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# The correlation between black hole mass and bulge velocity dispersion in hierarchical galaxy formation models

## 1 Introduction

Several recent papers have shown that a surprisingly tight correlation exists between the masses of supermassive black holes and the velocity dispersions of the bulges which host them. Ferrarese & Merritt (2000) re-analyzed published samples of black hole mass estimates, showing that if the analysis is restricted to 12 galaxies with reliable black hole mass measurements, the correlation is extremely good, with $`M_{\mathrm{bh}}\sigma ^{5.27\pm (0.4)}`$. Gebhardt et al. (2000a) report a similar relation with a somewhat shallower slope, $`M_{\mathrm{bh}}\sigma ^{3.75(\pm 0.3)}`$, and a scatter of only 0.3 dex, based on a sample of 26 galaxies, including 13 new black hole mass estimates derived using Hubble Space Telescope spectra. In a second paper, Gebhardt et al. (2000b) demonstrate that black holes with reverberation mapping mass estimates also fall on the same relation.

The tightness of this new correlation greatly increases confidence in the accuracy of the observed black hole mass estimates. It also strengthens theoretical arguments that spheroid formation and the growth of black holes are closely linked (Richstone et al. 1998; Cattaneo, Haehnelt & Rees 1999; Kauffmann & Haehnelt 2000 (KH2000); Monaco, Salucci & Danese 2000; Cavaliere & Vittorini 2000). Cattaneo et al. (1999) and KH2000 demonstrated that the $`M_{\mathrm{bh}}L_{\mathrm{bulge}}`$ relation and the scatter reported by Kormendy & Richstone (1995) and Magorrian et al. (1998) is well reproduced in phenomenological models of galaxy formation in hierarchical cosmogonies. In this Letter, we analyze the relation between black hole mass and bulge velocity dispersion in the KH2000 model. We assume a $`\mathrm{\Lambda }`$CDM cosmology with $`\mathrm{\Omega }_{\mathrm{mat}}=0.3`$, $`\mathrm{\Omega }__\mathrm{\Lambda }=0.7`$, $`h=0.65`$, $`\sigma _8=1`$ throughout.

## 2 The formation and growth of supermassive black holes during major mergers

In cold dark matter (CDM)-like cosmologies, galaxies form in a hierarchy of merging halos (e.g. White & Rees 1978; White & Frenk 1991). The formation and evolution of galaxies in such a picture has been studied in considerable detail using Monte-Carlo realizations of the hierarchical growth of structure, which include simple prescriptions to describe gas cooling, star formation and supernova feedback (see Kauffmann et al 1999; Somerville & Primack 1999; Cole et al 2000 for a selection of recent results).

Below we summarize the main features of the model described by KH2000, who constructed a unified model for the formation and evolution of galaxies, supermassive black holes and QSOs. In their model, the quiescent accretion of cooling gas from a halo results in the formation of a disk. The fraction of cold gas in the disk that forms stars over one dynamical time is assumed to scale with redshift as $`(1+z)^{3/2}`$. This assumption was required in order to fit the observed decline in the total content of cold gas in galaxies towards low redshift inferred from observations of damped Lyman-alpha systems (Storrie-Lombardi et al. 1996). If two galaxies of comparable mass merge, a spheroid forms and the remaining gas is transformed into stars in a “starburst”. The same major mergers are responsible for the formation and fuelling of black holes in galactic nuclei. During the merger the central black holes of the progenitors coalesce and a fraction of the available cold gas is accreted by the black hole. The accreted fraction is assumed to scale with the circular velocity $`v_\mathrm{c}`$ of the surrounding dark matter halo as $`(1+(280/v_\mathrm{c})^2)^1`$ (This scaling was adopted in order to fit the slope of the $`M_{\mathrm{bh}}L_{\mathrm{bulge}}`$ relation of Magorrian et al (1998).)

The only change in this Letter compared to KH2000 is a reduction by a factor of three in the fraction of gas assumed to accrete onto the black hole. This is needed because the mass estimates of black holes from the new data are significantly smaller than those of Magorrian et al (1998). In the KH2000 model, black holes grew in mass only during major mergers. As pointed out previously, it is certainly possible that supermassive black holes have more complicated accretion histories (see Haehnelt, Natarajan & Rees 1998 and Haehnelt & Kauffmann 2000 for a detailed discussion). Other accretion modes could easily be incorporated into the model. We note, however, that the recent reduction in the estimated total mass density in black holes makes arguments for accretion modes other than those traced by optical- and infrared-bright QSOs less compelling.

## 3 The black hole mass – bulge velocity dispersion relation

Fig. 1a shows scatterplots of black hole mass versus bulge velocity dispersion in our models. We do not have a dynamical model for computing $`\sigma `$ for the bulges in our simulations. For simplicity, we have assumed a constant ratio $`v_\mathrm{c}/\sigma `$, where $`v_\mathrm{c}`$ is the circular velocity of the halo in which the bulge found itself after its last major merger. It is easy to show that any well-mixed population of stars orbiting within an isothermal potential must satisfy $`v_\mathrm{c}/\sigma =\sqrt{2}`$. Following Kauffmann & Charlot (1998), we choose the ratio of $`v_\mathrm{c}/\sigma `$ to reproduce the zero point of the observed Faber-Jackson relation (see Fig. 2). To fit the observations, we require $`v_\mathrm{c}/\sigma 2`$.

The thick solid line in fig. 1a ($`M_{\mathrm{bh}}\sigma ^{3.75}`$) shows the relation derived by Gebhardt et al. (2000a), which is reproduced very well. In the models, the total mass of gas that cools in a halo scales roughly as $`\sigma ^3`$. Feedback effects steepen the relation to approximately $`M_{\mathrm{bh}}\sigma ^4`$, but feedback would have to be more extreme in order to obtain a correlation as steep as $`M_{\mathrm{bh}}\sigma ^{5.3}`$ (Ferrarese & Merritt 2000). The scatter in the relation is 0.2 dex, somewhat smaller than the 0.3 dex reported by Gebhardt et al. which include measurement errors. Fig. 1b shows the black hole mass – bulge luminosity correlation compared with the observed relation in the Gebhardt et al. sample. For the simulated galaxies, the scatter is about a factor two larger and again agrees well with the observational data. The large scatter in the relation in Fig. 1b is a consequence of the large dispersion in the relation between the luminosities and velocity dispersions of bulges. This is illustrated in in Fig 2a where we plot the $`L_{\mathrm{bulge}}\sigma `$ (Faber-Jackson) relation for the elliptical galaxies in our model. Elliptical galaxies are defined as those objects with a ratio of bulge to total luminosity greater than 0.4 in the B-band. In the next section, we study the origin of the scatter in these relations and explain why the scatter in the $`M_{\mathrm{bh}}\sigma `$ relations is significantly smaller than that of the $`L_{\mathrm{bulge}}\sigma `$ or $`M_{\mathrm{bh}}L_{\mathrm{bulge}}`$ relations.

## 4 The scatter in the $`M_{\mathrm{bh}}\sigma `$ relation

Previous work has demonstrated that hierarchical galaxy formation models succesfully reproduce the Faber-Jackson ($`L_{\mathrm{bulge}}\sigma `$) and the Magorrian ($`M_{\mathrm{bh}}L_{\mathrm{bulge}}`$) relations (Kauffmann & Charlot 1998, KH2000). The slopes of these correlations are determined by how much gas is able to cool and forms stars or is funneled to the centre in a dark matter halo of given mass or circular velocity. This is set by the assumed balance between gas cooling, star formation, supernova feedback and accretion in the halos. The correlations are tight for bulges that form at fixed epoch, but the scatter increases substantially if the galaxy population as a whole is considered. This is demonstrated by Fig. 2b, where we plot the residuals in our “Faber-Jackson” relation as a function of the age of the bulge. Age is defined as the time elapsed since the bulge had its last major merger. As can be seen, the residuals in the Faber-Jackson relation correlate strongly with age: young bulges of fixed velocity dispersion are brighter than old bulges. Our results are in good agreement with those of Forbes & Ponman (1999), who study residuals in the Faber-Jackson relation for a sample of 88 nearby ellipticals with ages determined from absorption line spectroscopy. KH2000 showed that a similar effect is expected for the $`M_{\mathrm{bh}}L_{\mathrm{bulge}}`$ relation. Young bulges of fixed luminosity contain less massive black holes than older bulges. This prediction was recently confirmed by Merrifield, Forbes & Terlevich (2000).

Why does the $`M_{\mathrm{bh}}\sigma `$ relation exhibit such small scatter? In Fig. 3a, we show how the gas and the stellar masses of bulge progenitors vary as a function of the formation redshift of the bulge. Results are shown for bulges with $`\sigma =150`$ km s-1 and $`\sigma =200`$ km s-1. The cold gas masses of the progenitors of bulges of given velocity dispersion are essentially independent of redshift, whereas their stellar masses decrease at high redshift. As discussed by KH2000, this decrease in the ratio of gas mass to stellar mass in galaxies is crucial for explaining the observed rapid decline of the QSO activity at late times, as well as the decrease in the total content of cold gas in galaxies inferred from damped Ly$`\alpha `$ systems (Storrie-Lombardi et al. 1996).

In our model the amount of gas available for accretion onto a black hole during a major merger depends only on the velocity dispersion of the bulge and not on redshift. This together with our assumption that a fixed fraction of this gas is accreted by the black hole accounts for the small scatter in the $`M_{\mathrm{bh}}\sigma `$ relation for bulges forming in gas-rich mergers.

