d (x)
2.
(6)
The constant represents the length of the path and is a Teichmller parameter: it cannot be
changed using the reparametrizations in Eq. (5). As such, it must be integrated over in the partition function, which now reads

Z=
d e
m
2
(7)
Zx Zgh .
Here

Zx =
m
Dx exp
2
1
d (x)
(8)
and we took into account the FaddeevPopov ghosts b, c for the chosen gauge-fixing of the
invariances in Eq. (5). For them we have, by standard treatment,

Zgh =
1
DbDc exp

d b c .
(9)
With the chosen periodic boundary conditions on , it turns out that

1
Zgh = .
(10)
3 Notice that in the first-order formulation we have to take into account the constraints which follow from the variation
of S w.r.t. the einbein e, which (in the chosen gauge) are simply (x)
2 = .
627
The partition function Zx is simply that of a non-relativistic particle of mass = m/, whose
Hamiltonian is
H=
p2
.
2
(11)
Since the particle moves on a two-dimensional torus of sides L1 , L2 , the components of the
momentum are quantized:
pi =
2ni
,
Li
(12)
for i = 1, 2, with ni Z. The partition function of this system is

n22
4 2 n21
2 2
L 1 L2
2 2
exp
+
exp
m
+
L
m
L
=
2 2 .
2 L21 L22
2
2 1 1
{ni }
(13)
{mi }
In the second step above we performed a Poisson re-summation, which reorganizes the sum in
contributions of sectors describing quantum fluctuations around classical solutions of wrapping
numbers mi .
To describe an interface such as the one depicted in Fig. 1, we set
m1 = 0,
m2 = 1,
getting therefore (if we remember that = m/)

m
m
Z x = L 1 L2
exp L22 .
2
2
(14)
(15)
Inserting Eqs. (10) and (15) into the expression (7) of the total partition function we obtain
finally4
m
Z = L 1 L2
2
mL22 1
d
m
L1 m
exp
=
K1 (mL2 ),
2
2
(17)
where K1 is the modified Bessel function of first order.

In the next section, we will consider a concrete physical system where the interface free energy
can be computed directly, namely the 2d Ising model, and we will find that our proposed general
expression (17) does indeed capture its dominant behaviour.
3. Interfaces in the 2d Ising model
Interfaces can be realized in the context of spin models, since under peculiar boundary conditions their broken symmetry phase allows separated but coexisting vacua of different magnetization. Being interested in interfaces in 2d systems, it is natural to consider the 2d Ising model,
where an explicit analytical treatment is viable.
4 We use the integral

0
1
d A2 B 2
A
=2
e
K1 (2AB).
(16)
628
To evaluate the interface free energy of the 2d Ising model in a simple way, we can take
advantage of the fact that the continuum limit of the Ising model is described by the quantum field
theory of a free fermionic field of mass m. This framework allows the calculation of the partition
function with any type of boundary conditions. Being interested in estimating the interface free
energy, we will impose periodic boundary conditions in one direction and antiperiodic ones in
the other direction. Explicit expressions of various partition functions can be found in [17] and
(using the function regularization) in [18].5 It is worth pointing out that the solution proposed
in [17] is nothing else than the continuum limit of Kaufmann solution [19]. Such continuum
limit was performed by Ferdinand and Fischer in [20] at the critical point and the result of [17]
is essentially the extension of [20] outside the critical point.
Using the notations of [17, Eqs. (91)(105)], the partition function of a fermion on a rectangular torus of sizes L1 and L2 , which for notational simplicity we shall henceforth denote as L
and R, is given by the so-called massive fermion determinant:

D, (m|L, R) = e Lc (r)/6R
(18)
1 eLn (r)/R .
nZ+
Here , can take the values 0, 1/2 and label the boundary conditions in the L and R directions
respectively: the value 0 corresponds to periodic b.c.s, 1/2 to antiperiodic ones. Moreover, =
e2i and

2n 2
n (r)
2
.
= m +
(19)
R
R
The adimensional variable r mR sets the scale of the theory.
Depending on the boundary conditions, the coefficient c (r) can assume the following values:
c 1 (r) =
2
6r (1)k1
K1 (kr)
k
2
(20)
6r 1
K1 (kr).
k
2
(21)
k=1
or
c0 (r) =
k=1
The partition function of the Ising model with periodic boundary conditions in both directions
can be written as follows:
1
ZIsing (m|L, R) = (D 1 , 1 + D0, 1 + D 1 ,0 D0,0 ).
(22)
2
2
2 2 2
If the L direction is antiperiodic, the partition function becomes
1
ZIsing,ap (m|L, R) = (D 1 , 1 + D0, 1 D 1 ,0 D0,0 ).
(23)
2
2
2 2 2
This is the situation which generates an odd number of interfaces along the R direction. The
interface free energy will be given by the following expression:
eFinterface Zinterface =
ZIsing,ap
.
ZIsing
5 Notice however that in [18] there is a sign mistake which was later corrected in [17].
(24)
629
Notice, as a side remark, that taking the limit6 r 0, one moves to the critical point and all the
expressions written above flow toward the conformal invariant ones and agree with the standard
CFT results and with those reported in the pioneering work of Ferdinand and Fisher [20].
We are now interested in the large mL and mR limit of Eq. (24). The large mL limit allows
us to neglect the infinite product in Eq. (18) while in the large mR we approximate
6r
K1 (r).
2
The partition functions in Eqs. (22) and (23) simplify and we end up with
c 1 (r) c0 (r)
2
(25)
ZIsing 1,

L
(26)
c 1 (r) + c0 (r) ,
6R 2
from which we find
2Lr
L
2Lm
c 1 (r) + c0 (r)
K1 (r) =
K1 (mR).
Zinterface
(27)
6R 2
R
By comparing this result to Eq. (17), we see that the behaviour of the interface free energy in the
2d Ising model for large scales is perfectly captured by our simple effective model.
ZIsing,ap
4. Dimensional reduction of the NambuGoto effective description of 3d interfaces

In this section we shall discuss the behaviour of the NambuGoto effective string description
of fluctuating interfaces when dimensional reduction occurs along one of the two lattice sizes
which define the interface.
As we discussed above, interfaces can be realized in spin models. In this realization, the physical ideas underlying the dimensional reduction process are perhaps best discussed. Focusing on
the 3d Ising model, let us recall that it is mapped by duality into the 3d Ising gauge model. Under
this mapping, the interface free energy becomes a close relative of the Wilson loop expectation
value of the 3d gauge Ising model, the only difference being in the boundary conditions of the
two observable: fixed in the Wilson loop case and periodic in the interface case.
In lattice gauge theories, dimensional reduction has a very important physical meaning. The
size of the lattice direction which is reduced is interpreted as the inverse temperature of the
system and the point in which dimensional reduction occurs coincides with the deconfinement
phase transition. The behaviour of the model in the vicinity of the deconfinement transition is
well described, according to the SvetitskyYaffe conjecture [21], by the 2d Ising spin model.
More generally, for other gauge groups with continuous deconfinement phase transitions, it is
described by the 2d spin model with global symmetry group the center of the original gauge
group.
As a consequence of this observation, we expect that the interface free energy of the 3d Ising
model should smoothly map into the 2d one when the dimensional reduction scale is approached
from above, while it should vanish below it, since in the dual model this is the deconfined phase.
Any reliable effective description of the free energy should therefore be compatible with these
two requirements. This is a rather non-trivial test for the effective string models which are expected to effectively describe both the Wilson and Polyakov loop expectation value and the
interface free energy.
6 In this regime, one must keep in mind that the parameter of [20] corresponds to r/2.
630
In this section, we start from the expression for the interface free energy in 3d obtained in [13]
and consider its behaviour under dimensional reduction; we find that it does indeed smoothly
reduce to the 2d expression given here in Eq. (17). This represents a test of our effective approach
to the interface free energy both in three and in two dimensions.
In the next section, we will refine this test by comparing both the 3d and the 2d theoretical
expressions to Monte Carlo data for asymmetric interfaces: the more asymmetric are the interfaces, the more we expect the prediction of our 3d and 2d expression to become compatible and
reliable.
Let us consider a three-dimensional torus of sides L1,2,3 , and assume that the interface lies
in the plane orthogonal to L1 . Our starting point is the expression for the 3d interface partition
function in the NambuGoto approximation evaluated in [13, Eqs. (2.23), (2.24)]:
(3)
=2
2
1
2
L1 Au

k,k
=0

E
ck c
K1 ( AE),
u
k
(28)
where
A = L 3 L2 ,
and

E=
u=
L2
L3

4u
1
4 2 u2 (k k
)2
1+
k+k
+
A
12
( A)2
(29)
(30)
is a function of the occupation numbers k and k

. The coefficients ck and ck
are the number of
partitions of k and k
.
The dimensional reduction of Eq. (28) can be most easily discussed by writing the interface
free energy as a function of L3 . Following the notations of [13], let us introduce the energy
levels Ek,k
L3 E. With this choice the argument of the Bessel functions in Eq. (28) becomes
L2 Ek,k
and we have:

1
4 2 (k k
)2
Ek,k
= 2 L23 + 4 k + k

(31)
.
+
12
L23
From this expression it is evident that, as the ratio L2 /L3 increases, the separation between
consecutive levels in the spectrum becomes larger and larger and, in particular, the gap between
the lowest state k = k
= 0 and the second one increases.
In the dimensional reduction limit L3 L2 we can thus truncate the sum in Eq. (28) to the
first term. In this limit, the argument of the Bessel function in Eq. (28) becomes large, allowing
us to use the asymptotic expansion

z
1
Kj (z)
(32)
e
,
1+O
2z
z
from which we see that higher states are exponentially suppressed with respect to the k = k
= 0
one. Setting k = k
= 0, we get
(3)
I(0,0)
1

2
E
=2
L1 Au
K1 ( AE),
2
u
(33)
where now

.
u= 1
E = 1
3 A
3 L23
Eq. (33) can therefore be rewritten as:

1

2 2
(3)
L1 L3 1
K1 L3 L2 1
I(0,0) =
.
3 L23
3 L23
If we now define
meff = L3 1
3 L23
631
(34)
(35)
(36)
we find
(3)
I(0,0) =
1
2 2
L1 meff K1 (meff L2 ),
(37)
which is in perfect agreement with the partition function given by (17) apart from the normalization constant.
It is clear from Eq. (34) that the above discussion is consistent only for

L3
(38)
.
3
In the
string language, this bound represents the tachyonic singularity of the bosonic string: for
the lowest state has a negative energy. In the 3d Ising model framework, the critical
L3 3
value

1
L3,c =
(39)
= 1.023 . . .
3
at which the mass of the lowest state vanishes can be considered as the effective string prediction
for the dimensional reduction scale which we were looking for the dimensional reduction scale
which we were looking for. We thus see that this scale is naturally embedded in the NG formulation of the interface free energy. The same argument in the dual case of the Polyakov loop
correlator leads to the identification of this scale with deconfinement temperature [22]. The value
obtained in this way for the dimensional reduction scale (or, equivalently, for the deconfinement
temperature in the dual model) is in rather good agreement with the Monte Carlo estimates. For
the 3d gauge Ising
model the disagreement is only of about 20%, as the Monte Carlo estimate
turns out to be Lc = 0.8186(16) [23] instead of 1.023 . . .) and it further decreases if one looks
at SU(N ) pure YangMills theories.
It is important to stress that the mapping between 3d and 2d observables which emerges from
this comparison is exactly the same which is found considering the finite temperature behaviour
of the Polyakov loop correlators in the vicinity of the deconfinement transition in the 3d gauge
Ising model. In particular, the relation between the mass scale of the 2d model and the string
tension (in the present case the interface tension) of the 3d one reported in Eq. (36) is the same
which one finds in the Polyakov loop case. This is a rather non-trivial consistency check of the
whole dimensional reduction picture.
632
As a last remark let us stress that the smooth flow of the 3d NambuGoto result towards the
2d ones under dimensional reduction has various important implications on our understanding
of the NambuGoto effective action. Recall that the treatment leading to Eq. (28) neglected the
conformal anomaly, i.e., equivalently, did not take into account the Liouville field which does
not decouple in the Polyakov formulation of the string when d = 26. Most probably the smooth
flow toward the 2d result occurs exactly because we neglected the Liouville field contribution.
It is thus interesting to compare simultaneously the NambuGoto expression (without Liouville
field), the 2d result presented here and the output of the Monte Carlo simulations for the free
energy of interfaces on lattices with a value of L3 small enough to make the 2d approximation a
reliable one. We shall devote the next section to this comparison.
5. Comparison with the numerical data
Following the above discussion we compare in this section the expressions for the 2d interface
free energy given in Eq. (17) and for the 3d free energy [13], reported in Eq. (28), with a set of
high-precision Monte Carlo data [16] obtained in a 3d Ising model in which interfaces are created
by imposing antiperiodic boundary conditions in one of the three lattice directions.
In particular we isolated two sets of data. The first one is reported in Table 1 and displays the
values of the free energies obtained in the 3d Ising model at = 0.223101. The interface string
tension for this value of is = 0.0026083 and the dimensional reduction scale is exactly 16
lattice spacings [23]. The data correspond to values of the L3 size ranging from a minimum value
of 3/2 the dimensional reduction scale up to 3 times.
In Table 1 we report, from left to right, the lattice sizes L1,2,3 , the numerical estimate Fnum
for the free energy (with its statistical error), the theoretical estimate F according to Eq. (28),
the estimate F(0,0) obtained in the full dimensional reduction limit by truncating Eq. (28) to
k = k
= 0, which corresponds to our 2d formula (17), and the estimate F1st in which also the
first excited states, k + k
= 1, are kept into account. Finally, as a comparison, in the last two
columns we report the one loop and two loop perturbative approximations to the whole NG
action discussed, for instance, in [9,10].
In Table 2 we report the same set of data evaluated at = 0.226102, corresponding to =
0.0105254 and to a dimensional reduction scale of 8 lattice spacings [23].
Looking at these tables one can see that the 2d expression F(0,0) always gives a very good
approximation of the whole NG result F : the difference between the two is always smaller than
the statistical error on the numerical data. Onecan also notice that the 2d approximation is more
reliable when the dimensional reduction scale /(3 ) is smaller, i.e., in Table 2, and that within
each data set it becomes slightly worse as L3 increases. Looking at the seventh column we see
that the deviation from the full NG result is completely due to the first excited state.
In fact it is easy to evaluate the gap between the lowest state and the first excitation which
appears at the exponent of the asymptotic expansion of the Bessel function in Eq. (28). In the
large L23 limit, the first excited states correspond to k = 1, k
= 0 or k = 0, k
= 1 and takes
the value 2L2 /L3 . When /3 L23 the first excited state is instead the one with k = 1,
k
= 1 and the variation of the gap is

