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# Diquark condensation in two colour QCD

## 1 Introduction

Recently the standard scenario for the phase diagram of QCD in the chemical potential-temperature plane has changed; besides the standard hadronic and quark-gluon plasma phases, the existence of a new state of matter has been claimed by several groups. This new phase is characteristic of the high density-low temperature regime; the asymptotic freedom of QCD and the known instability of large Fermi spheres in presence of (whatever weak) attractive forces results in a pairing of quarks of higher momenta (in analogy with the Cooper pairing in solid state systems at low temperature). A condensation of quark pairs should be the distinctive signal of the new phase and has been indeed predicted using simplified phenomenological models of QCD.

Unfortunately the lattice approach, the most powerful tool to perform first principles non perturbative studies, is affected in the case of finite density QCD by the well known sign problem that has prevented until now any step towards the understanding of this new physics. This is not the case for the SU(2) theory where the fermions are in the pseudo-real representation and finite density numerical simulations are feasible.

In the following we present a detailed study of diquark condensation for the unquenched two colours model. This work follows a previous one where we considered chiral and diquark susceptibilities and found strong evidence for a phase transition separating the ordinary low density phase from a high density one where chiral symmetry is restored and the baryon number symmetry is broken. In the present work we mainly focus on an approach, based on the analysis of the probability distribution function (p.d.f.) of the order parameter, to extract the value of the order parameter directly at zero external source without using any potentially dangerous extrapolation procedure, implicit in the standard approach.

The study of diquark condensation in two colours QCD is an interesting topic by itself and, notwithstanding the relevant differences between SU(2) and SU(3) at non zero baryon density, we can hope to use some of the results to get insights about the three colours case. Even if the phase diagram of SU(3) and SU(2) are expected to share similarities, we have to be aware of the differences between the two models.

$``$ The quark-quark condensate $`qq`$ is coloured for the $`N_c=3`$ theory and colourless for the $`N_c=2`$ one. This implies that in the SU(3) case the diquark condensation has to be interpreted as an Higgs-like mechanism leading to the breaking of the local colour symmetry, while in the SU(2) case we have a standard spontaneous symmetry breaking (SSB) of the $`U_V(1)`$ symmetry associated with conservation of baryon number.

$``$ The zero temperature critical chemical potential, related to the mass of the lightest baryonic state, is different in the two cases: it is $`1/3`$ of the nucleon mass for SU(3) and $`1/2`$ of the pion mass for SU(2) (i.e. zero at vanishing quark mass). For $`N_c=2`$, in order to have a phase diagram similar to the SU(3) one, it is appropriate to consider a non zero bare quark mass.

$``$ The lightest baryonic state is a fermion for the tree colours model and a boson for the two colours one.

Even if our results can not be directly extended to the SU(3) case we can use lattice calculations to do a highly non trivial, quantitative check of the continuum predictions for the SU(2) theory. In particular we have considered results coming from low energy effective Lagrangian calculations.

In the next section we present some details of the algorithm. The last section is devoted to the presentation and discussion of numerical results.

## 2 Overview of the numerical technique

### 2.1 Simulation scheme

The standard way to study SSB is to introduce first an explicit symmetry breaking term in the action. If we do that for the diquark in the SU(2) model we have to add a term $`j(\psi \tau _2\psi +\overline{\psi }\tau _2\overline{\psi })`$ and, after integrating the Grassmann field, the fermionic contribution for $`N_f=4`$ quark flavours becomes proportional to the Pfaffian of a $`4V\times 4V`$ matrix:

$$𝒵_{ferm}(j)=Pf(B+j)=\pm \sqrt{det(B+j)}$$
(1)
where $`B`$ is

$$B=\left(\begin{array}{cc}0& \frac{1}{2}\mathrm{\Delta }\tau _2\\ \frac{1}{2}\mathrm{\Delta }^T\tau _2& 0\end{array}\right).$$
(2)
and $`\mathrm{\Delta }`$ is the usual lattice Dirac operator (it contains the mass and $`\mu `$ dependence). Using the relation $`\tau _2\mathrm{\Delta }\tau _2=\mathrm{\Delta }^{}`$ we can easily prove that $`B`$ is antihermitian and $`det(B+j)0`$ for any $`j`$.

It can also be shown that the eigenvalues of $`B`$ are doubly degenerate and $`B^2`$ is in a block diagonal form with two hermitian blocks on the diagonal having the same eigenvalues. It follows that to compute $`det(B+j)`$ for any $`j`$ (i.e. to obtain all the eigenvalues of $`B`$) it is sufficient to diagonalize only one block of $`B^2`$ (reducing the problem to the diagonalization of a $`2V\times 2V`$ hermitian matrix) and then take the two pure imaginary square roots of the (real and negative) eigenvalues.

To avoid the sign ambiguity in (1) it is customary to consider a theory with $`N_f=8`$ quark flavours where the fermionic partition function becomes $`𝒵_{ferm}(j)=det(B+j)`$. On the other side if we are able to work directly at zero diquark source things become much simpler. In the $`j=0`$ limit the sign ambiguity disappears and the Pfaffian is positive definite since $`Pf(B)det\mathrm{\Delta }`$ and the last quantity is real and positive for any value of $`\mu `$. Then we can easily consider any value of $`N_f`$ writing $`𝒵_{ferm}(j=0)=(det(B))^{N_f/8}`$. In the next section we show how it is possible to take advantage of this feature and extract the value of the order parameter for the diquark condensation for all $`N_f`$ without any extrapolation to $`j=0`$.

We have studied the phase structure of the theory in the limit of infinite gauge coupling ($`\beta =0`$). To simulate the $`\beta =0`$ limit of the theory we have measured fermionic observables on gauge configurations generated randomly, i.e. with only the Haar measure of the gauge group as a weight. This choice implies a Gaussian distribution of the plaquette energy around zero which, according to the results of Morrison and Hands, has a net overlap with the importance sample of gauge configurations at the values of $`\mu `$ and $`m`$ used in our calculations. The validity of this procedure has also been tested comparing different physical observables (number density and chiral condensate) with Hybrid Montecarlo results.

We have considered the theory in a $`4^4`$ and $`6^4`$ lattice diagonalizing $`300`$ gauge configurations in the first lattice volume and $`100`$ in the second one. As we pointed out in the introduction, to stay closer to the SU(3) case the simulations have been performed at non zero quark mass. We choosed $`m=0.025,0.05,0.20`$ and values of the chemical potential ranging from $`\mu =0`$ to $`\mu =1.0`$.

All numerical simulations have been performed on a cluster of Pentium II and PentiumPro at the INFN Gran Sasso National Laboratory.

### 2.2 Analysis of the probability distribution function

The use of the p.d.f. to analyze the spontaneous symmetry breaking in spin system or Quantum Field Theories with bosonic degrees of freedom is a standard procedure. Less standard is its application to QFT with Grassmann fields where, for obvious reasons, the fermionic degrees of freedom have to be integrated analytically. Nevertheless this method has been developed to extract the chiral condensate in the chiral limit from simulations of QFT with fermions.

The same ideas can be used to study the vacuum structure of two colour QCD at non zero density and specifically to extract the diquark condensate at $`j=0`$. We refer to the original paper for a full description of the p.d.f. technique and present a brief introduction focusing on the peculiarities of the diquark condensate case.

Let $`\alpha `$ be an index which characterizes all possible (degenerate) vacuum states and $`w_\alpha `$ the probability to get the vacuum state $`\alpha `$ when choosing randomly an equilibrium state. If $`c_\alpha `$ is the order parameter in the $`\alpha `$ state we can write

$$c_\alpha =\frac{1}{V}\underset{x}{}\psi \tau _2\psi (x)+\overline{\psi }\tau _2\overline{\psi }(x)_\alpha $$
(3)
where $`V`$ is the lattice volume and the sum is over all lattice points. $`P(c)`$, the p.d.f. of the diquark order parameter $`c`$, will be given by

$`P(c)`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}w_\alpha \delta (cc_\alpha )`$
$`=`$ $`\underset{V\mathrm{}}{lim}{\displaystyle \frac{1}{𝒵}}{\displaystyle [dU][d\overline{\psi }][d\psi ]e^{S_G(U)+\overline{\psi }\mathrm{\Delta }\psi }\delta (\frac{1}{V}\underset{x}{}\psi \tau _2\psi (x)+\overline{\psi }\tau _2\overline{\psi }(x)c)}`$
The main point is that while $`P(c)`$ is not directly accessible with a numerical simulation its Fourier transform

$$P(q)=𝑑ce^{iqc}P(c)$$
(4)
can be easily computed. Inserting in (4) the definition of $`P(c)`$ and using an integral representation for the $`\delta `$-function, after some algebra we arrive at the following formula

$$P_V(q)=\frac{1}{𝒵(j=0)}[dU]e^{S_G(U)}\frac{PfB(j=\frac{iq}{V})}{PfB(j=0)}[PfB(j=0)]^{\frac{N_f}{4}}$$
(5)
where $`P_V(q)`$ is the Fourier transformed p.d.f. of the diquark order parameter at zero external source and finite volume.

To take advantage of (5) we should be able to compute correctly the Pfaffians involved. This indeed turns out to be easy. First note that, as previously stated, $`PfB(j=0)`$ is a real and positive quantity so that the only ambiguity is related to the sign of $`PfB(j=\frac{iq}{V})=\pm \sqrt{detB(j=iq/V)}`$. If we remember that the $`4V`$ eigenvalues of the antihermitian matrix $`B`$ are doubly degenerate and can be written as $`\pm i\lambda _n`$ ($`n=1,\mathrm{},V`$) with real and positive $`\lambda _n`$ we arrive at the following expression

$$PfB(j=\frac{iq}{V})=\pm \underset{n=1}{\overset{V}{}}(\lambda _n^2\frac{q^2}{V^2})$$
(6)
The sign ambiguity can now be solved noticing that (6) has to be positive at $`j=0`$ and, increasing $`q`$, changes sign each time $`j`$ is equal to one of the eigenvalues. The only possible exception would be an (accidental) extra degeneracy in the eigenvalues of $`B`$ resulting in the Pfaffian not crossing zero but tangent to the horizontal axis. This situation never occurred in our simulations.

Once we have the $`P_V(q)`$ and hence, by simple Fourier transform, the p.d.f. of the order parameter we need to extract the correct value for the order parameter. To do that we first have to recall that diquark condensate is the order parameter of the $`U_V(1)`$ symmetry associated with baryon number conservation. Indeed $`\psi \tau _2\psi +\overline{\psi }\tau _2\overline{\psi }`$ and $`i\psi \tau _2\psi \overline{\psi }\tau _2\overline{\psi }`$ are the components of a vector (in a plane) which rotates by an angle $`2\theta `$ when we do a global phase transformation of parameter $`\theta `$ on the fermionic fields. Therefore, if $`c_0`$ is the vacuum expectation value of the diquark condensate corresponding to the $`\alpha `$-vacuum selected when switching-on a diquark source term, $`P(c)`$ can be computed as

$$P(c)=\frac{1}{2\pi }𝑑\alpha \delta (cc_0\mathrm{cos}(2\alpha ))$$
(7)
which gives $`P(c)=1/(\pi (c_0^2c^2)^{1/2})`$ for $`c_0cc_0`$ and $`P(c)=0`$ otherwise. In the symmetric phase $`c_0=0`$ and $`P(c)`$ reduces correctly to a $`\delta `$-function in the origin.