What about gas-poor mergers, where gas accretion contributes little to the growth of the black hole? Such gas-poor mergers are important for massive bulges forming at late times (KH2000). Figure 3b shows “evolutionary tracks” in the $`M_{\mathrm{bh}}\sigma `$ plane for 20 black holes in our model with masses $`10^9M_{}`$. These black holes typically form in 3-5 merging events spaced quite widely in redshift. At late times, the host galaxies of these black holes have rather small cold gas fractions. Nevertheless, it is clear from our plot that black holes always move along the correlation as they merge, even for massive systems at late times. The latter can be understood as follows. Let us consider the case where black holes grow only by merging and therefore have masses that scale in proportion to those of their host halo. For halos of constant characteristic density, the velocity dispersion $`\sigma `$ scales $`M_{\mathrm{halo}}^{1/3}`$. With decreasing redshift the characteristic density decreases and the velocity dispersion grows more slowly with increasing mass: $`\sigma \rho ^{1/6}M_{\mathrm{halo}}^{1/3}`$. In CDM-like cosmogonies the characteristic mass of typical dark matter haloes scales as $`\rho ^{2/(3+n)}`$, where $`n`$ is the effective slope of the DM fluctuation spectrum. At galaxy scales $`n2`$. This gives a scaling $`M_{\mathrm{bh}}\sigma ^4`$.

## 5 Discussion and Conclusions

We have demonstrated that the model of KH2000 where supermassive black holes are formed and fuelled during major mergers produces a tight correlation between black hole mass and bulge velocity dispersion very similar to that observed by Gebhardt et al. (2000a). The model also reproduces the observed relation between black hole mass and bulge luminosity, as well as the relation between bulge luminosity and bulge velocity dispersion.

In the model, the slopes of these relations are determined by how much gas cools, forms stars or is funneled to the centre in dark matter halos of different mass/velocity dispersion. Adopting simple, but physically plausible prescriptions to describe these processes, we are able to fit all three relations simultaneously. Note that the only change we have made compared to KH2000 is an overall reduction of the accreted gas fraction.

The large scatter in the $`M_{\mathrm{bh}}L_{\mathrm{bulge}}`$ and the $`L_{\mathrm{bulge}}\sigma `$ relations is primarily a consequence of the wide range in redshift over which bulges and supermassive black holes form. The stellar mass of a bulge of fixed velocity dispersion depends strongly on when the bulge formed. Bulges that form early are less massive than bulges that form late. Note that the same is true of disk galaxies in our model. These predicted correlations with age appear to be supported by the available data.

Nevertheless, the scatter in the $`M_{\mathrm{bh}}\sigma `$ relation is small. There are two reasons for this.

* The amount of gas accreted by a black hole during the formation of a bulge of fixed velocity dispersion does not depend on redshift. In our model, disk galaxies of given circular velocity contain about the same amount of gas at all redshifts. This is a further prediction of the model to be tested by future observations.
* The frequent merging of galaxies in hierarchical cosmogonies moves galaxies along the correlation in the $`M_{\mathrm{bh}}\sigma `$ plane, even when galaxies are gas-poor and their black holes grow mainly by the merging of pre-existing black holes.

The model of KH2000 is a supply-limited model for the accretion history of supermassive black holes. We note that the model does not allow for any dependency in the amount of gas accreted by the black hole on the orbital parameters of the merger. We have also assumed a fixed scaling between the velocity dispersion of a bulge and the circular velocity of the halo in which it resides. These are all potential sources of additional scatter. Detailed numerical simulations will be needed to decide whether a physical mechanism that depends on the bulge potential and that limits the growth of supermassive black holes is required to keep the correlation tight. From our present analysis, we conclude that the tightness of the observed correlation is in apparent agreement with a scenario in which merging events produce supermassive black holes and bulges over a wide range in redshift.


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# Observation of Persistent Currents in Mesoscopic Connected Rings

## Abstract

We report measurements of the low temperature magnetic response of a line of $`16`$ GaAs/GaAlAs *connected* mesoscopic rings whose total length is much larger than $`l_\varphi `$. Using an on-chip micro-squid technology, we have measured a periodic response, with period $`h/e`$, corresponding to persistent currents in the rings of typical amplitude $`0.40\pm 0.08nA`$ per ring. Direct comparison with measurements on the same rings but *isolated* is presented.

In a mesoscopic metallic sample, quantum coherence of the electronic wave functions can affect drastically the equilibrium properties of the system. In the case of a metallic ring in a magnetic field, the new boundary conditions imposed by the magnetic flux lead the wave functions and therefore all the thermodynamic properties of the system to be periodic with flux, with periodicity $`\mathrm{\Phi }_0=h/e`$, the flux quantum. One of the most striking consequences of this, first pointed out by Büttiker, Imry and Landauer for the 1D case, is that a mesoscopic normal-metal ring pierced by a magnetic flux carries a persistent non-dissipative current: this is a consequence of the periodicity of the free energy $`(\mathrm{\Phi })`$ with flux, implying the existence of an equilibrium current $`I(\mathrm{\Phi })=(\mathrm{\Phi })/\mathrm{\Phi }`$. Subsequently, much theoretical effort has been devoted to the description of a realistic 3D disordered ring. Both the sign and the amplitude of this current depend on the number of electrons in the ring and on the microscopic disorder configuration: thus this current, like other mesoscopic phenomena such as Aharonov-Bohm conductance oscillations, is sample specific. However, the order of magnitude of the current for a single, isolated ring can be characterized by its typical value $`I_{typ}=\sqrt{I^2}`$, $``$ denoting the average over disorder configurations. It is given by $`I_{typ}=1.56I_0l_e/L`$. In this formula, $`I_0=ev_F/L`$ where $`v_F`$ is the Fermi velocity and $`L`$ the perimeter of the ring, and $`l_e`$ is the elastic mean free path: the current varies as the inverse of the diffusion time $`\tau _D=L^2/D`$ where $`D=v_Fl_e`$ is the diffusion constant. When measuring an ensemble of rings, the typical current per ring decreases as $`1/\sqrt{N_R}`$, where $`N_R`$ is the number of rings. At finite temperature, mixing of the energy levels reduces the current on the scale of the Thouless energy $`E_c`$, the energy scale for energy correlations. Further reduction arises when temperature reduces the phase coherence length $`l_\varphi `$ down to values lower than $`L`$.

For a long time, persistent currents were believed to be a specific property of isolated systems. However, recent theoretical predictions suggest that persistent currents should exist even in connected rings. Using a semi-classical model in the diffusive limit, ref. calculated persistent currents in various networks of connected rings, showing that the amplitude of the persistent currents should be reduced only weakly as compared to its value in the same network of isolated rings, whereas all the other properties, like temperature dependance, should be similar. The reduction factor $`r=I_{connected}/I_{isolated}`$ depends on the geometry of the network. For a line of connected rings separated by arms longer than $`l_\varphi `$, a simple fraction $`r=2/3`$ was predicted; for the geometry considered here, it is expected that $`r0.58`$. Moreover, this result is independent of the total size of the system, even much larger than $`l_\varphi `$. This suggests that persistent currents could be observed in a macroscopic system. However, no experimental evidence of persistent currents in such a connected geometry has been reported up to now.

A couple of key experiments have confirmed the existence of persistent currents in isolated systems, either an ensemble of isolated rings, or a single isolated ring. However, the amplitude of the currents found in ref. and ref., much larger than expected, is still not understood. In this context, the need for new experiments to clarify these results and provide new experimental facts is very important. Moreover, the existence of persistent currents in a network of connected rings larger than $`l_\varphi `$ remains to be experimentally demonstrated.

In this Letter, we report on measurement of the low temperature magnetic response of a line of $`16`$ GaAs/GaAlAs *connected* rings. The experiment was performed at the base temperature of the dilution fridge in order to maximize the signal. The sample was designed so that its total size was much larger than $`l_\varphi `$, while the perimeter of each ring was smaller than $`l_\varphi `$. We developed a new experimental setup based on a multiloop $`\mu `$-squid gradiometer, and observed a periodic response of the magnetization with period $`\mathrm{\Phi }_0=h/e`$, corresponding to persistent currents in the rings of amplitude $`0.40\pm 0.08nA`$ per ring. Using gates, we performed measurement on the same rings but *isolated*. We also observed an $`h/e`$ periodic signal, corresponding to persistent currents in the rings whose amplitude is similar to the one observed for connected rings.

The GaAs/GaAlAs heterojunction was grown using molecular beam epitaxy. The structure of the epilayers is $`1\mu m`$ GaAs buffer layer, $`15nm`$ GaAlAs spacer layer, $`48nm`$ Si doped GaAlAs layer and $`5nm`$ GaAs cap layer. At $`4.2K`$ in the dark, the two dimensional electron gas (2DEG) at the heterointerface had an electron density of $`5.2\times 10^{11}cm^2`$ and a mobility of $`0.8\times 10^6cm^2V^1s^1`$. This yields a Fermi velocity $`v_F=3.16\times 10^5ms^1`$ and a Fermi wavelength $`\lambda _F=35nm`$. All the lithographic operations were performed using electron beam lithography on PMMA (polymethyl methacrylate) resist with a JEOL 5DIIU electron beam writer. We first patterned an aluminium mask of the rings (see fig.1), which was removed after etching $`5nm`$ of the GaAs cap layer by ion milling with $`250V`$ argon ions. This was sufficient to deplete the underlying 2DEG. The rings, actually squares of internal side length $`2\mu m`$, external side length $`4\mu m`$, mean perimeter $`L=12\mu m`$, connected by $`2\mu m`$ long arms, are connected to AuGeNi ohmic contacts in a two-probe geometry. Using a similar technique we fabricated wires of different widths to characterize the sample after etching. For wires of similar width, we measured a phase coherence length $`l_\varphi 20\mu m`$ derived from weak localisation. Conductance measurements gave an elastic mean free path of $`l_e8\mu m`$, and a depletion length of $`100nm`$ on each side of the wire due to the etching process. Therefore the effective width of the arms of our rings is $`W=0.8\mu m`$. It should be noted that in this experiment, we were not in the pure diffusive case since $`l_eL`$, but it is expected that the analytical results for the diffusive case still apply. Three Schottky gates were then deposited allowing to deplete the 2DEG underneath. The first one (”$`G_1`$” in fig.1) was deposited on top of each ring and allows all the interference effects in the rings such as the persistent currents to be suppressed. The second gate (”$`G_2`$”) was deposited on the two outgoing wires (”$`\mathrm{\Omega }`$”) and made possible the insulation of the rings from the ohmic contacts. The last one (”$`G_3`$”) was placed on each arm joining two rings, allowing the measurement of isolated rings. A calibration loop with the same dimensions as one ring was patterned in order to calibrate our experimental setup. Gates and calibration loop were obtained by liftoff of $`10nm`$ titanium and $`50nm`$ gold films. The device was then covered with a $`60nm`$ insulating layer (AZ 1350 resist baked at $`170^{}C`$).