8 L2
L2
.
3 L3
L3
(40)
633
Table 1
Numerical results of the free energy in the 3d Ising model at = 0.223101 are compared to various theoretical estimates.
See the main text for detailed explanations
L3
L2
L1
Fnum
F(0,0)
F1st
F1-loop
F2-loop
24
28
32
36
40
44
48
64
64
64
64
64
64
64
96
96
96
96
96
96
96
6.8855(20)
7.6929(21)
8.4626(20)
9.1996(21)
9.9227(23)
10.6203(23)
11.3138(25)
6.7495
7.6537
8.4518
9.2012
9.9231
10.6278
11.3209
6.7495
7.6537
8.4518
9.2012
9.9232
10.6280
11.3214
6.7495
7.6537
8.4518
9.2012
9.9231
10.6278
11.3209
6.9974
7.7875
8.5380
9.2632
9.9713
10.6674
11.3548
6.8347
7.6821
8.4632
9.2062
9.9253
10.6288
11.3213
Table 2
Numerical results of the free energy in the 3d Ising model at = 0.226102 are compared to various theoretical estimates.
See the main text for detailed explanations
L3
L2
L1
Fnum
F(0,0)
F1st
F1-loop
F2-loop
24
28
32
36
40
44
48
64
64
64
64
64
64
64
96
96
96
96
96
96
96
18.4131(26)
21.2414(27)
24.0310(27)
26.7859(28)
29.5271(30)
32.2449(31)
34.9623(33)
18.4121
21.2450
24.0306
26.7873
29.5250
32.2498
34.9653
18.4121
21.2450
24.0306
26.7873
29.5251
32.2500
34.9657
18.4121
21.245
24.0306
26.7873
29.5250
32.2498
34.9653
18.4555
21.2724
24.0497
26.8017
29.5365
32.2594
34.9736
18.4152
21.2463
24.0312
26.7875
29.5251
32.2498
34.9653
We see that the dominating effect is due to the asymmetry ratio L2 /L3 (which in our data ranges
from 8/3 to 4/3) and that a subdominant role is played by the L23 combination, in complete
agreement with the results reported in Tables 1 and 2.
Given this agreement between 2d and whole NG results it is very interesting to compare
them both to the Monte Carlo data. The agreement is rather good for large values of F , see in
particular the results reported in Table 2. As F decreases, however, the NG predictions compare
less favorably to the data, see Table 1. As a matter of fact, in this regime the Monte Carlo data
seem to better agree with the two loop perturbative expansion than with the whole NG result (and
its 2d approximation). This fact has already been discussed in [16] and is most probably due to
the fact that the two loop result is actually consistent also at the quantum level, in the sense that
at this order the contribution due to the Liouville field vanishes [2427].
As expected, these problems disappear if one works exactly in two dimensions, and in fact the
direct calculation of the interface partition function in the 2d Ising model reported in Section 3
shows that the expression (17) obtained in Section 2 should be valid to all orders.
6. Conclusions
In this paper, we addressed the description of some universal properties of interfaces in
two-dimensional physical systems. Using a simple model in which one assumes an action proportional to the length of the interface, in analogy with the 3d capillary wave model, we proposed a
general expression for the interface free energy. This expression agrees with an exact calculation
in the case of the 2d Ising model. We also showed that our 2d result represents the dimensional
reduction of the interface 3d free energy obtained using the capillary wave model, which is
tantamount to the NambuGoto effective string description, when the effects of the conformal
634
anomaly are neglected. Finally, we compared the 3d and 2d theoretical predictions to Monte
Carlo numerical estimates for the interface free energy in the case of the 3d Ising model. In the
range of values that we studied the difference between the 3d and 2d estimates is always smaller
than the statistical error of the numerical data. Moreover we were able to show that this difference
is completely due to the first excited state of the NambuGoto action.
Acknowledgements
We warmly thank F. Bastianelli, O. Corradini, F. Gliozzi, M. Hasenbusch and M. Panero for
useful discussions.
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N.D. Hari Dass, P. Matlock, hep-th/0606265.

Generic degeneracy and entropy

in loop quantum gravity
Mohammad H. Ansari a,b,
a University of Waterloo, Waterloo, Ontario, Canada N2L 3G1
b Perimeter Institute, Waterloo, Ontario, Canada N2L 2Y5
Received 10 January 2007; received in revised form 20 November 2007; accepted 29 November 2007
Abstract
Without imposing the trapping boundary conditions and only from within the very definition of area it
is shown that the loop quantization of area manifests an unexpected degeneracy in area eigenvalues. This
could lead to a deeper understanding of the microscopic description of a quantum black hole. If a certain
number of semi-classically expected properties of black holes are imposed on a quantum surface its entropy
coincides with the BekensteinHawking entropy.
Crown Copyright 2007 Published by Elsevier B.V. All rights reserved.
PACS: 04.60.Pp; 04.70.Dy
Keywords: Black hole; Entropy; Loop quantum gravity; Degeneracy; Quantum of area; Spin network; Ladder
symmetry; Immirzi parameter
1. Introduction
In the early works on black holes in loop quantum gravity [1], it was first understood that
the black hole entropy can be derived from the internal boundary of space without imposing any
boundary condition. The underlying details of this pictures was later on recovered when the definition of a marginally trapped surface [2] was rewritten in the AshtekarSen variables and this
definition was extended into a quantum sector [3]. Such a surface after quantization contains a
finite number of degrees of freedom and consequently carries an entropy that coincides with the
* Correspondence address: Perimeter Institute, Waterloo, Ontario, Canada N2L 2Y5.
E-mail address: mansari@perimeterinstitute.ca.

0550-3213/$ see front matter Crown Copyright 2007 Published by Elsevier B.V. All rights reserved.
doi:10.1016/j.nuclphysb.2007.11.038
636
M.H. Ansari / Nuclear Physics B 795 [FS] (2008) 635644
BekensteinHawking black hole entropy.1 In this note by the use of the same setting similar to
the one of original works by Rovelli [1], we show that area operator acting on a typical inhomogeneous surface state manifests a degeneracy that here is worked out in both SO(3) and SU(2)
group representations. This degeneracy exhibits a scale invariant correlation with area with the
same exponent in both groups. However, this is not the only degeneracy an area eigenvalue is left
with. Recently it was understood in [5] that the complete spectrum of area can be re-classified
into different equidistant subsets. This symmetry (the so-called ladder symmetry) increases the
total degeneracy such that the degeneracy of a large area eigenvalues becomes proportional to
its area exponentially. Moreover, we present the derivation of the BekensteinHawking expression for the entropy of a Schwarzschild black hole of large surface area by the use of Dreyers
conjecture [6] that the minimal area of a hole in its dominant configuration should be identified
with the emissive quanta from a perturbed black hole in highly damping mode. This motivates a
rather different picture of a quantum horizon whose precise dynamical definition perhaps should
be looked at from within a spin foam model, [7].
In loop quantization approach to quantum gravity the kinematical state space is taken to be L2
(connections on SU(2) bundle). For any graph with finitely many edges and vertices embedded
in a spatial manifold, the space of connections is SU(2)n (or alternatively SO(3)n ) where n is the
number of edges. In fact, a connection on a graph tells us how to parallel transport information
along each edge of that graph. The canonical conjugate of this connection field represents the
quantum geometry of space. The space of physical states is obtained by imposing constraints:
the gauge-invariance, the diffeomorphism invariance, and the invariance under time evolution.
Given a graph and a surface in space, the area operator is supposed to be the quantum analog of
the usual classical formula for the area of S. This operator only cares about the points where the
graph intersects the surface. A subset of surface states which has no node residing on the surface
was originally considered by Smolin and Rovelli where they derived their eigenvalues in [8].
Later on, all possible states of a surface were considered and the complete spectrum of area
eigenvalues were found from different approaches, [9]. From the calculation, it was uncovered
that those edges which are completely tangential to the surface do not contribute in the surface
area, albeit the tangent vectors of crossing edges do contribute in it.
An edge with respect to an underlying surface falls into two classes. It may
cross the surface at one intersecting point and bends at the surface on the point to induce a
tangent vector on the surface, or
reside completely tangential to the surface.
A spin network with respect to three different surfaces S1 , S2 , and S3 was shown in Fig. 1.
The quantum state of surface S3 contains the bulk edges ju and jd and their tangent vector ju+d
at their joint node. Note that the quantum states corresponding to the surfaces S1 and S2 contain
the edges of equal spins on both sides without bending at these surfaces.
The area eigenvalue associated with a typical quantum state ju , ju+d , jd , jt | is a =
mju ,ju+d ,jd ao ,
mju ,ju+d ,jd =
2f (ju ) + 2f (jd ) f (ju+d ),
(1)
1 Recently a different approach towards this entropy from the use of quantum information theory techniques in loop
quantum gravity has also been developed in [4].
637
Fig. 1. The position of a surface relative to spin network.
where f (x) = x(x + 1) and ao := 4 2P . The parameter is a dimensionless

parameter called

3
the BarberoImmirzi parameter [10] and P is the Plancks length h G/c . Moreover, the tangent vector accept a finite number of quantum values from the following spectrum:

ju+d |ju jd |, |ju jd | + 1, . . . , ju + jd .
(2)
The tangent vector at a node is a spin between the sum and difference of crossing edges at
the node and resembles the total vector of two quantum angular momenta (i.e. spin and orbital
angular momenta) in the Hydrogen atom. This pictorially is shown in Fig. 2 where the case (a)
indicates ju+d = ju + jd and the case (c) indicates ju+d = |ju jd |. The case (b) in Fig. 2 shows
an intermediate value for the tangent vector between the maximum and minimum.
Let us now describe the subset of state that was reported first by Smolin and Rovelli as the area
eigenstates in [8]. At a vertex if neither one of the upper and lower edges bends at the surface, the
tangent vector becomes zero. In the lack of the completely tangential edges at the vertex, due to
the gauge invariance,
the upper and lower spins must be equal. The quantum of area in this case
becomes a = 2ao j (j + 1). Therefore, the subset includes only those states with puncturing
edges without bending at it.
Consider now a closed surface that divides space into two disjoint subsets of interior and
exterior regions. Since such a surface has no boundary a few additional vertices are needed in
order to close its corresponding spin network. This makes unwanted contributions to the action
Fig. 2. Different components of the tangent vector of the upper and lower spins on the surface. The dashed arrows in blue
and red colors corresponds to the edges in the lower and upper side. (For interpretation of the references to colour in this
figure legend, the reader is referred to the web version of this article.)
638
of the area operator via the constraints:

()

ju() Z+ ,
jd Z + ,
(3)
where indicates the vertices of the graph. Note that these constraints are trivially satisfied in the
SO(3) representation of the spin network states, because the spins are already in pairs (integer
numbers). However, in SU(2) representation some spin network states are excluded by (3).
2. Generic degeneracy
For a given ju and jd a set of eigenvalues is generated from a minimum value (where ju+d =
ju +jd ) to a maximum value (where ju+d = |ju jd |) by (1). Changing either ju or jd , a different
finite set of area eigenvalues is generated whose elements may or may not coincide with the
elements of other set of area eigenvalues. Generating area eigenvalues from different eigenstates
indicates that the spectrum of eigenvalues becomes denser in larger area. All of the eigenvalues
are unexpectedly degenerate. In fact there exist a finite set of eigenstates that correspond to every
area eigenvalue.
first four area eigenvalues
in SO(3) group as samples. These are amin =
Let us consider the

2ao , a2 = 2ao , a3 = 6ao , and a4 = 2 2ao , respectively. Note this a4 is the minimal eigenvalue of the subset that was first discovered as the spectrum of area eigenvalues by integer spins.
This area has been considered many times in the literature as the minimal area cell in the dominant configuration of a black hole horizon (i.e. see [1,3,4,6]); however it is the double of the
minimal area eigenvalue amin in the complete spectrum of (1).
Table 1 shows the detail of area states corresponding to these four area eigenvalues.
The three states corresponding to the minimal area are: (1) the state with the upper spin one
edge crossing the surface and bending at it on the point. Such an edge induces all of its spin to
the surface at the point. However a completely tangential edge is necessary to lie on the surface
Table 1
The eigenstates corresponding to the first four SO(3) eigenvalues
Area
ju
ju+d
jd
Area
ju
ju+d
jd
Area
ju
ju+d
jd
amin
amin
amin
a2
a2
a2
0
1
1
2
2
1
1
1
2
4
3
3
1
0
1
2
1
2
a3
a3
a3
a3
a3
a3
0
1
2
2
3
3
2
1
2
5
5
6
2
1
0
3
2
3
a4
a4
a4
a4
a4
a4
1
1
3
3
4
4
0
4
4
7
7
8
1
3
1
4
3
4
Table 2
The eigenstates corresponding to the first six SU(2)-valued spin networks
Area
ju
ju+d
jd
Area
ju
ju+d
jd
Area
ju
ju+d
jd
amin
1
2
a4
a6
amin
a4
a6
1
2
a4
a6
a3
3
2
a6
1
2
3
2
1
2
3
2
a3
5
2
5
2
1
2
1
2
3
2
3
2
1
2
1
2
1
2
1
2
1
2
a2
3
2
3
2
a5
3
2
a5
3
2
2
2
3
639
Fig. 3. The scatterplot of correlation between the area eigenvalues and the degeneracies of their corresponding eigenstates.
and ends at that point in order to make this state gauge invariant off the surface. (2) The state with
lower spin one edge similar to the previous state. (3) The state with the upper and lower spins one
edges bending at the surface such that their tangent vector come along each other in the same
direction. This tangent vector could also connect to other completely tangential excitations on
the surface.
In SU(2) group the eigenstates
of the first six eigenvalues are tabulated
in Table 2. These
7
3
11
eigenvalues are: amin = 2 ao , a2 = ao , a3 = 2 ao , a4 = 2ao , a5 = 2 ao , and a6 = 3ao .
Note that the sixth eigenvalue is in fact the minimal area applied in the literature so far for the
purpose of black hole entropy calculation in this group.
The minimal area in this group is degenerate in the two states each with a crossing spin onehalf edge bending at the surface. In these states there must be at least one completely tangential
edges of spin one-half connecting to the intersecting point.
Note that in the degenerate eigenvalues we investigated here, which are the first a hundred
levels, there is only one state that exceptionally does not appear as a degenerate state and that is
the state with area a2 in SU(2) group. In this state the upper and lower edges of spins one-half
connect at a vertex and bend at the surface along the same direction.
We counted the number of the degeneracy g for different eigenvalues in scatterplots and the
area and its degeneracy appeared to be correlated in Fig. 3. These scatterplots indicates the results
in SU(2) and SO(3) group representations of spin networks separately in the loglog graphs.
The eigenvalue degeneracy grows roughly as a power-law but with increasing scatter, namely

