text:
# Canonical variables and analysis on so(n,2)

## 1 Introduction

In the papers , Berezin presents an approach to quantization using generalized coherent states, as explained by Perelomov , also see  and the survey .

We first recall the Cartan decomposition and relate it to Berezin’s theory. In the section following, we give the matrix version used for basic computations. The representation space is constructed. Then the Leibniz function is computed. The observables, the natural variables for analysis on so($`n`$,2), are found and their joint spectral density is discussed. We conclude showing how the Lie algebra is recovered from the Leibniz function.

Work most closely related to this paper is that of Onofri  and Berceanu & Gheorghe . The coherent state methods given by Hecht  are closely related to the present article as well.

In addition to the works cited above, in the mathematics literature we have found the book by Hua  and the paper of Wolf  very useful. An exposition of the present authors’ theory with emphasis on connections with probability is given in . A major aspect of the mathematical point of view is the theory of symmetric cones and Jordan algebras. See  for analysis in that context.

The significance of the pseudo-Euclidean group SO($`n`$,2) in physics is well-known. It serves as a “linearization” of the conformal group of Minkowski space $`𝐑^{n1,1}`$ (see e.g., ), the symmetry group of Maxwell’s equations. Also, the group SO($`n`$,2) plays an important rôle in the $`n`$-dimensional Kepler problem, where the compactified phase space (the Moser phase space) coincides with a coadjoint orbit of the dynamical group SO($`n`$+1,2) . In another context, the group SO(4,2) serves as the spectrum-generating symmetry group of the hydrogen atom .

###### Remark 1.1

This paper is based on the Ph. D. dissertation of the middle author (M.G.) .

Note: matrix computations have been done using Maple V.

## 2 Cartan decomposition and Berezin theory

Consider a Lie algebra g. At the heart of our construction is the existence of two abelian subalgebras $``$ and $``$ of the same dimension $`n`$, such that the Lie algebra they generate is g itself: $`\text{g}=\mathrm{gen}\{,\}`$.

An important case of such a structure is the *Cartan decomposition* for symmetric Lie algebras, where g has the form

$$\text{g}=𝒦$$
(1)
with $``$ and $``$ satisfying $`[,]𝒦`$, $`[𝒦,]`$, and $`[𝒦,]`$.

Denote bases for $``$, $``$ and $`𝒦`$ by $`\{R_j\}`$, $`\{L_j\}`$, and $`\{\rho _A\}_{1Am}`$, respectively.

###### Remark 2.1

Later in the paper we will give a Cartan decomposition of so($`n`$,2). The $`\rho `$ elements will be taken as generators of rotations in the purely spatial or temporal sectors of $`𝐑^{n,2}`$, while the $``$ and $``$ elements will be certain combinations of boosts.

A typical element $`X\text{g}`$ is of the form

$$X=v_j^{}R_j+u_A^{}\rho _A+w_j^{}L_j$$
(2)
for some $`(2n+m)`$-tuple $`(v^{},u^{},w^{})`$. We can express exponentiation of $`X`$ to an element of the group either by the standard exponential map, or via factorization into subgroups corresponding to the decomposition of the Lie algebra, thus

$$e^X=\mathrm{exp}(v_iR_i)\left(\underset{A}{}\mathrm{exp}(u_{\dot{A}}\rho _{\dot{A}})\right)\mathrm{exp}(w_jL_j)$$
(3)
(We use the convention of summation over repeated indices, unless they are dotted; there is no summation over $`\dot{A}`$ above). Clearly, the coordinates $`(v,u,w)`$ versus $`(v^{},u^{},w^{})`$ are mutually dependent as they represent in (3) the same group element.

Our general goal is to construct a representation space for the enveloping algebra of g and then find an abelian subalgebra of self-adjoint operators to take as our observables of interest.

First, let us construct a Hilbert space $``$ spanned by a basis

$$|k_1,k_2,\mathrm{},k_n=R_1^{k_1}\mathrm{}R_n^{k_n}\mathrm{\Omega }$$
(4)
where $`\mathrm{\Omega }`$ is a vacuum state. Define the action of the algebra elements on the vacuum state thus

(i) $`\widehat{R}_j\mathrm{\Omega }=R_j\mathrm{\Omega }`$
(ii) $`\widehat{L}_j\mathrm{\Omega }=0`$
(iii) $`\widehat{\rho }_A\mathrm{\Omega }=\tau _A\mathrm{\Omega }`$

where $`\tau _A`$ are constants. Next, assume that $``$ admits a symmetric scalar product (not necessarily hermitian!) in some number field, such that the ladder operators are mutually adjoint with respect to it:

$$\widehat{R}_i^{}=\widehat{L}_i$$

Thus, there is a 1-1 map $``$ that admits such a pairing via adjoints. Additionally, we shall always consider the vacuum state normalized, $`\mathrm{\Omega },\mathrm{\Omega }=1`$.

For the purpose of this paper, we shall assume that only one element of $`𝒦`$, say $`\rho _0`$, acts on $`\mathrm{\Omega }`$ as a nonzero constant $`\tau `$, so that the group element specified by equation (3) acts on $`\mathrm{\Omega }`$ as follows

$$e^X\mathrm{\Omega }=e^{\tau u}\mathrm{exp}(v_jR_j)\mathrm{\Omega }$$
(5)
The system possesses two types of lowering and raising operators. The *algebraic lowering* and *raising* operators are defined simply by concatenation within the enveloping algebra (operator algebra generated by the representation) of g followed by acting on $`\mathrm{\Omega }`$, that is

$`\widehat{R}_j\psi `$ $`=`$ $`R_j\psi `$
$`\widehat{L}_j\psi `$ $`=`$ $`L_j\psi `$
for any linear combination $`\psi `$ of basis elements (4). The “hat” can be thus omitted without causing confusion. We shall also introduce *combinatorial raising operators*, $`_j`$, and *combinatorial lowering operators*, $`𝒱_j`$, acting on the basis as follows

$`_j|k_1,k_2,\mathrm{},k_n`$ $`=`$ $`|k_1,k_2,\mathrm{},k_j+1,\mathrm{}k_n`$
$`𝒱_j|k_1,k_2,\mathrm{},k_n`$ $`=`$ $`k_j|k_1,k_2,\mathrm{},k_j1,\mathrm{}k_n`$
Notice that the operator $`𝒱_j`$ acts formally as the operator of partial differentiation with respect to the corresponding variable $`R_j`$.

The algebraic raising operators are represented directly by the $``$’s, namely $`\widehat{R}_j=_j`$. But the combinatorial lowering operators do not necessarily correspond to elements of g. The idea will be to express the *algebraic lowering operators*, $`\widehat{L}_j`$, (and hence the basis for g), also in terms of the operators $`\{_j,𝒱_j\}`$.

Let us introduce the coherent states as the image of the subgroup generated by the (abelian) subalgebra $`\text{g}`$ in the Hilbert space $``$ constructed above, namely

$$\psi _v=\mathrm{exp}(v_jR_j)\mathrm{\Omega }$$

Thus, the coherent states are parametrized by the elements $`v_jR_j`$ of $``$, or, equivalently, by coordinates $`v=(v_1,\mathrm{},v_n)`$. We shall denote the manifold of coherent states as $`𝒞`$ with the parametrization $`𝒞`$.

###### Observation 2.2

When restricted to coherent states, $`_j`$ acts as differentiation $`/v_j`$, while $`𝒱_j`$ acts as multiplication by $`v_j`$. Hence, we can determine the action of any operator defined as a (formal) operator function $`f(,𝒱)`$, with all $`𝒱`$’s to the right of any $`_j`$, by (1) moving all $``$’s to the right of all $`𝒱`$’s in the formula $`f`$, yielding the operator $`\stackrel{ˇ}{f}(,𝒱)`$, and then (2) replacing $`𝒱_jv_j`$ and $`_j/v_j`$, $`1jn`$. Note that this is a formal Fourier transform combined with the *Wick ordering*. The Berezin transform extends this by taking the inner product with a coherent state $`\psi _w`$.

The following notion is very useful.

###### Definition 2.3

The *Leibniz function* is a map $`𝒞\times 𝒞𝐂`$ defined as the inner product of the coherent states:

$$\mathrm{{\rm Y}}_{wv}=\psi _w,\psi _v$$

for any $`v,w`$ parametrizing $`𝒞`$.

###### Definition 2.4

The Berezin transform (the coherent state representation) is defined for an operator $`Q`$ by,

$$Q_{wv}=\frac{\psi _w,Q\psi _v}{\psi _w,\psi _v}.$$

The algebraic raising operators can be expressed by the Leibniz function, $`\widehat{R}_j_{wv}=\mathrm{{\rm Y}}^1{\displaystyle \frac{}{v_j}}\mathrm{{\rm Y}}=(\mathrm{log}\mathrm{{\rm Y}})/v_j`$. Since $`L_j`$ is adjoint to $`R_j`$, we can get $`L_j`$ by differentiating with respect to $`w_j`$. Suppose $`\mathrm{{\rm Y}}`$ satisfies a system of first-order partial differential equations

$$\frac{\mathrm{{\rm Y}}}{w_j}=\stackrel{ˇ}{f}_j(v,\frac{}{v})\mathrm{{\rm Y}}$$

for some operator functions $`\stackrel{ˇ}{f}_j`$. Then, from the above discussion, we see that $`\widehat{L}_j`$ is given by

$$\widehat{L}_j=f_j(,𝒱)$$

Note that the converse holds as well. Namely, if we have $`\widehat{L}_j`$ expressed via $``$ and $`𝒱`$, then $`\mathrm{{\rm Y}}`$ satisfies the corresponding partial differential equation. In some cases, this can be used to find $`\mathrm{{\rm Y}}`$.

The final step is to find in our representation $`n`$ commuting, self-adjoint operators $`X_j`$. They will generate a unitary group, $`\mathrm{exp}(i_js_jX_j)`$, with $`s=(s_1,\mathrm{},s_n)𝐑^n`$ and $`i=\sqrt{1}`$. The scalar function defined by

$$\varphi (s)=\mathrm{\Omega },\mathrm{exp}(i\underset{j}{}s_jX_j)\mathrm{\Omega }$$

will be required to be positive-definite. Then Bochner’s Theorem assures that $`\varphi (s)`$ is the Fourier transform of a positive measure, which gives the joint spectral density of the observables $`(X_1,\mathrm{},X_n)`$.

For so($`n,2`$), we will identify these as a (multivariate) random variable on the Lorentz cone $`\{x_1>0,x_1^2>x_2^2+\mathrm{}+x_n^2\}`$ in Minkowski space $`𝐑^{n,1}`$.

There are several ways to proceed with the outlined plan. One way is to study a matrix realization of the Lie algebra. Another is to start from the Leibniz function, which has been calculated in  and in , and reconstruct the Lie algebra from it. We will show how both of these approaches work.

