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# Geometry, Statistics and Asymptotics of Quantum Pumps

## Abstract

We give a pedestrian derivation of a formula of Büttiker et. al. (BPT) relating the adiabatically pumped current to the $`S`$ matrix and its (time) derivatives. We relate the charge in BPT to Berry’s phase and the corresponding Brouwer pumping formula to curvature. As applications we derive explicit formulas for the joint probability density of pumping and conductance when the $`S`$ matrix is uniformly distributed; and derive a new formula that describes hard pumping when the $`S`$ matrix is periodic in the driving parameters.

Brouwer , and Aleiner et. al. , building on results of Büttiker, Pretre and Thomas (BPT) , pointed out that adiabatic scattering theory leads to a geometric description of charge transport in mesoscopic quantum pumps. Some of these works, and certainly our own work, was motivated by experimental results of Switkes et. al.  on such pumps.

In this article we examine the formula of BPT , which relates adiabatic charge transport to the $`S`$ matrix and its (time) derivatives, in the special case of single-channel scattering. We show that the formula admits a simple interpretation in terms of three basic processes at the Fermi energy. Two of these are dissipative and non-quantized. The third integrates to zero for any cyclic variation in the system.

Next, we describe the geometric significance of BPT and relate it to Berry’s phase . It follows that the pumping formula of Brouwer  can be interpreted as curvature and is formally identical to the adiabatic curvature. In spite of the interesting geometry the topological aspects of pumping are trivial. In particular, we prove that all Chern numbers associated to the Brouwer formula are identically zero.

We proceed with two applications. First we give an elementary and explicit derivation of the joint probability density for pumping and conductance. This problem was studied in . Brouwer’s results go beyond ours as he also calculates the tails of the distributions and we don’t. On the other hand, parts of his results are numerical, and they are certainly not elementary. Finally, we calculate, for the first time, the asymptotics of hard pumping for $`S`$ matrices that depend periodically on two parameters. If the system traverses a circle of radius $`R`$ in parameter space, with $`R`$ large, then the amount of charge transported is order $`\sqrt{R}`$, multiplied by a quasi-periodic (oscillatory) function of $`R`$ leading to ergodic behavior.

We shall use units where $`e=m=\mathrm{}=1`$, so the electron charge is $`1`$ and the quantum of conductance is $`e^2/h=\frac{1}{2\pi }`$. The mutual Coulombic interaction of the electrons is disregarded.

The BPT formula: Consider a scatterer connected to leads that terminate at electron reservoirs. All the reservoirs are initially at the same chemical potential and at zero temperature. The scatterer is described by its (on-shell) $`S`$ matrix, which, in the case of $`n`$ channels is an $`n\times n`$ matrix parameterized by the energy and other parameters associated with the adiabatic driving of the system (e.g. gate voltages and magnetic fields).

The BPT formula  says that the charge $`dq_{\mathrm{}}`$ entering the scatterer from the $`\mathrm{}`$-th lead due to an adiabatic variation of $`S`$ is

$$dq_{\mathrm{}}=\frac{i}{2\pi }\text{Tr}\left(Q_{\mathrm{}}dSS^{}\right),$$
(1)
where $`Q_{\mathrm{}}`$ is a projection on the channels in the $`\mathrm{}`$-th lead, and the $`S`$ matrix is evaluated at the Fermi energy. In the special case of two leads, each lead carrying a single channel,

$$S=\left(\begin{array}{cc}r& t^{}\\ t& r^{}\end{array}\right),Q_{\mathrm{}}=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right)$$
(2)
where $`r,(r^{})`$ and $`t,(t^{})`$ are the reflection and transmission coefficients from the left (right) and $`Q_{\mathrm{}}`$ projects on the left lead. In this case Eq. (1), for the charge entering through the left lead, reduces to

$$2\pi dq_{\mathrm{}}=i(\overline{r}dr+\overline{t}^{}dt^{}).$$
(3)
We shall present an elementary derivation of (3).

Derivation: Every unitary $`2\times 2`$ matrix can be expressed in the form:

$$S=e^{i\gamma }\left(\begin{array}{cc}\mathrm{cos}(\theta )e^{i\alpha }& i\mathrm{sin}(\theta )e^{i\varphi }\\ i\mathrm{sin}(\theta )e^{i\varphi }& \mathrm{cos}(\theta )e^{i\alpha }\end{array}\right),$$
(4)
where $`0\alpha ,\varphi <2\pi ,0\gamma <\pi `$ and $`0\theta \pi /2`$. In terms of these parameters, Eq. (3) reads

$$2\pi dq_{\mathrm{}}=\mathrm{cos}^2(\theta )d\alpha +\mathrm{sin}^2(\theta )d\varphi d\gamma .$$
(5)
The basic strategy of our derivation of Eq. (5) is to find processes that vary each of the parameters in turn, and keep track of how much current is generated by each process. An underlying assumption is that current depends only on $`S(k_F)`$ and $`\dot{S}(k_F)`$, so that processes that give rise to the same change in the $`S`$ matrix also give rise to the same current. Because we do not prove this assertion, our derivation cannot be considered a complete proof.

We understand the four parameters as follows. (See figures.) The parameter $`\alpha `$ is associated with translations: Translating the scatterer a distance $`dL=d\alpha /2k_F`$ to the right multiplies $`r,(r^{})`$ by $`e^{id\alpha },(e^{id\alpha })`$, and leaves $`t`$ and $`t^{}`$ unchanged. The parameter $`\varphi `$ is associated with a vector potential $`A`$ near the scatterer. This induces a phase shift $`d\varphi =A`$ across the scatterer, and multiplies $`t,(t^{})`$ by $`e^{id\varphi },(e^{id\varphi })`$, while leaving $`r`$ and $`r^{}`$ unchanged. The parameter $`\theta `$ determines the conductance of the system: $`g=|t|^2/2\pi =\mathrm{sin}^2(\theta )/2\pi `$. Finally, $`\gamma =(i/2)\mathrm{log}detS`$ is related, by Krein’s spectral shift , to the number of electrons trapped in the scatterer. As a consequence, for any closed path in the space of Hamiltonians $`𝑑\gamma =0`$.

To determine the effect of changing $`\alpha `$ we imagine a process that changes $`\alpha `$ and leaves the other parameters fixed, namely translating the scatterer a distance $`dL=d\alpha /2k_F`$ to the right. The scatterer passes through a fraction $`|t|^2`$ of the $`k_FdL/\pi =d\alpha /2\pi `$ electrons that occupy the region of size $`dL`$, and pushes the remaining $`|r|^2d\alpha /2\pi `$ electrons forward. Thus

$$2\pi dq=\mathrm{cos}^2(\theta )d\alpha .$$
(6)
This result can be obtained less heuristically, , by working in the reference frame of the moving scatterer and integrating the contribution of each wave number from 0 to $`k_F`$. From this one also sees  that the rate of dissipation at the reservoirs, $`P`$, is quadratic in the current $`I`$, with a coefficient that depends on the dispersion relation. If the dispersion relation is quadratic, then

$$P=2\pi I^2/|r(k_F)|^2.$$
(7)
To change $`\varphi `$, we vary the vector potential. This induces an EMF of strength $`\dot{A}=\dot{\varphi }`$. The current is simply the voltage times the Landauer conductance $`|t|^2/2\pi `$ . Integrating over time gives

$$2\pi dq=\mathrm{sin}^2(\theta )d\varphi .$$
(8)
A current $`I`$ then dissipates energy at the reservoirs at a rate

$$P=2\pi I^2/|t(k_F)|^2.$$
(9)
To understand the effect of changing $`\theta `$ and $`\gamma `$, we first suppose our scatterer is right-left symmetric, so $`r=r^{}`$ and $`t=t^{}`$. Then changes in $`\theta `$ and $`\gamma `$ would draw equal amounts of charge to the scatterer from the left and right leads. The charge that accumulates on the scatterer is given by Krein’s spectral shift . The charge coming from the left is half this, namely :

$$2\pi dq=\frac{2\pi i}{4\pi }d\mathrm{log}detS=d\gamma .$$
(10)
Since every $`S`$ matrix can be obtained by translating and adding a vector potential to a right-left symmetric scatterer, the formula (10) applies to all possible $`S`$-matrices. The formula (10) applies to all possible scatterers, symmetric or not.

Combining (6), (8) and (10), gives BPT, Eq. (5).

The effect of changing $`\gamma `$ integrates to zero on a closed loop. Changing $`\theta `$ does not give any transport at all. Thus, only changes in $`\alpha `$ and $`\varphi `$ contribute to the net transport of a quantum pump. These are dissipative processes, with the rate of energy dissipation $`P`$ (in the reservoirs) that is bounded from below by $`2\pi I^2`$. This is contrary to the assertions of , who claimed that the charge transport is the sum of a quantized non-dissipative term and a dissipative term that is not quantized.

Geometrical interpretation: $`𝒜=2\pi dq`$ is the 1-form (vector potential) associated with Berry’s phase. If we define the unit spinor $`|\psi =\left(\begin{array}{c}r\\ t^{}\end{array}\right)`$ then

$$𝒜=i\psi |d\psi .$$
(11)
The set of all spinors $`|\psi `$ is a 3-sphere (since $`|r|^2+|t^{}|^2=1`$), while the set of all ratios $`r/t^{}`$ is the projective space $`CP^1=\text{ }|\mathrm{C}+\{\mathrm{}\}S^2`$. The natural map between them, namely $`|\psi r/t^{}`$, is called the Hopf fibration, and $`𝒜`$ is called the “global angular form” of this fibration.

To compute the charge transported by a closed cycle $`C`$ in parameter space, we can either integrate the 1-form $`𝒜`$ around $`C`$, or (by Stokes’ theorem) integrate the exterior derivative (curl) $`\mathrm{\Omega }=d𝒜`$ over a disk $`D`$ whose boundary is $`C`$. $`\mathrm{\Omega }`$ is the curvature 2-form of Brouwer :

$`\mathrm{\Omega }`$ $`=`$ $`id\psi |d\psi =i{\displaystyle \frac{d\overline{z}dz}{(1+|z|^2)^2}},`$ (12)
where $`z=r/t^{}`$. The expression $`id\psi |d\psi `$ is formally identical to the adiabatic (Berry’s) curvature that appears also in the quantum Hall effect .

In the last expression one sees that the curvature sees only the ratio $`z=r/t^{}`$, and not $`r`$ and $`t^{}`$ separately. The curvature $`\mathrm{\Omega }`$ is the $`U(2)`$-invariant area form on $`CP^1`$, and its integral over all of $`CP^1`$ is $`2\pi `$. $`\mathrm{\Omega }`$ is also the curvature of the Hopf fibration.

In the study of non-dissipative quantum transport, Chern numbers play a role. These are topological invariants that equal the integral of the curvature over closed surfaces in parameter space. In the context of adiabatic scattering, however, all Chern numbers are zero. The vector bundle over parameter space is topologically trivial, and the vector $`(r,t^{})`$ gives a section of this bundle.