The above results are valid in the thermodynamic limit while, at finite volume, the non analyticities of the p.d.f. are absent. Without entering in the details of a finite size scaling analysis we expect, for the finite volume p.d.f. $`P_V(c)`$, a function peaked in the origin in the symmetric phase and peaked at some non zero value in the broken phase. This is indeed the behaviour we can observe in fig. 1 where the the p.d.f. of the smallest volume is reported at different values of $`\mu `$. It is clear that, increasing the chemical potential, the vacuum starts to be degenerate signalling a spontaneous breaking of the baryon number conservation.

We can also compare the $`P_V(c)`$ for two lattice volumes in the symmetric and broken phase. This is done in fig. 2 where we see clearly as, increasing the volume, the peak of the p.d.f. becomes sharper. To determine the value of the diquark condensate we used the position of the peak: a definition that clearly converges to the correct value in the thermodynamic limit.

From fig. (2) we see also that data of the larger volume are more noisy (indeed we also get negative values for the p.d.f. in the broken phase). To have an estimate of the errors we calculated several distribution functions for the $`6^4`$ lattice using independent subsets of our data. We saw that the position of the peak was very stable, within 1 percent in the broken phase, and we used this quantity for the errorbars.

## 3 Results

Here we present the results for the diquark condensate at $`j=0`$ as a function of the chemical potential. Fig. 3 contains our data points for the $`6^4`$ volume for several values of $`N_f`$ at two different masses: $`m=0.025`$ and $`m=0.2`$ .

First we can derive a peculiar phase diagram: two symmetric phases separated by a broken one and two possibly continuous transition points. This result is not new and has already been predicted by Mean Field calculations as well as numerical calculations. The high density symmetric phase has no physical relevance, it is simply the consequence of the saturation of all lattice sites with quarks. This saturation phenomena has nothing to do with continuum physics and is a pure lattice artifact. The physically interesting phase transition, i.e. the transition that has a continuum counterpart, is the first one.

To test our numerical results we have considered the analytical predictions of low energy effective Lagrangian. The $`j=0`$ case is described by a simple formula where the only two parameters are the chiral condensate and one half the pion mass calculated at $`j=0,\mu =0`$. We did independent simulations to calculate this quantities at the same values of $`m`$ used in the previous analysis, obtaining the values in Table 1. Another prediction of the continuum calculation is that the value of the diquark condensate is independent of the flavour number.

The continuous line in fig. 3 is the analytical prediction for this model. We see a remarkable agreement with our strong coupling results up to values of the chemical potential where the saturation effects start to be relevant. We see also that the $`N_f`$ dependence in the simulation points is small.

We checked explicitly the low energy effective Lagrangian prediction at finite $`j`$ too. In that case we used standard techniques to compute chiral and diquark condensate as well as the number density in a $`N_f=8`$ simulation (fig. 4). Also in that case (where no phase transition is present and the predictions are still independent of $`N_f`$ ) the agreement is very good up to values of $`\mu `$ where the number density becomes a consistent fraction of its maximum lattice value (i.e. $`\mu /m_\pi 0.6`$).

It is surprising that a $`\beta =0`$ calculation has a so good agreement with a continuum prediction. Since the analytical predictions are, at the values of $`\mu `$ presented, well inside the validity region of the low energy approximation ($`\mu <<`$ the mass of the first non goldstone excitation) we can conclude that this gives an indication of a very small dependence of lattice results on $`\beta `$.

## Acknowledgments

This work has been partially supported by CICYT (Proyecto AEN97-1680) and by a INFN-CICYT collaboration. The Consorzio Ricerca Gran Sasso has provided part of the computer resources needed for this work.


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# References

The AdS/CFT correspondence  (for a review see Ref. ) provides us with a useful framework to study the renormalization group (RG) structure of boundary field theories . In a remarkable paper , de Boer, Verlinde and Verlinde reformulated the holographic RG on the basis of the Hamilton-Jacobi equation for gravity systems, and introduced the “flow equation,” from which one can easily derive the Weyl anomaly of boundary conformal field theories, that is in exact agreement with the one obtained in Ref. . The property of the flow equation is explored in detail in Ref. , and a prescription for calculating the holographic Weyl anomaly is given for arbitrary dimensions. In this short note, we study possible ambiguities in the prescription that may arise from local terms in the flow equation, and point out that they actually do not yield physically meaningful effects to the Weyl anomaly. This result is not new and may have been noticed for experts. However, we believe that it is instructive to discuss it in some detail because this point can be clarified in a simple manner by the formulation given in Ref. . We discuss bulk gravity with scalar fields. The extension to other cases should be straightforward.

We start with the bulk action for a $`(d+1)`$-dimensional manifold $`M_{d+1}`$:

$`S_{d+1}[𝑮_{MN}(x,r),\varphi ^i(x,r)]`$ $`=`$ $`{\displaystyle _{M_{d+1}}}d^{d+1}X\sqrt{𝑮}\left(V(\varphi )𝑹+{\displaystyle \frac{1}{2}}L_{ij}(\varphi )𝑮^{MN}_M\varphi ^i_N\varphi ^j\right)`$ (1)
$`2{\displaystyle _{\mathrm{\Sigma }_d}}d^dx\sqrt{G}K,`$
where $`X^M=(x^\mu ,r)`$ with $`\mu ,\nu =1,2,\mathrm{},d`$. The Euclidean time $`r`$ is regarded as the flow parameter of the RG, and we have introduced a UV cut-off $`r_0`$ such that $`r_0r<\mathrm{}`$. The second term in eq. (1) is the contribution from the boundary $`\mathrm{\Sigma }_dM_{d+1}`$ at $`r=r_0`$, which needs to be introduced in order for Dirichlet boundary conditions to be imposed consistently . In what follows, we take the bulk metric $`𝑮_{MN}`$ to be in the temporal gauge

$`ds^2=𝑮_{MN}dX^MdX^N=dr^2+G_{\mu \nu }(x,r)dx^\mu dx^\nu ,`$ (2)
for which the extrinsic curvature is given as $`K=(1/2)G^{\mu \nu }_rG_{\mu \nu }`$. Let $`\overline{G}_{\mu \nu }(x,r;G(x),r_0)`$ and $`\overline{\varphi }^i(x,r;\varphi (x),r_0)`$ be the classical trajectory of $`G_{\mu \nu }(x,r)`$ and $`\varphi ^i(x,r)`$ with the boundary condition

$$\overline{G}_{\mu \nu }(x,r=r_0)=G_{\mu \nu }(x),\overline{\varphi }^i(x,r=r_0)=\varphi ^i(x).$$
(3)
We assume that the classical trajectory is uniquely determined by this initial value, demanding the regular behavior inside $`M_{d+1}(r+\mathrm{})`$. The on-shell action $`S[G(x),\varphi (x)]`$ is then defined as a functional of the boundary values and obtained by substituting the classical solution into the bulk action

$`S[G_{\mu \nu }(x),\varphi (x)]S_{d+1}[\overline{G}_{\mu \nu }(x,r;G(x),r_0),\overline{\varphi }^i(x,r;\varphi (x),r_0)].`$ (4)
Reflecting general covariance along the $`r`$-direction, the on-shell action does not depend on the coordinate value of the boundary, $`r_0`$, and obeys the flow equation

$`\{S,S\}(x)=\sqrt{G(x)}_d(x),`$ (5)
where

$`_d(x)V(\varphi )R+{\displaystyle \frac{1}{2}}L_{ij}(\varphi )G^{\mu \nu }_\mu \varphi ^i_\nu \varphi ^j,`$ (6)
and for arbitrary functionals $`A`$ and $`B`$, $`\{A,B\}(x)`$ is defined by

$$\{A,B\}(x)\frac{1}{\sqrt{G}}\left[\left(\frac{1}{d1}G_{\mu \nu }G_{\rho \sigma }+G_{\mu \rho }G_{\nu \sigma }\right)\frac{\delta A}{\delta G_{\mu \nu }}\frac{\delta B}{\delta G_{\rho \sigma }}+\frac{1}{2}L^{ij}(\varphi )\frac{\delta A}{\delta \varphi ^i}\frac{\delta B}{\delta \varphi ^j}\right].$$
(7)
To solve the flow equation (5)–(7), we first decompose the on-shell action as

$`S[G(x),\varphi (x)]=S_{\mathrm{loc}}[G(x),\varphi (x)]+\mathrm{\Gamma }[G(x),\varphi (x)],`$ (8)
where $`S_{\mathrm{loc}}`$ is the local part that can be written as an integral of a local function, and $`\mathrm{\Gamma }`$ gives the generating functional of the boundary field theory . Note that there is an ambiguity in this decomposition, reflecting that one can add any local terms to $`\mathrm{\Gamma }`$. However, by introducing the following weight $`w`$ and by assigning the vanishing weight to $`\mathrm{\Gamma }`$ , one can make this decomposition unique up to additions of local terms of weight 0:

|  | weight $`w`$ |
| --- | --- |
| $`G_{\mu \nu }(x),\varphi ^i(x),\mathrm{\Gamma }[G,\varphi ]`$ | $`0`$ |
| $`_\mu `$ | $`1`$ |
| $`R,R_{\mu \nu },_\mu \varphi ^i_\nu \varphi ^j,\mathrm{}`$ | $`2`$ |
| $`\delta \mathrm{\Gamma }/\delta G_{\mu \nu }(x),\delta \mathrm{\Gamma }/\delta \varphi ^i(x)`$ | $`d`$ |

$`S_{\mathrm{loc}}`$ is then expanded with respect to this weight:

$$S_{\mathrm{loc}}[G(x),\varphi (x)]=d^dx\sqrt{G(x)}\underset{w=0,2,4,\mathrm{}}{}\left[_{\mathrm{loc}}(x)\right]_w.$$
(9)
The first few terms can be parametrized as