## 3 Matrix version of so($`n`$,2)

Consider the “Lorentz” group SO($`n`$,2) of transformations of the ($`n+2`$)-dimensional real “Minkowski” space $`𝐑^{n,2}`$ of signature ($`n`$,2). The two-dimensional “time” leads to two sets of independent boosts. Besides the spatial rotations, the group contains a 1-dimensional subgroup, so(2), of temporal rotations. We shall start with the $`(n+2)\times (n+2)`$ skew-symmetric matrices $`\rho _{kl}=E_{kl}E_{lk}`$, for $`1k,ln+2`$, where $`E_{ij}`$ denotes the matrix consisting of zeros except for 1 at the $`(ij)`$-entry, .

###### Notation

In the following, indices $`j`$ and $`k`$ run from $`1`$ to $`n`$, referring to $`n`$ “spatial coordinates.” Subscripts $`n+1`$, $`n+2`$ refer to “time coordinates.”

One defines and checks that

###### Proposition 3.1

The operators $`R_j`$, $`L_j`$, for $`1jn`$, and $`\rho _0`$ defined by

$`R_j=\rho _{j,n+2}+i\rho _{j,n+1},L_j=\rho _{j,n+2}i\rho _{j,n+1},\rho _0=2i\rho _{n+1,n+2}`$
along with $`\{\rho _{jk}\}`$, $`1j,kn`$, form a basis of *so($`n`$,2)* corresponding to a Cartan decomposition as in equations (1) and (2).

The following relations hold; the root space relations

$$[\rho _0,R_j]=2R_j,[L_j,\rho _0]=2L_j,[\rho _{jk},\rho _0]=0$$

and

$$[L_j,R_j]=\rho _0,[L_k,R_j]=2\rho _{jk},[\rho _{jk},L_k]=L_j$$
(6)
The involution (adjoint map) given by $`R_j^{}=L_j`$ is effectively a complex conjugation. The commutation relations determine the involution for the remaining elements of g (since $``$ and $``$ generate g as a Lie algebra). Hence, $`\rho _0`$, is automatically symmetric, $`\rho _0^{}=\rho _0`$, since it equals a commutator of mutually adjoint elements. Also, the $`\rho _{jk}`$ are skew-symmetric with respect to this involution, as follows from relations $`2\rho _{jk}=[L_k,R_j]`$.

Now, we want to find commuting symmetric operators that will provide $`n`$ commuting self-adjoint operators spanning g. (Note that even though we have complex numbers in the matrices, we in fact are using a “real form” of g, admitting only real coefficients.) It turns out that conjugating by $`\mathrm{exp}(L_1)`$ almost “does the job.” More precisely,

###### Proposition 3.2

The elements

$`X_1`$ $`=`$ $`2(\rho _{1,n+2}+i\rho _{n+1,n+2})=R_1+L_1+\rho _0`$
$`X_j`$ $`=`$ $`2i(\rho _{1,j}+i\rho _{n+1,j})=i(R_jL_j2\rho _{1j})`$
for $`2jn`$, form a commuting family of Hermitian-symmetric elements in g.

Proof: Since the $``$ is abelian, conjugating it by a fixed element of the group will yield an abelian algebra. Calculating the adjoint group action $`\mathrm{exp}(L_1)R_j\mathrm{exp}(L_1)`$ (with a use of commutation relations) yields the indicated operators. For $`j>1`$, the result is skew-symmetric, thus requiring the factor of $`i`$ for those $`X_j`$.

Here are some explicit matrices for $`n=3`$.

$`R_1=\left(\begin{array}{ccccc}0& 0& 0& i& 1\\ 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0\\ i& 0& 0& 0& 0\\ 1& 0& 0& 0& 0\end{array}\right),`$ $`L_1=\left(\begin{array}{ccccc}0& 0& 0& i& 1\\ 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0\\ i& 0& 0& 0& 0\\ 1& 0& 0& 0& 0\end{array}\right)`$
$`X_1=\left(\begin{array}{ccccc}0& 0& 0& 0& 2\\ 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 2i\\ 2& 0& 0& 2i& 0\end{array}\right),`$ $`X_2=\left(\begin{array}{ccccc}0& 2i& 0& 0& 0\\ 2i& 0& 0& 2& 0\\ 0& 0& 0& 0& 0\\ 0& 2& 0& 0& 0\\ 0& 0& 0& 0& 0\end{array}\right)`$
and

$$X_3=\left(\begin{array}{ccccc}0& 0& 2i& 0& 0\\ 0& 0& 0& 0& 0\\ 2i& 0& 0& 2& 0\\ 0& 0& 2& 0& 0\\ 0& 0& 0& 0& 0\end{array}\right)$$

###### Remark 3.3

Note that we are using a Hermitian structure here for the inner product so that multiplication by $`i`$ converts a skew operator to a symmetric one.

### 3.1 Representation space

In the matrix formulation given above, we have a vacuum vector

$$\mathrm{\Omega }=\left(\begin{array}{c}\overline{0}\\ 1\\ i\end{array}\right)$$

where $`\overline{0}`$ stands for a column of $`n`$ 0’s. This vector satisfies

$$L_j\mathrm{\Omega }=0,\rho _{jk}\mathrm{\Omega }=0,\rho _0\mathrm{\Omega }=2\mathrm{\Omega }$$

Coherent states can be found readily,

$$\mathrm{exp}(v_jR_j)\mathrm{\Omega }=\left(\begin{array}{c}2i𝐯\\ 1+v^2\\ i(1v^2)\end{array}\right)$$

where $`𝐯`$ is a column vector with components $`v_j`$ and $`v^2=v_jv_j`$.

Recalling equation (5), this leads to

###### Proposition 3.4

Let $`g`$ denote a group element, as in equation (3), then we can recover $`v`$ and $`u`$ from $`g\mathrm{\Omega }=\left(\begin{array}{c}𝐯_\mathrm{𝟎}\\ a\\ b\end{array}\right)`$ by

$$𝐯=\frac{1}{b+ia}𝐯_\mathrm{𝟎},e^{2u}=\frac{1}{2}\frac{𝐯_{\mathrm{𝟎}}^{}{}_{}{}^{}𝐯_\mathrm{𝟎}}{a+ib}$$

where $``$ denotes transpose.

### 3.2 Leibniz function

Here we calculate the Leibniz function from the matrix representation. Since $`R`$’s are adjoint to $`L`$’s, we have

$$\mathrm{{\rm Y}}_{wv}=e^{𝐰𝐑}\mathrm{\Omega },e^{𝐯𝐑}\mathrm{\Omega }=\mathrm{\Omega },e^{𝐰𝐋}e^{𝐯𝐑}\mathrm{\Omega }$$

where, e.g., $`𝐰𝐋=w_jL_j`$, and similarly for $`𝐯𝐑`$. As a result we get

###### Theorem 3.5

In the matrix realization of so($`n`$,2) given in Proposition 3.1, the Leibniz function is

$$\mathrm{{\rm Y}}_{wv}=12𝐰^{}𝐯+w^2v^2$$

Proof: First compute

$$\mathrm{exp}(w_jL_j)\mathrm{exp}(v_jR_j)\mathrm{\Omega }=\left(\begin{array}{c}2i(𝐯v^2𝐰)\\ 2𝐰^{}𝐯+1+v^2+w^2v^2\\ 2i𝐰^{}𝐯+i(1v^2+w^2v^2)\end{array}\right)$$
(7)
When this is expressed in factored form (cf. equations (3) and (5)), taking inner products with $`\mathrm{\Omega }`$ eliminates all factors except for $`\mathrm{\Omega },e^{\rho _0u}\mathrm{\Omega }`$. In general, this is $`e^{\tau u}`$ with $`u`$ a function of $`v`$’s and $`w`$’s. In the matrix realization above, applying $`\rho _0`$ to $`\mathrm{\Omega }`$ shows that $`\tau =2`$. The rest follows from equation (7) using the result for $`\mathrm{exp}(2u)`$ in Proposition 3.4.

Generally, we want $`\rho _0`$ to act on $`\mathrm{\Omega }`$ as multiplication by $`\tau `$. This suggests that for $`e^{\tau u}=(e^{2u})^{\tau /2}`$ we have in general $`\mathrm{{\rm Y}}_{wv}=(12𝐰^{}𝐯+w^2v^2)^{\tau /2}`$. We can now check agreement with the results in , cf. the Bergman kernel function given in . A main feature of the Leibniz function is that expanded in powers of $`v`$’s and $`w`$’s it yields the generating function for the inner products of elements of the basis for the Hilbert space. In general, there are conditions on the values of $`\tau `$, the Gindikin set, for which the Hilbert space has a positive-definite inner product. In this regard, in addition to Berezin’s paper, see .

### 3.3 Distribution of the observables

In the matrix representation, the raising operators are nilpotent, $`R_j^3=0`$, and hence $`X_j^3=0`$ for all $`1jn`$. Consequently, the exponentials reduce to quadratics and the computations are very fast. With the vacuum vector as above, we find

$$\mathrm{exp}(z_jX_j)\mathrm{\Omega }=\left(\begin{array}{c}2i(z_1\zeta ^2)\\ 2z_2\\ \mathrm{}\\ 2z_n\\ 12z_1+2\zeta ^2\\ i(12z_1)\end{array}\right)$$

where $`\zeta ^2=z_1^2{\displaystyle \underset{j2}{}}z_j^2`$. Applying Proposition 3.4, we have

###### Proposition 3.6

Let $`h^2=(1z_1)^2{\displaystyle \underset{j2}{}}z_j^2`$. For a group element generated by the $`X_j`$ acting on the vacuum, $`\mathrm{exp}(z_jX_j)\mathrm{\Omega }`$, the $`v`$ and $`u`$ variables are given according to

$$𝐯=\frac{1}{h^2}\left(\begin{array}{c}1z_1h^2\\ iz_2\\ \mathrm{}\\ iz_n\end{array}\right),\mathrm{exp}(2u)=h^2$$

With $`e^{\tau u}=h^\tau =\left((1z_1)^2z_2^2\mathrm{}z_n^2\right)^{\tau /2}`$ as the Fourier-Laplace transform of the joint spectral density of the $`X_j`$, we can identify it as a measure on the Minkowski cone $`\{x_1>0,x_1^2>x_2^2+\mathrm{}+x_n^2\}`$. in $`𝐑^{n,1}`$. See, e.g.,  as well as the references mentioned above for determining positivity. Up to an exponential factor in $`x_1`$ the density is the Wishart distribution on the Lorentz cone. See \[9, Chapter XVI\] and Casalis . The important feature is that the positivity implies (means) that we have the Fourier-Laplace transform of probability measures which are given by a function raised to a power in the Fourier domain. Thus, the measures form a convolution family and with a continuous parameter $`\tau =t/\mathrm{}`$, we have the fundamental solution to an evolution equation with generator $`u(D)`$, replacing $`(z_1,\mathrm{},z_n)`$ in $`u`$ as a function of $`z`$ by $`(D_1,\mathrm{},D_n)`$, $`D_j=d/dx_j`$. Thus, $`u(D)`$ is a ‘natural Hamiltonian’ — generator of time-translations — associated to the Lie algebra.