The next step (see fig.1) was the fabrication of the $`\mu `$-squid. It is designed as a gradiometer, equivalent to two counter-wound loops, in order to compensate the external magnetic flux, and made of aluminium because of its low critical current and the possibility to easily connect separate levels. The first level was deposited on top of the rings and of the calibration loop. Then a new insulating layer was deposited and the gradiometer was completed with the other half. The two Dayem micro-bridge Josephson junctions, $`300nm\times 20nm\times 30nm`$, were lithographically defined at this stage. The contact between the two aluminium levels was obtained by covering them with aluminium pads deposited after an ion bombardment cleaning. The first $`\mu `$-squid layer was made of $`60nm`$ thick aluminium and the second one, containing the two Dayem micro-bridges, of $`30nm`$ thick aluminium in order to reduce the critical current of the $`\mu `$-squid. As the $`\mu `$-squid has exactly the same shape as the rings, the coupling between them is almost perfect.

The gradiometer design and the accuracy of the e-beam lithography allow compensation of the external magnetic flux of $`99.96\%`$. The magnetic field was swept from $`33.5G`$ to $`3.5G`$ at $`7.5Gs^1`$, corresponding to $`3\mathrm{\Phi }_0`$ and $`9\mathrm{\Phi }_0`$ in each ring for the inside and outside trajectories respectively: in this range of magnetic field, the external magnetic flux is almost perfectly compensated, and the gain of the gradiometer, calibrated by sending a dc current through the calibration loop, nearly constant. Moreover, such a limitation in the magnetic field sweep avoids flux penetration in the Al layers of the $`\mu `$-squid. The critical current of the $`\mu `$-squid was measured using dedicated electronics which ramps a dc current until the $`\mu `$-squid’s critical current is attained. The current is then reset, and the value of the critical current sent to a computer. This cycle is repeated periodically at $`5kHz`$, and the measured flux resolution of our gradiometer is then $`5\times 10^4\mathrm{\Phi }_0/\sqrt{Hz}`$.

Resistance measurements as a function of magnetic field were performed separately using a conventional ac lock-in technique, with an ac current of $`100pA`$ at $`777Hz`$. Fig.2 shows the square root of the power spectrum of the resistance measured at $`20mK`$, obtained by Fast Fourier Transform (FFT) of the data. The horizontal scale shows the field frequency expressed in $`G^1`$. Because of the aspect ratio of the rings, the $`\mathrm{\Phi }_0`$ frequency extends from $`0.12G^1`$ to $`0.35G^1`$. The spectrum clearly exhibits a peak in the $`\mathrm{\Phi }_0`$ frequency range, corresponding to Aharonov-Bohm conductance oscillations. The separation between each point of the FFT is directly related to the range of magnetic field used, which leads to a discretization of $`0.036G^1`$ on the frequency axis.

To measure the persistent currents, the critical current of the $`\mu `$-squid was measured as a function of the magnetic field. We performed measurements with the rings ”opened” and ”closed” ($`561mV`$ applied on the gate $`G_1`$ when measuring opened rings). The rings were insulated from the ohmic contacts by applying $`558mV`$ on the gate $`G_2`$. Each measurement represented about $`1min`$ of accumulation time. The signal of persistent currents was then extracted by FFT of the difference between measurements with closed and opened rings, whereas the noise was obtained by FFT of the difference between two identical measurements, either closed or opened rings. Thus one spectrum (see fig.3) was obtained in about $`4min`$. This possibility of background noise subtraction is an important advantage of our experimental technique. The total signal was divided by $`16`$ to obtain the current per ring.

A typical result for the square root of the power spectrum of the persistent currents expressed in $`nA`$ per ring is depicted in fig.3. The increase of the signal at low frequency is mostly due to slow temporal fluctuations of the critical current of the $`\mu `$-squid. Note that contrary to previous experiments, the aspect ratio of the rings allows the signal to extend over several units of the FFT abscissa, corresponding to the $`\mathrm{\Phi }_0`$ frequency range: the amplitude of the persistent currents is then obtained by taking the difference between the area under the $`\mathrm{\Phi }_0`$ region of the ”signal” and the ”noise” curves. By this means, the fact that we do not observe any increase of the amplitude of the ”noise” curve in the $`\mathrm{\Phi }_0`$ frequency range of fig.3 but an increase of the amplitude of the ”signal” curve is a clear signature of persistent currents in our line of connected rings.

It should be stressed that random modifications of the disorder configuration of the sample occured due to relaxation processes of the dopants in the GaAlAs layer; this explains why the signal varied in amplitude on a time scale of $`15min`$. It is this instability that allows us to perform statistics over the amplitudes of the persistent currents corresponding to different disorder configurations, and thus to measure the typical current. Using this technique over a sample of $`1000`$ spectra, we find for our line of $`16`$ connected rings after substraction of the noise, a typical current of $`0.40\pm 0.08nA`$ per ring. This value has to be compared with the theoretical value $`0.58\times 1.56(I_0/\sqrt{N_R})(l_e/L)0.63nA`$ per ring, $`r=0.58`$ being the reduction factor predicted for the same line of connected rings and $`I_0`$ being derived from our experimental parameters.

By applying $`540mV`$ on the gate $`G_3`$ we isolated the rings and performed the same experiment as for connected rings. We also observed an $`h/e`$ periodic signal, corresponding to persistent currents in the rings of $`0.35\pm 0.07nA`$ per ring, to be compared with the theoretical value $`1.56(I_0/\sqrt{N_R})(l_e/L)1.09nA`$ per ring. Such a difference between experimental and theoretical values may be due to the finite value of $`l_\varphi `$ as well as the exact shape of the sample (squares instead of rings).

The key point is the direct experimental comparison between persistent currents in the same rings either connected or isolated. Our experiment gave a ratio $`I_{connected}/I_{isolated}1.2\pm 0.5`$. A similar experiment on a line of $`4`$ rings gave a similar result. The theoretical value calculated by ref. for the diffusive case is $`r0.58`$: the difference may be due to the fact that the model used is valid in the diffusive regime. In our samples $`l_eL`$, and deviations from the pure diffusive case may be expected. But such a ratio of order unity points out the most striking result of our experiment: *persistent currents were not significantly modified when connecting or isolating the rings*. All previous experiments were carried out on isolated rings. Our result shows that persistent currents are not a specific property of isolated systems: in our line of rings, electrons can visit the whole sample and lose their phase coherence. However, we have shown quantitatively that the trajectories encircling individual loops, and thus giving rise to the persistent currents, are very weakly affected by the connection to arms. This result should remain valid for any two dimensional array of rings (or holes) whose perimeter is smaller than $`l_\varphi `$. By extension, this suggests that persistent currents could be observed in a macroscopic sample: all the closed trajectories smaller than $`l_\varphi `$, which enclose flux, should give rise to a measurable persistent current, even if the whole sample is clearly not a quantum coherent object.

In conclusion, using a multiloop $`\mu `$-squid gradiometer, we have measured the magnetization of a line of connected GaAs/GaAlAs rings as a function of magnetic field. We have observed a periodic response, with period $`h/e`$; the amplitude of the corresponding persistent currents is in good agreement with theoretical estimates. Measurements on the same but isolated rings also showed an oscillatory component of the magnetization with period $`h/e`$: *the amplitude of the persistent currents in connected and isolated rings was found to be similar*.

Further measurements on various geometries are now needed to fully understand the effect of the connectivity of the sample on the persistent currents. Experiments in the pure diffusive case or on a larger number of rings should also help to give a correct description of this ”extensive” nature of persistent currents. From the theoretical side, a model for the ballistic case is needed for a direct comparison with our experiment.

Fruitful discussions with G. Montambaux, M. Pascaud, H. Bouchiat, V. Chandrasekhar and P. Butaud are acknowledged. We thank J. L. Bret, G. Simiand, J. F. Pini and H. Rodenas for technical help, D. K. Maude and J. Gilchrist for careful reading of the manuscript.


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# Electrical spin injection and detection in a semiconductor. Is it feasible?

## Abstract

The electrical injection of spin polarized electrons in a semiconductor can be achieved in principle by driving a current from a ferromagnetic metal, where current is known to be significantly spin polarized, into the semiconductor via ohmic conduction. For detection a second ferromagnet can be used as drain. We studied submicron lateral spin valve junctions, based on high mobility InAs/AlSb two-dimensional electron gas (2DEG), with Ni, Co and Permalloy as ferromagnetic electrodes. In the standard geometry it is very difficult to separate true spin injection from other effects, including local Hall effect, anomalous magnetoresistance (AMR) contribution from the ferromagnetic electrodes and weak localization/anti-localization corrections, which can closely mimic the signal expected from spin valve effect. The reduction in size, and the use of a multiterminal non-local geometry allowed us to reduce the unwanted effects to a minimum. Despite all our efforts, we have not been able to observe spin injection. However, we find that this ’negative’ result in these systems is actually consistent with theoretical predictions for spin transport in diffusive systems.

