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# High Magnetic Field Behaviour of the Triangular Lattice Antiferromagnet, CuFeO2

## I Introduction

Compounds of the ABO2-type with the delafossite structure provide good examples of antiferromagnets on a triangular lattice, presenting the opportunity to study the influence of geometrical frustration on these magnetic systems . Unlike the well-studied quasi one-dimensional ABX3-type hexagonal antiferromagnets (where A is an alkali metal, B is a bivalent metal of the $`3d`$ group and X is a halogen) , the ABO2 materials are mostly quasi two-dimensional and are highly frustrated between neighbouring triangular layers as well as within a layer. The study of the magnetic properties of ABO2 compounds has been somewhat hampered by the absence of good quality single crystals. However, recent progress in crystal growth for one of the members of the delafossite-family, CuFeO2 , has revived the interest in this compound and generated a “second wave” of publications dealing with its magnetic properties .

Despite recent efforts, the situation regarding the magnetic properties of CuFeO2 is far from clear. An earlier powder neutron diffraction study  claimed to observe two successive magnetic transitions at $`T_{N1}=16`$ K and $`T_{N2}=10`$ K to a collinear spin structure with a monoclinic unit cell ($`\sqrt{7}a\times \sqrt{7}a\times 2c`$, five spins in a layer) and an orthorhombic unit cell ($`\sqrt{3}a\times 2a\times 2c`$, four spins in a layer) respectively . All the spins were found to be parallel to the $`c`$-axis and an Ising nature for the exchange interactions has been suggested, although that would be unusual for the $`{}_{}{}^{6}S`$ state of Fe3+ ions. Further neutron powder diffraction measurements as well as the single crystal susceptibility and Mössbauer effect studies  also showed two successive phase transitions, however it was suggested that the intermediate temperature (IT) phase is a partially disordered phase, where 1/5 of the magnetic moments remain paramagnetic. The presence of disordered spins in the IT phase agrees with the heat capacity data , but contradicts the simple mean-field theory for the Ising antiferromagnet on a triangular lattice which suggests a partially disordered phase, where one third of the spins are paramagnetic, rather than one fifth.

The most interesting effects have been found when CuFeO2 is placed in a magnetic field. As many as five spin-flop like magnetisation anomalies have been observed for a field applied along the $`c`$-axis (at 8, 13, 22, 26, 42 and 70 T) , while for $`Hc`$, a phase transition has been found at 24 T. Monte Carlo simulation results have suggested that in order for a collinear structure to be stable in zero field  and also undergo several phase transitions in applied field, the second neighbour exchange, $`J_2`$, as well as the third neighbour exchange, $`J_3`$, have to be unusually strong in comparison with the main nearest-neighbour exchange interaction $`J_1`$: $`J_2/J_1`$=0.5 and $`J_3/J_1`$=0.75. Although a theoretical model with such parameters produces a somewhat similar magnetisation curve, comparable values of the exchange interactions $`J_1`$ and $`J_3`$ for magnetic moments separated by twice the distance seems to be suspicious. In fact, weak interplane interactions which have been neglected in this study might play an important role in the formation of the long range magnetic order.

The exact magnetic structure of the IT phase is still a subject of discussion. Submillimeter wave ESR measurements  have discovered an easy-plane antiferromagnetic resonance mode which could not be explained in the partially disordered model suggested by previous powder neutron diffraction experiments. Recently the first single crystal neutron diffraction study  has shown that between $`T_{N1}`$ and $`T_{N2}`$ a quasi-long range amplitude-modulated magnetic structure exists. This structure has an incommensurate, temperature dependent, propagation vector $`(qq0)`$ with $`q`$ ranging from 0.19 to 0.22.

The crystal structure of CuFeO2 belongs to the space group $`R\overline{3}m`$ with $`a`$=3.03 Å and $`c`$=17.09 Å in the hexagonal description. The structure consists of hexagonal layers of Cu, O and Fe with a stacking sequence of O2- \- Fe3+ \- O2- \- Cu+ \- O2- \- Fe3+ \- O2- along the $`c`$ axis, where the triangular lattice of magnetic Fe3+ ions are separated by nonmagnetic ionic layers of Cu+ and O2-, see Fig. 1. Therefore, a quasi two-dimensional character for the magnetic exchange interactions is the most likely situation, however no actual measurements of the exchange parameters have been reported so far and the extent of the low-dimensionality of the system remains unknown.

In this paper we report on single crystal heat capacity, magnetisation and neutron diffraction measurements. Our main experimental efforts were focused on the properties of the low-temperature (LT) collinear phase in a magnetic field applied either parallel or perpendicular to the $`c`$-axis. We find that contrary to previous suggestions  a field-induced phase transition from a collinear 4-sublattice state to a 5-sublattice state occurs only when an applied magnetic field exceeds the value of the second critical field, $`H_{c2}13.2`$ T, rather than the first one, $`H_{c1}7.6`$ T. The exact nature of the phase transition at $`H_{c2}`$, however, remains unclear.

## II Experimental Details

Polycrystalline CuFeO2 was synthesised starting from stoichiometric quantities of the oxides CuO and Fe2O3. A mixture of the oxides was first reacted at 800C for 15 hours in air followed by 24 hours in flowing nitrogen gas with intermediate grindings. Rods of diameter 8-10 mm and length 8-10 cm were then isostatically pressed from the reacted powder, and sintered at 950C in flowing nitrogen gas. Single crystals of CuFeO2 were grown by the floating zone method using a four mirror image furnace (model CSI FZ-T-10000-H-IV-VPS). The rods were rotated at 30 rpm and the growth was carried out at 1 mm/h, in 1 atmosphere of argon gas with a flow of 0.3 l/min. The crystals produced had facets and the growth axis was found to be inclined to the $`c`$-axis at approximately 10 degrees.

The specific heat measurements in zero field were made in the temperature range 2 to 20 K using a standard heat pulse-relaxation method and from 20 to 305 K using an adiabatic technique. The data were collected while warming the sample.

The magnetisation data, $`MvsH`$ and $`MvsT`$, were collected using an Oxford Instruments vibrating sample magnetometer in an applied field of up to 12 T. For both the specific heat and magnetisation measurements we have used small (5 to 40 mg) plate-like samples that were cut from the crystal used for neutron scattering experiments. The absolute accuracy of the magnetisation measurements was better than 1%. The crystals were aligned with an accuracy of 1-2.

The neutron scattering measurements were carried out using the E1 triple-axis spectrometer at the Berlin Neutron Scattering Center, HMI, Germany. The spectrometer was used in the double-axis mode, with a pyrolytic graphite (002) monochromator providing a neutron wavelength of 2.42 Å. A pyrolytic graphite filter was installed in the incident beam to remove higher order contamination.

The single crystal sample of almost cylindrical shape (13.5 mm in length and 6.5 mm in diameter) was aligned in a vertical field cryomagnet VM-1 in two different orientations. In the first case the horizontal scattering plane contained the $`(hk0)`$ reflections and in the second case the $`(hhl)`$ reflections. The horizontal collimation was 40’–80’–40’, typical counting times were 1 to 5 seconds at each point.

## III Experimental Results

### A Low temperature specific heat data

The low-temperature specific heat measurements of the CuFeO2 single crystal (see Fig. 2) show a remarkable difference between the two magnetic phase transitions. The first transition into the IT phase is marked by a broad peak in the specific heat at a temperature of around 14 K. The second transition into the LT phase is accompanied by a much sharper, more intense peak at $`T11`$ K.

Previous thermal analysis measurements  claimed that the magnetic entropy associated with the anomaly in the heat capacity around $`T_{N2}`$ is attributable to the disordering of one-fifth of the Fe3+ spins. However, this conclusion seems to be based on an unreliable estimate of the heat capacity baseline (see Fig. 3 in Ref. ). The data presented here suggests that nearly one third of the Fe3+ spins are disordered by the time the temperature is increased to $`T_{N2}`$. This observation is in good agreement with the value expected from the simple mean-field theory for an Ising antiferromagnet on a triangular lattice.

Our high-temperature specific heat data indicate that CuFeO2 has a relatively high Debye temperature, $`\theta _D600`$ K. Therefore, the phonon contribution to the specific heat at low temperatures is negligibly small compared to the magnetic contribution. The presence of short range magnetic correlations dominates the heat capacity at all temperatures up to 40 K, well above the magnetic ordering temperature. In fact only about three quarters of the magnetic entropy is recovered at $`T<T_{N1}`$, as shown on the inset to Fig. 2, while the remaining quarter of the entropy is spread over $`T>T_{N1}`$. The lattice contribution to the entropy, which does not exceed 2% of the total entropy at all temperatures shown on Fig. 2, has been neglected in these calculations.

### B Magnetisation data

The first order nature of the lower temperature phase transition is clear from the temperature dependence of the magnetisation data. $`M_{Hc}`$ exhibits a dramatic jump at $`T_{N2}`$, while a small kink at $`T_{N1}`$ became obvious only after differentiation of the data (see Fig. 3).

An interesting feature was noticed when the sample was warmed and then cooled in an applied magnetic field. If the field is below a spin-flop phase transition at $`H_{c1}`$, then the hysteresis in the magnetisation is evident only around $`T_{N2}`$, while in a field above $`H_{c1}`$ the magnetisation curves $`M(T)`$ for increasing and decreasing temperature are significantly different for all temperatures below $`T_{N2}`$. These results are consistent with the neutron diffraction data (see below).

In a low applied field CuFeO2 is magnetically highly anisotropic. This can be seen from the $`MvsH`$ measurements for $`Hc`$ and $`Hc`$ (Fig. 4). Note that the experimentally observed ratio of the susceptibilities parallel and perpendicular to c, $`\chi _{}/\chi _{}`$0.12 is inconsistent with the 120 triangular magnetic structure, where the value of 0.5 is expected at zero temperature. The magnetic anisotropy decreases abruptly in a field above the spin-flop phase transition at $`H_{c1}=7.6(3)/7.1(3)`$ T, however it does not disappear completely as expected for a simple three-dimensional collinear antiferromagnet. Even at $`H=10`$ T $`M_{Hc}`$ is still only 73% of $`M_{Hc}`$. It would be very interesting to see whether $`M_{Hc}`$ and $`M_{Hc}`$ do become equal in some higher field (above the second and possibly third transition fields, $`H_{c2}`$ and $`H_{c3}`$) or if they remain different, as has been found in the easy-plane ABX3-type antiferromagnets .

