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# Generalized Second Law of Black Hole Thermodynamics and Quantum Information Theory

## I Introduction

The striking parallelism  between black hole physics and the laws of thermodynamics has attracted many physicists. However, it seems there remains some controversy concerning the question to what extent the paralellism works for the second law. The generalized second law of black hole thermodynamics states that the sum of the Bekenstein-Hawking black hole entropy, which is a quarter of the area $`A`$ of the event horizon, and the ordinary thermodynamical entropy $`S^m`$, i.e.

$`S^{tot}={\displaystyle \frac{A}{4}}+S^m,`$ (1)
never decreases.

One of the directions in the study of the generalized second law is based on a gedanken experiment suggested by Bekenstein  and discussed by many people. A box of mass $`E^b`$ and entropy $`S^b`$ is lowered by a string from infinity to a point near the horizon. The box is then thrown into the black hole. Apparently, the entropy contained in the box is gone for the outside region of the black hole. This decrease of entropy for the outside region of the black hole is compensated by the increase of the Bekenstein-Hawking entropy of the black hole caused by the work done by the observer at the other end of the string located at infinity, as Unruh and Wald  showed by taking into account the buoyancy force of the thermal atmosphere of the quantum fields surrounding the black hole. In the present work, we pursue this direction of research by elucidating the role of the entanglement between the states of the inside and the outside regions of a black hole, and by applying a quantum information theoretical approach  to a similar gedanken experiment in the black hole spacetime. This is also motivated by the so called ‘holographic principle’ approach , according to which the information $`S_V`$ contained within any region $`V`$ is upper bounded by the area $`A_B`$ of its boundary ($`S_VA_B/4`$).

We shall start with an elementary introduction of quantum information entropy, and then go over to the generalized second law of black hole thermodynamics.

## II Entanglement entropy and role of the detector in the second law

Let us start by discussing the ordinary second law by using quantum information theory . This will elucidate the role of the entanglement of the states for the inside and outside region of a black hole, and especially the important role of the detector in a measurement process.

Let the initial state be

$`|\psi >={\displaystyle \underset{n}{}}\sqrt{c_n}|n>_B|n>_A|\mathrm{\Phi }_0>,`$ (2)
in a Schmidt decomposition form. Here $`|n>_A`$ is Alice’s state and $`|n>_B`$ is Bob’s state, which are entangled. We have also introduced a detector state, which is initially in the ground state $`|\mathrm{\Phi }_0>`$. Note that, without loss of generality, we can assume that the $`c^{}s`$ are ordered, i.e. that $`c_0c_1\mathrm{}0`$, and that the detector state is either $`|\mathrm{\Phi }_0>`$ or $`|\mathrm{\Phi }_1>`$.

Suppose further that we are completely ignorant about Bob’s states so that we have to trace over them to obtain a density matrix for Alice’s and the detector states, i.e.

$`\rho =Tr_B|\psi ><\psi |={\displaystyle \underset{n}{}}c_n|n>_A|\mathrm{\Phi }_0><\mathrm{\Phi }_0|<n|_A,`$ (3)
and the corresponding von Neumann entropy reads

$`S=Tr(\rho \mathrm{log}\rho )={\displaystyle \underset{n}{}}c_n\mathrm{log}c_n,`$ (4)
which is also called the entanglement entropy.

Now let us switch on the apparatus so that Alice and the detector states undergo the unitary evolution $`U_{nm}^\alpha `$ ($`\alpha =0,1`$), i.e.

$`|\psi >`$ $``$ $`|\psi ^{}>={\displaystyle \underset{n}{}}\sqrt{c_n}|n>_B{\displaystyle \underset{m,\alpha }{}}U_{nm}^\alpha |m>_A|\mathrm{\Phi }_\alpha >,`$ (5)
and then switch off the apparatus again. The measurement process then involves a separation of the wave packet into macroscopically distant ones corresponding to the “collapse of the wave function” (e.g., imagine an experiment à la Stern-Gerlach) for different values of $`\alpha `$. For each $`\alpha `$, the density matrix and the weighted mean entropy $`\overline{S}^{}`$ are given by

