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# 1 Introduction and result

## 1 Introduction and result

In the present paper we apply the Lie method of studying of PDE symmetries to a special but geometrically important class of holomorphic completely overdetermined second order PDE systems, i.e. systems of the form

$`(𝒮):u_{x_ix_j}^k=F_{ij}^k(x,u,u_x),k=1,\mathrm{},m,i,j=1,\mathrm{},n`$ (1)
where $`x=(x_1,\mathrm{},x_n)`$ are independent variables, $`u(x)=(u^1(x),\mathrm{},u^m(x))`$ are unknown holomorphic functions (dependent variables), $`u_x=(u_{x_i}^j)`$ and $`F_{ij}^k=F_{ji}^k`$ are holomorphic functions.

Denote by $`J_{n,m}^r`$ the r-jet space ,  of r-jets of holomorphic maps from $`\mathrm{I}\mathrm{C}^n`$ to $`\mathrm{I}\mathrm{C}^m`$. Set $`u^{(1)}=(u_1^1,\mathrm{},u_n^1,\mathrm{},u_1^m,\mathrm{},u_n^m)`$,… , $`u^{(s)}=(u_\tau ^j)`$ with $`j=1,\mathrm{},m`$, $`\tau =(\tau _1,\mathrm{}\tau _s)`$, $`\tau _1\tau _2\mathrm{}\tau _s`$ and use it as the natural coordinates $`(x,u,u^{(1)},\mathrm{},u^{(r)})`$ on the jet space: for every holomorphic (near a point $`p`$) function $`u=f(x):\mathrm{I}\mathrm{C}^n\mathrm{I}\mathrm{C}^m`$ the natural coordinates of the corresponding $`r`$-jet $`j_p^r(f)J_{n,m}^r`$ defining by $`f`$ at $`p`$ are $`x_j=p_j`$, $`u^k=f^k(p)`$, $`u_{\tau _1\mathrm{},\tau _s}^k=\frac{^sf^k(p)}{x_{\tau _1}\mathrm{}x_{\tau _s}}`$.

We say that a system (1) is involutive if the differential forms $`du_i^k_jF_{ij}^k(x,u,u^{(1)})dx_j`$, $`du^k_iu_i^kdx_i`$ define a completely integrable distribution on the tangent bundle $`T(J_{n,m}^1)`$, i.e. satisfy the Frobenius involutivity condition.

Solutions of such a system are holomorphic vector valued functions $`u=u(x)`$; denote by $`\mathrm{\Gamma }_u`$ the graph of a solution $`u`$. A symmetry group $`Sym(S)`$ (see for instance , ) of a system is a local complex transformation group $`G`$ acting on a domain in the space $`\mathrm{I}\mathrm{C}_x^n\times \mathrm{I}\mathrm{C}_u^m`$ of independent and dependent variables with the following property: for every solution $`u(x)`$ of $`(𝒮)`$ and every $`gG`$ such that the image $`g(\mathrm{\Gamma }_u)`$ is defined, it is a graph of a solution of $`(𝒮)`$. Sometimes the largest symmetry group $`(𝒮)`$ is of main interest (and so we write the symmetry group); for us this is not very essential since our methods give a description of $`\mathrm{𝑎𝑛𝑦}`$ symmetry group for given system. A holomorphic vector field

$`X={\displaystyle \underset{j}{}}\theta _j(x,u){\displaystyle \frac{}{x_j}}+{\displaystyle \underset{\mu }{}}\eta ^\mu {\displaystyle \frac{}{u^\mu }}`$ (2)
generating a complex one-parameter group of symmetries of a system of PDE $`(𝒮)`$ is called an infinitesimal symmetry of this system. All these fields form a complex Lie algebra with respect to the Lie bracket which is denoted by $`Lie(𝒮)`$.

Using the notation $`w=(x,u)`$, we fix a point $`(x,u)`$ and set

$`\alpha _j(x,u)=(\theta _{j_{w_1}}(x,u),\mathrm{},\theta _{j_{w_{n+m}}}(x,u)),\alpha (x,u)=(\alpha _1,\mathrm{},\alpha _n),`$
$`\beta ^k(x,u)=(\eta _{w_1}^k(x,u),\mathrm{},\eta _{w_{n+m}}^k(x,u)),\beta (x,u)=(\beta ^1,\mathrm{},\beta ^m),`$
$`\gamma (x,u)=(\theta _{1_{x_1w_1}}(x,u),\mathrm{},\theta _{1_{x_1w_{n+m}}}(x,u)),`$
$`\delta (x,u)=(\eta ^1(x,u),\mathrm{},\eta ^m(x,u)),`$
$`\epsilon (x,u)=(\theta _1(x,u),\mathrm{},\theta _n(x,u))`$
We call the vector

$`\omega (x,u)=(\alpha (x,u),\beta (x,u),\gamma (x,u),\delta (x,u),\epsilon (x,u))`$
of $`\mathrm{I}\mathrm{C}^{(n+m+2)(n+m)}`$ the initial date of an infinitesimal symmetry $`X`$ of the form (2) at the point $`(x,u)`$.

Our main result is the following

###### Theorem 1.1

Let $`(𝒮)`$ be a holomorphic completely overdetermined second order involutive system with $`n`$ independent and $`m`$ dependent variables. Then the Taylor expansions of coefficients of any infinitesimal symmetry $`XLie(𝒮)`$ at a fixed point $`(x,u)`$ are uniquely determined by the initial date $`\omega (x,u)`$ that is the linear map $`Lie(𝒮)\mathrm{I}\mathrm{C}^{(n+m+2)(n+m)}`$ defined by $`X\omega (x,u)`$ is injective.

In the special case $`n=1`$, $`m=1`$ i.e. in the case of ordinary second order differential equation this result was obtained by A.Tresse  (a student of S.Lie) in 1896: he proved that the symmetry group of a second order differential equation is a Lie group of dimension $`8`$ (as it was observed by B.Segre, this implies that the automorphism group of a real analytic Levi nondegenerate hypersurface in $`\mathrm{I}\mathrm{C}^2`$ is a finite dimensional real Lie group). A very clear proof of the same fact is contained in the known paper of L.E. Dickson  (another former student of S.Lie) inspired by the lectures of S.Lie at the end of the XIX century. So it is quite possible that the basic idea goes back to S.Lie himself. Our proof is based on the direct generalization of the Lie - Tresse - Dickson method.

We point out that this method is quite elementary and constructive and gives an efficient recursive algorithm for determination of the Taylor expansions of the coefficients of an infinitesimal symmetry at a given point. The symmetry group of $`(𝒮)`$ then can be parametrized by the exponential map (in a suitable neighborhood of the identity). If a point $`(x,u)`$ is fixed, the components of the initial date $`\omega (x,u)`$ are local parameters for the symmetry group. The number of these parameters is equal to $`(n+m+2)(n+m)`$; however, in general they are not independent. In our proof of theorem we consider only those equations on the coefficients of an infinitesimal symmetry which are necessary in order to conclude. In general, additional equations can occur. So in the general case the parameters may satisfy some additional relations and the actual dimension of a symmetry group may be smaller than $`(n+m+2)(n+m)`$.

###### Corollary 1.2

A symmetry group of a holomorphic completely overdetermined involutive second order system with $`n`$ independent and $`m`$ dependent variables is a local complex Lie transformation group of dimension $`(n+m+2)(n+m)`$.

We will show that this estimate is precise. In the special case $`m=1`$ this last result can also be deduced from Chern’s solution of the equivalence problem for completely overdetermined involutive second order systems with one dependent variable .

In the next section we consider applications of theorem 1.1 to CR geometry.

## 2 Segre varieties, holomorphic maps and PDE symmetries

Let $`\mathrm{\Gamma }`$ be a real analytic Levi nondegenerate hypersurface in $`\mathrm{I}\mathrm{C}^{n+1}`$ and let $`Aut(\mathrm{\Gamma })`$ denote its biholomorphism group (all our considerations are local). Denote by $`Z=(z,w)\mathrm{I}\mathrm{C}^n\times \mathrm{I}\mathrm{C}`$ the standard coordinates in $`\mathrm{I}\mathrm{C}^{n+1}`$. For a fixed point $`\zeta \mathrm{I}\mathrm{C}^{n+1}`$ close enough to $`\mathrm{\Gamma }`$ consider the complex hypersurface $`Q(\zeta )=\{Z:r(Z,\zeta )=0\}`$. It is called the Segre variety ( ). The basic property of the Segre varieties (,,) is their biholomorphic invariance: for every automorphism $`fAut(\mathrm{\Gamma })`$ and any $`\zeta `$ one has $`f(Q(\zeta ))=Q(\overline{f}(\overline{\zeta }))`$. B.Segre observed that for $`n=1`$ i.e. in $`\mathrm{I}\mathrm{C}^2`$ the set of Segre varieties of $`\mathrm{\Gamma }`$ (which is called the Segre family of $`\mathrm{\Gamma }`$) is a regular two parameter family of holomorphic curves and so represents the trajectories of solutions of a holomorphic second order ordinary differential equation (see also , ,). This important observation can be generalized as follows.

After a biholomorphic change of coordinates in a neighborhood of the origin $`\mathrm{\Gamma }`$ is given by the equation $`\{w+\overline{w}+_{j=1}^n\epsilon _jz_j\overline{z}_j+R(Z,\overline{Z})=0\}`$ where $`\epsilon _j=1`$ or $`1`$ and $`R=o(|Z|^2)`$. For every point $`\zeta `$ the corresponding Segre variety is given by $`w+\zeta _{n+1}+_{j=1}^n\epsilon _jz_j\zeta _j+R(Z,\zeta )=0`$. If we consider the variables $`x_j=z_j`$ as independent ones and the variable $`w=u(x)`$ as dependent one, then this equation can be rewritten in the form

$`u+\zeta _{n+1}+{\displaystyle \underset{j=1}{\overset{n}{}}}\epsilon _jx_j\zeta _j+R((x,u),\zeta )=0`$ (3)
Taking the derivatives in $`x_k`$ we obtain the equations

$`u_{x_k}+\epsilon _k\zeta _k+R_{x_k}(x,u,\zeta )+R_u(x,u,\zeta )u_{x_k}=0,k=1,\mathrm{},n`$ (4)
The equations (3), (4) and the implicit function theorem imply that $`\zeta `$ is an analytic function $`\zeta =\zeta (x,u,u_{x_1},\mathrm{},u_{x_n})`$; taking again the partial derivatives in $`x_j`$ in (4) and using the obtained expression for $`\zeta `$ in order to eliminate it from the equations, we obtain that every $`u`$ given by (3) is a solution of a completely overdermined second order holomorphic PDE system $`(𝒮_\mathrm{\Gamma })`$ of the form (1). This system is necessarily involutive since the family of its solutions (3) define a completely integrable distribution on the tangent space $`T(J_{n,1}^1)`$. The property of biholomorphic invariance of the Segre varieties means that any biholomorphism of $`\mathrm{\Gamma }`$ transforms the graph of a solution of $`(𝒮_\mathrm{\Gamma })`$ to the graph of another solution, i.e. is a Lie symmetry of $`(𝒮_\mathrm{\Gamma })`$. So the study of $`Aut(\mathrm{\Gamma })`$ can be reduced as a very special case to the general problem of study of Lie symmetries of holomorphic completely overdetermined second order involutive systems. We emphasize that the systems describing the Segre families form a very special subclass in the class of holomorphic completely overdetermined second order involutive systems with one dependent variable. So theorem 1.1 generalize known results in several directions.