Now, we have two expressions, hence coordinate systems, for a coherent state,

$$\mathrm{exp}(z_jX_j)\mathrm{\Omega }=e^{\tau u}\mathrm{exp}(v_jR_j)\mathrm{\Omega }$$
(8)
where $`u=u(z)`$ and $`v_j=v_j(z)`$ are functions of $`z=(z_1,\mathrm{},z_n)`$. In order to express the basis of the Hilbert space in terms of the $`X`$’s rather than $`R`$’s, we must solve (8) for the $`z_j`$ in terms of the $`v`$’s. This will give the *generating function* for the basis expressed in terms of the $`X_j`$, written in spectral form as variables $`x_j`$.

In general,

$$e^{v_jR_j}\mathrm{\Omega }=\mathrm{exp}\left[x_jz_j(v)\tau u(z(v))\right]=\underset{k_1,\mathrm{},k_n}{}\frac{v_1^{k_1}\mathrm{}v_n^{k_n}}{k_1!\mathrm{}k_n!}|k_1,\mathrm{},k_n$$

where $`z_j=z_j(v)`$ are the components of the (functional) inverse to $`v(z)`$.

###### Theorem 3.7

The generating function for the basis $`|k_1,\mathrm{},k_n`$ is

$$\mathrm{exp}\left(\frac{x_1(v_1+v^2)+i(𝐱𝐯x_1v_1)}{1+2v_1+v^2}\right)(1+2v_1+v^2)^{\tau /2}$$

where $`v^2=v_jv_j`$ and $`𝐱𝐯=x_jv_j`$.

Proof: To start, note that $`e^{2u}=h^2`$ entails $`e^{\tau u}=h^{\tau /2}`$. Now we must solve for the $`v`$’s in Proposition 3.6. First,

$$v_1=(h^21z_1)/h^2\text{ implies }1+z_1=h^2(1v_1)$$

And with $`z_k=ih^2v_k`$, we square and re-sum on the left-hand side to yield

$$h^2=h^4\left((1v_1)^2+\underset{k2}{}v_k^2\right)$$

from which $`h^2=(1+2v_1+v^2)^1`$. Expressing $`h^2`$ in terms of $`v`$’s in the above expressions for the $`z_j`$ yields the result.

For $`n=1`$, the terms for $`k2`$ drop out, reducing to a generating function for Laguerre polynomials. Hence, in general, the basis in the $`x`$-variables offers a generalization of the classical Laguerre polynomials.

## 4 Leibniz function and the Lie algebra

Now we shall show how the Lie algebra structure expressed in terms of the combinatorial raising and lowering operators $`_j`$ and $`𝒱_j`$, the hat-representation, can be constructed from the Leibniz function. (Recall Remark 2.2.)

###### Theorem 4.1

The hat-representation has the form

$$\widehat{R}_j=_j,\widehat{L}_j=\tau 𝒱_j+2\left(_l𝒱_l\right)𝒱_j_j𝒱^2$$

for the algebraic raising and lowering operators, while the rotation operators are given by

$$\widehat{\rho }_0=\tau +2_l𝒱_l,\widehat{\rho }_{jk}=_j𝒱_k_k𝒱_j$$

Proof: Theorem 3.5 provides us the Leibniz function for our representation of so($`n`$,2)

$$\mathrm{{\rm Y}}=(12𝐰^{}𝐯+w^2v^2)^{\tau /2}$$

Differentiating, we obtain

$$\frac{1}{\mathrm{{\rm Y}}}\frac{\mathrm{{\rm Y}}}{w_j}=\tau \frac{v_jw_jv^2}{12𝐰^{}𝐯+w^2v^2}\text{ and }\frac{1}{\mathrm{{\rm Y}}}\frac{\mathrm{{\rm Y}}}{v_j}=\tau \frac{w_jv_jw^2}{12𝐰^{}𝐯+w^2v^2}$$

Combining these, we find the system of partial differential equations

$$\frac{\mathrm{{\rm Y}}}{w_j}=\tau v_j\mathrm{{\rm Y}}+2v_j\frac{\mathrm{{\rm Y}}}{v_l}v_l\frac{\mathrm{{\rm Y}}}{v_j}v^2$$

(implied summation over $`l`$ in the middle term) from which we can read off the result stated for $`\widehat{L}_j`$. Since $`\widehat{R}_j=_j`$, taking the commutator with $`\widehat{L}_j`$, the first relation in equation (6) yields $`\widehat{\rho }_0=\tau +2_l𝒱_l`$. And from the middle relation in equation (6),

$$[\widehat{L}_k,\widehat{R}_j]=2(_j𝒱_k_k𝒱_j)$$

yields $`\widehat{\rho }_{jk}`$.

One can easily check the adjoint action of $`\widehat{\rho }_0`$ as well as the remaining commutation relations corresponding to equation (6). Finally, note that $`\widehat{L}_j`$ can be written in the form

$$\widehat{L}_j=\widehat{\rho }_0𝒱_j_j𝒱^2$$

which is a variation on the Bessel operator.

## 5 Conclusion

An important feature of our approach is the identification of an interesting abelian subalgebra that provides a family of commuting observables from the viewpoint of quantization. The special element $`\rho _0`$ turns out to be dual to a natural Hamiltonian generating a convolution semigroup of measures yielding the joint spectral density of the observables of interest. It is important to note that in Berezin, e.g., , what is considered as Planck’s constant should be in fact the ratio $`t/\mathrm{}`$, namely the ratio between a time variable and a fixed constant. In this paper, the time in so($`n`$,2) is represented by (imaginary) so(2) and in the representation space by a positive real variable, the corresponding weight. The physical interpretation of this aspect remains to be explored.


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# Impurity induced resonant state in a pseudogap state of a high temperature superconductor.

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## Abstract

We predict a resonance impurity state generated by the substitution of one $`Cu`$ atom with a nonmagnetic atom, such as $`Zn`$, in the pseudogap state of a high-$`T_c`$ superconductor. The precise microscopic origin of the pseudogap is not important for this state to be formed, in particular this resonance will be present even in the absence of superconducting fluctuations in the normal state. In the presence of superconducting fluctuations, we predict the existence of a counterpart impurity peak on a symmetric bias. The nature of impurity resonance is similar to the previously studied resonance in the d-wave superconducting state.

The effects of a single magnetic and nonmagnetic impurity in high temperature superconductors have been studied intensively both theoretically  and more recently experimentally by scanning tunneling microscopy (STM) . Understanding of the impurity states in high-$`T_c`$ materials is important because impurity atoms qualitatively modify the superconducting properties, and these impurity induced changes can be used to identify the nature of the pairing state in superconductors.

Up to date theoretical analysis of the impurity states has been focused on the low temperature regime $`TT_c`$ well below the superconducting transition temperature $`T_c`$. On the other hand it is well known that in the normal state $`(TT_c)`$ of underdoped cuprates, the electronic states at the Fermi energy are depleted due to pseudogap (PG) $`\mathrm{\Delta }_{PG}`$, as was seen by STM  and by angular resolved photoemission . One can consider the temperature evolution of the impurity state as the temperature increases and eventually becomes larger than $`T_c`$. There are two possibilities for the evolution of impurity resonance at $`T>T_c`$: a) the impurity resonance gradually broadens until the superconducting gap vanishes at which point the impurity resonance totally disappears and b) the resonance gets broader however survives above $`T_c`$. Which of the possibilities is realized depends on the normal state phase into which the superconductor evolves. It has been argued  that in the underdoped regime the superconducting gap opens up in addition to the pseudogap present well above $`T_c`$. We find that the impurity resonance survives above $`T_c`$ in the pseudogap state of high-$`T_c`$ materials. The position and the width of the resonance are determined by the impurity scattering strength and PG scale. In the absence of a PG above $`T_c`$ the impurity state disappears.

The origin of PG state is one of the most strongly debated issues. Some models attribute PG to superconducting phase fluctuations above $`T_c`$ ; others to a competing non-superconducting order parameter . Another possibility is that even within the PG regime there are at least two distinct sub-regimes – $`strong`$ and $`weak`$ pseudogaps, with weak pseudogap occurring at higher temperatures due to antiferromagnetic fluctuations, and strong pseudogap being related to superconducting fluctuations.

In this article we address the impurity induced resonance or quasibound state that is generated by a strong nonmagnetic impurity scattering in a $`CuO`$ plane in the normal state of high-$`T_c`$ materials. Specifically we calculate the resonant state generated by the substitution of one $`Cu`$ atom with a $`Zn`$ atom using the self consistent $`T`$ matrix approach. We rely on the fact that the density of states (DOS) is depleted at the Fermi energy in the PG regime. We argue that the mere fact that DOS is depleted at the Fermi energy is sufficient to produce impurity resonance near the nonmagnetic impurity, such as $`Zn`$. However no particular use of the superconducting correlations above $`T_c`$ has been made in our analysis. For example, the results we present, will be valid in the PG state with no superconducting phase or amplitude fluctuations above $`T_c`$, as long as there are interactions that lead to the PG state, as indicated by a depleted DOS. This is an important caveat that broadens the validity of the model regardless of the microscopic origin of the PG in the high-$`T_c`$ superconductor. The approach we take is similar to the previous analysis of the nonmagnetic impurity in the superconducting state . See also figure 1.

The superconducting fluctuations are not required for the formation of the impurity state in the PG regime. However, in the presence of superconducting fluctuations an additional important feature of the impurity state is expected to appear. The natural quasiparticles in the superconducting state are the Bogoliubov quasiparticles, which are a linear combination of a particle and a hole. As a consequence, an impurity state in a superconductor appears both on positive (particle) and negative (hole) biases . In the phase-fluctuating pseudogap the Bogoliubov quasiparticles acquire a finite lifetime. However, the particle-hole symmetry of the impurity states should remain to the extent to which the superconducting quasiparticles are defined . Hence, the PG impurity states can serve as an extremely local probe able to distinguish between the superconducting and non-superconducting scenarios for the PG regime.

To be specific we need a model DOS that captures the main features of the PG in high-$`T_c`$ materials. For this purpose we use the DOS that was measured  by Loram et al.. In this work it has been argued that the DOS is a linearly vanishing function of energy within the $`\mathrm{\Delta }_{PG}`$ energy range near the Fermi surface, see figure 1(a).

We find that such a model indeed gives rise to an impurity bound state with energy $`\mathrm{\Omega }^{}`$ and decay rate $`\mathrm{\Omega }^{\prime \prime }`$ equal to

$`\mathrm{\Omega }`$ $`=`$ $`\mathrm{\Omega }^{}+i\mathrm{\Omega }^{\prime \prime }`$ (1)
$`=`$ $`{\displaystyle \frac{\mathrm{\Delta }_{PG}}{2UN_0}}{\displaystyle \frac{1}{\mathrm{ln}|2UN_0|}}\left[1+{\displaystyle \frac{i\pi \text{sign}(U)}{2\mathrm{ln}|2UN_0|}}\right],`$ (2)
where we have assumed the impurity scattering to be strong enough so that the result can be calculated to logarithmic accuracy with $`\mathrm{ln}|2UN_0|>1`$ . This is the main result of our work, which we will derive in the remainder of this paper.

