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# Multifractal Properties of the Random Resistor Network

## Abstract

We study the multifractal spectrum of the current in the two-dimensional random resistor network at the percolation threshold. We consider two ways of applying the voltage difference: (i) two parallel bars, and (ii) two points. Our numerical results suggest that in the infinite system limit, the probability distribution behaves for small $`i`$ as $`P(i)1/i`$ where $`i`$ is the current. As a consequence, the moments of $`i`$ of order $`qq_c=0`$ do not exist and all current of value below the most probable one have the fractal dimension of the backbone. The backbone can thus be described in terms of only (i) blobs of fractal dimension $`d_B`$ and (ii) high current carrying bonds of fractal dimension going from $`1/\nu `$ to $`d_B`$.

PACS numbers: 64.60.Ak, 05.45.Df

The transport properties of the percolating cluster have been the subject of numerous studies. A particularly interesting system is the random resistor network (RRN), where the bonds have a random conductance. The random resistor network serves as a paradigm for many transport properties in heterogeneous systems as well as being a simplified model for fracture.

The first studies of the RRN were devoted to effective properties of the network (conductivity, permittivity, etc.), but for many practical applications—such as fracture, and dielectric breakdown—the central quantity is the probability distribution $`P(i)`$ of currents $`i`$. For instance, in the random fuse network, it is the maximum current corresponding the hottest or “red” bonds which will determine the macroscopic failure of the system.

The probability distribution $`P(i)`$ has many interesting features, one of which is multifractality: in order to describe $`P(i)`$, an infinite set of exponents is needed. This idea of multifractality was initially proposed to treat turbulence and later applied successfully in many different fields, ranging from model systems such as DLA to physiological data such as heartbeat.

It was first believed that the low current part of $`P(i)`$ and of the multifractal spectrum follow a log-normal law as it is the case on hierarchical lattices. It is now clear, that for small currents, the current probability distribution follows a power law $`P(i)i^{b1}`$ where $`b0`$. For large currents, there is a weak dependence on the system size $`L`$. This is in contrast with small currents which are governed by very long paths, and therefore depend more strongly on $`L`$. It was suggested that the exponent $`b`$ of the low-current part has a $`1/\mathrm{log}L`$ dependence, where $`L`$ is the system size. The asymptotic value $`b_{\mathrm{}}`$ of the exponent $`b`$ is of crucial importance. If $`b_{\mathrm{}}`$ is finite and positive, then a low current evolves on a subset with a fractal dimension depending on its value. On the other hand, if $`b_{\mathrm{}}`$ is zero, then the low current part of the multifractal spectrum is flat and the entire backbone is contributing to low currents. It is thus important to understand if the apparent subset structure with different fractal dimensions is a finite-size effect.

This problem was adressed by Batrouni et al who conjectured a zero asymptotic slope and by Aharony et al who proposed a finite asymptotic value. The maximum value of $`L`$ in the literature is $`128`$, so numerical estimates could not lead to a definite conclusion. In this Letter, we present evidence that the asymptotic slope is zero.

We first recall the basis of multifractality applied to the percolating two-dimensional resistor network of linear size $`L`$. Let $`n(i,L)`$ be the number of bonds carrying current $`i`$. By the steepest descent method, the main contribution to $`n(i,L)`$ for large $`L`$ is given by

$$n(i,L)L^{f(\alpha ,L)}$$
(1)
where $`\alpha \mathrm{log}i/\mathrm{log}L`$. The multifractal spectrum $`f(\alpha ,L)\mathrm{log}n/\mathrm{log}L`$ can thus be interpreted as the fractal dimension of the subset of bonds carrying the current $`i`$. The $`q`$-th moment of the current is defined as $`M_qi^q`$, where the sum is over all bonds carrying a non-zero current and $``$ denotes an average over different disorder configurations. These moments exists for $`q>q_c`$, and it can be easily shown that the “threshold” is $`q_c=b`$. The asymptotic slope thus give the asymptotic value of the threshold $`q_c`$.

For the fixed current ensemble, one observes that$`M_qL^{\tau _q}`$ for large $`L`$ and for $`q>q_c`$ and where $`\tau _q`$ is a universal exponent. In particular, $`\tau _0=d_B`$, $`\tau _2=t/\nu `$, and $`\tau _{\mathrm{}}=1/\nu `$ where $`d_B`$ is the fractal dimension of the backbone, $`t`$ the conductivity exponent, and $`\nu `$ is the correlation length exponent. If the behavior is monofractal, then $`\tau _q`$ is a linear function of $`q`$, while in the multifractal case, the exponents are not described by a simple linear function of $`q`$. In the $`L\mathrm{}`$ limit, knowing $`f(\alpha )`$ is equivalent to knowing the infinite set of exponents $`\tau _q`$, as $`f(\alpha )`$ is the Legendre transform of $`\tau _q`$.

The low current part of $`f(\alpha ,L)`$ was found numerically to be a power law of slope $`b=b(L)`$, where

$$b(L)=b_{\mathrm{}}+\frac{A}{\mathrm{log}L}+\epsilon (L)$$
(2)
and $`\epsilon (L)`$ is a correction decreasing faster than $`1/\mathrm{log}L`$ when $`L`$ is increasing. This equation shows a strong finite-size effect since $`\mathrm{log}L`$ grows very slowly, and two possibilities for $`b_{\mathrm{}}`$ were proposed, $`b_{\mathrm{}}=0`$ or $`b_{\mathrm{}}=1/4`$.

We consider the two-dimensional random resistor network at criticality, i.e. the fraction of conducting bonds $`p`$ is equal to its critical value $`p=p_c=1/2`$. We first apply a voltage difference between two parallel bars. We compute $`f(\alpha ,L)`$, for a fixed voltage difference, for $`L=50,\mathrm{},1000`$, and average over $`10^4`$ configurations for each $`L`$. We show our results in Fig. 1a. The slope is clearly decreasing with $`L`$, confirming the strong finite size effects already observed.

Next, we consider a second type of configuration, which we call the “two injection points” case, in contrast with the usual “parallel bars” case. We impose a voltage difference between two points $`P`$ and $`Q`$ separated by a distance $`r`$, and we look for the backbone connecting these two points. This situation was studied in, but here we keep only the backbones of size $`L`$. In this way, we have large backbones connecting the two points $`P`$ and $`Q`$, and for $`rL`$ we expect to have a large number of small currents on bonds belonging to long loops. The multifractal spectrum is then defined in the same way as for the parallel bars and we calculate for different values of $`L`$ the slope of its small-current part. The multifractal spectrum in this case is shown in Fig. 1b. We observe that there is a large amount of small currents, and that the asymptotic limit is reached faster in the two injection points case. We expect that the low current distribution will be asymptotically the same as in the parallel bar case, so the consistency between the two configurations will support our results. However, for large currents there are some distinct differences in the multifractal spectrum.

Fig. 2a shows the slope $`b`$ versus $`1/\mathrm{log}L`$ according to Eq. (2) for both multifractal spectra. The extrapolation to $`L=\mathrm{}`$ is consistent with $`b_{\mathrm{}}=0`$ in both cases. This result is consistent with the behavior of the successive intercepts (Fig. 2b).

Another functional form of $`b`$ versus $`L`$ could lead to another value of $`b_{\mathrm{}}`$. If we replace the abscissa of Fig.2(a) by $`1/(\mathrm{log}L)^\kappa `$, then we find that the extrapolated value for $`b_{\mathrm{}}`$ depends on $`\kappa `$, ranging from $`b_{\mathrm{}}0.10`$ for $`\kappa =2`$ to $`b_{\mathrm{}}<0`$ (which is impossible) for $`\kappa =0.5`$. It is numerically difficult to distinguish between a $`1/\mathrm{log}L`$ and a $`1/(\mathrm{log}L)^2`$ behavior, but the $`1/\mathrm{log}L`$ is the most commonly used.

In Fig. 2a, we observe higher order corrections to the behavior $`b(L)=b_{\mathrm{}}+A/\mathrm{log}L`$. A better fit can be obtained by adding to the linear form a small quadratic term $`B/(\mathrm{log}L)^2`$ (and eventually even cubic and quartic terms). We find that we cannot do a quadratic fit over the whole range of $`1/\mathrm{log}L`$, and indeed this leads to two non-physical results: (a) For both geometries, the fits have negative slopes at $`1/\mathrm{log}L=0`$, which is not physical since the larger the system size, the larger the number of small currents, so the behavior of $`b`$ should be monotonically decreasing with $`L`$. (b) A second defect of these quadratic fits is that the obtained values for the intercepts are different for the two geometries, which is impossible.

The important assumption here is the behavior of the leading term. There is no proof that the leading term of the expansion is $`1/\mathrm{log}L`$ rather than $`(1/\mathrm{log}L)^\kappa `$ with $`\kappa 1`$. However, the assumption that the leading term of the expansion is $`1/\mathrm{log}L`$ with $`b_{\mathrm{}}=0`$ is consistent with our numerical data, and shows that the correction $`\epsilon (L)`$ decays faster than an inverse power of $`\mathrm{log}L`$ (see Fig. 2c).

Finally, we note that the sequence of maximum values of $`f(\alpha ,L)`$ for the two injection points case plausibly extrapolates in the variable $`1/\mathrm{log}L`$ as $`L\mathrm{}`$ to a value of $`d_B`$ close to the known value $`1.64`$ (Fig.3).

Thus our results suggest the intriguing possibility that for $`L\mathrm{}`$, the small current part of $`f(\alpha ,L)`$ is a horizontal line at the value $`d_B`$, implying that in an infinite system the fractal dimension of the subset contributing to small current is $`d_B`$, independently of the value of $`\alpha `$. In this sense, the small current probability distribution is apparently not multifractal. The “perfectly balanced” bonds which carry zero current have a fractal dimension equal to $`d_B`$. Since these bonds contribute to $`f(\alpha ,L)`$ for $`\alpha \mathrm{}`$, the fact that their fractal dimension is $`d_B`$ supports our hypothesis that $`b_{\mathrm{}}=0`$. A related conclusion is that $`q_c=0`$, or the negative moments of the current do not exist in the infinite-size limit. In particular, it shows that the first-passage time for a tracer particle travelling in a flow field in a porous medium modelled by a percolation cluster diverges in an infinite system.

Moreover, the result $`b_{\mathrm{}}=0`$ is supported by the following argument. If $`b_{\mathrm{}}`$ were not zero, then the number of bonds carrying a small current $`i`$ would be $`n(i0,L=\mathrm{})i^b_{\mathrm{}}`$. This behavior would indicate that the number of bonds carrying a small current $`i`$ approaches zero when $`i0`$, which seems unlikely, since on an infinite backbone, the number of loops is very large, and $`n(i0,L=\mathrm{})`$ should be nonzero. Hence $`b_{\mathrm{}}=0`$. This argument is consistent with the fact that the total number of bonds carrying a nonzero current, $`_0n(i,L)d(\mathrm{log}i)`$, should diverge as $`L\mathrm{}`$.

For large values of the current, the multifractal features do not change as $`L`$ increase, suggesting that in the infinite-size limit, there are essentially two different type of subsets. The first comprises the blobs of fractal dimension $`d_B`$, and the second set comprises links carrying larger values of the current (red bonds), of fractal dimension ranging from $`d_{\text{red}}=1/\nu `$ to $`d_B`$.

We thank L.A.N. Amaral for valuable help, and J.S. Andrade, A. Chessa, A. Coniglio, N.V. Dokholyan, P. Gopikrishnan, P.R. King, G. Paul, A. Scala, and F.W. Starr for useful discussions, two anonymous referees for helpful suggestions, DGA and BP Amoco for financial support.


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# Scaling in a cellular automaton model of earthquake faults

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## Abstract

We present theoretical arguments and simulation data indicating that the scaling of earthquake events in models of faults with long-range stress transfer is composed of at least three distinct regions. These regions correspond to three classes of earthquakes with different underlying physical mechanisms. In addition to the events that exhibit scaling, there are larger “breakout” events that are not on the scaling plot. We discuss the interpretation of these events as fluctuations in the vicinity of a spinodal critical point.