g(a)
a
ao
+
,
(4)
where = 0.96 with the scatter uncertainty = 0.03. This particular degeneracy behaves scale
invariant and is robust, however we will so in this note later on that this is not the only degeneracy
of eigenvalues.
For the purpose of further clarifications, we plot the minimal area levels and their corresponding degeneracy separately in Fig. 4.
In fact it is obvious that we do not need two different plots for the SO(3) and SU(2) groups
because the spectrum of area in the SO(3) group is contained in the SU(2) group degeneracy
graph. For instance, in Fig. 4 we named the minimal area in the SO(3) group by aoS and showed
640
Fig. 4. The scatterplot of a few first area level degeneracies.
this area is the fourth level in the SU(2) group. More importantly this is the reason why the
exponent of the power law (4) in the both group representation is the same.
Recently the complete spectrum of area is shown to be the union ofequidistant spectra, [5].
group is
Each one of the subsets possesses a gap between levels equal to ao . In SO(3)
any square-free number {1, 2, 3, 5, . . .} and the group characteristic parameter is := 2; and in
SU(2) group is the discriminant of any positive definite form {3, 4, 7, 8, 11, . . .} and the group
characteristicparameter is := 1/2. In other words, the complete spectrum reformulates into
an ( ) = a0 n for n N. Fixing a generation of evenly spaced numbers is singled out.
The parameter is therefore called the generational number.
Based on this classification, one can re-classify the generic degeneracy of area levels into the
generations. Plots (a)(e) in Fig. 5 indicates this classification in the first five generation. Plot (f)
compares the degeneracy of the first level of different generations.
Note that in any generation the area of higher levels can be decomposed precisely into smaller
fractions of the same generation (without approximation) namely, an = na1 = (n 2)a1 + a2 =
. Let us consider for instance the configuration na1 . Each one of these area cells is degenerate.
However, the states corresponding to the eigenvalue in different regions of the surface are distinguishable because by definition various number of completely tangential edges with various spins
could be connected to each vertex without changing the area and the geometric configurations.
Therefore, the degeneracy of the area eigenvalue an is in fact n = gn + gn1 g1 + + (g1 )n .
Obviously the dominant term in the sum belongs to the configuration with maximum number of
the area cell a1 .
3. Entropy
Consider a surface S of a large area A. This area is the sum of quanta in different configurations. In the dominant configuration it contains the maximum number (N ) of minimal degenerate
area cell; A N amin , where N 1. Let us now consider the surface is a black hole horizon. By
the use of Einstein equation for a collapsing star from a non-spherical state all radiatable perturbations to the surface is radiated away such that at the late stage the hole is left only with its
monopoles. Now imagine the initial deformation is located in a certain region of the horizon.
The future evolution of the field from that point depends on the exact spin network state of that
location, which includes the states of completely tangential excitations. The state evolves un-
641
Fig. 5. The generic degeneracy of Fig. 3 classified into generation in SO(3) group case.
der the action of a Hamiltonian and is expected to radiate away energy from the event horizon.
Therefore, in the quantum states of a black hole the complete information of spin network states
makes regions distinguishable from each other, although they may appear with the same area.
Having defined the dominant configuration for the surface, the degeneracy of this configuration
is therefore (A) = g(amin )N . Consequently, the dominant entropy associated to the underlying
surface is proportional to N ln g(amin ) or equivalently
S = A ln g(amin )/amin .
(5)
It is instructive to compare this result with the method the same entropy is derived from
the boundary picture. In that picture the hole separates the space manifold into two sections,
namely a horizon boundary and the outer space. Gauge degrees of freedom are still considered
to be redundant in the bulk states but they become physical degrees on the boundary. The reason
is that the kinematical Hilbert space of space includes the Hilbert spaces of the horizon Hs
and the bulk Hb . The reduction of gauge degrees of freedom from this space takes place only
in the bulk partition because {Hs Hb }/SU(2) Hs {Hb /SU(2)}. This means the horizon
Hilbert space accepts the gauge transformation redundancies as the physical states. An edge of
spin j puncturing the boundary produces 2j + 1 physical states on the surface. By assuming that
different area cells on the horizon are distinguishable the dominant configuration is the one with
(punc)
a maximum number of the minimal area amin (the area of spin jmin puncture). Consequently,
(punc)
black hole entropy becomes S = A ln(2jmin + 1)/amin . Note that, as it was mentioned above,
the minimal quantum of area in this calculation is not the minimal area in the complete spectrum
642
of area. Now the question is that based on what reason this subset was first considered as the
basis for representing the geometry of a horizon? The easy answer to this is the one has been
mentioned by Rovelli in his original work [1] that none of the other eigenvalues was known at
the time the black hole entropy was studied. However, there is a more sophisticated and physical
answer to this. As soon as one assumes a black hole horizon as the internal boundary of space,
the contribution of the boundary to the gravity action of the space becomes the ChernSimons
action.2 When this space is quantized the geometry of this boundary, in principle, is described
by a set (and not a sequence) of punctures. As it was mentioned above, the gauge degrees of
freedom on this boundary become physical. Regardless of the group representation that suits the
boundary fields (which could be either SU(2) or U(1)), since the internal spin network states
in this approach are removed out, the boundary is left only with a subset quanta (those which
puncture the boundary).
However, beyond postulations and assumptions there is no physical reason to outlaw considering the spin network states in the interior region of black hole. Indeed, the black hole interior may
be in an infinite number of states. For instance, the black hole interior may be given by a Kruskal
extension so that on the other side of the hole there is another universe. The inclusion of these
states in fact allows the horizon to be quantized via the complete spectrum of area. However, the
number of those internal states cannot affect the interaction of the hole with its surroundings.
From the exterior, the hole is completely determined by the properties of its surface. Thus, the
entropy relevant for the thermodynamical description of the thermal interaction of the hole with
its surroundings is determined by the states of the quantum gravitational field on the black hole
surface.
In principle, depending on the Hamiltonian operator that maps the physical Hilbert space
of the interior region of a closed surface into itself, the surface may evolve and its area may
increase, decrease or become unchanged in the course of time. In the case of black hole, the
time evolution map is responsible for its non-decreasing area character and turning the kinematic
entropy we reported here into a physical non-decreasing entropy, [11]. This motivates a picture
of a more quantum black hole in which the quantization of space occurs prior to the definition
of the black hole sector. Here we restrict the results into only the kinematical ones and disregard
arguing about the dynamics. Of course one way to start the definition of such a horizon perhaps
is possible through a spin foam model (for review of different models see [7]).
A non-rotating spherical black hole responses any perturbation by some complex frequencies called quasinormal modes. This makes a black hole horizon state different from a random
surface. The imaginary part of the modes is the frequency at which the perturbation is damped.
The real part is the frequency at which a quantum of energy is emitted from the black hole or is
absorbed into it. When the perturbation is damped very quickly, the response of the black hole are
2 ln 3/8M, [12]. Since the quanta of energy
the emission of the quantum of energy
M = MPl
and area are proportional to each other
M =
A (c4 /32G2 M), the exchanging area from the
black hole is
A = 4 ln 3 2P .
Following Dreyers conjecture [6] for identifying the classical perturbation of a black hole
horizon in highly damping mode with the transition between the two natural configurations, it
can be assumed
A = amin . From this equivalence the entropy of a black hole in Plancks area
2 This is also true in any BF theory action. More precisely nothing enters into this surface term from the special
character of gravity as a constrained BF theory.
643
unit becomes
S = A ln g1 (min )/4 ln 3
(6)
in any group representation.

Unexpectedly in SO(3) group, since the degeneracy of the minimal area is three, the two
logarithms from the numerator and denominator of (6) are canceled out and the Bekenstein
Hawking entropy is verified. This lets us to calculate the BarberoImmirzi parameter by the size
of minimal area. This minimal area in this picture is a half times smaller than the minimal area
on a boundary. The reason is that here we do not restrict the horizon to be a boundary of space
and the internal spin network exists and connects to the horizon surface. The BarberoImmirzi
becomes tuned here to the value = ln3 . This value is the double of what has been reported
2
using Dreyers result in a boundary picture of horizon.
In summary, we reported that the complete spectrum of area possesses eigenvalue degeneracy.
This degeneracy with respect to area in both group representations is power law with increasing
scatter. However since the complete spectrum of area is the union of different equidistant subsets, the total degeneracy of a large eigenvalue becomes proportional exponentially to its area.
The black hole entropy relevant for the thermodynamical interaction of a black hole with its exterior region is the number of the quantum microstates of the horizon which are distinguishable
from the exterior of the hole. We have obtained that the entropy is proportional to the area. Moreover we derived the exact form of the BekensteinHawking formula when the minimal area is
considered to be the quantum of area emitted from the hole in its highly damping mode.
Acknowledgement
Helpful discussions with K. Krasnov, C. Rovelli, L. Smolin, and R. Sorkin are acknowledged.
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Density matrix of a quantum field

in a particle-creating background
S.P. Gavrilov ,1 , D.M. Gitman, J.L. Tomazelli
Instituto de Fsica, Universidade de So Paulo, Caixa Postal 66318, CEP 05315-970 So Paulo, SP, Brazil
Received 10 May 2007; received in revised form 22 November 2007; accepted 29 November 2007
Abstract
We examine the time evolution of a quantized field in external backgrounds that violate the stability of
vacuum (particle-creating backgrounds). Our purpose is to study the exact form of the final quantum state
(the density operator at the final instant of time) that has emerged from a given arbitrary initial state (from
a given arbitrary density operator at the initial time instant) in the course of evolution. We find a generating
functional that allows one to obtain density operators for an arbitrary initial state. Averaging over states
of the subsystem of antiparticles (particles), we obtain explicit forms of reduced density operators for the
subsystem of particles (antiparticles). Analyzing one-particle correlation functions, we establish a oneto-one correspondence between these functions and the reduced density operators. It is shown that in the
general case a presence of bosons (e.g., gluons) in the initial state increases the creation rate of the same type
of bosons. We discuss the question (and its relation to the initial stage of quarkgluon plasma formation)
whether a thermal form of one-particle distribution can appear even if the final state of the complete system
is not in thermal equilibrium. In this respect, we discuss some cases when pair-creation by an electriclike field can mimic the one-particle thermal distribution. We apply our technics to some QFT problems
in slowly varying electric-like backgrounds: electric, SU(3) chromoelectric, and metric. In particular, we
analyze the time and temperature behavior of the mean numbers of created particles, provided that the
effects of switching the external field on and off are negligible. It is demonstrated that at high temperatures
and in slowly varying electric fields the rate of particle-creation is essentially time-dependent.
E-mail addresses: gavrilovsergeyp@yahoo.com (S.P. Gavrilov), gitman@dfn.if.usp.br (D.M. Gitman),