The idea to use the spin of the electron in electronic devices has gained a lot of momentum lately, leading to the appearance of the field of ’spintronics’ . It is envisioned that spin sensitive electronics would open new perspectives to semiconductor device technology. The potential to inject and control the electronic spin in a semiconducting material is also of great interest for the field of quantum computation . The first active device was suggested a decade ago by Datta and Das , who proposed an electronic device analogous to the electro-optic modulator. The essential requirements for such a device is the efficiency of injection of the spin polarized carriers into the semiconductor and the long spin relaxation time. The latter requirement was shown to be met in time resolved optical experiments at low temperatures, where lifetimes as long as $`1\mu s`$ for spin in GaAs were observed . Regarding the issue of spin injection, different approaches were taken. Optical injection and detection of spin polarized carriers in semiconductors have been shown in a experiment by J. Kikkawa and D.D. Awschalom . Spin injection from a ferromagnetic STM tip into GaAs has also been demonstrated . The electrical injection from a fully polarized magnetic semiconductor, used as spin aligner, into a semiconductor and optical detection was also shown .

From a device point of view, a major breakthrough would be to have all electronic device, preferably operating at room temperature. Therefore large efforts have been dedicated to observe the spin valve effect, with semiconductors as the ’intermediate’ layer . Recently Hammar et.al.  have claimed the observation of electrical spin injection in a 2DEG, by making use of the Rashba spin orbit interaction in the semiconductor heterostructure as the detection mechanism. However, this work has been commented upon and it was suggested that in such a system the detection is not possible within linear transport , and the observed behavior is probably related to a local Hall effect . Gardelis et.al.  claim to have observed spin valve effects in a semiconductor field effect transistor with Py source and drain. A finite spin polarization of the semiconductor itself was required in order to interpret the experimental observations as spin valve effect. Another interesting approach has been taken by Meier et.al. , who tried to observe spin injection by modulating the spin orbit interaction via an external gate. Hu et.al. , by measuring in a multi-injector HEMT geometry with ferromagnetic electrodes, observed a gate and electrode spacing difference in the magnetoresistive behavior, which they attributed to spin injection. However, the fact that the standard lateral spin valve geometry leads to important local Hall phenomena has already been pointed out . Due to the dependence on the local magnetization of the contacts, these spurious phenomena will often closely resemble the signals expected from spin transport. In our opinion, none of the previously mentioned experiments give an unambiguous proof of spin dependent transport.

In our experiments, we considered the multi-terminal lateral spin valve geometry, as depicted in fig. 1b. Two types of measurements are possible. In the first one, called the ’classic’ spin valve geometry, the current is injected and taken out from the ferromagnetic electrodes. The voltage is measured between the same electrodes, giving a standard four terminal measurement of the junction. A second geometry, which we refer to as the non-local geometry, corresponds to injecting current from the semiconducting channel into the first ferromagnetic electrode and measure the voltage between the second ferromagnetic electrode and the semiconducting channel (see fig. 1). Due to current polarization in the injecting ferromagnet, at the interface a spin accumulation will form, which will extend over a characteristic spatial length-scale given by the spin flip length. If a second ferromagnet is present in the vicinity of this interface, it can be used as a spin sensitive voltage probe to detect this spin accumulation. This is similar to the Johnson’s potentiometric method , used for detecting spin accumulation in Au. However, the essential advantage of a true lateral geometry resides in the fact that no electrical current is flowing between the injector and the detector electrodes. Therefore this geometry allows to suppress any ’spin independent’ magnetoresistive contribution, i.e. the weak localization/anti-localization change in conductivity of the semiconductor, and a possible magnetoresistance contribution of the interface resistance.

The experiments were performed on devices made from high mobility InAs/AlSb heterostructures, MBE grown on an GaAs substrate. Fig.1a shows a SEM image of the FM/2DEG/FM junctions. Prior to processing, the top barrier layer was removed by wet chemical etching with Microposit MF321 photoresist developer. The exposed 15nm thick InAs layer hosts a 2DEG with an electron density $`n_s=1.510^{16}m^2`$ and a mobility of $`\mu =1.5V/m^2s`$. In the first step 40nm thick Ti/Au metallization contacts were deposited by means of optical lithography and e-beam evaporation. An approx. $`1\mu m`$ wide 2DEG channel was defined by optical lithography and selective wet chemical etching, with a succinic acid based solution. The use of wet etching techniques kept the mesa at the smallest height possible, only 15nm. Consequently, this allowed to reduce the spurious contribution due to local Hall effects at the mesa edges to a minimum. In the last step the ferromagnetic electrodes were defined by means of electron beam lithography. In order to ensure different coercive fields the two electrodes had different widths, 150 and $`300nm`$ in case of Py and Co samples, and 150 and $`450nm`$ for the Ni samples. On all samples the electrode lengths were 8 and respectively $`12\mu m`$, the spacing was $`300nm`$, and the thickness of the ferromagnetic layer was $`60nm`$. Co and Py were deposited by sputtering, and Ni by e-beam evaporation. Prior to deposition, the InAs surface was cleaned by means of a low voltage Ar plasma etching. This was done in order to remove the native InAs oxide and to ensure good ohmic contact between the semiconductor and the ferromagnet. The cleaning procedure is known to affect the InAs layer by enhancing the electron density and reducing mobility. A a consequence, a diffusive three dimensional InAs region is formed underneath the ferromagnetic contacts. The square resistances were in the order of $`24\mathrm{\Omega }`$ for the ferromagnets and $`300\mathrm{\Omega }`$ for the 2DEG channel. The measured interface resistance were around $`350\mathrm{\Omega }`$ and $`750\mathrm{\Omega }`$ for the wide and, respectively, the narrow electrode. Based on 2DEG material parameters, by evaluating the number of modes in our channel, we calculated an average ferromagnet/InAs interface transmission in the order of $`30\%`$. For comparison, samples where the native InAs surface was left intact were also made. In this case the contact resistance varied between 10 and $`100K\mathrm{\Omega }`$.

Measurements were performed by standard ac-lock-in techniques, both at room temperature and at $`4.2K`$. The switching behavior of the electrodes was characterized by four terminal anomalous magnetoresistance (AMR) measurements of the ferromagnetic electrodes. In most devices, in contrast to the room temperature behavior, where a clear difference in the coercive fields of the two electrodes could be established, the exact coercive fields at helium temperature could not be inferred. At $`4.2K`$ the AMR curves in parallel magnetic field showed only a smooth behavior,the switching events being not visible. However, in some of the devices clear switching of the magnetization direction of each electrode could be observed. Fig 2 shows one representative plot of a Py/2DEG/Py device where the presence of different coercive field for the two electrodes could be established. No resistance modulation is observed when the two ferromagnets switch from a parallel to an anti-parallel configuration. We carefully characterized over 20 devices with different ferromagnetic materials, out of which at least three showed switching events in the $`4.2K`$ AMR curves, but no signal which could be attributed to spin injection was observed.

The outstanding question is to which extent can we understand these results. Assuming weak spin scattering, the transport can be described in terms of two independent spin channels. This corresponds to an approach based on the standard Fert-Valet model for describing spin transport . The theoretical implications for a two terminal geometry without spin flip processes in the semiconductor have already been worked out by Schmidt et.al. . Here we extend the analysis to the multiterminal geometry sketched in fig. 1, and we also allow for a finite spin flip length in the semiconductor. The ferromagnets and the semiconductor are treated as diffusive 1D channels. Therefore the transport properties of each channel are fully determined by the bulk conductivities ($`\sigma _F`$ and, respectively, $`\sigma _N`$), the spin flip lengths ($`\lambda _F`$ and $`\lambda _N`$), and, for the ferromagnet, the bulk spin polarization of the current ( $`\alpha _F=\frac{\sigma _{}\sigma _{}}{\sigma _{}+\sigma }`$). If a current is driven through such a non-homogeneous system, the electrochemical potential for spin up and spin down electrons ($`\mu _{}`$ and $`\mu _{}`$) can be non-equal. This difference, due to different conductivities in the two spin channels, will decay differently in a ferromagnet than in a normal region, leading to a measurable voltage.

The spin transport, within the relaxation time approximation, is described by the diffusion equation

$$D\frac{^2(\mu _{}\mu _{})}{^2x}=\frac{(\mu _{}\mu _{})}{\tau _{sf}}$$
(1)
where, $`\tau _{sf}`$ is the spin-flip scattering time, and D is the spin averaged diffusion constant ($`D=(N_{}+N_{})(N_{}/D_{}+N_{}/D_{})^1`$, with $`N(E_F)`$ the density of states at the Fermi level). The currents are related to electrochemical potentials via Ohm’s law

$$j_,=(\frac{\sigma _,}{e})\frac{\mu _,}{x}$$
(2)
The charge and spin conservation at each interface has also to be taken into consideration. We assume transparent interfaces, thus we also require the equality of the chemical potential on both sides of the interface.

By adding the appropriate boundary conditions at infinity, so that far away from the interface one recovers the bulk transport properties, the previous system of equations can be solved analytically for the two geometries depicted in fig. 1a.