$`[_{\mathrm{loc}}]_0=W(\varphi ),[_{\mathrm{loc}}]_2=\mathrm{\Phi }(\varphi )R+{\displaystyle \frac{1}{2}}M_{ij}(\varphi )G^{\mu \nu }_\mu \varphi ^i_\nu \varphi ^j.`$ (10)
One can show that $`\left[_{\mathrm{loc}}\right]_0,\mathrm{},\left[_{\mathrm{loc}}\right]_{d2}`$ are determined by the flow equation at weight $`w=0,\mathrm{},d2`$, and can be written in terms of $`V(\varphi )`$ and $`L_{ij}(\varphi )`$ . On the other hand, the flow equation at weight $`w=d`$ gives the following equation that would determine $`\mathrm{\Gamma }`$:

$$2G_{\mu \nu }\frac{\delta \mathrm{\Gamma }}{\delta G_{\mu \nu }}+\beta ^i\frac{\delta \mathrm{\Gamma }}{\delta \varphi ^i}=\frac{1}{[\gamma ]_0}\left[\{S_{\mathrm{loc}},S_{\mathrm{loc}}\}\right]_d,$$
(11)
where

$$[\gamma ]_0=\frac{W(\varphi )}{2(d1)},\beta ^i=\frac{2(d1)}{W(\varphi )}L^{ij}(\varphi )_jW(\varphi ).$$
(12)
The right-hand side of eq. (11) generally consists of the $`d`$-dimensional Weyl anomaly $`𝒲_d`$ of the boundary field theory and the contribution from the $`\left[_{\mathrm{loc}}\right]_d`$ :

$$\frac{1}{[\gamma ]_0}\left[\{S_{\mathrm{loc}},S_{\mathrm{loc}}\}\right]_d=2\sqrt{G}𝒲_d\frac{2}{[\gamma ]_0}\{S_{\mathrm{loc};d},S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}}\},$$
(13)
where we have introduced

$$S_{\mathrm{loc};wd}d^dx\sqrt{G(x)}[_{\mathrm{loc}}]_w.$$
(14)
The weight shifts by $`d`$ after the integration because the weight of $`d^dx`$ is $`d`$. Since the Weyl anomaly $`𝒲_d`$ can be totally written in terms of $`\left[_{\mathrm{loc}}\right]_0,\mathrm{},\left[_{\mathrm{loc}}\right]_{d2}`$, eq. (11) shows that $`\mathrm{\Gamma }`$ can only be determined up to contributions from $`\left[_{\mathrm{loc}}\right]_d`$. However, by using the relations

$$\frac{\delta S_{\mathrm{loc};d}}{\delta G_{\mu \nu }}=\frac{\sqrt{G}}{2}W(\varphi )G^{\mu \nu },\frac{\delta S_{\mathrm{loc};d}}{\delta \varphi ^i}=\sqrt{G}_iW(\varphi ),$$
(15)
one finds that

$`{\displaystyle \frac{1}{[\gamma ]_0}}\left[\{S_{\mathrm{loc}},S_{\mathrm{loc}}\}\right]_d=2\sqrt{G}𝒲_d+2G_{\mu \nu }{\displaystyle \frac{\delta S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}}}{\delta G_{\mu \nu }}}\beta ^i{\displaystyle \frac{\delta S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}}}{\delta \varphi ^i}},`$ (16)
and can rewrite the flow equation (11) as

$$2G_{\mu \nu }\frac{\delta }{\delta G_{\mu \nu }}(\mathrm{\Gamma }+S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}})+\beta ^i\frac{\delta }{\delta \varphi ^i}(\mathrm{\Gamma }+S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}})=2\sqrt{G}𝒲_d.$$
(17)
Thus, we have seen that the contribution from the term $`\left[_{\mathrm{loc}}\right]_d`$ can be absorbed into $`\mathrm{\Gamma }`$ by redefining it as $`\mathrm{\Gamma }^{}=\mathrm{\Gamma }+S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}}`$. Note that $`\mathrm{\Gamma }^{}`$ still has vanishing weight.

Instead of redefining $`\mathrm{\Gamma }`$, one can modify the Weyl anomaly without making any essential change. To show this, we first notice that the second term in eq. (16) can be written as a total derivative:

$$2G_{\mu \nu }\frac{\delta S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}}}{\delta G_{\mu \nu }}=2\sqrt{G}_\mu 𝒥_d^\mu $$
(18)
with $`𝒥_d^\mu `$ some local current. In fact, for infinitesimal Weyl transformations ($`\sigma (x)1`$: arbitrary function), we have

$$S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}}[e^{\sigma (x)}G(x),\varphi (x)]S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}}[G(x),\varphi (x)]=d^dx\sigma (x)G_{\mu \nu }\frac{\delta S_{\mathrm{loc};0}}{\delta G_{\mu \nu }}.$$
(19)
One can easily understand that $`S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}}[G(x),\varphi (x)]`$ is invariant under constant Weyl transformations ($`G_{\mu \nu }(x)e^\sigma G_{\mu \nu }(x)`$, $`\varphi ^i(x)\varphi ^i(x)`$ with $`\sigma `$ constant), so that the left-hand side of eq. (19) can generally be written as

$`{\displaystyle d^dx_\mu \sigma (x)\sqrt{G}𝒥_d^\mu }`$ (20)
with some local function $`𝒥_d^\mu `$. By integrating this by parts and comparing the result with the right-hand side of eq. (19), one obtains eq. (18). Thus we have shown that eq. (11) can be rewritten into the following form:

$$2G_{\mu \nu }\frac{\delta \mathrm{\Gamma }}{\delta G_{\mu \nu }}+\beta ^i\frac{\delta \mathrm{\Gamma }}{\delta \varphi ^i}=2\sqrt{G}(𝒲_d+_\mu 𝒥_d^\mu )\beta ^i\frac{\delta S_{\mathrm{loc};\mathrm{\hspace{0.17em}0}}}{\delta \varphi ^i}.$$
(21)
This implies that when we take $`\mathrm{\Gamma }`$ as the generating functional, the Weyl anomaly differs from $`𝒲_d`$ only by a total derivative at conformal fixed points ($`\beta ^i=0`$).

In summary, in the formulation of the holographic RG based on the flow equation, the ambiguity in defining the generating functional $`\mathrm{\Gamma }`$ totally corresponds (as expected) to the addition of a total derivative term to the Weyl anomaly when the beta functions vanish.

Acknowledgment

The authors would like to thank S. Matsuura for a useful discussion. The work of M.F. is supported in part by a Grand-in-Aid for Scientific Research from the Ministry of Education, Science, Sports and Culture, and the work of T.S. is supported in part by JSPS Research Fellowships for Young Scientists.


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# The Hodge Conjecture for general Prym varieties

## Introduction

We work over $``$, the field of complex numbers.

The Prym variety of a double cover $`CD`$ of a smooth connected projective curve $`D`$ by a smooth connected curve $`C`$ is defined (see ) as the identity component of the kernel of the norm homomorphism $`N:J(C)J(D)`$ between the Jacobians of the curves. This is an abelian variety polarised by the restriction of the canonical polarisation on $`J(C)`$; we denote this variety by $`P(CD)`$ or simply $`P`$ when there is no possibility of ambiguity.

A Hodge class on a variety $`X`$ is an integral singular cohomology class on the complex manifold $`X()`$ which is represented by a closed differential form of type $`(p,p)`$. The Hodge conjecture (see ) asserts that some multiple of such a class is the cohomology class of an algebraic cycle on $`X`$.

Let $`A`$ be an abelian variety. The Künneth decomposition implies that the rational singular cohomology of $`A\times \mathrm{}\times A`$ is a direct sum of subquotients of tensor products of $`\mathrm{H}^1(A(),)`$. Hence we have an action of a linear automorphism of this vector space on these cohomology groups. The Mumford-Tate group $`H(A)`$ of $`A`$ can thus be defined (see ) as the group of all linear automorphisms of $`\mathrm{H}^1(A(),)`$ which stabilise all Hodge cycles on the varieties $`A\times \mathrm{}\times A`$.

The aim of this note is to show that the Mumford-Tate group $`H(P)`$ of a general Prym variety $`P(CD)`$ is isomorphic to the full symplectic group $`\mathrm{Sp}(2g)`$; where the class in $`\stackrel{2}{}\mathrm{H}^1(P(),)=\mathrm{H}^2(P(),)`$ which is stabilised by this group is the first Chern class of the natural polarisation on the Prym variety. Invariant theory (see  or  and ) then implies that the only Hodge cycles on $`P`$ are powers (under cup-product) of this polarisation class. In particular, we obtain the Hodge conjecture for $`P`$ as a consequence of this result.

As a particular case the Néron-Severi group of a general Prym variety is $``$. This was proved earlier by Pirola (see ). We do not give a new proof of that result and use it in an essential way to prove our result.

The outline of the paper is as follows. In section 1 we set out some standard arguments about Mumford-Tate groups in families. In section 2 we use an extension (due to Beauville ) of the definition of Prym varieties to the case where $`C`$ and $`D`$ are singular curves. The results on Mumford-Tate groups are applied to this larger family of Prym varieties in section three. In addition we use the semi-simplicity of the Mumford-Tate group (see ) and the result of Pirola (see ) to reduce the problem to an elementary lemma on subgroups of the symplectic group.

## 1. Mumford-Tate groups in families

Let $`f:XS`$ be a family of smooth projective varieties parametrised by a smooth connected variety $`S`$. For some positive integer $`k`$ let $`V=R^if_{}_X`$ denote the variation of pure Hodge structures of weight $`k`$ on $`S`$. More generally we can consider any variation $`V`$ of Hodge structures of weight $`k`$ on $`S`$.

Let $`V^{a,b}=V^aV^b`$ be the associated tensor variations of pure Hodge structures of weight $`(ab)k`$. For every $`(a,b)`$ such that $`(ab)k=2p`$ is even, we have the nested sequence of analytic subvarieties

$$H^{a,b}:=V_{}^{a,b}F^pV^{a,b}V_{}^{a,b}V_{}^{a,b}$$

of the complex vector bundle $`V_{}^{a,b}`$ over $`S`$ associated with $`V^{a,b}`$. The analytic variety $`H^{a,b}`$ parametrises pairs $`(s,c)`$, where $`s`$ is a point of $`S`$ and $`c`$ an integral class of type $`(p,p)`$ in $`V_s^{a,b}`$; i. e. $`c`$ is a Hodge cycle.

If $`W`$ is an irreducible component of $`H^{a,b}`$ such that the natural map $`WS`$ is open at some point, then $`W`$ contains an open subset of $`V_{}^{a,b}`$; hence $`W`$ is a connected component of $`V_{}^{a,b}`$. Let $`A^{a,b}`$ be the the union of all such components. The map $`A^{a,b}S`$ makes each component of the former a covering space of $`S`$.

Now, if $`W`$ is an irreducible component of $`H^{a,b}`$ for which the map $`WS`$ is not open at any point then its image in $`S`$ is a set of measure zero by Sard’s theorem. Let $`B`$ be the (countable) union of these images as we vary over all the components of $`H^{a,b}`$ and as we vary $`a`$ and $`b`$.

If $`s`$ is any point of $`S`$ which is not in $`B`$, then by the above reasoning, the only points of $`H^{a,b}`$ that lie over it are in $`A^{a,b}`$. Let $`t`$ be any other point of $`S`$ and $`\gamma `$ be a path in $`S`$ connecting $`s`$ and $`t`$. We can use $`\gamma `$ to identify $`V_{,s}^{a,b}`$ with $`V_{,t}^{a,b}`$; this then gives an identification of $`A_s^{a,b}`$ with $`A_t^{a,b}`$. Hence, under this identification, the collection of Hodge cycles in $`V_{,s}^{a,b}`$ is contained in the collection of Hodge cycles in $`V_{,t}^{a,b}`$. Thus the Mumford-Tate group $`G_t`$ of $`V_t`$ is identified by $`\gamma `$ with a subgroup of the Mumford-Tate group $`G_s`$ of $`V_s`$. In other words, we have

> The Mumford-Tate group at a general point contains (a conjugate of) the Mumford-Tate group at a special point in a variation of Hodge structures over a smooth connected variety.