The Hamiltonian for this single impurity problem is given by

$$H_{int}=U\widehat{n}_0=U\underset{kk^{}\sigma }{}c_{k\sigma }^{}c_{k^{}\sigma },$$
(3)
where $`U`$ is the strength of the scalar impurity potential taken to be nonzero only at $`r=0`$. The scattering matrix  can be written as

$$T=\frac{U}{1U_𝐤G_𝐤(\omega )}=\frac{U}{1UG_0(\omega )},$$
(4)
with $`G_0(\omega )`$ the on site Green’s function . The states generated by the impurity are given by the poles of the $`T`$ matrix:

$$G_0(\mathrm{\Omega })=\frac{1}{U}.$$
(5)
This is an implicit equation for $`\mathrm{\Omega }`$ as a function of $`U`$, the strength of the scattering. This solution can be complex, indicating the resonant nature of the virtual state. To solve this equation, we split $`G_0`$ into its imaginary and real part $`G_0=G_0^{}+iG_0^{\prime \prime }`$. But also $`G_0^{\prime \prime }(\omega )=\pi N_0(\omega )`$ with $`N_0(\omega )`$ the density of states.

Measurements on the electronic specific heat by Loram et al.  show that the normal state pseudo gap opens abruptly in the underdoped region below a hole doping equal to $`p_{crit}0.19`$ holes/$`CuO_2`$. Inspired by these data, we will assume that around the pseudogap region, states are partly depleted and the density of states is linear, that is $`N(\omega )=N_0|\omega |/\mathrm{\Delta }_{PG}`$ for $`|\omega |\mathrm{\Delta }_{PG}`$ and $`N(\omega )=N_0`$ for $`\mathrm{\Delta }_{PG}<|\omega |<W/2`$ with $`W`$ the bandwidth. This density of states is depicted in figure 2(a). As it is obvious from the solution of equation (5), the precise position and the width of the resonance will depend on the specific form of the PG. We will use this linearly vanishing PG DOS. Results for the other form of $`N(\omega )`$ can be obtained in a similar fashion .

From the Kramer-Kronig relation

$$G_0^{}(\omega )=\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}𝑑\omega ^{}G_0^{\prime \prime }(\omega ^{})P\left(\frac{1}{\omega ^{}\omega }\right),$$
(6)
with $`P`$ Cauchy’s principle value, one can calculate the real part $`G_0^{}`$ giving

$`G_0^{}(\omega )`$ $`=`$ $`N_0\mathrm{ln}\left|{\displaystyle \frac{\frac{W}{2}\omega }{\frac{W}{2}+\omega }}\right|+N_0\mathrm{ln}\left|{\displaystyle \frac{\mathrm{\Delta }_{PG}\omega }{\mathrm{\Delta }_{PG}+\omega }}\right|`$ (7)
$``$ $`N_0{\displaystyle \frac{\omega }{\mathrm{\Delta }_{PG}}}\mathrm{ln}\left|{\displaystyle \frac{\mathrm{\Delta }_{PG}^2\omega ^2}{\omega ^2}}\right|.`$ (8)
This function is depicted in figure 2(b) together with $`1/U`$. If $`2UN_0>e`$, with $`e`$ Euler’s constant, one can see from this figure that equation (5) has four solutions. But because the width of a resonance state is proportional to $`|\mathrm{\Omega }|`$, the only state with sharp width is the solution with $`|\mathrm{\Omega }|`$ close to zero and we will only consider this solution. After expansion in $`\omega `$ of equation (7) we arrive at an expression for this solution $`\mathrm{\Omega }`$ of equation (5):

$$G_0(\mathrm{\Omega })=\frac{2\mathrm{\Omega }N_0}{\mathrm{\Delta }_{PG}}\left[\mathrm{ln}\left|\frac{\mathrm{\Delta }_{PG}}{\mathrm{\Omega }}\right|\frac{i\pi \text{sign}(U)}{2}\right]=\frac{1}{U},$$
(9)
which is solved to logarithmic accuracy by expression (1). Using this formula, taking $`N_0=1\text{state}/eV`$, $`\mathrm{\Delta }_{PG}300K30meV`$ and the scattering potential $`U4eV,`$ we estimate $`\mathrm{\Omega }20K2meV`$ as was found by Loram et al.  This energy is close to the $`Zn`$ resonance energy $`\omega _0=16K`$, seen in the superconducting state .

The solution of the impurity state deep in the superconducting regime involves two aspects: the energy position and the width of the resonance and secondly, the real space shape of the impurity state. We have discussed the energy of the impurity state above. Great advantage of the on-site impurity solution for the localized potential $`U`$ is that only on-site propagator $`G_0(\omega )`$ enters into calculation. Hence the knowledge of the DOS was sufficient to calculate the impurity state. On the other hand, to calculate the real space image of impurity induced resonance, one would require more detailed knowledge of the Green’s functions in the PG regime. Quite generally, one would expect for a d-wave like PG with nearly nodal points along the $`(\pm \pi /2,\pm \pi /2)`$ directions, that the impurity resonance in the pseudogap regime would be four-fold symmetric, similar to superconducting solutions . This calculation would require a specific model for the PG state and goes beyond the scope of this paper.

While no superconductivity is required to form the impurity state in the PG, if the superconducting fluctuations are present then an additional satellite peak should appear on a symmetric bias due to the particle-hole nature of the Bogoliubov quasiparticles. The relative magnitude of the particle and the hole parts of the impurity spectrum can be used to determine the extent to which the PG is governed by the superconducting fluctuations. In the case of fully non-superconducting PG there should be no observable counterpart state. An optimal impurity for such determination would appear to be $`Ni`$, which breaks the particle-hole symmetry more weakly than $`Zn`$ even in the superconducting state. Combined with other experimental proposals , the impurity state can help to better understand the mysterious PG state.

In conclusion, we find the resonance state that is induced by the nonmagnetic impurity in the normal state of a high-$`T_c`$ superconductor in the PG regime where the DOS at the Fermi surface is depleted. For the particular model of linear DOS we find that impurity state energy is given by equation (1). Impurity states survive at high temperature $`T>T_c`$ since the PG produces the DOS depletion. This depletion is all that is necessary to produce the intragap state. In our solution we did not rely on a superconducting phase fluctuations above $`T_c`$ to generate the impurity state. We estimated the energy of the $`Zn`$ impurity resonance to be at $`20K`$, assuming a impurity potential equal to $`U=4eV`$. This resonance energy is indeed close to the energy of the $`Zn`$ resonance at $`16K`$ in superconducting state .

Acknowledgments: This work has been supported by US DOE. We are grateful to J.W. Loram and S. Haas for useful discussions and to the Newton Institute, Cambridge, where the idea of this work was developed. HVK acknowledges the hospitality offered by the Los Alamos National Laboratory during his three months stay.


text:
# WATER IN EMISSION IN THE ISO SPECTRUM OF THE EARLY M SUPERGIANT STAR 𝜇 CEPHEI1footnote 11footnote 1Based on the Data Archives of ISO, an ESA project with instruments funded by ESA Member States (especially the PI countries: France, Germany, the Netherlands and the United Kingdom) and with the participation of ISAS and NASA.

## 1 INTRODUCTION

Presence of water in the stellar environment has been known since 1960’s, especially by the pioneering space observations with the balloon-borne telescope Stratoscope II (Woolf, Schwarzschild, & Rose 1964). However, it is the recent ISO mission (Kessler et al. 1996) that the infrared spectra unobscured by Earth’s atmosphere have finally been explored in full details. One of the important results of the highly successful ISO mission is that water exists everywhere in the universe and that the star is not an exception. In fact, water has been detected not only by absorption but also by emission in cool luminous variables such as W Hya (Barlow et al. 1996; Neuffeld et al. 1996), NML Cyg (Justtanont et al. 1996), S Per (Tsuji et al. 1998), SW Vir (Tsuji, Aoki, & Ohnaka 1999), R Cas (Truong-Bach et al. 1999), $`o`$ Cet (Yamamura, de Jong, & Cami 1999), VY CMa (Neuffeld et al. 1999) etc. The exact nature of these emission features, however, is by no means clear yet.

On the other hand, water in the early M (super)giant stars has been paid little attention until recently, since water has not been detected in these objects nor expected to be abundant in their atmospheres. Nevertheless, water in absorption has finally been detected by ISO in the early M (super)giants (Tsuji et al. 1997, 1998) as well as by the ground based mid-infrared observation in the early M supergiant stars (Jennings & Sada 1998). More correctly, however, water in the early M supergiants had in fact been discovered in the spectra taken by Stratoscope II (Woolf et al. 1964; Danielson, Woolf, & Gaustad 1965) more than 30 years before the ISO mission, although this discovery has been overlooked until recently in favor of the opposing interpretation. We have shown that the Stratoscope observers had correctly identified water in the early M supergiant stars but that the water detected by them is not originating in the photosphere (Tsuji 2000).

To clarify the nature of water found in the early M supergiant stars, ISO should provide the best possibility. In fact, thanks to the recently released ISO Archives, we found water in emission in $`\mu `$ Cep for the first time in such an early M supergiant star. This detection is somewhat unexpected, but this provides not only the definitive evidence for the presence of water in the outer atmosphere of the early M supergiant stars but also a new clue to understanding the nature of water in the stellar environment.

## 2 OBSERVED EMISSION LINES OF WATER

We retrieved the spectra of $`\mu `$ Cep (M2Ia: observed on 1996 Dec.18 UT) and $`\alpha `$ Ori (M2Iab: observed on 1997 Oct.08 UT) from the ISO Archives. These spectra were observed with the SWS (de Graauw et al. 1996) by its highest resolution grating mode (resolution $`R1600`$ or about 188 km s-1) in the region between 2.4 and 45 $`\mu `$m. The region of the H2O $`\nu _1`$ and $`\nu _3`$ fundamentals around 2.7 $`\mu `$m is somewhat complicated due to the photospheric CO and OH bands, but the ISO data of both $`\alpha `$ Ori and $`\mu `$ Cep show additional absorption features not predicted by the photospheric models. At least, part of these features should be the same origin as the 1.4 and 1.9 $`\mu `$m absorption bands, namely H2O of the non-photospheric origin (Tsuji 2000).