\]

Earthquake faults and fault systems are known to exhibit scaling where the number $`N_M`$ of earthquakes with seismic moment $`M`$ scales as $`N_M1/M^B`$ with $`B`$ between 1.5 and 2.0. The observed scaling is over several decades, but for the larger events there is an indication that scaling does not apply, a fact often attributed to poor statistics. However, because models also produce this deviation from scaling, even when there are many large events, the origin of this deviation lies elsewhere. Other questions of interest include: What is the physical mechanism that produces the scaling? Do all the events on the scaling plots have the same physical origin? We report the results of our theoretical and numerical investigations of a cellular automaton (CA) model of an earthquake fault indicating that the scaling region is dominated by a spinodal-like (pseudospinodal) singularity that determines the distribution of events. The scaling can be decomposed into three distinct regions driven by different physical mechanisms. In addition to the scaling region, we find that the largest “earthquakes” are not on the scaling plot and have yet another physical origin.

The system of interest is a CA version of the slider block model and consists of a discrete two-dimensional ($`d=2`$) array of blocks connected by linear springs with a spring constant (stress Green’s function) $`T(r_{ij})`$ and to a loader plate by linear springs with constant $`K_L`$; $`r_{ij}`$ is the distance between blocks. Each block $`i`$ initially receives a random position $`U_i`$ from a uniform distribution, and the loader plate contribution to the stress is set to 0. The stress $`\sigma _i`$ on each block is given by $`\sigma _i(t)=_jT(r_{ij})[U_j(t)U_i(t)]+K_L[V_n\mathrm{\Theta }(nt)U_i(t)]`$ and compared to a threshold value $`\sigma _i^F`$. If $`\sigma _i<\sigma _i^F`$, the block is not moved. If $`\sigma _i\sigma _i^F`$, the block slips (fails) and is moved according to $`U_i(t+1)=U_i(t)+[\sigma _i(t)\sigma _i^R(t)]/K,`$ where $`K=K_L+K_C`$, and $`K_C=_{j,ij}T(r_{ij})`$. The residual stress, $`\sigma _i^R(t)=\sigma ^R+a(\eta _i(t)0.5)`$, specifies the stress on a block immediately after failure. The random noise $`\eta _i`$ is taken from a uniform distribution between $`0`$ and $`1`$, $`a`$ sets the noise amplitude, and $`\sigma ^R`$ is the average residual stress. After all the blocks have been tested and moved, the stress on each block is measured again and the process is repeated. We choose $`T_{ij}=K_C/q`$ for all $`j`$ inside a square interaction range with area $`(2R+1)^2`$ centered on site $`i`$, where $`q=(2R+1)^21`$ is the number of neighbors; $`T_{ij}=0`$ for all the sites outside the interaction range. After block $`i`$ slips, $`K_C/K`$ of the local stress drop, $`\sigma _i\sigma _i^R`$, is distributed equally to its neighbors, and $`K_L/K`$ is dissipated. When no block has a stress greater than $`\sigma _i^F`$, the earthquake ceases and the seismic moment released during the event is $`M=_i\mathrm{\Delta }U_i`$, where $`\mathrm{\Delta }U_i`$ is the slip of block $`i`$ during the earthquake. The loader plate is then moved a distance $`V\mathrm{\Delta }T`$, the stresses are updated, and we search for the unstable blocks that will initiate the next event. The quantity $`\mathrm{\Delta }T,`$ which we set equal to 1, sets the “tectonic” time scale. In the limit $`V=0`$ the stress is globally incremented to bring the “weakest” block to failure and there is a single initiator per plate update.

Because the $`T_{ij}`$ appropriate for earthquake faults is long-range, we will consider $`R>>1`$. In our simulations $`R=30`$, $`\sigma _i^F=\sigma ^F=1`$ is a spatial constant, $`K_L=1`$, $`K_C=100`$, $`V=0`$, and the distribution of residual stresses is defined by $`\sigma ^R=0.25`$ and $`a=0.5`$. In Fig. 1 we plot the log (base 10) of the probability $`n(s)`$ of events of size $`s`$ (number of failing blocks) versus $`\mathrm{log}(s)`$ generated by the model. For the chosen parameters there are no multiple failures of the same block during an earthquake and $`Ms`$. For the total of $`18\times 10^6`$ events, there is still a significant spread of the data in the large events region. The origin of this spread is not poor statistics.

We now review the theoretical arguments that describe the scaling of events. In the limit that $`R`$ diverges such that $`r^2T(r)𝑑\stackrel{}{r}\mathrm{}`$ but $`T(r)𝑑\stackrel{}{r}`$ is finite, we have derived a Langevin equation for the stress. This derivation and numerical simulations confirm that the CA model is described by equilibrium statistical mechanics in the limit of $`R\mathrm{}`$ and that this description is a very good approximation for systems with long, but not infinite, $`R`$. Because this Langevin equation is a general description of systems with a simple scalar order parameter, the scaling of the fluctuations in the vicinity of spinodals of mean-field Ising models (and simple fluids) and the present CA model is the same.

Our main assumption is that the structure and dynamics of earthquake events is identical to the structure and dynamics of fluctuations near critical points and spinodals. In particular, scaling is determined by the presence of a spinodal singularity. For Ising systems, by mapping the thermal critical point onto a properly chosen percolation model, the properties of the fluctuations at the thermal critical point can be obtained from the properties of the clusters at the percolation threshold: percolation clusters are the physical realization of the fluctuations. At the critical point the clusters associated with the divergent connectedness length are the fluctuations associated with the divergent susceptibility in the thermal model. We can use a similar mapping to generate a percolation model for the spinodal. Therefore, we can describe the scaling of events in the CA model in the language of cluster scaling for Ising models.

We first discuss how the cluster structure relates to thermal critical phenomena in non-mean-field systems ($`R=1`$) where hyperscaling is valid. In this case, the mean number of clusters in a region of volume $`\xi ^d`$, where $`\xi `$ is the correlation length, is one. In such systems the critical phenomena fluctuation in this volume is isomorphic to the cluster. This picture is altered in mean-field systems. For mean-field Ising systems ($`R\mathrm{}`$) there is a line of spinodal critical points in addition to the usual critical point. These mean-field thermal singularities can also be mapped onto percolation transitions, but the relation between percolation clusters and critical fluctuations is qualitatively different. The mean number of clusters in a volume $`\xi ^d`$ is $`N_c=R^dϵ^{2d/2}`$ near the critical point and $`N_s=R^d\mathrm{\Delta }h^{3/2d/4}`$ near the spinodal. Here $`ϵ=(TT_c)/T_c,`$ where $`T_c`$ is the critical temperature, and $`\mathrm{\Delta }h=hh_s,`$ where $`h_s`$ is the value of the magnetic field at the spinodal for a fixed temperature $`T<T_c.`$ The factor $`R^d`$ appears because all lengths are in units of the interaction range. The Ginsburg criterion for mean-field critical points is $`ϵ^\gamma /(R^dϵ^{2\beta d\nu })<<1`$. That is, the system is well approximated by mean-field theory if the fluctuations are small compared to the order parameter. Using the mean-field exponents $`\gamma =1`$, $`\beta =1/2`$ and $`\nu =1/2`$, the Ginsburg criterion is equivalent to $`N_c>>1`$. We will refer to systems with $`N_c>>1`$ but finite as near-mean-field. A similar argument is used near the spinodal to show that $`N_s>>1`$ for near-mean-field.

Because $`N_c>>1`$, the meaning of order parameter scaling is changed. For systems with hyperscaling, the density of the single cluster with diameter $`\xi `$ scales as $`ϵ^\beta `$, as does the order parameter. In mean-field and near-mean-field systems, $`ϵ^\beta `$ cannot be the density of a single cluster, because that would lead to a magnetization per spin greater than one. Instead $`ϵ^\beta `$ is the density of all the spins in all the clusters in a volume $`\xi ^d`$. Because all of the clusters are identical, the density of each of these clusters is $`\rho _c^{\mathrm{fc}}ϵ^{1/2}/(R^dϵ^{2d/2})`$ at mean-field critical points and $`\rho _s^{\mathrm{fc}}\mathrm{\Delta }h^{1/2}/(R^d\mathrm{\Delta }h^{3/2d/4})`$ at spinodals. These densities are good approximations in near-mean-field systems. We will refer to these clusters as fundamental clusters. These clusters are not the critical phenomena fluctuations, but are related to them.

Spinodals mark the boundary between the metastable and unstable states. In near-mean-field systems the spinodal is not a sharp singularity but becomes a smeared out region associated with singularities in complex temperature and magnetic field space. As the spinodal is approached so is the limit of metastability. Hence, we would expect that nucleation events, which form another class of clusters, also play a role in the CA model. From the Langevin approach we find that the nucleation clusters are local regions of growth of the stable high stress phase in the metastable low stress phase. An earthquake represents the stress release due to the decay of the high stress phase into the metastable low stress phase. Because the nucleation phenomena of interest occurs near the spinodal, the classical picture is not valid. Instead, a calculation of the nucleation rate must include the effect of the spinodal which involves a vanishing of the surface tension. With these considerations the nucleation rate, which is proportional to the number $`n`$ of clusters per unit volume, is given by

$$n\frac{\mathrm{\Delta }h^{1/2}\mathrm{exp}(AR^d\mathrm{\Delta }h^{3/2d/4})}{R^d\xi ^d},$$
(1)
where $`A`$ is a constant independent of $`R`$ and $`\mathrm{\Delta }h`$.

The nucleation rate in Eq. (1) contains an exponential term whose argument is the nucleation barrier. The static prefactor, which is independent of the dynamics of the model, is $`1/\xi ^d`$, where $`\xi =R\mathrm{\Delta }h^{1/4}`$ is the correlation length near the spinodal. The $`\mathrm{\Delta }h^{1/2}`$ term is the kinetic prefactor and is dynamics specific. For the CA model the distance from the spinodal is measured by the amount of stress dissipated, i.e., $`\mathrm{\Delta }hK_L/K`$. Finally, the extra factor of $`R^d`$ in the denominator reflects the fact that the theory employs a coarse grained time scale, but our simulations use a time scale based on plate updates. Because the coarse graining time is proportional to the coarse graining volume $`R^d`$, this extra factor is included in the nucleation rate.

Our assumption is that the CA model behaves like an Ising model near the spinodal for mean-field and near-mean-field systems. In this limit, fundamental clusters and nucleation events, which involve coalescence of fundamental clusters, are the only clusters. Because it is the decay of the high stress clusters that is the “earthquakes” in this model, cluster scaling and earthquake scaling are the same. To understand how this point of view provides answers to the questions posed in the introduction we discuss the fundamental clusters.

In mean-field each block fails at the failure threshold and fails only once during an earthquake. This behavior is an excellent approximation in near-mean-field. The amount $`\mathrm{\Delta }\sigma `$ of stress transmitted to a site during the failure of a cluster is proportional to the number of cluster sites in the interaction volume $`R^d`$, which is $`\rho _s^{\mathrm{fc}}R^d`$ because we are near the spinodal, times the fraction of stress transmitted from a failed block, which is proportional to $`R^d`$. Hence, $`\mathrm{\Delta }\sigma \rho _s^{\mathrm{fc}}`$ during the failure of a fundamental cluster, and the mean size of the fundamental cluster is $`s=\rho _s^{\mathrm{fc}}\xi ^d=\mathrm{\Delta }h^1`$. The number of fundamental clusters per unit volume is $`n_{\mathrm{fc}}=R^d\mathrm{\Delta }h^{3/2d/4}/\xi ^d=\mathrm{\Delta }h^{3/2}`$. Therefore, the density of fundamental clusters with $`s`$ blocks scales as $`n_{\mathrm{fc}}1/s^{3/2}`$.

To identify the fundamental clusters we examine the stresses on the blocks that make up a cluster of failed sites and determine the minimum stress, $`\sigma _{\mathrm{min}}`$, of the failing sites prior to failure, but after the update of the loader plate that triggers the event. We record only those events for which $`\sigma _{\mathrm{min}}`$ is within the window $`[\sigma ^F\mathrm{\Delta }\sigma ,\sigma ^F]`$. In Fig. 2 we plot the log of the number of fundamental clusters versus log $`s`$. For the chosen parameters, $`\mathrm{\Delta }h=0.01`$ so that $`\mathrm{\Delta }\sigma 0.01`$. The slope of 1.53 is consistent with the theoretical prediction. The mean size $`s=\mathrm{\Delta }h^1=100`$ is also consistent with our data. Note the lack of data spread. In Figs. 1 and 2 the fundamental clusters make up only the small $`s`$ end of the scaling plot, but the fundamental clusters comprise $`17\times 10^6`$ out of $`18\times 10^6`$ events. Hence, a simulation of earthquake faults will require huge numbers of events to probe the statistics of the interesting and important large event region.