Indeed, since $`Sym(𝒮_\mathrm{\Gamma })`$ is a complex Lie transformation group in view of our theorem and $`Aut(\mathrm{\Gamma })`$ is its closed subgroup, we conclude that it is a local real Lie transformation subgroup of $`Sym(𝒮_\mathrm{\Gamma })`$. Hence theorem 1.1 (which we apply in the special case of one dependent variable) gives an upper estimate for its dimension: the real dimension of $`Aut(\mathrm{\Gamma })`$ is majorated by $`2dimSym(𝒮_\mathrm{\Gamma })`$, in particular, by $`2(n^2+4n+3)`$. In order to improve this estimate, we recall the following useful observation due to E.Cartan . Let a holomorphic vector field $`X`$ generate a local real one-dimensional subgroup of $`Aut(\mathrm{\Gamma })`$. This is equivalent to the fact that $`ReX`$ is a tangent vector field to $`\mathrm{\Gamma }`$. Since this subgroup is a real one-parameter subgroup of $`Sym(𝒮_\mathrm{\Gamma })`$, we have necessarily $`XLie(𝒮_\mathrm{\Gamma })`$. $`\mathrm{\Gamma }`$ is Levi nondegenerate, so the field $`Re(iX)`$ cannot be tangent to $`\mathrm{\Gamma }`$ simultaneously with $`ReX`$ i.e. $`Lie(\mathrm{\Gamma })`$ is a totally real subspace of $`Lie(𝒮_\mathrm{\Gamma })`$. Therefore, the real dimension of $`Aut(\mathrm{\Gamma })`$ is majorated by the complex dimension of $`Lie(𝒮_\mathrm{\Gamma })`$. In particular, it is smaller that $`n^2+4n+3`$. The example of the sphere shows that this estimate is precise. We obtain the following

###### Corollary 2.1

$`Aut(\mathrm{\Gamma })`$ is a local real Lie transformation subgroup of $`Sym(𝒮_\mathrm{\Gamma })`$ and the dimension of $`Aut(\mathrm{\Gamma })`$ is majorated by the complex dimension of $`Sym(𝒮_\mathrm{\Gamma })`$. In particular, it is always majorated by $`n^2+4n+3`$. Moreover, every infinitesimal automorphism of $`\mathrm{\Gamma }`$ is uniquely determined by its second order Taylor developement at a fixed point.

Thus, we find here some classical results of N.Tanaka , S.S.Chern - J.Moser  in the infinitesimal form.

2. Lie method and proof of the main theorem

Let $`G`$ be a local group of biholomorphic transformation acting on a domain in $`\mathrm{I}\mathrm{C}^n\times \mathrm{I}\mathrm{C}^m`$. Every biholomorphism $`gG`$ , $`g:(x,u)(x^{},u^{})`$ close enough to the identity lifts canonically to a fiber preserving biholomorphism $`g^{(r)}:J_{n,m}^rJ_{n,m}^r`$ as follows: if $`u=f(x)`$ is a holomorphic function near $`p`$, $`q=f(p)`$ and $`u^{}=f^{}(x^{})`$ is its image under $`g`$ (i.e. the graph of $`f^{}`$ is the image of the graph of $`f`$ under $`g`$ near the point $`(p^{},q^{})=g(p,q)`$), then the jet $`j_p^{}^r(f^{})`$ is by the definition the image of $`j_p^r(f)`$ under $`g^{(r)}`$. In particular, a one-parameter local Lie group of transformations $`G`$ canonically lifts to $`J_{n,m}^r`$ as a one-parameter Lie group of transformations $`G^{(r)}`$ which is called the $`r`$-prolongation of $`G`$. The infinitesimal generator $`X^{(r)}`$ of $`G`$ is called the $`r`$-prolongation of the infinitesimal generator $`X`$ of $`G`$.

Let $`(𝒮)`$ be a holomorphic PDE system of $`r`$th order with $`n`$ independent and $`m`$ dependent variables. Then it defines naturally a complex subvariety $`(𝒮)^{(r)}`$ in the jet space $`J_{n,m}^{(r)}`$ obtained by replacing of derivatives of dependent variables by the corresponding coordinates in the jet space. So $`u`$ is a holomorphic solution of the system $`(𝒮)`$ if and only if the section $`(p,u(p),j_p^r(u))`$ of the holomorphic fibre bundle $`\pi _n:J_{n,m}^r\mathrm{I}\mathrm{C}^n`$ (with the natural projection $`\pi _n`$) is contained in the variety $`(𝒮)^{(r)}`$. A key proposition of the Lie theory states that if the r-prolongation $`X^{(r)}`$ of a vector field $`X`$ is a tangent field to $`(𝒮)^{(r)}`$ then $`X`$ is an infinitesimal symmetry of $`(𝒮)`$ (, Theorem 2.31).

For the system (1) one has

$`(𝒮)^{(2)}:u_{ij}^k=\widehat{F}_{ij}^k(x,u,u^{(1)})`$
Here $`\widehat{F}_{ij}^k`$ denote the natural lifting of $`F_{ij}^k`$ to the jet space obtained via the replacing of the derivatives $`u_{x_i}^\mu `$ by the jet coordinates $`u_i^\mu `$ in power expansions of $`F_{ij}^k`$, i.e. $`\widehat{F}_{ij}^k=F_{ij}^k(x,u,u^{(1)})`$.

In the natural coordinates one has

$`X^{(r)}=X+{\displaystyle \underset{j,\mu }{}}\eta _j^\mu {\displaystyle \frac{}{u_j^\mu }}+\mathrm{}+{\displaystyle \underset{i_1,\mathrm{},i_r,\mu }{}}\eta _{i_1i_2\mathrm{}i_r}^\mu {\displaystyle \frac{}{u_{i_1i_2\mathrm{}i_r}^\mu }}`$
where $`\eta _i^\mu =D_i\eta ^\mu _j(D_i\theta _j)u_j^\mu `$, $`\eta _{i_1\mathrm{}i_{r1}i_r}^\mu =D_{i_r}\eta _{i_1\mathrm{}i_{r1}}^\mu _j(D_{i_r}\theta _j)u_{i_1\mathrm{}i_{r1}j}^\mu `$ and

$`D_i={\displaystyle \frac{}{x_i}}+{\displaystyle \underset{k}{}}u_i^k{\displaystyle \frac{}{u^k}}+{\displaystyle \underset{\mu ,j}{}}u_{ij}^\mu {\displaystyle \frac{}{u_j^\mu }}+\mathrm{}`$
is the operator of total derivative , .

In our case a direct computation gives an explicit expression for the coefficients of $`X^{(2)}`$:

$`\eta _{i_1}^\mu ={\displaystyle \frac{\eta ^\mu }{x_{i_1}}}+{\displaystyle \underset{k}{}}u_{i_1}^k{\displaystyle \frac{\eta ^\mu }{u^k}}{\displaystyle \underset{j}{}}\left({\displaystyle \frac{\theta _j}{x_{i_1}}}+{\displaystyle \underset{k}{}}u_{i_1}^k{\displaystyle \frac{\theta _j}{u^k}}\right)u_j^\mu ,`$
$`\eta _{i_1i_2}^\mu ={\displaystyle \frac{^2\eta ^\mu }{x_{i_2}x_{i_1}}}+u_{i_1}^\mu \left[{\displaystyle \frac{^2\eta ^\mu }{x_{i_2}u^\mu }}{\displaystyle \frac{^2\theta _{i_1}}{x_{i_2}x_{i_1}}}\right]+u_{i_2}^\mu \left[{\displaystyle \frac{^2\eta ^\mu }{x_{i_1}u^\mu }}{\displaystyle \frac{^2\theta _{i_2}}{x_{i_2}x_{i_1}}}\right]`$
$`+{\displaystyle \underset{k\mu }{}}u_{i_1}^k{\displaystyle \frac{^2\eta ^\mu }{x_{i_2}u^k}}+{\displaystyle \underset{k\mu }{}}u_{i_2}^k{\displaystyle \frac{^2\eta ^\mu }{x_{i_1}u^k}}{\displaystyle \underset{ki_1,ki_2}{}}u_k^\mu {\displaystyle \frac{^2\theta _k}{x_{i_2}x_{i_1}}}{\displaystyle \underset{k;ji_2}{}}u_{i_1}^ku_j^\mu {\displaystyle \frac{^2\theta _j}{x_{i_2}u^k}}`$
$`{\displaystyle \underset{i;si_1}{}}u_{i_2}^iu_s^\mu {\displaystyle \frac{^2\theta _s}{x_{i_1}u^i}}+{\displaystyle \underset{r\mu ,p\mu }{}}u_{i_2}^ru_{i_1}^p{\displaystyle \frac{^2\eta ^\mu }{u^ru^p}}+{\displaystyle \underset{t\mu }{}}u_{i_1}^tu_{i_2}^\mu \left[{\displaystyle \frac{^2\theta _{i_2}}{x_{i_2}u^t}}+{\displaystyle \frac{^2\eta ^\mu }{u^\mu u^t}}\right]`$
$`+{\displaystyle \underset{q\mu }{}}u_{i_2}^qu_{i_1}^\mu \left[{\displaystyle \frac{^2\theta _{i_1}}{u^qx_{i_1}}}+{\displaystyle \frac{^2\eta ^\mu }{u^qu^\mu }}\right]+\left[{\displaystyle \frac{^2\eta ^\mu }{(u^\mu )^2}}{\displaystyle \frac{^2\theta _{i_2}}{x_{i_2}u^\mu }}{\displaystyle \frac{^2\theta _{i_1}}{x_{i_1}u^\mu }}\right]u_{i_1}^\mu u_{i_2}^\mu `$
$`{\displaystyle \underset{a,b,s}{}}u_{i_2}^au_{i_1}^bu_s^\mu {\displaystyle \frac{^2\theta _s}{u^au^b}}+\mathrm{\Lambda }_{i_1i_2}^\mu `$
for $`i_1i_2`$ and