### C Neutron diffraction data

#### 1 $`(hhl)`$ scattering plane, $`Hc`$.

In zero magnetic field the LT magnetic structure is characterised by the appearance of magnetic Bragg reflections at the positions $`(\frac{2n+1}{4}\frac{2n+1}{4}\frac{6m+3}{2})`$, where $`n`$ and $`m`$ are integers, in accordance with observations by Mitsuda et al. . The application of a magnetic field up to 14.5 T along a direction perpendicular to the scattering plane does not change visibly the position, intensity or width of these peaks – the 4-sublattice magnetic structure below $`T_{N2}`$ remains unchanged by a field applied perpendicular to the $`c`$-axis.

At an intermediate temperature, $`T_{N2}<T<T_{N1}`$, the 4-sublattice magnetic structure is replaced by an incommensurate phase, in which the magnetic Bragg reflections occur at positions $`(qq\frac{6m+3}{2})`$, where $`m`$ is an integer and the value of $`q`$ is temperature dependent and ranges from 0.19 to 0.225. In the vicinity of $`T_{N2}`$ and $`T_{N1}`$ the width of the magnetic peaks is not resolution limited, which suggests the absence of true long-range magnetic ordering. However at all temperatures away from the phase boundaries, that is at 11 K$`<T<`$ 13 K, the width of the magnetic peaks is resolution limited. It is worth noting, that at $`T=10.5`$ K, both commensurate and incommensurate peaks are present in the diffraction pattern. These results are in general agreement with the previous findings of Mitsuda et al. .

As with the LT phase, the application of a magnetic field $`Hc`$ does not affect the characteristics of the IT phase. It only marginally decreases the temperature of the incommensurate to commensurate phase transition, $`T_{N2}`$, lowering it to 10 K in 14.5 T.

#### 2 $`(hk0)`$ scattering plane, $`Hc`$.

In zero magnetic field no purely magnetic reflections have been found in the $`(hk0)`$ scattering plane. On the application of a magnetic field above 13 T along the $`c`$-axis at low temperature, scans in the $`(hk0)`$ plane of the reciprocal lattice revealed new magnetic Bragg peaks at position $`(\frac{n}{5}\frac{m}{5}0)`$, where $`n`$ and $`m`$ are nonzero integers and $`n+m`$ is even. This observation suggests that the magnetic field induces a transition from a purely antiferromagnetic ordering in zero field to an ordering with a ferromagnetic component along the $`c`$-axis.

The transition to the high-field phase is accompanied by a significant hysteresis, of about 0.5 T. The transition field and also the hysteresis width gradually decrease as the temperature increases, though even at $`T=8.1`$ K, a temperature relatively close to the phase transition point $`T_{N2}`$, the hysteresis amounts to only 0.2 T. We have found no indication of any short range order within the high field induced magnetic phase – the widths of the new magnetic peaks are resolution limited. The field dependence of the integrated intensity of one of the peaks, $`(\frac{1}{5}\frac{1}{5}0)`$, is shown on Fig. 5. The rest of the $`(\frac{n}{5}\frac{n}{5}0)`$-type peaks behave similarly.

The temperature dependence of the intensity, width and positions of the $`(\frac{n}{5}\frac{n}{5}0)`$ peaks show remarkable variations in behaviour for different values of $`n`$. Fig. 6 shows the temperature dependence of the integrated intensity and also of the position in the reciprocal lattice, $`n`$, for the two such peaks, with $`n1`$ and $`n2`$. Initially the sample was cooled down to 2 K in a zero field, and then the magnetic field was increased to 14.5 T. Warming the sample above $`T_{N2}`$ in the magnetic field results in a shift of the peak positions from $`(\frac{1}{5}\frac{1}{5}0)`$ to $`(0.225,0.225,0)`$ and from $`(\frac{2}{5}\frac{2}{5}0)`$ to $`(0.385,0.385,0)`$. The higher temperature peaks are still located along the $`(hh0)`$ direction. When the sample was cooled back down to 2 K in an applied magnetic field, the first peak with $`n1`$ and originally in the $`(\frac{1}{5}\frac{1}{5}0)`$ position has only regained approximately half its full integrated intensity and has remained in the incommensurate position (0.203(1),0.203(1),0). For the second reflection with $`n2`$ the loss of integrated intensity was significantly smaller, while the change of its position from commensurate $`(\frac{2}{5}\frac{2}{5}0)`$ to incommensurate (0.396(1),0.396(1),0) was still evident (see Fig. 6). Other peaks of $`(\frac{n}{5}\frac{m}{5}0)`$-type demonstrate similar history dependence, e.g. as a result of thermal cycling in a field, the $`(\frac{3}{5}\frac{3}{5}0)`$ peak shifts its position to $`(0.604,0.604,0)`$ and the $`(\frac{4}{5}\frac{4}{5}0)`$ peak to $`(0.795,0.795,0)`$.

At temperatures below the magnetic ordering an unusual behaviour of the $`(110)`$ peak has been observed. In zero magnetic field the intensity of this peak increases in the IT phase and then remains almost constant in the LT phase. When the crystal was aligned with the $`c`$-axis in the horizontal plane the overall gain in intensity amounted to nearly 10% of the nuclear intensity at $`T>T_{N1}`$. A much more pronounced gain in intensity of the same peak has been seen when the crystal was aligned with the $`c`$-axis vertical (see Fig. 7). In this case the integrated intensity at $`T=2`$ K is more than doubled compared to the intensity at $`T>T_{N1}`$. An abrupt change in slope in the intensity versus temperature curve is clearly visible at $`T=T_{N2}`$. In an applied magnetic field this kink gradually disappears, so that at $`H=14.5`$ T no anomaly associated with $`T_{N2}`$ is visible.

Mitsuda et al. have also detected a significant increase of the $`(110)`$ peak intensity and have attributed this to a dramatic variation of the crystal mosaic, based on the fact that $`(110)`$ is not present in the neutron powder data . We note that the observed change in width of the $`(110)`$ peak is only 7% and that the other possible explanations of this effect could be either multiple scattering involving magnetic peaks or a truly magnetic nature of the $`(100)`$ peak. The former suggestion is complicated by the fact that the strongest observed magnetic peak is only half the magnitude of the gain in intensity of the $`(110)`$ peak. The latter suggestion has to be dismissed on the basis of a polarised neutron scattering experiment. The results of this experiment show that for the $`(110)`$ reflection the ratio of the neutron scattering intensities with the spin flipper on and off remains practically unchanged when passing through the phase transition temperatures, $`T_{N1}`$ and $`T_{N2}`$. Therefore further investigations of the nature of the low-temperature behaviour of the $`(110)`$ peak are required.

## IV Discussion and Conclusions

We have noted in the Introduction that it is fairly unusual for the $`{}_{}{}^{6}S`$ state of Fe3+ ions to develop exchange interactions of the Ising-type, suggested by the previous investigations . On the other hand, it is also hard to imagine how a magnetic system with more degrees of freedom (Heisenberg or XY-type) could demonstrate as many as six first order-type phase transition in an applied magnetic field. The most likely answer to this puzzle is the presence in CuFeO2 of sufficiently strong competition between the easy-axis anisotropy and the exchange interactions. Therefore it is essential to describe the magnetic phase diagram of CuFeO2 as accurately as possible and to compare it to similar systems in order to place CuFeO2 into the general picture of highly frustrated magnets.

An overall phase diagram of CuFeO2 for a magnetic field applied along the hexagonal axis is shown in Fig. 8. It contains a high temperature paramagnetic phase, an intermediate temperature incommensurate magnetic phase and also three different commensurate magnetic phases at low temperature. Contrary to previous results , we find no evidence of shorter-range magnetic order in the IT phase at all temperatures except very close to the phase boundaries. At low temperature a magnetic field above $`H_{c2}13.2`$ T induces a magnetic state characterized by an ordering wavevector $`𝐪=(\frac{1}{5}\frac{1}{5}0)`$.

The nature of the lower-field phase transition at $`H_{c2}7.6`$ T is less clear. In order to judge whether it involves Heisenberg degrees of freedom or corresponds to an Ising type rearrangement of the $`𝐪=(\frac{1}{4}\frac{1}{4}\frac{3}{2})`$-structure, we would need to make a survey of all the magnetic peak intensities. To do this it would be necessary to measure scattering in the $`(hhl)`$ plane while the magnetic field is applied along the $`c`$-axis, which means that the field must be applied in the horizontal plane. No such facilities are currently available.

Surprisingly enough the magnetic phase diagram of CuFeO2 more closely resembles the $`HT`$ phase diagrams of the rare-earth intermetallic compounds , rather than those of the ABX3-type stacked triangular Ising antiferromagnets , such as CsCoBr3 and CsCoCl3. In particular, an incommensurate magnetic ordering occurring in rare-earth intermetallic compounds at $`T_{N1}`$ exhibits at some lower temperature a transition to a simpler structure with a shorter period. This happens because in the case of axially anisotropic systems, an incommensurate or long-period commensurate modulated structure is unstable at 0 K . At lower temperature an applied magnetic field lowers the free energy of the incommensurate phases more rapidly than that of the simple commensurate phases, therefore a reappearance of the incommensurability is often observed in these compounds in a magnetic field.

Splitting of $`T_N`$ is also a common feature for ABX3-type stacked triangular Heisenberg antiferromagnets with an easy-axis type of anisotropy , however their behaviour in an applied magnetic field are profoundly different to that of CuFeO2. Their magnetisation curves demonstrate only one spin-flop transition at a critical field $`H_c`$ for a field applied along the hexagonal axis and the absence of any transitions for the field applied perpendicular to this axis. In addition, in ABX3-type systems the application of a magnetic field results in a decrease of the temperature difference between two phase transition, $`T_{N1}T_{N2}`$, while for CuFeO2 the effect is the opposite – an applied magnetic field stabilises an intermediate incommensurate structure.