$`\rho ^\alpha `$ $`=`$ $`{\displaystyle \underset{n,m,m^{}}{}}{\displaystyle \frac{c_n}{K_\alpha }}U_{nm}^\alpha U_{nm^{}}^\alpha |m>_A|\mathrm{\Phi }_\alpha ><\mathrm{\Phi }_\alpha |<m^{}|_A,`$ (6)
$`\overline{S}^{}`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}K_\alpha S^\alpha ;S^\alpha =Tr(\rho ^\alpha \mathrm{log}\rho ^\alpha ),`$ (7)
where $`K_\alpha =_{m,n}c_n|U_{nm}^\alpha |^2`$ is the probability to get the state $`|\mathrm{\Phi }_\alpha >`$ by measurement, and $`_\alpha K_\alpha =1`$. Moreover, we can show from the concavity of the entropy that $`\overline{S}^{}S(_\alpha K_\alpha \rho ^\alpha )=S(\rho )`$. Therefore the average entropy decreases due to the measurement process.

We then do a local unitary transformation $`T^\alpha `$ to Bob’s state $`|n>_B`$ knowing the outcome $`\alpha `$ of the experiment via classical communication, so that the resultant state is of the Schmidt form,

$`|\psi ^{\prime \prime \alpha }>={\displaystyle \underset{m}{}}{\displaystyle \frac{1}{\sqrt{K_\alpha }}}W_m^\alpha |m>_B|m>_A|\mathrm{\Phi }_\alpha >.`$ (8)
Here the unitary matrix $`T^\alpha `$ is arranged so that $`_n\sqrt{c_n}T_{nl}^\alpha U_{nm}^\alpha =W_m^\alpha \delta _{l,m}`$ holds. For each $`\alpha `$ the density matrix is $`\rho ^{\prime \prime \alpha }=[_m|W_m^\alpha |^2|m>_A<m|_A]/K_\alpha `$ and the corresponding conditional entropy is $`S^{\prime \prime \alpha }=\mathrm{log}K_\alpha [_m|W_m^\alpha |^2log|W_m^\alpha |^2]/K_\alpha `$. Then the total entropy sum of the detector entropy

$`S^d={\displaystyle \underset{\alpha }{}}K_\alpha logK_\alpha ,`$ (9)
and of the average entropy, $`\overline{S}^{\prime \prime }_\alpha K_\alpha S^{\prime \prime \alpha }`$ ($`\overline{S}^{\prime \prime }=\overline{S}^{}`$), can be easily shown to increase,

$`\overline{S}^{\prime \prime }+S^dS.`$ (10)
Therefore, the apparent violation of the ordinary second law due to the decrease in the average matter entropy is avoided by properly taking into account the role of the detector entropy.

One might note that our model (as for the decrease of the average entropy after measurement, eqs. (2-6)) is a particular realization of the general framework of Ref. , where it is shown that by local operations which consist of unitary transformations of Alice’s and the detector states, and via a POVM process, one can have the following transition $`_n\sqrt{c_n}|n>_B|n>_A_n\sqrt{c_n^{}}|n>_B|n>_A`$, with $`c_0^{}c_0,c_0^{}+c_1^{}c_0+c_1,\mathrm{},c_0^{}+c_1^{}+\mathrm{}=c_0+c_1+\mathrm{}=1`$, i.e. where the $`\{c^{}\}`$’s “majorize” the $`\{c\}`$’s. In our case, $`c_n^{}=|W_n^\alpha |^2_mc_m|U_{mn}^\alpha |^2`$, and the majorization implies that $`_nc_n^{}\mathrm{log}c_n^{}_nc_n\mathrm{log}c_n`$ (from the concavity of the entropy).

## III Bekenstein’s gedanken experiment reexamined

As it is by now well-known, the radiation state of an eternal black hole can be described (in a semiclassical approximation for the background geometry) by the Hartle-Hawking state :

$`|\psi _{HH}>={\displaystyle \underset{\omega }{}}{\displaystyle \underset{n}{}}\sqrt{c_n}|n>_B|n>_A,`$ (11)
where $`c_n=e^{\frac{n\omega }{T_{BH}}}/Z`$, $`T_{BH}`$ is the Hawking temperature of the black hole, $`Z`$ is the partition function, $`|n>_B`$ is the $`n`$-particle state for the region inside the event horizon and $`|n>_A`$ is that for the region outside the event horizon. Hereafter, to simplify the presentation, we will consider only a particular mode of the particle states with angular frequency $`\omega `$. The state $`|\psi _{HH}>`$ is an entangled state of Alice’s and Bob’s states (Alice and Bob can see only $`|n_A>`$ and $`|n_B>`$, respectively), which is naturally prepared in general relativity.