The region of the H2O $`\nu _2`$ fundamentals (the band origin at 6.3 $`\mu `$m) is shown in Fig. 1. First, the spectrum of $`\alpha `$ Ori shows only weak absorption features due to H2O (indicated by the dotted lines in Fig.1a), as can be confirmed by the comparison with the H2O data based on HITEMP (Rothman 1997) shown in Fig.1c, but this detection is the best evidence for water in $`\alpha `$ Ori at present. The spectrum of $`\mu `$ Cep shown in Fig.1b is quite different with complicated spectral features which show upturn at about 6.4 $`\mu `$m in contrast to a smooth decline typical of the Rayleigh-Jeans spectrum as in $`\alpha `$ Ori. This upturn is explained by the onset of emission due to the $`P`$ branch of the H2O $`\nu _2`$ fundamentals. Thus, the H2O bands in absorption at 1.4, 1.9 and 2.7 $`\mu `$m turn to emission at 6 $`\mu `$m, and this can be regarded as definite evidence for the presence of water in the extended outer atmosphere of $`\mu `$ Cep. Also, some emission features of the observed spectrum are well identified with the fine structures of H2O bands by the comparison with the H2O data (Fig.1c). The intensity ratios of the emission features do not agree with those of the optically thin emission represented by the absorption cross-section of H2O at $`T=1500`$K in Fig.1c, and the situation cannot be improved by changing the temperature.

The spectrum of $`\mu `$ Cep has once been observed by the NASA Airborne Infrared Observatory (Russell, Soifer, & Forrest 1975), and non-grey behavior from 5 to 8 $`\mu `$m has been noted. The observers preferred to assume excess absorption in the 4-5 $`\mu `$m rather than excess flux in the 5-8 $`\mu `$m. Another interpretation was to attribute the observed 5-8 $`\mu `$m feature as due to emission of H2O $`\nu _2`$ fundamentals, and this was also proposing that water, besides dust, should be an important constituent of the outer atmosphere of $`\mu `$ Cep (Tsuji 1978). There has been no means by which to test such a proposition at that time, but this is now fully confirmed by the ISO SWS which clearly resolved the fine structure of the H2O emission bands.

We already know that H2O pure rotation lines were observed as absorption in $`\alpha `$ Ori by the ground-based high resolution spectroscopy in the 12 $`\mu `$m region (Jennings & Sada 1998). However, the spectral resolution of the ISO SWS is not high enough to detect such faint lines. In the 40 $`\mu `$m region of $`\alpha `$ Ori, some emission-like features can be seen (Fig.2a), but they cannot be identified with the known sources, except for an emission feature at 40.5 $`\mu `$m which roughly corresponds to H2O lines as can be known by the comparison with the H2O data (Fig.2c). However, it is still possible that the observed features are due to the mixture of absorption (including photospheric lines) and emission unresolved by the low resolution.

More distinct emission features appear in $`\mu `$ Cep (Fig.2b) and most of them can be identified with the H2O pure rotation lines by the comparison with the H2O data (Fig.2c). The intensity ratios of the emission features again suggest that the emission should be originating from an optically thick source. Such emission features are relatively well seen in the 40 $`\mu `$m region, but not so clear in the other mid-infrared region. One reason for this may be the presence of dust emission. To illustrate this, the entire spectrum of $`\mu `$ Cep observed by the ISO SWS is shown in Fig.3a by the red dots. It is clear that dust emission dominates the region longward of 8 $`\mu `$m.

## 3 ORIGIN OF THE WATER EMISSION

We showed that a hypothetical absorption slab of H2O with $`T_{\mathrm{ex}}=1500`$K and $`N_{\mathrm{col}}=3.0\times 10^{20}`$ cm-2 above the photosphere explains the 1.4 and 1.9 $`\mu `$m bands observed in the Stratoscope spectrum of $`\mu `$ Cep (Tsuji 2000). The presence of emission at the longer wavelength in the spectrum of $`\mu `$ Cep confirms that such a model of the non-photospheric origin of the water spectrum is basically correct, but we must now introduce geometrical extension of the water gas to explain the formation of emission features. For this purpose, we replace the simple absorption slab by a spherically symmetric isothermal gaseous envelope of water, whose inner and outer radii are $`R_{in}`$ and $`R_{out}`$, respectively. The density distribution in this envelope is assumed to be in hydrostatic equilibrium under the gravity field of the central star, and hence major contribution to the spectrum comes from the relatively dense region near $`R_{in}`$. For this reason, $`R_{in}`$ is more important than $`R_{out}`$.

We already suggested that the emission features may be originating from an optically thick source (Sect.2). In fact, the column density ($`N_{\mathrm{col}}=3.0\times 10^{20}`$ cm-2) and the absorption cross-section of H2O typically $`10^{17}`$ cm2 mol-1 at $`T=1500`$K (Figs. 1c and 2c) suggest that the optical depth of the strong lines should be as large as $`10^3`$. Thus, the water envelope is optically quite thick in the lines, and the warm molecular envelope can be referred to as molecular sphere, or MOLsphere for simplicity. Then, we must solve transfer equation in this MOLsphere and, since we are to interpret line spectra, the photospheric spectrum including the full details of the absorption lines should exactly be considered as the boundary condition. For this purpose, we apply the photospheric spectrum characterized by $`M_{}=15M_{},R_{}=650R_{}`$, $`L_{}6\times 10^4L_{}`$ and $`T_{\mathrm{eff}}3600`$ K (Fig.1 of Tsuji 2000). The computation has been done with the spectral resolution of about 50000 by the use of the H2O line database HITEMP (Rothman 1997). After a few trials, we found that $`R_{in}2R_{}1300R_{}`$ results in a spectrum that agrees with the observed one reasonably well. We also assumed $`R_{out}4R_{}`$, but this is of minor importance by the reason outlined above. The resulting emergent spectrum is shown by the green line in Fig.3a.

In the spectral region shortward of 5 $`\mu `$m, the MOLsphere contributes only to absorption, and the upper boundary of the spectrum shown by the green line in Fig.3a represents the photospheric continuum, below which CO, OH, and SiO bands of the photospheric origin can be seen together with the H2O absorption produced anew in the MOLsphere (molecules other than H2O are not considered in the MOLsphere). At the shorter and longer wavelength sides of 6.3 $`\mu `$m, the $`R`$ and $`P`$ branches, respectively, of the H2O $`\nu _2`$ fundamentals are seen in emission above the photospheric continuum (which is not explicitly shown but can be extrapolated from the near infrared continuum). This emission of water due to the MOLsphere remains prominent throughout the mid infrared region because of the stronger H2O pure rotation lines. The MOLsphere contributes only to emission in the mid-infrared region and the lower boundary of the spectrum shown by the green line represents the photospheric continuum, below which OH pure rotation lines of the photospheric origin can be seen. But most of these OH lines are weaker or some OH lines are missing as compared with those in the photospheic spectrum because of the filling in by the overlapping H2O emission lines from the MOLsphere.

For comparing the predicted spectrum from the MOLsphere discussed above with observations, we convolve it with the slit function of SWS which is assumed to be the Gaussian of FWHM = 187.5 km s-1 and the resulting low resolution spectrum is shown by the blue line in Fig.3a. The result can directly be compared with the observed spectrum in the region shortward of 8 $`\mu `$m where dust emission is negligible, and is shifted vertically to fit the observed spectrum of $`\mu `$ Cep shown by the red dots. A close-up of the region around 6.3 $`\mu `$m is shown in Fig.3b, where the red dots represent the observed spectrum and the blue line the predicted spectrum from the MOLsphere, as in Fig.3a. The agreements between the observed and predicted spectra appear to be fine if not perfect.

For interpreting the spectrum lonward of 8 $`\mu `$m, effect of dust emission on our predicted spectrum should be taken into account. Since dust envelope of $`\mu `$ Cep is optically thin (e.g. Tsuji 1978), we simply add the dust emission to the spectrum by the MOLsphere. The region near 40$`\mu `$m is shown by an expanded scale in Fig.3c, where the red dots represent the observed spectrum and the black line the predicted spectrum which is the sum of the spectrum from the MOLsphere (the blue line in Fig.3a) and dust emission represented by the Rayleigh-Jeans spectrum normalized to 162 Jy at 40 $`\mu `$m. The agreements between the observed and predicted spectra appear to be reasonable. This result also shows that the mid-infrared flux of apparently dusty stars such as $`\mu `$ Cep consists not only of dust emission but also of gaseous emission of water. The contribution of water to the thermal balance in the outer atmosphere as a whole is not very large (only 10 % or so in the case of $`\mu `$ Cep), yet water may be the dominant coolant in the inner part of the outer atmosphere.

In the above analysis, we apply $`T_{\mathrm{ex}}`$ and $`N_{\mathrm{col}}`$ for H2O in the MOLsphere determined by the previous analysis of the Stratoscope spectra (Tsuji 2000). We confirmed that these parameters explain the ISO spectra as well and no improvement is gained if these parameters are changed. Certainly, these parameters are better determined from absorption rather than from emission spectra. Also, the near infrared spectrum predicted from the MOLsphere agrees well with the Stratoscope spectrum, which was interpreted by the simpler slab model in our previous analysis. The new constraint imposed by the ISO spectra is essentially the inner radius of the MOLsphere, $`R_{in}`$. In fact, the emission features are quite sensitive to $`R_{in}`$, and the emission tends to be much stronger for $`R_{in}`$ larger than $`R_{in}2R_{}`$ we have adopted. Further, the 6 $`\mu `$m emission turns to absorption for the smaller values, e.g. $`R_{in}1000R_{}1.5R_{}`$. The weak 6 $`\mu `$m absorption seen in $`\alpha `$ Ori (Fig.1a) can be explained this way. Also, neither emission nor absorption will appear from the MOLsphere for some intermediate values of $`R_{in}`$ and the mid-infrared region of $`\alpha `$ Ori (Fig.2a) may be such a case. Returning to $`\mu `$ Cep, the value of $`R_{in}2R_{}1300R_{}`$ we have suggested should have important implications. Especially, this result suggests that water is absent in the region between $`rR_{}`$ and $`2R_{}`$, and water of the MOLsphere may be formed anew somewhere at about $`R_{}`$ above the photosphere rather than the region very close to the photosphere. This fact should be kept in mind in considering the origin of water in the MOLsphere.

## 4 CONCLUDING REMARKS

We found distinct emission of water at 6 $`\mu `$m and 40 $`\mu `$m regions in the ISO spectrum of $`\mu `$ Cep in addition to the absorption bands at 1.4, 1.9 and 2.7 $`\mu `$m in the near infrared. We showed that all these observed features can be explained consistently by a simple model of the optically thick molecular sphere with modest temperature (e.g. 1500K) at modest distance above the photosphere (e.g. about one stellar radius). What we have proposed, however, is not a model of the usual meaning but simply an intuitive interpretation on the observed data, since our “model” cannot yet be constructed based on the first principle. In fact, the presence of the optically thick molecular envelope, which we referred to as the MOLsphere for simplicity, has never been predicted by any theory of stellar atmospheres so far as we are aware. Thus, despite the simplicity of the picture we propose, the physics behind the apparently simple phenomenon remains obscure and offers a challenging problem to the theory of stellar atmospheres.