In high magnetic field both magnetisation and neutron diffraction measurements show an unusual history dependence. Cooling the sample in a high magnetic field results in a higher net magnetisation and also in the locking of the magnetic peaks in the incommensurate positions.

We should also mention the possibility of a high sensitivity of the magnetic properties of CuFeO2 to the presence of chemical impurities  and to the sample preparation technique. The results of Mitsuda et al.  appear to be somewhat sample dependent. Our own magnetisation measurements have revealed a significant ferromagnetic component in the net magnetisation of those single crystals that have been obtained from our early attempts of crystal growth, before the growth conditions were optimised. The results of measurements of magnetisation, heat capacity and neutron diffraction on optimally prepared crystals, however, are self-consistent and also sample independent.

In conclusion, we have presented the results of neutron elastic scattering measurements, heat capacity and magnetisation studies on a single crystal of CuFeO2, a quasi two-dimensional antiferromagnet on a triangular lattice. These measurements have allowed a detailed study of the unusual low temperature magnetic properties of CuFeO2 in an applied magnetic field of up to 14.5 T.

## V Acknowledgements

This work was supported by the Engineering and Physical Sciences Research Council. O. P. acknowledges financial support by the Hahn-Meitner-Institut, Berlin.


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# EPR effect in gravitational field: nature of non-localityPublished in Phys. Lett. A269, 204-208 (2000)

## 1 Introduction

The Einstein-Podolsky-Rosen (EPR) effect (paradox)  demonstrates, as is commonly believed, a sort of quantum non-locality because the measurement of one of the two spatially separated systems changes the state of the other provided that they are in an entangled state. This can be described as a quantum correlation of the systems. We shall clarify the nature of this non-locality by considering the EPR effect for spinning particles propagating in an external gravitational field. It is not evident that the correlation must exist in this case because there is no ‘natural’ correspondence between the directions in the two spatially separated regions in a curved space-time. We shall however see that an approximate correlation may exist even in this case and that the correlated directions are connected with each other by the parallel transport along the world lines of the particles.111In quantum mechanics the concept of a world line may be introduced in the framework of an approximation, see later. This proves that the apparent non-locality is in fact of a local nature.

It is well known that the EPR effect may be realized with the help of two spin 1/2 particles forming in the decay of a scalar particle and therefore having correlated spin projections. In this case the measurement of the spin projection of the first particle resulting say in $`m_z^{(1)}=1/2`$ (spin up) makes the spin projection of the other particle definite, $`m_z^{(2)}=1/2`$ (spin down), which may be verified by its measurement.

This phenomenon is well understood and easily explained by the consideration of the state of both particles after the decay:

$$\frac{1}{\sqrt{2}}\left(|_1|_2|_1|_2\right).$$
(1)
This so called entangled state means that the projections of the spins of both particles on the same axis $`z`$ are correlated: the measurement of them always gives opposite results. After some period of free evolution the particles may have moved far away from each other, but the spin state of both particle and therefore the correlation of the spin projections will be the same.

The localization of the particles in two spatially separated regions (the key point for the EPR paradox) is no obstacle for a correct formulation of such a correlation ‘in ordinary conditions’. Indeed, the statement “two particles located in different space regions have opposite spin projections on axis $`z`$” has quite a definite meaning under the condition that the gravitational field acting on the particles is negligible.

The situation however radically changes if the particles move in a substantial gravitational field. In this case the statement “If $`m_z^{(1)}=1/2`$, then $`m_z^{(2)}=1/2`$” has no sense for spatially separated particles, because, in the absence of teleparallelism, the axis $`z`$ in the region where the second particle is located may be chosen independently of the $`z`$ axis in the vicinity of the first particle.

The following questions naturally arise: 1) Does a quantum correlation maintain between the spins of two particles when the particles move in a gravitational field and 2) if it exists, how may this correlation be specified (what directions in the two distant regions are correlated)? We shall consider these questions first on the intuitive level and then in the framework of the path-integral description of a spinning particle in an external gravitational field (in a curved space-time). The conclusion will be that the correlation is in this case approximate and has to be formulated with the help of the parallel transport along the trajectories (world lines) of the correlated particles.

## 2 Arguments of plausibility

Let in a space-time point O a spin-0 particle decay forming two particles of spin 1/2, which then propagate to the space-time points A1, A2. If this takes place in the flat (Minkowski) space-time (see Fig. 1 left), then, because of the teleparallelism, a single, globally defined reference frame may be defined in the space-time. The axis $`z`$ chosen in point A1 may correctly be used in an arbitrary point in the whole space-time. Therefore, no question arises as to what is the $`z`$-direction in the point A2. The correlation between the two particles may be described in terms of this common $`z`$-direction as it has been made in Introduction.

If however the space-time is curved (Fig. 1 right), then the $`z`$-direction defined in a certain manner in point A1 does not determine any $`z`$-direction in other points, among them in point A2.

The reason for this difficulty is that there is no global notion of the $`z`$-direction or more generally of spacial directions or space-time directions. Such notions may be introduced in an arbitrary (space-time) point A with the help of a local frame $`n`$, which is a basis of the tangent space to the curved space-time in the given point. However local frames in different points may be chosen independently of each other, so there is no natural correspondence between the local frame $`n_1`$ in the point A1 and the local frame $`n_2`$ in the point A2.

The correlation between the spin projections in the points A1 and A2 can be formulated only if some unambiguous correspondence is established between local frames $`n_1`$ and $`n_2`$ in the points A1 and A2 in such a way that the choice of one of them determines the other. This correspondence must be based on some essential features of the physical process under consideration.

If a certain curve connecting the points A1 and A2 is chosen, then the correspondence between $`n_1`$ and $`n_2`$ may be established with the help of the operation of parallel transport along this curve. It is quite evident that the only relevant curve for this aim is the curve A1OA2 composed of the world lines of the particles, so it is natural to choose this curve for the parallel transport of the local frames.

Thus, it seems plausible that the EPR correlation in a gravitational field is the following. Choose an arbitrary local frame $`n_1`$ in point A1 and define the spin projection of the first particle with respect to the $`z`$-axis of this local frame. Then perform the parallel transport of this local frame to the point O along the curve A1O (the world line of the first particle but passed backwardly in time) and then along the world line OA2 of the second particle to the point A2. A local frame $`n_2`$ in the point A2 results. Define a spin projection of the second particle with respect to the $`z`$-axis of this frame. The correlation formulated in Introduction should exist between the thus defined spin projections.

This scheme seems plausible, but of course it must be proved in the framework of the dynamical consideration. Particularly, it has to be justified 1) that the operation of parallel transport must be taken to identify $`z`$-directions in the locations of the two particles and 2) that the curve for this parallel transport must be composed of the world lines of the particles. Moreover, in the plausible formulation we used the purely classical notion of a world line of a particle which may only approximately be applied in the case of quantum particles. These points will be made more precise in the next section in the course of the dynamical consideration on the basis of the path- integral approach. It will be shown that the above-mentioned correlation may actually arise for particles in a gravitational field, but only approximately, if the particles are localized around the points O, A1, A2 in regions which are narrow in comparison with the distances OA1 and OA2. In the general case the correlation of spin projections emerging in the decay is destroyed during the propagation of the particles in the gravitational field.

## 3 Dynamical proof

In this section we shall shortly introduce a formalism for the description of a relativistic spinning particle moving in a curved space-time. Then this formalism will be applied to analyze EPR corralations in a curved space-time.

### 3.1 The evolution of a relativistic spinning particle

Let $`\psi (x)`$ (with $`x`$ being a space-time point) is an arbitrary solution of the (covariant) Klein-Gordon (KG) equation and $`U(x,x^{})`$ an arbitrary Green function of this equation:

$`(\mathrm{}+m^2)\psi (x)`$ $`=`$ $`0,`$ (2)
$`(\mathrm{}+m^2)U(x,x^{})`$ $`=`$ $`i\delta (x,x^{}).`$ (3)
Then for an arbitrary four-dimensional region $`\mathrm{\Omega }`$ having a characteristic function $`\eta _\mathrm{\Omega }(x)`$ (the function which is equal to unity in $`\mathrm{\Omega }`$ and zero outside) the following relation holds:

$$i_\mathrm{\Omega }\sigma ^\mu ^{}U(x,x^{})\underset{\mu ^{}}{\overset{}{}}\psi (x^{})=\eta _\mathrm{\Omega }(x)\psi (x).$$
(4)
Here the three-dimensional integration over the boundary $`\mathrm{\Omega }`$ of $`\mathrm{\Omega }`$ is performed with the measure determined by the three-form

$$\sigma _\mu =\frac{1}{6}\sqrt{g(x)}ϵ_{\mu \nu \sigma \lambda }dx^\nu dx^\sigma dx^\lambda ,$$
(5)
$`_\mu `$ is a covariant derivative and $`\underset{\mu }{\overset{}{}}`$ denotes

$$\phi (x)\underset{\mu }{\overset{}{}}\psi (x)=\phi (x)_\mu \psi (x)(_\mu \phi (x))\psi (x).$$

The relation (4) may be derived from Eq. (3).

Let $`\mathrm{\Omega }`$ be a 4-dimensional region containing the point $`x`$ and restricted by two space-like surfaces, one in the future and the other in the past of $`x`$. Then the integral (4) is performed over these two surfaces. However for a positive-frequency solution of the KG equation (describing a particle but having no counterpart related to an antiparticle)222The positive-frequency function is defined in the region of interest (where the particle propagates) if a time-like Killing vector field exists in this region. and for $`U(x,x^{})`$ being the causal propagator the integral over the future surface is zero. Therefore, only the integral over the past surface $`S`$ survives in this case (this may be interpreted as the property of positive frequencies to propagate only forward in time):

$$\psi ^{(+)}(x)=i_{S<x}\sigma ^\mu ^{}U(x,x^{})\underset{\mu ^{}}{\overset{}{}}\psi ^{(+)}(x^{}).$$
(6)
This is the evolution law for a relativistic particle which may have non-zero spin. To analyze the problem of correlation we need to investigate properties of the propagator $`U(x,x^{})`$. We shall do this with the help of the path-integral presentation of this propagator.