Imagine we do a local operation by observing Alice’s states. Tracing over Bob’s states, we see that the entanglement entropy decreases as we have shown in the previous section. Of course, this does not necessarily imply the violation of the second law, since by taking into account the detector entropy the total entropy will still increase as we have seen before.

However, what happens if the detector carrying the entropy acquired by the measurement is dropped into the black hole ? It seems that the loss in radiation entropy caused by the local operation has no way to be compensated by the detector entropy, which is now gone into the black hole. This is a quantum analogue of the “classical” gedanken experiment proposed by Bekenstein  and discussed by Unruh and Wald .

Before discussing our “quantum” gedanken experiment, we reexamine Bekenstein’s “classical” gedanken experiment by exploiting a fundamental inequality of ordinary thermodynamics between the work done on a system and the change of the total Helmoltz free energy. Suppose that the black hole has reached thermal equilibrium with the surrounding radiation, the whole system being enclosed in a large cavity whose boundary is located far from the horizon so that its temperature equals the Hawking temperature $`T_{BH}`$. Then, the local temperature of the thermal radiation is given by Tolman’s law as $`\stackrel{~}{T}=T_{BH}/\chi `$, where $`\chi `$ is the local redshift factor. In the gedanken experiment à la Bekenstein, the box containing some energy $`E^b`$ and entropy $`S^b`$ is initially located outside the cavity (A in Fig. 1-a), then slowly lowered down by means of a string towards the black hole (B in Fig. 1-b) and finally dropped into the black hole from some point near the horizon (Fig. 1-c).

In this process, the change in the total entropy is

$`\mathrm{\Delta }S^{tot}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }M}{T_{BH}}}+\mathrm{\Delta }S^m,`$ (12)
where $`\mathrm{\Delta }M`$ and $`\mathrm{\Delta }S^m=S^b`$ are the change in the black hole mass and that in matter entropy, respectively. Furthermore, the energy conservation law implies that

$`\mathrm{\Delta }M`$ $`=`$ $`E^b+\mathrm{\Delta }W,`$ (13)
where $`E^b`$ is the initial energy of the box and $`\mathrm{\Delta }W`$ is the work done by the agent at infinity in this process. Note that, since $`\mathrm{\Delta }M`$ is the change in the ADM mass within the cavity, $`\mathrm{\Delta }W`$ is the work done by the agent at infinity to the whole system of the black hole and the thermal atmosphere.

Noting that the value of the temperature at the boundary of the cavity is fixed during this process, we can evaluate the work $`\mathrm{\Delta }W`$ done to the system at infinity during this isothermal process by using the ordinary thermodynamics as

$`\mathrm{\Delta }WF_fF_i,`$ (14)
where $`F_f`$ ($`F_i`$) is the Helmholtz free energy of the final (initial) stage observed from infinity*** Similar arguments can be easily generalized to the case of a charged, rotating (quasistationary) black hole background.. The equality in Eq. (14) holds for a quasistatic process. Assuming that the lowering process does not disturb the bulk of the thermal radiation and neglecting the terms which cancel after the subtraction, each term in the right hand side of the inequality (14) can be written as

$`F_f`$ $`=`$ $`(E_{}^bT_{}^bS_{}^b)\chi _{};`$ (15)
$`F_i`$ $`=`$ $`(E^bT_{\mathrm{}}^bS^b)+(E_{}^r\stackrel{~}{T}_{}S_{}^r)\chi _{},`$ (16)
where the quantities $`E^r`$ and $`S^r`$ are the energy and entropy of the displaced thermal radiation, the index $``$ means that the quantities are evaluated at the dropping point and $`\chi `$ denotes the red-shift factor. Assuming that the content of the box is completely shielded from the surrounding radiation by impenetrable walls, we can see that for the box the temperature $`T_{}^b\chi _{}=T_{\mathrm{}}^b`$, and the energy and entropy remain constant, $`E_{}^b=E^b`$, $`S_{}^b=S^b`$.