## 2. Degenerate covers

A connected projective curve which has at worst ordinary double points as its singularities is called a semi-stable curve. The dual graph of such a curve has as its vertices the irreducible components; each singular point gives an edge incident on the two vertices corresponding to the components that contain it. We will be interested in semi-stable curves whose dual graph is contractible and hence a tree; such curves are called tree-like. In this case, the first cohomology of the curve is a direct sum of the first cohomology of its components with the induced (pure) Hodge structure. In particular, the Jacobian of a tree-like semi-stable curve is the product of the Jacobians of its components.

A finite morphism $`CD`$ of semi-stable curves is called a semi-stable cover (or an admissible cover) if

1. This is a topological cover of constant degree of $`D`$ outside a finite set of points which includes the singular locus of $`D`$.
2. The inverse image of a singular point of $`D`$ consists of singular points of $`C`$.
3. The order of ramification on the two branches at a singular point of $`C`$ must be equal.

This notion was first defined by Beauville  for the case of degree two covers (which are the case of interest) and later generalised (see ). In these papers, it is shown that the deformations of such a semi-stable cover of tree-like curves are unobstructed. In other words, there is a smooth (open) curve $`S`$, a flat morphism $`p:𝒟S`$ and a finite flat morphism $`f:𝒞𝒟`$. There is a point $`o`$ of $`S`$ over which the $`f`$ restricts to the given semi-stable cover $`CD`$. Moreover, the general fibre is a double cover $`C^{}D^{}`$ of a smooth curve $`D^{}`$ by a smooth curve $`C^{}`$.

We are interested in the case of degree two covers $`CD`$; here the singular points of $`C`$ are either unramified on each branch or ramified of order two on each branch. Let us further assume that $`C`$ and $`D`$ are tree-like. For each component $`D_i`$ of $`D`$ there are two possibilities:

1. There is exactly one component $`C_i`$ of $`C`$ that lies over it. The map $`C_iD_i`$ is a double cover in the usual sense.
2. There are two components $`C_i^{}`$ and $`C_i^{\prime \prime }`$ of $`C`$ that lie over $`D_i`$ and the given map is an isomorphism between these components and $`D_i`$.

The Prym variety can be defined as before as the identity component of the kernel of the natural norm homomorphism between the Jacobians $`J(C)J(D)`$. It follows that the Prym variety is the product of the Prym varieties of the covers $`C_iD_i`$ corresponding to the first case and the Jacobians of the curves $`D_i`$ corresponding to the second case. In particular, the product of these components gives an abelian variety. Hence we have

> The family of Prym varieties can be extended to include the Prym varieties of degenerate tree-like covers. In particular, the Mumford-Tate group of a general Prym variety contains (a conjugate of) the Mumford-Tate group of the Prym variety of any degenerate tree-like cover.

In the special case when $`D`$ has two exactly components (call them $`D_1`$ and $`D_2`$), such a cover can be constructed in one of two ways:

1. Let $`C_1D_1`$ be a double cover that is not branched at the common point $`p=D_1D_2`$. Then, $`C`$ is obtained by attaching to $`C_1`$ two copies of $`D_2`$, one at each point lying over $`p`$.
2. Let $`C_1D_1`$ and $`C_2D_2`$ be double covers that are both branched at the common point $`p`$. We obtain $`C`$ by attaching the curves $`C_1`$ and $`C_2`$ along their respective ramification points lying over $`p`$.

The specific covers that we are interested in are the following.

1. A covering of type (II) which is the degeneration of a double cover $`CD`$ where $`D`$ is rational and $`C`$ is of genus $`g`$. The curves $`D_i`$ are smooth rational curves. The curve $`C_1`$ is an elliptic curve and the curve $`C_2`$ is any hyperelliptic curve of genus $`g1`$.
2. A covering of type (I) which is the degeneration of a double cover $`CD`$ where $`D`$ has genus at least 2 and the cover is étale. The curve $`D_1`$ is any elliptic curve, $`C_1D_1`$ is an étale double cover and $`D_2`$ is any curve of genus one less than that of $`D`$.
3. A covering of type (I) which is the degeneration of a double cover $`CD`$ where $`D`$ has genus at least 1 and the cover is ramified at some point. The curve $`D_1`$ is any curve of genus one less than that of $`D`$ and $`C_1D_1`$ is a double cover ramified at the same number of points as the cover $`CD`$; $`D_2`$ is any elliptic curve.

As a result we have

###### Lemma 1.

We have containments of Mumford-Tate groups as enumerated below.

1. The Mumford-Tate group of a general hyperelliptic curve of genus $`g`$ contains a conjugate of the product of the Mumford-Tate group of any elliptic curve with the Mumford-Tate group of any hyperelliptic curve of genus $`g1`$.
2. The Mumford-Tate group of the Prym variety of a general étale cover of a curve of genus $`g2`$ contains a conjugate of the Mumford-Tate group of any curve of genus $`g1`$.
3. The Mumford-Tate group of the Prym variety of a general cover of a curve of genus $`1`$ ramified at $`r1`$ points contains a conjugate of the product of the Mumford-Tate group of any elliptic curve with the Mumford-Tate group of the Prym variety of any cover of a curve of genus $`g1`$ which is ramified at $`r`$ points.

###### Proof.

The first cohomology group of the product of two abelian varieties is the direct sum of the first cohomology groups of the individual abelian varieties. Moreover, the Hodge cycles on the individual varieties pull-back to give Hodge cycles on the product. Thus it follows that the Mumford-Tate group of the product contains the product of the Mumford-Tate groups. The result now follows from the above constructions. ∎

## 3. The Main result

To prove the main result we need the following three lemmas.

###### Lemma 2 (Pirola).

The Néron-Severi group of a general Prym variety is the free group on 1 generator.

This lemma is proved in . We note that this case includes the case of a general hyperelliptic curve.

###### Lemma 3.

Let $`G`$ be a connected semi-simple subgroup of the symplectic group $`Sp(2n)`$ which contains (a conjugate of) the product $`Sp(2a)\times Sp(2n2a)`$, then $`G`$ is either this product or it is the the full symplectic group

###### Proof.

Let $`V`$ be the standard representation of $`Sp(2n)`$. Let $`_{iI}W_i`$ be its decomposition into isotypical components as a representation of $`G`$. Let $`V=V_1V_2`$ be the decomposition of $`V`$ as a representation of $`Sp(2a)\times Sp(2n2a)`$. Then each $`W_i`$ is either $`V_1`$ or $`V_2`$ or $`V=V_1V_2`$. The result follows by dimension counting.

The lemma also follows from the fact that the quotient

$$\frac{sp(2n)}{sp(2a)\times sp(2n2a)}$$

of the Lie algebras is an irreducible module over $`Sp(2a)\times Sp(2n2a)`$. ∎

###### Lemma 4.

Let $`A`$ be an abelian variety of dimension $`n`$ whose Mumford-Tate group is the product $`Sp(2a)\times Sp(2n2a)`$ in $`Sp(2n)`$. Then the Néron-Severi group of $`A`$ is of rank at least 2.

###### Proof.

The first cohomology group of $`A`$ decomposes as a direct sum of two (polarised) sub-Hodge structures. It follows that $`A`$ is the product of two abelian subvarieties. Hence we have the result. ∎

###### Theorem 5.

The Mumford-Tate group of a general Prym variety is the full symplectic group.

###### Proof.

We begin with the case where the base curve has genus zero. In this case the Prym varieties are the Jacobians of the corresponding hyperelliptic double cover. The result is classical for elliptic curves which can be considered as the Prym varieties associated with double covers of smooth rational curves branched at 4 points. By induction, let us assume that the result is known for hyperelliptic Jacobians of genus less than $`g2`$. The lemma 1 then shows that the Mumford-Tate group of a general hyperelliptic curve of genus $`g`$ contains $`Sp(2)\times Sp(2g2)`$. By the above results we see that thus Mumford-Tate group must be either $`Sp(2g)`$ or $`Sp(2)\times Sp(2g2)`$. In the latter case, the Néron-Severi group of the curve would have rank at least two but by Pirola’s result we know that this is not true for the general hyperelliptic curve. Hence we see that the Mumford-Tate group of a general hyperelliptic curve must be $`Sp(2g)`$ where $`g`$ is the genus of the curve.

Now let us consider the case where the cover is unramified. Then we may assume that the base curve of the double cover has genus $`g`$ at least 2 (else the Prym variety is just a point). In this case the Prym variety has dimension $`n=g1`$. By the lemma 1 we know that the Mumford-Tate group contains the Mumford-Tate group of any curve of genus $`g1`$. In particular, it contains the Mumford-Tate group of any hyperelliptic curve of genus $`g1`$ and hence by the previous paragraph it contains (and is thus equal to) $`Sp(2n)`$.

Now assume that the base curve of the double cover has genus $`g`$ at least 1 and the cover is ramified. We argue by induction on the genus of the base curve. We can begin the induction since we already know the result for the hyperelliptic curves. Let us assume that the result is known for base curves of genus less than $`g`$. By the lemma 1 we know that the Mumford-Tate group contains the product of the Mumford-Tate group of an elliptic curve with the Mumford-Tate group of the Prym variety of a the double of a curve of genus $`g1`$; in other words it contains $`Sp(2)\times Sp(2n2)`$ by induction. Now as argued above, the three lemmas above imply that the Mumford-Tate group must be $`Sp(2n)`$. ∎


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# Acknowledgments

## Acknowledgments

I am very much indebt to Y.Obukhov,R.Ramos,P.S.Letelier and I.Shapiro for helpful discussions on the subject of this paper.Financial support from Universidade do Estado do Rio de Janeiro (UERJ) and CNPq is grateful acknowledged.


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# Beyond the First Recurrence in Scar Phenomena

## Abstract

The scarring effect of short unstable periodic orbits up to times of the order of the first recurrence is well understood. Much less is known, however, about what happens past this short–time limit. By considering the evolution of a dynamically averaged wave packet, we show that the dynamics for longer times is controlled by only a few related short periodic orbits and their interplay.

The study of the quantum manifestations of classical chaos is at present a topic of very active research interest . Great advance came from random matrix theory (RMT) which provides an understanding of universal statistical properties of quantum spectra . The most striking departure from RMT described so far in the literature is the phenomenon known as “scar” . This term describes an anomalous localization of quantum probability density along unstable periodic orbits (PO) in classically chaotic systems. Heller showed  the importance of the first recurrences of POs in the scarring effect. In a subsequent work Tomsovic and Heller  demonstrated that the semiclassical propagation can be carried out with remarkable precission long after classical fine structure had developed on a scale much smaller than $`\mathrm{}`$, by computing the corresponding correlation function, $`C_{\mathrm{scl}}(t)`$, as a sum of contributions of the homoclinic excursions of the PO. This procedure is however cumbersome, since in general many orbits are needed to obtain converged results, and this number increases rapidly with time (see Ref.  for details). This picture is greatly simplified if alternatively considering the corresponding averaged dynamics for finite periods of time. In this case, as will be shown in this Letter, a structure of a few short POs emerges that govern the quantum dynamics for times past the first recurrence of the original PO.

Understanding scarring can be tackled from two sides. One way is trying to disentangle the complexity involved in the distribution of individual levels in the spectra of classically chaotic systems . For example, in Ref.  structures localized on short POs of the stadium were obtained, by considering state correlation diagrams and iteratively removing the parametric interactions (avoided crossings) between the involved eigenstates. The other way consists of approaching the problem in a much more straighforward fashion, by studying how the dynamics of POs induce scars in the eigenfunctions of the system.