tomazelli@fsc.ufsc.br (J.L. Tomazelli).
1 On leave from Department of general and experimental physics, Herzen State Pedagogical University of Russia,
Moyka emb. 48, 191186 St. Petersburg, Russia.
doi:10.1016/j.nuclphysb.2007.11.029
646
S.P. Gavrilov et al. / Nuclear Physics B 795 [FS] (2008) 645677
Keywords: External particle-creating field; Evolution of an arbitrary initial state; Creation rate; Electric, SU(3)
chromoelectric and metric fields; Initial thermal distribution
1. Introduction
The effect of particle creation from vacuum by an external background (vacuum instability
in external fields) ranks among the most intriguing nonlinear phenomena in quantum theory.
Its theoretical analysis must be nonperturbative, and its observation in experiment is to verify
the applicability of a theory in the domain of superstrong fields. The study of this effect started
in connection with the so-called Klein [1] paradox, and was carried on by Schwinger [2], who
calculated the vacuum-to-vacuum transition probability in a constant electric field. A complete
study of particle creation from vacuum by a constant electric field is presented in [3,4]. It should
be noted that the effect can actually be observed as soon as the external field strength approaches
the characteristic value (critical field) Ec = m2 c3 /|e|h 1, 3 1016 V/cm. Although an actual
possibility of creating these fields under laboratory conditions does not exist at present, e+ e pair production by a slowly varying (external) electric field from vacuum is possibly relevant to
phenomenology with the advent of a new laser technology, which may access the truly strongfield domain. Electronpositron pairs can also be created by perfectly perturbative processes in
crossed laser beams, when there occurs the merging of several photons. The control over the
dependence between the power and frequency of lasers makes in possible to determine which of
these mechanisms is responsible for pair-creation. This topic is widely discussed [5] at SLAC and
TESLA X-ray laser facilities. Such strong fields may be essential in astrophysics, where characteristic values of the electromagnetic and gravitational fields in the vicinity of black holes are
enormous. Electric fields near a cosmic string can become extremely strong [6]. In this respect,
one needs to mention that the Coulomb field of superheavy nuclei may create electronpositron
pairs; see [7]. Apart from purely QED problems, there arise problems of QFT in which vacuum
instability in various external backgrounds plays an important role, for example, phase transitions in non-Abelian theories, the problem of boundary conditions, or the influence of topology
on vacuum, the problem of a consistent vacuum construction in QCD and GUT, multiple particlecreation within the context of heavy-ion collisions, and so on. Particle creation by background
metrics is important in black-hole physics [8,9] and also in the study of the dynamics of the early
Universe [10]. Recently, it has also been recognized that the presence of a background electric
field must be taken into account in string theory constructions; see, e.g., [11] and references
therein.
Considerable attention has been recently focused on a nonperturbative parton production from
vacuum by a classical chromoelectric field of SU(3) [12,13] and SU(2) [14], in the framework of
a modern version of the known chromoelectric flux tube model [15], the latter being an effective
model for the confinement of quarks in QCD (previously pair-creation by a constant field has
been calculated for SU(2) in [16] and for SU(3) in [17]). The model ensures a very good description of the phenomenology of hadron jets in high-energy e+ e and pp collision experiments
(a further development of the basic model and phenomenological applications can be found in
the review [18]). This model probably describes the initial stage of quarkgluon plasma formation reasonably well (in particular, the transversal spectrum of produced soft partons). Such a
state
such as RHIC (AuAu collisions
may be produced at high-energy large-hadron colliders
at s = 200 GeV) [19] and LHC (PbPb collisions at s = 5, 5 TeV) [20]. At present, this
initial stage is related to an effective theory, the color glass condensate [21] (see also the re-
647
view papers [22]), which is the coherent limit of quarkgluon plasma at high energies. In such
a picture, after a nuclei collision, a strong classical chromoelectricmagnetic field is created due
to relatively slow fluctuations of color density. Such a field is sufficiently uniform in the direction that is transversal to the beam direction and has a longitudinal chromoelectric component
[14,23]. This component is much more intensive than the transversal component; see [14]. Thus,
the color glass condensate picture provides strong arguments in favour of the chromoelectric
flux tube model and allows one to calculate field configurations in a tube. In particular, such a
physical picture allows one to accept a quasi-constant chromoelectric field as a good approximation at the above-mentioned initial stage. It should be noted that experimental data on heavy-ion
collisions that exist at present can be interpreted as quantum parton production by an external
chromoelectric field from vacuum and many-particle states.
There is a considerable interest in particle-creation at finite temperatures and at a finite particle
density, which is basically motivated by heavy-ion collisions, cosmological QCD phase transitions, and dark matter formation. For example, thermally-influenced pair-production in constant
electric fields at the one-loop level has been searched for in [2427].
The above calculations have been carried out within the theory of a quantized field placed
in an external background. A consistent description of a complete QED (interacting quantum
electromagnetic and matter fields in a particle-creating background) with unstable vacuum that
treats the interaction with external backgrounds nonperturbatively has been developed in [28].
Possible generalizations of the formalism to external gravitational and non-Abelian gauge fields
have been presented in [29,30]; see also [31]. An attempt to extend this technics to the thermal
case has been taken in [32]. Calculating particle creation by black-hole metric, Hawking has
discovered that the density matrix of created particles at spatial infinity has a thermal character.
The question arises, is such a character related to the particle-creation mechanism in general, or
to the gravitational origin of the background? A way to answer this question is to elaborate an
adequate technique which could allow one to include arbitrary mixed initial states, in particular,
thermal initial states, in the corresponding particle creation formalism [28].
In this article, we present a development of the particle-creation formalism [28] that is capable
to answer some of the above questions. We examine the time evolution of a quantized field
(bosonic or fermionic) in external backgrounds that violates the stability of vacuum. In fact, we
deal with a quadratic field theory of noninteracting (between themselves) particles. Our purpose
is to study the exact form of the final quantum state (the density operator at the final instant of
time) that has emerged from a given arbitrary initial state (from a given arbitrary density operator
at the initial time instant) in the course of evolution.
The article is organized as follows. Section 2 has an original, albeit rater technical character.
There, we derive exact expressions for density operators (more appropriate for the generating
density operator) by applying the path integration method. Some necessary formulas are placed
in Appendix A. In Section 3, having an exact expression for the generating density operator, we
obtain reduced density operators for the subsystems of particles and antiparticles. We introduce
and calculate the one-particle correlation functions and establish a one-to-one correspondence
between these functions and the reduced density operators. In particular, this allows us to restore
the reduced density operator of the complete system starting from the one-particle distributions
(of course, this is possible only in the model under consideration being a quadratic theory). It
is demonstrated that in the general case the presence of bosons (e.g., gluons) in the initial state
increases the creation of the same kind of bosons. We discuss in detail the question (and its
relation to the initial stage of quarkgluon plasma formation) whether the thermal form of the
one-particle distribution can appear even if the final state of the complete system is not in thermal
648
equilibrium. In Section 4, we discuss the expressions we obtain for the density operators and oneparticle distributions in electric-like backgrounds: electric, SU(3) chromoelectric, and metric.
In particular, we analyze the density operators and one-particle distributions in the so-called
T -constant electric background (a field exists during a finite period of time T ), and demonstrate
how such a problem is related to particle creation by gravitational fields (Hawkings effect). We
present some examples when pair-creation by an electric-like field can mimic the one-particle
thermal distribution. Then, we analyze the time and temperature behavior of particle-creation
when the effects of switching on and off are negligible. In particular, we demonstrate that at high
temperatures the production rate is nontrivially time-dependent. This result has to be taken into
account at high temperatures.
2. Density operator in pair-creating backgrounds
We consider a quantum field (x) in an external background. The quantum field can be
scalar, spinor, etc., and the background can be the classical electromagnetic, YangMills, or
gravitational field. In the general case, the background is intense, time-dependent, and violates
the stability of vacuum. Such a background must be treated nonperturbatively. We plan to follow
the formalism proposed in [28].
2.1. Some relevant relations
It is assumed that there exists a set of creation and annihilation operators an (tin ), an (tin ) of
particles an (tin ), an (tin ), and antiparticles bn (tin ), bn (tin ), respectively, at the initial time instant
tin (tin ), and a set of creation and annihilation operators of particles, an (tout ), an (tout ),
and antiparticles, bn (tout ), bn (tout ), at the final time instant tout (tout ). By n we denote a
complete set of possible quantum numbers. The total Hamiltonian H (t) of the quantized field
under consideration is diagonalized (and has a canonical form) in terms of the first set at the
initial time instant, and is diagonalized (and has a canonical form) in terms of the second set at
the final time instant. Nonzero (anti)commutators2 are given by

an (tin ), am
(tin ) = an (tout ), am
(tout ) = bn (tin ), bm
(tin )

= bn (tout ), bm
(tout ) = nm .
(1)
The vacuum states |0, tin at tin and |0, tout at tout are defined as usual:
a(tin )|0, tin = b(tin )|0, tin = 0,
a(tout )|0, tout = b(tout )|0, tout = 0.
Therefore, we define these states as the states that minimize the mean value of the Hamiltonian
H (t) at t = tin and t = tout , respectively. According to the general principles of quantum theory,
(tin ) . . . an (tin )|0, tin to a

the probability amplitude of translation from a certain initial state bm
certain final state bm

(tout ) an (tout )|0, tout in the Schrdinger picture has the form
0, tout |an (tout ) bm (tout )U (tout , tin )bm

(tin ) an (tin )|0, tin ,
where U (t, t ) is a unitary evolution operator of the system. Let (t

in ) = (a (tin ), a(tin ), b (tin ),
b(tin )), tr (t
in ) = 1, be the density operator of the system under consideration at the initial time
2 The subscriptdenotes the commutator (in the Bose case), whereas the subscript + denotes the anticommutator (in
the Fermi case).
649
instant. As the system develops in time, this density operator becomes (t

out ) for antiparticles at
the final instant of time:
(t
out ) = U (tout , tin )(t
in )U (tout , tin ).
(2)
To pass to the Heisenberg picture, we introduce finite-time evolution operators () ,

(+) = U (0, tin ),
() = U (0, tout ),
U (tout , tin ) = ()
(+) .
We then define a set of creation and annihilation operators an (in), an (in) of in-particles, as well
as similar operators bn (in), bn (in) of in-antiparticles, a corresponding in-vacuum |0, in, a set
of creation and annihilation operators an , an , of out-particles and similar operators bn , bn of
out-antiparticles, and a corresponding out-vacuum |0,

a (in), a(in), b (in), b(in) = (+) a (tin ), a(tin ), b (tin ), b(tin ) (+)
,

a , a, b , b = () a (tout ), a(tout ), b (tout ), b(tout ) () ,

|0, in = (+) |0, tin ,
|0 = () |0, tout .
(3)
The in- and out-operators obey the canonical commutation relations (1).
The entire information concerning the processes of particle creation, annihilation and scattering is contained in the elementary probability amplitudes
w(+|+)mn = cv1 0|am an (in)|0, in,
w(|)nm = cv1 0|bm bn (in)|0, in,
w(0| +)nm = cv1 0|bn (in)am

(in)|0, in,
w(+ |0)mn = cv1 0|am bn |0, in,
(4)
where cv is the vacuum-to-vacuum transition amplitude, cv = 0|0, in.

The sets of in and out-operators are related to each other by a linear canonical transformation
(it is sometimes called the Bogolyubov transformation). As has been demonstrated in the general
case, such a relation has the form (see [28])

V a , a, b , b V = a (in), a(in), b (in), b(in) ,

|0, in = V |0 cv = 0|V |0 ,
(5)
where a unitary operator V has the form
V = v 4 v3 v2 v1 ,
(6)
and3

v1 = exp bw(0| +)a ,
v2 = exp a ln w(+|+)a ,

v4 = exp a w(+ |0)b ,
v3 = exp b ln w(|)b ,
3 We use condensed notation, for example,
bw(0| +)a =

n,m
bn w(0| +)nm am .
650
1
Fermi case,
1 Bose case.
(7)
Using this expression for V , one can find

cv = 0|V |0 = exp tr ln w(|) .
(8)
The density operator of the system under consideration in the Heisenberg picture is defined
as

in )(+)
= a (in), a(in), b (in), b(in) ,
= (+) (t
out )()
,
= () (t
tr = 1.
Suppose a physical quantity is given by an operator F (tout ) at the final time instant as

F (tout ) = F a (tout ), a(tout ), b (tout ), b(tout ) .
Then its mean value at the final instant of time is given by

out ) = tr[F ],
F = tr F (tout )(t
(9)
(10)
(11)
where

= F a , a, b , b
F = () F (tout )()
(12)
is the operator of a physical quantity in the Heisenberg representation.4

The amplitudes (4) can be calculated with the help of some appropriate sets of solutions
of the corresponding relativistic wave equation (RWE) with an external field (KleinGordon,
Dirac, linearized YangMills), see [28,30], as follows. Namely, the in-particles are associated
with a complete set (in-set) of solutions of the RWE { n (x)} with asymptotics n (tin , x)
at the initial time-instant tin being eigenvectors of the corresponding one-particle Hamiltonian
H(t),
H(tin ) n (tin , x) = n( ) n (tin , x),
(13)
( )
n
are the energies of in-particles in a state specified by a complete set of quantum

where
numbers n, and n() > 0. Here and elsewhere, = , being (+) for particles and () for antiparticles. For the sake of simplicity of exposition, we use such a gauge-fixing of the external
field that condition (13) should have the same form as it has in the absence of the external field.
The out-particles are associated with the complete out-set of solutions { n (x)} of the RWE
with asymptotics n (tout , x) at tout being eigenvectors of the Hamiltonian H(t) at tout , namely,
H(tout ) n (tout , x) = n( ) n (tout , x),
()
(14)
where n are the energies of out-particles in a state specified by a complete set of quantum num()
bers n, and n > 0. We suppose that the external field is such that solutions of this eigenvalue
problem actually exist.
The out-set can be decomposed in the in-set as follows:

(x) = + (x)G + | + (x)G | ,

(15)
4 All operators in the Heisenberg representation are denoted by the turned over hat in what follows, e.g. A.
651

where = +1 for fermions and = 1 for bosons. The decomposition coefficients G( | ) are

expressed via inner products of these sets, G( | )mn = ( m , n ). These coefficients obey
the unitarity relations

1
G |+ G + | + G | G | = 2 ,

1
G |+ G + | + G | G | = 2 ,

G( + |+ )G + | + G + | G | = 0,

G( + |+ )G + | + G + | G | = 0,
(16)

that follow from the normalization conditions for the solutions. Here, the notation G( | ) =

G( | ) has been used.
The quantum Heisenberg field (x)

can be expressed both from the creation and annihilation
operators of in-particles and from the creation and annihilation operators of out-particles:
(x)
= + (x)a(in) + (x)b (in) = + (x)a + (x)b .
This makes it possible to express the linear canonical transformation between the sets of in and

out-operators in terms of the coefficients G( | ),

a = G + |+ a(in) + G + | b (in),

b = G |+ a(in) + G | b (in),
(17)
and their Hermitian conjugated ones. Using relations (17), one finds the amplitudes (4) in the
form:

1
1

w(+|+) = G + |+ ,
w(|) = G | ,

1

1
w(0| +) = G | G |+ = G |+ G + |+ ,

1

1
w(+ |0) = G + |+ G + | = G + | G | .
(18)
( )
Using the same relations, one finds that the differential mean numbers m of particles/antiparticle created from vacuum are
+ +
(+)
| G | mm ,
m = 0, in|am am |0, in = G

()
m = 0, in|bm bm |0, in = G |+ G + | mm .

(19)
Using the unitarity relations (16) and representation (8), we find that the probability P v of a
vacuum to remain a vacuum is given by

P v = |cv |2 = exp tr ln 1 G |+ G + | .
(20)
Therefore, we can see that the nonstability of vacuum in external fields is mainfest in the
fact that P v < 1, which is in one-to-one-correspondence with the fact that the differential mean
( )
numbers m are different from zero. We can now establish the following general property. Let
the time-dependent external field turn on at the time instant t1 and turn off at the time instant t2 ,
and in general behaves arbitrarily, on condition that the solutions of problems (13) and (14) do
exist. Then, the in-set of solutions { n (x)} is defined equally for any solution of the time instant
tin < t1 , and the out-set of solutions { n (x)} is defined equally for any choice of the time instant
652

tout > t2 . Therefore, the coefficients G( | ), and consequently all the above-calculated amplitudes, depend only on the dependence of the external field at the finite interval of time between
t1 and t2 . This also implies that the in- and out-vacua, as well as the in- and out-operators of creation and annihilation, do not depend on the choice of the time instant tin and tout , respectively,
if tin < t1 and tout > t2 .
2.2. Generating density operator
):
We introduce the following generating operator R(J
) = 1 R(J
) = 1,
),
R(J
tr R(J
Z

(+)

) = Nin exp a (in) J 1 a(in) + b (in) J() 1 b(in) ,
R(J
( )
( )
(21)
( )
where the Grassmann-even variables J = (Jn ) are sources; Jmn = mn Jn ; Nin is the sign
) is a normalization factor
of the normal form with respect to the in-vacuum, and Z = tr R(J
(statistical sum).
In order to complete the calculation, it is efficient to use the path integral representation. In
the fermion case, we use a path integral over anticommuting (Grassmann) variables, which is
understood as Berezins integral [33] at = 1,

:ea Ka : = det K : exp K 1 + a + a d d:,

(22)
where a , a are some creation and annihilation operators, and : : realizes the normal form of the
operators a , a. All operators a and a can be considered as Grassmann-odd variables under the
normal form; therefore, we can calculate the complete path integral (22) as a Gaussian integral
over Grassmann-odd variables. In the boson case, we use the path integral (22) over commuting
variables at = 1. In this case, we can regard all the operators a and a as bosonic (ordinary)
variables under the normal form sign, so that the path integral in (22) is a usual Gaussian path
integral, where K 1 > 0.
Note that the trace of the normal product of creation and annihilation operators can be calculated by using the path integral representation, according to (A.7), see Appendix A. For example,
by calculating Z we obtain