These geometrical constructions generalize to systems with $`n`$ incoming and $`m`$ outgoing channels, . The first $`n`$ rows of $`S`$ span an $`n`$-dimensional complex subspace of $`\text{ }|\mathrm{C}^{n+m}`$. The space of all such subspaces, called a Grassmannian, has a naturally defined 2-form, called the Kähler form . Up to a constant factor, the Brouwer 2-form equals the Kähler form. In addition, there is a canonically defined line bundle over this Grassmannian, and $`𝒜`$ equals the global angular form for this bundle.

Statistics of weak pumping: Next we consider how a random scatterer transports charge when two parameters are varied gently and cyclically. More precisely, we consider the charge transported by moving along the circle $`X_1=ϵ\mathrm{cos}(\tau )`$, $`X_2=ϵ\mathrm{sin}(\tau )`$ in parameter space. If $`ϵ`$ is small, then the charge transport is close to $`\frac{\pi ϵ^2}{2\pi }\mathrm{\Omega }(_1,_2)`$, evaluated at the origin, where $`_j`$ are the tangent vectors associated with the parameters $`X_j`$. The vectors $`_j`$ map to random vectors on $`U(2)`$, which we assume to be Gaussian with covariance $`C`$. The problem is then to understand the possible values of the curvature $`\mathrm{\Omega }`$ applied to two random vectors.

To do this, we first need to understand the statistics of 2-forms applied to pairs of random vectors, and to understand the geometry of the group $`U(2)`$.

Take two random vectors in $`R^2`$, and see how much area they span. By random vectors we mean independent, identically distributed Gaussian random vectors whose components $`X_j`$ have the covariance $`X_iX_j=C\delta _{ij}`$. The area $`A`$ is distributed as a 2-sided exponential:

$$dP(A)=\frac{1}{2C}e^{|A|/C}dA.$$
(13)
This is seen as follows. If the two vectors are $`X`$ and $`Y`$, then the area is $`X_1Y_2X_2Y_1`$. $`X_1Y_2`$ and $`X_2Y_1`$ are independent random variables, and a calculation shows that their characteristic function is $`1/\sqrt{k^2C^2+1}`$. Their sum is a random variable with characteristic function $`(k^2C^2+1)^1`$, and so exponentially distributed.

We parameterize the group $`U(2)`$ by the angles $`(\alpha ,\gamma ,\varphi ,\theta )`$, as in (4). A standard, bi-invariant metric on $`U(2)`$ is

$`{\displaystyle \frac{1}{2}}Tr(dS^{}dS)`$ $`=`$ $`(d\gamma )^2+\mathrm{cos}^2\theta (d\alpha )^2+`$ (14)
$`+`$ $`\mathrm{sin}^2\theta (d\varphi )^2+(d\theta )^2.`$ (15)
In this metric the vectors $`_i`$ are orthogonal but not orthonormal. Unit tangent vectors are

$$e_\gamma =_\gamma ,e_\alpha =\frac{1}{\mathrm{cos}\theta }_\alpha ,e_\varphi =\frac{1}{\mathrm{sin}\theta }_\varphi ,e_\theta =_\theta .$$
(16)
The volume form is $`\mathrm{sin}(\theta )\mathrm{cos}(\theta )d\alpha d\gamma d\varphi d\theta .`$ The curvature 2-form, from Eq. (12), is

$$\mathrm{\Omega }=2\mathrm{sin}(\theta )\mathrm{cos}(\theta )d\theta (d\alpha +d\varphi ).$$
(17)
A scattering matrix is time reversal invariant if and only if $`t=t^{}`$. The space of time-reversal matrices is parameterized exactly as before, only now with $`\varphi `$ identically zero. The volume form for the metric inherited from $`U(2)`$ is $`\mathrm{cos}(\theta )d\alpha d\gamma d\theta ,`$ and the curvature form is now $`\mathrm{\Omega }=2\mathrm{sin}(\theta )\mathrm{cos}(\theta )d\theta d\alpha `$.

We are now prepared to compute the statistics of weak pumping, assuming that the $`S`$ matrix is uniformly distributed and that the tangent vectors to the space of $`S`$ matrices are Gaussian random variables. This problem was studied by Brouwer , in the framework of random matrix theory, by which we mean that Brouwer posits an a-priori measure on the space of Hamiltonians. Random matrix theory is more powerful, in that the distribution of tangent vectors is fixed by the theory. The price one pays is that the analysis is also far from elementary and the results are, in part, only numerical.

For systems without time reversal symmetry, random matrix theory posits that the $`S`$ matrix is distributed on $`U(2)`$ with a uniform measure. Since the conductance $`g`$ is $`g|t|^2=\mathrm{sin}^2\theta `$ we have that $`dg\mathrm{sin}\theta \mathrm{cos}\theta d\theta `$, proportional to the volume form: The conductance $`g`$ is therefore uniformly distributed.

A random tangent vector to $`U(2)`$ is $`X=X_\theta e_\theta +X_\alpha e_\alpha +X_\varphi e_\varphi +X_\gamma e_\gamma ,`$ where $`X_j`$ are Gaussians with $`X_jX_k=C\delta _{jk}`$. The curvature associated with two random tangent vectors $`X,Y`$ is, by Eq. (17)

$$\mathrm{\Omega }(X,Y)=2\left(X_\theta W_\theta Y_\theta Z_\theta \right),$$
(18)
where $`W_\theta =\mathrm{sin}\theta Y_\alpha +\mathrm{cos}\theta Y_\varphi `$ and $`Z_\theta =\mathrm{sin}\theta X_\alpha +\mathrm{cos}\theta X_\varphi .`$ The variables $`W_\theta `$ and $`Z_\theta `$ are independent, each with variance $`C`$. From Eq. (13), the distribution of the curvature is exponential and independent of $`|t|`$. The joint distribution of curvature, $`\omega `$, and conductance, $`g=\frac{1}{2\pi }|t|^2`$ is given by the probability density

$$\frac{\pi }{2C}e^{|\omega |/2C}d\omega dg$$
(19)
with $`\omega `$ ranging from $`\mathrm{}`$ to $`\mathrm{}`$ and $`g`$ from 0 to $`\frac{1}{2\pi }`$.

For systems with time reversal symmetry, the $`S`$ matrix is uniformly distributed on the $`t=t^{}`$ submanifold, with the metric inherited from $`U(2)`$. The tangent vectors are now Gaussian random variables of the form $`X=X_\theta e_\theta +X_\alpha e_\alpha +X_\gamma e_\gamma ,`$ and the curvature is now

$$\mathrm{\Omega }(X,Y)=2\mathrm{sin}\theta \left(X_\theta Y_\alpha Y_\theta X_\alpha \right).$$
(20)
Since the curvature depends on $`\theta `$ the curvature and the conductance are correlated. The volume form indicates that $`\sqrt{g}`$, and not $`g`$, is uniformly distributed. This favors insulators. The joint distribution for curvature and conductance is

$$\frac{1}{4\sqrt{g}C}e^{|\omega |/2C\sqrt{2\pi g}}d\omega d(\sqrt{g}).$$
(21)
This formula says that, statistically, good pumps tend to be good conductors; $`\omega /\sqrt{g}`$, rather than $`\omega `$ itself, is independent of $`g`$.

We have assumed, so far, that the variance $`C`$ is a constant. There is no reason for this and it is natural to let $`C`$ itself be a random variable. Given a probability distribution for the covariance, $`d\mu (C)`$, one integrates the formulas (19) and (21) over $`C`$. One sees, by inspection, that in the absence (presence) of time reversal symmetry, $`\omega `$ ($`\omega /\sqrt{g}`$) is independent of $`g`$. Furthermore, the distribution of $`\omega `$ after integrating over $`g`$ is smooth away from $`\omega =0`$, but has a discontinuity in derivative (log divergence) at $`\omega =0`$. In these qualitative features, our results agree with Brouwer’s. However, the tails of the distribution for large pumping may depend on the tail of $`d\mu (C)`$; While (19) and (21) have exponentially small tails, power law tails $`d\mu (C)`$ will lead to power law in the tails in $`\omega `$. Since we do not determine $`d\mu (C)`$ we can not determine the tails. Using random matrix theory Brouwer determined the power decay in $`\omega `$ .

Hard Pumping: Finally, we consider what happens for hard pumping. Here one can no longer evaluate the curvature at a point and multiply by the area. One needs to honestly integrate the curvature. Hard pumping was addressed by  who studied it in the context of random matrix theory and showed, using rather involved diagrammatic techniques, that pumping scales like the root of the perimeter. Here we shall describe a complementary, elementary result that holds provided the $`S`$ matrix is a periodic function of the parameters. This is the case, for example, when the pumping is driven by two Aharonov-Bohm fluxes.

With $`S(x,y)`$ periodic in the driving parameters $`x`$ and $`y`$, so is the curvature $`\mathrm{\Omega }(x,y)=\widehat{\mathrm{\Omega }}_{mn}e^{i(mx+ny)}.`$ Since the global angular form is also periodic, $`\widehat{\mathrm{\Omega }}_{00}=0`$.

The integral $`_{|x|<R}\mathrm{\Omega }`$ of the curvature on a large disc of radius $`R`$ is, to leading order,

$$\sqrt{8\pi R}\frac{\widehat{\mathrm{\Omega }}_{nm}}{N(n,m)^{3/2}}\mathrm{sin}\left(N(n,m)R\frac{\pi }{4}\right),$$
(22)
where $`N(n,m)=\sqrt{n^2+m^2}`$. The charge transported in a cycle is proportional to the square root of the perimeter (or the fourth root of the area) times a quasiperiodic function of $`R`$. This follows from the evaluation of the elementary integral $`_{|x|<R}𝑑x𝑑ye^{i(nx+my)}`$, which equals a Bessel function whose large-$`R`$ asymptotic behavior is $`\sqrt{\frac{8\pi R}{N^3}}\mathrm{sin}(NR\frac{\pi }{4}).`$ From Eq. (22) one can determine the probability distribution for charge transport, (viewed as a random variable with uniform distribution on the radius $`R`$). Eq. (22) turns out to be closely related to a celebrated problem in ergodic number theory: The Gauss circle problem .

This result does not directly apply to the pump studied by Switkes , because the parameters they vary do not have built in periodicity. Nevertheless, it illustrates two features of pumps that have been observed experimentally. The first is that hard driving transports a lot of charge, with scaling that is sublinear, as in a random process, and the second that the directionality of hard pumping is essentially unpredictable.

We thank A. Kamenev for extremely valuable insights and A. Auerbach, P. Brouwer and C. Marcus for useful correspondences, and U. Sivan for a careful reading of the manuscript, and valuable suggestions. This research was supported in part by the Israel Science Foundation, the Fund for Promotion of Research at the Technion, the DFG, the National Science Foundation and the Texas Advanced Research Program.