### 3.2 The path integral for the propagator

Different and not always equivalent definitions of the path integral in a curved space-time may be given . We shall use the definition of  which is equivalent to that one in .

It turns out that it is much simpler to give a path-integral representation not for the causal propagator $`U(x,x^{})`$ (which is a 2-point function) but for the corresponding integral operator $`U`$ defined as follows:

$$(U\phi )(x)=d^4x\sqrt{g(x)}U(x,x^{})\phi (x^{}).$$
(7)
The path-integral definition of this operator may be given in the following way . First the operator $`U`$ may be expressed in terms of the operator $`U_\tau `$ depending on ‘proper time’ $`\tau `$ (which is sometimes called historical time or simply fifth parameter ):

$$U=_0^{\mathrm{}}𝑑\tau e^{im^2\tau }U_\tau .$$
(8)
The operator $`U_\tau `$ may be expressed in the form of a path integral:

$$U_\tau =d[\xi ]e^{(i/4)_0^\tau 𝑑\tau \dot{\xi }^\alpha \dot{\xi }_\alpha }D[\xi ].$$
(9)
Here the integration is carried out over all paths $`[\xi ]`$ in Minkowski space. Paths may be defined as elements of the group of paths (classes of continuous curves)  or simply as continuous curves having the fixed initial point (say, the origin of Minkowski space) and an arbitrary final point. The covariant displacement operator $`D[\xi ]`$ is defined as an ordered exponential of the integral along $`[\xi ]`$:

$$D[\xi ]=P\mathrm{exp}\left(_{[\xi ]}𝑑\xi ^\alpha _\alpha \right).$$
(10)
This is in fact the operator of parallel transport along those curves in the curved space-time which have the curve $`[\xi ]`$ (in Minkowski space) as their evolvent, see . The integral in Eq. (10) includes the operator of the covariant derivative but carrying the Lorentzian index $`\alpha `$ instead of the world index $`\mu `$ :

$$(_\alpha \phi )(x)=n_\alpha ^\mu (x)(_\mu \phi )(x).$$
(11)
This formula makes use of a field $`n(x)=\{n_\alpha ^\mu (x)\}`$ of local frames (a section of the fiber bundle of orthonormal local frames) which may be chosen arbitrarily and then used in this and the subsequent formulas. For the spinning particle corresponding to the representation $`D`$ of the Lorentz group, the covariant derivative $`_\mu `$ with the world index $`\mu `$ is defined as follows333We make use here of the conventional definition of the covariant derivative instead of the equivalent definition in terms of the fiber bundle of local frames which has been used in :

$$(_\mu \psi )(x)=\left[\frac{}{x^\mu }+\stackrel{~}{D}(M_\mu (x))\right]\psi (x)$$
(12)
where $`\stackrel{~}{D}`$ is the representation of the Lorentzian Lee algebra corresponding to the representation $`D`$ of the Lorentz group. The matrix $`M(x)`$ belonging to the Lorentzian Lee algebra is

$$\left[M_\mu (x)\right]_\beta ^\gamma =\left(n^1\right)_\nu ^\gamma \left[\frac{n_\beta ^\nu (x)}{x^\mu }+n_\beta ^\sigma \mathrm{\Gamma }_{\mu \sigma }^\nu (x)\right].$$

The ‘propagator depending on the proper time’ $`U_\tau (x,x^{})`$ satisfies the relativistic Schrödinger equation:

$$(\mathrm{}i\frac{}{\tau })U_\tau (x,x^{})=0.$$
(13)
It has no direct physical interpretation, but it is exploited as an intermediate step for the definition of the causal propagator $`U(x,x^{})`$. As a consequence of Eq. (13) and the definition (8), the causal propagator $`U(x,x^{})`$ satisfies Eq. (3), i.e., it is a Green function of the KG equation.

### 3.3 Analysis of the propagator

We see that the evolution (6) of the particle is described by the propagator which is expressed in the form of a path integral by Eqs. (789) containing the operator (10) of parallel transport. Let us assume that the initial state of the particle is localized in a rather small region of the spacelike surface $`S`$ which may be, in a reasonable approximation, presented by a single point (the point O in Fig. 1) and the final state is also concentrated in a small region (near the point A1 or A2) of the corresponding space-like surface.

It is known that the main contribution to the path integral is given by those paths which are close to geodesic lines (this is valid if the initial and final points are not too close to each other). Let us assume (this assumption will be discussed later) that the uncertainties of the position in the initial and in the final state of each particle are small in comparison with the distance between its initial and final positions. Then all the paths which substantially contribute to the path integral for the given particle are close to the same geodesic, namely the geodesic line connecting the point of the initial localization O of the particle with the point of its final localization (A1 or A2). Let us denote the corresponding geodesics as $`\gamma _1`$=OA1 and $`\gamma _2`$=OA2. Therefore, all paths essentially contributing to the evolution of the particle are close to $`\gamma _1`$ for the first particle and close to $`\gamma _2`$ for the second particle.

The contribution of each path in Eq. (9) is expressed through the parallel transport along this path. For the paths giving the main contribution (close to the geodesic $`\gamma _1`$ or $`\gamma _2`$) the corresponding parallel transports are close to the parallel transport along the corresponding geodesic, $`\gamma _1`$ for the first particle and $`\gamma _2`$ for the second particle. Therefore, we are led to the following conclusion: If the initial spin state of the particle is described by a function referred to some local frame $`n_0`$ in the initial point O, then the final spin state is approximately described by the same function but referred to the local frame (in the final point A1 or A2) which is obtained from $`n_0`$ by the parallel transport along the corresponding geodesic $`\gamma _1`$ or $`\gamma _2`$. Let us denote the resulting local frames $`n_1`$ for the first particle and $`n_2`$ for the second particle.

Summing up, the spin state of the first particle in the final point A1is described by the same function as in the initial point O but if the initial spin state refers to the local frame $`n_0`$ and the final spin state refers to the local frame $`n_1`$ obtained from $`n_0`$ by parallel transport along $`\gamma _1`$. The same is valid also for the second particle, but with $`n_2`$ and $`\gamma _2`$ instead of $`n_1`$ and $`\gamma _1`$.444This statement may be technically elaborated, most conveniently with the help of wave functions defined as functions on the fiber bundle of local frames. A spin state of a localized particle may be described by a function on the corresponding fiber of local frames in the point of localization. If a reference local frame is given, then the function on the fiber (representing the spin state) is reduced to the function on the Lorentz group. The same function on the Lorentz group but referring to the parallelly transported local frame will present the final spin state of the particle.

This evidently justifies the statement made in Sect. 2 about EPR correlations in a gravitational field. Indeed, the correlation between spin states of the two particles is formed at the moment of their formation at a single point O. Then the particles propagate to different points A1, A2. If this propagation may, in a good approximation, be presented as the propagation of the localized states along the geodesics $`\gamma _1`$ and $`\gamma _2`$, then the spin state of each particle will be parallelly transported into the new point of localization along the corresponding geodesic. The correlation of the initial spin states is described with reference to the same local frame $`n_0`$ (at the point O which is common for both particles). Therefore the correlation between the final spin states must be described in just the same way but with reference to the parallelly translated local frames (correspondingly $`n_1`$ and $`n_2`$). The relation between these local frames is evident: $`n_2`$ may be obtained from $`n_1`$ by the parallel transport backward along the world line OA1=$`\gamma _1`$ of the first particle (which results in $`n_0`$) and then forward along the world line OA2=$`\gamma _2`$ of the second particle. Finally $`n_2`$ is the parallel transport of $`n_1`$ along the curve A1OA2=$`(\gamma _1)^1\gamma _2`$.

The preceding conclusions were based on the assumption that the initial state of each particle is localized in a rather small region and the propagation of each particle may, in a good appoximation, be presented by a single path coinciding with the corresponding geodesic line. Let us discuss this assumption.

At the first glance it is hardly possible to justify the assumption that the evolution of each particle may be accurately enough presented by only one geodesic $`\gamma _1`$ or $`\gamma _2`$. Indeed, because of the uncertainty of the initial linear momentum the localization in the final point is poorer than it is in the initial point; the longer period of propagation the poorer the localization. The particle may be considered localized about the final point A1 or A2 only if the period of propagation is rather short. However for a short period of evolution it is impossible to neglect the paths which strongly deviate from geodesics. This leads to a contradiction which hardly may be resolved.

In this latter argument we refer to the final localization which is the result of the free evolution. This localization is poor because of the spreading of the wave packet. However, what we really need is the localization of the particles in the measurement here under consideration. Let not only the spin projections, but simultaneously with this the coordinates of the particles are measured. Then the resulting uncertainty of the coordinate will be determined by the precision of the measurement of the coordinate. In other words, in the process of the measurement of the spin projection the particle may be localized in an arbitrarily narrow region about the point A1 or A2 (these points are determined only in the process of this localization during the measurement of the spin projections). In this case only those paths in the path integral are relevant which lead to this region. We may conclude then that only a rather narrow bunch of paths contributes to that component of the state which is essential for the analysis. If the region of the final localization is narrow enough, then all relevant paths are close to the corresponding geodesic ($`\gamma _1`$ or $`\gamma _2`$), so the assumption we have accepted in the analysis of the spin corelation is justified.

This completes the dynamical proof of the statement which has been fromulated in Sect. 2 on the basis of plausible arguments.

It is of course possible that one meets another situation when the assumption taken above is invalid. Let the localization of the particles (initially or finally or both) be not enough strong to justify the approximation of a single path. Then we have to apply a more strict approximation taking into account more than one path of propagation of each particle. In this case the initial correlation between the spin projections of the two particles (necessarily resulting in the decay of a scalar particle) is destroyed in the course of the propagation. The longer the propagation and the stronger the gravitational field, the poorer is the correlation. In general the EPR correlation between spin projections does not exist.