Heller’s work provided a time–dependent view that shows how recurrences in the short time dynamics of a wave packet along the neighborhood of an isolated PO produces the accumulation of quantum probability density characteristic of scars. Very recently Kaplan and Heller have shown how the use of coherent wave packet sums, decaying as the log–time, leads to enhanced scarring. Later, it was described by some of us  how (nonstationary) wave functions highly localized over POs can be constructed from finite time Fourier transform of wave packets. This method allows the calculation of the contribution of each eigenstate to scars.

The time–dependent approach presents the additional advantage of being easily connected with spectroscopy experiments through Fourier transform into the energy domain of the autocorrelation function generated by a test initial wave packet . In the short times limit, recurrences originated by isolated unstable POs in the vicinity of the packet translate into low resolution features of the corresponding spectra (or local density of states) consisting of peaks or bands whose widths are determined by their Lyapunov exponents. In the other limit, corresponding to long times, non–linear effects introduce modulations in these envelopes leading essentially to Porter–Thomas distributions of spectral intensities, although it has been shown recently  that the scarring effect is still noticeable in the tail of the distribution. Finally, when the Heisenberg time is reached, individual eigenstates are resolved, and we have essentially the infinite resolution version of the spectrum. In this sense, the overall aspect of chaotic spectra is highly conditioned by the least unstable PO (LUPO) contained in the phase space region spanned by the test wave packet.

In this Letter we consider the case of intermediate times which allow the participation of orbits longer than the LUPO. The associated low resolution spectra split into several components showing evidence of the participation of only a few localized structures corresponding to short POs, which also present their signatures in the correlation function. It is the magnitude of the interaction (in the sense of Ref. ) among these localized wave functions and that associated to the LUPO that determines which orbits come into play.

In our study we used the desymmetrized stadium billiard of radius $`r=1`$ and enclosed area of $`1+\pi /4`$. This system constitutes a paradigm in the study of hard chaos. From the classical point of view it has been demonstrated to be ergodic.

To study the scarring effect of the different stadium POs we closely follow the method described in Ref. , which consists in following for finite times the dynamics of a wave packet initially located in the vicinity of a particular PO. In our case we use a harmonic oscillator coherent state (throughout the paper $`\mathrm{}`$ is set equal to one),

$$x,y|\varphi =\left[\frac{2\alpha }{\pi }\right]^{1/4}\mathrm{e}^{\alpha (xx_0)^2\alpha (yy_0)^2}\mathrm{e}^{i(P_x^0x+P_y^0y)},$$
(1)
with $`\alpha `$=30.68. The time evolution of this state can be followed by projection onto the stadium eigenstates, $`|n`$:

$$|\varphi (t)=e^{i\widehat{H}t}|\varphi (0)=\underset{n}{}|nn|\varphi (0)e^{iE_nt},$$
(2)
which are calculated by the scaling method . Recurrences in the corresponding correlation function, $`C(t)=\varphi (0)|\varphi (t)`$, determine the structure in the associated finite resolution spectrum,

$$I_T(E)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑tC(t)W_T(t)e^{iEt}$$
(3)
where a window function, $`W_T(t)`$, has been introduced to eliminate features in $`C(t)`$ taking place after a given time. Choosing a Gaussian form, $`e^{t^2/2T^2}`$, for this window the following expression for $`I_T(E)`$ is obtained

$$I_T(E)=\frac{T}{(2\pi )^{1/2}}\underset{n}{}|n|\varphi (0)|^2e^{T^2(EE_n)^2/2}.$$
(4)
As shown in Ref. , it is also possible to compute the wave functions associated to each low resolution band (or envelope), by means of the expression

$`|\mathrm{\Psi }^{E_0}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑t|\varphi (t)W_T(t)e^{iE_0t}`$ (5)
$`=`$ $`{\displaystyle \frac{T}{(2\pi )^{1/2}}}{\displaystyle \underset{n}{}}|nn|\varphi (0)e^{T^2(E_0E_n)^2/2}.`$ (6)
These band wave functions have been shown to be highly localized along the scarring PO, when the time of the first recurrence is used as the smoothing time .

We will concentrate our study in one of the most representative short PO of the desymmetrized stadium; namely, that running along the diagonal joining the two extreme points on both axis, which corresponds to a diamond shape in the full version of the stadium. This PO is presented in the inset to Fig. 1 along with some others which are relevant to our study.

Using a wave packet \[Eq. (1)\] initially located on the middle of the diagonal PO \[$`(x_0,y_0,P_x^0,P_y^0)=(1,1/2,96/\sqrt{5},48/\sqrt{5})`$\], the autocorrelation function and the corresponding infinite ($`T=\mathrm{}`$) and low resolution ($`T=0.04`$) spectra have been computed. The results are presented in Figs. 1 and 2, respectively. Notice that the time used in the smoothed version of the spectrum is roughly equal to the period of appearance of the first recurrence in $`C(t)`$, to which only the diagonal PO contributes. It can be observed that the peaks corresponding to $`I_{\mathrm{}}`$ appear grouped in clumps, so that $`I_T`$ exhibit a series of (seventeen) very well defined bands, which are equally spaced. Moreover, the positions of these peaks, calculated as the mean energy value of each band, are in very good agreement with the energies obtained from the wave numbers, $`k`$, quantized according to the usual Bohr–Sommerfeld quantization rule:

$$k=\frac{2\pi }{L}\left(n+\frac{\nu }{4}\right)$$
(7)
where $`n`$ is the number of nodes along the orbit, $`L=2\sqrt{5}`$ its lenght, and $`\nu =9`$ the corresponding Maslov index. As an illustration, we show in the upper part of Fig. 2 the wave functions (squared) associated to bands 9 to 12, calculated using Eq. (6). The values of $`\sqrt{E}`$ are also given below each plot, so that the agreement with the value predicted by the quantization condition (7) can be checked. As expected, the wave functions appear highly localized along the diagonal PO, corresponding to a number of nodes of 31 to 34, respectively. This result could have also been obtained with the more elaborated coherent wave packets sums of Kaplan and Heller .

Let us consider now recurrences taking place at longer times in the correlation function of Fig. 1. One can forsee that their analysis will be more complicated; for one thing they appear at longer times so that the packet has had the opportunity to explore more extended regions of phase space (where the linearized dynamics around the PO is no longer valid), and also several orbits contribute to them. The mechanism responsible for the dynamical coupling of these POs, accessed by the phase space sampling associated to the choice of the initial wave packet (1), is not obvious. Some preliminary results  indicate that the dynamics along the manifolds emanating from them and their proximity, is an important factor in this issue.

For this purpose, let us examine the group of peaks in $`C(t)`$ at $`t0.080.12`$. It presents a complicated structure; in addition to the main maximum at $`t0.09`$, it exhibits a shoulder at smaller time values and four much shorter peaks at longer times. Taking into account the periods of the orbits presented in Fig. 1 a tentative assignment of the contribution to each peak has been made. The result is indicated by labeled arrows over the curve of $`C(t)`$. To check our hypothesis, we consider a series of low resolution spectra computed using progressively larger smoothing times, so that POs with increasingly longer periods are allowed to come into play. Some representative results, corresponding to the 9–th band of the spectrum of Fig. 2, are presented in Fig. 3. Our calculations show that in the range $`T=0.020.07`$ the smoothed band consists of only one peak, which begins to develop an incipient intraband structure as $`T`$ increases (see different curves in Fig. 3). After that time the structure gets more clearly defined, so that for the interval $`T=0.120.20`$ four intraband components are readily observable (dotted line in Fig. 3). The associated wave functions are shown in the upper part of the figure.

As can be seen, the wave function labeled by 2, corresponding to $`T=0.07`$, is very similar to that already presented in Fig. 2 that was computed at $`T=0.04`$. However, function 1, calculated at a smaller time, presents a much stronger localization along the diagonal PO, being better defined specially at the corners. This is due to the fact that a smaller resolution time allows the participation of more eigenstates in the expansion of the wave function associated to each band. Finally, at the largest time considered, $`T=0.135`$, the band splits into four components, whose associated wave functions are shown in plots 3 to 6 of Fig. 3. By visual inspection, these functions are found to be scarred by POs (d), (c), (b)/(a) and (d), respectively. This assignment was confirmed more quantitatively in the following way. In the first place, we constructed localized wave functions on the scarring orbits in the same way described above for the diagonal PO (see Fig. 2), and calculated the overlaps of the resulting functions with those of the intrabands considered. The wave function associated to peak number 5 is a linear combination (56% and 42%) of the structures localized on orbits (b) and (a), being the corresponding overlap values 0.75 and 0.65, respectively. Values greater than 0.7 were obtained for the other three peaks. In the second place, the corresponding calculated values of $`\sqrt{E}`$: 45.959, 46.352, 46.809, and 47.267, agree remarkably well with the predicted values of $`k`$ that are obtained from the Bohr–Sommerfeld quantization rule \[Eq. (7) with the appropriate values for the parameters $`L`$ and $`\nu `$\]: 45.966, 46.367, 46.748/46.715, and 47.225. The reason why the 9–th band in the spectrum of Fig. 2 splits into these components can be understood by considering the Hamiltonian matrix elements among localized states 1 and 3–6 of Fig. 3. These numbers, defined as interactions in Ref. , when calculated (226, 664, 1706 and 533 respectively) turn out to be larger than any other interaction with localized structures in this energy region. The picture that emerges is analogous to that of non–overlapping resonances embedded in a continuum (see discussion in Ref. ). The band or intraband structures obtained with Eq. (6) correspond, loosely speaking, to states dynamically averaged over classical paths. They are initially located in the neighbourhood of unstable POs (equivalent to a decaying resonance) which are the only renmant of order in the middle of the surrounding chaotic sea (playing the role of the continuum). Moreover, the corresponding spectra present a great resemblance with resonance spectra, and the rhs of Eq. (6) can be viewed as an approximate projection operator (on each resonance) acting on $`|\varphi (0)`$.

The same analysis can be applied to investigate the intraband structure of other bands in the spectrum of Fig. 2, in order to discover the signature of other POs. This is the case, for example, of the wave functions presented in Fig. 4, which are scarred by POs (e) and (f), respectively. They correspond to peaks in the intraband structure of bands 12 and 13 of Fig. 2. Again the computed values of $`\sqrt{E}`$: 50.282 and 52.757, agree very well with the predicted values of $`k`$: 50.245 and 52.722.

This result indicates that the intraband structure associated to different bands can be quite distinct. As shown, this is due to the fact that all POs involved in a given intraband pattern (corresponding to a given smoothing time) quantize in different ways, so that each one gives rise to a characteristic spacing. It is the relation among the values of these spacings and that of the original orbit (the LUPO in our case), which determines the distribution of new peaks in each band. Since they are in principle unconnected, the pattern under each band will be different.

In conclusion, we have presented a study of the scarring effect of POs beyond the short time dynamics in a very chaotic system. A few POs, other than the LUPO, have been shown to be able to develop their influence in the low resolution features of the corresponding spectra or local density of states, appearing at the associated quantized energy values; in other words they are responsible for the averaged dynamics in this time range. It has also been described how localized wave functions can be constructed for this intermediate time domain. These results provide a good smoothed picture around a given PO and the family of orbits connected to it, and then constitute an important first step in order to fully disentangle the complexity involved in the eigenvalues spectrum of very chaotic systems.