We now consider the nucleation events and their clusters. The size of the nucleation events depends on several factors that determine precisely when a given high stress nucleation event will stop growing. We will concentrate on two regimes. The first is events near the top of the saddle point hill associated with the barrier between the stable and metastable state. The reason we neglect clusters on all scales between the fundamental clusters and the saddle point clusters is that Ising model studies have found no clusters in this intermediate region. Another aspect of nucleation events of this kind in Ising systems is that one must get very close to the spinodal to observe critical slowing down because the saddle point hill appears to be high but not very flat until the system is very close to the spinodal. The absence of critical slowing down near the saddle point also has been seen in the CA model. Hence, there is a class of nucleation events that do not quite reach the top of the saddle point hill. As a result, random fluctuations lead to the decay of these clusters back to the metastable phase. We call these clusters failing nucleation events. The probability of these events is characterized by a saddle point calculation without the kinetic prefactor. From these considerations and Eq. (1), the mean number of failing nucleation events per unit volume is $`n_{\mathrm{fn}}\mathrm{exp}(AR^d\mathrm{\Delta }h^{3/2d/4})/\xi ^d`$, the same as Eq. (1) without the kinetic prefactor.

To obtain predictions for the scaling regime two results are needed. The first is that $`s_{\mathrm{fn}}=\mathrm{\Delta }h^{1/2}\xi ^d`$, where $`\mathrm{\Delta }h^{1/2}`$ is the density of the nucleating cluster. Second, because the exponential is a rapidly increasing function of its argument, as $`\mathrm{\Delta }h`$ decreases, the probability of a cluster increases from almost zero to a relatively large number over a very short interval of $`\mathrm{\Delta }h`$. The value of $`\mathrm{\Delta }h`$ where this crossover occurs is the limit of metastability. For this reason essentially all of the nucleation events take place at a fixed value of $`AR^d\mathrm{\Delta }h^{3/2d/4}=C`$. As for the fundamental clusters the stress transfer to a site in a nucleation event is equal to the density of the event. For our parameters the density is $`\mathrm{\Delta }h^{1/2}=0.1`$. Hence we identify these nucleating clusters by selecting only those events whose $`\sigma _{\mathrm{min}}`$ falls within the window $`[0.90,0.99]`$. The size of the event is $`s_{\mathrm{fn}}=\mathrm{\Delta }h^{1/2}\xi ^d1000`$ and the number of these events is $`n_{\mathrm{fn}}e^C/\xi ^d`$. Using the relation between $`R`$ and $`\mathrm{\Delta }h`$ implied by a fixed value of $`C`$, we find that $`n_{\mathrm{fn}}`$ scales as $`1/s_{\mathrm{fn}}^{3/2}`$. In Fig. 2 we show a log-log plot of $`n_{\mathrm{fn}}`$ versus $`s_{\mathrm{fn}}`$. The slope and mean size are consistent with our predictions.

Finally, we consider a second class of nucleation events. These are the events that have made it to the top and over the saddle point hill and have become arrested during their growth phase, i.e., after growing to some size the high stress nucleation region decays back to the low stress metastable state. Because the clusters have made it to the top of the saddle point hill, this decay of the high stress phase is no longer induced by random fluctuations: it appears in the Langevin approach due to a decreasing loader plate velocity on the coarse grained scale which pulls the system away from the spinodal. We will call these clusters arrested nucleation events.

Because these clusters experience critical slowing down, their number per unit volume is given by Eq. (1). A key feature in the growth of nucleation events near the spinodal is that their initial growth is a filling in, and hence these clusters are compact, that is $`s_{\mathrm{an}}\xi ^d=R^d\mathrm{\Delta }h^{d/4}`$. The density is of order unity so that we will identify these events with those clusters whose minimum stress of the failing blocks obeys the condition $`\sigma _{\mathrm{min}}<0.90`$. Using the same arguments as in for the failing nucleation events, we find that their mean size is about $`10^4`$ and the slope of the scaling plot is predicted to be 2. The data presented in Fig. 2 is consistent with these predictions.

In summary, these theoretical considerations and numerical results strongly suggest several important points. (1) Earthquake fault models are statistically dominated by small, and in the case of real earthquakes, uninteresting events. (2) The large and small events have different physical mechanisms. (3) The scaling regime is composed of events with two different power law distributions, which accounts for the data spread at the large events end of the scaling plot in Fig. 1. (4) Note that there is still a spread in the data at the large events end of Fig. 2 and that these events do not scale with a slope of 2. Numerical investigation indicates that these are “breakout” events that are generated by the spatial coalescence of arrested nucleation events and are beyond the assumptions of our present theoretical treatment. That is, as the arrested high stress cluster decays, it releases stress into the surrounding system. If, due to past history, the stress field is unstable, this stress release can lead to runaway failure. This type of event was considered in Ref.  and is a fourth mechanism that must be considered in the generation of earthquakes. In contrast, the nucleation events are generated by the coalescence of overlapping fundamental clusters occupying the same region of volume $`\xi ^d`$.

We would like to acknowledge useful conversations with F. J. Alexander and H. Gould. The work of M. A. and W. K. was supported by DOE DE-FG02-95ER14498, and that of J. B. R. and J. S. S. M. by DOE DE-FG03-95ER14499. This work, LA-UR-00-0740, was also partially supported by the Department of Energy under contract W-7405.


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# Phase Transitions in Confined Antiferromagnets

## ACKNOWLEDGMENTS

This work was sponsored by Consejo Nacional de Ciencia y Tecnología (CONACyT), Mexico, through grant G-25851-E. AD-O gratefully acknowledges the financial support from CONACyT through the Post Doctoral Fellowships Program.


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# Yang-Mills Instantons in the Gravitational Instanton Backgrounds

## Abstract

The simplest and the most straightforward new algorithm for generating solutions to (anti) self-dual Yang-Mills (YM) equation in the typical gravitational instanton backgrounds is proposed. When applied to the Taub-NUT and the Eguchi-Hanson metrics, the two best-known gravitational instantons, the solutions turn out to be the rather exotic type of instanton configurations carrying finite YM action but generally fractional topological charge values.

preprint: July,2000

Well below the Planck scale, the strength of gravity is negligibly small relative to those of particle physics interactions described by non-abelian gauge theories. Nevertheless, as far as the topological aspect is concerned, gravity may have marked effects even at the level of elementary particle physics. Namely, the non-trivial topology of the gravitational field may play a role crucial enough to dictate the topological properties of, say, SU(2) Yang-Mills (YM) gauge field  as has been pointed out long ago . Being an issue of great physical interest and importance, quite a few serious study along this line have appeared in the literature but they were restricted to the background gravitational field with high degree of isometry such as the Euclideanized Schwarzschild geometry  or the Euclidean de Sitter space . Even the works involving more general background spacetimes including gravitational instantons (GI) were mainly confined to the case of asymptotically- locally-Euclidean (ALE) spaces which is one particular such GI and employed rather indirect and mathmatically-oriented solution generating methods such as the ADHM construction . Here in this work we would like to propose a “simply physical” and hence perhaps the most direct algorithm for generating the YM instanton solutions in all species of known GI. And the essence of this method lies in writing the (anti) self-dual YM equation by employing truly relevant ansa̋tz for the YM gauge connection and then directly solving it. To demonstrate how simple in method and powerful in applicability it is, we then apply this algorithm to the case of the Taub-NUT and the Eguchi-Hanson metrics, the two best-known GI. In particular, the actual YM instanton solution in the background of Taub-NUT metric (which is asymptotically-locally-flat (ALF) rather than ALE) is constructed for the first time in this work although its existence has been anticipated long ago in . Interestingly, the solutions to (anti) self-dual YM equation turn out to be the rather exotic type of instanton configurations which are everywhere non-singular having finite YM action but sharing some features with meron solutions  such as their typical structure and generally fractional topological charge values carried by them. Namely, the YM instanton solution that we shall discuss in the background of GI in this work exhibit characteristics which are mixture of those of typical instanton and typical meron. This seems remarkable since it is well-known that in flat spacetime, meron does not solve the 1st order (anti) self-dual equation although it does the 2nd order YM field equation and is singular at its center and has divergent action.
In the loose sense, GI may be defined as a positive-definite metrics $`g_{\mu \nu }`$ on a complete and non-singular manifold satisfying the Euclidean Einstein equations and hence constituting the stationary points of the gravity action in Euclidean path integral for quantum gravity. But in the stricter sense , they are the metric solutions to the Euclidean Einstein equations having (anti) self-dual Riemann tensor

$`\stackrel{~}{R}_{abcd}={\displaystyle \frac{1}{2}}ϵ_{ab}^{ef}R_{efcd}=\pm R_{abcd}`$ (1)
(say, with indices written in non-coordinate orthonormal basis) and include only two families of solutions in a rigorous sense ; the Taub-NUT metric  and the Eguchi-Hanson instanton . In the loose sense, however, there are several solutions to Euclidean Einstein equations that can fall into the category of GI. Thus we begin with the action governing our system, i.e., the Einstein-Yang-Mills (EYM) theory given by

$`I_{EYM}={\displaystyle _M}d^4x\sqrt{g}\left[{\displaystyle \frac{1}{16\pi }}R+{\displaystyle \frac{1}{4g_c^2}}F_{\mu \nu }^aF^{a\mu \nu }\right]{\displaystyle _M}d^3x\sqrt{h}{\displaystyle \frac{1}{8\pi }}K`$ (2)
where $`F_{\mu \nu }^a`$ is the field strength of the YM gauge field $`A_\mu ^a`$ with $`a=1,2,3`$ being the SU(2) group index and $`g_c`$ being the gauge coupling constant. The Gibbons-Hawking term on the boundary $`M`$ of the manifold $`M`$ is also added and $`h`$ is the metric induced on $`M`$ and $`K`$ is the trace of the second fundamental form on $`M`$. Then by extremizing this action with respect to the metric $`g_{\mu \nu }`$ and the YM gauge field $`A_\mu ^a`$, one gets the following classical field equations respectively

$`R_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }R=8\pi T_{\mu \nu },`$ (3)
$`T_{\mu \nu }={\displaystyle \frac{1}{g_c^2}}\left[F_{\mu \alpha }^aF_\nu ^{a\alpha }{\displaystyle \frac{1}{4}}g_{\mu \nu }(F_{\alpha \beta }^aF^{a\alpha \beta })\right],`$ (4)
$`D_\mu \left[\sqrt{g}F^{a\mu \nu }\right]=0,D_\mu \left[\sqrt{g}\stackrel{~}{F}^{a\mu \nu }\right]=0`$ (5)
where we added Bianchi identity in the last line and $`F_{\mu \nu }^a=_\mu A_\nu ^a_\nu A_\mu ^a+ϵ^{abc}A_\mu ^bA_\nu ^c`$, $`D_\mu ^{ac}=_\mu \delta ^{ac}+ϵ^{abc}A_\mu ^b`$ and $`A_\mu =A_\mu ^a(iT^a)`$, $`F_{\mu \nu }=F_{\mu \nu }^a(iT^a)`$ with $`T^a=\tau ^a/2`$ ($`a=1,2,3`$) being the SU(2) generators and finally $`\stackrel{~}{F}_{\mu \nu }=\frac{1}{2}ϵ_{\mu \nu }^{\alpha \beta }F_{\alpha \beta }`$ is the (Hodge) dual of the field strength tensor. We now seek solutions ($`g_{\mu \nu }`$, $`A_\mu ^a`$) of the coupled EYM equations given above in Euclidean signature obeying the (anti) self-dual equation in the YM sector