$`\eta _{ii}^\mu ={\displaystyle \frac{^2\eta ^\mu }{(x_i)^2}}+u_i^\mu \left[2{\displaystyle \frac{^2\eta ^\mu }{x_iu^\mu }}{\displaystyle \frac{^2\theta _i}{(x_i)^2}}\right]+2{\displaystyle \underset{k\mu }{}}u_i^k{\displaystyle \frac{^2\eta ^\mu }{x_iu^k}}{\displaystyle \underset{ki}{}}u_k^\mu {\displaystyle \frac{^2\theta _k}{(x_i)^2}}`$
$`2{\displaystyle \underset{k;ji}{}}u_i^ku_j^\mu {\displaystyle \frac{^2\theta _j}{x_iu^k}}+{\displaystyle \underset{r\mu ;p\mu }{}}u_i^ru_i^p{\displaystyle \frac{^2\eta ^\mu }{u^ru^p}}+{\displaystyle \underset{t\mu }{}}u_i^tu_i^\mu \left[{\displaystyle \frac{^2\theta _i}{x_iu^t}}+{\displaystyle \frac{^2\eta ^\mu }{u^\mu u^t}}\right]+`$
$`{\displaystyle \underset{q\mu }{}}u_i^qu_i^\mu \left[{\displaystyle \frac{^2\theta _i}{x_iu^q}}+{\displaystyle \frac{^2\eta ^\mu }{u^qu^\mu }}\right]+\left[{\displaystyle \frac{^2\eta ^\mu }{(u^\mu )^2}}2{\displaystyle \frac{^2\theta _i}{x_iu^\mu }}\right](u_i^\mu )^2`$
$`{\displaystyle \underset{a,b,s}{}}u_i^au_i^bu_s^\mu {\displaystyle \frac{^2\theta _s}{u^au^b}}+\mathrm{\Lambda }_{ii}^\mu `$
with

$`\mathrm{\Lambda }_{i_1i_2}^\mu ={\displaystyle \underset{s}{}}u_{i_2i_1}^s{\displaystyle \frac{\eta ^\mu }{u^s}}{\displaystyle \underset{p}{}}u_{i_2p}^\mu {\displaystyle \frac{\theta _p}{x_{i_1}}}{\displaystyle \underset{j}{}}u_{i_1j}^\mu {\displaystyle \frac{\theta _j}{x_{i_2}}}{\displaystyle \underset{p,q}{}}u_{i_2i_1}^qu_p^\mu {\displaystyle \frac{\theta _p}{u^q}}`$
$`{\displaystyle \underset{p,q}{}}u_{i_2p}^\mu u_{i_1}^q{\displaystyle \frac{\theta _p}{u^q}}{\displaystyle \underset{s,j}{}}u_{i_1j}^\mu u_{i_2}^s{\displaystyle \frac{\theta _j}{u^s}}`$
Since the system (1) is involutive, for every point $`P(𝒮)^{(2)}`$ with the natural projection $`\pi _{n,m}(P)=(p,q)\mathrm{I}\mathrm{C}^n\times \mathrm{I}\mathrm{C}^m`$ there exists a solution $`u(x)`$ of $`(𝒮)`$ holomorphic near $`p`$ such that $`(p,q,j_p^2(u))=P`$. So the Lie criterion (, Theorem 2.72) implies that $`XLie(𝒮)`$ if and only if the second prolongation satisfies the following system of equations in $`J_{n,m}^2`$:

$`X^{(2)}(u_{ij}^\mu \widehat{F}_{ij}^\mu )=0,u_{ij}^\mu =\widehat{F}_{ij}^\mu `$
This system implies that $`\eta _{ij}^\mu =X^{(2)}(\widehat{F}_{ij}^\mu )=X^{(1)}(\widehat{F}_{ij}^\mu )`$. Replace now in the expressions of $`\mathrm{\Lambda }_{i_1i_2}^\mu `$ the jet coordinates $`u_{ij}^k`$ by $`\widehat{F}_{ij}^k`$ and denote obtained functions by $`\widehat{\mathrm{\Lambda }}_{ij}^\mu `$. Transfer them to the right side; we get the equations of the form

$`\stackrel{~}{\eta }_{ij}^\mu =X^{(1)}(\widehat{F}_{ij}^\mu )\widehat{\mathrm{\Lambda }}_{ij}^\mu `$ (5)
Without loss of generality assume that every $`\widehat{F}_{ij}^\mu `$ is represented by a power series with respect to $`u_s^k`$. Then we can develop the right sides $`X^{(1)}(\widehat{F}_{ij}^\mu )\widehat{\mathrm{\Lambda }}_{ij}^\mu `$ of our equations in power series with respect to $`u_l^k`$. Clearly, the coefficients of these expansions are completely determined by the coefficients of the expansions of $`\widehat{F}_{ij}^\mu `$ and one can effectively compute them in a concrete case.

Comparing now the coefficients near the powers of $`u_l^k`$ of degree $`3`$ in the equations (5) and using explicit expressions for the coefficients of $`X^{(2)}`$, we obtain the following PDE system for the coefficients of the inifinitesimal symmetry $`X`$:

$`(A):{\displaystyle \frac{^2\eta ^\mu }{x_{i_2}x_{i_1}}}=A_{i_1i_2}^\mu ,{\displaystyle \frac{^2\eta ^\mu }{x_iu^k}}=B_{ik}^\mu ,k\mu ,{\displaystyle \frac{^2\eta ^\mu }{u^ru^p}}=C_{rp}^\mu ,r\mu ,p\mu ,`$
$`(B):{\displaystyle \frac{^2\theta _k}{x_{i_2}x_{i_1}}}=D_{i_1i_2}^k,ki_1,ki_2,{\displaystyle \frac{\theta _j}{x_iu^k}}=E_{ik}^j,ji,(C):{\displaystyle \frac{^2\theta _s}{u^au^b}}=G_{ab}^s`$
$`(D_1):{\displaystyle \frac{^2\eta ^\mu }{x_{i_2}u^\mu }}{\displaystyle \frac{^2\theta _{i_1}}{x_{i_2}x_{i_1}}}=H_{i_1i_2}^\mu ,i_1i_2,(D_2):{\displaystyle \frac{^2\eta ^\mu }{u^\mu u^t}}{\displaystyle \frac{^2\theta _{i_2}}{x_{i_2}u^t}}=I_{i_2t}^\mu ,t\mu `$
$`(D_3):2{\displaystyle \frac{^2\eta ^\mu }{x_iu^\mu }}{\displaystyle \frac{^2\theta _i}{(x_i)^2}}=J_i^\mu ,(D_4):{\displaystyle \frac{^2\eta ^\mu }{(u^\mu )^2}}2{\displaystyle \frac{^2\theta _i}{x_iu^\mu }}=K_i^\mu `$
where the right sides are analytic functions in $`\lambda (x,u)=(x,u,\alpha (x,u),\beta (x,u),\delta (x,u),\epsilon (x,u))`$. We point out that we do not write here all obtained equations; we consider only those who will be enough for the proof of our results.

Denote by $`\mathrm{\Omega }`$ a holomorphic vectorvalued function whose components coincide with the right sides of our system: $`\mathrm{\Omega }=(A_{i_1i_2}^\mu ,B_{ik}^\mu ,\mathrm{},K_i^\mu )`$.

An important propery of obtained PDE system $`(A)(D_i)`$ is its linearity with respect to the second order derivatives of dependent variables. Denote by $`v`$ the vector $`\mathrm{I}\mathrm{C}^L`$ (for a suitable $`L`$) whose components are the second order partial derivatives of $`\theta _j`$ and $`\eta ^\mu `$; then our system can be written in the form $`Mv=\mathrm{\Omega }`$, where $`M`$ is an integer matrix. An elementary linear algebra argument shows that this system can be represented in the form $`M^{}v^{}=P\gamma +\mathrm{\Omega }`$, where $`v^{}`$ is a vector formed by components of $`v`$ which are not components of $`\gamma `$, $`P`$ is an integer matrix and $`M^{}`$ is an invertible square integer matrix. Therefore $`v^{}=M^1P\gamma +M^1\mathrm{\Omega }`$, so every second order partial derivative of $`\theta _j`$, $`\eta ^k`$ is a linear combination of components of $`\gamma `$, $`\mathrm{\Omega }`$. In particular, the second order partial derivatives of $`\theta _j`$, $`\eta ^k`$ at $`(x,u)`$ are determined by $`\omega (x,u)`$. Denote by $`V`$ the vector whose components are the third order partial derivatives of $`\theta _j`$, $`\eta ^\mu `$ and write the system obtained by taking the partial derivatives in $`(A)(D_i^{})`$ in the form $`NV=\mathrm{\Omega }^{}`$ where $`\mathrm{\Omega }^{}`$ denote the vector with components $`\frac{\mathrm{\Omega }_j(\lambda (x,u))}{x_i}`$, $`\frac{\mathrm{\Omega }_j(\lambda (x,u))}{u^k}`$ and $`N`$ is an integer matrix. A direct computation shows that one can choose a subsystem of this system with an invertible square matrix $`N^{}`$, so we obtain that for every multi-indice $`\tau `$, $`|\tau |=3`$, there are polynomials $`R_k^\tau `$, $`S_j^\tau `$ with rational coefficients, such that the following holds:

$`{\displaystyle \frac{^3\theta _j}{x_1^{\tau _1}\mathrm{}x_n^{\tau _n}(u^1)^{\tau _{n+1}}\mathrm{}(u^m)^{\tau _{n+m}}}}(x,u)=R_j^\tau ((\mathrm{\Omega })(\lambda (x,u)),(^2\theta )(x,u),(^2\eta )(x,u))`$ (6)
$`{\displaystyle \frac{^3\eta ^k}{x_1^{\tau _1}\mathrm{}x_n^{\tau _n}(u^1)^{\tau _{n+1}}\mathrm{}(u^m)^{\tau _{n+m}}}}(x,u)=S_k^\tau ((\mathrm{\Omega })(\lambda (x,u)),(^2\theta )(x,u),(^2\eta )(x,u))`$ (7)
where $`(\mathrm{\Omega })(\lambda (x,u))`$ denote the vector function whose components are the first order partial derivatives of $`\mathrm{\Omega }_j`$ evaluated at $`\lambda (x,u)`$, $`(^2\theta )(x,u)`$ (resp. $`(^2\eta )(x,u)`$) denote the vector function whose components are the partial derivatives of all $`\theta _j`$ (resp. $`\eta ^k`$) of order $`2`$. This means that the third order partial derivatives of $`\theta _j`$, $`\eta ^k`$ at $`(x,u)`$ are determined by $`\omega (x,u)`$. If $`\omega (x,u)`$ is given now, (6), (7) and the chain rule show that all coefficients of the Taylor expansions of $`\theta _j`$, $`\eta ^k`$ are determined by recursion. This completes the proof of the theorem.