(+)
()
Z = exp
(23)
ln 1 + J
ln 1 + J
+
.
nn
mm
n
Having at our disposal the generating operator (21), we can obtain the different density operators (in the Heisenberg representation) corresponding to different initial states of the system.
We represent some examples below:
(a) By setting J = 0, we obtain a density operator v of the system that is found in the pure
vacuum state at the initial time instant,
v = R(0).
Indeed, using relation (A.5) from Appendix A, we obtain

v = Nin exp a (in)a(in) + b (in)b(in) = |0, in 0, in|.
(24)
653
In addition, we define the following generating functional of moments:

),
v (J ) = 0, in| exp a J(+) a + b J() b |0, in = tr (J
(+)

) = exp a J a + b J() b v ,
(J
(25)
which is useful to investigate the final state evolved from vacuum at the initial time instant.
(b) The density operator {m}M ;{n}N of the system which is found in a pure state with M particles and N antiparticles (with the quantum numbers {m1 , . . . , mM } = {m}M and {n1 , . . . , nN } =
)
{n}N , respectively) at the initial time instant can be obtained from the generating operator R(J
as follows:

)

M+N R(J

= {m}M ;{n}N (in) {m}M ;{n}N (in), (26)
{m}M ;{n}N =
(+)
(+) ()
()
(Jm1 JmM Jn1 . . . JnN ) J =0
where
M
N

{m} ;{n} (in) =

a
(in)
bnj (in)|0, in,
mi
M
N
j =1
i=1

{m}M ;{n}N (in) = 0, in|
N

bnj (in)
j =1
M

ami (in).
i=1
(c) Let us set

( )
Jn( ) = eEn ,

En( ) = n( ) ( ) ,
1 = ,
(27)
( )
where n are the energies of particles or antiparticles with the quantum numbers n; ( ) are
the corresponding chemical potentials, and is the absolute temperature. One can see that with
such a choice of sources the generating operator (21) becomes the density operator of the
system that has been in thermal equilibrium at the initial time instant. Using relation (A.2) from
Appendix A, we obtain an explicit expression for , namely,
( )

1
= R eEn = exp a (in)E (+) a(in) + b (in)E () b(in) ,
Z

(+)
()
Z = exp
,
ln 1 + eEn +
ln 1 + eEn
or
= Z

( ) ( )
exp H
N
,
(28)
where H is the Hamiltonian of the system (written in terms of in-operators); N ( ) are the operators of in-particle or in-antiparticle numbers,
H = a (in) (+) a(in) + b (in) () b(in),
N () = b (in)b(in),
N (+) = a (in)a(in),
( )
( )
( )
( )
and the matrices E ( ) and ( ) are defines as Emn = mn En and mn = mn n .

We can see that the problem of calculating the mean value of an operator F (tout ) for the system
)],
being at the final time instant is related to the problem of calculating the quantity tr[F R(J
654
where F is a Heisenberg operator corresponding to F (tout ). Such a quantity can be represented

as follows:

) =
tr F R(J
M,N =0 {m}{n}

1
)| {m}M , {n}N ,
{m}M , {n}N |F R(J
M!N !

{m}M , {n}N = a a b b |0,
m1
mM n1
nN

{m}M , {n}N = 0|bnN bn1 amM am1 .
(29)
)] according to (29), it is convenient to have an expression for the operator

Calculating tr[F R(J
) in terms of out-operators. One can see that such an expression has the form
R(J

) = V U (J )V ,
U (J ) = :exp a J(+) 1 a + b J() 1 b :,
R(J
(30)
where : : is the sign of the normal form with respect to the out-vacuum, and the operator V is
) with respect to the out-vacuum is calculated
defined by (6). A normal form of the operator R(J
below.
2.3. The normal form of the generating operator
First of all, we rewrite the operator expression (30) as follows:
) = v4 v3 v2 Y (J )v v v ,
R(J
2 3 4
Y = v1 U (J )v1 ,
(31)
where the operators i , i = 1, . . . , 4, are given by (7). Using formula (A.1) from Appendix A, we
represent the operator Y (J ) in the form

Y (J ) = Y (J )U (J ), Y (J ) = exp(bBa) exp a A(J )b ,
A(J ) = J(+) B J() ,
B = w(0| +).
(32)
Both operator exponents in the expression for Y (J ) can be written in terms of Gaussian path
integrals.
Consider, first of all, the Fermi-particle case. In this case, we can treat the anticommuting
operators a and b (or a + and b+ ) as Grassmann-odd variables. Then, according to representation
(22) at = 1, we have

Y = det A det B exp B 1 + A1 d d d d,

= exp b + a exp a + b .
(33)
With the help of relation (A.3) from Appendix A, we represent the operator in the normal form

= :exp a + b + b + a + + :.
Then, using formula (22) we can calculate the complete path integral (33). In the Bose case,
we can examine all the operators a , b , a, and b as bosonic (ordinary) variables under the
normal form sign, so that the operator Y (J ) can be represented as a usual Gaussian path integral
by applying representation (22) at = 1. Calculating these Gaussian integrals, we obtain the
normal form of the operator Y ,

Y = det(1 + AB) :exp a A++ a b A b a A+ b bA+ a :,
A++ = AB(1 + AB)1 ,

A+ = (1 + AB)1 A,
655
AT = BA(1 + BA)1 ,
A+ = B(1 + AB)1 .
(34)
Using relation (A.4) from Appendix A, we represent the operator Y in the normal form

Y = det(1 + AB) :exp a A ++ a b A b a A + b bA + a :,
A = 1 (1 A )J() ,
A ++ = 1 (1 A++ )J(+) ,
A + = A + ,
A + = J() A+ J(+) .
(35)
With the help of relation (8), we rewrite the operator v3 as follows:

v3 = exp b ln w(|)b = cv exp b ln w(|)T b .
Then, using formulas (A.2) derived in Appendix A, we represent the operators v3 v2 and v2 v3
from (31) in the normal form as follows:

v3 v2 = cv :exp b w(|)T 1 b exp a w(+|+) 1 a :,

v2 v3 = cv : exp a w(+|+) 1 a exp b w(|)T 1 b :.
),
Finally, using relation (A.4), we obtain the normal form of the operator R(J

) = |cv |2 det(1 + AB) : exp a (1 D+ )a b (1 D )b a C b bCa :,
R(J
D+ = w(+|+)(1 + AB)1 J(+) w(+|+) ,
T
= w(|) J() (1 + BA)1 w(|),
D
C = w(|) J() B(1 + AB)1 J(+) w(+|+) + w(+ |0) .
(36)
Representation (36) is useful, since it allows one to calculate the trace (29) by using the path
integral techniques described in Appendix A, see, Eq. (A.7).
As an example, let us consider the density operator v defined by (24). Using (36), we represent this operator in terms of out-operators, as well as in the normal form

v = R(0)
(37)
= |cv |2 :exp a a b b a w(+ |0)b bw(+ |0) a :.
In a similar way, the operator (J ) in the expression of generating functional (25) can be
transformed to the normal form

) = |cv |2 :exp a a b b a eJ(+) w(+ |0)eJ() b bw(+ |0) a :,
(J
(38)
where the representation (37) for v has been used. Then, applying the path integral representation for traces (A.7), and using formula (A.4), we represent the generating functional of momenta
as follows:

(+)
()
.
v (J ) = |cv |2 exp tr ln 1 + w(+ |0) eJ w(+ |0)eJ
(39)
3. Reduced density operators and correlation functions
3.1. Reduced density operators
In the general case, the states of the system under consideration at the final time instant contain
both particles and antiparticles due to the pair-creation by external fields and the structure of the
656
initial state. On the other hand, we are often interested in physical quantities F which describe
only particles (+) or antiparticles () at the final time instant. The corresponding operators F
are functions of either a , a or b , b,

F+ = F+ a , a ,
(40)
F = F b , b .
The mean values of operators F and the entire information concerning the subsystems of particles and antiparticles can be obtained from the so-called reduced density operators, which we
shall define below.
We present the basis vectors from (29) as follows:

{m}M , {n}N = a {m}M b {n}N ,
|0 = |0a |0b ,

b {n}N = b b |0b ,
a {m}M = a a |0a ,
(41)
m1
mM
n1
nN
where |0a and |0b are the vacuum vectors of particle and antiparticle subsystems. The mean
values of the operators F are
F = tr+ tr (F ),
(42)
where is the density operator of the system, and the reduced traces tr of an operator A are
defined as

tr+ A =
(M!)1 a {m}M A a {m}M ,
tr A =
M=0 {m}

(M!)1 b {m}M A b {m}M .
(43)
M=0 {m}
We define the reduced density operators (in the Heisenberg picture) of the subsystems of
particles and antiparticles, respectively, as follows:
= tr .
(44)
Then mean values (42) can be calculated with the help of the reduced density operators as
follows:
F = tr (F ).
(45)
Even if the initial state of the system is a pure state, the reduced density operators describe
mixed states. In some physical problems, the use of a reduced density operators is inevitable.
For example, considering particle creation by the gravitation field of a black hole we have only
the reduced operator of the particles created outside the black hole, since we do not have any
information about the particles behind the horizon, [8,9].
In a similar manner, we introduce the reduced generating operators R (J ) as follows:
).
R (J ) = tr R(J
Using the path integral representation for traces (A.7), representation (36), as well as (A.4), we
obtain5

1
:exp a 1 K+ (J ) a :,
R + (J ) = Z+
5 It should be noted that the symbols of the normal form of the operator R have been presented in [24] via some path
( )
( )
integrals. The explicit form of operator has been presented for Jn = eEn . Unfortunately, it contains some misprints.
657

1
:exp b 1 K (J ) b :,
R (J ) = Z

T
K (J ) = D + C 1 + D
C,
1
(J ) = Z 1 |cv |2 det(1 + AB) det(1 + D ) .
Z
(46)
The reduced generating operators R (J ) allow one to obtain the reduced density operators
for different initial states of the system. Consider below some examples:
(a) Selecting all J = 0 in (46), we obtain reduced density operators v = R (0) of a system
that has been in a pure vacuum state at the initial time instant. Explicit expressions for R (0)
follow from (46) with account taken of
K (0) = w(+ |0)w(+ |0) ,
1
Z
(0) = |cv |2 .
(47)
The same result has been obtained in [24,34] by a straightforward calculation.

(b) The reduced density operators 0;n and m;0 of a system that has been in a pure state
with particles or antiparticles, respectively, at the initial time instant can be obtained from the
generating operator R (J ) = Z R (J ) as follows:

R + (J )
= a w(+|+) m v+ w(+|+) a m ,
m;0+ =
(+)
Jm
J =0

R (J )
0;m =
= w(|)b m v bw(|) m ,
()
Jm
J =0

R + (J )
0;m+ =
= v+ w(|)w(|) mm a w(+ |0)w(|) m v+
()
Jm
J =0

w(|)w(+ |0) a m ,

R (J )
= v w(+|+) w(+|+) mm b w(+ |0)w(+|+) m v
m;0 =
(+)
Jm
J =0

w(+|+)T w(+ |0) b m .
(c) Let us set the sources in (46) as in (27). One can see that for such a choice of sources the
reduced generating operators (21) become the reduced density operators of the system that
has been in thermal equilibrium at the initial time instant.
3.2. One-particle correlation functions
Let us now examine the following generating functions:

N(+)
nm = tr an am R = tr+ an am R+ ,

N()
nm = tr bn bm R = tr bn bm R+ .
(48)
They generate one-particle correlation functions for different initial states of the system. Setting
the sources (taking the corresponding derivatives, if necessary) in (48) as has been demonstrated
( )
in Section 2, we choose the required initial states. The diagonal elements Nmm are the generating
( )
functionals for the mean numbers Nm of particles/antiparticles with quantum numbers m at the
final time instant (further differential mean numbers). In what follows, we refer to quantities (48)
as correlation functions.
658

( )
The correlation functions Nnm can be expressed via the matrices K (46), and vice-versa, as
follows:

T
K
N( )T
( )
N =
(49)
, K =
.
1 + K
1 N( )T
Note that the quantities K are functions of elementary probability amplitudes (4).
Relations (49) can be proved as follows: first, using the commutation relations (1) we represent
(48) as traces of operators in the normal form:

N(+)
(50)
N()
nm = tr+ an R+ (K+ a)m ,
nm = tr bn R (K b)m .
( )
The quantities Nnm can be obtained from the generating functions Z (j, j ) as follows:

2 Z (j, j )
( )
Nnm =
,
jn jm j=j =0
(51)
where

1
Z+ (j, j ) = Z+
tr+ :exp a [1 IK+ ]a :,

1
tr :exp b [1 IK ]b :,
Z (j, j ) = Z
Z (0, 0) = 1,
Imn = mn + jm jn , = ,
(52)
and j and j are some new sources. Traces in (52) can be calculated by formula (A.7) from
Appendix A. Thus, we obtain

Z (j, j ) = Z1 exp
(53)
ln(1 + IK ) nn .
n
Then, relations (49) follow from (51) and (53).