$`F^{\mu \nu }=g^{\mu \lambda }g^{\nu \sigma }F_{\lambda \sigma }=\pm {\displaystyle \frac{1}{2}}ϵ_c^{\mu \nu \alpha \beta }F_{\alpha \beta }`$ (6)
where $`ϵ_c^{\mu \nu \alpha \beta }=ϵ^{\mu \nu \alpha \beta }/\sqrt{g}`$ is the curved spacetime version of totally antisymmetric tensor. As was noted in , in Euclidean signature, the YM energy-momentum tensor vanishes identically for YM fields satisfying this (anti) self-duality condition. This point is of central importance and can be illustrated briefly as follows. Under the Hodge dual transformation, $`F_{\mu \nu }^a\stackrel{~}{F}_{\mu \nu }^a`$, the YM energy-momentum tensor $`T_{\mu \nu }`$ given in eq.(3) above is invariant normally in Lorentzian signature. In Euclidean signature, however, its sign flips, i.e., $`\stackrel{~}{T}_{\mu \nu }=T_{\mu \nu }`$. As a result, for YM fields satisfying the (anti) self-dual equation in Euclidean signature such as the instanton solution, $`F_{\mu \nu }^a=\pm \stackrel{~}{F}_{\mu \nu }^a`$, it follows that $`T_{\mu \nu }=\stackrel{~}{T}_{\mu \nu }=T_{\mu \nu }`$, namely the YM energy-momentum tensor vanishes identically, $`T_{\mu \nu }=0`$. This, then, indicates that the YM field now does not disturb the geometry while the geometry still does have effects on the YM field. Consequently the geometry, which is left intact by the YM field, effectively serves as a “background” spacetime which can be chosen somewhat at our will (as long as it satisfies the vacuum Einstein equation $`R_{\mu \nu }=0`$) and here in this work, we take it to be the gravitational instanton. Loosely speaking, all the typical GI, including Taub-NUT metric and Eguchi-Hanson solution, possess the same topology $`R\times S^3`$ and similar metric structures. Of course in a stricter sense, their exact topologies can be distinguished, say, by different Euler numbers and Hirzebruch signatures . Particularly, in terms of the concise basis 1-forms, the metrics of these GI can be written as

$`ds^2`$ $`=`$ $`c_r^2dr^2+c_1^2\left(\sigma _1^2+\sigma _2^2\right)+c_3^2\sigma _3^2`$ (7)
$`=`$ $`c_r^2dr^2+{\displaystyle \underset{a=1}{\overset{3}{}}}c_a^2\left(\sigma ^a\right)^2=e^Ae^A`$ (8)
where $`c_r=c_r(r)`$, $`c_a=c_a(r)`$, $`c_1=c_2c_3`$ and the orthonormal basis 1-form $`e^A`$ is given by

$`e^A=\left\{e^0=c_rdr,e^a=c_a\sigma ^a\right\}`$ (9)
and $`\left\{\sigma ^a\right\}`$ ($`a=1,2,3`$) are the left-invariant 1-forms satisfying the SU(2) Maurer-Cartan structure equation

$`d\sigma ^a={\displaystyle \frac{1}{2}}ϵ^{abc}\sigma ^b\sigma ^c.`$ (10)
They form a basis on the $`S^3`$ section of the geometry and hence can be represented in terms of 3-Euler angles $`0\theta \pi `$, $`0\varphi 2\pi `$, and $`0\psi 4\pi `$ parametrizing $`S^3`$ as

$`\sigma ^1`$ $`=`$ $`\mathrm{sin}\psi d\theta +\mathrm{cos}\psi \mathrm{sin}\theta d\varphi ,`$ (11)
$`\sigma ^2`$ $`=`$ $`\mathrm{cos}\psi d\theta +\mathrm{sin}\psi \mathrm{sin}\theta d\varphi ,`$ (12)
$`\sigma ^3`$ $`=`$ $`d\psi \mathrm{cos}\theta d\varphi .`$ (13)
Now in order to construct exact YM instanton solutions in the background of these GI, we now choose the relevant ansa̋tz for the YM gauge potential and the SU(2) gauge fixing. And in doing so, our general guideline is that the YM gauge field ansa̋tz should be endowed with the symmetry inherited from that of the background geometry, the GI. Thus we first ask what kind of isometry these GI possess. As noted above, typical GI, including the Taub-NUT and the Eguchi-Hanson metrics, possess the topology of $`R\times S^3`$. The geometrical structure of the $`S^3`$ section, however, is not that of perfectly “round” $`S^3`$ but rather, that of “squashed” $`S^3`$. In order to get a closer picture of this squashed $`S^3`$, we notice that the $`r=`$constant slices of these GI can be viewed as U(1) fibre bundles over $`S^2CP^1`$ with the line element

$`d\mathrm{\Omega }_3^2=c_1^2\left(\sigma _1^2+\sigma _2^2\right)+c_3^2\sigma _3^2=c_1^2d\mathrm{\Omega }_2^2+c_3^2\left(d\psi +B\right)^2`$ (14)
where $`d\mathrm{\Omega }_2^2=(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)`$ is the metric on unit $`S^2`$, the base manifold whose volume form $`\mathrm{\Omega }_2`$ is given by $`\mathrm{\Omega }_2=dB`$ as $`B=\mathrm{cos}\theta d\varphi `$ and $`\psi `$ then is the coordinate on the U(1)$`S^1`$ fibre manifold. Now then the fact that $`c_1=c_2c_3`$ indicates that the geometry of this fibre bundle manifold is not that of round $`S^3`$ but that of squashed $`S^3`$ with the squashing factor given by $`(c_3/c_1)`$. And further, it is squashed along the U(1) fibre direction. Thus this failure for the geometry to be that of exactly round $`S^3`$ keeps us from writing down the associated ansa̋tz for the YM gauge potential right away. Apparently, if the geometry were that of round $`S^3`$, one would write down the YM gauge field ansa̋tz as $`A^a=f(r)\sigma ^a`$  with $`\{\sigma ^a\}`$ being the left-invariant 1-forms introduced earlier. The rationale for this choice can be stated briefly as follows. First, since the $`r=`$constant sections of the background space have the geometry of round $`S^3`$ and hence possess the SO(4)-isometry, one would look for the SO(4)-invariant YM gauge connection ansa̋tz as well. Next, noticing that both the $`r=`$constant sections of the frame manifold and the SU(2) YM group manifold possess the geometry of round $`S^3`$, one may naturally choose the left-invariant 1-forms $`\{\sigma ^a\}`$ as the “common” basis for both manifolds. Thus this YM gauge connection ansa̋tz, $`A^a=f(r)\sigma ^a`$ can be thought of as a hedgehog-type ansa̋tz where the group-frame index mixing is realized in a simple manner . Then coming back to our present interest, namely the GI given in eq.(5), in $`r=`$constant sections, the SO(4)-isometry is partially broken down to that of SO(3) by the squashedness along the U(1) fibre direction to a degree set by the squashing factor $`(c_3/c_1)`$. Thus now our task became clearer and it is how to encode into the YM gauge connection ansa̋tz this particular type of SO(4)-isometry breaking coming from the squashed $`S^3`$. Interestingly, a clue to this puzzle can be drawn from the work of Eguchi and Hanson  in which they constructed abelian instanton solution in Euclidean Taub-NUT metric (namely the abelian gauge field with (anti)self-dual field strength with respect to this metric). To get right to the point, the working ansa̋tz they employed for the abelian gauge field to yield (anti)self-dual field strength is to align the abelian gauge connection 1-form along the squashed direction, i.e., along the U(1) fibre direction, $`A=g(r)\sigma ^3`$. This choice looks quite natural indeed. After all, realizing that embedding of a gauge field in a geometry with high degree of isometry is itself an isometry (more precisly isotropy)-breaking action, it would be natural to put it along the direction in which part of the isometry is already broken. Finally therefore, putting these two pieces of observations carefully together, now we are in the position to suggest the relevant ansa̋tz for the YM gauge connection 1-form in these GI and it is

$`A^a=f(r)\sigma ^a+g(r)\delta ^{a3}\sigma ^3`$ (15)
which obviously would need no more explanatory comments except that in this choice of the ansa̋tz, it is implicitly understood that the gauge fixing $`A_r=0`$ is taken. From this point on, the construction of the YM instanton solutions by solving the (anti)self-dual equation given in eq.(4) is straightforward. To sketch briefly the computational algorithm, first we obtain the YM field strength 2-form (in orthonormal basis) via exterior calculus (since the YM gauge connection ansa̋tz is given in left-invariant 1-forms) as $`F^a=(F^1,F^2,F^3)`$ where

$`F^1`$ $`=`$ $`{\displaystyle \frac{f^{}}{c_rc_1}}(e^0e^1)+{\displaystyle \frac{f[(f1)+g]}{c_2c_3}}(e^2e^3),`$ (16)
$`F^2`$ $`=`$ $`{\displaystyle \frac{f^{}}{c_rc_2}}(e^0e^2)+{\displaystyle \frac{f[(f1)+g]}{c_3c_1}}(e^3e^1),`$ (17)
$`F^3`$ $`=`$ $`{\displaystyle \frac{(f^{}+g^{})}{c_rc_3}}(e^0e^3)+{\displaystyle \frac{[f(f1)g]}{c_1c_2}}(e^1e^2)`$ (18)
from which we can read off the (anti)self-dual equation to be

$`\pm {\displaystyle \frac{f^{}}{c_rc_1}}={\displaystyle \frac{f[(f1)+g]}{c_2c_3}},\pm {\displaystyle \frac{(f^{}+g^{})}{c_rc_3}}={\displaystyle \frac{[f(f1)g]}{c_1c_2}}`$ (19)
where “$`+`$” for self-dual and “$``$” for anti-self-dual equation and we have only a set of two equations as $`c_1=c_2`$. The specifics of different GI are characterized by particular choices of the orthonormal basis $`e^A=\{e^0=c_rdr,e^a=c_a\sigma ^a\}`$. Thus next, for each GI (i.e., for each choice of $`e^A`$), we solve the (anti)self-dual equation in (12) for ansa̋tz functions $`f(r)`$ and $`g(r)`$ and finally from which the YM instanton solutions in eq.(10) and their (anti)self-dual field strength in eq.(11) can be obtained. We now present the solutions obtained by applying the algorithm presented here to the two best-known GI, the Taub-NUT and the Eguchi-Hanson metrics.
(I) YM instanton in Taub-NUT (TN) metric background
The TN GI solution written in the metric form given in eq.(5) amounts to

$`c_r={\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{r+m}{rm}}\right]^{1/2},c_1=c_2={\displaystyle \frac{1}{2}}\left[r^2m^2\right]^{1/2},c_3=m\left[{\displaystyle \frac{rm}{r+m}}\right]^{1/2}`$ (20)
and it is a solution to Euclidean vacuum Einstein equation $`R_{\mu \nu }=0`$ for $`rm`$ with self-dual Riemann tensor. The apparent singularity at $`r=m`$ can be removed by a coordinate redefinition and is a ‘nut’ (in terminology of Gibbons and Hawking ) at which the isometry generated by the Killing vector $`(/\psi )`$ has a zero-dimensional fixed point set. And this TN instanton is an asymptotically-locally-flat (ALF) metric.
It turns out that only the anti-self-dual equation $`F^a=\stackrel{~}{F}^a`$ admits a non-trivial solution and it is $`A^a=(A^1,A^2,A^3)`$ where

$`A^1=\pm 2{\displaystyle \frac{(rm)^{1/2}}{(r+m)^{3/2}}}e^1,A^2=\pm 2{\displaystyle \frac{(rm)^{1/2}}{(r+m)^{3/2}}}e^2,A^3={\displaystyle \frac{(r+3m)}{m}}{\displaystyle \frac{(rm)^{1/2}}{(r+m)^{3/2}}}e^3`$ (21)
and $`F^a=(F^1,F^2,F^3)`$ where

$`F^1`$ $`=`$ $`\pm {\displaystyle \frac{8m}{(r+m)^3}}\left(e^0e^1e^2e^3\right),F^2=\pm {\displaystyle \frac{8m}{(r+m)^3}}\left(e^0e^2e^3e^1\right),`$ (22)
$`F^3`$ $`=`$ $`{\displaystyle \frac{16m}{(r+m)^3}}\left(e^0e^3e^1e^2\right).`$ (23)
It is interesting to note that this YM field strength and the Ricci tensor of the background TN GI are proportional as $`|F^a|=2|R_a^0|`$ except for opposite self-duality, i.e.,