It is also clear from the construction that the corresponding homogeneous system $`Mv=0`$ describes infinitesimal symmetries of the system $`(𝒮_0)`$ of the form (1) with $`F_{ij}^k0`$. We obtain that the set $`Lie(𝒮_0)`$ of infinitesimal symmetries of this system is a complex Lie algebra of dimension $`(n+m+2)(n+m)`$ generated by the following holomorphic vector fields: $`U_k=\frac{}{x_k}`$, $`V_\mu =\frac{}{u^\mu }`$, $`W_{jk}=x_j\frac{}{x_k}`$, $`A_{jk}=u^j\frac{}{x_k}`$ , $`B_{k\mu }=x_k\frac{}{u^\mu }`$, $`C_{k\mu }=u^k\frac{}{u^\mu }`$, $`X_j=_kx_jx_k\frac{}{x_k}+_{mu}x_ju^\mu \frac{}{u^\mu }`$, $`Y_\nu =_kx_ku^\nu \frac{}{x_k}+_{mu}u^\nu u^\mu \frac{}{u^\mu }`$, $`k,j=1,\mathrm{},n`$, $`\mu ,\nu =1,\mathrm{},m`$. In particular, $`dimLie(𝒮_0)=(n+m+2)(n+m)`$ so the dimension estimate given by our theorem is precise.

In the present paper we restrict an application of the Lie method only by the classical case of a Levi nondegenerate hypersurface. But this method can also be applied in other situations which are of interest for the CR geometry and form an area of research activity of several authors. For instance, the Levi degenerate case leads to considerations of holomorphic second order completely overdetermined involutive PDE systems which are not solved with respect to the second order derivatives. A study of their symmetries requires a combination of the Lie method with some tools of the local complex analytic geometry (compare with , ). On the other hand, the Segre families of Cauchy - Riemann manifolds of higher codimension are described by holomorphic second order completely overdetermined involutive PDE systems with additional first order relations, i.e. with additional holomorphic equations including first order derivatives of dependent variables. Clearly, the Lie method allows to study this class of systems and just requires more involved computations.


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# Emission of light mesons directly from the surface of quark-gluon plasma.

## Abstract

On the basis of hydrodynamic model of evolution we consider emission of lightest ($`\pi ,K,\eta ,\rho ,\omega ,K^{}`$) mesons directly from the surface of quark-gluon plasma, created in the heavy ion collision, with accounting of their absorption by surrounding hadronic gas. We evaluate upper and lower limits on yields of these direct mesons in Pb+Pb collisions at SpS, RHIC and LHC energies, and find, that even in the case of the lowest yield, direct $`K`$, $`\eta `$ and heavier mesons dominate over freeze-out ones at soft $`p_t`$ ($`p_t0.5GeV/c`$). This leads to enhancement of the low $`p_t`$ production of these mesons which hardly can be explained within pure hadronic gas scenario, and can be considered as quark-gluon plasma signature.

25.75.-q,12.38.Mh,25.75.Dw,24.10.Nz

As a rule, considering heavy ion collision with QGP creation, one assumes, that hadrons, produced on plasma surface, suffer numerous rescatterings in the surrounding hadronic gas, so that final hadrons do not carry direct information about plasma. In this letter we show, that this widely accepted opinion is not quite right for the case of finite systems, created in heavy ion collisions. Because of comparability of free path lengths of hadrons in the hadronic gas with sizes of the region, occupied by hot matter, significant number of hadrons, created on the surface of quark-gluon plasma can pass through the surrounding hadronic gas without rescattering. Such kind of final state hadrons we call direct hadrons below. In contrast to the usually considered freeze-out hadrons, originated due to evaporation from the hadronic gas or its freeze-out, direct hadrons carry immediate information about the plasma surface. The goal of this letter is to show, that the yield of direct mesons is not negligible small, and moreover, there is kinematic region, where direct hadrons dominate over freeze-out ones.

The rather obvious itself fact, that final hadrons are emitted not from thin freeze-out hypersurface, but from the whole volume, occupied by hadronic gas, was noted several times within different models of AA collisions: within quark-gluon string model , within the model, combining hydrodynamic description of evolution of QGP and relativistic quantum molecular dynamics for hadronic gas , within similar to our approach, used in papers  for evaluation of hadronic emission from the depth of hadronic gas. Nevertheless, until our paper , there were no attempts to separate direct hadrons from QGP surface from ones from hadronic gas. Surely, one can not point out hadron and tell, that it e.g. came from QGP surface, but as we will show, it is possible to find kinematic region, where hadrons from QGP surface dominate. In the paper  we considered S+Au collision at $`200AGeV`$ (SpS) and evaluated yields of direct and freeze-out pions. We showed that direct pions can dominate in soft $`p_t`$ region, what result in enhancement of the yield of pions with low $`p_t`$. However, there are a lot of effects, such as resonance decay, absence of chemical equilibrium etc., which lead to the similar enhancement of pion spectrum, making strong physical background for direct pions. In this letter, in addition to pions, we evaluate emission of heavier direct and freeze-out mesons: $`K,\eta ,\rho ,\omega `$ and $`K^{}`$ in AA collisions at SpS, RHIC and LHC energies, and demonstrate, that for heavier mesons contribution of direct mesons is even larger than for pions while physical background is negligible.

To estimate yields of the direct mesons in heavy ion collision we use the following model. Hot matter, created in the very beginning of collision, evolves hydrodynamically. On the background of this evolution the direct mesons are continuously emitted from the surface of QGP as a result of flying out of quarks and gluons from the depth of quark-gluon plasma, their hadronization on the plasma surface and fly out of the direct mesons through surrounding expanding hadronic gas sometimes with rescattering. If direct meson suffers rescattering in the hadronic gas, then we assume, that it lost direct information about plasma and consider it further hydrodynamically. For freeze-out hadrons we assume thermodynamic and chemical equilibrium at freeze-out moment. More elaborated description of freeze-out of hadronic gas, such as e.g. , can only increase the relative yield of direct hadrons.

Probability for quark and gluon being emitted in the depth of QGP to reach its surface, and for meson to escape from hadronic gas without rescattering is determined by expression:

$$P=\mathrm{exp}\left\{\lambda ^1(\epsilon ,x)𝑑x\right\},$$

where integration is performed along the path of the particle in the hot matter with accounting of its evolution, and $`\lambda (\epsilon ,x)`$ \- free path length of the particle, which depends on energy of the particle $`\epsilon `$ and local energy density at the point $`x`$. We calculate free path lengths of quark and gluon in QGP and meson in hadronic gas using equation

$$\lambda _i(\epsilon )=\left[\frac{1}{16\pi ^3}\frac{T}{\epsilon p}\underset{j}{}\underset{(m_1+m_2)^2}{\overset{\mathrm{}}{}}\sqrt{s^22s(m_1^2+m_2^2)+(m_1^2m_2^2)^2}\sigma _{ij}(s)\mathrm{ln}\left(\frac{1\mathrm{exp}(a_+)}{1\mathrm{exp}(a_{})}\right)𝑑s\right]^1,$$

$$a_\pm =\frac{\epsilon (sm_1^2m_2^2)\pm \sqrt{(\epsilon ^2m_1^2)(s^22s(m_1^2+m_2^2)+(m_1^2m_2^2)^2)}}{2m_1^2T},$$

where $`\sigma _{ij}(s)`$ – total cross-section of interaction of $`i`$ and $`j`$ particles, $`m_1`$ and $`m_2`$ – mass of projectile and target particles correspondingly, $`T`$ – temperature, and sum is taken over all possible two-particle reactions. Evaluating free path lengths of hadrons in hadronic gas we take into account only rescatterings on pions. In the case of the free path length of pions we use experimental cross-sections of $`\pi \pi `$ scattering (see ), while for $`K,\eta ,\mathrm{}`$ we assume $`\sigma =\sigma _{\pi ^+\pi ^+}10mb`$ plus contributions from excitation of resonances. One could expect, that presence of nucleons in the hadronic gas results in significant reduction of the free path length of the pion with respect to pure pionic gas (due to excitation of $`\mathrm{\Delta }`$ resonances). However, below we concentrate on the midrapidity region, where net baryon density is small, and for reasonable values of barionic chemical potential $`\mu 300MeV`$ and temperatures below $`200MeV`$, we find, that contribution of nucleons into free path length of pions is negligible.

Emission rate (the number of particles, emitted from unit volume per unit time) of quarks and gluons from QGP we find from the condition, that infinitely thick layer of QGP emits quarks and gluons in accordance with Stephan-Boltsman formula. So we find:

$$\epsilon \frac{d^7R_i}{d^3pd^4x}=\frac{d_i}{\lambda _i(\epsilon )}\frac{\epsilon }{(\mathrm{exp}(\epsilon /T)\pm 1)}.$$

where $`d_i`$ – degeneracy, $`\lambda _i`$ – free path length of the particle, $`T`$ – temperature.

In this letter we interest in $`p_t`$ distributions at midrapidity region, therefore we restrict ourselves by Bjorken 2+1 hydrodynamics with transverse expansion, which provides good description of evolution of hot matter at this region.