The resistance change between the parallel and the anti-parallel configuration of the magnetizations of the two electrodes in the ’classic’ spin valve geometry is given by

$$\mathrm{\Delta }R_{SV}=2R_{sq}\frac{\lambda _N}{w}\frac{\alpha _{F}^{}{}_{}{}^{2}}{(M^2+1)sinh(L/\lambda _N)+2Mcosh(L/\lambda _N)}$$
(3)
with

$`M=1+\frac{\sigma _F}{\sigma _N}\frac{\lambda _N}{\lambda _F}(1\alpha _{F}^{}{}_{}{}^{2})`$

$`R_{sq}`$ is the square resistance of the semiconductor, L is the spacing between the two ferromagnets, and $`w`$ is the width of the channel. In the non-local configuration the signal is reduced by a factor of two $`\mathrm{\Delta }R_{NL}=\frac{1}{2}\mathrm{\Delta }R_{SV}`$

In the limit $`\lambda _N>+\mathrm{}`$ one recovers a result similar to the one predicted by Schmidt et.al. for the standard geometry

$$\mathrm{\Delta }R_{NL}R_{sq}\frac{\lambda _{F}^{}{}_{}{}^{2}}{wL}(\frac{\sigma _F}{\sigma _N})^2\frac{\alpha _{F}^{}{}_{}{}^{2}}{1\alpha _{F}^{}{}_{}{}^{2}}$$
(4)
The relevant range of parameters for ferromagnet/2DEG/ferromagnet junctions is $`\sigma _F>>\sigma _N`$ and $`\lambda _N>>\lambda _F`$, meaning that, for a spin polarization of the ferromagnet smaller than $`100\%`$, the conductivity mismatch correction factor M is large, $`M>>1`$ . Then the expected signal can be expressed as

$$\mathrm{\Delta }R_{NL}=R_{sq}\frac{\lambda _N}{w}\frac{1}{sinh(L/\lambda _N)}(\alpha _F/M)^2$$
(5)
i.e. the injection efficiency is reduced from $`\alpha _F`$ to $`\alpha _F/M`$. This shows spin valve signal is reduced due to the conductivity mismatch between the semiconductor and the ferromagnet. Moreover, the spin injection efficiency is very sensitive to the spin flip length in the ferromagnetic material. If this length is small, the expected spin signal is also reduced.

Based on GMR experiments , a spin flip length between 8 and $`40nm`$ and a bulk current spin polarization around $`35\%`$ is expected for Py. Assuming for the 2DEG a spin flip-length an order of magnitude of $`1\mu m`$, we obtain the reduction in spin injection efficiency, $`M=90`$. This corresponds to an absolute signal of $`0.2m\mathrm{\Omega }`$, or in the order of magnitude of $`10^6`$ of the square resistance. The best signal resolution we could obtained was only $`5m\mathrm{\Omega }`$, so the expected spin signal was well below the sensitivity threshold.

The direct conclusion to be extracted from the modeling, also pointed out by Schmidt et.al. , is that the conductivity mismatch blocks spin injection. This result is stemming from the fact that the lowest conductance in the problem, the conductance of the semiconductor, is spin independent. One possible solution is to make use of magnetic semiconductors, with low conductivity or very high spin polarization, as in the experiments of Fielderling et.al. and Ohno et.al. . A second choice would be to use tunnel barriers as the injecting mechanism, where the spin polarization of the tunneling current depends directly on the products of the densities of states in the two materials.

One more aspect should also be considered: what is the actual reliability of the model. Recently we were able to observe spin valve effects in a similar geometry with Cu replacing the semiconductor as the normal channel . Using the values obtained in GMR experiments for the spin flip lengths and spin polarization in the ferromagnet , the order of magnitude of the observed effect was in quantitative agreement to the theoretical predictions. Obviously, the main difference in the all metal devices was the absence of conductivity mismatch between the two materials. A potential limitation in the semiconductor case is the fact that the 2DEG channel is quasi-ballistic. Nevertheless, the presence of the diffusive regions underneath the ferromagnetic contacts should allow us to use a diffusive model to describe spin injection. Moreover, the conductivity mismatch arguments should also be valid for a purely ballistic channel. In that case, the expected signal should be given by an analogous of eq. 5, with the diffusive 1D conductivity of the semiconductor being replaced by the inverse of the Sharvin resistance, due to presence of only a few model in the 2DEG channel. Thus the conductivity mismatch arguments should be valid in any device with where the intermediate region has the lowest conductivity, for example in the case of carbon nanotubes .

In conclusion, submicron lateral spin valve structures in high mobility InAs/AlSb heterostructures have been fabricated, with Ni Co and Py as ferromagnetic electrodes. Despite all efforts to improve signal resolution and eliminate spurious effects, no spin injection was observed. By no means this ’negative’ outcome of our experiments can be considered as a proof that spin injection in a semiconductor is not possible with usual metallic ferromagnets. However, the agreement with theoretical predictions casts some doubt on the feasibility of straightforward spin injection from a metallic ferromagnet into a semiconductor.

This work was supported by the Dutch Foundation for Fundamental Research on Matter (FOM)and European Commission (ESPRIT-MELARI consortium Spider). We acknowledge useful discussions with G. Schmidt and L. Molenkamp. We thank T.M. Klapwijk for his stimulating support in this work.


text:
# Galaxies in the infrared

## 1 Introduction

Star formation in external galaxies are intimately linked to questions concerning galaxy formation and evolution. Of particular interest are galaxies with star bursts. Because formation is taken place in interstellar clouds, the UV and optical stellar light is re-processed into infrared photons and it is necessary to observe at infrared/millimeter wavelengths and interpret the observations by dust and radiative transfer models.

## 2 Dust model

A two component model of the dust in the interstellar medium (Siebenmorgen & Krügel, 1992) has found some success in the last years. This model computes the emission per unit mass of dust heated by radiation of known intensity and spectral distribution. The dust consists of a mixture of large grains, very small grains and organic molecules. We assume here that the molecules are polycyclic aromatic hydrocarbons (PAH), though other band carriers have been suggested (e.g. Sakata et al. 1984, Duley 1988, Papoular et al. 1989). To consider somehow the shape of the bands a Lorentzian profile with some damping constant was suggested by Siebenmorgen et al. (1998). Such a simple oscillator model can account for observations taken at moderate spectral resolution. One typical example demonstrating the importance of PAH in the mid infrared as well as of large grains but in the far IR is shown in Fig.1.

## 3 Radiative transfer model

The galactic nuclei are deeply hidden by dust so that it necessary to carry out radiative transfer calculations in some form of approximation. We applied the numerical code by Krügel & Siebenmorgen (1994) which considers in a consistent computation also a distribution of stars in the galactic nuclei. Because some of the massive stars are so luminous each immediate environment of an OB star presents a hot spot where the dust temperature has a local peak. At those hot spots the heating of the dust is dominated by the stars while outside the hot spots the dust is heated by the interstellar radiation field (ISRF). In Fig.2 we present some of our ISO data together with submillimeter observations. The data are fit quite well with the dust and radiative transfer model described above. In particular note the strong silicate absorption best seen in the log-log diagrams. The silicate absorption feature is quite difficult to be recognized from the PHT-S data alone.

For all galaxies the model parameters give some tentative description of the nucleus and its structure (Siebenmorgen et al. 1999a). However, one should also not forget about its limitations: Computations are done in a broken three dimensional but still spherical grid. The real configuration of the nucleus is evidently not spherical so that the structure of the model becomes oversimplified on scales smaller than 400 pc.

## 4 FIR/mm continuum emission of galaxies

The far IR emission of the starburst galaxies presented in Fig.2 are well fit by a single modified black body at about 32K. Siebenmorgen et al. (1999b) have studied the far IR/mm emission of another sample of 8 galaxies extracted from the Markarian Catalog (Gardner 1995). All of them show a similar FIR/mm spectral energy distribution. The spectral energy distribution of the inactive galaxy UGC2936 is shown Fig.3. Our best fit which is constrained by ISO, IRAS and IRAM data reveals the presence of second component. We need to employ a 29.9K cold and a 12.8K very cold dust component.

Our multi-filter far IR photometric study of 7 spirals shows that at least two dust components are needed to account for the spectra. Beside a cold dust component of about 32K an additional component of very cold dust of about 12K is present. A simple average over all Markarian and another average over all inactive galaxies of our ISO sample give us generic spectra for both types of galaxies. They are shown in Fig.4. Siebenmorgen et al. (1999b) therefore confirm the original claim by Krügel et al. (1998) of the existence of such an additional component of very cold dust in spiral galaxies. Determining the gas mass from 1.3mm dust continuum maps that cover the optical extent of the inactive spirals we find a ratio of total infrared luminosity to gas mass $`L_{\mathrm{IR}}/M_{\mathrm{gas}}3`$ L/ M, which is a factor 30 lower than found for the Markarian galaxies. This demonstrates that the $`L_{\mathrm{IR}}/M_{\mathrm{gas}}`$ ratio can be used as a discriminator of the activity type of a galaxy.

Question: P. Barthel
Could it be that cold dust is present in the MKN galaxies but warm dust is just swamping it ?
Answer:
Both galaxy samples are at about similar distance scale and have been observed with the same instrument sensitivities. The (very) cold dust can be best studied in the submillimeter. There is no or only marginal evidence for source extension at 1.3mm for the Mkn sample whereas the spirals have similar extension as the optical diameter. Therefore the observations do not give evidence of a very cold dust component for the active sample but for the spirals.


text:
# QCD with a 𝜃-vacuum term: a complex system with a simple complex action

## 1 Introduction

Path integral formulation of Quantum Field Theories associates, in the more standard cases, a four-dimensional classical statistical mechanics system to a given quantum system. The euclidean partition function shows a well-defined Boltzmann weight, the correlation functions are the euclidean Green functions and the free energy density is equivalent to the vacuum energy density in the hamiltonian approach.

Even if the previous statement is true for almost all physically relevant systems, there are some notorious and important exceptions. The first relevant exception is lattice formulation of Quantum Chromodynamics at finite baryon density. Since the determinant of the Dirac operator at finite chemical potential is a complex number, the euclidean action of this model is complex. This is the most standard example of a complex system with a complex action. The meaning of ”complex action” in this case is twofold: first, as previously discussed, the action is a complex number and second the complex part of the action involves fermionic degrees of freedom which are Grassmann variables. It is well known that these two features have enormously delayed all attempts to analyze the behaviour of high density matter from first principles.