Recently, presence of water has been shown in several cool stars by ISO (Sect.1), but interpretation of the observed spectra is by no means clear. On the other hand, we could present a simple but consistent interpretation for the case of $`\mu `$ Cep and this may be due to fortunate situations as follow. First, $`\mu `$ Cep is unique in that water could be observed through the near- to mid-infrared (including the Stratoscope data) and not only in absorption but also in emission. Second, $`\mu `$ Cep has the MOLsphere which has just developed to an adequate size. For comparison, $`\alpha `$ Ori may be the case in which the MOLsphere is not yet developed enough to give clear observed features, or emission and absorption (including the photospheric contributions) may be nearly canceled. On the contrary, the cooler supergiants may have well developed MOLsphere, the observed features from which may be heavily saturated and more difficult to interpret. Third, the spectrum of $`\mu `$ Cep shows almost no photospheric water band, unlike the case of the cooler objects which show strong photospheric water bands difficult to discriminate from those originating in the MOLsphere. Fourth, the MOLsphere of $`\mu `$ Cep may be relatively free from complexities due to the dynamical effect such as by a large amplitude pulsation. For all these reasons, the spectra of $`\mu `$ Cep could be interpreted relatively well and this may provide the proto-type of the MOLsphere, which should most probably exist in the outer atmosphere of cool luminous stars in general.

We finally confirmed that water exists not only in very cool luminous variables, but also in the early M supergiants and possibly in most M (super)giant stars. This fact implies that the presence of water is not due to some secondary effect such as a large amplitude pulsation but may be due to a more intrinsic property of cool stars. For example, the MOLsphere may have some connection with the chromosphere which also exists in the outer atmosphere of the most cool stars, but its origin is by no means clear yet. By the opening of the infrared spectral region by ISO, we have now a means by which to explore the new component of the outer atmosphere which is rather warm (MOLsphere), in addition to the hot chromosphere and the cool expanding gas-dust envelope known so far. The problem is how to understand these multiple components of different thermal and kinematical properties in a unified model, and we now have a possibility to arrive at a more balanced view of the stellar outer atmosphere by considering all its major constituents.

I thank W. Aoki, T. Tanabé, and I. Yamamura for their help and useful discussion on the ISO data. This research is supported by the Grant-in-Aids for Scientific Research of the Ministry of Education, Culture, and Science No. 11640227.


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# Projectivity of modules for infinitesimal unipotent group schemes

## 1. Cohomology Facts

In this section, we record two results about cohomology which will be used in the next section to prove the theorem. First, the following well known fact relates projectivity to vanishing of cohomology for unipotent group schemes. Indeed, the reader will readily observe that this result holds for modules over an arbitrary finite-dimensional $`k`$-algebra which admits $`k`$ as the only simple module and has the property that the notions of injective and projective are equivalent.

###### Proposition 2.

Let $`k`$ be a field of characteristic $`p>0`$ and $`G`$ be an infinitesimal unipotent group scheme over $`k`$. For any rational $`G`$-module $`M`$, $`M`$ is projective (= injective = free) if and only if $`H^1(G,M)=0`$.

To prove Proposition 2, we need to consider a minimal injective resolution $`I_{}`$ for $`M`$. Any rational $`G`$-module $`M`$ has a unique up to isomorphism injective hull $`Q_M`$ such that $`\mathrm{soc}Q_M\mathrm{soc}M`$ (cf. \[Jan, I 3.17\]). We can form as usual an injective resolution of $`M`$:

$$I_0\stackrel{\delta _0}{}I_1\stackrel{\delta _1}{}I_2\mathrm{}$$

by taking $`I_0=Q_M`$ and inductively $`I_n`$ to be the injective hull of $`I_{n1}/\mathrm{im}\delta _{n2}`$ and $`\delta _{n1}:I_{n1}I_{n1}/\mathrm{im}\delta _{n2}I_n`$ (with $`I_1M`$ and $`\delta _1:MQ_M`$). Evidently we have $`I_{n1}/\mathrm{im}\delta _{n2}\mathrm{im}\delta _{n1}=\mathrm{ker}\delta _n`$.

###### Lemma 1 (cf. \[Ben, I 2.5.4\]).

Let $`I_{}`$ be the minimal injective resolution of $`M`$ constructed above. Then the differential in the complex $`\mathrm{Hom}_G(k,I_{})`$ is trivial and hence we have $`H^i(G,M)=\mathrm{Hom}_G(k,I_i)=I_i^G`$ for all $`i0`$.

###### Proof.

Consider $`\delta _i:I_iI_{i+1}`$ for any $`i0`$ and let $`\alpha :kI_i`$ be a nonzero map. We want to show that $`\delta _i{}_{}{}^{}\alpha =0`$. Since $`\alpha `$ is a nonzero map and $`k`$ is simple, $`\alpha `$ is in fact injective and so $`\alpha (k)`$ is a simple submodule of $`I_i`$. Hence, $`\alpha (k)`$ is contained in the socle of $`I_i`$. By construction, $`\mathrm{soc}I_i=\mathrm{soc}(\mathrm{ker}\delta _i)\mathrm{ker}\delta _i`$. Hence, $`\alpha (k)\mathrm{ker}\delta _i`$. In other words, $`\delta _i{}_{}{}^{}\alpha =0`$ as claimed. ∎

Using Lemma 1, we now prove Proposition 2.

###### Proof of Proposition 2.

If $`M`$ is projective, then clearly $`H^i(G,M)=0`$ for all $`i>0`$. Conversely, suppose that $`H^1(G,M)=0`$ and let $`I_{}`$ be a minimal injective resolution of $`M`$ as above. Lemma 1 shows in particular that $`H^1(G,M)=I_1^G`$ and hence $`I_1^G=0`$. Since $`G`$ is unipotent, the $`G`$-fixed points of every non-zero module are non-zero. Hence, we must have $`I_1=0`$. But, that means $`M`$ was injective (equivalently projective) to begin with. ∎

In the proof of the theorem, we will also need to make use of the structure of the cohomology algebra of $`𝔾_{a(1)}`$, which is simply the same as the cohomology algebra of the finite cyclic group $`/p`$.

###### Proposition 3 (\[CPSvdK\]).

If $`p2`$, then the cohomology algebra $`H^{}(𝔾_{a(1)},k)`$ is the tensor product of a polynomial algebra $`k[x_1]`$ in one generator $`x_1`$ of degree $`2`$ and an exterior algebra $`\mathrm{\Lambda }(\lambda _1)`$ in one generator $`\lambda _1`$ of degree $`1`$. If $`p=2`$, then $`H^{}(𝔾_{a(1)},k)=k[\lambda _1]`$ is a polynomial algebra in one generator $`\lambda _1`$ of degree $`1`$ (and in this case we set $`x_1=\lambda _1^2`$).

## 2. Proof of Theorem

We now proceed to prove the theorem. If $`M`$ is projective as a rational $`G`$-module, then $`M_kK`$ is projective over $`G_kK`$ and, as already noted, remains so upon restriction to $`H`$. Conversely, suppose all restrictions are projective. Let $`k^{}/k`$ be any (even trivial) algebraically closed field extension, $`G^{}=G_kk^{}`$, and $`M^{}=M_kk^{}`$. Clearly for any field extension $`K/k^{}`$ and $`K`$-subgroup scheme $`HG^{}_k^{}K`$ with $`H𝔾_{a(s)}_kk^{}_k^{}K`$ the restriction of $`M^{}_k^{}K`$ to $`H`$ is projective as a rational $`H`$-module.

We proceed by induction on $`dim_k^{}k^{}[G^{}]`$ to show the slightly stronger statment that $`M^{}`$ is projective over $`G^{}`$ for any such $`k^{}`$. If $`dim_k^{}k^{}[G^{}]=1`$, $`G^{}`$ is the trivial group scheme and there is nothing to prove. So, assume now that the result holds for any $`k^{}`$ and any $`HG^{}`$ with $`dim_k^{}k^{}[H]<dim_k^{}k^{}[G^{}]`$. If $`G^{}𝔾_{a(s)}_kk^{}`$ for some $`sr`$, then we are done by assumption.

So, we may assume from now on that $`G^{}\simeq ̸𝔾_{a(s)}_kk^{}`$. By Proposition 2, to show that $`M^{}`$ is projective over $`G^{}`$, it suffices to show that $`H^1(G^{},M^{})=0`$. Let $`\varphi :G^{}𝔾_{a(1)}^{}=𝔾_{a(1)}_kk^{}`$ be any non-trivial homomorphism of group schemes. (As $`G`$ is unipotent, there exists at least one such homomorphism.) Consider the short exact sequence of group schemes over $`k^{}`$

$$1NG^{}𝔾_{a(1)}^{}1$$

and the induced Hochschild-Serre spectral sequence

$$E_2^{p,q}(M^{})=H^p(𝔾_{a(1)}^{},H^q(N,M^{}))H^{p+q}(G^{},M^{}).$$

Now, $`\varphi `$ induces a map on cohomology $`\varphi ^{}:H^{}(𝔾_{a(1)}^{},k^{})H^{}(G^{},k^{})`$. Let $`x_\varphi =\varphi ^{}(x_1)`$ where $`x_1H^2(𝔾_{a(1)}^{},k^{})`$ is the canonical generator. Furthermore, the spectral sequence admits an action of the cohomology ring $`H^{}(𝔾_{a(1)}^{},k^{})`$, with $`H^{}(𝔾_{a(1)}^{},k^{})`$ acting on the abutment via $`\varphi ^{}`$.

Since $`\varphi `$ is non-trivial, $`dim_k^{}k^{}[N]<dim_k^{}k^{}[G^{}]`$ and so by induction $`M^{}`$ is projective upon restriction to $`N`$. Thus, $`H^i(N,M^{})=0`$ for all $`i>0`$ and the spectral sequence collapses to

$$E_2^{p,0}=H^p(𝔾_{a(1)}^{},(M^{})^N)H^p(G^{},M^{})$$

giving an isomorphism $`H^{}(𝔾_{a(1)}^{},(M^{})^N)H^{}(G^{},M^{})`$. We now recall that the action of $`x_1`$ induces a periodicity isomorphism $`H^i(𝔾_{a(1)}^{},Q)H^{i+2}(𝔾_{a(1)}^{},Q)`$ for all $`i>0`$ and any rational $`𝔾_{a(1)}^{}`$-module $`Q`$ (cf. \[SFB2, 2.3\]). Hence, the action of $`x_\varphi H^2(G^{},k^{})`$ also induces a periodicity isomorphism $`H^i(G^{},M^{})H^{i+2}(G^{},M^{})`$ for all $`i>0`$.

We consider the following two cases.

CASE I: $`dim_k^{}\mathrm{Hom}_{Gr/k^{}}(G^{},𝔾_{a(1)}^{})=1`$

By Theorem 1.6 of \[SFB2\] (which is an analogue of a characterization of $`p`$-groups in terms of cohomology by J.-P. Serre \[Se\]), $`x_\varphi H^2(G^{},k^{})`$ is nilpotent and so we conclude from the above periodicity isomorphism that $`H^1(G^{},M^{})=0`$ and hence $`M^{}`$ is projective.