As far as it is not possible to describe consistently hadronization of quarks and gluons on the plasma surface, we estimate upper and lower limits on the yields of direct hadrons, by use of two models of hadronization – ‘creation’ model, giving the lower limit and ‘pull in’ model, used in the paper  and giving the upper limit. In both models we assume, that a quark or gluon, flown through the plasma surface, pulls tube (string) of color field. Creation of the final hadron corresponds to the breaking of the tube due to discoloring of the moving out quark or gluon. In the first model we assume, that this discoloring takes place as a result of creation of a quark-antiquark pair in the strong field of the tube. This assumption is used in the well known Lund model, and implemented in the event generator JETSET , where all parameters are chosen to fit the $`e^+e^{}`$ annihilation at $`\sqrt{s}=30GeV`$. Therefore, in the ‘creation’ model we extract corresponding probabilities from JETSET 7.4. In the second model we assume, that discoloring takes place as a result of ‘pulling in’ of soft quark or gluon with corresponding color from the pre-surface layer of QGP into the tube. Because of the large number of soft quarks and gluons in the QGP each moving out quark and gluon can transform into some hadron, providing its energy is larger than mass of this hadron. If several hadrons can be formed, then we take their relative yields from $`e^+e^{}`$ annihilation at $`\sqrt{s}=30GeV`$. The main difference between these two models is in the probability of fragmentation of soft quarks and gluons: in the ‘pull in’ model probability is independent on energy, while in the ‘creation’ model probability of creation of quark pair in strong field is proportional to $`\mathrm{exp}(\epsilon ^2/p_0^2)`$, where $`\epsilon `$ \- energy of the quark and $`p_00.5GeV`$. Having probabilities of hadronization of quarks and gluons into hadron $`R_h^{q,g}(\epsilon _q)`$, evaluated using these two models, we obtain the following hadronization function:

$$f_h^{q,g}(\epsilon _h,\theta _h,\varphi _h)=2R_h^{q,g}(\epsilon _q)\frac{\delta (\varphi _h\varphi _q)\delta (\mathrm{cos}\theta _h\mathrm{cos}\theta _q)\theta (\epsilon _qm_h)}{\epsilon _q\sqrt{\epsilon _q^2m_h^2}m_h^2\mathrm{ln}\left(\epsilon _q/m_h+\sqrt{\epsilon _q^2m_h^2}/m_h\right)}$$

where $`\epsilon ,\theta ,\varphi `$ energy, polar angle and azimuthal angle of initial quark ($`q`$) or gluon ($`g`$) or final hadron ($`h`$) correspondingly, and $`m_h`$ – mass of the hadron. This fragmentation function is normalized to describe fragmentation of one quark or gluon to $`R_h^{q,g}(\epsilon _q)`$ hadrons with energy in the range $`m_h<\epsilon _h<\epsilon _q`$.

To apply our model to central $`Pb+Pb`$ collisions at $`158AGeV`$ we choose initial conditions (initial temperature $`T_{in}`$, time of thermalization $`\tau _{in}`$ and initial radius $`R_{in}`$), QGP-hadronic gas transition temperature ($`T_c`$) and freeze-out temperature ($`T_f`$) to reproduce experimental $`p_t`$ distribution of $`\pi ^0`$ at midrapidity . So we use:

$$T_{in}=350MeV,\tau _{in}=0.25fm/c,R_{in}=6.5fm,T_c=160MeV,T_f=140MeV.$$

Evaluated $`p_t`$ distributions of various mesons at midrapidity for the ‘pull in’ and ‘creation’ models of hadronization of quarks and gluons are shown on the fig. 1. We do not distinguish isotopic projections of mesons, so we show distributions, averaged over all pions, kaons etc.

We find, that the yield of direct mesons is comparable with the yield of freeze-out ones, see fig. 1. The contribution of direct mesons is higher within ‘pull in’ model, what is the consequence of higher probability of fragmentation of low energy quarks and gluons in the this model of hadronization. Nevertheless, within both models of hadronization direct $`\eta `$ and heavier mesons dominate over freeze-out ones at soft $`p_t`$. Thus we obtain unexpected result, that direct mesons, emitted from the hottest region of the collision, dominate not only in the hard part of spectrum, but also in the soft $`p_t`$ region. This takes place because quark or gluon, hadronizing on the plasma surface, spreads its energy between the direct hadron and a part of color tube, which is pulled back to plasma, what leads to non-thermal spectrum of direct hadrons.

To investigate dependence of the yields of direct mesons on the energy of collision, we evaluated these yields in the central $`Pb+Pb`$ collisions at $`3100+3100AGev`$ (LHC). To do this we used the following initial conditions:

$$T_{in}=1GeV,\tau _{in}=0.15fm/c,R_{in}=6.5fm.$$

what corresponds to the multiplicity at midrapidity $`dN/dy10^4`$, predicted by cascade models, while transition and freeze-out temperatures remains the same as for SpS. Distributions of direct and freeze-out hadrons, evaluated in this case are shown on fig. 2.

In contrast to SpS, direct hadrons do not dominate at hard $`p_t`$ at LHC energy, because at this energy collective radial velocity of hadronic gas compensate slightly higher temperature in the pre-surface layer of QGP from which direct hadrons are emitted. In return, due to longer QGP phase direct mesons more significantly contribute to low $`p_t`$ region. Again, for $`\eta `$ and heavier mesons direct hadrons dominate at soft $`p_t`$ within both models of hadronization.

For the sake of brevity we do not present here plots for RHIC energy, but the contribution of direct hadrons can be easily estimated using figs. 1 and 2 and Table 1.

We summarized the parts of direct mesons in the total meson yield, evaluated for two models of hadronization for SpS, RHIC and LHC energies on the Table 1. As one can see, the part of direct hadrons is considerable and increase with increasing of the energy of collision.

We find, that direct hadrons considerably contribute to the total hadronic yield: contributions of direct $`\eta `$ and heavier mesons reach $`0.5`$ of the total yield. Direct mesons contribute not only to the hard part of spectrum (at SpS energies) but also at low $`p_t`$. We would like to stress, that domination of direct hadrons in the soft $`p_t`$ region is not artifact of our model, but the consequence of two rather general physical requirements. First – a part of the energy of quark or gluon is lost during their hadronization. Second – there is approximate thermal equilibrium, to that extend, which is usually observed in heavy ion collisions. As for the value of this domination, it certainly depends on the details of the model: on the probability of hadronization, transparency of hadronic gas and details of evolution of the hot matter. We estimated sensitivity of the yield of direct hadrons to these parameters. In this letter we evaluated upper and lower limits for the probability of hadronization, while in the paper  we estimated sensitivity to variations of free path lengths and hydrodynamic parameters. As a result, we find that the yield of direct hadrons is rather stable with respect to variation of model parameters, and can not be changed considerably within reasonable models.

Contribution of direct hadrons change the shape of the meson spectrum, what can be used, in principle, as quark-gluon plasma signature. But to do this one have to answer the question: ‘is it possible to find such enhancement within pure hadronic picture of the collision?’. Fortunately for us, excess of low $`p_t`$ pions in AA collisions was observed experimentally long ago (see e.g. ) and caused active discussion of possible sources of such excess in literature. The review of proposed reasons for such excess can be found in . It includes:

* Resonance decays , mainly $`\mathrm{\Delta }`$ and $`N^{}`$. This effect is very important for pions, especially at target and projectile regions, however, it brings negligibly small contribution to spectra of $`\eta `$ and heavier mesons. The number of heavier resonances, which can decay onto mesons we consider, multiplied by branching of this decay is well below the number of direct mesons (see Table 1).
* Collective motion, as was demonstrated in  explained observed enhancement, but later it was shown , that this explanation was consequence of rather specific and unnatural freeze-out conditions, used in . Within more physical hydrodynamic models radial collective expansion does not bring such contribution.
* Absence of chemical equilibrium in pion gas . This effect essentially uses suppression of channels, changing the number of pions with respect to elastic scattering. In the case of heavier mesons this is not the case, so this effect does not contribute as well.

Therefore we find that excess of low $`p_t`$ $`\eta `$ and heavier mesons can not be explained within pure hadronic scenario of collision, and, possibly, can be considered as quark-gluon plasma signature.

To conclude, we consider emission of light ($`\pi K,\eta ,\rho ,\omega ,K^{}`$) mesons directly from the surface of quark-gluon plasma in the case of its creation in nucleus-nucleus collision. These mesons are continuously emitted from the surface of QGP due to fly-out of quarks and gluons from pre-surface region, their hadronization and subsequent escape from hot matter without interactions. Direct mesons give unique opportunity to test the pre-surface layer of QGP via strongly interacting particles. We evaluated yields of direct and freeze-out mesons in SpS, RHIC and LHC energies, and find, that direct mesons considerably contribute to the total meson emission – their contributions reach $`0.5`$ of total yield. Moreover, direct hadrons dominate over freeze-out ones in the soft part of spectrum, what result in enhancement of low $`p_t`$ $`\eta `$ and heavier meson productions, what, as we have shown, can not be explained within pure hadronic gas scenario and can be considered as QGP signature. We argue, that such effect is the result of two natural assumptions: first – there is approximate thermodynamic equilibrium, that is, there is no drops of matter with extremely low temperature; second – quark or gluon loses part of its energy during hadronization on the plasma surface. The value of enhancement depends on the details of the model, however, one can not change it significantly within reasonable models.

This research was supported by grants RFFI 96-15-96548 and INTAS 97-158.


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# Variable stars in the field of the globular cluster E3

## 1 Introduction

We present the results of a search for variable stars in the faint sparse globular cluster E3, located at $`\alpha _{2000}=9^h20^m59^s`$, $`\delta _{2000}=77\mathrm{°}16\mathrm{}57\mathrm{}`$. The cluster was discovered on the ESO B Schmidt Survey of the Southern Sky by Lauberts (1976). The first $`BV`$ photometry of the cluster was presented by van den Bergh, Demers & Kunkel (1980). Numerous candidates for blue stragglers were identified. The photoelectric photometry of Frogel & Twarog (1983) confirmed this finding. A subsequent study by Hesser et al. (1984) using $`UBV`$ photoelectric and photographic observations showed a sparsely populated subgiant branch in the color-magnitude diagram. The first CCD photometry for E3 in the $`BV`$ bands, obtained with the CTIO 4m telescope, was published by McClure et al. (1985). These observations suggested the presence of a second sequence of stars $`0.75`$ mag. above the cluster main sequence, interpreted as evidence for a significant population of binary stars in E3. The cluster was further studied by Gratton & Ortolani (1987), who provided new $`BV`$ CCD photometry from the 2.2m telescope at ESO.

## 2 Observations and Data Reduction

The data for this project was obtained with the Las Campanas Observatory 1.0m Swope telescope during two separate runs: from April 11 to 21, 1996 and from May 16 to 27, 1996. For the first few nights of the April run the telescope was equipped with the TEK1 1024x1024 CCD camera giving a pixel scale of $`0.70\mathrm{}/pixel`$. On the night of April 14 the camera was switched to the TEK3 2048x2048 CCD with a pixel scale of $`0.61\mathrm{}/pixel`$. During the May run the FORD 2048x2048 CCD camera with a pixel scale of $`0.41\mathrm{}/pixel`$ was used.