The normalization conditions and the second relation (49) imply that the quantities Z can be
expressed in terms of N( ) as

ln(1 + K ) nn = exp
ln 1 N( )T nn .
Z = exp
(54)
n
n
( )
( )
Now, we are going to relate the quantities Nnm with the correlation functions Nnm (in) of
in-operators,

N()
N(+)
(55)
nm (in) = tr an (in)am (in)R ,
nm (in) = tr bn (in)bm (in)R .
one can see that
Using representation (21) for R,
( )
)
( )
N(
nm (in) = nm Nm (in),
( )
Nm( ) (in) =
Jm
( )
1 + Jm
(56)
where Nm (in) are the differential mean numbers (generating functions for differential mean
numbers). Indeed, let us take expressions (48) for N( ) via traces in the complete Fock space.
These traces can be written in the in-basis | ({m}M , {n}N ; in) = V | ({m}M , {n}N ). Using the canonical transformation (17), we express the operators a , a, b , b via the operators
a (in), a(in), b (in), b(in) and calculate the traces explicitly. Then we obtain

N(+)T = G + |+ N(+) (in)G + |+ + G + | 1 N() (in) G |+ ,

N() = G | N() (in)G | + G |+ 1 N(+) (in) G + | .
659
(57)
Thus, due to relations (49), (57), we have explicit expressions for the complete generating
density operator (36) and reduced generating density operators (46) via both correlation functions
of in-particles and out-particles, and via elementary probability amplitudes (4) as well.
We stress that there is a one-to-one correspondence between the one-particle correlation functions, and the form of the reduced density operator of the complete system. This correspondence
is related to the choice of a model, which is a quantized field placed in an external background.
In fact, we deal with a quadratic system of noninteracting (between themselves) particles. Of
course, this fact is well-known for free-particle systems. Our consideration generalizes this description to the presence of a particle-creating background. For systems of interacting particles,
there remains an important question: suppose the one-particle distribution at the final time instant
is a thermal one. Can one assert that the complete system is in a thermal state with a given temperature (one that determines a one-particle distribution)? Such a question seems to be relevant to
the problem of particle creation by black-hole gravitational fields (Hawkings radiation), where
one-particle distributions of created particles have a thermal form.
Below, we examine some illustrations of the previously obtained general formulas.
Let the initial state of the system be vacuum (J = 0), then (57) reproduces formulas (19) for
( )
( )
the differential mean numbers m = Nm |J =0 of particles/antiparticles created from vacuum by
an external field.
Let us examine a common case (for example, a uniform external field) when particle/antiparticle states are specified by quantum numbers (the same being valid for particles and

antiparticles) that are integrals of motion. In this case, all the matrices G( | ) in (15) are diagonal and the differential mean numbers (19) of particles/antiparticles created from vacuum
(+)
()
coincide: m = m = m . Using formulas (57), (19), and the unitarity relations (16), one can
obtain the expressions for the differential mean numbers of particles/antiparticles, namely,

Nm( ) = (1 m )Nm( ) (in) + m 1 Nm( ) (in) .
(58)
If the initial state differs from vacuum, the differential mean numbers of particles/antiparticles
( )
( )
( )
created by the external field are given by the difference Nm = Nm Nm (in). One can see
that
Nm(+) = Nm() = Nm ,

Nm = m 1 Nm(+) (in) + Nm() (in) .
(59)
Even if m = 0, no particle creation of fermions with quantum numbers m occurs if Nm(+) (in) +
()
Nm (in) = 1. Since = 1 for bosons, Nm is always positive and is larger than m . That is,
the presence of matter at the initial state increases the mean number of created bosons.
In some articles devoted to the chromoelectric flux tube model (see, e.g., [12,14,35]), one
encounters an (inexact) interpretation of the well-known Schwinger formulas describing paircreation from vacuum by a constant electric field [2]. This interpretation may lead to incorrect
results for some field strengths, as noted in [36]. Below, we discuss this problem and present
correct relations that will be used in the subsequent section. We recall that, by using the propertime method, Schwinger calculated the one-loop effective Lagrangian L in electric field and
660
assumed that the probability P v of no actual pair-creation occurring in the history of the field
during the time T in the volume V can be presented as P v = |cv |2 = exp{V T 2 Im L} (for a
subsequent development, see the review [37]). Schwinger interpreted 2 Im L as the probability,
per time unit, and per volume unit, of creating a pair by a constant electric field. Some arguments
in favour of such an interpretation can be found, for example, in the book [38] and the article [15].
The interpretation remains approximately valid as long as the WKB calculation is applicable, that
is, V T 2 Im L 1. Then the total probability of pair-creation reads as 1 P v V T 2 Im L. To
calculate the differential probabilities of pair-creation with quantum numbers m (for instance,
momentum and spin polarization), one can represent the probability P v as an infinite product:

e2 Im Sm ,
Pv =
(60)
m
where acertain discretization scheme is used, so that the effective action S = V T L is written
as S = m Sm . All this is possible only if m are selected as integrals of motion. Then, e2 Im Sm
is the vacuum-persistence probability in a cell of the space of quantum numbers m. Using the
WKB approximation in the case 2 Im Sm 1, one obtains for the probability Pm of a single
pair-production with quantum numbers m and for the corresponding mean values m of created
pairs the following relation:
m Pm 2 Im Sm .
(61)
By analogy with one-particle quantum mechanics, one usually rewrites (61) for fermions,
m ln(1 Pm ) 2 Im Sm .
(62)
It is clear that (61) and (62) coincide in the first order with respect to Pm . Then, it follows from
(60) that

P v (1 Pm ).
(63)
m
Using the same analogy for bosons and rewriting (61) as

m ln(1 + Pm ) 2 Im Sm ,
one obtains the following approximate relation:

P v (1 + Pm )1 .
(64)
(65)
It turns out that for the field under consideration, by using the WKB calculations and relations
(62)(65), one can reproduce Schwingers result for P v . This fact brings the temptation to interpret the latter formulas as exact ones, replacing there by =. However, one should say that
such an interpretation is, in particular, equivalent to the assumption m = 2 Im Sm . Nevertheless,
as we shall demonstrate below, the latter relation is not an exact one and it is valid only in the
approximation 2 Im Sm 1.
An exact treatment in the framework of QFT with unstable vacuum (see, for example, [4,28,
30]) yields the following expressions for the scattering P (|)m of a particle (and an antiparticle) and pair-creation P (+ |0)m probabilities, respectively (see Section 2.1 for notation):
2
2

P (+ |0)m = w(+ |0)mm P v ,
P (|)m = w(|)mm P v ,
(66)
where, due to relations (18), (19) and (16), the corresponding relative probabilities are

1
w(+ |0)mm 2 = m .
w(|)mm 2 =
,
1 m
1 m
As long as the semiclassical approximation is concerned (P v 1, m 1), we have

2
P (+ |0)m w(+ |0)mm m .
661
(67)
Thus, we can see that the quantities P (+ |0)m , |w(+ |0)mm |2 and m can be identified only in
the approximation under consideration. An exact expression for P v in terms of the mean values
m follows from (8), (67) and reads

ln(1 m ) .
P v = exp
(68)
m
Formulas (60) and (68) imply the following exact relation between Im Sm and m :
2 Im Sm = ln(1 m ).
(69)
It has to be used in the general case when the WKB approximation is not applicable.
3.3. Is it really a thermal distribution?
Considerable attention has been recently focused on a mechanism of fast thermalization in
heavy-ion collisions (see [14,39] and references therein). A possibility is discussed of a thermal
one-particle distribution due to quantum creation of particles from vacuum by strong electriclike fields. Some of these distributions are known in QED, and their relation to thermal spectrum
of Hawkings radiation has been discussed (see references in the next section). We give some
examples of such distributions in Section 4.3. However, a thermal one-particle distribution of
created particles does not guarantee the character of thermal equilibrium for the corresponding
complete quantum state of the system and only mimics, in some sense, the latter state.
One ought to say that, in contrast to the case of Hawkings radiation, in which we do not have
any information about another member of each created pair behind the horizon, both particles
and antiparticles created from vacuum by chromoelectric field can, in principle, be observed.
Because of the one-to-one correspondence between one-particle correlation functions and the
reduced density operator of the complete system, all the moments of particle (or antiparticle)
distribution coincide. However, the higher moments of the simultaneous distributions of particles
and antiparticles are different.
In what follows, we present a formal analysis of the above problems.
Suppose that the differential mean numbers Nm of particles/antiparticles at the final state of
a system subject to an external field have the form of a one-particle thermal distribution. There
arises the question if one can be sure if in such a case the final state of the complete system is
in thermal equilibrium, or the thermal form of a one-particle distribution can appear even if the
final state of the complete system is not in thermal equilibrium. To answer these questions, we
plan to examine two different possibilities of having the same one-particle thermal distribution
for two distinct states of the complete system, one of them being a thermal equilibrium and the
other a pure state. Let the first state of the complete system be described by the thermal density
operator:
out =

1
exp a E (+) a + b E () b ,
Z
662

(+)
()
,
Z = exp
ln 1 + eEn +
ln 1 + eEn
n
(70)
where E () are given by (27). It is obvious that in such a state the differential mean numbers Nm
have the form

1
N m = e Em +
.
(71)
On the other hand, if we have a causal evolution from vacuum, the density operator of the
corresponding pure state having the form v (24); see the normal form in (37). Such a state
provides the differential mean numbers (71) in case (67) holds true. We can see that measuring
the one-particle distribution cannot distinguish between both these cases. Nevertheless, they can
be distinguished by measuring the next moments, as demonstrated below. Let us calculate the
variances Varm in the states described by the density matrices (70) and (24), respectively,
2 out

Varth
m = tr am am + bm bm 2Nm ,
2

a m + bm
bm 2Nm v .
Varvm = tr am
Since the differential mean values coincide in both states, one can see that

th
v
v
Varth
m Varm = 2 Qm Qm ,

out
Qth
Qvm = tr am
am bm
bm v .
m = tr am am bm bm ,
(72)
v
To calculate the quantities Qth
m , Qm and demonstrate that they are actually different, we are going
to use the generating functional v (J ) (39), and the generating functional of momenta for the
thermal distribution,

th (J ) = tr exp a J(+) a + b J() b out .
Then
Qth
m
2 th
(+)

()
Jm Jm
J =0
= Nm2 ,
(73)
where the expression

th (J ) =

(+)
(+)
()
()
1
ln 1 + eEn +Jn +
ln 1 + eEn +Jn
exp
Z
n
m
is used. On the other hand,

2 v
v
Qm =
= Nm 1 + (1 )Nm .
(+)
()
Jm Jm J =0
(74)
Thus, we can see that the variances of the simultaneous distributions of particles and antiparticles,
v
Varth
m and Varm , are quite different:
v
Varth
m Varm = 2Nm (Nm 1).
663
4. Particle-creation in an electric-like background

4.1. Quasi-constant electric field
Below, we consider a number of applications of the above-developed formalism in QED with
a quasi-constant (slowly varying) uniform electric field violating the stability of vacuum. We
emphasize that our consideration can be relevant in QCD with an electric-like colour field and in
some QFT models with a curved space-time, as was demonstrated, for example, in [40]. It was
shown [4] that the distribution of pairs created from vacuum by a quasi-constant electric field
has a thermal-like form. It appears that such a form has a universal character, i.e., it emerges in
any theory with quasi-constant external fields; and when applied to particle-creation in external
constant gravitational fields it reproduces exactly the Hawking temperature. Thus, our consideration of QED with a quasi-constant electric field allows one to reveal the typical properties of
any strong-field QFT.
Note that in the case under consideration particle states are specified by continuous quantum
numbers of the momentum p and spin projections r = 1 (we formally set r = 0 for scalar
particles). From now on, we suppose that the standard volume regularization is used, so that
(p p ) is replaced by p,p in the normalization conditions. Thus, our particles are labeled by
a set of discrete quantum numbers, m = (p, r).
As usual, we shall describe the electric field by time-dependent vector potentials. The states of
the quantum system in question are far from equilibrium due to the field influence. We shall study
in detail the time dependence of various mean values, in particular, the mean values of created
particles. In a physically correct setting of the problem, we consider a model of a quasi-constant
electric field E(x 0 ) which effectively acts only for a finite period of time T and is zero outside
this interval (we further call it the T -constant field). In our model, E(x 0 ) = E for t1 x 0 t2 ,
t2 = t1 = T /2. Thus, the field produces finite work in a finite space volume. We accept the
initial vacuum to be a free-particle vacuum. A relevant calculation in QED with a T -constant
field can be found in [4]. Below, we use these results for evaluating the leading terms in particlecreation phenomena at large T , when the effects of switching on and off are negligible.
Let us describe the T -constant field. It is nonstationary but has a constant space direction. We
place the latter field along the x 3 -axis. We denote by q the charge of a particle (by q that of
an antiparticle), and by M we denote mass. The corresponding potentials can be chosen in the
form: A0 = A1 = A2 = 0, and
Et1 , x 0 I,
0
A3 (x ) = Ex 0 , x 0 II,
Et2 , x 0 III.
where the time intervals are I = (, t1 ), II = [t1 , t2 ], III = (t2 , +).
If the time T is sufficiently large,
1+
,
T T0 =
|qE|
the differential mean numbers m read

3
[1 + O([ 1+
|qE| T2 K,
e
K ] )],
K < +K,
m = O(1),
3 ), > K,
]
O([ 1+
2
(75)
664
where K is a sufficiently large arbitrary constant, K 1 + ,

M 2 + p2
,
|qE|

p = p 1 , p 2 , 0 ,
|p3 | |qE|T /2
(76)
,
|qE|
and p3 is a longitudinal momentum of a particle [4]. One can examine the limit T at any
given p in the above expression. In such a limit, the differential mean numbers have a simple
form:
=
m = e
(77)
which coincides with that obtained in a constant electric field by Nikishov [3]. One can see
that the stabilization of the differential mean numbers to the asymptotic form (77) for finite
longitudinal momenta is reached at T T0 . The characteristic time T0 is called the stabilization
time.
In order to investigate the effects of switching on and off for T T0 , we are going to consider
a different example of a quasi-constant electric field:
0

x
E x 0 = E cosh2
(78)
.
This field switches on and off adiabatically as x 0 and is quasi-constant at finite times.
It is called an adiabatic field. The differential mean numbers of particles created by such a field
have been found in [41]. For a further discussion, we need these numbers for a large . As has
been demonstrated in [4], thedifferential
mean numbers in the field (78) take the asymptotic
form (77) for 0 = (1 + )/ |qE| and for |p3 | |qE|. Thus, 0 can be interpreted as
the stabilization time for an adiabatic field. At the same time, the latter fact means that the effects
of switching on and off are not essential at large times and finite longitudinal momenta for both
fields. Extrapolating this conclusion, one can suppose that particle-creation effects in any electric
field, that is one being quasi-constant E at least for a time period T T0 and switching on
and off outside this period arbitrarily, do not depend on the details of switching on and off. Thus,
our calculations in a T -constant field are typical for a large class of quasi-constant electric fields.
It is of interest for phenomenological applications to calculate the distribution of particles
created with all possible p3 values and a given p (it is called the p distribution and is denoted
by np , in what follows). Analysing the total mean number of particles created by the T -constant

V
field, we go over from summation to integration: p (2)
dp. Then, the total mean number
3
(we denote it by ) can be presented as
= V d 2 p np ,
(79)
where
np
1
dp3 m
=
(2)3 r
(80)
is the p
distribution density of particles created per unit volume. m isconstant
for |p3 |
|qE|( |qE|T /2 K) and for T T0 , and decreases rapidly for |p3 | > |qE|( |qE|T /2 +
K).
The contribution to the integral (80) from the intermediate region can be estimated as
2 |qE|K. This implies

J |qE|
np =
(81)
|qE|T e + O(K) ,
3
(2)
665
where J is the number of the spin degrees of freedom (J = 1 for scalar particles and J = 2 for
fermions). Thus, the p distribution density of the particle production rate has the form
dnp
J |qE|
e
.
=
dT
(2)3
(82)
The total number of particles created per unit volume is given by