This work has been supported in part by DGES (Spain) under Projects No. PB95–425 and PB96–76. DW gratefully acknowledges support from Agencia Española de Cooperación Internacional (Spain) and FOMEC (Argentina) for his stay in Madrid.


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# On a Theoretical Interpretation of the Period Gap in Binary Millisecond Pulsars

## 1 INTRODUCTION

Ever since the discovery of the 1.55 ms radio pulsar PSR 1937+21 by Backer et al. (1982), the study of millisecond pulsars has yielded fundamental insights into the properties of neutron stars and to their evolution in binary star systems. In order to determine the statistical properties of the population, numerous radio surveys have been undertaken recently covering both the northern hemisphere (e.g., Camilo 1999) and southern hemisphere (Manchester et al. 1996: Lyne et al. 1998). The discovery that many pulsars of this class are members of binary systems confirmed the hypothesis that the underlying neutron star had accreted mass and been recycled to short spin period (Radhakrishnan and Srinivasan 1982; Alpar et al. 1982). The recent discovery of the 2.49 ms coherent pulse period in the X-ray pulsar SAX J1808.4-3658 by Wijnands and van der Klis (1998) and the discovery of its orbital period of 2.01 hours by Chakrabarty and Morgan (1998) provided the first direct observational link between the two classes of systems confirming that the progenitors of these systems are, indeed, low mass X-ray binaries. For a review of the properties of the millisecond binary pulsars see the paper by Phinney and Kulkarni (1994).

A compilation of binary millisecond radio pulsars by Camilo (1995, 1999) and more recent data reported in Manchester et al. (2000), Edwards (2000), and Tauris, van den Heuvel, & Savonije (2000) reveals a population of 35 galactic binary pulsars with almost circular orbits and orbital periods ranging from about 2 hours to 175 days (see Table 1). It is found that the distribution of systems with respect to orbital period is non uniform, and that there is a significant absence of systems between about 23 and 56 days. This is illustrated in Fig. 1 in the form of a cumulative distribution of the orbital periods. Since it is not likely that the absence of systems in this period interval reflects a selection effect in their discovery (Camilo 1995; Bhattacharya 1996), its origin must provide insights to the evolutionary channels of these pulsar systems. Recently, Tauris (1996) examined the possibility that the observed ”period gap” reflected the operation of a bifurcation mechanism in their formation associated with distinct evolutionary histories. In particular, the long period systems were attributed to the evolution of low mass systems along the red giant branch as shown by Joss and Rappaport (1983), Paczynski (1983), and Savonije (1983) following earlier work by Taam (1983) and Webbink, Rappaport, & Savonije (1983). On the other hand, the short period systems were assumed to be produced from short period (P $`<2`$ days) low mass X-ray binary systems which evolve to ever shorter orbital periods under the action of angular momentum loss associated with magnetic braking (see Pylyser & Savonije 1988), and from long period (P $`>100`$ days) X-ray binaries which underwent a phase of common envelope evolution (van den Heuvel and Taam 1984). In this picture, the pulsar companions are primarily helium white dwarfs in the long period population and a mixture of helium and carbon-oxygen white dwarfs in the short period population. The lower edge of the long period group (at $``$ 56 days) is attributable to the evolution of systems above the bifurcation period dividing converging from diverging systems, see §2.1.1 below ($`2`$ days, Tauris 1996). The upper period edge of the short period group (at $``$ 20 days) is assumed to be the maximum orbital period for systems emerging from the common envelope phase.

In this paper, we reexamine these conjectures in light of the additional formation channel involving early massive Case B evolution recently identified by King & Ritter (1999), and the current theory of common envelope evolution (Iben & Livio 1993; Taam & Sandquist 2000). The description of the evolutionary paths as applied to the binary millisecond pulsars is presented in §2 and an interpretation of the orbital distribution and period gap in terms of the evolutionary processes is discussed in the final section.

After our paper was submitted (July 1999) two further papers (Tauris & Savonije, 1999; Tauris, van den Heuvel & Savonije, 2000) relevant to this subject appeared. We refer extensively to these papers in what follows.

## 2 EVOLUTIONARY MODELS

In this section the contributions of the various formation channels to the binary millisecond pulsar stage are elucidated. To place them into context the individual paths are described in some detail. Low mass Case B, early massive Case B, and common envelope evolution are presented in turn.

### 2.1 Case B Evolution

In this phase of evolution, mass transfer is driven by stellar expansion accompanying core contraction and the establishment of a hydrogen burning shell prior to the ignition of helium in the core. The three distinct formation channels associated with this phase can be termed early low mass, late low mass, and early massive evolutions. Here, low mass refers to stars ($`M<2.25M_{}`$) which develop a helium degenerate core and massive refers to stars developing a nondegenerate core.

#### 2.1.1 Early Low Mass

If mass transfer is initiated close to the main sequence, corresponding to initial orbital periods $`\mathrm{}<1`$ day, the binary evolution is affected by angular momentum loss processes associated with a magnetically coupled stellar wind (e.g., Verbunt & Zwaan 1981). The effectiveness of the tidal interaction between the components enforces synchronism, thus draining orbital angular momentum from the system. As a consequence, mass transfer is enhanced (producing a brighter low mass X-ray binary than would have been the case in the absence of such processes) and the system evolves to shorter orbital periods (Pylyser & Savonije 1988). Provided that the mass transfer is initiated for a sufficiently evolved star such that a degenerate core has formed the system can become detached producing a binary pulsar system (otherwise, the system continues its evolution as a low mass X-ray binary). For the masses relevant to the binary pulsar evolutions, the critical period (i.e., $`P_{\mathrm{bif}}`$ in the language of Pylyser & Savonije 1988) is about 0.4 - 0.8 days in the mass conservative case. The actual value for the bifurcation period is dependent on the detailed assumptions concerning mass and angular momentum loss from the system. Specifically, in the case of a strong consequential angular momentum loss the bifurcation period can be significantly longer than in the conservative case (e.g. Ergma et al. 1998).

#### 2.1.2 Late Low Mass

In contrast to the above, binary stars with initial orbital periods greater than $`P_{\mathrm{bif}}`$ evolve into low mass X-ray binary systems with increasing orbital periods (Taam 1983; Webbink et al. 1983). Here, the orbital separation increases as a result of mass transfer from the less massive component to its neutron star companion. As the mass losing star evolves along the red giant branch the hydrogen rich envelope is depleted through a combination of nuclear evolution and mass loss, eventually leading to the formation of a white dwarf remnant in a wide detached binary. Since the radius of a giant is primarily a function of its core mass, the evolution can be described analytically (Ritter 1999). Based on the core mass radius relation for Population I composition of Rappaport et al. (1995), the relationship between the initial ($`P_i`$) and final ($`P_f`$) orbital periods, expressed in days, for mass transfer driven by nuclear evolution in the conservative mass transfer approximation is

$$\mathrm{log}P_\mathrm{f}(d)=1.31+0.70\mathrm{log}P_\mathrm{i}(d)$$
$`(1)`$
where it has been assumed that the neutron star has an initial mass, $`M_{1,\mathrm{i}}=1.4M_{}`$ and the low mass companion has an initial mass $`M_{2,\mathrm{i}}=1M_{}`$. On the other hand, if the mass transfer process is non-conservative such that all the transferred mass is ejected with the specific orbital angular momentum of the neutron star, then the relationship with $`M_1=1.4M_{}`$, $`M_{2,\mathrm{i}}=1M_{}`$ is

$$\mathrm{log}P_\mathrm{f}(d)=1.45+0.69\mathrm{log}P_\mathrm{i}(d).$$
$`(2)`$
The correlation between the final orbital period and remnant white dwarf mass, $`M_{WD}`$, is given by

$$P_\mathrm{f}(d)\frac{8.5\times 10^4M_{\mathrm{WD}}^{5.5}}{(1+M_{\mathrm{WD}}^3+1.75M_{\mathrm{WD}}^4)^{1.5}}$$
$`(3)`$
(see King & Ritter 1999) where the white dwarf mass is expressed in $`M_{}`$. For Population II composition (which may be appropriate for millisecond pulsars with spindown ages exceeding several Gyr), the corresponding eqn. 6 of Rappaport et al. (1995) leads to periods which are smaller than the estimate (3) by about a factor 2.

We note that Tauris & Savonije (1999) have recently recalculated low mass Case B evolution using newer input physics. In particular this produces binary millisecond pulsars with $`P_{\mathrm{orb}}1`$ d and $`M_{\mathrm{WD}}0.2M_{}`$, which were missing from the results of Rappaport et al. (1995).

#### 2.1.3 Early Massive

This type of evolution (see Kippenhahn & Weigert 1967) describes a binary in which the mass losing component has a radiative envelope and is sufficiently massive that helium is ignited under nondegenerate conditions (M $`\mathrm{}>2.25M_{}`$). As applied to binary pulsars (see King & Ritter 1999) any mass transferred to the neutron star at rates above the Eddington limit is assumed to be ejected from the inner regions of an accretion disk in the form of a wind. This implies that the mass of the neutron star is little changed during this thermal timescale phase. The mass transfer is interrupted either by the complete loss of the envelope or by the contraction of the nondegenerate component within its Roche lobe when helium is ignited at its center. In these evolutions, the ultimate fate of the binary is dictated by the initial mass ratio of the donor to the gainer. For initial mass ratios $`q=M_{\mathrm{donor}}/M_{\mathrm{NS}}`$ slightly smaller than a critical mass ratio (which depends on the donor star’s initial mass and on the initial orbital separation), the evolving star detaches from its Roche lobe with a thick hydrogen rich envelope. Further evolution of the star to its double shell burning phase leads to the resumption of mass transfer and to the expansion of the orbit. The depletion of the envelope on the asymptotic giant branch leads to the contraction of the core and to the formation of a CO white dwarf with a neutron star companion in a long period orbit ($`\mathrm{}<5070`$ d, cf figs 2 and 4 of Tauris et al., 2000). For the critical mass ratio the donor detaches from its Roche lobe with a thin hydrogen envelope. Near the end of mass transfer such an evolution leads to a system resembling Cyg X-2, with an orbital period of $`10`$ days and to the eventual formation of a binary pulsar system consisting of a CO white dwarf and a neutron star similar to J0621+1002 (King & Ritter 1999). Finally, for systems characterized by initial mass ratios much greater than the critical value, mass transfer removes the entire hydrogen rich envelope and the remnant helium star directly evolves to form a CO white dwarf. For this type of evolution, larger initial mass ratios result in shorter orbital periods for the binary pulsar system and to more massive CO white dwarf companions (King & Ritter 1999). An approximate relation for the minimum final period expressed in days for such systems is given by

$$\mathrm{log}P_\mathrm{f}2.563.1\frac{M_{\mathrm{WD}}}{M_{}}$$
$`(4)`$
yielding, for example, a maximum of $`30`$ days for the minimum mass of a CO white dwarf ($`0.35M_{}`$) produced in this evolution.