The main observing target on both runs was the M4 globular cluster. Several exposures of E3 were taken at the beginning of most nights. A total of 121 long ($`400÷900sec`$) exposures were taken in the $`V`$ filter (33, 42 and 46 with TEK1, TEK3 and FORD, respectively), six short ($`35÷120sec`$) exposures in $`V`$ (2 with TEK1, 4 with FORD), two $`600sec`$ exposures in $`I`$ (TEK1) and two $`480sec`$ exposures in $`B`$ (TEK1).

The preliminary processing of the CCD frames was done with the standard routines in the IRAF-CCDPROC package.111IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the NSF The images from the TEK3 camera were clipped to a size of 1024x1024 pixels2 to cover roughly the same field as the TEK1 images. Due to the high degree of psf variability on the images taken with the FORD camera, only the central 800x800 pixel2 sections were used.

Photometry was extracted using the Daophot/Allstar package (Stetson 1987). A PSF varying linearly with the position on the frame was used. The PSF was modeled with a Moffat function. Stars were identified using the FIND subroutine and aperture photometry was measured with the PHOT subroutine. Approximately 40 bright isolated stars were initially chosen by Daophot for the construction of the PSF. Of those the stars with profile errors greater than twice the average were rejected and the PSF was recomputed. This procedure was repeated until no such stars were left on the list. The PSF was then further refined on frames with all but the PSF stars subtracted. This procedure was applied twice. The PSF obtained in the above method was then used by Allstar in profile photometry.

The image where the most stars were identified was chosen as the template. The template star list was then transformed to the $`(X,Y)`$ coordinate system of each of the frames and used as input to Allstar in the fixed-position mode. The output profile photometry was transformed to the common instrumental system of the template image and then combined into a database. The databases were created for the long ($`400900sec`$) exposures in the $`V`$ filter only.

## 3 Variable stars

We have followed the procedure for selecting variables given in Kaluzny et al. (1998), where it is described in detail. From the 1541 stars in the $`V`$ database 11 variable star candidates were selected. After the rejection of stars with noisy and/or chaotic light curves we were left with two variables. Their periods were refined using the analysis of variance method, as described by Schwarzenberg-Czerny (1989). These two variables were confirmed with ISIS - the image subtraction package (Alard & Lupton 1998, Alard 1999). No other variables were detected using this method.

In Figure 2 we present the phased $`V`$ light curves of the two variables. Table 1 lists the parameters of these variables: name, period, $`V`$ magnitude ($`V`$ for the pulsating variable, $`V_{max}`$ for the eclipsing binary), the $`BV`$ and $`VI`$ colors. The variables are indicated by open circles on the finding chart in Figure 1.

V1 is a pulsating variable, most likely of the SX Phe type, judging from its short period (0.0853 days) and the shape of its light curve. V2 is an eclipsing binary with a period of 0.4490 days. Its light curve shows an absence of the constant light phase, indicating that it is a W UMa type variable.

We have used the period-luminosity calibration for SX Phe stars derived by McNamara (1997) to estimate the distance modulus to V1:

$$M_V=3.725\mathrm{log}P1.933$$

Adopting a value of reddening E(B-V)=0.30 (Harris 1996) we obtain a distance modulus $`(m_VM_V)_0=14.46`$. This value is in agreement with the distance moduli found in literature: 14.55 - van den Bergh et al. (1980), 14.4 - Frogel & Twarog (1983), 14.2 - Gratton & Ortolani (1987), indicating that V1 is located at the same distance as the cluster.

The following period-color-luminosity calibrations for W UMa type eclipsing binaries derived by Rucinski (2000) were applied to V2:

$$M_V^{BV}=4.44\mathrm{log}P+3.03(BV)_0+0.12$$

$$M_V^{VI}=4.43\mathrm{log}P+3.63(VI)_00.31$$

The fact that $`BV`$ and $`VI`$ colors were determined at random phase should not influence the outcome substantially, as in the case of contact binaries the color does not change significantly throughout the cycle. Using a value of $`E(VI)=1.28E(BV)`$ (Schlegel et al. 1997) we obtained a distance modulus of 15.42 mag. from the first calibration and 14.83 mag. from the second. The variable appears to be located behind the cluster, in the Milky Way halo.

## 4 Color-magnitude diagrams

To construct the color-magnitude diagrams we combined pairs of long exposures in the $`BVI`$ filters. The transformation from instrumental magnitudes to the standard system was derived from the observations of the Landolt fields (Landolt 1992). The following relations were adopted:

$`v=V0.0189\times (BV)+const`$
$`bv=0.9359\times (BV)+const`$
$`v=V0.0182\times (VI)+const`$
$`vi=0.9843\times (VI)+const`$
We have compared our $`BV`$ photometry with that of McClure et al. (1985). The average differences in $`V`$ magnitude and $`BV`$ color were computed for 6 selected stars in the range $`15.5V19.25`$ and were found to be $`\mathrm{\Delta }V=0.02\pm 0.014`$ and $`\mathrm{\Delta }(BV)=0.04\pm 0.080`$.

The colors and magnitudes for variable stars were determined following a different procedure. For variable V1 its average magnitude $`V`$ was used to place it on the CMDs. V2 was plotted with its magnitude outside of the eclipses $`V_{max}`$. To derive the colors we used the single $`B`$ and $`I`$ exposures and interpolated the $`V`$ magnitudes from the nearest exposures in $`V`$ to those epochs. The final values of $`BV`$ and $`VI`$ were taken as the average of two color determinations, with the average scatter of 0.04 mag.

The resultant $`V/BV`$ and $`V/VI`$ color-magnitude diagrams are shown in Figure 3, with the variable V1 denoted by an open circle and V2 by an open square. Only stars within $`2\mathrm{}`$ of the cluster center are plotted. Both variables are located among candidate blue stragglers, although V2 appears to be located behind the cluster, based on the distance modulus determination in the previous section.

The cluster main sequence is apparent in both diagrams. It exhibits considerable scatter and there is some indication of a second sequence running above it, although not as clear as in Figure 3 of McClure et al. (1985). This would indicate that E3 could possess a significant population of binary stars. This is in agreement with the idea proposed by van den Bergh et al. (1980) that severe tidal stripping had depleted the cluster in single stars, leading to an increased binary frequency.

A gap in the main sequence near the turnoff, at $`V19.5`$ is visible in both CMDs. This has been previously noted by McClure et al. (1985) and shown to be more of a visual effect, as no significant discontinuities are present in the cumulative luminosity function for stars on the main sequence (Figure 6 therein). This result is confirmed by our analysis.

The subgiant and lower giant branches are also discernible in the diagrams, although they show substantial scatter. This is regarded as a real feature of the cluster, as commented in literature (i.e. Hesser et al. 1984). A number of stars blueward of the turnoff are present, possibly blue stragglers belonging to the cluster, as first noted by van den Bergh et al. (1980).

## 5 Conclusions

Our variability search in E3 resulted in the discovery of two variable stars: an SX Phe variable (V1) and a W UMa eclipsing binary (V2). We have applied period-luminosity and period-color-luminosity relations to the variables to obtain their distance moduli. V1 seems to be a blue straggler belonging to E3, based on its distance modulus and location on the CMD. V2 is probably located behind the cluster.

We would like to thank Krzysztof Z. Stanek for his error scaling, database manipulation and period finding programs and Grzegorz Pojmański for $`lc`$ \- the light curve analysis utility, incorporating the analysis of variance algorithm. BJM and JK were supported by the polish KBN grant 2P03D003.17 and by NSF grant AST-9819787.


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# Untitled Document

hep-ph/0002297

The Cosmological Constant
From The Viewpoint Of String Theory

Edward Witten

Dept. of Physics, Cal Tech, Pasadena, CA 91125

and

CIT-USC Center For Theoretical Physics, USC, Los Angeles CA

The mystery of the cosmological constant is probably the most pressing obstacle to significantly improving the models of elementary particle physics derived from string theory. The problem arises because in the standard framework of low energy physics, there appears to be no natural explanation for vanishing or extreme smallness of the vacuum energy, while on the other hand it is very difficult to modify this framework in a sensible way. In seeking to resolve this problem, one naturally wonders if the real world can somehow be interpreted in terms of a vacuum state with unbroken supersymmetry.

Lecture at DM2000, Marina del Rey, February 23, 2000.

On leave from Institute for Advanced Study, Princeton NJ 08540.

March, 2000

The problem of the vacuum energy density or cosmological constant – why it is zero or extremely small by particle physics standards – really only arises in the presence of gravity, since without gravity, we don’t care about the energy of the vacuum. Moreover, it is mainly a question about quantum gravity, since classically it would be more or less natural to just decide – as Einstein did – that we do not like the cosmological constant, and set it to zero.

Classically, it may involve some fine-tuning to set the cosmological constant to zero, but once this is done, that is the end of the story. Quantum mechanically, it will not help to just set the cosmological constant to zero in a microscopic Lagrangian. The observed value of the vacuum energy density potentially includes contributions from things such as loops of soft photons. The puzzle is why the vacuum energy is so small after including all of these contributions.

As the problem really involves quantum gravity, string theory is the only framework for addressing it, at least with our present state of knowledge. Moreover, in string theory, the question is very sharply posed, as there is no dimensionless parameter. Assuming that the dynamics gives a unique answer for the vacuum, there will be a unique prediction for the cosmological constant.

But that is, at best, a futuristic way of putting things. We are not anywhere near, in practice, to understanding how there would be a unique solution for the dynamics. In fact, with what we presently know, it seems almost impossible for this to be true, rather as a few years ago it seemed almost impossible that the different string theories would turn out – as they have – to be limiting cases of one more unified theory.

Not understanding why the cosmological constant is zero, or extremely small, is in my opinion the key obstacle to making the models of particle physics that can be derived from string theory more realistic. In fact, as I will explain, that has been true since 1985.

Any time that one does not understand something, one can point to details that do not work. It is always important to identity what is wrong qualitatively and gives the best clue to possible future progress.

Let me give an analogy. In the early 1980’s, it ws fairly clear that string theory gave consistent models of quantum gravity and that in that framework, one was forced to unify gravity with other forces. Many details were not right, but the most striking qualitative problem was that in the models of particle physics that could be derived from string theory at that time the weak interactions would have to conserve parity. Parity violation in weak interactions is deeply embedded in the standard model, and the inability to reproduce it is a much more basic problem than an inability to compute the correct mass of the muon, for example.

When this problem was cleared up, by the Green-Schwarz generalized anomaly cancellation mechanism in 1984, many other things fell into place – including the discovery of the heterotic string shortly afterwards – and the particle physics models became much more realistic.