## 4 Conclusion

The conclusion drawn from the previous consideration may be formulated as follows. What is usually called quantum non-locality (or the correlation of the EPR type) is in fact a correlation between the results of the measurements of two spatially separated systems. However this apparently non-local phenomenon is preceded by 1) establishing the correlation between the two systems in a single point O (locally) and then 2) bringing the correlated systems to the separated points A1 and A2 during the evolution (propagation). Both operations are local. Thus, the final correlation is prepared in the course of the local processes.

This is made explicit by the above consideration of the EPR effect in an external gravitational field. We have seen that the spin states of the particles in the points A1 and A2 are correlated if they are referred to such local frames $`n_1`$ and $`n_2`$ in these points that $`n_2`$ results from the parallel transport of $`n_1`$ along the line A1OA2 consisting of the two geodesics, OA1 and OA2.

Thus, in the case of the gravitational field (when there is no teleparallelism) the very specification of the correlation may be made only in terms of the world lines (classical trajectories) of the particles (essentially local objects). In general no EPR correlation exists in a gravitational field. The reason for this is that different local processes (essentially different paths) are coherently superposed.

ACKNOWLEDGEMENT

The work was supported in part by the Deutsche Forschungsgemeinschaft under grant 436 RUS 17/1/99.


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# Untitled Document

hep-th/0007212 IFP-0007-UNC HUB-EP-00/18 CPHT-RR 006.0300

Anomalous D-Brane Charge in F-Theory Compactifications

Björn Andreas1 bandreas@physics.unc.edu, supported by U.S. DOE grant DE-FG05-85ER40219, Gottfried Curio2 curio@physik.hu-berlin.de and Ruben Minasian3 ruben@cpht.polytechnique.fr

Department of Physics and Astronomy

University of North Carolina, Chapel Hill, NC 27599-3255, USA

Humboldt-Universität zu Berlin,

Institut für Physik, D-10115 Berlin, Germany

Centre de Physique Théorique, Ecole Polytechnique, F-91128 Palaiseau, France

Unité mixte du CNRS et de l’EP, UMR 7644

Tadpole cancellation in F-theory on an elliptic Calabi-Yau fourfold $`XB_3`$ demands some spacetime-filling three-branes (points in $`B_3`$). If moved to the discriminant surface, which supports the gauge group, and dissolved into a finite size instanton, the second Chern class of the corresponding bundle $`E`$ is expected to give a compensating contribution. However the dependence of D-brane charge on the geometry of $`W`$ and on the embedding $`i:WB_3`$ gives a correction to $`c_2\left(E\right)`$. We show how this is reconciled by considering the torsion sheaf $`i_{}E`$ and discuss some integrality issues related to global properties of $`X`$ as well as the moduli space of this object.

July, 2000

Two well-studied models for $`N=1`$ string compactifications are the heterotic string on a Calabi-Yau three-fold with a vector bundle embedded in $`E_8\times E_8`$ and $`F`$-theory on a Calabi-Yau four-fold $`X`$ (in the following when referring to cohomological formulas involving $`X`$ or couplings given by integration over $`X`$, we denote by $`X`$ the smooth resolved four-fold) \[1,,2,,3\] . In the last case $`X`$ is an elliptic fibration over $`B_3`$ which in turn is a $`𝐏^1`$ fibration4 The fibration structure of $`\pi :B_3B_2`$ is described  by assuming the $`𝐏^1`$ bundle over $`B_2`$ (with section $`r`$) to be a projectivization of a vector bundle $`Y=𝒪𝒯`$, where $`𝒯`$ is a line bundle over $`B_2`$ and the cohomology class $`t=c_1(𝒯)`$ encodes the $`𝐏^\mathrm{𝟏}`$ fibration structure. Let $`N`$ denote the normal bundle of $`W`$ in $`B_3`$ with $`c_1(N)=t`$ from $`rr=tr`$ (on the heterotic side $`t`$ indicates an asymmetry between the cohomological data of the two bundles  ). To explain this relation and also for later use let us look into the relevant geometry. Let $`𝒪(1)`$ be the line bundle on the total space of $`𝐏(Y)B_2`$ which is fibrewise the usual $`𝒪(1)`$. Let $`a,b`$ be homogeneous coordinates of $`𝐏(Y)`$ and think of $`a,b`$ as sections, respectively, of $`𝒪(1)`$ and $`𝒪(1)𝒯`$ over $`B_2`$ with Chern-classes $`r=c_1(𝒪(1))`$ and $`r+t=c_1(𝒪(1)𝒯)`$. Then the cohomology ring of $`B_3`$ is generated over the cohomology ring of $`B_2`$ by $`r`$ with the relation $`r(r+t)=0`$ (meaning that the divisors $`a,b`$ which are dual to $`r`$ resp. $`r+t`$ do not intersect). The Chern-classes of $`B_3`$ are then computed by applying the adjunction formula $`c(B_3)=(1+c_1+c_2)(1+r)(1+r+t)`$ (here unspecified Chern classes refer to $`B_2`$: $`c_i=c_i(B_2)=\pi ^{}(c_i(B_2))`$). over $`B_2`$ in such a way that $`X`$ is $`K3`$ fibered over $`B_2`$. Both of these models require in general for consistency the inclusion of some brane-impurities: the heterotic string leads to some five-branes because of anomaly cancellation  , and the $`F`$-theory vacuum leads to a number of space-time filling three-branes because of tadpole cancellation . These three-branes are located at points on the base $`B_3`$.

Let us briefly recall the possible contributions to the tadpole equation. The first one comes from the coupling

$$_{𝐑^3\times X}CI_8$$

Here we write the term on the level of M-theory. Corresponding terms involving a coupling of $`B^{NS}`$ with an 8-form in curvature in type IIA give rise to a 2D term . Lifting of such a term to F-theory is also possible , and gives rise to the above-mentioned tadpole. Indeed using $`_XI_8=\chi (X)/24`$ , one finds for the number of three-branes

$$n_3=\chi (X)/24$$

Similarly when one takes into account non-vanishing four-fluxes, the Chern-Simons coupling

$$_{𝐑^3\times X}CGG$$

also contributes to the number of three-branes  ($`G=\frac{1}{2\pi }dC`$)

$$\frac{\chi (X)}{24}=n_3+\frac{1}{2}_XGG$$

Here we consider the $`F`$-theory analog of $`M`$-theory four-flux in the limit that the area of the elliptic fibers is very small. The four form $`G`$ on $`X`$ can be expanded in terms of forms denoted by $`p_2,H_3`$ and $`g_4`$ (subscripts indicating the degree)

$$G=p_2\chi +\underset{i}{}H_3^i\theta ^i+g_4$$

where $`\chi `$ is an integral two-form generating the two-dimensional cohomology of the fibers and $`\theta ^i`$, $`i=1,2`$, is a basis of $`H^1(T^2)`$. Setting $`g=p=0`$ guarantees that $`G`$ is part of the primitive $`H^{2,2}(X)`$ cohomology and is odd under the fiber involution. In type IIB theory $`H`$ can be expressed in terms of the NS and Ramond three-form field strength $`H^{NS},H^R`$ and chosen to be an integral $`(2,1)`$ form, well defined up to $`Sl_2(𝐙)`$ transformations around the seven-brane loci. So $`GG`$ goes in the $`F`$-theory/type IIB limit to 5 We will not discuss here the special case where the four-flux is localized around fibers over $`W`$ and it lifts to the field strength of the corresponding gauge field (cf.  ) with $`GG`$ leading to the term $`c_2(E)`$.

$$\frac{1}{2}_XGG_{B_3}\frac{1}{\tau _2}H\overline{H}$$

with $`H=H^R\tau H^{NS}`$ and $`\overline{H}=H^R\overline{\tau }H^{NS}`$.

In case the point $`p`$ (which constitutes the compact part of the world-volume of a three-brane) lies not only in $`B_3`$ but actually in $`W`$, one can consider $`p`$ as a small instanton of an unbroken gauge group located in the (compact part $`W`$ of the) corresponding seven-brane world-volume, which corresponds to a component of the discriminant locus of the elliptic fibration. The discriminant locus in general decomposes into components (resp. seven-branes); for example matching the perturbative heterotic gauge content requires having three components, two of which carry the (unbroken heterotic) gauge group $`G_1\times G_2`$, and the third one - $`I_1`$ singular fibers. Here we will think of a situation where we have only two seven-branes with $`G_1`$ over $`W`$ and $`I_1`$ singularity located over $`D_1`$, corresponding to a heterotic bundle $`(V_1,E_8)`$) .

Note that in general the seven-branes are intersecting. In our context this means that the component $`W`$ of the discriminant which carries the $`G_1`$ singularity will intersect the component carrying the $`I_1`$ singularity. However, since only on $`W`$ a Chan-Paton bundle $`E`$ is switched on (the group of the $`I_1`$ surface is $`U(1)`$) at the moment we do not have to worry about intersections (but see remark 2).

One can also have an instanton in a rank $`rk(E)`$ bundle $`E`$ over $`W`$, breaking part of the $`F`$-theory gauge group $`G`$ associated with $`W`$ . Then the possibility of transitions where such an instanton becomes point-like and leaves the (part of the) discriminant surface $`W`$ in $`B_3`$ arises, leading to a further modification of the consistency condition

$$\frac{\chi (X)}{24}=n_3+_Wc_2(E)+_{B_3}\frac{1}{\tau _2}H\overline{H}$$

The last possibility fits with the general philosophy that one always has in connection with a D-brane a vector bundle over its world-volume. Moreover, one can nicely describe transitions associated with small instantons using this formula, balancing the instanton number with the number of three-branes.