### 2.2 Common Envelope Evolution

Systems evolving through the common envelope phase can also contribute to the binary millisecond pulsar population (see Taam & Sandquist 2000). In such systems the mass transfer is unstable, leading to the formation of a differentially rotating common envelope. This evolution is particularly relevant to binary systems characterized by a large mass ratio and a giant star component. For sufficiently large mass ratios, the binary is subject to a tidal instability (Darwin 1879; Kopal 1972; Counselman 1973; Hut 1980) occuring when the orbital angular momentum of the binary is less than 3 times the spin angular momentum of the giant star. For orbital separations less than a critical value, where the total angular momentum is a minimum, the two stars must spiral together. Progenitor systems can also evolve into a common envelope provided that the envelope of the nondegenerate component is convective. In this case, the envelope can expand upon mass loss for evolutionary stages where the fractional mass in the convective envelope exceeds 0.5 (Hjellming 1989). For mass ratios $`\mathrm{}>1.21.5`$ a giant cannot be constrained within its Roche lobe and a runaway mass transfer episode is expected.

Successful ejection of the envelope without requiring the two stars to merge can be achieved given that sufficient energy is released from the orbital motion and that the mass losing star is sufficiently evolved (see Taam & Sandquist 2000). The outcome of such an evolution would resemble a short–period binary pulsar like PSR 0655+64 (van den Heuvel & Taam 1984). For an interaction of a neutron star with a companion on the first ascent red giant branch a helium white dwarf companion of mass $`\mathrm{}>0.20.25M_{}`$ is expected (Sandquist, Taam, & Burkert 2000; see also Sarna, Marks, & Smith 1996). On the other hand, an interaction on the asymptotic giant branch leads to a CO white dwarf with mass $`\mathrm{}>0.55M_{}`$. We note that the evolution into a common envelope phase is less likely for a star characterized by a radiative envelope (since the star contracts upon mass loss) and for mass ratios not significantly larger than unity (where the mass ratio can be reversed, leading to orbital expansion).

The upper limit to the orbital period for the short-period population of binary millisecond pulsars has been identified with the outcome of common envelope evolution (Tauris 1996). Although evolution via a common envelope may be expected to populate the region at short orbital periods ($`\mathrm{}<`$ a few days), there is insufficient orbital energy to produce a system with a period as long as 20 days for the intermediate mass progenitors characteristic of the white dwarf component in the system. To circumvent this difficulty, Tauris (1996) had to increase the efficiency of mass ejection in the common envelope phase significantly above unity (i.e. to 4). At the time the cutoff was 12 days: the current value of 23 days (J1618-3919) exacerbates the problem if we assume that this system also evolved through a CE phase. Tauris (1996) invoked unspecified sources of energy to accommodate this choice; however, the ionization energy and nuclear energy sources that have been invoked in the past are ineffective (see Sandquist et al. 2000). Specifically, the ionization energy cannot be tapped directly (see Harpaz 1998) and is unimportant for ejecting matter in the deep gravitational potential of the binary where the major phase of mass ejection takes place. Nuclear energy is tapped on a timescale too long compared to the mass ejection timescale to be important.

One might try to get round this argument by assuming that systems such as J1618-3919 have low–mass helium white dwarf companions. However this is ruled out because the fairly large values of $`P_{\mathrm{spin}}`$ (32.82 ms, 71.09 ms) for J1810-2005 and J1904+04 ($`P_{\mathrm{orb}}=15.0`$ d and 15.75 d respectively), as well as the large value of $`\dot{P}_{\mathrm{spin}}`$ for J1810-2005, strongly indicate that these systems passed through a phase of very high mass transfer and that the neutron star cannot have accreted much matter. Since CE evolution is probably ruled out by the argument of the last paragraph, we conclude that the short $`P_{\mathrm{orb}}`$ population below the gap, but longer than a few days must be the result of early massive Case B evolution.

## 3 DISCUSSION

Given the possible evolutionary channels for the formation of binary millisecond pulsars presented in the previous section, we consider their implications for the period distribution of these systems. As described in §2, it is unlikely that the common envelope path is responsible for the period cutoff of the short period systems and therefore that the efficiency for mass ejection greater than unity is required. We suggest that the cutoff near 23 days is a natural consequence of the early massive Case B evolution near the critical mass ratio (see King & Ritter 1999). The lower period cutoff for the long period systems is likely to result from low mass Case B evolution, but it is not related to the bifurcation mechanism favored by Tauris (1996) since a bifurcation period at 2 days requires angular momentum loss rates significantly greater than commonly believed. On the contrary, we suggest that this period distribution is a natural consequence of the small phase space available to those systems which evolve into the 20 \- 60 day period interval. That is, although the formation of binary millisecond pulsars with orbital periods as short as 20 days is possible in this evolutionary channel, it is not likely, since the initial core mass of the progenitor must be very low, i.e. $`0.17M_{}`$. The initial orbital period corresponding to this evolution is $``$ 1 day. As pointed out by Tauris (1996) such systems evolve to shorter orbital periods because of angular momentum losses associated with a magnetized stellar wind (Pylyser and Savonije 1988). For those systems which do not evolve to shorter periods, the final period is extremely sensitive to the initial period at which mass transfer is initiated. For example, small initial core masses ($`0.2M_{}`$) yield orbital periods $`\mathrm{}>60`$ days for initial orbital periods of about 3 days. We suggest that the small range of core masses means that only a few systems can finish their evolution with a period in the range of 20 – 60 days.

Implicit in the evolutionary scenarios we discuss, and especially important for understanding the short period population ($`120`$ days), is the assumption that the neutron star accretes only a small fraction of the transferred mass because accretion on to the neutron star is likely to occur at super–Eddington rates. This occurs either because the mass transfer timescale is $`\mathrm{}<10^8`$ years or because matter is accreted at high rates in a transient manner. This latter circumstance probably results from a thermal instability in the accretion disk (King, Kolb, & Burderi 1996; King, Kolb, & Szuszkiewicz 1997; Li, van den Heuvel, & Wang 1998). The orbital separations of long–period low–mass X–ray binaries (LMXBs) imply very large accretion disks, whose outer regions cannot be maintained in the hot (ionized) state, even by self–irradiation via X–rays. Thus all LMXBs with $`P_{\mathrm{orb}}\mathrm{}>2`$ d are probably transient (King, Kolb & Burderi, 1996). In this case, accretion on to the neutron star occurs only during outbursts. A short outburst duty cycle, as inferred from observation, implies super–Eddington central accretion rates. Only a small fraction is accreted, while the remainder is ejected as a wind. Calculations neglecting this mass loss predict final neutron star masses systematically larger than the upper limits on the observed masses, often by several times $`0.1M_{}`$, cf Fig. 4b of Tauris & Savonije (1999).

Ejection is unlikely at short periods because most neutron star systems are persistent, although transients do exist, e.g., SAX J1808.4-3658 (Chakrabarty & Morgan 1998) at 2 hours and EXO 0748-676 (Parmar et al. 1986) at 3.8 hours (cf King et al. 1996; King & Kolb 1997). In this case, the neutron star gains mass and is likely to be spun up to millisecond periods.

Given the circumstances under which mass can be transferred at high rates, one can expect that the mass of the pulsar is dependent on the particular evolutionary path leading to its formation. As the mass transfer rates driven by nuclear evolution of highly luminous giant stars exceed the Eddington rate, the neutron stars in the long period population are not likely to have accreted much matter. That is, the neutron star components in those systems which have been formed via the low mass Case B and intermediate early massive Case B evolutionary channels are likely to have accreted little mass, and should differ little from their formation masses. Likewise, the neutron stars that evolve through a common envelope phase are also not likely to have accreted much matter. Although it has been hypothesized that they can accrete sufficient matter in the neutrino dominated regime (Zeldovich, Ivanova & Nadyozhin 1972) to form black holes (Chevalier 1993; Brown 1995), recent studies (Chevalier 1996) indicate that neutron stars are expected to survive when account is taken of rotational effects in highly evolved giants. In this context, the more evolved state of the giant companion makes it less likely that the neutrino accretion dominated regime is reached. The lower rates of accretion characteristic of the lower density envelopes of more evolved stars, in combination with the short evolutionary phase of the common envelope ($`\mathrm{}<10100`$ years) suggest that accretion is not important. On the other hand, pulsars in systems with short orbital periods ($`\mathrm{}<1`$ day) should be more massive than the other pulsars in their class since the mass transfer rates are less than the Eddington value. The observational measurement and improved estimates of pulsar masses in such systems following up on the work by Thorsett & Chakrabarty (1999) is highly desirable for testing such an evolutionary dependence.

This research was initiated at the Institute of Theoretical Physics and was supported in part by the National Science Foundation under Grant No. PHY94-07194, and at Northwestern University by NSF grant AST-9727875. ARK also acknowledges support as a PPARC Senior Fellow.


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# UNIVERSAL MULTIFRACTAL PROPERTIES OF THE SMALL SCALE INTERMITTENCY IN ANISOTROPIC AND INHOMOGENEOUS TURBULENCE

## 1 Introduction

The concept of an iterated distributive process behind turbulence, commonly called the “energy cascade”, is much older than fractal geometry. It might be said that multifractal theory has its roots, partially, in turbulence research . Of course, by being finite the statistics of the energy cascade do not have to be multifractal, and even if it may be conceived to be so, the expedience of a multifractal description is far from obvious. For several decades one incentive for turbulence research has been the idea of a universal behaviour in small scale intermittency , but it has not been possible to bring this universality to light in the regime of length scales which is accessible to a multifractal model. These questions were adressed in pioneering works by Meneveau and Sreenivasan , and it became clear then that multifractal geometry is an issue in the long process of understanding turbulence.

This paper is devoted to an extensive examination of experimental data in a multifractal framework. We shall not venture to relate our experimental findings to multifractal models of turbulence here, however, we vouch for the multifractality of turbulence.

The central quantity of our investigation, as introduced by Obukhov  and Kolmogorov  in 1962, is the energy dissipation averaged over a volume of size $`r`$. In the case of locally homogeneous and isotropic turbulence this is approximated by

$$ϵ_r(x)\frac{1}{r}_{xr/2}^{x+r/2}\left(\frac{u}{x^{}}\right)^2\text{d}x^{},$$
(1)
where $`u(x)`$ denotes the longitudinal velocity component at point $`x`$ along a 1-D cut through the energy dissipation field (Figure 1).

We define the multifractal measure $`\mu _i`$ on a grid of size $`r`$ to be $`\mu _i=rϵ_r(ir)`$. The $`q`$-th order moment of $`\mu `$ is defined as :

$$S_q(r)=\underset{i}{}\mu _i^qr^{\tau (q)},$$
(2)
where the sum is taken over all boxes of some $`r`$-grid and $`\tau (q)`$ is the multifractal scaling function.

To derive these quantities from the data, we employ an improved multifractal box counting algorithm recently suggested . We sketch this algorithm in section two. Section three concerns the details of the experimental data and the particular aspects of the selection of the proper scaling range. Section four presents the results obtained for locally isotropic flow conditions indicating a universal multifractal behaviour in the range defined by the transition from the inertial range to the dissipative limit. These universal features are also recovered in inhomogeneous and not fully developed turbulence, as shown in the concluding section.