Since that time, the outstanding qualitative problem has been the cosmological constant, or more exactly, why it is zero or extremely small after supersymmetry breaking. Broadly speaking, models of particle physics derived from string theory work fine in the absence of supersymmetry breaking; but we do not have a convincing method of supersymmetry breaking. Hence, we can give a reasonably elegant (though not rigorous) explanation of quark and lepton gauge interactions and family structure. But we cannot say very much about masses or mixing angles.

The basic diagnostic test for knowing that a wrong mechanism of supersymmetry breaking is wrong is that it generates a cosmological constant. On this basis, all the known approaches to supersymmetry breaking are wrong. Thus, the cosmological constant is the main clue to improving the particle physics models.

Without supersymmetry breaking, there is no problem in getting a stable vacuum with zero cosmological constant. If $`\varphi `$ is a generic scalar field and $`V(\varphi )`$ is the effective potential, then with unbroken supersymmetry one can naturally have a stable minimum of $`V(\varphi )`$ at which $`V=0`$. (In the abstract, unbroken supersymmetry allows negative $`V`$ as well, but when one actually tries to construct string theory models that could reproduce the supersymmetric standard model – for example via Calabi-Yau compactification – one naturally finds $`V=0`$.)

Known mechanisms of supersymmetry breaking typically give an unstable runaway, with $`V`$ positive but vanishing as $`\varphi `$ goes to infinity, or else they give a $`V`$ that is not positive definite. (The runaway involves one or more scalars, depending on the model considered. I will use “$`\varphi `$” as a generic label for such scalars.) This is linked to the fact that the mechanisms of supersymmetry breaking that we understand generally turn off when the string coupling constant goes to zero or a compactification radius goes to infinity. And there generally is a scalar field $`\varphi `$ that controls the string coupling constant or compactification radius. So supersymmetry breaking turns off as $`\varphi `$ goes to infinity .

Scenarios with an unstable runaway have been considered by many physicists over the years. As far as I know, such scenarios were first considered by Dirac in his approach to the large numbers problem. In recent years, experimental evidence for a nonvanishing cosmic energy density in today’s universe has suggested that (as an alternative to a true cosmological “constant”) the actual universe may be undergoing such a runaway. Such scenarios have been much discussed (along with other possible cosmic components of negative pressure) under the name “quintessence.” A discussion of the observational situation can be found in . These issues will be further addressed by other speakers at the present meeting.

Going back to string theory, in view of the remarks in the last paragraph, supersymmetry breaking mechanisms that lead to an unstable runaway – $`V(\varphi )`$ has its minimum at $`\varphi =\mathrm{}`$, where it vanishes – should be considered seriously. But there are severe difficulties with them. First of all, as $`\varphi \mathrm{}`$, we need the bose-fermi mass splittings to vanish fast enough relative to the vanishing of $`V(\varphi )`$. This is simply the cosmological constant problem restated for the case of a runaway solution rather than a stable vacuum. Known supersymmetry breaking mechanisms fail this test.

Moreover, even if we can arrange for $`V(\varphi )`$ to vanish fast enough for large $`\varphi `$, compared to the mass splittings, this kind of scenario has to face acute obstacles. Unless we restrict the couplings of $`\varphi `$ in a way that has no apparent rationale in mechanisms of supersymmetry breaking that I can think of, we will find that as $`\varphi `$ varies, the natural “constants” will change in time. We are at risk of finding $`\dot{G}/G`$ and $`\dot{\alpha }/\alpha `$ close to $`\dot{\varphi }/\varphi `$ (here $`G`$ is Newton’s constant, measured in units in which $`\mathrm{},`$ $`c`$, and the proton mass are fixed; $`\alpha `$ is the fine structure constant). By making $`V`$ sufficiently flat so that $`\dot{\varphi }/\varphi `$ is sufficiently small, and making the couplings of $`\varphi `$ sufficiently weak, we can perhaps bring $`\dot{G}/G`$ and $`\dot{\alpha }/\alpha `$ within acceptable limits.

Even so, we will still, in general, be in trouble because if $`V`$ is so flat and $`\dot{\varphi }`$ so small as such a scenario will require, then $`\varphi `$ will behave in laboratory and solar system measurements as a massless field. We will generically expect that coherent and perhaps even spin-dependent forces mediated by $`\varphi `$ will show up in tests of the equivalence principle, solar system tests of General Relativity, and perhaps in “fifth force” measurements. I actually personally find it very surprising, if nature is exhibiting a runaway with cosmic evolution of a scalar field $`\varphi `$, that the effects of the $`\varphi `$ field have not been seen directly already in one or more of the experiments that I have mentioned.

Especially if experimental indications of a cosmological “constant” hold up, I think that experiments that will improve the bounds on $`\varphi `$ couplings are important and promising. One proposal, for example, is a satellite measurement (STEP) that could possibly improve the tests of the equivalence principle by a factor of $`10^6`$. This would improve the bounds on the couplings of $`\varphi `$ by a factor of $`10^3`$. The bound at present is roughly speaking that the couplings of $`\varphi `$ are a couple orders of magnitude smaller than gravitational coupling. In string theory, a $`\varphi `$ field typically has a coupling not much weaker than gravity, and suppression of the $`\varphi `$ couplings relative to gravity puts a severe restriction on the model. From this perspective, in runaway scenarios it would be surprising if $`\varphi `$ exists and would not be detected in an experiment that would improve the test of the equivalence principle by a factor of $`10^6`$.

I have emphasized scenarios with a runaway because I think that they are suggested by experimental findings of possible cosmic acceleration. One advantage of a runaway rather than a true cosmological “constant” is that, by analogy with a zero cosmological constant scenario first outlined by Dyson many years ago \[3,,4\], in a runaway scenario, life can possibly adapt and survive and develop forever by working at lower and lower temperatures and with longer and longer time and length scales. A strict cosmological constant would bring all this to a grim end by introducing effective length and time cutoffs. On the other hand, as I have also tried to explain, the difficulties with runaway scenarios are so severe that one would probably have to find something really interesting and new to get a scenario that works.

I should also mention an alternative (which still fits within the general rubric of “quintessence”) which is less ambitious and dramatic than the runaway but faces much less severe experimental difficulties. We could assume that the potential $`V(\varphi )`$ has a stable minimum at which it vanishes, but that the actual universe has not yet reached the minimum because the potential is very flat. For example, $`\varphi `$ might be an axion-like field, which in particular is angle-valued. The potential, coming from instantons, might be something like $`V(\varphi )=V_0(1\mathrm{cos}\varphi )`$, with $`V_0`$ a constant. I have adjusted an additive constant in $`V`$ so that the true minimum of the potential (at $`\varphi =0`$) has $`V=0`$ and zero cosmological constant. Either because $`V_0`$ is very small or the universe started near the top of the potential bump at $`\varphi =\pi `$ (or both), $`\varphi `$ might still in today’s universe be away from the minimum of the potential and very slowly changing so that it imitates a cosmological constant. Axion-like fields that get exponentially small potentials of roughly this kind do occur in many string models. If the universe is near the maximum of the potential today, or at least not too close to the minimum, then $`V_0`$ should be of order the observed vacuum energy density. A priori, this involves some fine-tuning, as does any description of a tiny but nonzero vacuum energy density. Such a scenario is not as challenging conceptually as a runaway. However, it has the practical advantage that there are mechanisms for suppressing the axion couplings to ordinary matter that would not apply to moduli that might lead to a runaway. Hence, in this kind of scenario, the experimental limits on light scalars are potentially much less problematic. In such a scenario, theorists would need to focus on why the true cosmological constant is exactly zero and why there is an axion with the right value for $`V_0`$.

What about other scenarios? Interestingly, I cannot think of any known assumption or approximation in string theory that leads to the most obvious interpretation of recent experimental findings: a stable vacuum with a positive cosmological constant. There certainly is not an attractive known way to do this, and we certainly don’t have the techniques at the moment to find such a vacuum in which, in addition, the cosmological constant is extremely small and the particle physics is attractive.

We do have stable vacua with negative cosmological constant (and sometimes unbroken supersymmetry). Such vacua presumably do not describe the real world, but exploring them has been in the last few years, beginning with Maldacena’s proposed duality , an arena for amazing theoretical advances. From this work has come new approaches to nonperturbative description of quantum gravity, understanding of quark confinement in terms of properties of black holes, and more.

What I have said so far has been very general. In the concluding portion of this talk, I will make a few remarks on some specific approaches to the cosmological constant problem. First of all, the problem is hard because of the following set of facts:

(1) Solving the problem seems to require a low energy mechanism – to cancel contributions of loops of soft photons, for example.

(2) But low energy physics in the standard framework of four-dimensional effective field theory does not seem to offer a solution to the problem. For a review of these issues, see .

(3) It is very hard to change the low energy framework in a sensible way, given all of the familiar successes.

Faced with this conundrum, one way out (eloquently described by Weinberg in the lecture before mine) is an anthropic principle. This entails abandoning the quest for a conventional scientific explanation and interpreting the smallness of the cosmological constant as a necessary feature of our local environment, without which our human species could not have developed to ponder the question. I very much hope that things will not go that way, for several reasons. First, I think we need the cosmological constant as a clue to understand particle physics better; if the cosmological constant must be treated anthropically – and the approximate vacuum we live in is drawn fortuitously from an ensemble – I am not optimistic about how well we will be able to understand the aspects of particle physics that are not explained by the standard model. Second, I think we all prefer to see a conventional scientific explanation because it gives more understanding. Time and again the quest for a conventional scientific explanation has triumphed over seemingly impossible obstacles. And finally, I want to ultimately understand that, with all the particle physics one day worked out, life is possible in the universe because $`\pi `$ is between 3.14159 and 3.1416. To me, understanding this would be the real anthropic principle. I don’t want to lose it.

On the other hand, it is not clear to me which alternative approaches to the cosmological constant are actually worth mentioning in the ten minutes remaining. I will make a slightly eccentric choice, guided by the following considerations.

Supersymmetry, if unbroken, would give a natural explanation of the vanishing of the cosmological constant.1 This is not automatic, since unbroken supersymmetry can coexist with negative cosmological constant, as I have mentioned earlier. But in many situations, with higher dimensions, chiral symmetries, natural microscopic constructions via Calabi-Yau manifolds, etc., unbroken supersymmetry does make vanishing of the cosmological constant natural. It seems a pity to waste it.

Moreover, unbroken supersymmetry, if valid, give a natural explanation of the stability of spacetime. This last point perhaps needs some explanation. The Einstein action $`d^4x\sqrt{g}R`$ has no obvious positivity or stability property. Positive energy of classical General Relativity can nonetheless be proved – for instance, using the possibility of extending the classical theory to include fermions in a supersymmetric way. But positive energy and stability of the vacuum fail in many plausible extension of General Relativity such as nonsupersymmetric Kaluza-Klein theory \[7,,8\]. I think it is a mystery why any nonsupersymmetric string vacuum would be stable. Hence, I wonder if we can somehow make use of the vacua with unbroken supersymmetry to describe nature.