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# Fractal stabilization of Wannier-Stark resonances

## 1 1

In this letter we study the spectral and dynamical properties of a Bloch particle affected by static and time-periodic forces:

$$\widehat{H}=\widehat{p}^2/2+\mathrm{cos}x+Fx+F_\omega \mathrm{cos}(\omega t)x,\widehat{p}=\mathrm{}^{}\mathrm{d}/\mathrm{d}x,$$
(1)
where $`\mathrm{}^{}`$ is the scaled Planck constant (see below). Originally this problem was formulated for a Bloch electron in dc-ac electric fields $`\widehat{H}=\widehat{p}^2/2m+V(x)+e[E+E_\omega \mathrm{cos}(\omega t)]x`$, $`V(x+a)=V(x)`$  and attracted much attention because of the similarity with the Hofstadter problem . Indeed, the energy spectrum of a Bloch electron in a 2D lattice under the action of a constant magnetic field $`B`$ depends on the magnetic matching ratio $`\beta =h/eBa^2`$ ($`a`$ is the lattice constant) and has a fractal structure as function of this parameter. Analogously, the quasienergy spectrum of system (1) depends on the electric matching ratio

$$\alpha =\frac{\omega }{\omega _B},\omega _B=\frac{2\pi F}{\mathrm{}^{}},$$
(2)
where $`\omega _B`$ is the Bloch frequency, which is $`\omega _B=eEa/\mathrm{}`$ in the case of a crystal electron. For rational ratios $`\alpha =r/q`$ the quasienergy spectrum has a band structure; it is discrete, however, for irrational values of $`\alpha `$ . Numerically the quasienergy spectrum of the system (1) was studied in ref.  by using the tight-binding approximation. It was show that for $`\alpha =r/q`$ the quasienergy bands are arranged in a structure resembling the famous Hofstadter butterfly (see Fig. 1 in Ref. ). It should be pointed out, however, that the results of paper  only partially describe the spectrum of the system (1) because the tight-binding approximation neglects the decay of the quasienergy states. The actual quasienergy spectrum is complex, where the imaginary part of the spectrum defines the lifetimes of the metastable quasienergy states.

Because of the extremely small lattice period in crystals, the fractal structure of the quasienergy spectrum has never been observed in solid state systems. However, a signature of it was recently found in an experiment with cold atoms in an optical lattice . The latter system models the solid state Hamiltonian (1), where the neutral atoms moving in the optical potential $`V(x)`$ ($`k_L`$ is the laser wave vector) take over the role of the crystal electrons. The effect of the electric fields can be mimicked, for example, by the inertial force induced by accelerating the experimental setup as a whole. (In practice, however, the acceleration was obtained by an appropriate chirping of the laser frequency.) The system “atom in a standing wave” has an essentially larger lattice period than the solid state system and is, in addition, free of relaxation processes due to scattering by impurities and the Coulomb interaction. These features of the system were utilized earlier in ref.  to observe experimentally the Wannier-Stark ladder of resonances. The main modification of the experiment  in comparison with the experiment  is that a strong periodic driving with frequency $`\omega =(r/q)\omega _B`$ was imposed. (Only the cases $`r/q=1/2`$ and $`r/q=1/3`$ were reported.) Then the atomic survival probability as a function of the frequency of the probe signal shows additional anti-peaks (see fig. 3 in ref. ), which were interpreted as an indication of the fractal structure of the spectrum. We note that the width of these anti-peaks is given by the width (i.e. the inverse lifetime) of the first excited Wannier-Stark resonances. This imposes a fundamental restriction on the resolution and it seems impossible to resolve matching ratios $`\alpha =\omega /\omega _B`$ for $`\alpha `$ different from lowest rational numbers.

## 2 2

The discussed papers  study the system in the deep quantum region. In the present paper we discuss the manifestation of the fractal structure of the quasienergy spectrum in the semiclassical region of the system parameters. We shall show that in this region the fractal nature of the spectrum can be observed without using a probe signal and the electric matching ratio can be resolved with any desired accuracy.

The characteristic measure of the systems “classicality” is the scaled Planck constant $`\mathrm{}^{}`$ entering the momentum operator in the Hamiltonian (1). Referring to the system “atom in a standing wave” the scaled Planck constant is given by

$$\mathrm{}^{}=\left(\frac{8\mathrm{}\omega _{rec}}{V_0}\right)^{1/2},$$
(3)
where $`\omega _{rec}=\mathrm{}k^2/2m`$ is the atomic recoil frequency and $`V_0`$ is the depth of the optical potential $`V(x)=V_0\mathrm{cos}^2(k_Lx)`$. In the experiments  and  the value of the scaled Planck constant was $`\mathrm{}^{}1.5`$ and $`1.6`$, respectively. In our numerical studies we use $`\mathrm{}^{}=0.25`$. Since the amplitude $`V_0`$ of the optical potential is proportional to the square of the laser field amplitude, this implies a larger intensity of the laser.

We simulate the wave packet dynamics of the system (1) by numerical solution of the time-dependent Schrödinger equation in the momentum representation using parameters $`\mathrm{}^{}=0.25`$, $`\omega =10/6`$, $`F_\omega =4.16`$ with values of the static field $`F`$ in the interval $`0.030F0.083`$. Then the survival probability

$$P(t)=_{|p|<p_0}|\psi (p,t)|^2dp,$$
(4)
is calculated. The initial state is the localized Wannier state, which for the cosine potential practically coincides with a minimal uncertainty wave packet centered at $`x=\pi `$. The motivation for the chosen value of $`p_0=6`$, which is much larger than the region of support of the initial wave packet, is given in sec. 3 below. This numerical simulation models the experimental situation of ref.  with the modification that there is no probe signal but the amplitude $`F`$ of the static force is varied.

The result for the survival probability as a function of $`F`$ — or, equivalently, as a function of the matching ratio $`\alpha =\omega /\omega _B`$ — is shown in fig. 1 and 2(a), which is the central result of the paper. The dots in fig. 1 mark the survival probability $`P(t)`$ calculated for increasing values of the observation time $`t=40T_B`$,…$`t=160T_B`$. The values of static force $`F`$ are chosen for rational values of the electric matching ratios $`\omega /\omega _B=r/q`$ with $`q420`$. (Explicitly, we considered for $`q`$ all divisors of $`2^2357=420`$ and all coprime $`r`$-values in the interval $`6/7r/q15/7`$.) To guide the eyes, the dots are connected by a solid line. The actual width of the peaks, which is inversely proportional to the observation time, is smaller in fig. 2(a), which shows a more fully developed distribution for a longer time $`t=200T_B`$.

It is seen in fig. 2(a) that there are pronounced peaks above an almost constant background which appear at low order resonances between the driving frequency and the Bloch frequency. The seven largest peaks in the figure correspond (from left to right) to $`r/q=1`$, $`5/4`$, $`4/3`$, $`3/2`$, $`5/3`$, $`7/4`$, and $`r/q=2`$, and the observed peak-heights fall off rapidly with increasing denominator $`q`$. As illustrated by fig. 1, this peak structure develops gradually in time, starting from $`P(0)=1`$ at time zero and originates from the different long-time behavior of the survival probabilities. We find exponential decay in time for irrational values of $`\omega /\omega _B`$ and algebraic decay for rational ones . Thus the survival probability as a function of $`F`$ reflects the fractal nature of the spectrum in the long-time regime. Moreover, there is no fundamental resolution constraint and an arbitrary number of peaks can be resolved by increasing the observation time. We also note that instead of varying the static force one can vary the frequency $`\omega `$ of the driving force. In this case, having in mind a laboratory experiment, it looks reasonable to use the gravitational force as the static force .

## 3 3

The key point of the conducted numerical experiment is that the amplitude $`F_\omega `$ and the frequency $`\omega `$ of the driving force are chosen such as to insure chaotic dynamics of the system in the classical limit. We furthermore choose $`p_0`$ in (4) to be larger than the boundary between the regular and the chaotic component of the classical phase space (see fig. 1(b) in ref. ). Then the classical survival probability decays exponentially

$$P_{cl}(t)=\mathrm{exp}(\nu t),$$
(5)
where the decay coefficient $`\nu `$, the inverse classical lifetime, is determined by the classical Lyapunov exponent and the fractal dimension of the chaotic repellor. We computed the classical decay rate numerically and determined the $`F`$-dependence of the classical decay rate as $`\nu 0.15F`$ in the parameter region considered here. It should be noted that the exponential decay of the classical probability cannot be considered as an universal law. In some systems it is a transient phenomenon and changes to an algebraic decay caused by long-lived trajectories sticking near stability islands . However, this is not the case for system (1) and no sign of an algebraic decay of the classical probability was detected (at least until time $`t=200T_b`$, which was the maximal time in our numerical simulation).

Because we measure the observation time $`t`$ in units of the Bloch period $`T_B=\mathrm{}^{}/F`$, the $`F`$ dependence in Eq. (5) cancels and the classical survival probability is practically constant. The quantum results follow closely the classical exponential decay (5) for irrational values of the matching ration $`\omega /\omega _B`$ providing the flat background of the quantum results shown in fig. 2. The peaks above the classical plateau for resonant driving, i.e. rational values of the matching ratio $`\alpha =\omega /\omega _B`$ are a quantum “stabilization”-phenomenon, which can be understood as follows.

It was shown in ref.  that the eigenvalue problem for the quasienergies of the system (1) for $`\alpha =r/q`$ can be mapped onto an effective scattering problem with $`q`$ open channels. When the matching ratio $`\alpha `$ is an irrational number, the number of channel is infinite and the system follows the classical dynamics provided the condition $`\mathrm{}^{}1`$ is satisfied. When the matching ratio is a rational number, however, the number of decay channels is finite and the quantum system (independent of the value of $`\mathrm{}^{}`$) is essentially more stable than the classical one . In this case the behavior of the survival probability $`P(t)`$ differs from the exponential decay (5) and is determined by the distribution of the imaginary parts of the quasienergies, i.e. the distribution of the resonance widths.

In the case of chaotic classical dynamics an analytic expression for the resonance statistics is supplied by (non-hermitian) random matrix theory (RMT) . The validity of RMT for system (1) was checked numerically in ref.  and a satisfactory correspondence was noticed. Converting the result of RMT from energy to time domain shows that the decay of the probability follows asymptotically an inverse power law

$$P(t)(\mathrm{\Gamma }_Wt/q\mathrm{}^{})^q,tt^{}q\mathrm{}^{}/\mathrm{\Gamma }_W,$$
(6)
where $`\mathrm{\Gamma }_W`$ is the Weisskopf width, which is a free parameter in the abstract RMT. Identifying the parameter $`\mathrm{\Gamma }_W/\mathrm{}^{}`$ with the classical decay coefficient $`\nu `$, eq. (5) and eq. (6) can be combined in the single equation

$$P(t)=\left(1+\frac{\nu t}{q}\right)^q,$$
(7)
which has the correct short- and long-time asymptotic and provides a first crude approximation to the more elaborate RMT result .