However, it is known that the D-brane charge is given in terms of the topology of the embedded worldvolume $`W`$ ($`i:WB=B_3`$ )  and the topology of $`E`$

$$q=\mathrm{ch}(i_!E)\sqrt{\widehat{A}(B)}.$$

and thus in general one has to take into account in (1) the non-trivial effects associated with the embedding $`i`$. Then a general contribution to the tadpole is no longer just given by integrating, as in $`_Wc_2(E)`$, the top class of the bundle over the compact part of the world-volume, but should be deduced from the D3-brane coupling to D7 and is of the form

$$_{𝐑^\mathrm{𝟒}}A_4_WY_4$$

Here $`Y_4`$ denotes the degree four part of the anomalous coupling $`Y`$ given by \[15,,16,,14,,17\]

$$Y=ch(E)e^{\frac{1}{2}c_1(N)}\sqrt{\frac{\widehat{A}(W)}{\widehat{A}(N)}}$$

(with the A-roof genus given by $`\widehat{A}=1\frac{p_1}{24}+\mathrm{}`$ and the Chern character $`ch=rk+c_1+\frac{c_1^2}{2}c_2+\frac{c_1^33c_1c_2+3c_3}{6}+\mathrm{}`$). Note that one derives (1) by application of Grothendieck-Riemann-Roch theorem to the anomalous couplings of RR fields to $`Y`$ on D-brane worldvolume.

In summary, because of the anomalous D-brane charge, the contribution $`_Wc_2(E)`$ has to be replaced by

$$_W\left(rk(E)\left(\frac{c_1(N)^2}{8}\frac{p_1(W)}{48}+\frac{p_1(N)}{48}\right)\frac{c_1(E)c_1(N)}{2}+ch_2(E)\right)$$

Since we are concerned here only with sevenbranes, $`p_1(N)=c_1(N)^2`$ for the line bundle $`N`$. With these corrections (1) becomes

$$\frac{\chi (X)}{24}=n_3_W\left(ch_2(E)+rk(E)\left(\frac{c_1(N)^2}{8}+\frac{c_1(N)^2}{48}\frac{\sigma (W)}{16}\right)\frac{c_1(E)c_1(N)}{2}\right)+_{B_3}\frac{1}{\tau _2}H\overline{H}$$

As noted already there are different groups of (intersecting) sevenbranes, and one has to sum over the “instanton” contributions from all of them (including those with trivial gauge bundles), so a sum is assumed in the second term on the right hand side.

In order to find an interpretation of (1), we once more use the Grothendieck-Riemann-Roch theorem (see ) for a holomorphic map $`i:WB_3`$, which in our notation reads (with $`Td=\widehat{A}e^{\frac{1}{2}c_1}`$)

$$i_{}(ch(E)Td(W))=ch(i_!E)Td(B_3).$$

where $`i_!`$ is the $`K`$-theoretic Gysin map (a homomorphism $`K(W)K(B_3)`$) and can be defined as

$$i_!E:=\underset{q}{}(1)^qi_{}^qE$$

where $`i_{}^qE`$ are direct image sheaves (the $`q`$-th direct image of $`E`$). Since $`i:WB_3`$ is an embedding we have $`i_{}^qE=0`$ for $`q>0`$ and $`H^p(W,E)H^p(B_3,i_{}^0E)`$ for $`p0`$ (cf. ). Then (1) simplifies for our case to $`i_!E=i_{}E`$ and we have to deal only with the torsion sheaf $`i_{}E`$.

For further application to (1), we use Gysin homomorphism $`i_{}^c`$ for cohomology which maps classes of codimension $`p`$ in $`B_2=W`$ into classes of codimension $`p`$ in $`B_3`$. Denoting the Poincaré duality on $`B_3`$ by $`D_{B_3}:H^p(B_3)H_{6p}(B_3)`$ (and similarly on $`W`$, $`D_W:H^p(W)H_{4p}(W)`$), we can define the action of $`i_{}`$ on $`H^{}(W,𝐐)`$ as $`i_{}^c=D_{B_3}^1i_{}^hD_W`$ where $`i_{}^h`$ is the usual map induced on homology. It is easy to see that in our case $`i_{}^c:H^p(W,𝐐)H^{p+2}(B_3,𝐐)`$ (for example $`i_{}^c1=r`$ where $`r`$ as above denotes the class of $`W`$ in $`B_3`$). If $`i:WB_3`$ is an embedding of $`W`$ as a submanifold of $`B_3`$, $`Td(W)=(Td(N))^1i^{}Td(B_3)`$. We can use now that for $`\varphi H^{}(W,𝐐)`$ and $`\eta H^{}(B_3,𝐐),`$ $`i_{}^c(\varphi i^{}\eta )=i_{}^c\varphi \eta `$ and see that (1) implies the Riemann-Roch theorem for an embedding

$$ch(i_!E)=i_{}^c(ch(E)(Td(N))^1).$$

expansion of (1) gives for the Chern characters of the torsion sheaf $`i_{}E`$

$$\begin{array}{cc}\hfill ch_1(i_{}E)& =rk(E)r\hfill \\ \hfill ch_2(i_{}E)& =i_{}^c\left(c_1(E)rk(E)\frac{c_1(N)}{2}\right)\hfill \\ \hfill ch_3(i_{}E)& =i_{}^c\left(ch_2(E)+rk(E)(\frac{c_1(N)^2}{8}+\frac{c_1(N)^2}{24})c_1(E)\frac{c_1(N)}{2}\right)\hfill \end{array}$$

Comparison to (1) shows that the changes in the tadpole equation can be compactly written as

$$_Wc_2(E)_Bch_3(i_{}E)+\frac{1}{48}rk(E)_Brp_1(B)$$

and the general condition for the tadpole cancellation in the case of nontrivial D-brane embeddings as (once more with a sum over all brane contributions is assumed)

$$\frac{\chi (X)}{24}=n_3_{B_3}ch(i_{}E)\sqrt{\widehat{A}(B)}+_{B_3}\frac{1}{\tau _2}H\overline{H}.$$

Of course one could have arrived at (1) directly from (1), however we have chosen a lengthier presentation shown above since we will need some of the explicit formulae such as (1) and (1) for future use. We see that the original instanton charge $`c_2(E)`$  is replaced by $`\left[ch(i_{}E)\sqrt{\widehat{A}(B)}\right]_3`$ (or as explained in , $`i_{}EK(B)`$). Note that in the spirit of the $`F`$-theory (or better type IIB) reinterpretation of the former $`M`$-theory relation and also in the spirit of $`K`$-theory interpretation of D-branes \[14,,19\], the right hand side is now expressed completely on terms of the base $`B_3`$ visible to type IIB (and not in terms of $`X^4`$ or $`W`$); the left hand side which seems still to involve the complete four-fold not visible to type IIB can also be expressed in terms of data visible to type IIB using the stratification of singularities ,  .

Finally let us make some remarks on the modification (1) of the tadpole equation concerning the question of transitions, some integrality conditions and the moduli space of $`i_{}E`$ (which is also relevant for the duality with the heterotic string). To be somewhat concrete we turn to the well studied example mentioned above, the standard case of Hirzebruch surfaces $`B_2=𝐅_n`$ where some simplifications occur as the first Pontrjagin class $`p_1(W)=c_1(W)^22c_2(W)=3\sigma (W)`$ vanishes. Although it is not important for the conceptual understanding, one may as a minor technical simplification also make the standard assumption that for the gauge bundle $`c_1(E)`$ vanishes.6 Note however that this is possible only on the $`𝐅_n`$ with even $`n`$ since when $`W`$ is not a spin manifold $`c_1(E)`$ has to be odd in order to define a $`Spin^c`$ structure  . With all this taken into account, we rewrite once more the change in the tadpole condition for the topological charge of the Yang Mills instanton (including ’gravitational’ contributions)

$$c_2(E)c_2(E)rk(E)(\frac{c_1(N)^2}{8}+\frac{c_1(N)^2}{48})$$

1. Transitions  Note first that this change doesn’t constitute any problem with respect to the seemingly already perfectly ’balanced’ terms $`n_3+c_2(E)`$ in the original equation. The reason is simply that the correction term is only an ’once and for all’ background term, i.e. the tadpole equation has to be balanced with this term included and then it will not change in transitions as strictly speaking $`rk(E)`$ will not change (but of course $`E`$ will become reducible when the instanton number $`c_2(E)`$ is lowered in transitions producing points contributing to $`n_3`$). So we work in a set-up where the rank $`rk(E)`$ of the bundle, which is possibly turned on, is always the maximal one, i.e. $`rk(E)=rk(G)`$ for the gauge group $`G`$ which comes from the $`F`$-theory data and which is eventually partially broken by the embedded bundle $`E`$. Note that $`rk(G)`$ is the multiplicity $`k_W`$ of the surface $`W`$ in the discriminant divisor, resp. the number of seven-branes which have coalesced.

2. Integrality properties  There are some subtle integrality issues pertaining to this formula. The charge (1) and thus the modification of the tadpole condition are not in general in integral cohomology, and thus one may wonder about the integrality properties and the consistency of the tadpole condition. Indeed there are two correction terms in (1), whose integrality properties we would like to understand: the first one $`rk(E)\frac{c_1(N)^2}{8}`$ comes just from the term $`e^{c_1(N)/2}`$ in (1); the second one $`rk(E)\frac{c_1(N)^2}{48}`$ comes from the term $`1/\sqrt{\widehat{A}(N)}`$ in (1) .