The second relevant exception to the equivalence between a quantum system and a classical statistical mechanics system is QCD with a topological term in the action. Due to the fact that the local density of topological charge picks-up a factor of i under Wick rotation, the euclidean action of this model is also complex. This is an example of a complex system with a simple complex action. In fact even if the system is complex as opposite to simple, the complex part of the action is at least much simpler that the one which appears in QCD at finite baryon density since it involves only gauge degrees of freedom. It is therefore natural to think that if we have some hope to understand QCD at finite baryon density from first principles, we should be able to understand previously a simpler case of a complex system with a complex action: QCD with a topological term in the action. This was our last but not the least motivation to analyze this system.

This paper contains two differentiate parts. In the first one we will give a new look to the old Vafa-Witten theorem on the impossibility to break spontaneously parity and CT in vector-like theories as QCD and will show how an essential ingredient in the Vafa-Witten demonstration, the assumption that the free energy density exists in the presence of any external symmetry breaking field, requires the previous assumption that the symmetry is realized in the vacuum. In other words, the thesis of the theorem is in some sense assumed as an hypothesis.

The second part of the paper is devoted to the analysis of the phase structure of QCD with a $`\theta `$-vacuum term in the action. We will demonstrate a theorem which stays that if the $`\theta `$-vacuum term is relevant, either QCD has a phase transition at $`\theta =\pi `$ which breaks spontaneously parity or the free energy density has some non-analyticity at some $`\theta <\pi `$.

## 2  New look to the Vafa-Witten theorem.

Let us start this section by recalling the main ingredients and steps of Vafa-Witten theorem which stays that parity and CT cannot be spontaneously broken in vector-like parity conserving theories as QCD.

The theorem is based on the following two main points:

(i) The crucial observation that any arbitrary hermitian local order parameter X for parity constructed from Bose fields have to be proportional to an odd power of the four indices antisymmetric tensor $`ϵ^{\mu \nu \rho \eta }`$,

(ii) The assumption that the free energy density is well defined in the presence of a symmetry breaking source $`\lambda X`$.

The first of these two ingredients implies that any arbitrary order parameter X should contain and odd number of time derivatives plus time components of the gauge field and should pick-up therefore a factor of $`i`$ under Wick rotation. This observation plus assumption (ii) makes the demonstration of the thesis actually very simple. In fact let $`𝒵`$ be the euclidean partition function of QCD (or any parity conserving vector-like theory) in the presence of a local symmetry breaking source X,

$$𝒵=𝑑A_\mu ^a𝑑\overline{\psi }𝑑\psi exp\left(d^4x\left((x)+i\lambda X(x)\right)\right)$$
(1)
where $`(x)`$ is the standard QCD Lagrangian and $`X(x)`$ is a real number since we have exhibited explicitly the factor of i which arises from Wick rotation. As can be seen in (1) the symmetry breaking term is a pure phase factor in the integrand of the partition function.

Since the determinant of the Dirac operator is positive definite in a vector-like theory as QCD, the presence of a pure phase factor in the integrand of the partition function can only decrease the value of $`𝒵`$. Therefore the free energy density $`f(\lambda )`$ defined as

$$𝒵=e^{Vf(\lambda )}$$
(2)
where $`V`$ is the space-time volume, will increase with $`\lambda `$. The vacuum energy density, which is given by the free energy density, will also increase with $`\lambda `$ and therefore the symmetric vacuum will be stable under small perturbations.

Before going on in a deeper analysis let us say that it is actually surprising the fundamental role played in the mechanism previously discussed by the factor of $`i`$ picked-up by the order parameter under Wick rotation. In fact the standard way to analyze spontaneous symmetry breaking is to add a symmetry breaking source to the symmetric action, compute the mean value of the order parameter, take the infinite volume limit and then the limit of vanishing symmetry breaking source. If at the end of this procedure we get a non-vanishing value for the order parameter the symmetry is spontaneously broken. But it is also well known that the symmetric action contains enough information on the realization of the symmetry in the vacuum. Indeed the analysis of the probability distribution function (p.d.f.) of the order parameter in the symmetric model has been extensively and successfully employed in the investigations on spontaneous symmetry breaking in spin systems like the Ising model, in spin-glass models in order to analyze the complicated structure of equilibrium states not connected by symmetry transformations, and more recently this formalism has also been extended to quantum systems with fermionic degrees of freedom.

But what is even more surprising is the contradictory result we obtain if we apply Vafa-Witten argumentation to the Ising model. The Ising model is not a quantum field theory but it verifies the main requirement in Vafa-Witten theorem since the integration measure in this model is positive definite. If we add an imaginary external magnetic field to the hamiltonian of the Ising model and apply Vafa-Witten argumentation, we should conclude that the $`Z_2`$ symmetry of this model is not spontaneously broken. But this is obviously wrong since it is well known that in the low temperature phase the Ising model shows spontaneous magnetization. The solution to this paradox lies in the fact that the free energy density in the low temperature phase and for an imaginary magnetic field is not defined (it is singular on the imaginary axis of the complex magnetic field plane). The Lee-Yang zeroes of the partition function live on the imaginary axis and approach the origin with velocity V, the lattice volume, forbidding to get a well defined thermodynamical limit.

We will show in the following that this is not a pathology of the Ising model but a general feature of any model with a discrete $`Z_2`$ symmetry. In other words, we will show that to assume the euclidean free energy density $`f(\lambda )`$ is well defined in the presence of any external symmetry breaking source requires the previous assumption that the symmetry is realized in the vacuum.

To start the proof let us come back to equation (1) which defines the euclidean path-integral formula for the partition function. Using the p.d.f. of the order parameter X we can write it as

$$𝒵(\lambda )=𝒵(0)𝑑\stackrel{~}{X}P(\stackrel{~}{X},V)e^{i\lambda V\stackrel{~}{X}}$$
(3)
where $`V`$ in (3) is the space-time volume, $`P(\stackrel{~}{X},V)`$ is the p.d.f. of $`X`$ at a given volume

$$P(\stackrel{~}{X},V)=\frac{𝑑A_\mu ^a𝑑\overline{\psi }𝑑\psi e^{d^4x(x)}\delta \left(\overline{X}(A_\mu ^a)\stackrel{~}{X}\right)}{𝑑A_\mu ^a𝑑\overline{\psi }𝑑\overline{\psi }e^{{\scriptscriptstyle d^4x(x)}}}$$
(4)
and

$$\overline{X}(A_\mu ^a)=\frac{1}{V}d^4xX(x)$$

Notice that, since the integration measure in (4) is positive or at least semi-positive definite, $`P(\stackrel{~}{X},V)`$ is a true well normalized p.d.f.

Let us assume that parity is spontaneously broken. In the simplest case in which there is no an extra vacuum degeneracy due to spontaneous breakdown of some other symmetry, we will have two vacuum states as corresponds to a discrete $`Z_2`$ symmetry. Since $`X`$ is an intensive operator, the p.d.f. of $`X`$ will be, in the thermodynamical limit, the sum of two $`\delta `$ distributions:

$$\underset{V\mathrm{}}{lim}P(\stackrel{~}{X},V)=\frac{1}{2}\delta (\stackrel{~}{X}a)+\frac{1}{2}\delta (\stackrel{~}{X}+a)$$
(5)
At any finite volume, $`P(\stackrel{~}{X},V)`$ will be some symmetric function ($`P(\stackrel{~}{X},V)=P(\stackrel{~}{X},V)`$) developing a two peak structure at $`\stackrel{~}{X}=\pm a`$ and approaching (5) in the infinite volume limit.

Due to the symmetry of $`P(\stackrel{~}{X},V)`$ we can write the partition function as

$$𝒵(\lambda )=2𝒵(0)Re_0^{\mathrm{}}P(\stackrel{~}{X},V)e^{i\lambda V\stackrel{~}{X}}𝑑\stackrel{~}{X}$$
(6)
and if we pick up a factor of $`e^{i\lambda Va}`$

$$𝒵(\lambda )=2𝒵(0)Re\left(e^{i\lambda Va}_0^{\mathrm{}}P(\stackrel{~}{X},V)e^{i\lambda V(\stackrel{~}{X}a)}𝑑\stackrel{~}{X}\right)$$
(7)
which after simple algebra reads as follows:

$`𝒵(\lambda )/(2𝒵(0))=`$ $`\mathrm{cos}(\lambda Va){\displaystyle _0^{\mathrm{}}}P(\stackrel{~}{X},V)\mathrm{cos}\left(\lambda V(\stackrel{~}{X}a)\right)𝑑\stackrel{~}{X}`$ (8)
$``$ $`\mathrm{sin}(\lambda Va){\displaystyle _0^{\mathrm{}}}P(\stackrel{~}{X},V)\mathrm{sin}\left(\lambda V(\stackrel{~}{X}a)\right)𝑑\stackrel{~}{X}`$
The relevant zeroes of the partition function in $`\lambda `$ can be obtained as the solutions of the following equation:

$$\mathrm{cot}(\lambda Va)=\frac{_0^{\mathrm{}}P(\stackrel{~}{X},V)\mathrm{sin}\left(\lambda V(\stackrel{~}{X}a)\right)𝑑\stackrel{~}{X}}{_0^{\mathrm{}}P(\stackrel{~}{X},V)\mathrm{cos}\left(\lambda V(\stackrel{~}{X}a)\right)𝑑\stackrel{~}{X}}$$
(9)
Let us assume for a while that the denominator in (9) is constant at large $`V`$. Since the absolute value of the numerator is bounded by 1, the partition function will have an infinite number of zeroes approaching the origin ($`\lambda =0`$) with velocity $`V`$. In such a situation the free energy density does not converge in the infinite volume limit.