M2
(qE)2 T
exp
=J
.
V
|qE|
(2)3
(83)
Suppose that, in addition to the external electric field, there exists a parallel constant magnetic
2 1
field B. For definiteness, let us choose its potentials as AB
= Bx . Then, the complete set of
quantum numbers that describes particles in such a background is (p1 , nB , p3 , r), nB = 0, 1, . . . ,
and = (M 2 + |qB|(2nB + 1 r))|qE|1 . Substituting this into Eqs. (77) and (81), we obtain
the differential mean numbers and p -distribution density of particles created per unit volume,
respectively. One can see that the presence of the magnetic field essentially changes the energy
spectrum of the transversal modes (which used to be p2 in the absence of the magnetic field)
and also the form of , but does not change the dependence of m and np on . This is related
to the fact that the magnetic field itself does not produce work acting on charged particles, and,
therefore, does not create particles. Then, the total number of particles created per unit volume is
given by

M2
J q 2 EBT [cosh(B/E)](1+)/2
exp
=
,
(84)
V
|qE|
8 2 sinh(B/E)
where = +1 for fermions and = 1 for scalar particles.
For a strong electric field, M 2 /|qE| 1, (B = 0), and large T , the energy density of created
pairs reads E = |qE|T /V ; see [42]. We can neglect the back-reaction of particles created by
the electric field in case their energy density is essentially smaller than the energy density of
the electric field, E E 2 /8 . Consequently, the concept of a strong constant electric field is
consistent only if the following condition holds true:

2
M2
1 |qE|T 2
(85)
exp
.
|qE|
J q2
Following [4], we represent the asymptotic formula (77) in a universal form:

m
m = exp 2
,
g
(86)
where m is the work of an external field creating a particle from a pair in a given state m,

1
p0 (tf ) + p0 (ti ) + vac ,
2
where p0 (tf ) and p0 (ti ) are particle energies at the final time instant tf and at an initial time
instant ti , respectively, and vac is a shift of the vacuum energy due to the time evolution. The
quantity g is the classical acceleration of a particle at the final time instant. In the case of a
T -constant field, one can obtain
m =
m =
M 2 + p2
= ,
2p0 (tf )
T
g=
|qE|
2
= .
p0 (tf ) T
666
Thus, we can see that the differential mean values (86) are given, in fact, by the Boltzmann
g
(where kB is the Boltzmann constant), the latter having
formula with the temperature = 2k
B
literally the Hawking form [8]; see below.
We recall that the Hawking result for bosons created by the static gravitational field of a black
hole in a specific thermal environment has the Planck form

1
m
m = exp 2
(87)
.
1
g(H )
g
(H )
,
Here, m is the energy of a created particle and the Hawking temperature reads (H ) = 2k
B
GM
where g(H ) = r 2 is the free-fall acceleration at the gravitational radius rg of a black hole with
g
mass M. In this case of a quasi-static gravitation field, the evolution shift of the vacuum energy is
vac = 0, so that one identifies the work m (we have introduced) with the energy of a particle
in formula (87). It is also known [43] that an observer which moves with a constant acceleration
g(R) (with respect to its proper time) will probably register in the Minkowski vacuum some
particles (Rindler particles). The distribution of Rindler bosons has the same Planck form (87),
g(R)
where one needs to replace g(H ) by g(R) , so that the corresponding temperature is (R) = 2k
.
B
It is a direct consequence of the equivalence principle that the effective temperature of
distribution (86) has literally the Hawking form. The different form of distributions can be caused
by essentially different structures of the Fock space in both cases. We believe that the Planck
distribution arises necessarily due to the appearance of an event horizon (there is a boundary
of the domain of the Hamiltonian), that is, due to the condition for which the space domains
of the particle and antiparticle vacua are not the same. On the other hand, the final state can be
treated as an equilibrium state. In contrast to this, in a uniform electric field we deal, in fact,
with both the particle vacuum and the antiparticle vacuum defined over the entire space, that is,
these space domains coincide. In this case, the mixed state of particles (antiparticles) described
by the v+ (v ) density matrix of Section 3 can be represented as a pure state in an extended
phase space where the space domains of both the particle vacuum and the antiparticle vacuum
are the same, being a state of a far-from-equilibrium system. Let us note that in the framework of
a semi-classical description at m /g 1 the Boltzmann spectrum closely approaches the Planck
spectrum.
4.2. Soft parton production by SU(3) chromoelectric field
As mentioned in Introduction, in QCD there exist physical situations that are quite efficiently
described by the chromoelectric flux tube model. In this model, the back-reaction of created pairs
induces a gluon mean field and plasma oscillations (see [44] and references therein). It appears
that the calculation of particle-creation in this model requires the application of the general formalism of QFT for pair-production at a finite temperature and at zero temperature both from
vacuum and from many-particle states (see [26,36,45] for physical reasons). The study of various time scales in heavy-ion collisions shows that the stabilization time T0 is far smaller than
the period of plasma and mean-field oscillations. Then, according to condition (85), the approximation of a strong T -constant chromoelectric field can be used in treating such collisions during
a period when the produced partons can be considered as weakly coupled due to the property
of asymptotic freedom in QCD. It may also be reasonable to neglect dynamical back-reaction
effects and to consider only pair-production from vacuum by a constant SU(3) chromoelectric
field.
667
Here, we would like to turn our attention to results obtained in QCD with a constant SU(3)
chromoelectric field E a (a = 1, . . . , 8) along the x 3 -axis; see [12]. In this work, the imaginary
parts of one-loop effective actions for quarks S quark and gluons S gluon have been calculated via
quark
gluon
gauge-invariant p distributions Sp and Sp respectively. They have the form
quark
gluon
Im S gluon = d 2 p Im Sp ,
Im S quark = d 2 p Im Sp ,
quark
Im Sp
3

VT
|qE(j ) | ln 1 e(j ) ,
3
8
j =1
gluon
Im Sp
(j ) =
M2
VT
8 3
+ p2
|qE(j ) |
3

|q E (j ) | ln 1 + e (j ) ,
j =1
(j ) =
p2
,
|q E (j ) |
(88)
where E(j ) are the eigenvalues of the matrix iT a E a for the fundamental representation of SU(3);
E (j ) are the positive eigenvalues of the matrix if abc E c for the adjoint representation of SU(3);
and q is the coupling constant. These eigenvalues are the following gauge-invariant quantities:

E(1) = C1 /3 cos ,
E(2) = C1 /3 cos(2/3 ),

E(3) = C1 /3 cos(2/3 + ),
where is given by cos2 3 = 3C2 /C13 , and

1/2

1/2
C1
C1
,
E(2) =
,
(1 cos )
1 + cos
E(1) =
2
2
3

1/2
C1
,
1 + cos
+
E (3) =
2
3
where is given by cos3 = 1 + 6C2 /C13 . Here, C1 and C2 are Casimir invariants for SU(3),
2

C2 = dabc E a E b E c ,
C1 = E a E a ,
where dabc is a symmetric invariant tensor in the adjoint representation of SU(3). Then, the
probabilities P v for a vacuum to remain a vacuum are found, for both quarks and gluons, from
relation (60). However, formulas for parton production rates obtained in [12] hold only in the
quark
gluon
approximation 2 Im Sp 1 and 2 Im Sp 1 by virtue of the arguments that we present
at the end of Section 3.2. To obtain exact results, we can use the following line of reasoning.
The results (88) can be treated as those obtained in the case of a T -constant chromoelectric
field when the integration over the longitudinal momentum and the summation over the spin and
color degrees of freedom have been carried out. Then, using relation (69), we can extract from
quark
representation (88) an exact expression for p distribution densities of quarks np and gluons
gluon
np produced per unit volume. Those are
quark
np
3
T
|qE(j ) |e(j ) ,
4 3
j =1
gluon
np
3
T
|q E(j ) |e (j ) ,
4 3
j =1
(89)
668
where T is a sufficiently large action period of a constant field. The p distribution densities
quark
gluon
of particle production rates can be found as dnp /dT and dnp /dT , respectively. The total
numbers of quarks and gluons created per unit volume can be obtained from (89) as follows:

3
quark
M2
T
2
(qE
)
exp
=
,
(j )
V
|qE(j ) |
4 3
j =1
gluon 3T q 2 C1
,
=
V
8 3
(90)
3

2 = 3C /2 is used. Taking into account the relation
2
where the relation 3j =1 E (j
1
j =1 E(j ) =
)
C1 /2, one can see from (90) that in a sufficiently strong field E(j ) , M 2 /|qE(j ) | 1, the densities
of created quarks and gluons are related by quark /V = gluon /3V .
We can see that the (j )-terms in expressions (88) and (90) can be interpreted as those which
are obtained for Abelian-like electric fields E(j ) and E (j ) , respectively. The maxima of the fields
are restricted by the conditions |E(j ) | C1 /3 and |E (j ) | C1 . Therefore, in order to study

the validity of the constant SU(3) chromoelectric field approximation we need to take into account only the energy density of gluons created by the field E (j ) . We know from the previous
subsection that this energy per a single pair is |q E (j ) |T . Then, the total energy density of created
gluons reads
E=
3

T2 3
gluon
|q
E
|

|q|
C
T
.
1
(j
)
V
4 3
j =1
One can neglect the back-reaction of these gluons created by the chromoelectric field only if
E C1 /8 . Finally, the condition of validity of the T -constant SU(3) chromoelectric field approximation can be written as

2
1 |q| C1 T 2 2 .
3q
(91)
Therefore, we can see that the T -constant SU(3) chromoelectric field approximation is consistent during the period when the produced partons can be treated as weakly coupled.
Recently, it has been discovered (see, [46]), in the framework of the color glass condensate
approach to the description of heavy ion collisions, that shortly after the collision the system
contains both longitudinal chromoelectric and chromomagnetic fields. In such a chromomagnetic
field, the above-described soft parton production is changed. First of all, the energy spectrum of
the transversal modes becomes different, which implies that the expressions for p2 that enter
(j ) and (j ) are different from the case of pure chromoelectric field. For example, if the chromomagnetic field B c is uniform then p2 = |qB c |(2nB + 1 r), nB = 0, 1, . . . . This expression
is similar to the case of QED, see Section 4.1. Here, the spin quantum number r takes the values
1 for quarks and 2, 0, +2 for gluons. As in QED, the constant chromomagnetic field does
not produce work acting on charged particles, and, therefore, does not create particles. The disquark
gluon
tribution densities of created quarks np and gluons np as functions of (j ) and (j ) do not
change and are given by Eq. (89).
Nevertheless, the above expression for p2 in a uniform chromomagnetic field is negative
for nB = 0, r = +2. This is why such a configuration of the chromomagnetic field is unstable
under quantum fluctuations. For the first time, it was mentioned in [47]. Then, the problem has
been discussed in numerous articles: for a review, see, e.g., [48,49]. One of the possible stable
configurations of the longitudinal chromomagnetic field is the so-called flux-tube state, alias the
669
spaghetti state (see [48] and references therein). An explicit form of the spectra p2 in this field
is unknown. Nevertheless, a stable chromomagnetic field is constant and longitudinal. This is
sufficient for us to make the above conclusion that the dependence on (j ) and (j ) , given by
Eq. (89), in the presence of a longitudinal chromomagnetic field remains unchanged.
In the following sections, we turn once again to particle creation by electric field in QED. The
above discussion shows that it can be useful for understanding the effects of quark and gluon
creation in QCD.
4.3. Thermal-like distributions
As has been mentioned, the thermalization stage of multiparticle production in ion-ion collisions at high energies is very important. On the other hand, as we know from Section 3, it is
sometimes difficult to distinguish a real thermal equilibrium from a state where we have a oneparticle thermal distribution. In this connection, we shall consider some simple examples when
pair-creation by electric field can mimic a one-particle thermal distribution.
We recall that due to the screen of created pairs, the original electric field may have an exponential fall-off:

0
E x 0 = Eex / .
(92)
The differential mean number of particles created from vacuum by this field has been calculated
in [50]. The result is

cosh[(+p3 )] e2 1 1 Bose case,
cosh[(p3 )]
m = sinh[(+p )]
(93)
1
3
e2 + 1
Fermi case,
sinh[(p3 )]

where = M 2 + p2 and p3 = p3 sgn(qE). For |p3 | 1, these expressions coincide with
the Bose and Fermi distributions at the temperature = (2kB )1 , respectively.
Another example is the pulse of electric field (78). The differential mean number of particles
created from vacuum by the sharp field pulse (78) at |qE|/ 1 can be extracted from the
result [41] and has the form

(qE 2 )2 [(qE 2 )2 + (p3 /)2 ] sinh2 () Bose case,
m =
(94)
Fermi case.
(qE 2 )2 [1 (p3 /)2 ] sinh2 ()
When the ratio |p3 |/ is sufficiently small and the external field is not strong, / |qE| 1,
there is a range of values , 1, in which distributions (94) have the Boltzmann form with
the temperature = (2kB )1 .
As we note in the previous subsection, depending on the details of the chromoelectric flux tube
model, its stage and field strength, pair production both from vacuum and from many-particle
states by a T -constant electric field may be relevant. The well-known asymptotic form (77) of
the differential mean numbers for pairs created from vacuum by a constant electric field can lead
to a thermal-like distribution of created pairs if, for example, the chromoelectric string tension
undergoes Gaussian fluctuations [51]. This implies a modification of the original flux tube model
by introducing a fluctuating string tension. In case the original flux tube model still holds, nevertheless, the differential mean numbers of pairs created by a T -constant electric field can be
represented as the Boltzmann distribution (86) with the temperature = (kB T )1 , as has been
seen in Section 4.1. Then, it may be reasonable to examine the phenomenological model with
670
a slowly oscillated mean electric field and suppose that the pair creation by the mean field during
the semiperiod of oscillation can be effectively approximated by a T -constant electric field (we
recall that the time scale of stabilization T0 is far smaller than the period of oscillations). In this
case, the electric field produces pairs for a semi-period of oscillation in the presence of pairs
created at previous stages. This is the way to take into account the effects of back-reaction in
such a model. In other words, we are going to consider pair-creation from the initial state given
by a distribution of previously created particles. Formula (59) is relevant in this analysis.
Starting from the initial vacuum state, one has Nm = m , where m belongs to the asymptotic form (77). Then, at the end of the first stage, when the mean field is depleted for the first
(1)
time, the distribution of particles (being equal to that of antiparticles) is Nm = m . During the
second stage, the direction of the mean field is opposite to the field direction at the first stage.
Due to the condition of stabilization, this is of no importance, since m is an even function of qE.
Thus, when the mean field is depleted for the second time, from (59) there follows the equality
Nm(2) = m + (1 2m )Nm(1) ,
and at the end of the n-th stage,
Nm(n) = m + (1 2m )Nm(n1) .
Consequently, the total number of particles created at the end of the n-th stage is
Nm(n) = m
n1