Figure 2(b) shows the values of the function (7) for $`t=200T_B`$ and the same values of the matching ratio $`\alpha `$ as in fig. 2(a) where we use a slightly different graphic presentation of $`P(t)`$ to stress that the function (7) is a discontinuous function of $`\alpha `$ for any $`t`$. In contrast, the atomic survival probability shown in fig. 2(a) is a continuous function of $`F`$ where its fractal structure develops gradually as $`t\mathrm{}`$. In fact, the probabilities (4) calculated for two close rational numbers $`\alpha _1`$ and $`\alpha _2`$ follow each other during a finite “correspondence” time. (For instance, for $`\alpha _1=1`$ and $`\alpha _2=999/1000`$ the correspondence time is found to be about $`50T_B`$.) Thus it takes some time to distinguish two close rationals, although they may have very different denominators and, therefore, very different asymptotics (6). With this remark reserved, a nice structural (and even semiquantitative) correspondence is noticed. In addition, it seems worthwhile to note that also the pronounced quantum resonance peaks, i.e. the quantum algebraic decay $`P(t)(\nu t/q)^q`$ predicted by RMT, is mainly determined by the purely classical $`\nu `$-coefficient due to classically chaotic scattering dynamics.

## 4 4

We have analyzed the system (1) in context with recent experiments studying the dynamics of cold atoms in a standing laser wave . It is shown that in the semiclassical region of the system parameters the atomic survival probability as a function of the static force (or, alternatively, of the driving frequency) shows a fractal structure. This fractal structure is actually related to the fractal nature of the quasienergy spectrum determined by the degree of rationality of the electric matching ratio (2). In fact, when a rational sequence of $`\alpha =r/q`$ converges to some irrational value, the quasienergy bands progressively split into sub-bands. This process is accompanied by loss of stability of the quasienergy states and shows up, finally, in the complicated (fractal) structure of the atomic survival probabilities which can be measured in laboratory experiments.

Finally, we would like to distinguish the fractal structure of the survival probability discussed above from the fractal structure of the survival probability studied in papers . The latter appears as a quantum manifestation of the hierarchical island structure of classical phase space in a system with an algebraic decay of the classical probability. The origin of the former phenomenon, however, is the fluctuating number of the decay channels depending on the value of the electric matching ratio (2), which is the control parameter of the system (1).

\***

This work has been supported by the Deutsche Forschungsgemeinschaft (SPP 470 ‘Zeitabhängige Phänomene und Methoden in Quantensystemen der Physik und Chemie’).


text:
# Characterizing the Peak in the Cosmic Microwave Background Angular Power Spectrum

\[

## Abstract

A peak has been unambiguously detected in the cosmic microwave background (CMB) angular spectrum. Here we characterize its properties with fits to phenomenological models. We find that the TOCO and BOOM/NA data determine the peak location to be in the range 175–243 and 151–259 respectively (both ranges 95% confidence) and determine the peak amplitude to be between $`70\mathrm{and}90`$ $`\mu \mathrm{K}`$. By combining all the data, we constrain the full-width at half-maximum to be between 180 and 250 at 95% confidence. Such a peak shape is consistent with inflation-inspired flat, cold dark matter plus cosmological constant models of structure formation with adiabatic, nearly scale-invariant initial conditions. It is inconsistent with open and defect models.

\]

Introduction. If the adiabatic cold dark matter (CDM) models with scale-invariant initial conditions describe our cosmogony, then an analysis of the anisotropy in the CMB can reveal the cosmological parameters to unprecedented accuracy . A number of studies have aimed at determining, with various prior assumptions, a subset of the $`10`$ free parameters that affect the statistical properties of the CMB . The parameter most robustly determined from current data is $`\mathrm{\Omega }`$, the ratio of the mean matter/energy density to the critical density (that for which the mean spatial curvature is zero). These investigations show that $`\mathrm{\Omega }`$ is close to one. This result, combined with other cosmological data, implies the existence of some smoothly distributed energy component with negative pressure such as a cosmological constant.

A weakness of previous approaches  is that the conclusions depend on the validity of the assumed model. In this Letter we take a different tack and ask what we know independent of the details of the cosmological model. We find the peak location, amplitude and width are consistent with those expected in adiabatic CDM models. Furthermore, as $`l_{\mathrm{peak}}200\mathrm{\Omega }^{1/2}`$ in these models, the observed peak location implies $`\mathrm{\Omega }1`$. The determination of the peak location is robust; it does not depend on the parametrization of the spectrum, assumptions about the distribution of the power spectrum measurement errors, nor on the validity of any one data set. The model-dependent determinations of $`\mathrm{\Omega }`$ are further supported by the inconsistency of the data with competing models, such as topological defects, open models with $`\mathrm{\Omega }<0.4`$, or the simplest isocurvature models.

The Data. The last year of the 1000’s saw new results from MSAM, PythonV, MAT/TOCO , Viper, CAT, IAC and BOOM/NA, all of which have bearing on the properties of the peak. These results are plotted in Fig. 1. We have known for several years that there is a rise toward towards $`l=200`$ but it is now clear that the spectrum also falls significantly towards $`l=400`$.

For all the medium angular scale experiments, the largest systematic effect is the calibration error which is roughly 10% for each. Contamination from foreground emission is also important and not yet fully accounted for in some experiments (e.g. TOCO). A correction for this contribution, for which $`\delta T_ll^{1/2}`$, will affect the amplitude of the peak though will not strongly affect its position. Thorough analyses by the MSAM and PYTHON teams show that the level of contamination in those experiments was $`<3\%`$.

The three experiments that have taken data that span the peak are MSAM, TOCO, and BOOM/NA. All experiments exhibit a definite increase over the Sachs-Wolfe plateau though the significance of a feature based on the data alone, e.g. a peak, differs between experiments. We may assess the detection of a feature by examining the deviation from the best fit flat line, $`\overline{\delta T}`$. For the three MSAM points, we find $`\overline{\delta T}=46\pm 4.9\mu `$K with a reduced $`\chi ^2`$ of 0.43 (Probability to exceed, $`P_{>\chi ^2}=0.65`$. The calibration error is not included.). Thus, no feature is detected with these data alone though there is a clear increase over DMR. For the seven BOOM/NA points, we find $`\overline{\delta T}=55.3\pm 4.2\mu `$K with a reduced $`\chi ^2`$ of 1.94 ($`P_{>\chi ^2}=0.05`$, assuming the data are anti-correlated at the 0.1 level). For the ten TOCO points, $`\overline{\delta T}=69.3\pm 2.7\mu `$K with a reduced $`\chi ^2`$ of 4.86 ($`P_{>\chi ^2}<10^5`$) Calibration errors will not change $`\chi ^2/\nu `$, however a correction for foreground emission will have a slight effect. Though we examine all data in the following, we focus particularly on BOOM/NA and TOCO because of their detections of a feature.

Fits to Phenomenological Models. To characterize the peak amplitude and location we fit the parameters of two different phenomenological models. For the first, we start with the best fit DK99 adiabatic CDM model, $`\delta T_l^{DK}`$, and form $`\delta T_l=(\delta T_l^{DK}\delta T_{l=10}^{DK})\alpha +\delta T_{l=10}^{DK}`$ by varying $`\alpha `$, and then stretching in $`l`$. We characterize each stretching with the peak position and peak amplitude. This method has the virtue that the resulting spectra resemble adiabatic models and so if one assumes that these models describe Nature, then these results are the ones to which we should pay the most attention.

Our second model for $`\delta T_l^2`$ is a Gaussian: $`\delta T_l^2=A^2\mathrm{exp}\left(\left(ll_c\right)^2/(2\sigma _l^2)\right)`$. Depending on the width, this spectrum can look very much like, or unlike, the spectra of adiabatic models . We view this versatility as a virtue since we are interested in a characterization of the peak which is independent of physical models.

We fit to these phenomenological models in two ways. For the stretch model, we examine the $`\chi ^2`$ of the residuals between the published data and each model. The widths of the window functions are ignored and we assume the data are normally distributed in $`\delta T_l`$ with a dispersion given by the average of the published error bars (GT in Table 1). This is an admittedly crude method but it works well because the likelihoods as a function of $`\delta T_l`$ are moderately well approximated by a normal distribution.

For both the Gaussian shape and the stretch model, we also perform the full fit as outlined in BJK (RAD in Table 1). For the Gaussian shape model, the constraints on the amplitude and location are given below after marginalization over the width $`\sigma _l`$. In all fitting, we ignore the experiments that are affected by $`l<30`$ (DMR, FIRS and Tenerife) because we want the parameters of our Gaussian to be determined by behavior in the peak region.

| Data | Model | Fit | $`N/\nu `$ | $`\chi ^2/\nu `$ | $`P_{>\chi ^2}`$ | $`l_{peak}`$ | $`\delta T_{peak}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  | $`\mu `$K |
| All | G | Rad | 58/55 | 1.25 | 0.10 | $`229\pm 8.5`$ | 78 |
| T | G | Rad | 10/7 | 0.41 | 0.89 | $`206\pm 16`$ | 95 |
| T | S | GT | 10/8 | 0.94 | 0.48 | $`214\pm 14`$ | 88 |
| T | S | Rad | 10/8 | 0.84 | 0.57 | $`209\pm 17`$ | 92 |
| B | G | Rad | 7/4 | 0.19 | 0.94 | $`208\pm 21`$ | 69 |
| B | S | GT | 7/5 | 0.39 | 0.85 | $`215\pm 24`$ | 69 |
| B | S | Rad0 | 7/5 | 0.23 | 0.95 | $`205\pm 27`$ | 72 |
| B | S | Rad | 7/5 | 0.39 | 0.85 | $`206\pm 26`$ | 68 |
| P | G | Rad | 33/30 | 1.13 | 0.28 | $`262\pm 24`$ | 68 |

**footnotemark: *

ALL stands for all publically available data sets (except for VIPER which was not used because of unspecified point-to-point correlations), the T is for the TOCO data, the B for BOOM/NA and the P is for “Previous”, meaning all data prior to BOOM/NA and TOCO. footnotemark: G and S are for the Gaussian shape and stretch methods respectively footnotemark: $`N`$ is the number of data points and $`\nu `$ the degrees of freedom. §§footnotemark: §Rad0 and Rad corresponds to log normal and normal distributions for the likelihood respectively.

The main thing to notice in the Table is that the position of the peak is robustly determined by either TOCO or BOOM/NA to be in the range 185 to 235, regardless of the method. For the quoted errors, we have marginalized over all parameters except the position. The peak amplitudes are subject to change as there is some dependence on the model parametrization and the foreground contamination has not been thoroughly assessed.

We account for the calibration uncertainty through a convolution of the likelihood of the fits with a normal distribution of the fractional error . BOOM/NA, TOCO97 and TOCO98 have calibration uncertainties of 8%, 10.5% and 8% respectively. However, 5% of this is due to uncertainty in the temperature of Jupiter and therefore, assuming that these uncertainties add in quadrature, we get $`\sigma _{\mathrm{Jup}}=0.05`$, $`\sigma _{T97}=0.092`$, $`\sigma _{T98}=0.062`$ and $`\sigma _{B97}=0.062`$. We then find, for TOCO, that the full likelihood in $`\delta T_l`$ and $`l`$ is given by

$`L(l_c,\delta T_l)`$ $`=`$ $`{\displaystyle 𝑑\sigma _l𝑑u_{\mathrm{Jup}}𝑑u_{T97}𝑑u_{T98}L_{T97}(l_c,\delta T_lu_{\mathrm{Jup}}u_{T97},\sigma _l)}`$ (3)
$`\times L_{T98}(l_c,\delta T_lu_{\mathrm{Jup}}u_{T98},\sigma _l)P_G(u_{97}1;\sigma _{T97})`$
$`\times P_G(u_{T98}1;\sigma _{T98})P_G(u_{\mathrm{Jup}}1;\sigma _{\mathrm{Jup}})`$
where $`P_G(x;\sigma )=\mathrm{exp}\left(x^2/(2\sigma ^2)\right)/\sqrt{2\pi \sigma ^2}`$, $`u`$ is integrated from 0 to $`\mathrm{}`$ and, e.g., $`L_{T97}(l_c,\delta T_l,\sigma _l)=\mathrm{exp}(\chi ^2/2)`$ where $`\chi ^2`$ is evaluated on a grid of $`\delta T_l^2`$, $`l_c`$ & $`\sigma _l`$ using RADPACK as discussed in BJK. We get similar results for TOCO when simply using a combined total calibration error of 8.5%.