We start by recalling that the LHS of the tadpole equation (1) is in $`\frac{1}{4}𝐙`$ as the Euler number of $`X^4`$ is divisible by $`6`$ . On the other hand the RHS is - as far as the flux term is concerned \- in $`\frac{1}{4}𝐙`$ too because (although $`G`$ can be in the half-integral cohomology as its quantization law  demands that $`G\frac{c_2(X^4)}{2}`$ lies in the integral cohomology) one finds7 Note that the argument cannot use evenness of the intersection form as this is given only for $`c_2(X^4)`$ even, which according to the quantization law is exactly not the critical case; instead one argues from $`Gc_2(X^4)/2`$ (mod $`H^4(X^4,𝐙)`$) that $`\frac{1}{2}_XGG\frac{1}{8}_Xc_2^2(X^4)`$ (mod $`\frac{1}{2}𝐙`$); but $`\frac{1}{8}_Xc_2^2(X^4)\frac{1}{4}𝐙`$ as $`_Xc_2^2(X^4)=480+\frac{\chi (X^4)}{3}2𝐙`$ (cf.  ). that $`\frac{1}{2}_XGG`$, which would seem to lie in $`\frac{1}{8}𝐙`$, also lies in $`\frac{1}{4}𝐙`$. Actually the proof of this fact (cf. the last footnote) shows more, namely that even in the general case of non-integral $`\frac{\chi (X^4)}{24}`$ nevertheless an half-integral number for the three-brane/bundle contributions is predicted by having $`G`$ included: for $`\frac{\chi (X^4)}{24}\frac{1}{2}_XGG`$ is congruent to an integer mod $`\frac{1}{2}𝐙`$, i.e. is itself in $`\frac{1}{2}𝐙`$:

$$\frac{\chi (X^4)}{24}\frac{1}{2}_XGG\frac{1}{2}𝐙$$

How is this occurence of half-integrality to be explained ? Clearly $`n_3`$ and $`c_2(E)`$ should be integral. However we will see that the gravitational contributions (which are related to the geometry of the (compact part $`W`$ of the) seven-brane resp. its embedding) come out only half-integral. More precisely we will see that the first correction term accounts for the non-integrality (but is still half-integral) whereas the second one is actually integral (at least in the case under consideration $`W=𝐅_n`$, and is half-integral in general).

So let us after this prediction (1) from the tadpole equation investigate whether the remaining terms, especially the new ones satisfy this integrality requirement. The base $`B_3`$ of the type IIB theory is assumed to be a spin manifold. We find from $`c_1(B_3)0`$ $`(mod2)`$ and from $`c_1(B_3)=c_1+2r+t,`$ computed from the adjunction formula (see footnote 4), that $`tc_1`$ $`(mod2)`$ and so $`t^2c_1^2`$ $`(mod4)`$; since $`c_1^2=8`$ for Hirzebruch surfaces8 For more general $`B_2`$ as del Pezzo surfaces $`dP_k`$ (k-fold blow-up of $`P^2`$) or Enriques surface $``$ of $`c_1^2(dP_k)=9k`$ resp. $`c_1^2()=0`$ the condition $`c_1^20(mod4)`$ shows that only the bases $`dP_1=F_1,dP_5`$, $`dP_9`$ and Enriques are unproblematical. one has $`t^20`$ $`(mod4)`$ and so the first correction term $`rk(E)\frac{t^2}{8}`$ is in $`\frac{1}{2}𝐙`$ (even in the case of $`c_1(E)0`$). So the first correction term ’explains’ the non-integrality but does not lead to further problems as it is half-integral (but see the last footnote).

On the other hand the second correction term clearly seems to destroy the demanded (half-)integrality properties in general. To understand this, we have to turn now to the global consistency conditions. So far we have merely focused on the deviation from the simple result $`c_2(E)`$ for the bundle/instanton contribution for one given bundle. However as already remarked there are necessarily groups of non-parallel seven-branes, and thus the contributions from all of them have to be taken into account. In particular, in the simplest example one has in $`B_3`$ at least the surface $`D_1`$ of $`I_1`$ singularities as further component of the discriminant surface. We recall that since the total space $`X_4`$ is a Calabi-Yau manifold, there is a global restriction on the seven-branes, namely the Kodaira condition $`\frac{1}{12}_{W_A}k_Ar_{W_A}=c_1(B_3)`$ (where we sum over all discriminant components $`W_A`$ of cohomology class $`r_A`$ and multiplicity $`k_A`$) (cf.  ). Using (1) and9 Strictly speaking we argued for this only for D-branes; however for more general $`(p,q)`$ seven-branes the couplings relevant for our investigation should be still the same by $`Sl(2,𝐙)`$ duality. By virtue of this duality we impose the ’maximal rank condition’ $`rk(E_A)=k_A`$ also for the other seven-branes (even if these do not contribute to the resulting four-dimensional gauge fields). $`rk(E_A)=k_A`$, this gives exactly the condition necessary for understanding the needed integrality properties:

$$p_1(B_3)\frac{1}{48}\underset{W_A}{}rk(E_A)r_{W_A}=\frac{1}{4}p_1(B_3)c_1(B_3)$$

(which could be even further evaluated as $`\frac{1}{2}p_1(B_3)r=\frac{1}{2}(p_1(B_2)+t^2)`$). Since $`B_3`$ is a spin manifold, i.e. of even $`c_1`$, its $`p_1=c_1^22c_2`$ is even too, leading to two factors of $`2`$. Thereby this contribution is actually integral.10 Since we have used $`c_1^2(N)=p_1(B_3)|_W`$, this argument may seem somewhat special for the case of $`𝐅_n`$. In general, for $`W_AB_2=𝐅_n`$, and thus $`p_1(W)0`$, one may still worry about the integrality properties of $`ch_3(i_{}E)`$. However by yet another rewriting using the adjunction formula one can isolate a part $`_{W_A}rk(E_A)r_{W_A}p_1(B)/24`$ with the remaining part being a sum of an (integral) index $`_W\widehat{A}(W)e^{c_1(W)/2}ch(E)`$ and half-integral terms (using $`c_1(B)`$ even for $`B`$ spin).

3. The moduli space  As we have exchanged the bundle $`E`$ by the object $`i_{}E`$ when using the ’three-dimensional’ expression $`\left[ch(i_{}E)\sqrt{\widehat{A}(B)}\right]_3`$ instead of the instanton contribution let us finally consider the influence on the moduli space of this shift from $`E`$ to $`i_{}E`$. We will find that the dimension of the associated moduli space is unchanged as required by the duality with heterotic string . Whereas in  the dimension of the moduli space of $`E`$ over $`W`$ was computed ’intrinsically’ (only with respect to $`W`$) and was given by the dimension of $`H^1(W,End(E)),`$ we have to consider now the torsion sheaf $`i_{}E`$ which lives on $`B_3`$. The dimension of the associated moduli space is given by the dimension of $`Ext_{B_3}^1(i_{}E,i_{}E)`$. One can in general expect that the dimension of the moduli space associated to $`i_{}E`$ is bigger than the dimension of the moduli space of $`E`$ over $`W`$. This can happen because, naively speaking, $`W`$ can move inside $`B_3`$ and we therefore have additional deformations. The number of deformations of $`W`$ in $`B_3`$ is simply given by the number of sections of the normal bundle, i.e. the dimension of $`H^0(N)`$. This naive picture can be made precise by considering the long exact sequence (first written down and proven in )11 We thank R. Thomas for helpful discussions on this.

$$0Ext_W^1(E,E)Ext_{B_3}^1(i_{}E,i_{}E)Ext_W^0(E,EN)Ext_W^2(E,E)$$

Since $`E`$ is assumed to be a vector bundle over $`W`$ we have isomorphisms $`Ext_W^1(E,E)=H^1(W,End(E)),Ext_W^0(E,EN)=Hom(E,EN)`$ and $`Ext_W^2(E,E)=H^2(W,End(E))`$ leading to

$$0H^1(W,End(E))Ext_{B_3}^1(i_{}E,i_{}E)Hom(E,EN)H^2(W,End(E))$$

using the fact that $`H^i(W,End(i_{}E))=H^i(W,i_{}End(E))`$ and that $`H^i(W,i_{}End(E))=H^i(W,End(E))`$ .

One assumes in general (cf.  ) that $`E`$ is a good instanton bundle so that $`H^2(End(E))=0`$ which can be thought as a condition to get a smooth moduli space whose dimension can be evaluated by . One can follow the conditions under which $`H^2(W,End(E))`$ vanishes; for this we decompose $`H^2(End(E))`$ into its trace-free part $`H^2(End(E)_0)`$ and in $`h^{(0,2)}(B_2)`$. Since we consider rational $`B_2`$’s we have $`h^{(0,2)}(B_2)=0`$ so we are left with the trace-free part. If we assume a high enough instanton number of $`E,`$ a theorem of Donaldson  states that this term vanishes too and we can consider the exact sequence

$$0H^1(W,End(E))Ext_{B_3}^1(i_{}E,i_{}E)Hom(E,EN)0$$

which gives

$$\mathrm{dim}Ext_{B_3}^1(i_{}E,i_{}E)=\mathrm{dim}H^1(W,End(E))+\mathrm{dim}H^0(Hom(E,EN))$$

Now one has $`H^0(Hom(E,EN))=H^0(Hom(E,E))H^0(N)`$ but for our normal bundle of $`c_1(N)=t`$ we have 12 As (assuming $`t`$ effective) any non-trivial element of $`H^0(N)`$ would give, multiplied by some non-constant section (having zeroes) of $`N^1`$ (which exists as $`c_1(N^1)=t`$), a non-constant element of $`H^0(𝐂)=𝐂`$. $`Hom(E,EN)=0`$. So we finally find that the dimensions of the moduli spaces of $`i_{}E`$ and $`E`$ match.

Acknowledgements

We would like to thank A. Klemm, G. Moore, S. Theisen, R. Thomas, C. Vafa and S.-T. Yau for discussions. BA thanks the Harvard University and RM thanks the Erwin Schrödinger Institute for hospitality during part of this work.

References

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text:
# THREE-FREQUENCY RESONANCES IN DYNAMICAL SYSTEMS

## 1 Introduction

A fundamental goal in the modelling of complex behaviour by means of low-dimensional nonlinear deterministic systems is the understanding of the transition to chaos from quasiperiodic motion on a $`\text{𝕋}^j`$ torus for small $`j`$. This transition is well understood for the case $`j=2`$, the paradigmatic model being the periodically forced nonlinear oscillator and its discrete version: the circle map.