CASE II: $`dim_k^{}\mathrm{Hom}_{Gr/k^{}}(G^{},𝔾_{a(1)}^{})>1`$

Let $`\varphi _1`$ and $`\varphi _2`$ be two linearly independent homomorphisms from $`G^{}`$ onto $`𝔾_{a(1)}^{}`$. Further, let $`c_1,c_2k^{}`$. Then, by Corollary 1.5 of \[SFB2\],

$$c_1x_{\varphi _1}+c_2x_{\varphi _2}=x_{c_1^{1/p}\varphi _1}+x_{c_2^{1/p}\varphi _2}=x_{c_1^{1/p}\varphi _1+c_2^{1/p}\varphi _2}H^2(G^{},k^{}).$$

If at least one of $`c_1`$, $`c_2`$ is non-zero, the map $`c_1^{1/p}\varphi _1+c_2^{1/p}\varphi _2:G^{}𝔾_{a(1)}^{}`$ is non-zero and so the action of $`c_1x_{\varphi _1}+c_2x_{\varphi _2}`$ induces a periodicity isomorphism $`H^i(G^{},M^{})H^{i+2}(G^{},M^{})`$ for all $`i>0`$. In particular, $`c_1x_{\varphi _1}+c_2x_{\varphi _2}:H^1(G^{},M^{})\stackrel{}{}H^3(G^{},M^{})`$. Hence, if $`H^1(G^{},M^{})`$ was a finite-dimensional space, then one would readily conclude from an eigenvalue argument that $`H^1(G^{},M^{})=0`$. Since $`H^1(G^{},M^{})`$ might be infinite-dimensional (as $`M^{}`$ might be), we make use of an infinite-dimensional substitute used in \[BCR2\]. For the reader’s convenience, we restate this result here.

###### Lemma 2 (\[BCR2, Lemma 4.1\]).

Let $`V`$ and $`W`$ be vector spaces over an algebraically closed field $`k`$ and $`K`$ be a non-trivial field extension of $`k`$. Suppose that $`\varphi _1,\varphi _2:VW`$ are linear maps with the property that for every pair of scalars $`c_1,c_2K`$, not both zero, the linear map $`c_1\varphi _1+c_2\varphi _2:V_kKW_kK`$ is an isomorphism. Then both $`V`$ and $`W`$ are the zero vector space.

Continuing with the proof of the theorem, let $`K/k^{}`$ be any non-trivial algebraically closed field extension. Consider the base changes of $`G^{}`$ and $`M^{}`$ to $`K`$: $`G_KG^{}_k^{}K`$ and $`M_KM^{}_k^{}K`$. Then we have $`H^{}(G^{},k^{})_k^{}KH^{}(G_K,K)`$ and $`H^{}(G^{},M^{})_k^{}KH^{}(G_K,M_K)`$. Further, since $`\varphi _1`$ and $`\varphi _2`$ remain linearly independent after base change, for any $`c_1,c_2K`$ with at least one non-zero, the map $`c_1\varphi _1+c_2\varphi _2:G_K𝔾_{a(1)}^{}_k^{}K`$ is non-trivial. Since our inductive assumption applies to any algebraically closed field extension of $`k`$, it also applies to $`K`$ and so as above we may conclude that

$$c_1x_{\varphi _1}+c_2x_{\varphi _2}=x_{c_1^{1/p}\varphi _1+c_2^{1/p}\varphi _2}:H^1(G_K,M_K)\stackrel{}{}H^3(G_K,M_K).$$

Hence, applying Lemma 2 to $`K/k^{}`$, we again conclude that $`H^1(G^{},M^{})=0`$ and so $`M^{}`$ is projective over $`G^{}`$ and the proof is complete.


text:
# Highly localized clustering states in a granular gas driven by a vibrating wall

\[

## Abstract

An ensemble of inelastically colliding grains driven by a vibrating wall in 2D exhibits density clustering. Working in the limit of nearly elastic collisions and employing granular hydrodynamics, we predict, by a marginal stability analysis, a spontaneous symmetry breaking of the extended clustering state (ECS). 2D steady-state solutions found numerically describe localized clustering states (LCSs). A time-dependent granular hydrodynamic simulation shows that LCSs can develop from natural initial conditions. The predicted instability should be observable in experiment.

\]

Granular flows exhibit fascinating non-equilibrium phenomena and continue to attract much interest . We will concentrate here on the striking tendency of granular “gases” (rapid granular flows) to form dense clusters . Clustering results from energy losses by inelastic collisions, and it is a manifestation of thermal condensation instability . Since the discovery of the clustering instability, the validity of granular hydrodynamics  has been under scrutiny. In a freely cooling granular gas, all grains eventually come to rest, making the hydrodynamic (and even kinetic) description problematic. In a driven granular gas hydrodynamics can be conveniently tested on its steady states. The simplest system of this kind is a submonolayer of grains in 2D, driven by a vibrating side wall at zero gravity. This and related “test bed” systems were investigated by molecular dynamic (MD) simulations  and in experiment . For sufficiently high average densities, ECS, was observed in these works apart from the driving wall. The basic physics of the ECS is simple. Because of the inelastic collisions the granular temperature decreases with the distance from the driving wall. To maintain the momentum balance, the granular density increases with this distance, reaching the maximum at the opposite (“elastic”) wall. When the density contrast is large enough, the enhanced density region is observed as the ECS.

Comparisons of the steady-state density profiles obtained in MD simulations of this problem with those predicted by granular hydrodynamics showed that hydrodynamics is valid only in the limit of nearly elastic collisions . This limit has not been fully explored, and it is non-trivial. To show it, we perform a stability analysis of this simple granular system. This analysis reveals a symmetry-breaking instability of the ECS, and formation of LCSs. This result puts this system in the list of pattern-forming systems out of equilibrium .

Consider a big ensemble of identical spherical grains of diameter $`d`$ and mass $`m_g=1`$ rolling on a smooth horizontal surface of a rectangular box with dimensions $`L_x\times L_y`$. The number density of grains is $`n(x,y)`$. For a submonolayer coverage the maximum value of $`n`$ corresponds to the (hexagonal) close-packing value $`n_c=2/(\sqrt{3}d^2)`$. Three of the walls are immobile, and grain collisions with them are assumed elastic. The fourth wall (located at $`x=L_x`$) supplies energy to the granulate. We will consider two different models of energy supply, see below. The energy is being lost through inelastic hard-core grain collisions. We neglect the grain rotation and parameterize the inelasticity of grain collisions by a constant normal restitution coefficient $`r`$.

We assume a strong inequality $`1r^21`$, which makes a hydrodynamic description valid . Therefore, steady states of the system can be described by the equations of momentum and energy balance:

$$p=const,(\kappa T)=I,$$
(1)
where $`p`$ is the granular pressure, $`\kappa `$ is the thermal conductivity, $`I`$ is the rate of energy losses by collisions and $`T`$ is the granular temperature. To proceed, one needs an equation of state $`p=p(n,T)`$ and relations for $`\kappa `$ and $`I`$ in terms of $`n`$ and $`T`$. In the low-density limit, $`nn_c`$, these relations can be derived from the Boltzmann equation . The high-density limit, $`n_cnn_c`$, was considered by Grossman et al. . They also suggested convenient interpolations between the low- and high-density limits, and verified them by a detailed comparison with MD simulations. We will adopt this practical approach (see, however, Ref. ). In our notation

$$p=nT\frac{n_c+n}{n_cn},$$
(2)
$`\kappa =(\mu /l)n(\alpha l+d)^2T^{1/2}`$ and $`I=(\mu /\gamma l)(1r^2)nT^{3/2}`$. Here $`l`$ is the mean free path of the grains,

$$l=\frac{1}{\sqrt{8}nd}\frac{n_cn}{n_can},$$
(3)
$`a=1(3/8)^{1/2}`$, and $`\alpha `$ and $`\gamma `$ are numerical factors of order unity. Grossman et al.  found that $`\alpha 1.15`$ and $`\gamma 2.26`$. The value of $`\mu `$, another numerical factor of order unity, is irrelevant in the steady-state problem.

The boundary conditions include the no-flux conditions $`_nT=0`$ at the “elastic” walls $`x=0,y=0`$ and $`y=L_y`$. Previously, the “thermal” wall condition $`T=const`$ was used at $`x=L_x`$ . We will use a different boundary condition, to simulate the vibrating wall more directly. Our main results, however, will be shown to hold for the thermal wall as well.

The problem of computing the energy flux $`q`$ from a vibrating wall into granulate has been addressed in several works . Let the wall oscillate sinusoidally: $`x=L_x+A\mathrm{cos}\omega t`$. For small area fractions the granulate near this wall is in the dilute limit. We assume $`Al`$, so the vibrating wall does not generate any collective motions in the granulate. Grain collisions with the vibrating wall are assumed elastic. Also, $`\omega `$ is much larger than the rate of granular collisions near the vibrating wall, $`T^{1/2}/l`$, so there are no correlations between two successive grain collisions with the wall. The limit $`A\omega T^{1/2}`$ was considered by Kumaran  for a non-zero gravity. A direct calculation analogous to his, but for zero gravity, yields $`q=(2/\pi )^{1/2}A^2\omega ^2nT^{1/2}`$ . In the language of hydrodynamics, $`q`$ is the heat flux at the wall:

$$\kappa T/x=q\text{at}x=L_x.$$
(4)
Finally, $`_0^{L_x}_0^{L_y}n(x,y)𝑑x𝑑y=nL_xL_y`$ is normalization condition, where $`n`$ is the average grain density.

Using Eq. (2), we eliminate $`T`$ in favor of $`n`$ and $`p`$. In its turn, $`p`$ can be eliminated by integrating Eq. (1) over the whole box and using the Gauss theorem and Eq. (4). It is convenient to write the governing equations in a scaled form. Introduce scaled coordinates: $`𝐫/L_x𝐫`$ so that the box dimensions become $`1\times \mathrm{\Delta }`$, where $`\mathrm{\Delta }=L_y/L_x`$ is the aspect ratio of the box. Introducing the (scaled) inverse granular density $`z(x,y)=n_c/n(x,y)`$, we obtain

$$\left(F(z)z\right)=Q(z).$$
(5)
The boundary conditions are

$$_nz=0\text{at}x=0,y=0\text{and}y=\mathrm{\Delta },$$
(6)
and

$$\left(G(z)\frac{z}{x}\right)|_{x=1}=\frac{\underset{0}{\overset{1}{}}\underset{0}{\overset{\mathrm{\Delta }}{}}Q𝑑x𝑑y}{\underset{0}{\overset{\mathrm{\Delta }}{}}H\left[z(1,y)\right]𝑑y}.$$
(7)
The normalization condition becomes

$$_0^1_0^\mathrm{\Delta }z^1𝑑x𝑑y=f\mathrm{\Delta },$$
(8)
while functions $`F,G,H`$ and $`Q`$ are the following:

$$F(z)=\frac{(z^2+2z1)[\alpha z(z1)+\sqrt{32/3}(za)]^2}{(za)(z1)^{1/2}z^{3/2}(z+1)^{5/2}},$$
(9)
$$G(z)=\frac{(z^2+2z1)[\alpha z(z1)+\sqrt{32/3}(za)]^2}{z(za)(z1)(z+1)^2},$$
(10)
$$H(z)=\frac{F(z)}{G(z)}\text{and}Q(z)=\frac{(za)(z1)^{1/2}}{(z+1)^{3/2}z^{1/2}}.$$
(11)
Finally, $`=(32/3\gamma )(L_x/d)^2(1r^2)`$. The other two governing parameters are the grain area fraction $`f=n/n_c`$ and $`\mathrm{\Delta }`$. Notice that the steady-state density distributions are independent of $`A`$ and $`\omega `$.