$`R_1^0=R_3^2`$ $`=`$ $`{\displaystyle \frac{4m}{(r+m)^3}}\left(e^0e^1+e^2e^3\right),R_2^0=R_1^3={\displaystyle \frac{4m}{(r+m)^3}}\left(e^0e^2+e^3e^1\right),`$ (24)
$`R_3^0=R_2^1`$ $`=`$ $`{\displaystyle \frac{8m}{(r+m)^3}}\left(e^0e^3+e^1e^2\right).`$ (25)
(II) YM instanton in Eguchi-Hanson (EH) metric background
The EH GI solution amounts to

$`c_r=\left[1\left({\displaystyle \frac{a}{r}}\right)^4\right]^{1/2},c_1=c_2={\displaystyle \frac{1}{2}}r,c_3={\displaystyle \frac{1}{2}}r\left[1\left({\displaystyle \frac{a}{r}}\right)^4\right]^{1/2}`$ (26)
and again it is a solution to Euclidean vacuum Einstein equation $`R_{\mu \nu }=0`$ for $`ra`$ with self-dual Riemann tensor. $`r=a`$ is just a coordinate singularity that can be removed by a coordinate redefinition provided that now $`\psi `$ is identified with period $`2\pi `$ rather than $`4\pi `$ and is a ‘bolt’ (in terminology of Gibbons and Hawking ) where the action of the Killing field $`(/\psi )`$ has a two-dimensional fixed point set. Besides, this EH instanton is an asymptotically-locally-Euclidean (ALE) metric.
In this time, only the self-dual equation $`F^a=+\stackrel{~}{F}^a`$ admits a non-trivial solution and it is $`A^a=(A^1,A^2,A^3)`$ where

$`A^1=\pm {\displaystyle \frac{2}{r}}\left[1\left({\displaystyle \frac{a}{r}}\right)^4\right]^{1/2}e^1,A^2=\pm {\displaystyle \frac{2}{r}}\left[1\left({\displaystyle \frac{a}{r}}\right)^4\right]^{1/2}e^2,A^3={\displaystyle \frac{2}{r}}{\displaystyle \frac{\left[1+\left(\frac{a}{r}\right)^4\right]}{\left[1\left(\frac{a}{r}\right)^4\right]^{1/2}}}e^3`$ (27)
and $`F^a=(F^1,F^2,F^3)`$ where

$`F^1`$ $`=`$ $`\pm {\displaystyle \frac{4}{r^2}}\left({\displaystyle \frac{a}{r}}\right)^4\left(e^0e^1+e^2e^3\right),F^2=\pm {\displaystyle \frac{4}{r^2}}\left({\displaystyle \frac{a}{r}}\right)^4\left(e^0e^2+e^3e^1\right),`$ (28)
$`F^3`$ $`=`$ $`{\displaystyle \frac{8}{r^2}}\left({\displaystyle \frac{a}{r}}\right)^4\left(e^0e^3+e^1e^2\right).`$ (29)
Again it is interesting to realize that this YM field strength and the Ricci tensor of the background EH GI are proportional as $`|F^a|=2|R_a^0|`$, i.e.,

$`R_1^0=R_3^2`$ $`=`$ $`{\displaystyle \frac{2}{r^2}}\left({\displaystyle \frac{a}{r}}\right)^4\left(e^0e^1+e^2e^3\right),R_2^0=R_1^3={\displaystyle \frac{2}{r^2}}\left({\displaystyle \frac{a}{r}}\right)^4\left(e^0e^2+e^3e^1\right),`$ (30)
$`R_3^0=R_2^1`$ $`=`$ $`{\displaystyle \frac{4}{r^2}}\left({\displaystyle \frac{a}{r}}\right)^4\left(e^0e^3+e^1e^2\right).`$ (31)
It is also interesting to note that this YM instanton solution particularly in EH background (which is ALE) obtained by directly solving the self-dual equation can also be “constructed” by simply identifying $`A^a=\pm 2\omega _a^0`$ (where $`\omega _a^0=(ϵ_{abc}/2)\omega ^{bc}`$ are the spin connection of EH metric) and hence $`F^a=\pm 2R_a^0`$ as was noticed by  but in the string theory context with different motivation. This construction of solution via a simple identification of gauge field connection with the spin connection, however, works only in ALE backgrounds such as EH metric and generally fails as is manifest in the previous TN background case (which is ALF, not ALE) in which $`A^a\pm 2\omega _a^0`$ but still $`F^a=\pm 2R_a^0`$. Thus the method presented here by first writing (by employing a relevant ansa̋tz for the YM gauge connection given in eq.(10)) and directly solving the (anti) self-dual equation looks to be the algorithm for generating the solution with general applicability to all species of GI in a secure and straightforward manner. Indeed, the detailed and comprehensive coverage of YM instanton solutions in all other GI based on the algorithm presented in this work will be reported elsewhere and it will show how simple albeit powerful this method really is. In this regard, the method for generating YM instanton solutions to (anti) self-dual equation in all known GI backgrounds proposed here in this work can be contrasted to earlier works in the literature  discussing the construction of YM instantons mainly in the background of ALE GI via indirect methods such as that of ADHM .
Having constructed explicit YM instanton solutions in TN and EH GI, we now turn to the physical interpretation of the structure of these SU(2) YM instantons supported by the two typical GI. Recall that the relevant ansa̋tz for the YM gauge connection is of the form $`A^a=f(r)\sigma ^a`$ in the background geometry such as de Sitter GI  with topology of $`R\times (\mathrm{round})S^3`$ and of the form $`A^a=f(r)\sigma ^a+g(r)\delta ^{a3}\sigma ^3`$ in the less symmetric GI backgrounds with topology of $`R\times (\mathrm{squashed})S^3`$. Thus in order to get some insight into the physical meaning of the structure of these YM connection ansa̋tz, we now try to re-express the left-invariant 1-forms $`\{\sigma ^a\}`$ forming a basis on $`S^3`$ in terms of more familiar Cartesian coordinate basis. Utilizing the coordinate transformation from polar $`(r,\theta ,\varphi ,\psi )`$ to Cartesian $`(t,x,y,z)`$ coordinates (note, here, that $`t`$ is not the usual “time” but just another spacelike coordinate) given by

$`x+iy=r\mathrm{cos}{\displaystyle \frac{\theta }{2}}e^{\frac{i}{2}(\psi +\varphi )},z+it=r\mathrm{sin}{\displaystyle \frac{\theta }{2}}e^{\frac{i}{2}(\psi \varphi )},`$ (32)
where $`x^2+y^2+z^2+t^2=r^2`$ and further introducing the so-called ‘tHooft tensor  defined by $`\eta ^{a\mu \nu }=\eta ^{a\nu \mu }=(ϵ^{0a\mu \nu }+ϵ^{abc}ϵ^{bc\mu \nu }/2)`$, the left-invariant 1-forms can be cast to a more concise form $`\sigma ^a=2\eta _{\mu \nu }^a(x^\nu /r^2)dx^\mu `$. Therefore, the YM instanton solution, in Cartesian coordinate basis, can be written as

$`A^a=A_\mu ^adx^\mu =2\left[f(r)+g(r)\delta ^{a3}\right]\eta _{\mu \nu }^a{\displaystyle \frac{x^\nu }{r^2}}dx^\mu `$ (33)
in the background of TN and EH GI with topology of $`R\times (\mathrm{squashed})S^3`$. Now to appreciate the meaning of this structure, we go back to the flat space situation. As is well-known, in flat space, the standard BPST  SU(2) YM instanton solution takes the form $`A_\mu ^a=2\eta _{\mu \nu }^a[x^\nu /(r^2+\lambda ^2)]`$ with $`\lambda `$ being the size of the instanton. Note, however, that separately from this BPST instanton solution, there is another non-trivial solution to the YM field equation of the form $`A_\mu ^a=\eta _{\mu \nu }^a(x^\nu /r^2)`$ found long ago by De Alfaro, Fubini, and Furlan . This second solution is called “meron”  as it carries a half unit of topological charge and is known to play a certain role concerning the quark confinement . It, however, exhibits singularity at its center $`r=0`$ and hence has a diverging action and falls like $`1/r`$ as $`r\mathrm{}`$. Thus we are led to the conclusion that the YM instanton solution in typical GI backgrounds possess the structure of (curved space version of) meron at large $`r`$. As is well-known, in flat spacetime meron does not solve the 1st order (anti) self-dual equation although it does the second order YM field equation. Thus in this sense, this result seems remarkable since it implies that in the GI backgrounds, the (anti) self-dual YM equation admits solutions which exhibit the configuration of meron solution at large $`r`$ in contrast to the flat spacetime case. And we only conjecture that when passing from the flat ($`R^4`$) to GI ($`R\times S^3`$) geometry, the closure of the topology of part of the manifold appears to turn the structure of the instanton solution from that of standard BPST into that of meron. Next, we look into the behavior of these solutions in TN and EH GI backgrounds as $`r0`$. For TN and EH instantons, the ranges for radial coordinates are $`mr<\mathrm{}`$ and $`ar<\mathrm{}`$, respectively. Since the point $`r=0`$ is absent in these manifolds, the solutions in these GI are everywhere regular. Finally, we close with perhaps the most interesting comments on the estimate of the instanton contribution to the intervacua tunnelling amplitude. It has been pointed out in the literature that both in the background of Euclidean Schwarzschild geometry  and in the Euclidean de Sitter space , the (anti) instanton solutions have the Pontryagin index of $`\nu [A]=\pm 1`$ and hence give the contribution to the (saddle point approximation to) intervacua tunnelling amplitude of $`\mathrm{exp}[8\pi ^2/g_c^2]`$, which, interestingly, are the same as their flat space counterparts even though these curved space YM instanton solutions do not correspond to gauge transformations of any flat space instanton solution . This unexpected and hence rather curious property, however, turns out not to persist in YM instantons in GI backgrounds such as TN and EH metrics. In order to see this, consider the curved space version of Pontryagin index or second Chern class having the interpretation of instanton number $`\nu [A]`$ given by

$`\nu [A]=Ch_2(F)={\displaystyle \frac{1}{8\pi ^2}}{\displaystyle _{M^4}}tr(FF)={\displaystyle _{R\times S^3}}d^4x\sqrt{g}\left[{\displaystyle \frac{1}{32\pi ^2}}F_{\mu \nu }^a\stackrel{~}{F}^{a\mu \nu }\right]`$ (34)
and the saddle point approximation to the intervacua tunnelling amplitude

$`\mathrm{\Gamma }_{GI}\mathrm{exp}[I_{GI}(instanton)]`$ (35)
where the subscript “GI” denotes corresponding quantities in the GI backgrounds and $`I_{GI}(instanton)`$ represents the Euclidean YM theory action evaluated at the YM instanton solution, i.e.,

$`I_{GI}(instanton)={\displaystyle _{R\times S^3}}d^4x\sqrt{g}\left[{\displaystyle \frac{1}{4g_c^2}}F_{\mu \nu }^aF^{a\mu \nu }\right]=\left({\displaystyle \frac{8\pi ^2}{g_c^2}}\right)|\nu [A]|`$ (36)
where we used the (anti)self-duality relation $`F^a=\pm \stackrel{~}{F}^a`$. Then the straightforward calculation yields ; $`\nu [A]=1`$, $`I_{GI}(instanton)=8\pi ^2/g_c^2`$ and $`\mathrm{\Gamma }_{GI}\mathrm{exp}(8\pi ^2/g_c^2)`$ for the instanton solution in TN metric and $`\nu [A]=3/2`$, $`I_{GI}(instanton)=12\pi ^2/g_c^2`$ and $`\mathrm{\Gamma }_{GI}\mathrm{exp}(12\pi ^2/g_c^2)`$ for the instanton solution in EH metric background. Here, however, the solution in EH metric background carries the half-integer Pontryagin index actually because the boundary of EH space is $`S^3/Z_2`$ . Therefore we need to be cautious in drawing the conclusion that the fact that solutions in GI backgrounds carry fractional topological charges could be another supporting evidence for meron interpretation of the solutions. To summarize, in the present work we constructed the solutions to (anti)self-dual YM equation in the typical gravitational instanton geometries and analyzed their physical nature. As demonstrated, the solutions turn out to take the structure of merons at large $`r`$ and generally carry fractional topological charge values. Nevertheless, it seems more appropriate to conclude that the solutions still should be identified with (curved space version of) instantons as they are solutions to 1st order (anti) self-dual equation and are everywhere regular having finite YM action. However, these curious mixed characteristics of the solutions to (anti) self-dual YM equation in GI backgrounds appear to invite us to take them more seriously and further explore potentially interesting physics associated with them.
This work was supported in part by BK21 project in physics department at Hanyang Univ. and by grant No. 1999-2-112-003-5 from the interdisciplinary research program of the KOSEF.