For the Gaussian model we can also marginalize over $`A`$ and $`l_c`$ to place 95% confidence bounds on the width: $`75<\sigma _l<105`$ for ALL, $`50<\sigma _l<105`$ for TOCO and $`55<\sigma _l<145`$ for BOOM/NA.

Are the data in Fig 1 consistent? DK99 found that the best-fit model, given all the data at the time, had a $`\chi ^2`$ of 79 for 63 degrees of freedom, which is exceeded 8% of the time. Here we see that the $`\chi ^2`$ for the fit of the Gaussian model is 69 for 55 degrees of freedom, which is exceeded 10% of the time. We conclude that, although there may well be systematic error in some of these data sets, we have no compelling evidence of it. However, we take caution from the fact that we had to adjust the calibration parameters from their nominal values to their best-fit values in order to reduce the $`\chi ^2`$ to 69. Left at their nominal values with calibration uncertainty ignored, the data are not consistent with each other. Thus we believe that the compilation results are perhaps less reliable than those for either BOOM/NA or TOCO.

Implications for Physical Models. Flat, adiabatic, nearly scale-invariant models have similar peak properties to those of our best-fit phenomenological models. Most importantly the peak location, as determined by three independent data sets (“Previous”, TOCO, BOOM/NA), is near $`l210`$, as expected. Depending on the data set chosen, the amplitude is higher than expected but can easily be accommodated, within the uncertainties, with a cosmological constant. Combining all the data, there is a preference for $`l_{\mathrm{peak}}>210`$ which suggests a cosmological constant (at $`h=0.65`$, $`l_{\mathrm{peak}}`$ goes from 200 at $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$ to 220 at $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$). However, this result is not seen in any individual data set.

A good approximation to the first peak in the DK99 best-fit model is given by the Gaussian model with $`\sigma _l=95`$. From the $`\sigma _l`$ constraints quoted earlier we see that the data have no significant preference for peaks that are either narrower or broader than those in inflation-inspired CDM models.

A general perturbation is a combination of adiabatic and isocurvature perturbations. Adiabatic perturbations are such that at each point in space, the fractional fluctuations in the number density of each particle species is the same for all species. Isocurvature perturbations are initially arranged so that, despite fluctuations in individual species, the total energy density fluctuation is zero. Given multiple components, there are a number of different ways of maintaining the isocurvature condition. Below we assume the isocurvature condition is maintained by the dark matter compensating everything else.

Isocurvature initial conditions result in shifts to the CMB power spectrum peak locations. For a given wavenumber, the temporal phase of oscillations in the baryon-photon fluid depends on the initial relation between the dark matter and the fluid. Those waves with oscillation frequencies such that they hit an extremum at the time of last-scattering in the adiabatic case, will hit a null in the isocurvature case. The effect on the first peak is a shift from $`l200\mathrm{\Omega }^{1/2}`$ to $`l350\mathrm{\Omega }^{1/2}`$. Given the observation of $`l_{\mathrm{peak}}210`$, simple isocurvature models require $`\mathrm{\Omega }>2`$—which is inconsistent with a number of observations.

Critical to the Doppler peak structure, in either adiabatic or isocurvature models, is the temporal phase coherence for Fourier modes of a given wavenumber. In topological defect models, the continual generation of new perturbations by the non-linear evolution of the defect network destroys this temporal phase coherence and the acoustic peaks blend into a broad hump which is wider and peaks at higher $`l`$ than the observed feature.

One can make defect model power spectra with less power at $`l=400`$ than at $`l=200`$ with ad-hoc modifications to the standard ionization history. But even for these models the drop is probably not fast enough. The contrast between the power at $`l=200`$ and $`l=400`$ is a great challenge for these models.

There are scenarios with initially isocurvature conditions that can produce CMB power spectra that look much like those in the adiabatic case. This can be done by adding to the adiabatic fluctuations (of photons, neutrinos, baryons and cold dark mater) another component, with a non-trivial stress history, which maintains the isocurvature condition.

Conclusions. Our phenomenological models have allowed for rapid, model-independent, investigation of the consistency of CMB datasets, and of the robustness of the properties of the peak in the CMB power spectrum. The peak has been observed by two different instruments, and can be inferred from an independent compilation of other data sets. The properties of this peak are consistent with those of the first peak in the inflation-inspired adiabatic CDM models, and inconsistent with a number of competing models, with the possible exception of the more complicated isocurvature models mentioned above. It is perhaps instructive that where the confrontation between theory and observation can be done with a minimum of theoretical uncertainty, the adiabatic CDM models have been highly successful.

###### Acknowledgements.

LK wishes to thanks S. Meyer and M. Tegmark for useful conversations and is supported by the DOE, NASA grant NAG5-7986 and NSF grant OPP-8920223. LP wishes to thank MAT/TOCO team members Mark Devlin, Randy Dorwart, Rob Caldwell, Tom Herbig, Amber Miller, Michael Nolta, Jason Puchalla, Eric Torbet, & Huan Tran, for insights and encouragement, and Chuck Bennett for comments on an earlier version of this work. LP is supported by NSF grant PHY 96-00015 and NASA grant NAS5-96021.


text:
# Fixed points of analytic actions of supersoluble Lie groups on compact surfaces

## Introduction

Let $`M`$ denote a compact connected surface, with possibly empty boundary $`M`$, endowed with a (real) analytic structure. $`T_pM`$ is the tangent space to $`M`$ at $`pM`$. The Euler characteristic of $`M`$ is denoted by $`\chi (M)`$.

Let $`G`$ be a Lie group with Lie algebra $`(G)=𝒢`$; all groups are assumed connected unless the contrary is indicated. An action of $`G`$ on $`M`$ is a homomorphism $`\alpha `$ from $`G`$ to the group $`𝖧(M)`$ of homeomorphisms of $`M`$ such that the evaluation map

$$\mathrm{𝖾𝗏}^\alpha =\mathrm{𝖾𝗏}:G\times MM,(g,x)\alpha (g)(x)$$

is continuous. We usually suppress notation for $`\alpha `$, denoting $`\alpha (g)(x)`$ by $`g(x)`$. The action is called $`C^r,r\{1,2\mathrm{};\omega \}`$ if $`\mathrm{𝖾𝗏}`$ is a $`C^r`$ map, where $`C^\omega `$ means analytic.

The set $`𝒜(G,M)`$ of actions of $`G`$ on $`M`$ is embedded in the space of continuous maps $`G\times MM`$ by the correspondence $`\alpha \mathrm{𝖾𝗏}^\alpha `$. We endow $`𝒜(G,M)`$ with the topology of uniform convergence on compact sets.

A point $`pM`$ is a fixed point for an action $`\alpha `$ of $`G`$ if $`\alpha (g)(p)=p`$ for all $`gG`$. The set of fixed points is denoted by $`\mathrm{𝖥𝗂𝗑}(G)`$ or $`\mathrm{𝖥𝗂𝗑}(\alpha (G))`$.

In this paper we consider the problem of finding conditions on solvable group actions that guarantee existence of a fixed point.

When $`\chi (M)0`$, every flow (action of the real line $`𝐑`$) on $`M`$ has a fixed point; this was known to Poincaré for flows generated by vector fields, and for continuous actions it is a well known consequence of Lefschetz’s fixed point theorem. E. Lima  showed that every abelian group action on $`M`$ has a fixed point, and J. Plante  extended this to nilpotent groups.

These results do not extend to solvable groups: Lima  constructed a fixed point free action on the 2-sphere of the solvable group $`A`$ of homeomorphisms of $`𝐑`$ having the form $`xax+b,a>0,b𝐑`$; and Plante  constructs fixed point free action of $`A`$ on all compact surfaces. These actions are not known to be analytic; but Example 3 below describes a fixed point free, analytic action of a 3-dimensional solvable group on $`S^2`$.

Recall that $`G`$ is supersoluble if every element of $`𝒢`$ belongs to a codimension one subalgebra (see Barnes ). Our main result is the following theorem:

###### Theorem 1

Let $`G`$ be a connected supersoluble Lie group and $`M`$ a compact surface $`M`$ such that $`\chi (M)0`$. Then every analytic action of $`G`$ on $`M`$ has a fixed point.

Since the group $`A`$ described above is supersoluble, Lima’s $`C^{\mathrm{}}`$ action cannot be improved to a fixed point free analytic action. The following result shows it cannot be approximated by analytic actions:

###### Corollary 2

Let $`G`$ and $`M`$ be as in Theorem 1. If $`\alpha 𝒜(G,M)`$ has no fixed point, then $`\alpha `$ has a neighborhood in $`𝒜(G,M)`$ containing no analytic action.

Proof  By Theorem 1 and compactness of $`M`$, it suffices to prove the following: For all convergent sequences $`\beta _n\beta `$ in $`𝒜(G,M)`$ and $`p_np`$ in $`M`$, with $`p_n\mathrm{𝖥𝗂𝗑}(\beta _n(G))`$, we have $`p\mathrm{𝖥𝗂𝗑}(\beta (G))`$. Being a connected locally compact group, $`G`$ is generated by a compact neighborbood $`K`$ of the identity. Then $`\beta _n(g)\beta (g)`$ uniformly for $`gK`$, so $`\beta (g)(p)=p`$ for all $`gK`$. Since $`K`$ generates $`G`$, this implies that $`p\mathrm{𝖥𝗂𝗑}(\beta (G))`$.

In Theorem 1, the hypothesis that $`G`$ is connected is essential: the abelian group of rotations of $`S^2`$ generated by reflections in the three coordinate axes is a well known counterexample. And every Lie group with a nontrivial homomorphism to the group of integers acts analytically without fixed point on every compact surface admitting a fixed point free homeomorphism, thus on every surface except the disk and the projective plane.

The following example shows that supersolubility is essential:

###### Example 3

Let $`Q`$ be the 3-dimensional Lie group obtained as the semidirect product of the real numbers $`𝐑`$ acting on the complex numbers $`𝐂`$ by $`tz=e^{it}z`$; this group is solvable but not supersoluble. Identify $`Q`$ with the space $`𝐑\times 𝐂𝐑^3`$ and note that left multiplication defines a linear action of $`Q`$ on $`𝐑^3`$. The induced action on the 2-sphere $`S`$ of oriented lines in $`𝐑^3`$ through the origin has no fixed point, and $`\chi (S)=2`$. Geometrically, one can see this as the universal cover of the proper euclidean motions of the plane, acting on two copies of the plane joined along a circle at infinity.