Eqs. (5)-(8) make a closed set. Their 1D ($`y`$-independent) solution $`z=Z(x)`$ is described by equations

$$\left(FZ^{}\right)^{}=Q,Z^{}|_{x=0}=0\text{and}\underset{0}{\overset{1}{}}Z^1𝑑x=f,$$
(12)
where primes stand for the $`x`$-derivatives. Eq. (7) is now satisfied automatically. Eqs. (12) coincide with those obtained by Grossman et al.  for a thermal wall at $`x=1`$. Therefore, the density profiles of the 1D states coincide for the different types of driving. Eqs. (12) can be solved analytically in the high- and low-density limits . These solutions clearly show that criterion  for validity of hydrodynamics is equivalent to a strong inequality $`1r^21`$.

Most interesting among the 1D states is the state with a dense cluster (ECS) located at the elastic wall $`x=0`$, and a low-density region elsewhere. In this case Eqs. (12) should be solved numerically. Examples are presented in Ref. , and a similar clustering state (CS) was observed experimentally . The main objective of this Letter is to show that this state (uniform in the $`y`$-direction) can give way, via a spontaneous symmetry breaking, to CSs highly localized in the $`y`$-direction. First, a marginal stability (MS) analysis will show, in some region of parameters, loss of stability of the ECS . Then, solving Eqs. (5)-(8) numerically, we will find LCSs. Finally, a time-dependent granular hydrodynamic simulation will show that highly localized CSs can develop from natural initial conditions.

Linearizing Eqs. (5)-(8) around the ECS $`z=Z(x)`$ and looking for a small correction in the form of $`\psi _m(x)\mathrm{cos}(\pi my/\mathrm{\Delta })`$, where $`m=1,\mathrm{\hspace{0.17em}2},\mathrm{}`$, we obtain

$$F\varphi ^{\prime \prime }\left(Q_Z+\pi ^2m^2\mathrm{\Delta }^2F\right)\varphi =0,$$
(13)
where $`\varphi =F\psi _m`$ and index $`Z`$ means the $`z`$-derivative evaluated at $`z=Z(x)`$. The boundary conditions are

$$\varphi ^{}|_{x=0}=0,\left(FG\varphi ^{}+Z^{}(FG_ZGF_Z)\varphi \right)|_{x=1}=0.$$
(14)
Functions $`F`$ and $`G`$ which enter Eqs. (13) and (14) are evaluated at $`z=Z(x)`$.

For fixed values of $``$, $`f`$ and $`m`$, Eqs. (13) and (14) represent a linear eigenvalue problem for $`\mathrm{\Delta }^2`$, or simply for the aspect ratio $`\mathrm{\Delta }`$. We denote these eigenvalues by $`\mathrm{\Delta }_m`$, $`m=1,\mathrm{\hspace{0.17em}2}\mathrm{}`$. Obviously, $`\mathrm{\Delta }_m(,f)=m\mathrm{\Delta }_1(,f)`$. The eigenvalues $`\mathrm{\Delta }_m`$ (when they exist) represent the critical values of the aspect ratio: at $`\mathrm{\Delta }>\mathrm{\Delta }_m`$ the ECS looses stability. For the mode $`m=1`$ (or $`\lambda /2`$, one half of the wavelength across the system in the $`y`$-direction) the critical value $`\mathrm{\Delta }_1`$ is the lowest. Figure 1 shows, for different values of $``$, the MS curves $`\mathrm{\Delta }=\mathrm{\Delta }_1(f)`$ that we found numerically. Above the MS curves LCSs must develop. Interestingly, the ECS remains linearly stable for any $`\mathrm{\Delta }`$ beyond a finite interval of the area fractions $`f_1()<f<f_2()`$ such that $`f_1>0`$ and $`f_2<1`$. As $``$ increases, the instability interval $`(f_1,f_2)`$ shrinks, while the minimum value of $`\mathrm{\Delta }_1`$ decreases: $`\mathrm{\Delta }_1^{(min)}140^{1/2}`$ . For sufficiently large $``$, $`\mathrm{\Delta }_1^{(min)}`$ becomes less than 1. See Fig. 2 which shows the instability tongues $`m=1`$ and $`m=2`$ for $`=510^4`$. For higher $`m`$ we obtain modes $`3\lambda /2,\mathrm{\hspace{0.17em}2}\lambda ,\mathrm{\hspace{0.17em}5}\lambda /2,\mathrm{}`$ which fit in boxes with increasingly larger aspect ratios, $`\mathrm{\Delta }>m\mathrm{\Delta }_1`$.

When $`f\mathrm{min}(1,^{1/2})`$, $`\mathrm{\Delta }_1(f)`$ can be found analytically. In this case the whole system is in the dilute limit, $`z1`$ (still, it is necessary to account for the subleading terms). In addition, $`Z(1)Z(0)Z(0)`$ in this case, so Taylor expansion of $`Z(x)`$ and $`\psi (x)`$ up to $`x^4`$ suffice. After some algebra, Eqs. (12) - (14) yield

$$\mathrm{\Delta }_1=\pi \left(\frac{^2f^4}{3\alpha ^4}\frac{(1+a)f^3}{\alpha ^2}\right)^{1/2}.$$
(15)
It follows from Eq. (15) that $`f_1()=3\alpha ^2(1+a)^1`$.

The same instability appears when the wall $`x=1`$ (in scaled units) is “thermal”. Solving the corresponding eigenvalue problem \[where the second boundary condition in Eq. (14) is replaced by $`\varphi (x=1)=0`$\], we obtained instability tongues similar to those for the vibrating wall, but more narrow. Figure 2 shows the instability tongue $`m=1`$ for $`=510^4`$. Noticeable is the coincidence of the $`m=1`$ curves at intermediate $`f`$ for the two types of driving. It results from a strong localization of the eigenfunction $`\varphi (x)`$ near the elastic wall $`x=0`$ at large $``$ and intermediate $`f`$. The exact form of the boundary condition at $`x=1`$ is not important in this regime. Finally, for the thermal wall the LCS is stable for any $`\mathrm{\Delta }`$ if $`f\mathrm{min}(1,^{1/2})`$, in contrast to the vibrating wall.

In the rest of the paper we will deal with the vibrating wall. Within the instability tongues of Fig. 1 the MS analysis is invalid. Besides, it can miss a subcritical bifurcation outside of the instability tongues. Therefore, we solved the 2D steady-state equations (5)-(8) numerically (a nonlinear Poisson solver, Newton’s iterations), exploring some parts of the parameter plane $`(f,\mathrm{\Delta })`$ of Fig. 2. Figure 3 shows the density profiles of 4 typical steady states with $`m=1`$ and $`2`$. Highly localized nonlinear $`\lambda /2`$\- and $`\lambda `$-states are evident in Fig. 3a and b. The maximum/minimum density ratio along the elastic wall $`x=0`$ reaches about $`21`$ in these examples.

In general, we found that when crossing the MS curve $`\mathrm{\Delta }=\mathrm{\Delta }_1(f)`$ from the left (along the line $`\mathrm{\Delta }=2`$), or from below, one goes continuously from an ECS to a “weakly 2D” $`\lambda /2`$-state. This implies a supercritical bifurcation. However, when moving from the right to the left along the line $`\mathrm{\Delta }=2`$, nonlinear $`\lambda /2`$\- and $`\lambda `$-states appear inside the linear stability regions of the ECS and of the mode $`m=1`$, respectively, and coexist with the ECS (with the mode $`m=1`$, respectively). These findings give evidence for bistability and subcritical bifurcations. Examples of subcritical $`\lambda /2`$\- and $`\lambda `$-states are shown in Fig. 3c and d. Super- and subcritical LCSs were also observed for $`\mathrm{\Delta }=3`$.

A mirror reflection of Fig. 3a with respect to $`y=0`$ makes $`\mathrm{\Delta }=2`$ and produces a $`\lambda `$-state similar to Fig. 2b. Furthermore, extending Fig. 2b periodically in the $`y`$-direction, we obtain a periodic chain of LCSs which fit in boxes with increasingly larger aspect ratios. When the aspect ratio goes to infinity, the periodic cluster chain becomes infinite. Cluster chains with different periods can fit in boxes with large enough aspect ratios, therefore, an interesting selection problem appears, like in other pattern-forming systems .

We performed a series of time-dependent hydrodynamic simulations (with $`\mathrm{\Delta }=1,2`$ and $`3`$) which showed that the LCSs are dynamically stable and develop from natural initial conditions. We will briefly report here a single simulation with $`\mathrm{\Delta }=2`$. The full hydrodynamic equations were solved with the same constitutive relations and boundary conditions as in the steady state analysis. Instead of the shear viscosity in the momentum equation we accounted for a small rolling friction force $`n𝐯/\tau `$. An extended version of the compressible hydro code VULCAN  was used.

The initial scaled density in this example was $`n(x,y,t=0)=f+0.1f\mathrm{cos}(\pi y)`$ (independent of $`x`$). Figure 4 shows the density evolution. A cluster develops near the elastic wall $`x=0`$. With time it becomes localized in the $`y`$-direction and approaches the steady-state profile shown in Fig. 3b.

In summary, we predict a spontaneous transition from an extended to highly localized clustering states in a driven submonolayer granular system. The transition should occur when the aspect ratio is large enough (see Fig. 1). It is insensitive to the vibration frequency and amplitude, and only weakly depends on the type of the driving wall. To observe this transition in experiment, one should minimize the role of the rolling/sliding friction , unaccounted for in our model. The frictional energy losses are proportional to $`T`$, while the collisional energy losses are proportional to $`T^{3/2}`$. Therefore, one should work with higher granular temperatures (that is, larger $`A\omega `$).

When $`1r^2`$ is not small, the normal stress difference, non-Gaussianity in the velocity distribution and possible lack of scale separation become important. The role of these effects in the symmetry-breaking instability should be the subject of further studies.

Finally, the aspect ratios used in Refs.  were always lower than the threshold values for the instability $`\mathrm{\Delta }_1^{(min)}`$. As the result, the instability was suppressed by granular heat conduction in the $`y`$ direction.

We acknowledge useful discussions with E. Ben-Naim, J. Fineberg and J.P. Gollub. This research was supported by the Israel Science Foundation founded by the Israel Academy of Sciences and Humanities, and by the Russian Foundation for Basic Research (grant No. 99-01-00123).