Moreover, a decade ago, one might have hoped that the supersymmetric string vacua were nonperturbatively inconsistent. It has become pretty clear with all the results of the 1990’s on nonperturbative string dualities that this is not so. If they are consistent, it is a shame to waste them.

Can we somehow reinterpret the real world in terms of unbroken supersymmetry, suitably construed, even though the boson and fermion masses are different?

I know of two tries in this direction. Both involve relating the observed $`D=4`$ universe to a world of a different dimension. One scenario starts with $`D<4`$, and the other starts with $`D>4`$.

For the first scenario , we consider a supersymmetric string vacuum in $`D=3`$ (or similarly in $`D<3`$) with the dilaton or string coupling constant $`g`$ as the only modulus. Despite the supersymmetry of the vacuum, because of a peculiar three-dimensional infrared divergence, the boson and fermion masses are not equal – they are equal at tree level, but are split by gravitational corrections.

We assume that, for example because of a discrete $`R`$-symmetry, the cosmological constant vanishes. Now we take $`g\mathrm{}`$. We have learned in the 1990’s that sometimes when a coupling constant goes to infinity, a new dimension of spacetime opens up. Let us assume this occurs in the present case. The cosmological constant will remain zero because it is zero for all $`g`$. Conceivably, as $`g\mathrm{}`$, the boson and fermion masses (which were unequal for all finite nonzero $`g`$) remain unequal. To know, we would need some new insight about dynamics. If so, the $`g\mathrm{}`$ limit would be a four-dimensional world with vanishing cosmological constant and unequal bose-fermi masses. It is not obvious that it could be interpreted, in a dual description, as a four-dimensional world with conventional spontaneously broken supersymmetry, but perhaps this is also possible.

Are there any models that actually exhibit the rather optimistic dynamics that I have just suggested? One reason that it is hard to be find out is that models whose nonperturbative dynamics we know something about usually have many moduli and can undergo partial or complete decompactification even for weak coupling. Because of the way the scenario depends on an infrared divergence that is limited to $`D3`$, I think that it is unlikely that the desired dynamics will occur in any model that can undergo partial decompactification to $`D4`$ at fixed coupling. This will make it hard to learn in the near future with known methods if the scenario does work as hoped.

Now, I will discuss an alternative idea, based on a suggestion by Gregory, Rubakov, and Sibiryakov . They proposed a scenario in which the world looks four-dimensional up to a very large (presumably cosmological) length scale $`R`$, but above that length scale is $`D`$-dimensional with $`D5`$. A discussion of the model aiming to verify that it has the claimed quasi four-dimensional behavior can be found in .

Since the GRS scenario does not obey the usual assumptions of four-dimensional low energy effective field theory, which lead to the cosmological constant problem, we should naturally reexamine the problem in this scenario. (In fact, this was done independently in a paper  that appeared on the hep-th bulletin board the same day this talk was given. In this paper, it is also claimed that the GRS scenario leads to scalar-tensor gravity rather than pure tensor and so is excluded experimentally.)

For our purposes, we will start with a world of $`D5`$ with unbroken supersymmetry. For example, to be definite, we will take $`D=5`$. We assume that the five-dimensional cosmological constant vanishes. (This is natural in some supergravity models in five dimensions, and would, according to Nahm’s theorem, automatically occur in all supersymmetric models in $`D8`$.) We assume that we live on a four-dimensional “brane” which is nonsupersymmetric (that is, non-BPS). This assumption makes the observed macroscopic four-dimensional physics nonsupersymmetric . It is natural for the brane to be flat because this gives a minimal volume hypersurface in five-dimensional Minkowski space.

So we naturally get a flat four-dimensional world with unequal masses for bosons and fermions. But do we observe four-dimensional gravity? The idea of GRS was to get approximate four-dimensional gravity by “localizing” a graviton on the brane along the lines of Randall and Sundrum . The GRS idea can be illustrated with a metric of the general form

$$ds^2=dr^2+\left(e^{2r/r_0}+ϵ\right)\underset{i=1}{\overset{4}{}}dx_idx^i.$$

Here $`r0`$; there is some sort of “brane” at the $`r=0`$ boundary of spacetime. If $`ϵ=0`$, this metric describes a portion of five-dimensional Anti de Sitter space, with negative cosmological constant. We could get more of Anti de Sitter space by continuing to $`r=\mathrm{}`$. According to the AdS/CFT correspondence, quantum gravity in this five-dimensional spacetime (with $`\mathrm{}<r<\mathrm{}`$) is equivalent to an ordinary four-dimensional conformal field theory, without gravity. The four-dimensional world is the virtual “boundary” at $`r=\mathrm{}`$. Randall and Sundrum truncated the Anti de Sitter space to $`r0`$, and observed that in this case one does get dynamical four-dimensional gravity.2 To be more precise, one gets four-dimensional gravity coupled to a cutoff version of the conformal field theory; the low energy physics is conventional four-dimensional physics with General Relativity coupled to some massless matter fields that are governed by a nontrivial infrared fixed point. The cusp-like behavior of the metric for $`r=+\mathrm{}`$ corresponds in the AdS/CFT correspondence to the nontriviality of the IR fixed point. In particular, if $`ϵ=0`$, a four-dimensional graviton is “localized” near $`r=0`$.

GRS modified this scenario by taking $`ϵ`$ nonzero but tiny. As long as $`e^{2r/r_0}>>ϵ`$, the correction is unimportant. This bound on $`r`$ means that if the four-dimensional lengths are not too large, the physics will look effectively four-dimensional, just as if $`ϵ=0`$. However, if we take $`r\mathrm{}`$, the $`ϵ`$ term dominates and the metric becomes five-dimensional Minkowski space. Hence, at very long distances, the world is effectively five-dimensional. (I have parametrized the correction in a way that makes it appear that extreme fine-tuning is required to get $`ϵ`$ sufficiently small. GRS present the discussion in a way that makes this look more plausible, though their analysis has a “negative energy” problem that I will mention later.)

One apparent problem with this scenario (apart from possible issues raised in ) is that it cannot be realized with matter fields that obey even the weakest form of a positive energy condition that is usually considered physically acceptable, which is that the stress tensor $`T_{ij}`$ obeys $`n^in^jT_{ij}0`$ for any lightlike vector $`n`$. Indeed, given this energy condition, one can prove a “holographic $`c`$-theorem” in the AdS/CFT correspondence \[15--17\]. The $`c`$-theorem says that as one flows to large $`r`$, the effective five-dimensional cosmological constant can only become more negative. Any metric that looks like the ultraviolet end of Anti de Sitter space near $`r=0`$, and like five-dimensional Minkowski space near $`r=+\mathrm{}`$, violates this bound. In fact, a general five-dimensional metric with four-dimensional Poincaré symmetry can be put in the form

$$ds^2=dr^2+e^{2A(r)}\underset{i=1}{\overset{4}{}}dx_idx^i,$$

with some function $`A(r)`$. As shown in section 4.2 of , the weak energy condition implies that $`A^{\prime \prime }0`$. This inequality makes it impossible to have a metric that behaves qualitatively like (1) in the whole range of $`r0`$. This point has been made independently in .

GRS in fact incorporated a brane of negative tension in their construction of the model. This is one way to violate the weak energy condition. It seems likely that the physics with violation of the weak energy condition is unstable. I do not know if, starting in $`D>5`$, it is possible to get a metric of the qualitative form needed for the GRS scenario while also respecting the weak energy condition.

I will conclude by briefly mentioning some other interesting recent developments that were omitted in the actual talk at DM2000 for lack of time. On the one hand, there are recent proposals \[18,,19\] attempting to use a five-dimensional solution with a singularity (as well as a brane on which standard model fields are localized) to get a small cosmological constant. The behavior of these models will depend very much on what assumption is made about the physics of the singularity. Note that one should not expect that a generic singularity will turn out to have any sensible physical interpretation at all. Elliptic equations (such as the ones that describe time-independent solutions of General Relativity) have an abundance of singular solutions, and only special ones can be given a physical interpretation at the quantum level.

I will make a digression on this point. A familiar example of a singular solution that should not be given a physical interpretation is the singular Dirac monopole solution of QED. We do not want to predict magnetic monopoles in QED with a mass that (in units of the electron mass) would only depend on the fine structure constant! By contrast to this example, all of the singular charge-bearing “brane” solutions of ten and eleven-dimensional supergravity have turned out to be approximations to objects that actually exist in the pertinent quantum theories. Apart from the fact that fortune sometimes favors the brave, why did this occur? I think it may be that in the presence of gravity, since a charge-bearing singularity can be hidden behind a black hole horizon, objects carrying all of the gauge charges must exist. This contrasts with QED which does not include gravity and does not have magnetic monopoles. In any event, the generic singularity of a time-independent solution of General Relativity is much “worse” – much less likely to have a quantum interpretation – than the minimal charge-bearing singularities.

So the singularities encountered in \[18,,19\] may well not have any sensible physical interpretation at all, especially in cases in which (as described in the second paper in ) the singular solution has a modulus that controls the four-dimensional cosmological constant. If the solution with the singularity were physically sensible, one would expect the modulus to correspond to a physical field, which would then relax to minimize the vacuum energy – not necessarily reaching the value zero.

If a singularity does have a physical interpretation in terms of four-dimensional effective field theory, perhaps with some fields supported near the singularity, this still seems likely at best to lead to a restatement of the problem of the cosmological constant, in a new context. The best hope might be that the framework of low energy effective four-dimensional field theory would somehow break down because of the behavior near the singularity, perhaps leading to something roughly along the lines of GRS.

Finally, another interesting development is the study of nonplanar loop diagrams in noncommutative geometry . A surprising connection between infrared and ultraviolet dynamics was found, wherein what would usually be regarded as the ultraviolet region of a Feynman diagram produces infrared singularities. This evades the usual renormalization group thinking by means of which one usually deduces an effective low energy field theory description – which leads to trouble with the cosmological constant. (However, the specific phenomenon found in  can be described in a low energy effective field theory, albeit one that contains fields that one might not expect.) As has been noted by the authors of , such an IR/UV connection might, if other elements fall into place, be an ingredient in an eventual solution of the cosmological constant problem.

This work was supported in part by NSF Grant PHY-9513835 and the Caltech Discovery Fund.

References

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