References

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 J. M. Charap and M. J. Duff, Phys. Lett. B69, 445 (1977) ; ibid B71, 219 (1977).

 H. Kim and S. K. Kim, Nuovo Cim. B114, 207 (1999) and references therein.

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 A. Taub, Ann. Math. 53, 472 (1951) ; E. Newman, L. Tamburino, and T. Unti, J. Math. Phys. 4, 915 (1963) ; S. W. Hawking, Phys. Lett. A60, 81 (1977).

 T. Eguchi and A. J.Hanson, Phys. Lett. B74, 249 (1978).

 T. Eguchi and A. J. Hanson, Ann Phys. 120, 82 (1979).

 V. De Alfaro, S. Fubini, and G. Furlan, Phys. Lett. B65, 163 (1976).

 C. G. Callan, R. Dashen, and D. J. Gross, Phys. Rev. D17, 2717 (1978).

 M. Bianchi, F. Fucito, G. C. Rossi, and M. Martellini, Nucl. Phys. B440, 129 (1995).

 M. Atiyah, V. Drinfeld, N. Hitchin, and Y. Manin, Phys. Lett. A65, 185 (1987) ; P. B. Kronheimer, and H. Nakajima, Math. Ann. 288, 263 (1990).

 H. Boutaleb-Joutei, A. Chakrabarti, and A. Comtet, Phys. Rev. D20, 1844 (1979) ; ibid. D20, 1898 (1979) ; ibid. D21, 979 (1980) ; ibid. D21, 2280 (1980) ; A. Chakrabarti, Fortschr. Phys. 35, 1 (1987) ; M. Bianchi, F. Fucito, G. C. Rossi, and M. Martellini, Phys. Lett. B359, 49-61 (1995).

 We thank the anonymous referee for pointing this out to us.


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# Effects of flavor conserving CP violating phases in SUSY models

## I Introduction

The minimal supersymmetric standard model (MSSM) has many CP violating (CPV) phases beyond the KM phase in the standard model (SM). These SUSY CPV phases, depending on their flavor structures, are strongly constrained by $`ϵ_K`$ or electron/neutron electric dipole moment (EDM), and have been considered very small ($`\delta 10^2`$ for $`M_{\mathrm{SUSY}}O(100)`$ GeV ). Another way to solve these problems is to consider effective SUSY models, where decouplings of the 1st/2nd generation sfermions are invoked to evade the EDM constraints and also SUSY FCNC/CP problems. In such cases, these new SUSY phases may affect $`B`$ and $`K`$ physics. One strong motivation for new CP violating phases beyond the KM phase is related with the baryon number asymmetry of the universe. Electroweak baryogenesis is possible in a certain region of the MSSM parameter space, especially for light stop ($`120\mathrm{GeV}m_{\stackrel{~}{t}_1}175`$ GeV) with CP violating phases in $`\mu `$ and $`A_t`$ parameters. This light stop and new CP violating phases in $`\mu `$ and $`A_t`$ parameters can affect $`B`$ and $`K`$ physics, although these phases are flavor conserving. In this talk, we report our three recent works related with this subject.  The topics covered here are the following : the effects of $`\varphi _\mu `$ and $`\varphi _{A_t}`$ on $`B`$ physics in the MMSSM, and fully supersymmetric CP violations in the kaon system.

## II Effects of $`\mu `$ and $`A_t`$ phases on $`B`$ physics in the more minimal supersymmetric standard model (MMSSM)

In the MMSSM we consider in this section, only the third family squarks and charginos can be light enough to affect $`BX_s\gamma `$ and $`B^0\overline{B^0}`$ mixing. We also ignore possible flavor changing squark mass matrix elements that could generate gluino-mediated flavor changing neutral current (FCNC) process, dicussions of which can be found in the literatures,, for example. Ignoring such contributions, the only source of the FCNC in our model may be attributed to the CKM matrix, whereas there are new CPV phases coming from the phases of $`\mu `$ and $`A_t`$ parameters in the flavor preserving sector in addition to the KM phase $`\delta _{KM}`$ in the flavor changing sector.

Even if the 1st/2nd generation squarks are very heavy and degenerate, there is another important edm constraints considered by Chang, Keung and Pilaftsis (CKP) for large $`\mathrm{tan}\beta `$. This constraint comes from the two loop diagrams involving stop/sbottom loops, and is independent of the masses of the 1st/2nd generation squarks. Therefore, this CKP edm constraints can not be simply evaded by making the 1st/2nd generation squarks very heavy, and it turns out that this puts a strong constraint on the possible new phase shift in the $`B^0\overline{B^0}`$ mixing. We scanned over the broad parameter space and imposed the various experimental constraints including $`BR(BX_s\gamma )`$.It has to be emphasized that this parameter space is larger than that in the constrained MSSM (CMSSM) where the universality of soft terms at the GUT scale is assumed.

The $`B^0\overline{B^0}`$ mixing is generated by the box diagrams with $`u_iW^\pm (H^\pm )`$ and $`\stackrel{~}{u}_i\chi ^\pm `$ running around the loops in addition to the SM contribution. The gluino and neutralino contributions are negligible in our model. The chargino exchange contributions to $`B^0\overline{B^0}`$ mixing is generically complex relative to the SM contributions, and this effect can be in fact significant for large $`\mathrm{tan}\beta (1/\mathrm{cos}\beta )`$, since the chargino contribution is proportional to $`(m_b/M_W\mathrm{cos}\beta )^2`$. However, the CKP edm constraint puts a strong constraint for large $`\mathrm{tan}\beta `$ case. The result is that the CKP edm constraint on $`2\theta _d`$ is in fact very important for large $`\mathrm{tan}\beta `$, and we have $`|2\theta _d|1^{}`$. This observation is important for the CKM phenomenology, since time-dependent CP asymmetries in neutral $`B`$ decays into $`J/\psi K_S,\pi \pi `$ etc. would still measure directly three angles of the unitarity triangle even if $`\varphi _{A_t}`$ and $`\varphi _\mu `$ are nonzero. We also find that the dilepton asymmetry (proportional to $`\mathrm{Re}(ϵ_B)`$) is very small as in the SM, but $`\mathrm{\Delta }m_B`$ can be enhanced as much as $`60\%`$. See Ref.  for more details.

The radiative decay of $`B`$ mesons, $`BX_s\gamma `$, is described by the effective Hamiltonian including (chromo)magnetic dipole operators. Interference between $`bs\gamma `$ and $`bsg`$ (where the strong phase is generated by the charm loop via $`bc\overline{c}s`$ vertex) can induce direct CP violation in $`BX_s\gamma `$. The SM predicts a very small asymmetry smaller than $`0.5\%`$, so the larger asymmetry will be a clean signal for new source of CP violating phases. In our model, we find that $`A_{\mathrm{CP}}^{bs\gamma }`$ can be as large as $`\pm 16\%`$ if chargino is light enough, even if we impose the edm constraints. So this mode may be one of the good place for probing new CPV phases.

Next let us next consider $`R_{ll}`$, the ratio of the branching ratio for $`BX_sl^+l^{}`$ in our model to that in the SM. In the presence of the new phases $`\varphi _\mu `$ and $`\varphi _{A_t}`$, $`R_{\mu \mu }`$ can be as large as 1.85, and the deviations from the SM prediction can be large, if $`\mathrm{tan}\beta >8`$. As noticed in Ref. , the correlation between the $`\mathrm{Br}(BX_s\gamma )`$ and $`R_{ll}`$ is distinctly different from that in the minimal supergravisty case.

## III Fully SUSY CP violation in the kaon system

In the MSSM with many new CPV phases, there is an intriguing possibility that the observed CP violation in $`K_L\pi \pi `$ is fully supersymmetric due to the complex parameters $`\mu `$ and $`A_t`$ in the soft SUSY breaking terms which also break CP softly, or CP violating $`\stackrel{~}{g}q_i\stackrel{~}{q}_j`$. Our study on the first possibility in the MMSSM  indicates that the supersymmetric $`ϵ_K`$ (namely, for $`\delta _{KM}=0`$) is less than $`2\times 10^5`$, which is too small compared to the observed value : $`|ϵ_K|=(2.280\pm 0.019)\times 10^3`$. (See also Ref. .)

Although one cannot generate enough CP violations in the kaon system through flavor preserving $`\mu `$ and $`A_t`$ phases in the MSSM, it is possible if one considers the flavor changing SUSY CPV phases. In the mass insertion approximation (MIA), the folklore was that if one saturates the $`ϵ_K`$ with $`(\delta _{12}^d)_{LL}`$, the corresponding $`ϵ^{^{}}/ϵ_K`$ is far less than the observed value. On the other hand, if one saturates $`ϵ^{^{}}/ϵ_K`$ with $`(\delta _{12}^d)_{LR}`$, the resulting $`ϵ_K`$ is again too small compared to the data. Therefore one would need two independent parameters $`|(\delta _{12}^d)_{LL}|O(10^3)`$ and $`|(\delta _{12}^d)_{LR}|O(10^5)`$, each of which has a $`O(1)`$ phase. Recently, Masiero and Murayama argued that such a large value of $`(\delta _{12}^d)_{LR}`$ is not implausible in general MSSM, e.g., if the fundamental theory is a string theory. In their model, the large $`(\delta _{12}^d)_{LR}`$ is intimately related with the large $`(\delta _{11}^d)_{LR}`$, so that their prediction on the neutron edm is very close to the current experimental limit.

In recent work, we pointed out it is possible in fact to generate both $`ϵ_K`$ and $`\mathrm{Re}(ϵ^{^{}}/ϵ_K)`$ with a single complex number $`(\delta _{12}^d)_{LL}O(10^210^3)`$ with an order $`O(1)`$ phase, if one goes beyond the single mass insertion approximation. Namely, the $`ϵ_K`$ is generated by $`(\delta _{12}^d)_{LL}`$, whereas $`ϵ^{^{}}/ϵ_K`$ is generated by a flavor preserving $`\stackrel{~}{s}_R\stackrel{~}{s}_L`$ transition followed by flavor changing $`\stackrel{~}{s}_L\stackrel{~}{d}_L`$ transition. The former is proportinal to $`m_s(A_s\mu \mathrm{tan}\beta )/\stackrel{~}{m}^2`$ where $`\stackrel{~}{m}`$ is the common squark mass in the MIA. This induced $`LR`$ mixing is present generically in any SUSY models, if $`|\mu \mathrm{tan}\beta |1020`$ TeV. The only relevant question would be how one can have an $`O(1)`$ phase in the $`(\delta _{12}^d)_{LL}`$. For example, the gluino mass can have a CPV phase $`\varphi _3`$ which is flavor preserving. After we redefine the gluino field so that the the gluino mass parameter becomes real, the phase $`\varphi _3`$ will be tranferred to the $`\stackrel{~}{g}q_i\stackrel{~}{q}_j`$ vertex, thereby generating CP violations in both flavor preserving and flavor changing gluino mediated strong interactions.

If the KM phase were not zero in this scenario, we cannot use the constraints coming from $`ϵ_K`$ or $`\mathrm{\Delta }M_B`$, since new physics would contribute to both $`\mathrm{\Delta }S=2`$ and $`\mathrm{\Delta }B=2`$ amplitudes. In particular, even the third or fourth quadrant in the $`(\rho ,\eta )`$ plane should be possible, in principle. More detailed discussions on these points will be presented elsewhere. Finally let us note that the recent observation on CP asymmetry in $`B^0J/\psi K_S`$ depends on different CP violating parameter $`(\delta _{i3}^d)_{AB}`$ where $`i=1`$ or $`2`$, and $`A,B=L`$ or $`R`$, and is independent of the kaon sector we considered here in the mass insertion approximation.