We thank F.-J. Turiel for pointing out a small error in an earlier version of our manuscript. He has also obtained some interesting results complementary to ours in .

## Proof of Theorem 1

We assume given an action $`\alpha :G𝖧(M)`$. The orbit of $`pM`$ is $`G(p)=\{g(x):gG\}`$. The isotropy group of $`pM`$ is the closed subgroup $`I_p=\{gG:\alpha (g)(p)=p\}`$. The evaluation map $`\mathrm{𝖾𝗏}_p:GM`$ at $`pM`$ is defined by $`gg(p)`$.

Suppose that the action is $`C^r,r1`$. Then $`\mathrm{𝖾𝗏}_p`$ induces a bijective $`C^r`$ immersion $`i_p:G/I(p)G(p)`$. The tangent space $`E(p)T_pM`$ to this immersed manifold at $`p`$ is the image of $`T_eG`$ under the differential of $`\mathrm{𝖾𝗏}_p`$ at the identity $`eG`$.

For $`j=0,1,2`$, let $`V_j=V_j(G)M`$ denote the union of the $`j`$-dimensional orbits. Then $`M=V_2V_1V_0`$. Each $`V_j`$ is invariant, $`V_2`$ is open, $`V_1V_0`$ is compact, and $`V_0=\mathrm{𝖥𝗂𝗑}(G)`$.

###### Lemma 4 (Plante)

Assume that $`G`$ is solvable and that $`G(p)`$ is a compact 1-dimensional orbit. Then there is a closed normal subgroup $`HG`$ of codimension 1 such that every point of $`G(p)`$ has isotropy group $`H`$.

Proof  Choose a homeomorphism $`f:G(p)S^1`$ (the circle). Let $`\beta :G𝖧(S^1)`$ be the action defined by $`\beta (g)=f\alpha (g)f^1`$. Because $`G`$ is solvable, by a result of Plante (, Theorem 1.2) there exists a homeomorphism $`h`$ of $`S^1`$ conjugating $`\beta (G)`$ to the rotation group $`\mathrm{SO}(2)`$. Since $`\beta (G)`$ is abelian and acts transitively on $`S^1`$, all points of $`S^1`$ have the same isotropy group for $`\beta `$; this isotropy group is the required $`H`$.

Analyticity is used to establish the following useful property:

###### Lemma 5

Assume that $`G`$ acts analytically and that $`\mathrm{𝖥𝗂𝗑}(G)=\mathrm{}`$. Then either $`V_1=M`$ and $`\chi (M)=0`$, or else $`V_1`$ is the (possibly empty) union of a finite family of orbits, each of which is a smooth Jordan curve contained in $`M`$ or in $`MM`$.

Proof  Since there are no orbits of dimension $`0`$, $`V_1`$ is a compact set comprising the points $`p`$ such that $`dimE_p1`$. It is easy to see that $`V_1`$ is a local analytic variety.

If $`V_1=M`$ then the map $`pE_p`$ is a continuous field of tangent lines to $`M`$, tangent to $`M`$ at boundary points. The existence of such a field implies that $`\chi (M)=0`$.

Assume that $`V_1M`$. Note that $`dim_pV_11`$ at each $`pV_1`$. Since $`M`$ is connected and $`V_1`$ is a variety, $`V_1`$ must have dimension $`1`$ at each point. The set of points where $`V_1`$ is not smooth is a compact, invariant 0-dimensional subvariety, i.e., a finite set of fixed points, hence empty. Since $`V_1`$ consists of 1-dimensional orbits, $`V_1`$ must be a compact, smooth invariant 1-manifold without boundary, i.e. each component of $`V_1`$ is a Jordan curve. Since $`M`$ is the union of invariant Jordan curves, any component of $`V_1`$ that meets $`M`$ is a component of $`M`$.

In view of Lemma 5, it suffices to prove the following more general result:

###### Proposition 6

Let $`G`$ be a connected supersoluble Lie group acting continuously on the compact connected surface $`M`$. Assume that

there are no fixed points

for each closed subgroup $`H,`$ $`V_1(H)`$ is the union (perhaps empty) of finitely many disjoint Jordan curves.

Then $`\chi (M)=0`$.

By passing to a universal covering group we assume that $`G`$ is simply connected. This implies that every closed subgroup is simply connected (see Hochschild , Theorem XII.2.2.)

We proceed by induction on $`dimG`$, the case $`G=𝐑`$ having been covered in the introduction. Henceforth assume inductively that $`dimG=n2`$ and that the proposition holds for all supersoluble groups of lower dimension. With this hypothesis in force, we first rule out the case that $`M`$ is a disk:

###### Proposition 7

If $`M`$ is as in Proposition 6, then $`\chi (M)1`$

Proof  Suppose not; then $`M`$ is a closed 2-cell. Since there are no fixed points, $`M`$ is an orbit, hence a component of $`V_1`$. Every component of $`V_1`$ bounds a unique 2-cell in $`M`$, and there are only finitely many such 2-cells. Let $`D`$ be one that contains no other. Then $`D`$ is invariant under $`G`$, and the action of $`G`$ on $`D`$ is fixed point free. Therefore we may assume that $`M=D`$, so that $`V_1=M`$.

By Lemma 4 there exists a closed normal subgroup $`H`$ of codimension one with $`M\mathrm{𝖥𝗂𝗑}(H)`$. Let $`RG`$ be a 1-parameter subgroup transverse to $`H`$ at the identity; then $`RH=G`$.

Because $`G`$ is supersoluble, there is a codimension one subalgebra $`𝒦𝒢`$ containing the Lie algebra $``$ of $`R`$. Because $`G`$ is simply connected and solvable $`𝒦`$ is the Lie algebra of a closed subgroup $`KG`$ of dimension $`n1`$, and $`KH=G`$. By the induction hypothesis there exists $`p\mathrm{𝖥𝗂𝗑}(K)`$. Then $`dimG(p)dimGdimK=1`$. Therefore $`pV_1=D`$. We now have $`p\mathrm{𝖥𝗂𝗑}(K)\mathrm{𝖥𝗂𝗑}(H)=\mathrm{𝖥𝗂𝗑}(G)`$, a contradiction.

We return now to the case of general $`M`$.

Denote the connected components of $`MV_1`$ by $`U_i,\mathrm{},U_r,r1`$. Each $`U_i`$ is an open orbit, whose set theoretic boundary $`\mathrm{𝖻𝖽}U_i`$ is a (possibly empty) union of components of $`V_1`$. The closure $`\overline{U}_i`$ is a compact surface invariant under $`G`$, whose boundary as a surface is $`U_i=\mathrm{𝖻𝖽}U_i`$.

We show that $`U_i`$ is an open annulus. Let $`HG`$ be the isotropy subgroup of $`pU_i`$. Evaluation at $`p`$ is a surjective fibre bundle projection $`GU_i`$ with standard fibre $`H`$. Therefore there is an exact sequence of homotopy groups

$$\mathrm{}\pi _j(G)\pi _j(U_i)\pi _{j1}(H)\pi _{j1}(G)\mathrm{}\pi _0(G)=\{0\}$$

ending with the trivial group $`\pi _0(G)`$ of components of $`G`$. The component group $`\pi _0(H)`$ is solvable (see Raghunathan , Proposition III.3.10), so taking $`j=1`$ shows that $`\pi _1(U_i)`$ is solvable. Therefore $`U_i`$ is a sphere, torus, open 2-cell, or open annulus. If $`U_i`$ is a torus then $`U_i=M`$, contradicting $`\chi (M)0`$. The sphere is ruled out by the exact sequence $`\pi _2(G)\pi _2(U_i)\pi _1(H)`$, because $`\pi _2(G)=0`$ for every Lie group and $`\pi _1(H)=0`$. Proposition 7 rules out the 2-cell.

It follows that $`\overline{U}_i`$ is a closed annulus, so $`\chi (\overline{U}_i)=0`$. By the additivity property $`\chi (AB)=\chi (A)+\chi (B)\chi (AB)`$ of the Euler characteristic, any space $`M`$ built by gluing annuli along their boundary circles must have $`\chi (M)=0`$.


text:
# The proton and the photon, who is probing whom in electroproduction?

## 1 INTRODUCTION

The HERA collider, where 27.5 GeV electrons collide with 920 GeV protons, is considered a natural extension of Rutherford’s experiment and the process of deep inelastic $`ep`$ scattering (DIS) is interpreted as a reaction in which a virtual photon, radiated by the incoming electron, probes the structure of the proton. In this talk I would like to discuss this interpretation and ask the question of who is probing whom .

The structure of the talk will be the following: it will start with posing the problem, after which our knowledge about the structure of the proton as seen at HERA  will be presented followed by a description of our present understanding of the structure of the photon as seen at HERA and at LEP . Next, an answer to the question posed in the title will be suggested and the talk will be concluded by some remarks about the nature of the interaction between the virtual photon and the proton .

## 2 THE QUESTION - WHO IS PROBING WHOM?

### 2.1 The process of DIS

The process of DIS is usually represented by the diagram shown in figure 1. If the lepton does not change its identity during the scattering process, the reaction is labeled neutral current (NC), as either a virtual photon or a $`Z^0`$ boson can be exchanged. When the identity of the lepton changes in the process, the reaction is called charged current (CC) and a charged $`W^\pm `$ boson is exchanged. During this talk we will discuss only NC processes.

Using the four vectors as indicated in the figure, one can define the usual DIS variables: $`Q^2=q^2`$, the ’virtuality’ of the exchanged boson, $`x=Q^2/(2Pq)`$, the fraction of the proton momentum carried by the interacting parton, $`y=(Pq)/(Pk)`$, the inelasticity, and $`W^2=(q+P)^2`$, the boson-proton center of mass energy squared.

The interpretation of the diagram describing a NC event is the following. The electron beam is a source of photons with virtuality $`Q^2`$. These virtual photons ‘look’ at the proton. Any ‘observed’ structure belongs to the proton. How can we be sure that we are indeed measuring the structure of the proton? Virtual photons have no structure. Is that always true? We know that real photons have structure; we even measure the photon structure function $`F_2^\gamma `$ . Let us discuss this point further in the next subsections.

### 2.2 The fluctuating photon

How is it possible that the photon, which is the gauge particle mediating the electromagnetic interactions, has a hadronic structure? Ioffe’s argument : the photon can fluctuate into $`q\overline{q}`$ pairs just like it fluctuates into $`e^+e^{}`$ pairs (see figure 3). If the fluctuation time, defined in the proton rest frame as $`t_f(2E_\gamma )/m_{q\overline{q}}^2`$, is much larger than the interaction time, $`t_{int}r_p`$, the photon builds up structure in the interaction. Here, $`E_\gamma `$ is the energy of the fluctuating photon, $`m_{q\overline{q}}`$ is the mass into which it fluctuates, and $`r_p`$ is the radius of the proton.