In $`\text{𝕋}^2`$, orbits can be hierarchically arranged by means of rotation numbers \[Arrowsmith & Place, 1990\]

$$\rho (r,\theta )=\underset{n\mathrm{}}{lim}\frac{\theta _n\theta _0}{2\pi n},$$
(1)
periodic orbits — lockings or resonances — being then characterized by rational rotation numbers. If two rational rotation numbers $`(p/q,r/s)`$ satisfy $`|psrq|=1`$ they are said to be unimodular or Farey adjacents. Between two periodic solutions characterized by unimodular rotation numbers there exists a periodic solution with a minimal period. This solution is given by a rotation number termed the Farey mediant of the two previous ones: $`m/n=p/qr/s=(p+r)/(q+s)`$. Moreover this periodic solution is the most prominent — the largest — in the open interval $`(p/q,r/s)`$ between the two parents. Continued application of the mediant gives the Farey tree which underlies the organization of the locking intervals of rational rotation numbers in the space of parameters of two-frequency systems; the so-called devil’s staircase \[González & Piro, 1983, Aronson et al., 1983, González & Piro, 1985, Cvitanović et al., 1985, Hao, 1989, Arrowsmith et al., 1993\]. These properties of rotation numbers are closely related to the continued fraction expansion which gives the best rational approximants to an arbitrary real number.

In order to study $`\text{𝕋}^3`$ torus breakdown we have generalized this approach to the case of the simultaneous approximation of a pair of real numbers \[Cartwright et al., 1999b\]. Three-frequency systems also possess a structure of resonances, but this time more complex, for in addition to the rational relations found in two-frequency systems there is now a new type of locking: a three-frequency resonance, given by the nontrivial solutions of the equation $`nf_1+mf_2+qf_3=0`$ with $`n`$, $`m`$, and $`q`$ nonzero integers. Three-frequency resonances form a web in the parameter space of the frequencies \[Baesens et al., 1991\].

We have found that \[Cartwright et al., 1999b\]:

* We can define a subharmonic real interval $`(f_1/p,f_2/q)`$ inside which the hierarchical organization of three-frequency resonances is well described by a generalized Farey sum.
* In order to implement the generalized Farey sum we must modify the adjacency condition: if $`p/q`$ is a convergent of the forcing frequency ratio we define two fractions of real numbers $`f_x/m`$, $`f_y/n`$ as adjacents if $`|f_xnf_ym|=|f_1qf_2p|`$ where $`f_1`$ and $`f_2`$ are the external frequencies.
* We can now define the generalized Farey sum between fractions of real numbers which satisfy this adjacency condition: $`f_r/k=f_x/mf_y/n=(f_x+f_y)/(m+n)`$.

Here we present numerical and experimental studies of three dynamical systems having three interacting frequencies, in which we can observe three-frequency resonances, and compare our observations with the above predictions.

## 2 Numerical Simulations

We have investigated a discrete mapping: a quasiperiodically forced circle map given by the equation

$$\varphi ^{}=\varphi +\mathrm{\Omega }_n\frac{k}{2\pi }\mathrm{sin}2\pi \varphi mod1.$$
(2)
The quasiperiodic sequence $`\mathrm{\Omega }_n`$ is the time interval between successive pulses of a sequence composed of the superposition of two periodic subsequences, one of period $`T_1=1`$ and the other of period $`T_2`$ ($`T_2<1`$ with no loss of generality), multiplied by the value of the intrinsic frequency of the oscillator.

In Fig. 1a we can observe that there are intervals of constant frequency response, namely the horizontal segments of the figure. These intervals represent stable three-frequency resonances, that is, responses that satisfy $`nf_1+mf_2+qf_3=0`$ with $`n`$, $`m`$, and $`q`$ nonzero integers. We can also see in Fig. 1a that the stability widths of the resonances form a hierarchical structure very similar to that of the well known devil’s staircase in periodically forced nonlinear oscillators. This is the generalized devil’s staircase for three-frequency systems.

The other image, Fig. 1b, shows the devil’s ramps. These represent the global hierarchy of three-frequency resonances shown as a function of the external frequency ratio and the intrinsic frequency for a critical ($`k=1`$, the map instantaneously has critical behaviour) quasiperiodically forced circle map.

We have also performed numerical simulations with two parametrically coupled nonlinear oscillators, each with an exact analytical solution, forced by means of two impulsive periodic forces. The differential equation for each oscillator \[González & Piro, 1983, González & Piro, 1985\] is:

$$\ddot{u}_i+(4bu_i^22a)\dot{u}_i+b^2u_i^52abu_i^3+(\omega _{0i}(t)^2+a^2)u_i=f_i(t)$$
(3)
for $`i=1,2`$. The coupling and forcing terms $`\omega _{0i}(t)=\stackrel{~}{\omega }_{0i}+\mathrm{s}gnu_i(t)\mathrm{s}gnu_j(t)\mathrm{\Delta }_i`$ and $`f_i(t)=V_{Ei}_n\delta (tnT_{Ei})`$ preserve the piecewise integrability of the system.

We have made a power spectrum analysis of the output of both oscillators. In Fig. 2a we display the most prominent peak in each spectrum versus the intrinsic frequency of oscillator 1 for a parameter region equivalent to that of Fig. 1a. In Fig. 2b we show a magnification of the zone of Fig. 2a in which the two oscillators are synchronized at $`1/1`$. The three principal peaks in the Fourier spectrum satisfy $`nf_1+mf_2+qf_3=0`$ with $`n`$, $`m`$, and $`q`$ nonzero integers. All the other peaks in the spectrum can be expressed as linear combinations of this fundamental set.

## 3 Experimental Results

We have constructed an electronic oscillator — Fig. 3 — a higher-dimensional version of a phase-locked loop (PLL), forced with two independent periodic forces \[Calvo et al., 1999\]. Our circuit consists of two coupled voltage-controlled oscillators forced with two external forces of frequencies $`f_1`$ and $`f_2`$. As a basic circuit for both oscillators we use a digital phase-locked loop integrated circuit, the CD 4046A. The outputs of the two phase-locked loops are sent to a type 1 phase comparator. The error signal is fed back to both voltage-controlled oscillators, and passes through an overall adjustable amplifier to provide control over the coupling strength; we are interested in the weak coupling regime in this work. Inverted and direct versions of the error signal are sent to oscillators one and two respectively; this inversion of the error signal in one of the paths is necessary for the stability of the circuit. Feedback signals enter the voltage-controlled-oscillator control pins through appropriate adder circuits. The adders also allow independent coupling with the external forces and tuning of the internal frequencies through application of adjustable DC levels.

In Fig. 4a we plot the fundamental frequency $`f_3`$ versus the DC offset of one of the forcing signals. As in the previous numerical simulations, the generalized mediant is the largest plateau between the two adjacents given by the subharmonics of the forcing frequencies. The circuit of Fig. 3 represents qualitatively a large class of real dynamical systems characterized by some kind of feedback loop with a transference function of the low-pass type, and can be useful in clarifying the physical mechanisms that underlie three-frequency resonances. In Fig. 5a we show the Fourier spectrum of the oscillator response at a point inside the stability region for the three-frequency resonance. In Fig. 5b, a magnification around this frequency value, we can see that harmonics of the main resonance at $`\stackrel{~}{f}_s=518.2`$ Hz lie at equal distances $`\delta =27.3`$ Hz from both external frequencies. The peak at $`\stackrel{~}{f}_s`$ dominates the spectrum, being greater than those corresponding to the forcing frequencies. The distance $`\delta =\epsilon \stackrel{~}{f}_s`$ appears as a modulation of the spectrum, which shows, on this fine scale, a series of peaks separated precisely by this distance.

The origin of these frequencies can be interpreted in terms of the general structure of the system. Passive nonlinearities are able to generate appropriate frequency harmonics. These, in turn, through nonlinear mixing with the driving frequencies, can generate the frequency $`\delta `$. Only for the case of the main three-frequency resonance are the two $`\delta `$s of the same value, i.e., $`\delta =\delta _1=\delta _2`$. Thus, further nonlinear mixing in this case gives only terms of zero frequency and harmonics of $`\delta `$, that is, no other frequencies are added to the system. Otherwise, for an arbitrary frequency, the two $`\delta `$s are in general different and, if irrationally related, generate an infinity of low-frequency components that pass through the low-pass filter and are fed back to the system, destabilizing the response for this particular frequency value. This physical mechanism can also explain the ordering of the three-frequency resonances. Only the main resonance is characterized by $`\delta _1=\delta _2`$, but successive application of the generalized Farey operation gives distances that are rationally related, that is $`\delta _1/\delta _2=r/s`$. Consequently, for all resonances, successive nonlinear mixing through the feedback loop can generate only a finite number of new frequencies, preserving the stability of the corresponding response. Also the greater the integers $`r`$, $`s`$, the smaller the stability interval, because more destabilizing frequencies are added through the feedback mechanism.

## 4 Discussion

In Fig. 4b we plot the generalized Farey tree structure formed by the predicted three-frequency resonances \[Cartwright et al., 1999b\]. The frequencies of the resonances are obtained by recursive application of the generalized Farey sum starting with $`f_1/q`$ and $`f_2/p`$. This structure accurately describes all the three-frequency resonances found in the experiment with phase-locked loops \[Calvo et al., 1999\] and in the numerical simulations with differential equations and maps. Successive levels in the tree describe the ordering of stability widths in each case. The generalized Farey tree structure is thus found to govern the hierarchy of three-frequency resonances in representative dynamical systems with three interacting frequencies. We conjecture from this that the ordering may be universal in three-frequency systems.

From the theorems of Newhouse, Ruelle, and Takens \[Ruelle & Takens, 1971, Newhouse et al., 1978\] we expect that this hierarchical structure of three-frequency resonances should be relevant to the study of torus breakdown and the transition to chaos in complex arrays of coupled nonlinear oscillators. Such oscillator networks occur in many biological systems, from fireflies and circadian rhythms to physiological and neurological systems such as the heart and brain. We have investigated the application of these ideas to one such problem in biology: that of the mechanism of pitch perception in the auditory system. We find good agreement between dynamical systems theory and perceptual experiments \[Cartwright et al., 1999a\].

## Acknowledgements

JHEC and OP acknowledge the financial support of the Spanish Dirección General de Investigación Científica y Técnica, contracts PB94-1167 and PB94-1172.