(1 2m )l .
l=0
We have this result if the created particles do not leave the region of the active field. In order to
take into account the possible loss of particles due to interaction, movement, etc., we also assume
that the total number of particles at the initial state of the nth stage is less than the number N (n1)
of particles created at the end of the (n 1)th stage and is N (n1) , where < 1 is the factor of
loss. Then, the modified relation is
Nm(n) = m + (1 2m ) Nm(n1) ,
(95)
and we finally have

Nm(n)
= m
n1

l (1 2m )l .
(96)
l=0
Supposing that is constant, one can calculate the sum in (96),

Nm(n) = m
1 rn
,
1r
r = (1 2m ).
(97)
(n)
For fermions, = +1, then Nm 1. Energy dissipation after a period of oscillation is estimated (for real parameters of heavy-ion collisions) not to be large, so that damping is small and
the number of oscillations can be quite large; damping decreases with an increasing field strength.
If the number of cycles is sufficiently large, we get the limiting thermal-like distribution
Nm =
m
1
1
=
.
1 (1 2m ) 2 e (1 )/2 +
(98)
671
(n)
In other words, the system reaches a quasi-equilibrium state. For bosons, = 1, then Nm increases. This is the phenomenon of resonance, and the increase can be either limited or unlimited
depending on the factor . The increase is limited as long as r < 1. In this case, formula (98) is
valid for bosons as well. We can see that back-reaction-induced plasma oscillations can reach a
quasi-stationary form specified by thermal-like distribution for both bosons and fermions.
4.4. Particle creation at finite temperature
We are now ready to present explicitly
mean number of (anti)particles in the mode m (with
the
finite longitudinal momenta, |p3 | |qE|( |qE|T /2 K) ) for the final state of evolution in
( )
a quasi-constant field from the initial thermodynamical equilibrium, Nm (in) = (eEm + )1 , at
(+)
()
equal chemical potentials = = ( < M for bosons),

1

Nm( ) = eEm +
(99)
+ e tanh(Em /2) ,

where Em = (m ), m = M 2 + p2 + (3 )2 , 3 = p3 + qET /2, and it is implied that
is given by (76). This result for the electric field coincides with the one obtained in [24]. Due to
the effect of stabilization, it seems that the time-dependence of the final distributions in question
is absent. However, the integral mean numbers vary as long as a quasi-constant field is active.
It is of interest to establish a general behavior of the integral mean numbers of created particles
when the effects of switching on and off are negligible. As has been shown above, we can satisfy
this condition by selecting the action time T of the T -constant field (T T0 ) as an effective
period of pair creation. It is implied that, in general, the final time instant, tf , and the initial time
instant, ti , are so selected that the quasi-constant field is closely approximated by the T -constant
field for a period from ti to tf , and tf ti = T .
Let us estimate the sum over the longitudinal momentum p3 of Nm in
(59), which is
the
V
dp,
mean number of particles created with all the possible values p3 . As above, p (2)
3
and the distribution m plays the role of the cut-off factor for the integral over p3 . Then, one can
conclude that the p , r distribution density of particles produced per unit volume is finite and
can be presented as follows:
ncr
p ,r
1
=
(2)3

1
Nm dp3 =
e
(2)3

nm () = tanh(Em /2) .
|qE|T
/2
nm () dp3 +

|qE|O(K) ,
|qE|T /2
(100)
From (100), one can estimate the p , r distribution density of the particle production rate,
dncr
p ,r
dT
|qE|
nm ()|3 =|qE|T e .
(2)3
(101)
We have (qET )2 M 2 + p2 , according to the condition of stabilization. Then, the high

and low temperature limits for the production rate are only defined by the final longitudinal
kinetic momentum |qE|T and the temperature relation, |qE|T 1 and |qE|T 1, respectively. For simplicity, we assume that |qE|T . Considering these limits, one obtains for
the temperature-dependent term in (101)
nm ()|3 =|qE|T = 1 2e|qE|T ,
|qE|T 1,
672
nm ()|3 =|qE|T = [|qE|T /2] ,
|qE|T 1.
dncr
p ,r
is time-dependent; it is much lower than the
We can see that at high temperatures the rate dT
zero-temperature value but increases for fermions, and is considerably higher than the zero temperature value but decreases for bosons. Consequently, the frequently used notion of a number of
particles created per unit of time makes sense only at low temperatures and in this limit it coincides with the zero-temperature value of the production rate. We consider two temperature
limits

for the p , r distribution density (100): low temperatures at ( ) 1, = M 2 + p2 ,

when all the energies of the particles created in the modes with a given p are considerably
higher than the temperature , and high temperatures, at |qE|T 1, when all the energies of
the created particles are much lower than the temperature ,

|qE|
cr
np ,r =
|qE|T e + O(K) ,
= 1, ( ) 1,
3
(2)

|qE|
2
|qE|T
/2
+
O
|qE|T e ,
= +1, |qE|T 1,
ncr
p ,r =
(2)3

|qE|
4
cr
ln |qE|T /K e
np ,r =
+ O(K) ,
= 1, |qE|T 1.
(2)3 |qE|
(102)
The result at low temperatures is not different from the zero-temperature result [4] within the
accuracy of our analysis. Integrating expressions (102) over p , one finds the total number of
particles created per unit volume at the low-temperature and high-temperature limits, respectively:
N cr
(qE)2 T M 2 /|qE|
e
,
(M ) 1,
=J
V
(2)3
N cr |qE|3 T 2 M 2 /|qE|
e
,
= +1, |qE|T 1,
=
V
(2)3
N cr |qE| ln( |qE|T ) M 2 /|qE|

e
,
= 1, |qE|T 1,
=
V
2 3
(103)
where the summation over r = 1 is carried out for the fermions, and only the leading T dependent terms are presented. From (102), (103), we can see that the values of the integral
mean numbers for fermions at high temperatures are much lower than the corresponding values
at low temperatures. For bosons, the integral mean numbers at high temperatures are considerably higher than the corresponding values at low temperatures.
As mentioned in introduction, thermally-influenced pair production by a constant electric field
has been investigated in several approaches [2427]. The results are quite contradictory, varying
from the absence of creation to the rates of fermion production higher than the rate at zero temperature. Now, we are ready to discuss these contradictions. As has been shown above, the initial
thermal distribution affects the number of states in which pairs are created by a quasi-constant
field. Hence, pair-production exists at any temperatures, and, in particular, the fermion production
rate cannot be higher than the rate at zero temperature, by any means. Note that our calculations
are based on the generalized Furry representation developed especially for the case of vacuum
instability in accordance with the basic principles of quantum field theory. On the other hand, all
the conclusions of [26,27] concerning the pair production rate and/or the mean numbers of pairs
673
created at non-zero temperatures are based on either the standard real-time, or imaginary-time,
one-loop effective actions. However, such formalisms do not work in the presence of unstable
modes. The real part of the standard effective action describes the effects of vacuum polarization
and has nothing to do with the time-dependent conduction current of created pairs. For example, this can be observed at zero temperature (see [42]). In this case, the information concerning
pair-creation comes from the imaginary part of the standard effective action. The extension of
real-time techniques for finite-temperature quantum electrodynamics with unstable vacuum has
been presented in [32]. In this article, one can see that the relevant Green functions in a constant
electric field are quite different from the standard proper-time representation given by Schwinger.
Then, the relevant real-time one-loop effective action must be different from the standard one.6
The standard imaginary-time formalism, obtained under the assumption of a thermal equilibrium
and the appearance of a contradiction with the Pauli exclusion principle, shows that the attempts
of generalization to far-from-equilibrium systems have failed. The functional Schrdinger picture
used in [25] to calculate the N cr at high temperatures seems relevant; its asymptotic expressions
for N cr at high temperatures are in agreement with our expressions in (103).
Acknowledgements
We thank Yuri Sinyukov for useful discussions, and, in particular, for calling our attention
to Ref. [14]. S.P.G. and J.L.T. thank FAPESP for support. D.M.G. acknowledges the support of FAPESP and CNPq. S.P.G. is grateful to Universidade Estadual Paulista (Campus de
Guaratinguet) and Universidade de So Paulo for hospitality.
Appendix A
I. For both the Bose and Fermi cases, the following relations hold:
Da
= ea
Da
eD a,
a ea

ea Da = :exp a eD 1 a :,
aea
Da
= ea
Da
a eD ,
where D is a matrix. To prove (A.2), let us consider the operator function F (s) = esa
s is a parameter. The function is a solution of the following equation:
dF (s)
= a DaF (s),
ds
F (0) = 1.
Using relation (A.1), we can rewrite the right-hand side of the equation as follows:
dF (s)
= a F (s)DesD a,
ds
F (0) = 1.
Now, we can verify that a solution of such an equation reads

F (s) = :exp a esD 1 a :.
6 We will present the relevant real-time one-loop effective action elsewhere.
(A.1)
(A.2)
Da
, where
674
Setting s = 1, we justify (A.2).

II. We often use the well-known relation
ea ea
= ea ea e ,
(A.3)
where and are Grassmann-odd or Grassmann-even variables depending on statistics. For a

product of two normal forms, there holds a generalization of (A.3), namely,
:ea
Da
::ea
Da
: = :ea
(D+D+D
D)a
:,
(A.4)
where D and D are some matrices.

III. The projection operator on the vacuum state can be written as follows:
P0 = |0 0| = :ea a :.
(A.5)
Such a representation was first used by Berezin [33]. One can see that the operator P0 obeys the
equations
aP0 = 0,
P0 a = 0,
P0 |0 = |0.
Using the Wick theorem, one can see that :ea a : is a solution of these equations.
IV. The trace of a normal product of creation and annihilation operators can be calculated
by using the following path integral representation. Let X(a , a) be an operator expression of
creation and annihilation operators, a and a . Then the trace of its normal form

tr :X a , a : =
(M!)1 0|amM am1 :X a , a :am
. . . am
|0,
M
1
M=0 {m}
can be expressed as the following vacuum mean value:

tr :X a , a : = 0|T :X a , a :ea(tf )a (ti ) |0
(A.6)
where the notation a = a(tf ), a = a (ti ) is used for the operators a to the left of :X(a , a):
and a to the right of :X(a , a):, whereas T is the ordering operator putting a(tf ) to the left
of :X(a , a): and a (ti ) to the right of :X(a , a):. Using either the Berezin path integral or
the Gaussian integral over ordinary variables, depending on statistics, one can rewrite (A.6) as
follows:

tr :X a , a : = 0| exp + a :X(a , a): exp a d d |0,
(A.7)
where a(tf ) = a and a (ti ) = a are used after rewriting.
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Nuclear Physics B 795 (2008) 126

NNLO vertex corrections in charmless hadronic

Ludwig-Maximilians-Universitt Mnchen, Theresienstrae 37, D-80333 Mnchen, Germany

G. Bell / Nuclear Physics B 795 (2008) 126

+ fB fM1 fM2 d dv du TiII (, v, u)B ()M1 (v)M2 (u),

G. Bell / Nuclear Physics B 795 (2008) 126

respectively. For more

G. Bell / Nuclear Physics B 795 (2008) 126

different calculations. Instead of performing both calculations explicitly, we may alternatively

G. Bell / Nuclear Physics B 795 (2008) 126

G. Bell / Nuclear Physics B 795 (2008) 126

3.1. Reduction to master integrals

G. Bell / Nuclear Physics B 795 (2008) 126

G. Bell / Nuclear Physics B 795 (2008) 126

bj (u; d) MIj (u),

and for weight w > 1

G. Bell / Nuclear Physics B 795 (2008) 126

where the basic functions f (a; x) are given by

H (1; x) = ln(1 x),

H (0, 1, 1; x) = S1,2 (x).

G. Bell / Nuclear Physics B 795 (2008) 126

4. Renormalization and IR subtractions

where Z Zb Zq contains the wave-function renormalization factors Zb of the b-quark and

and rewrite (19) in perturbation theory up to NNLO which yields

G. Bell / Nuclear Physics B 795 (2008) 126

4.2. Factorization in NNLO

and the product

Up to NNLO the expansion of (24) then yields

In LO the comparison of (21) and (26) gives the trivial relation

which splits into

for the calculation of the NLO kernels Ti

i (0) = F (1) T (0) (0) + F (0) T (0) (1) ,

G. Bell / Nuclear Physics B 795 (2008) 126

This suggests in NNLO the following structure

G. Bell / Nuclear Physics B 795 (2008) 126

+FE Ti,E E + Famp,E Ti,E E + FE Ti,E amp,E .

physical NNLO kernel Ti .

[( Wc1 )1 hv ][( Wc2 )2 (Wc2

G. Bell / Nuclear Physics B 795 (2008) 126

Fig. 5. 1-loop contribution to the form factor correction Famp .

4.3.2. Wave function subtractions

G. Bell / Nuclear Physics B 795 (2008) 126

with the familiar EfremovRadyushkinBrodskyLepage (ERBL) kernel [20]

+ ln2 u 2 ln u ln u ln2 u 4 Li2 (u)

5. Vertex corrections in NNLO

G. Bell / Nuclear Physics B 795 (2008) 126

G. Bell / Nuclear Physics B 795 (2008) 126

where the last kernel has been given in terms of

In the massless limit h4 (u; z) becomes

5.2. 1 and 2 in traditional basis

G. Bell / Nuclear Physics B 795 (2008) 126

Fierz symmetry in this basis relates the two amplitudes via

Combining (48), (54) and (55) we obtain

G. Bell / Nuclear Physics B 795 (2008) 126

5.3. Convolutions in Gegenbauer expansion

du g1 (u)M2 (u) = 3 3a1M2 ,

du h4 (u; z)M2 (u)

G. Bell / Nuclear Physics B 795 (2008) 126

= 317.940 115.62a1M2 68.31a2M2 .

G. Bell / Nuclear Physics B 795 (2008) 126

G. Bell / Nuclear Physics B 795 (2008) 126

(2v 1)U|| (v,

which can be computed by solving numerically the integro-differential equation

i (0) = F (1) T (0) (0) + F (0) T (0) (1) ,

W (C4 ) = 0| Tr P exp ig dx A (x) |0 ,