The hadronic structure of the photon, built during the interaction, can be studied by measuring the photon structure function $`F_2^\gamma `$ in a DIS type of experiment where a quasi-real photon is probed by a virtual photon, both of which are emitted in $`e^+e^{}`$ collisions, as described in figure 3. This diagram is very similar to that in DIS on a proton target (figure 1).

### 2.3 Structure of virtual photons?

Does a virtual photon also fluctuate and acquire a hadronic structure? The fluctuation time of a photon with virtuality $`Q^2`$ is given by $`t_f(2E_\gamma )/(m_{q\overline{q}}^2+Q^2)`$, and thus at very high $`Q^2`$ one does not expect the condition $`t_ft_{int}`$ to hold. However at very large photon energies, or at very low $`x`$, the fluctuation time is independent of $`Q^2`$: $`t_f1/(2m_px)`$, where $`m_p`$ is the proton mass, and thus even highly virtual photons can acquire structure. For instance, at HERA presently $`W`$ 200 - 300 GeV, and since $`xQ^2/(Q^2+W^2)`$, $`x`$ can be as low as 0.01 even for $`Q^2`$ = 1000 GeV2. In this case, the fluctuation time will be very large compared to the interaction time and the highly virtual photon will acquire a hadronic structure. How do we interprate the DIS diagram of figure 1 in this case? Whose structure do we measure? Do we measure the structure of the proton, from the viewpoint of the proton infinite momentum frame, or do we measure the structure of the virtual photon, from the proton rest frame view? Who is probing whom?

When asked this question, Bjorken answered  that physics can not be frame dependent and therefore it doesn’t matter: we can say that we measure the structure of the proton or we can say that we study the structure of the virtual photon. I will try to convince you at the end of my talk that this answer makes sense.

## 3 THE STRUCTURE OF THE PROTON

In this section we will refrain from discussing the question posed above and will accept the interpretation of measuring the structure of the proton via the DIS diagram in figure 1. We present below information about the structure of the proton as seen from the DIS studies at HERA.

### 3.1 HERA

With the advent of the HERA $`ep`$ collider the kinematic plane of $`x`$-$`Q^2`$ has been extended by 2 orders of magnitude in both variables from the existing fixed target DIS experiments, as depicted in figure 4.

The DIS cross section for $`epeX`$ can be written (for $`Q^2M_Z^2`$) as ,

$$\frac{d^2\sigma }{dxdQ^2}=\frac{4\pi \alpha ^2}{xQ^2}\left\{\frac{y^2}{2}2xF_1(x,Q^2)+(1y)F_2(x,Q^2)\right\}.$$
(1)
In the quark-parton model (QPM), the proton structure function $`F_2`$ is only a function of $`x`$ and can be expressed as a sum of parton densities, and is related to $`F_1`$ through the Callan-Gross relation ,

$$F_2(x)=\underset{i}{}e_i^2xq_i(x)=2xF_1,$$
(2)
where $`e_i`$ is the electric charge of quark $`i`$ and the index $`i`$ runs over all the quark flavours.

Note that in Quantum Chromodynamics (QCD), the Callan-Gross relation is violated, and the structure function is a function of $`x`$ and $`Q^2`$,

$$F_2(x,Q^2)2xF_1(x,Q^2)=F_L(x,Q^2)>0,$$
(3)
where the longitudinal structure function $`F_L`$ contributes in an important way only at large $`y`$.

The motivation for measuring $`F_2(x,Q^2)`$ can be summarized as follows: (a) test the validity of perturbative QCD (pQCD) calculations, (b) decompose the proton into quarks and gluons, and (c) search for proton substructure.

### 3.2 QCD evolution - scaling violation

Quarks radiate gluons; gluons split and produce more gluons at low $`x`$ and also $`q\overline{q}`$ pairs at low $`x`$. This QCD evolution chain is usually described in leading order by splitting functions $`P_{ij}`$, as shown in figure 5.

This procedure leads to scaling violation in the following way: there is an increase of $`F_2`$ with $`Q^2`$ at low $`x`$ and a decrease at high $`x`$. Scaling holds at about $`x`$=0.1. The data follows this prediction of QCD, as can be seen in figure 6.

### 3.3 Overview of $`F_2`$

The fixed target experiments provided information at relatively high $`x`$ and thus enabled the study of the behaviour of valence quarks. The first HERA results showed a surprisingly strong rise of $`F_2`$ as $`x`$ decreases. An example of such a rise is given in figure 7 where $`F_2`$ increases as $`x`$ decreases, for a fixed value of $`Q^2`$ = 15 GeV2.

This increase is the result of the rising gluon density at low $`x`$. Note the good agreement between both HERA experiments, H1 and ZEUS, and also between HERA and the fixed target data.

### 3.4 Evolution of $`F_2`$

The measurements of $`F_2`$ as function of $`x`$ and $`Q^2`$ can be used to obtain information about the parton densities in the proton. This is done by using the pQCD DGLAP evolution equations. One can not calculate everything from first principles but needs as input from the experiment the parton densities at a scale $`Q_0^2`$, usually taken as a few GeV2, above which pQCD is believed to be applicable.

There are several groups which perform QCD fits, the most notable are MRST  and CTEQ . They parameterize the $`x`$ dependence of the parton densities at $`Q_0^2`$ in the form,

$$xq(x,Q^2)x^{\eta _1}(1x)^{\eta _2}f_{smooth}(x).$$
(4)
The free parameters like $`\eta _1`$ and $`\eta _2`$ are adjusted to fit the data for $`Q^2>Q_0^2`$.

An example of such an evolution study can be seen in figure 8 where the $`F_2`$ data are presented as function of $`x`$ for fixed $`Q^2`$ values. The increase of $`F_2`$ with decreasing $`x`$ is seen over the whole range of measured $`Q^2`$ values. The pQCD fits give a good description of the data down to surprisingly low $`Q^2`$ values.

The resulting parton densities from the MRST parameterization at $`Q^2`$ = 20 GeV2 are shown in figure 10. One sees the dominance of the $`u`$ valence quark at high $`x`$ and the sharp rise of the sea quarks at low $`x`$. In particular, the gluon density at low $`x`$ rises very sharply and has a value of more than 20 gluons per unit of rapidity at $`x10^4`$. In figure 10 one sees the extracted gluon density by the H1 experiment  at three different $`Q^2`$ values. The density of the gluons at a given low $`x`$ increases strongly with $`Q^2`$.

### 3.5 Rise of $`F_2`$ with decreasing $`x`$

The rate of the rise of $`F_2`$ with decreasing $`x`$ is $`Q^2`$ dependent. This can be clearly seen in figure 12 where $`F_2`$ is plotted as a function of $`x`$ for three $`Q^2`$ values. The rate of rise decreases as $`Q^2`$ gets smaller.

What can we say about the rate of rise? To what can one compare it? The proton structure function $`F_2`$ is related to the total $`\gamma ^{}p`$ cross section $`\sigma _{tot}(\gamma ^{}p)`$,

$$F_2=\frac{Q^2(1x)}{4\pi ^2\alpha }\frac{Q^2}{Q^2+4m_p^2x^2}\sigma _{tot}(\gamma ^{}p)\frac{Q^2}{4\pi ^2\alpha }\sigma _{tot}(\gamma ^{}p),$$
(5)
where the approximate sign holds for low $`x`$. Since we have a better feeling for the behaviour of the total cross section with energy, we plot in figure 12 the $`F_2`$ data converted to $`\sigma _{tot}(\gamma ^{}p)`$ as function of $`W^2`$ for fixed values of $`Q^2`$. For comparison we plot also the total $`\gamma p`$ cross section. One sees that the shallow $`W`$ behaviour of the total $`\gamma p`$ cross section changes to a steeper behaviour as $`Q^2`$ increases. The curves are the results of the ALLM97  parameterization (see below) which gives a good description of the transition seen in the data.

### 3.6 The transition region

The data presented above show a clear change of the $`W`$ dependence with $`Q^2`$. At $`Q^2`$=0 the processes are dominantly non-perturbative and the resulting reactions are usually named as ‘soft’ physics. This domain is well described in the Regge picture. As $`Q^2`$ increases, the exchanged photon is expected to shrink and one expects pQCD to take over. The reactions are said to be ‘hard’. Where does the transition from soft to hard physics take place? Is it a smooth or abrupt one? In the following we describe two parameterizations, one fully based on the Regge picture while the other combines the Regge approach with a QCD motivated one.

### 3.7 Example of two parameterizations

Donnachie and Landshoff (DL)  succeeded to describe all existing hadron-proton total cross section data in a simple Regge picture by using a combination of a Pomeron and a Reggeon exchange, the former rising slowly while the latter decreasing with energy,

$$\sigma _{tot}=Xs^{0.08}+Ys^{0.45},$$
(6)
where $`s`$ is the square of the total center of mass energy. The two numerical parameter, related to the intercepts $`\alpha (0)`$ of the Pomeron and Reggeon trajectories, respectively, are the result of fitting this simple expression to all available data, some of which are shown in the first two plots in figure 13. These parameters give also a good description of the total $`\gamma p`$ cross section data which were not used in the fit and are also shown on the right hand side of the figure.

Donnachie and Landshoff wanted to extend this picture also to virtual photons  (for $`Q^2<`$10 GeV2), keeping the power of $`W^2`$, which is related to the Pomeron intercept, fixed with $`Q^2`$. Their motivation was to see what is the expected contribution from non-perturbative physics, or soft physics as we called it above, at higher $`Q^2`$.

The other example is that of Abramowicz, Levin, Levy, Maor (ALLM) , which was updated by Abramowicz and Levy (ALLM97) . This parameterization uses a Regge motivated approach at low $`x`$ together with a QCD motivated one at high $`x`$ to parameterize the whole ($`x,Q^2`$) phase space, fitting all existing $`F_2`$ data. This parameterization uses a so-called interplay of soft and hard physics (see ) .

The two parameterizations are compared  to the low $`Q^2`$ HERA data together with that of the fixed target E665 experiment in figure 15. Here one sees again how the cross section changes from a $`(W^2)^{0.08}`$ behaviour at very low $`Q^2`$ to a $`(W^2)^{0.20.4}`$ as $`Q^2`$ increases. The simple DL parameterization as implemented by ZEUS (ZEUSREGGE in the figure) fails to describe the data above $`Q^2`$ 1 GeV2. ALLM97 describes the data well in the whole region. DL98 , which adds to the soft Pomeron an additional hard Pomeron, can also describe the data, but loses the simplicity of the original DL one.

One can quantify the change in the rate of increase by using the parameter $`\lambda `$. Since $`\sigma _{tot}(W^2)^{\alpha (0)1}`$ this implies that $`F_2x^\lambda `$. The fitted value of $`\lambda `$ as function of $`Q^2`$ is shown in figure 15 for the ZEUS  (upper) and the H1  (lower) experiments. One sees a clear increase of $`\lambda `$ with $`Q^2`$ which cannot be reproduced by the simple Regge picture but needs an approach in which there is the interplay of soft and hard physics .

### 3.8 What have we learned about the structure of the proton?

Let us summarize what we have learned so far about the structure of the proton.