But this is essentially what happens in the actual case. In fact if we consider the integral in (9)

$$f(\lambda V,V)=_0^{\mathrm{}}P(\stackrel{~}{X},V)\mathrm{cos}\left(\lambda V(\overline{X}a)\right)𝑑\stackrel{~}{X}$$
(10)
as a function of $`\lambda V`$ and $`V`$ it is easy to check that the derivative of $`f(\lambda V,V)`$ respect to $`\lambda V`$ vanishes in the large volume limit due to the fact that $`P(\stackrel{~}{X},V)`$ develops a $`\delta (\stackrel{~}{X}a)`$ in the infinite volume limit. At fixed large volumes $`V`$, $`f(\lambda V,V)`$ as function of $`\lambda V`$ is an almost constant non-vanishing function (it takes the value of $`1/2`$ at $`\lambda V=0`$). The previous result on the zeroes of the partition function in $`\lambda `$ remains therefore unchanged; it generalizes the Lee-Yang theorem on the zeroes of the grand canonical partition function of the Ising model in the complex fugacity plane to any statistical model with a discrete $`Z_2`$ symmetry.

To illustrate this result with an example, let us take for $`P(\stackrel{~}{X},V)`$ a double gaussian distribution

$$P(\stackrel{~}{X},V)=\frac{1}{2}\left(\frac{V}{\pi }\right)^{1/2}\left(e^{V(\stackrel{~}{X}a)^2}+e^{V(\stackrel{~}{X}+a)^2}\right)$$
(11)
which gives for the partition function

$$𝒵(\lambda )=Z(0)\mathrm{cos}(\lambda Va)e^{\frac{1}{4}\lambda ^2V}$$
(12)
and for the mean value of the order parameter

$$<iX>=\frac{1}{2}\lambda +\mathrm{tan}(\lambda aV)a$$
(13)
The zeroes structure of the partition function is evident in (12) and consequently the mean value of the order parameter (13) is not defined in the thermodynamical limit. Notice also that if $`a=0`$ (symmetric vacuum), the free energy density is well defined at any $`\lambda `$ and then Vafa-Witten’s argument applies.

### 2.1 Conclusions

We have shown in the previous section that an essential ingredient in the Vafa-Witten theorem on the impossibility to break spontaneously parity in a parity-conserving vector-like theory as QCD, the existence of the free energy density $`f(\lambda )`$ in the presence of any symmetry breaking external source $`\lambda X`$, does not work if the symmetry is spontaneously broken. The requirement that the free energy density is well defined implies the previous assumption that the symmetry is realized in the vacuum. This does not necessarily implies that Vafa-Witten conjecture is wrong but at least a theorem on it is still lacking.

From a speculative point of view let us assume for a while that strong interaction shows a weak spontaneous parity breaking. In such a case we would expect a non-vanishing vacuum expectation value for the density of topological charge at $`\theta =0`$ and, as we have shown, the theory would be ill-defined at $`\theta 0`$. Actually this issue seems not very likely from a phenomenological point of view, but this is not the only scenario in which the theory is ill-defined at $`\theta 0`$. In fact even if the symmetry is realized in the vacuum, the partition function could have zeroes in $`\theta `$ approaching the $`\theta =0`$ point with velocity less than the space-time volume V and also in this case the theory would be ill-defined at $`\theta 0`$.

A simple model which shows this feature is the lattice free-fermion theory, the partition function of which shows zeroes on the imaginary axis of the complex fermion-mass plane approaching the origin with velocity less than the lattice volume V. The chiral symmetry is realized in the free fermion model and notwithstanding that, the zeroes structure of the partition function forbids to define the theory at imaginary values of the fermion mass.

This speculative mechanism would provide us with a simple explanation for the $`\theta vacuum`$ or strong CP problem: $`\theta `$ is zero because otherwise the theory is ill-defined. As stated before this is a pure speculation at present but we think it is worthwhile to investigate such an issue.

## 3 QCD at finite $`\theta `$.

The partition function of QCD with a topological term in the action reads as follows:

$$𝒵=[dA_\mu ^a][d\psi ][d\overline{\psi }]\mathrm{exp}\left\{d^4x[(x)\frac{\mathrm{i}\theta }{16\pi ^2}X(x)]\right\}$$
(14)
where $`(x)`$ is the standard QCD Lagrangian and

$$X(x)=ϵ_{\mu \nu \rho \sigma }\mathrm{T}rF_{\mu \nu }F_{\rho \sigma }$$
(15)
is, up to a normalization constant, $`1/16\pi ^2`$, the euclidean local density of topological charge. The normalization constant has been chosen in such a way that the topological charge

$$\frac{1}{16\pi ^2}d^4xX(x)$$
(16)
is an integer.

Assuming that the theory has a non-trivial $`\theta `$ dependence, we will show now the following theorem: ”QCD with a topological term in the action, either breaks parity spontaneously at $`\theta =\pi `$, or has a phase transition at some critical $`\theta _c`$ less than $`\pi `$.

To start with the proof, let us write the partition function in a finite space-time volume, $`V`$, as a sum over all topological sectors, labeled by the integer $`n`$ that gives the topological charge of the partition functions of each sector, weighted by the proper topological phase:

$$𝒵_V(\theta )=\underset{n}{}g_V(n)\mathrm{e}^{\mathrm{i}\theta n}$$
(17)
where

$$g_V(n)=_n[dA_\mu ^a][d\psi ][d\overline{\psi }]\mathrm{exp}[d^4x(x)]$$
(18)
is the standard partition function computed over the gauge sector with topological charge equal to $`n`$. The function $`g_V(n)`$ is, up to a normalization factor, $`_ng_V(n)`$, the probability, $`p_V(n)`$, of the topological sector $`n`$ at $`\theta =0`$:

$$p_V(n)=\frac{g_V(n)}{_ng_V(n)}.$$
(19)
If we define the mean topological charge density

$$x_n=\frac{n}{V}$$
(20)
we can write the previous partition function as

$$𝒵_V(\theta )=\underset{x_n}{}h_V(x_n)\mathrm{e}^{\mathrm{i}\theta Vx_n},$$
(21)
where $`h_V(x_n)=g_V(n)`$ and the step $`\mathrm{\Delta }x_n`$ in the topological charge density is $`1/V`$.

Let the new $`h_V(x)`$ be a continuous interpolation of $`h_V(x_n)`$ and let us define a new function of $`\theta `$ in the following way:

$$𝒵_{c,V}(\theta )=𝑑xh_V(x)\mathrm{e}^{\mathrm{i}\theta Vx}.$$
(22)
Summing up the ”pseudo-partition” functions $`𝒵_{c,V}(\theta +2\pi m)`$ for all integers $`m`$ we get

$$\underset{m}{}𝒵_{c,V}(\theta +2\pi m)=𝑑xh_V(x)\mathrm{e}^{\mathrm{i}\theta Vx}\underset{m}{}\mathrm{e}^{\mathrm{i2}\pi mVx}.$$
(23)
Using now the following representation of the periodic delta function:

$$\underset{m}{}\mathrm{e}^{\mathrm{i2}\pi mVx}=\frac{1}{V}\underset{m}{}\delta (x\frac{m}{V}),$$
(24)
we get the following identity:

$$𝒵_V(\theta )=V\underset{m}{}𝒵_{c,V}(\theta +2\pi m),$$
(25)
which relates our QCD partition function $`𝒵_V(\theta )`$ to the ”pseudo-partition” functions $`𝒵_{c,V}(\theta +2\pi m)`$. The usefulness of this identity will become evident in a while. Before, let us come back to expression (21). Under a parity transformation, the density of topological charge, $`x_n`$, changes sign, whereas $`h_V(x_n)`$ is an even function of $`x_n`$ since at $`\theta =0`$ the QCD action is parity invariant. Taking also into account that the full topological charge $`Vx_n`$ is an integer, we conclude that at $`\theta =\pi `$ each term entering the sum of Eq. 21 is parity invariant. Therefore, at $`\theta =\pi `$ the theory recovers the symmetry under parity transformations, and if the symmetry is also realized in the vacuum we must obtain a vanishing value for the expectation value of the topological charge density: $`x=0`$.

Using Eq. (25) we can write for the mean value of the density of topological charge:

$$x=\underset{m}{}x_{c,m}\left(\frac{𝒵_{c,V}(\theta +2\pi m)}{_n𝒵_{c,V}(\theta +2\pi n)}\right),$$
(26)
with

$$x_{c,m}=\frac{𝑑xxh_V(x)\mathrm{e}^{\mathrm{i}(\theta +2\pi m)Vx}}{𝑑xh_V(x)\mathrm{e}^{\mathrm{i}(\theta +2\pi m)Vx}},$$
(27)
Since $`x`$ in (27) is a continuous variable (i.e. there is no symmetry forcing the numerator to be zero), we expect a non-vanishing value for $`x_{c,m}`$ at $`\theta =\pi `$. However, it is simple to see that parity symmetry is realized at $`\theta =\pi `$ in a finite volume. In fact, the contribution of the $`m=0`$ sector compensates the contribution of $`m=1`$ in (26), the contributions $`m=1`$ cancels that of $`m=2`$, and so on. Therefore, at $`\theta =\pi `$ different sectors compensate to give $`x=0`$.

Equation (25) is valid for any value of $`\theta `$. At $`\theta =0`$ it is simple to verify that in the infinite volume limit the sector $`m=0`$ gives all the contribution to the partition function. This is a simple feature which follows from the fact that at $`\theta =0`$ and in the infinite volume limit the exact solution for the free energy density is given by the saddle point solution, which is also the solution for the $`m=0`$ sector. If this sector dominates for any value of $`\theta `$, we will get a first order phase transition at $`\theta =\pi `$, with a non-vanishing value of the topological charge density (remember the discussion following Eq. (27)), and the theory will undergo spontaneous parity breaking. Otherwise, there will be some critical value, $`\theta _c`$, at which other sectors start to give a contribution to the partition function, and in such a case we will get a phase transition at this $`\theta _c`$. On general grounds, we can say nothing about the number and order of phase transitions expected in this case.