## 2 An Improved Multifractal Box-Counting Algorithm

The necessity of taking great care when utilising fixed-size box counting algorithms has frequently been expressed. However, here we deem fixed-size algorithms to be the method of choice for two reasons: their shortcomings are well understood  and can in some cases be balanced , and they are closer to the theoretical concepts of turbulence than their fixed-mass counterparts  in that they do not mix length scales . We also refrain from the direct evaluation of the $`f(\alpha )`$ curve , because we find artefacts are easier to trace in the standard approach . The information content of both methods is equivalent since they are based on essentially the same counting procedure.

We want to outline in brief some of the improvements introduced to the method of moments . The prime source of errors was identified as the finite size artefacts due to ill-fitting grids. To reduce the influence of these “clipping errors” we replace in eq. (2) the local measure $`\mu _i`$ by a local average $`<\mu >_i`$ and define

$`<\mu >_i=\mu _i{\displaystyle \underset{j=1}{\overset{n}{}}}\mathrm{\Theta }(\mu (x_i+\delta _j))`$ for $`q0`$ (3)
$`<\mu >_i=\left({\displaystyle \underset{j=1}{\overset{n}{}}}\mu (x_i+\delta _j)\right)^{1/n}`$ for $`q<0,`$ (4)
where $`\{\delta _j\}`$ is a set of displacements smaller than $`r`$.

Secondly, we introduce the concept of wandering intercepts which describe the deviations from linear scaling of the partition function (2) . For a given $`q`$ we define

$$C(q,r)=\mathrm{log}S_q(r)\widehat{\tau }(q)\mathrm{log}r,$$
(5)
where $`\widehat{\tau }(q)`$ is an estimate of $`\tau (q)`$, e.g. the result of a least squares line fit to $`\mathrm{log}S_q(\mathrm{log}r)`$. The $`C(q,r)`$ can be thought of as a “lacunarity function”. Note that the concept of Extended Self-Similarity introduced by Benzi  is a special case of eq. (5). Our development relies on the assumption that the $`C(q,r)`$ does not behave too erratically in $`q`$ and can ideally be factorised into functions of $`r`$ and $`q`$ only. Although we shall not make detailed assumptions about the $`C(q,r)`$ in general, a lack of coherence with respect to $`q`$ at a point $`q_0`$ betrays the presence of a phase transitional behaviour of the multifractal . For these purposes we employ plots of $`C(q_1,r_i)`$ against $`C(q_2,r_i)`$ for $`q_1<q_0<q_2`$ and expect that a lack of correlation between the fluctuations in $`r`$ of the wandering intercepts appears as a scattered plot.

The greatest obstacle in the multifractal analysis of turbulence data (as with any other physical data) is the determination of the proper scaling range. For our findings it is characteristic that the multifractal scaling assumption applies only to the transitional range to dissipation, which can loosely be defined by the lengthscale $`\eta `$ where the local Reynolds number becomes of the order of unity: $`\frac{\overline{u}\eta }{\nu }=1`$. In most cases, the lower bound is dictated by the detector resolution, which usually exceeds $`\eta `$ quite considerably for turbulent flows of a reasonable Reynolds number. The upper bound on the scaling range is much more indistinct, since typically one can only discern a sweeping transition to a power law behaviour of $`S_q(r)`$, which in turn sometimes extends over less than one order of magnitude. Although it is tempting to expand the scaling range both to acquire a better statistical basis and to extend the validity of the analysis, we handle the problem quite restrictively. Since the essence of numerical multifractal analysis is extracting to a high precision minor differences in interrelated scaling laws, we deem our approach justified.

## 3 The Statistical Properties of Experimental Data

The turbulence velocity data were obtained in three series of experiments of flows in air. Series J was a free jet through a nozzle of $`d=8`$ mm diameter and an output velocity of 40 m/s. The estimated $`R_\lambda `$ in the centre was 210. The jet was scanned axially and radially at an axial distance of $`60d=48`$ cm. The time series had a size of $`1.25\times 10^7`$ data points. Series CF was a wind tunnel experiment with a cylinder of diameter $`D=5`$ cm. The turbulent wake was examined at a distance of $`32d=160`$ cm for a number of velocities, yielding $`R_\lambda `$ from 200 to 520. The size of the time series was $`1.25\times 10^6`$. Series CV consisted of a variation of the location of the probe in the wake field of the cylinder at 21m/s velocity, ranging from $`4d=20\text{cm}`$ to $`40d=200\text{cm}`$. Again, $`1.25\times 10^7`$ points were sampled. The equipment was a DANTEC anemometer StreamLine 90CN10 with single wire probes 55P01 (sensitive length 1.25mm) for the jet measurements and x-wire probes 55P61 (sensitive length 1mm) for the cylinder measurements. The use of the latter probe facilitated a more accurate measurement of the longitudinal velocity component.

An extensive analysis was performed for all time series. This included the calculation of characteristic mean-field quantities (see table 1) and the generation of probability density functions (PDFs) of velocity increments. The changing form of the PDFs as a function of the spatial resolution $`r`$ was quantified by a parameter $`\mathrm{\Lambda }^2(r)`$ according to Castaing . The power law behaviour of the resulting function $`\mathrm{\Lambda }^2(r)`$ locates the transitional range between the classical inertial range and the dissipative limit  (see figure 2). In the following we restrict our investigations of the scaling behaviour of $`<ϵ_r^q>`$, respectively $`S_q(r)`$, to this transitional range. Critical evidence for the coincidence of these scaling ranges was deduced from our experimental data. The chosen ranges for each example are given in tables 1 and 2.

It is one of the traits of box-counting, that it delivers a result under almost all circumstances. However, it is sometimes open to arbitrariness to find out which results comprise significant information about the multifractal. As it turned out, statistical resolution is a severe issue for moments as small as 3 for about 1 million data points, and 10 million points improve the situation only marginally. It has been shown , that $`f(\alpha )`$ will assume negative values due to the 1-D nature of the data set as opposed to the three dimensional energy field, which infers that the main contribution to a moment that corresponds to a negative $`f(\alpha )`$ comes from very few singularities. This being the case, it comes as no surprise to find that the correlation plots for $`q_1,q_2>5`$ are extremely well correlated. In general, we attribute little credibility to any moment larger than 4. For negative $`q`$, noise and digitalisation artefacts put an end to the reliability of the results at sometimes quite moderate values of $`q1`$. A special case are the inhomogeneous examples, where due to the background of the intertwined laminar flow no multifractal fine structure can be resolved with negative moments.

## 4 Multifractal Spectra in the Locally Isotropic Case

In the following, four examples of classical fully developed turbulence are investigated in the centre of the flows, where local isotropy is known to hold for small scales. The experiments were chosen to cover a range of $`R_\lambda `$ from 190 to 520. Table 1 gives the relevant details. An example of an energy time series is given in figure 1.

In the context of this paper, we want to establish experiment J1 as the standard for a simple reason: the detector resolution and $`\eta `$ are quite close, so that one can assume that the fine structure of the original velocity signal is well resolved. In fact, a direct comparison with experiment J2 shows that this point is crucial for the calculation of extreme moments. Figures 3.1 and 3.2 show the $`\tau (q)`$ and $`f(\alpha )`$ curve for the transitional range.

Figure 4 shows a superposition of the respective $`f(\alpha )`$ spectra for all experiments of table 1. The errorbars are significantly larger than the deviations between the curves. Given these results, we have to assume universality of the spectra of singularities.

Although it is notoriously difficult to establish negative values of $`f`$ reliably, we have confidence in the results we have given. A self consistent analysis  of the $`\tau (q)`$ curve showed that statistics are still sound for $`q3`$, whereas the intersection with the $`\alpha `$-axis occurs for $`q=3.2`$ c.f. figure 3.

There is a couple of interesting, but less obvious results. Firstly, from correlation plots of $`C(q,r)`$ one is led to deduce the presence of a phase transition at $`q_0=1`$, which does not express itself in a kink in $`f(\alpha )`$ since both tangents necessarily have slope 1. We interpret this as the presence of two phases: the highly intermittent or turbulent phase which dominates the moments for $`q>1`$, and the ”laminar” phase which does so by the less pronounced singularities for moments with $`q<1`$.

Secondly, if one sets a threshold for the analysis of the measure, one finds that for all (very small) thresholds the laminar branch of the multifractal spectrum disappears. The conclusion is, that all energy dissipation must be concentrated on the set which corresponds to the Hölder exponent $`\alpha (q=1)`$. Whilst this is necessarily so for mathematical multifractals, it is remarkable for a physical, hence finite one. In other words, the steepest singularities feed on most of the energy and dissipation attracts further energy to dissipate.

## 5 Multifractal Spectra in the Inhomogeneous Case

Inherent to most theories pertinent to small scale turbulence is the assumption of isotropy and homogeneity of the turbulent velocity field. A question of practical importance is if similar properties can be found where these conditions are violated. To approach this we investigated a free jet with an radial offset of 9 cm in 48 cm axial distance from the nozzle, i.e. in the outer layers where laminar phases are mixed in. As a second inhomogeneous situation the wake of a cylinder was examined in 4 diameters distance, i.e. under conditions of not fully developed turbulence. Figure 5 shows the energy dissipation field for these cases. In comparison to figure 1 we clearly see intermittent burst of turbulent activity in an otherwise smooth flow.

The analysis is to some extent different from the homogeneous case. Firstly, most quantities like $`R_\lambda `$ and $`\eta `$ loose their physical meaning. Secondly, the $`\mathrm{\Lambda }^2`$ plots become distorted by the laminar phases, so that the analysis is open to some greater degree of arbitrariness than in the homogeneous case. Table 2 gives the approximate values.

From the spectra in Figure 6 it could be deduced that the small scale properties of the energy dissipation field are to some degree indepedent of the prerequisites of global uniformity and isotropy. We cannot state yet to which extent these conditions do not hold within a turbulent burst, but we accept the possibility that the multifractal aspects of the energy dissipaion field are in fact universal.

Notice that the ‘laminar’ branch of the spectrum is not accessible due to the presence of a laminar background. Thus the right hand part of the spectrum collapses to a point at the maximum. The peak at unity indicates that the energy dissipation is still space filling locally, despite its sparse appearance.

## 6 Conclusion

We have reported on a correspondence in small scale energy dissipation spectra in both locally isotropic and inhomogeneous turbulence. The results are plausible if one takes into consideration that firstly the analysis is restricted to small scales of less than 100$`\eta `$, and secondly, by the observation that the inhomogeneous turbulence in the boundary layer of the free jet can be thought of as a composition of zones of turbulence transported out of the centre and inserts from the surrounding laminar flow . Less accessible to intuition are our findings for the non-developed turbulent wake.

To set our findings in context with previous work on small scale turbulence, we want to stress once more that our work focuses on the transitional regime, a range of length scales between the inertial range and the dissipative limit. Here we expect that the dissipation plays a role of increasing importance. Traditionally, scaling behaviour is investigated on larger scales in the inertial range, where the dissipation should be of minor influence. Some recent work has shed new light on the turbulent cascade in the inertial range. . Our results suggest that in the neighbouring regime the statistics of the energy dissipation field $`ϵ_r`$ become universally multifractal. The challenge remains to match the various regimes in which turbulence is described to finally arrive at a truly comprehensive view.

## 7 References