###### Acknowledgements.

I am grateful to S. Baek, J.-H. Jang, Y.G. Kim, J.S. Lee and J.H. Park for enjoyable collaborations on the works presented in this talk, and also to W.S. Hou and H.Y. Cheng for their nice organization of this conference. This work is supported in part by grant No. 1999-2-111-002-5 from the interdisciplinary research program of the KOSEF and BK21 project of Ministry of Education.


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# Acoustics of early universe. II. Lifshitz vs. gauge-invariant theories

## 1 Introduction

The density perturbations affect the microwave background temperature. The theory of gravitational instability describes how these inhomogeneities propagate throughout the radiational era, and foresee the temperature image they “paint” on the last scattering surface. Classical perturbation theory formulated half a century ago by Lifshitz and Khalatnikov  has nowadays been replaced by more appropriate gauge-invariant descriptions . These formalisms introduce some new measures of inhomogeneity. They do not appeal to the metric tensor, so they easily avoid spurious perturbations arising from an inappropriate choice of the equal time hypersurfaces. They guarantee that the space structures they describe are real physical objects.

On the other hand, the interpretation of the microwave background temperature fluctuations  is based on the Sach-Wolfe effect, where the metric corrections play a key role . Therefore, data obtained from COBE is mostly referred to the classical concepts of Lifshitz and Khalatnikov, and only in a minor part to gauge invariant measures, which are more precise but difficult to observe . Both theories in their original formulations differ essentially. Lifshitz theory provides the two parameter family of increasing solutions for the density contrast ( formula (115.19)), while all the gauge-invariant approaches foresee in concert only a single growing density mode. Thus the interpretation of the microwave temperature map as the initial data for cosmic structure formation is fairly ambiguous.

In this paper we attempt to reconcile both types of theories. We appeal to simple and classical methods of order reduction of differential equations . By use of these techniques we remove the pure-gauge perturbations from Lifshitz theory in the radiation dominated universe. In consequence we reduce the Lifshitz system to a second order differential equation, exactly the same as obtained earlier on the ground of gauge-invariant formalisms. Applying well known solutions, we express corrections to the metric tensor, the density contrast and the peculiar velocity in exact form. We show that in the early universe, scalar perturbations of any length-scale form acoustic waves propagating with the velocity $`1/\sqrt{3}`$.

## 2 Order reduction

Relativistic perturbations of a Friedman universe, described in synchronous coordinates  form a system of two second order differential equations with variable coefficients. In contrast, the similar Newtonian problem is expressed by only one second-order equation . Obviously, the two additional degrees of freedom appearing in the relativistic case must correspond to pure coordinate transformations (gauge freedom) , and should be removed from the theory.

Removing pure gauge modes we reduce the Lifshitz equations with pressure $`p=\rho /3`$ to Bessel equation. The procedure is as follows: 1) we raise the equations order to fourth, in order to separate the $`\mu _n(\eta )`$ and $`\lambda _n(\eta )`$ coefficients, and then 2) we reduce the order of each of the separated equations back by eliminating gauge degrees of freedom. The resulting equations have exact solutions in the form of Hankel functions $`H_{3/2}`$ and their integrals.

In the synchronous system of reference, the metric corrections $`h_{\mu \nu }`$ ($`\mu ,\nu =1,2,3`$) to the homogeneous and isotropic, spatially flat universe fulfill the partial differential equations  ($`8\pi G=c=1`$)

$`h_\alpha ^{\beta ^{\prime \prime }}+2{\displaystyle \frac{a^{}}{a}}h_\alpha ^\beta ^{}+(h_{\alpha :\gamma }^{\gamma :\beta }+h_{\gamma :\alpha }^{\beta :\gamma }h_{:\alpha }^{:\beta }h_{\alpha :\gamma }^{\beta :\gamma })=0,`$ (1)
$`2\left[1+3{\displaystyle \frac{dp}{dϵ}}\right]^1\left(h^{\prime \prime }+{\displaystyle \frac{a^{}}{a}}\left[2+3{\displaystyle \frac{dp}{dϵ}}\right]h^{}\right)+(h_{\gamma :\delta }^{\delta :\gamma }h_{:\gamma }^{:\gamma })=0.`$ (2)
These equations are usually solved by means of the Fourier transform

$$h_{\mu \nu }=𝒜(𝐧)\left[\lambda _n(\eta )\left(\frac{\delta _{\mu \nu }}{3}\frac{n_\mu n_\nu }{n^2}\right)+\frac{1}{3}\mu _n(\eta )\delta _{\mu \nu }\right]e^{i𝐧𝐱}d^3𝐧+c.c.$$
(3)
The Fourier transform (3) is defined for absolute integrable functions (the case of least interest for cosmology), for nonintegrable functions in the framework of distribution theory, or can be understood as a stochastic integral if the initial conditions are given at random . When the barotropic fluid ($`p/\rho =\delta p/\delta \rho =w=\text{const}`$) is the matter content of the universe, the functions $`\lambda _n(\eta )`$ and $`\mu _n(\eta )`$ obey ordinary, second order equations

$`n^2w(\lambda _n(\eta )+\mu _n(\eta ))+2{\displaystyle \frac{a^{}(\eta )}{a(\eta )}}\lambda _n^{}(\eta )+\lambda _n^{\prime \prime }(\eta )=0,`$ (4)
$`n^2w(1+3w)(\lambda _n(\eta )+\mu _n(\eta ))+(2+3w){\displaystyle \frac{a^{}(\eta )}{a(\eta )}}\mu _n^{}(\eta )+\mu _n^{\prime \prime }(\eta )=0,`$ (5)
where prime denotes differentiation with respect to the conformal time $`\eta `$ and $`a`$ is the scale factor for the background metric tensor. In order to separate the variable $`\lambda _n(\eta )`$, we differentiate (4) twice and eliminate terms containing $`\mu _n(\eta )`$ or its derivatives by help of eq. (5). We obtain the fourth order differential equation

$`\left(n^2w{\displaystyle \frac{a^{}(\eta )}{a(\eta )}}6w\left({\displaystyle \frac{a^{}(\eta )}{a(\eta )}}\right)^3+2(1+3w){\displaystyle \frac{a^{}(\eta )}{a(\eta )}}{\displaystyle \frac{a^{\prime \prime }(\eta )}{a(\eta )}}+2{\displaystyle \frac{a^{(3)}(\eta )}{a(\eta )}}\right)\lambda _n^{}(\eta )`$
$`+\left(n^2w+6w\left({\displaystyle \frac{a^{}(\eta )}{a(\eta )}}\right)^2+4{\displaystyle \frac{a^{\prime \prime }(\eta )}{a(\eta )}}\right)\lambda _n^{\prime \prime }(\eta )+(4+3w){\displaystyle \frac{a^{}(\eta )}{a(\eta )}}\lambda _n^{(3)}(\eta )+\lambda _n^{(4)}(\eta )=0.`$ (6)
In the same way one can treat (5) to find the equation for $`\mu _n(\eta )`$

$`\left(n^2w{\displaystyle \frac{a^{}(\eta )}{a(\eta )}}(2+3w){\displaystyle \frac{a^{}(\eta )}{a(\eta )}}{\displaystyle \frac{a^{\prime \prime }(\eta )}{a(\eta )}}+(2+3w){\displaystyle \frac{a^{(3)}(\eta )}{a(\eta )}}\right)\mu _n(\eta )`$
$`+\left(n^2w+2(2+3w){\displaystyle \frac{a^{\prime \prime }(\eta )}{a(\eta )}}\right)\mu _n^{\prime \prime }(\eta )+(4+3w){\displaystyle \frac{a^{}(\eta )}{a(\eta )}}\mu _n^{(3)}(\eta )+\mu _n^{(4)}(\eta )=0.`$ (7)
In the following part of this paper we restrict ourselves to a universe filled with relativistic particles, where both $`w=p_0/\rho _0=\frac{1}{3}`$ and $`=\rho _0a^4`$ are constants of motion, and the scale factor $`a`$ is a linear function of the conformal time $`a(\eta )=\sqrt{/3}\eta `$. In the flat universe the expansion rate $`\theta (\eta )=3a^{}(\eta )/a(\eta )^2`$ and the energy density $`\rho _0(\eta )`$ relate to each other by $`\rho _0(\eta )=\theta (\eta )^2/3`$, so the equations for $`\lambda _n(\eta )`$ and $`\mu _n(\eta )`$ take fairly legible form, both prior to

$`{\displaystyle \frac{1}{3}}n^2(\lambda _n(\eta )+\mu _n(\eta ))+{\displaystyle \frac{2}{\eta }}\lambda _n^{}(\eta )+\lambda _n^{\prime \prime }(\eta )=0,`$ (8)
$`{\displaystyle \frac{2}{3}}n^2(\lambda _n(\eta )+\mu _n(\eta ))+{\displaystyle \frac{3}{\eta }}\mu _n^{}(\eta )+\mu _n^{\prime \prime }(\eta )=0,`$ (9)
and after separation

$`\left({\displaystyle \frac{n^2}{3\eta }}{\displaystyle \frac{2}{\eta ^3}}\right)\lambda _n^{}(\eta )+\left({\displaystyle \frac{n^2}{3}}+{\displaystyle \frac{2}{\eta ^2}}\right)\lambda _n(\eta )+{\displaystyle \frac{5}{\eta }}\lambda _n^{(3)}(\eta )+\lambda _n^{(4)}(\eta )=0,`$ (10)
$`{\displaystyle \frac{n^2}{3\eta }}\mu _n^{}(\eta )+{\displaystyle \frac{n^2}{3}}\mu _n^{\prime \prime }(\eta )+{\displaystyle \frac{5}{\eta }}\mu _n^3(\eta )+\mu _n^{(4)}(\eta )=0.`$ (11)
We start with equation (10). The two well known gauge solutions  are (with the accuracy to multiplicative constants)

$`f_1(\eta )`$ $`=`$ $`1,`$ (12)
$`f_2(\eta )`$ $`=`$ $`\sqrt{/3}{\displaystyle \frac{1}{a(\eta )}𝑑\eta }=\mathrm{log}(\eta ).`$ (13)
We expect to obtain solutions for (10) in the form :

$`\lambda _n(\eta )=f_1(\eta )\left({\displaystyle A(\eta )𝑑\eta }\right),`$ (14)
$`A(\eta )={\displaystyle \frac{d}{d\eta }}\left({\displaystyle \frac{f_2(\eta )}{f_1(\eta )}}\right)\left({\displaystyle \frac{B(\eta )}{\eta }𝑑\eta }\right).`$ (15)
where $`A(\eta )`$ and $`B(\eta )`$ are some auxiliary functions. Inserting (1415) into (10) we obtain the Bessel equation in its canonical form

$$\left(\frac{n^2}{3}\frac{2}{\eta ^2}\right)B(\eta )+B^{\prime \prime }(\eta )=0.$$
(16)
Equation (16) is already free of gauge modes, as one can see from simple heuristic considerations. Let us assume that there exist a third linearly independent solution of equation (4), which corresponds to a pure coordinate transformation. Then, the linear space of gauge modes would be 3-dimensional, leaving only a single degree of freedom for the real, physical perturbations. Such a theory has no proper Newtonian limit.

Equation (16) is identical to the Sakai equation ( formula 5.1), the equation for density perturbations in orthogonal gauge ( formula (4.9),  formulae (16–17)), the equation for gauge invariant density gradients ( formula (38)) or Laplacians ( formulae (8–9),  formula (22)) after transforming these equations to their canonical form (see ). It is interesting to note that equation (16) is also identical to the propagation equation for gravitational waves  (except for gravitational waves moving with the speed of light). This means that the solutions to equation (16) represent waves travelling with the phase velocity $`1/\sqrt{3}`$ (we show this explicitly in the next section). This picture also is consistent111The procedure we present here may also be treated as a method to reconstruct metric corrections and hydrodynamic quantities in their explicit form, out of the Field and Shepley variables. with the phonon approach , as the transformation $`\varphi (\eta )=B(\eta )/\eta +B^{}(\eta )`$ to the Field-Shepley variable  reduces (16) to the harmonic oscillator $`\varphi ^{\prime \prime }(\eta )+\frac{n^2}{3}\varphi (\eta )=0`$ .