To see how this mechanism works in practical cases and to get intuition of what we can expect in physical systems, let us analyze in the following two simple examples: the Ising model within an imaginary external magnetic field and a gaussian model.

### 3.1 The one-dimensional Ising model in an imaginary external magnetic field

In the previous demonstration we have not made use of any specific property of QCD, except the quantization of the topological charge. Therefore, the result applies to any model with a quantized topological charge which appears as an imaginary contribution to the euclidean action. A simple example of that is the one-dimensional Ising model in an imaginary external magnetic field. The hamiltonian of this model can be written as

$$H_N=J\underset{i=1}{\overset{N}{}}S_iS_{i+1}\mathrm{i}\frac{\theta k_BT}{2}\underset{i=1}{\overset{N}{}}S_i,$$
(28)
where $`J`$ is the coupling constant between nearest neighbours, $`k_B`$ is the Boltzmann constant, $`T`$ the physical temperature, $`N`$ the number of spins, and we assume periodic boundary conditions.

The partition function is given by

$$𝒵_N=\underset{\{S\}}{}\mathrm{e}^{F_iS_iS_{i+1}+\mathrm{i}\theta \frac{1}{2}_iS_i}$$
(29)
where $`F=J/k_BT`$ and the sum is over all spin configurations.

For an even number of spins, the quantity $`1/2_iS_i`$ which appears in the imaginary part of the hamiltonian is an integer taking values between $`N/2`$ and $`N/2`$, and therefore it can be seen as a quantized ”topological” charge. Furthermore, the theory has a $`Z_2`$ symmetry at $`\theta =0`$ and $`\theta =\pi `$ which, in the sense of this work, is the analogous of parity in QCD.

The transfer matrix technique allows to compute exactly the partition function defined in Eq. (29). The final result is

$$𝒵_N=\lambda _+^N+\lambda _{}^N,$$
(30)
where $`\lambda _\pm `$ are the two eigenvalues of the transfer matrix, which are given by the following equation:

$$\lambda _\pm (\theta )=\mathrm{e}^F\mathrm{cos}\frac{\theta }{2}\pm \left(\mathrm{e}^{2F}\mathrm{sin}^2\frac{\theta }{2}+\mathrm{e}^{2F}\right)^{1/2}.$$
(31)
We see that the external field $`\theta `$ is an angle taking values between $`\pi `$ and $`\pi `$, as expected.

Let us discuss first the simpler infinite temperature case. At $`T=\mathrm{}`$, $`\lambda _{}=0`$ and $`\lambda _+=2\mathrm{cos}(\theta /2)`$. The partition function has the simple form:

$$𝒵_N=\mathrm{\hspace{0.33em}2}^N[\mathrm{cos}(\theta /2)]^N,$$
(32)
from which it follows that the free energy density is

$$f=\frac{1}{N}\mathrm{log}𝒵_N=\mathrm{log}2+\mathrm{log}\mathrm{cos}\frac{\theta }{2}.$$
(33)
For the mean magnetization we get

$$m=\frac{1}{N}\underset{i}{}S_i=\mathrm{i}\mathrm{tan}\frac{\theta }{2}.$$
(34)
This last expression shows that a first order phase transition takes place at $`\theta =\pm \pi `$, with divergent spontaneous magnetization. The origin of this phase transition is clarified by noticing that the sector $`m=0`$ in Eqs. (25) and (26) dominates the thermodynamical limit for any $`\theta `$.

The finite temperature case is somehow different. The eigenvalues of the transfer matrix, given by Eq. (31), are real and positive if

$$\mathrm{sin}^2\frac{\theta }{2}\mathrm{e}^{4F}.$$
(35)
In this case the free energy density has a well defined thermodynamical limit, and the mean magnetization is given by

$$m=\mathrm{i}\frac{\mathrm{sin}(\theta /2)}{[\mathrm{e}^{4F}\mathrm{sin}^2(\theta /2)]^{1/2}},$$
(36)
which shows a first order phase transition with a divergent mean magnetization at

$$\theta _c^\pm =\pm \mathrm{\hspace{0.17em}2}\mathrm{arcsin}\mathrm{e}^{2F}.$$
(37)
For $`\theta _c^+<\theta <\pi `$ or $`\pi <\theta <\theta _c^{}`$, the two eigenvalues of the transfer matrix are complex conjugate numbers. The partition function $`𝒵_N`$ is real but not positive definite, and oscillates in sign with $`N`$, making it impossible to define a thermodynamical limit. For instance, the mean magnetization does not converge as $`N\mathrm{}`$. Thus, the theory is ill-defined in these intervals of $`\theta `$. For $`\theta _c^{}<\theta <\theta _c^+`$, the sum in the right-hand side of Eqs. (25) and (26) is dominated by the term with $`m=0`$, and the mean magnetization (36) is the analytic continuation of the saddle point solution obtained with real magnetic field.

### 3.2  Gaussian distribution.

The second illustrative example we want to discuss here are models with a density of topological charge at $`\theta =0`$ distributed according to a gaussian distribution. Thus, let us assume that the function $`h_V(x_n)`$ which enters Eq. (21) has the form

$$h_V(x_n)=\mathrm{e}^{Vax_n^2},$$
(38)
where $`a`$ is a parameter related to the width of the distribution. This form of $`h_V(x_n)`$ is a natural assumption from a physical point of view as a first approximation to the actual distribution of nearly any model. In fact, outside second order phase transitions, the probability distribution function of intensive operators as the density of topological charge is expected to be gaussian in the vicinity of its maximum. Of course, deviations from the gaussian behaviour far from the maximum can induce important changes in the $`\theta `$-dependence of the theory in the large $`\theta `$ regime (the previous example illustrates very well this point). However, the gaussian distribution provides us with a simple model that can be analytically solved and gives useful insights on the general problem that we are addressing.

The partition function of the model is then

$$𝒵_V(\theta )=\underset{x_n}{}\mathrm{e}^{Vax_n^2}\mathrm{e}^{\mathrm{i}\theta Vx_n}.$$
(39)
The pseudo-partition function $`𝒵_{c,V}(\theta +2\pi m)`$ entering Eq. (25) can be analytically computed, and reads:

$$𝒵_{c,V}(\theta +2\pi m)=𝑑x\mathrm{e}^{Vax^2}\mathrm{e}^{\mathrm{i}(\theta +2\pi m)Vx}=\left(\frac{\pi }{aV}\right)^{1/2}\mathrm{e}^{\frac{1}{4a}(\theta +2\pi m)^2V}.$$
(40)
Using Eq. (25) we can write

$$𝒵_V(\theta )=\left(\frac{\pi V}{a}\right)^{1/2}\underset{m}{}\mathrm{e}^{\frac{1}{4a}(\theta +2\pi m)^2V},$$
(41)
and, if $`|\theta |<\pi `$, it is simple to verify that the free energy density $`f(\theta )`$ is given by

$$f(\theta )=\underset{V\mathrm{}}{lim}\frac{1}{V}\mathrm{log}𝒵_V(\theta )=\frac{1}{4a}\theta ^2.$$
(42)
The $`m=0`$ sector dominates for every $`\theta `$ between $`\pi `$ and $`\pi `$. The vacuum expectation value of the density of topological charge, $`x`$, is

$$x=\mathrm{i}\frac{\theta }{2a},$$
(43)
and the model breaks spontaneously parity at $`\theta =\pi `$.

This simple model which, as we have seen, illustrates very well the theorem demonstrated in the first part of this section, has also further relevance. In fact, using a duality relation of gauge theories with a large number of colours and string theory on a certain space-time manifold, Witten has recently studied the $`\theta `$ dependence of pure gauge theories in four dimensions and has found Eqs. (42) and (43). Combining both results, we conclude that the probability distribution function of the topological charge density in pure $`SU(N)`$ gauge theory is gaussian in the large $`N`$ limit. It is interesting to note that also another analytically solvable model (although not physically relevant) has the same $`\theta `$ dependence: the quantum rotor in one dimension.

### 3.3 Conclusions.

We have demonstrated in the previous sections a theorem which states that if the $`\theta `$ dependence of QCD is non-trivial, either the theory has a first order phase transition at $`\theta =\pi `$ which breaks parity spontaneously, or the model shows a phase transition at some $`\theta _c`$ less than $`\pi `$. In the last case, we are not able to establish the order of the phase transition. Furthermore, the proof makes no use of any specific property of QCD, apart from the quantization of the topological charge. This implies that the result applies to any vector-like model with a quantized charge that appears as an imaginary contribution to the euclidean action.

To illustrate this result in practical cases and to get intuition on what we can expect in physical models, we have analyzed two simple examples: the one-dimensional Ising model in an imaginary external magnetic field, and a model in which the probability distribution function of the density of topological charge at $`\theta =0`$ is assumed to be gaussian.

In the first case, we have found a first order phase transition with divergent spontaneous magnetization, at a critical imaginary magnetic field that depends on the temperature. At infinite temperature the transition is located at $`\theta _c=\pi `$ and the system breaks spontaneously its $`Z_2`$ symmetry at this $`\theta `$ value. At finite temperature the transition appears at $`\theta _c<\pi `$, and the theory is ill-defined for larger values of $`\theta `$ (modulo $`2\pi `$).

The model with gaussian distribution can be analyzed simply, and we have found a first order phase transition at $`\theta _c=\pi `$, which breaks spontaneously parity. The free energy density and the density of topological charge, which are quadratic and linear functions of $`\theta `$ respectively, agree exactly with the $`\theta `$-dependence of $`SU(N)`$ gauge theories in the large $`N`$ limit found recently by Witten. This implies that the topological charge density of this theory has a gaussian distribution at $`\theta =0`$.