* The density of partons in the proton increases with decreasing $`x`$.
* The rate of increase is $`Q^2`$ dependent; at high $`Q^2`$ the increase follows the expectations from the pQCD hard physics while at low $`Q^2`$ the rate is described by the soft physics behaviour expected by the Regge phenomenology.
* Though there seems to be a transition in the region of $`Q^2`$ 1-2 GeV2, there is an interplay between the soft and hard physics in both regions.

## 4 THE STRUCTURE OF THE PHOTON

In this part we will describe what is presently known about the structure of the photon, both from $`e^+e^{}`$ experiments as well as from HERA.

### 4.1 Photon structure from $`e^+e^{}`$

The hadronic structure function of the photon, $`F_2^\gamma `$, was measured in $`e^+e^{}`$ collisions which can be interpreted as depicted in figure 3. A highly virtual $`\gamma ^{}`$ with large $`Q^2`$ probes a quasi-real $`\gamma `$ with $`P^2`$ 0.

The measurements of $`F_2^\gamma `$ showed a different behaviour than that of the proton structure function. From the $`Q^2`$ dependence, shown in figure 17 , one sees positive scaling violation for all $`x`$.

This different behaviour can be understood as coming from an additional splitting to the ones present in the proton case (see figure 5). In the photon case, the photon can split into a $`q\overline{q}`$ pair, $`\gamma q\overline{q}`$. The contribution resulting from this splitting, called the ‘box diagram’, causes positive scaling violation for all $`x`$. In addition, and again contrary to the proton case, it also causes the photon structure function to be large for high $`x`$ values, as can be seen in figure 17 where $`F_2^\gamma `$ is plotted as function of $`x`$ for fixed $`Q^2`$ values. From this figure one can also see that there exist very little data in the low $`x`$ region.

### 4.2 Photon structure from HERA

At HERA, the structure of the photon can be studied by selecting events in which the exchanged photon is quasi-real and the probe is provided by a large transverse momentum parton from the proton. The probed photon can participate in the process in two ways. In one, the interaction takes place before it fluctuates into a $`q\overline{q}`$ pair and thus the whole of the photon participates in the interaction. Such a process is called a ‘direct’ photon interaction. In the other case, the photon first fluctuates into partons and only one of these partons participates in the interaction while the rest continue as the photon remnant. This process is said to be a ‘resolved’ photon interaction. An example of leading order diagrams describing dijet photoproduction for the two processes is shown in figure 19.

If one defines a variable $`x_\gamma `$ as the fraction of the photon momentum taking part in a dijet process, we expect $`x_\gamma `$ 1 in the direct case, while $`x_\gamma `$ 1 in the resolved photon interaction. These two processes are clearly seen in figure 19 where the $`x_\gamma `$ distribution shows a two peak structure, one coming from the direct photon and the other from the resolved photon interactions .

One way of obtaining information about $`F_2^\gamma `$ from HERA is to measure the dijet photoproduction as function of $`x_\gamma `$ and to subtract the contribution coming from the direct photon reactions. This is shown in figure 21,

where the measurements are presented at fixed values of the hard scale, which is taken as the highest transverse energy jet . One can go one step further by assuming leading order QCD and Monte Carlo (MC) models to extract the effective parton densities in the photon. An example of the extracted gluon density in the photon  is shown in figure 21. The gluon density increases with decreasing $`x`$, a similar behaviour to that of the gluon density in the proton. The data have the potential of differentiating between different parameterization of the parton densities in the photon, as can be seen in the same figure.

### 4.3 Virtual photons at HERA

One can study the structure of virtual photons in a similar way as described above. In this case, the $`Q^2`$ of the virtual photon has to be much smaller than the transverse energy squared of the jet, $`E_t^2`$, which provides the hard scale of the probe. Such a study  is presented in figure 23, where the dijet cross section is plotted as function of $`x_\gamma `$ for different regions in $`Q^2`$ and $`E_t^2`$. One sees a clear excess over the expectation of direct photon reactions, indicating that virtual photons also have a resolved part.

This fact can also been seen in figure 23 where the ratio of resolved to direct photon interactions is plotted as function of the virtuality $`Q^2`$ of the probed photon . One sees that although the ratio decreases with $`Q^2`$, it remains non-zero even at relatively high $`Q^2`$ values.

### 4.4 Virtual photons at LEP

The study of the structure of virtual photons in $`e^+e^{}`$ reactions was dormant for more than 15 years following the measurement done by the PLUTO collaboration . Recently, however, the L3 collaboration at LEP  measured the structure function of photons with a virtuality of 3.7 GeV2, using as probes photons with a virtuality of 120 GeV2.

In the same experiment, the structure function of real photons was also measured. Both results can be seen in figure 25 and within errors the structure function of the virtual photons is of the same order of magnitude as that of the real ones. The effective structure function is also presented as function of the virtuality of the probed photon $`P^2`$ in figure 25 and show very little dependence on $`P^2`$ up to values of $``$ 6 GeV2 .

### 4.5 What have we learned about the structure of the photon?

Let us summarize what we have learned so far about the structure of the photon.

* At HERA one can see clear signals of the 2-component structure of quasi-real photons, a direct and a resolved part.
* Virtual photons can also have a resolved part at low $`x`$ and fluctuate into $`q\overline{q}`$ pairs.
* Structure of virtual photons has been seen also at LEP.

## 5 THE ANSWER

Following the two sections on the structure of the proton and the photon, let us remind ourselves again what our original question was. At low $`x`$ we have seen that a $`\gamma ^{}`$ can have structure. Does it still probe the proton in an $`ep`$ DIS experiment or does one of the partons of the proton probe the structure of the $`\gamma ^{}`$?

The answer is just as Bjorken said: at low $`x`$ it does not matter. Both interpretation are correct. The emphasis is however ‘at low $`x`$’. At low $`x`$ the structure functions of the proton and of the photon can be related through Gribov factorization . By measuring one, the other can be obtained from it through a simple relation. This can be seen as follows.

Gribov showed  that the $`\gamma \gamma `$, $`\gamma p`$ and $`pp`$ total cross sections can be related by Regge factorization as follows:

$$\sigma _{\gamma \gamma }(W^2)=\frac{\sigma _{\gamma p}^2(W^2)}{\sigma _{pp}(W^2)}.$$
(7)
This relation can be extended  to the case where one photon is real and the other is virtual,

$$\sigma _{\gamma ^{}\gamma }(W^2,Q^2)=\frac{\sigma _{\gamma ^{}p}(W^2,Q^2)\sigma _{\gamma p}(W^2)}{\sigma _{pp}(W^2)},$$
(8)
or to the case where both photons are virtual,

$$\sigma _{\gamma ^{}\gamma ^{}}(W^2,Q^2,P^2)=\frac{\sigma _{\gamma ^{}p}(W^2,Q^2)\sigma _{\gamma ^{}p}(W^2,P^2)}{\sigma _{pp}(W^2)}.$$
(9)
Since at low $`x`$ one has $`\sigma \frac{4\pi ^2\alpha }{Q^2}F_2`$, one gets the following relations between the proton structure function $`F_2^p`$, the structure function of a real photon, $`F_2^\gamma `$, and that of a virtual photon, $`F_2^\gamma ^{}`$:

$$F_2^\gamma (W^2,Q^2)=F_2^p(W^2,Q^2)\frac{\sigma _{\gamma p}(W^2)}{\sigma _{pp}(W^2)},$$
(10)
and

$$F_2^\gamma ^{}(W^2,Q^2,P^2)=\frac{4\pi ^2\alpha }{P^2}\frac{F_2^p(W^2,Q^2)F_2^p(W^2,P^2)}{\sigma _{pp}(W^2)}.$$
(11)
The relation given in equation (10) has been used  to ‘produce’ $`F_2^\gamma `$ ‘data’ from well measured $`F_2^p`$ data in the region of $`x<`$0.01, where the Gribov factorization is expected to hold. The results are plotted in figure 26 together with direct measurements of $`F_2^\gamma `$. Since no direct measurements exist in the very low $`x`$ region for $`Q^2>4`$ GeV2, it is difficult to test the relation. However both data sets have been used for a global QCD leading order and higher order fits  to obtain parton distributions in the photon. Clearly there is a need of more precise direct $`F_2^\gamma `$ data for such a study.

In any case, our answer to the question would be that at low $`x`$ the virtual photon and the proton probe the structure of each other. In fact, what one probes is the structure of the interaction. At high $`x`$, the virtual photon can be assumed to be structureless and it studies the structure of the proton.

## 6 DISCUSSION - THE STRUCTURE OF THE INTERACTION

We concluded in the last section that at low $`x`$ one studies the structure of the interaction. Let us discuss this point more clearly.

We saw that in case of the proton at low $`x`$, the density of the partons increases with decreasing $`x`$. Where are the partons located? In the proton rest frame, Bjorken $`x`$ is directly related to the space coordinate of the parton. The distance $`l`$ in the direction of the exchanged photon is given by ,

$$l=\frac{1}{2m_px}\frac{0.1\mathrm{fm}}{x}.$$
(12)
Therefore partons with $`x>`$0.1 are in the interior of the proton, while all partons with $`x<`$0.1 have no direct relation to the structure of the proton. The low $`x`$ partons describe the properties of the $`\gamma ^{}p`$ interaction.

How can we describe a $`\gamma ^{}p`$ interaction at low $`x`$? It occurs in two steps: first the virtual photon fluctuates into a $`q\overline{q}`$ pair and then the configuration of this pair determines if the interaction is ‘soft’ or ‘hard’ . The soft process is the result of a large spatial configuration in which the photon fluctuates into an asymmetric small $`k_T`$ $`q\overline{q}`$ pair. The hard nature of the interaction is obtain when the fluctuation is into a small configuration of a symmetric $`q\overline{q}`$ pair with large $`k_T`$. The two configurations are shown in figure 28.

At $`Q^2`$=0 the asymmetric configuration is dominant and the large color forces produce a hadronic component which interacts with the proton and leads to hadronic non-perturbative soft physics. The symmetric component contributes very little; the high $`k_T`$ configuration is screened by color transparency (CT). At higher $`Q^2`$ the contribution of the symmetric small configuration gets bigger. Each one still contributes little because of CT, but the phase space for such configurations increases. Nevertheless, the asymmetric large configuration is also still contributing and thus both soft and hard components are present. Another way to see this interplay is by looking at the diagram in figure 28. In a simple QPM picture of DIS, the fast quark from the asymmetric configuration becomes the current jet while the slow quark interacts with the proton in a soft process. Thus the DIS process looks in the $`\gamma ^{}p`$ frame just like the $`Q^2`$=0 case. This brings the interplay of soft and hard processes.

## 7 CONCLUSION

* In DIS experiments at low $`x`$ one studies the ‘structure’ of the $`\gamma ^{}p`$ interaction.
* In order to study the interior structure of the proton, one needs to measure the high $`x`$ high $`Q^2`$ region. This will be done at HERA after the high luminosity upgrade.

I would like to thank Professors K. Maruyama and H. Okuno for organizing a pleasant and lively Symposium. Special thanks are due to Professor K. Tokushuku and his group for being wonderful hosts during my visit in Japan. Finally I would like to thank Professor H. Abramowicz for helpful discussions.