## 3 Solutions

The general solution for (16) is a combination of222For similar solutions in the gravitational waves theory see .

$$B(\eta )=e^{i\omega \eta }\left(1+\frac{1}{i\omega \eta }\right)$$
(17)
and its complex conjugate, with the frequency $`\omega =\frac{n}{\sqrt{3}}`$. These solutions are proportional to Hankel functions $`H_{3/2}`$, but more frequently are presented as a combination of Bessel and Neumann functions $`b=a_1J+a_2N`$ . Performing integrations (1415) we determine the solution for $`\lambda _n(\eta )`$ and find the correction $`\mu _n(\eta )`$ by solving equation (4) algebraically

$`\lambda (\omega \eta )`$ $`=`$ $`{\displaystyle \frac{e^{i\omega \eta }}{i\omega \eta }}\text{Ei}(i\omega \eta ),`$ (18)
$`\mu (\omega \eta )`$ $`=`$ $`\left(1+{\displaystyle \frac{1}{i\omega \eta }}\right){\displaystyle \frac{e^{i\omega \eta }}{i\omega \eta }}+\text{Ei}(i\omega \eta ).`$ (19)
Obviously, equation (11) is automatically fulfilled. As a result we obtain the metric corrections $`h_{\mu \nu }`$ expanded into planar waves with the frequency constant in conformal time $`\eta `$ and with varying amplitude

$`h_{\mu \nu }=`$ $``$ $`{\displaystyle 𝒜(𝐧)\left(\frac{\delta _{\mu \nu }}{3}\frac{n_\mu n_\nu }{n^2}\right)\left(\frac{e^{i(𝐧𝐱\omega \eta )}}{i\omega \eta }+e^{i𝐧𝐱}\text{Ei}(i\omega \eta )\right)d^3𝐧}`$ (20)
$`+`$ $`{\displaystyle 𝒜(𝐧)\frac{\delta _{\mu \nu }}{3}\left(\left(1+\frac{1}{i\omega \eta }\right)\frac{e^{i(𝐧𝐱\omega \eta )}}{i\omega \eta }+e^{i𝐧𝐱}\text{Ei}(i\omega \eta )\right)d^3𝐧}+c.c.`$
The density perturbation and peculiar velocity can be inferred from formulae (8.2-8.3) of  and expressed as

$`{\displaystyle \frac{\delta \rho }{\rho }}`$ $`=`$ $`{\displaystyle 𝒜(𝐧)u_\rho (𝐧𝐱,\omega \eta )d^3𝐧}+c.c.`$ (21)
$`\delta v`$ $`=`$ $`{\displaystyle 𝒜(𝐧)u_v(𝐧𝐱,\omega \eta )d^3𝐧}+c.c.`$ (22)
where the Fourier modes form travelling waves

$`u_\rho (𝐧𝐱,\omega \eta )`$ $`=`$ $`{\displaystyle \frac{2}{3}}\left(1+{\displaystyle \frac{1}{i\omega \eta }}+{\displaystyle \frac{i\omega \eta }{2}}\right){\displaystyle \frac{e^{i(𝐧𝐱\omega \eta )}}{i\omega \eta }},`$ (23)
$`u_v(𝐧𝐱,\omega \eta )`$ $`=`$ $`{\displaystyle \frac{1}{2\sqrt{3}}}\left(1+{\displaystyle \frac{i\omega \eta }{2}}\right){\displaystyle \frac{e^{i(𝐧𝐱\omega \eta )}}{i\omega \eta }}.`$ (24)
A generic scalar perturbation in the early universe is a superposition of acoustic waves. Its amplitude decreases to reach a constant and positive value at late times. This decrease is substantial in the low frequency (early times) limit $`\omega \eta 1`$. Solutions are formally divergent at $`\eta =0`$, nevertheless evaluating the cosmic structure backward in time beyond its stochastic initiation $`\eta _i`$ has no well defined physical sense.

The only perturbations, which are regular at $`\eta =0`$, and growing near the initial singularity, consist of standing waves $`u(𝐧𝐱,\omega \eta )+u(𝐧𝐱,\omega \eta )`$ (compare  or similar effect in the gravitational waves theory ). They form a one-parameter family in the 2-parameter space of all solutions, so they are non-generic. This property has been confirmed by use of other techniques in the gauge-invariant theories . In the stochastic approach nongeneric solutions are of marginal interest since they contribute with the zero probability measure.

## 4 Summary and conclusions

It is a matter of dispute whether cosmic structure was created solely by gravity forces  or initiated by other, non-gravitational phenomena manifesting themselves as stochastic processes  in some early epochs. For the first hypothesis regular and growing solutions are indispensable, while in the second one the generic perturbations play a key role. In a radiation dominated universe these properties exclude each other.

Lifshitz theory and the gauge-invariant theories differ less than usually expected. Both types of theories, when properly written, lead to the same perturbation equation of the wave-equation form. Generic scalar perturbations are superpositions of acoustic waves. Solutions depend on the product $`n\eta `$ (equivalently on $`\omega \eta `$). Everything which concerns early epochs refers also to long waves, and vice versa333This is a peculiar property of the spatially flat radiation-filled universe.. The perturbation scale does not divide solutions into different classes. Perturbations propagate with the same speed $`1/\sqrt{3}`$, which does not depend on the wave vector. This confirms the wave nature of scalar perturbations in the radiation dominated universe (an important property already pointed out by Lukash , but hardly discussed elsewhere) and compels one to use the complete metric corrections (20) in the Sachs-Wolfe procedure (not only the non-generic growing solutions) at the end of radiational era.

The reduction technique we apply in this paper can be used for other equations of state. For $`p/\rho =\text{const}1/3`$ solutions can be expressed in terms of hypergeometric functions. In other cases solutions may not reduce to any known elementary or special functions, although the reduced equation (16) can be always found.

## Acknowledgements

We would like to thank Marek Demiański and Grażyna Siemieniec-Oziȩbło for helpful discussion. This work was partially supported by State Committee for Scientific Research, project No 2 P03D 02210.

## Appendix: Lifshitz “synchronous” gauge

The original Lifshitz approach  provides solutions which are different from (1819), and also inconsistent with the gauge-invariant theories. To explain these differences in detail, we appeal to the complete solution to (10-11) containing both physical and spurious inhomogeneities. All the gauge freedom within synchronous system is limited to the choice of the integral constants in (15). Actually each of these “constants” can be defined as an arbitrary function of the wave number n (equivalently $`\omega `$). We write them explicitly as $`𝒜(𝐧)`$ and $`𝒢(𝐧)`$ satisfying

$`\lambda (\omega \eta )=f_1(\eta )\left(𝒜(𝐧){\displaystyle A(\eta )𝑑\eta }𝒢(𝐧)\mathrm{log}(i\omega )\right)`$ (25)
$`A(\eta )={\displaystyle \frac{d}{d\eta }}\left({\displaystyle \frac{f_2(\eta )}{f_1(\eta )}}\right)\left({\displaystyle \frac{B(\eta )}{\eta }𝑑\eta }+{\displaystyle \frac{𝒢(𝐧)}{𝒜(𝐧)}}\right).`$ (26)
so they are equal to the Fourier coefficients in the integral

$`h_{\mu \nu }`$ $`=`$ $`{\displaystyle 𝒜(𝐧)\left(\frac{n_\mu n_\nu }{n^2}\frac{\delta _{\mu \nu }}{3}\right)\left(\frac{e^{i(𝐧𝐱\omega \eta )}}{i\omega \eta }+e^{i𝐧𝐱}\text{Ei}(i\omega \eta )\right)d^3𝐧}`$ (27)
$`+`$ $`{\displaystyle 𝒜(𝐧)\frac{\delta _{\mu \nu }}{3}\left[\left(1+\frac{1}{i\omega \eta }\right)\frac{e^{i(𝐧𝐱\omega \eta )}}{i\omega \eta }+e^{i𝐧𝐱}\text{Ei}(i\omega \eta )\right]d^3𝐧}`$
$`+`$ $`{\displaystyle 𝒢(𝐧)\left[\left(\frac{n_\mu n_\nu }{n^2}\frac{\delta _{\mu \nu }}{3}\right)\mathrm{log}(i\omega \eta )+\frac{\delta _{\mu \nu }}{3}\left(\mathrm{log}(i\omega \eta )\frac{1}{\omega ^2\eta ^2}\right)\right]e^{i𝐧𝐱}d^3𝐧}+c.c.`$
Each coefficient $`𝒜(𝐧)`$, $`𝒢(𝐧)`$, can be defined independently. The gauge freedom is carried by $`𝒢(𝐧)`$ what follows directly from (13). Also knowing the gauge invariant methods one can a posteriori check that $`𝒜(𝐧)`$ affects the gauge invariant inhomogeneity measures, while $`𝒢(𝐧)`$ does not. Now, the density contrast and the peculiar velocity, as inferred from formulae (8.2-8.3) of

$`{\displaystyle \frac{\delta \rho }{\rho }}`$ $`=`$ $`{\displaystyle \left[𝒜(𝐧)u_\rho (𝐧𝐱,\omega \eta )+𝒢(𝐧)\stackrel{~}{u}_\rho (𝐧𝐱,\omega \eta )\right]d^3𝐧}+c.c.`$ (28)
$`\delta v`$ $`=`$ $`{\displaystyle \left[𝒜(𝐧)u_v(𝐧𝐱,\omega \eta )+𝒢(𝐧)\stackrel{~}{u}_v(𝐧𝐱,\omega \eta )\right]d^3𝐧}+c.c.`$ (29)
consists of the physical modes $`u_\rho `$, $`u_v`$ already found in (23-24) and the pure gauge modes equal to

$`\stackrel{~}{u}_\rho (𝐧𝐱,\omega \eta )`$ $`=`$ $`{\displaystyle \frac{2}{3}}{\displaystyle \frac{1}{\eta ^2\omega ^2}}e^{i𝐧𝐱}`$ (30)
$`\stackrel{~}{u}_v(𝐧𝐱,\omega \eta )`$ $`=`$ $`{\displaystyle \frac{i}{2\sqrt{3}}}{\displaystyle \frac{1}{\omega \eta }}e^{i𝐧𝐱}`$ (31)
We expand integrals (28) and (29) in the early times limit (with the accuracy to $`\eta ^2`$), to obtain

$`{\displaystyle \frac{\delta \rho }{\rho }}`$ $`=`$ $`{\displaystyle \left[\frac{2}{3}\frac{𝒜(𝐧)+𝒢(𝐧)}{\omega ^2\eta ^2}+\left(\frac{1}{9}i\omega \eta +\frac{1}{12}\omega ^2\eta ^2\right)𝒜(𝐧)\right]e^{i𝐧𝐱}d^3𝐧}+c.c.`$ (32)
$`\delta v`$ $`=`$ $`{\displaystyle \frac{1}{2\sqrt{3}}}{\displaystyle \left[\frac{𝒜(𝐧)+𝒢(𝐧)}{i\omega \eta }+\frac{1}{2}𝒜(𝐧)\left(1+\frac{\omega ^2\eta ^2}{6}\right)\right]e^{i𝐧𝐱}d^3𝐧}+c.c.`$ (33)
Both physical and gauge perturbations manifest identical singular behaviour at $`\eta =0`$. Therefore, one cannot distinguish between them solely on the grounds of their asymptotic forms. On the other hand, one is able to regularize perturbations by the gauge choice $`𝒢(𝐧)=𝒜(𝐧)`$. Then, the equal time hypersurfaces follow the hypersurfaces of equal density at early epochs. This gauge444commonly known as the synchronous gauge has been actually employed by Lifshitz and Khalatnikov , where divergent terms $`1/\omega ^2\eta ^2`$ are cancelled by the exactly opposite pure-gauge corrections555This does not refer to the metric correction where $`\frac{1}{\eta }`$-divergence is still present.. In consequence, perturbations described there form a mixture of both the physical and the gauge modes.

In the Lifshitz gauge, the mode amplitude $`[u_\rho (𝐧𝐱,\omega \eta )\overline{u_\rho (𝐧𝐱,\omega \eta )}]^{1/2}`$ grow with time, therefore, the two independent solutions for the density contrast increase. The same concerns the peculiar velocity. In the low $`\omega \eta `$ limit the density contrast and peculiar velocity form the two-parameter linear spaces of growing solutions. As a consequence, a generic inhomogeneity increases, which is in conflict with the gauge-invariant theories .