Therefore, putting Eqs. (12)-(16) together, we get

$`\mathrm{\Delta }S^{tot}`$ $``$ $`\left(S_{}^r{\displaystyle \frac{E_{}^r}{T_{BH}}}\chi _{}\right)\left(S^b{\displaystyle \frac{E^b}{T_{BH}}}\chi _{}\right),`$ (17)
where $`E_{}^r`$, $`S_{}^r`$ and $`\chi _{}`$ are functions of the distance $`r`$ of the box from the horizon. Eq. (17) corresponds to Eqs. (16) and (A12) of Ref. , although we have not used model dependent arguments like that on the buoyancy force. The minimum of the function $`\mathrm{\Delta }S^{tot}(r)`$ can be found by minimizing the change in the ADM mass $`\mathrm{\Delta }M`$, i.e. $`d[\mathrm{\Delta }S^{tot}(r)]/dr=[(E^bE_{}^r)/T_{BH}](d\chi _{}/dr)=0`$, where we have used the first law of thermodynamics for the surrounding radiation. Using the terminology of Ref. , one can see that the minimum is realized when the box is dropped into the black hole from the floating point $`E^b=E^r(r_{fp})`$ where the gravity and buoyancy force on the box balance. Therefore, it is sufficient for the estimation of the lower bound on $`\mathrm{\Delta }S^{tot}`$ to consider the case when we cut the string at the floating point $`r_{fp}`$ to let the box freely fall into the black hole:

$`\mathrm{\Delta }S^{tot}\left(S_{}^rS^b\right)|_{r=r_{fp}}0,`$ (18)
where the last inequality follows from the fact that the maximum entropy is achieved by the thermal distribution for fixed values of volume and energy.

Therefore, by using only the physical properties of ordinary matter, we can show that the total entropy (12) always increases in this gedanken experiment within the first order approximation, i.e., when the changes in black hole mass and matter entropy are assumed to be small compared with the values of black hole mass and entropy themselves, and we can neglect the backreaction effects.

We would like to emphasize that the generalized second law makes sense only when we consider the entropy of the outside region and can be shown through the ordinary second law of thermodynamics, assumed to hold locally in the outside region.

## IV The generalized second law and quantum information

Now consider the “quantum” gedanken experiment which might seem to cause the violation of the generalized second law at first sight. Let us imagine a situation in which we perform a quantum measurement that splits the wave packet, initially prepared on the hypersurface $`\mathrm{\Sigma }`$ as in Eq. (2)The generalized second law can be shown to hold even if the initial state of the detector on $`\mathrm{\Sigma }`$ is mixed., according to the detector states $`|\mathrm{\Phi }_0>`$ and $`|\mathrm{\Phi }_1>`$ on the hypersurface $`\mathrm{\Sigma }^{}`$. On the final hypersurface $`\mathrm{\Sigma }^{\prime \prime }`$, only one of the packets (e.g., $`|\mathrm{\Phi }_0>`$) remains at the end of the string, while the other one (e.g., $`|\mathrm{\Phi }_1>`$) is freely falling into the black hole (see Fig. 2). On the hypersurface $`\mathrm{\Sigma }^{\prime \prime }`$, the reduced density matrix $`\rho ^{\prime \prime 0}`$ obtained by tracing over Bob’s states is given by eq. (7) with $`\alpha =0`$.

By using Nielsen’s inequality, we have an apparent violation of the second law

$`S^{\prime \prime 0}Tr_A(\rho ^{\prime \prime 0}\mathrm{log}\rho ^{\prime \prime 0})S={\displaystyle \underset{n}{}}c_n\mathrm{log}c_n,`$ (19)
which is caused by the local operation involving the measurement.

However, the change in total entropy is

$`\mathrm{\Delta }S^{tot}={\displaystyle \frac{\mathrm{\Delta }W}{T_{BH}}}+\mathrm{\Delta }S^m{\displaystyle \frac{F_{II}F_I}{T_{BH}}}+\overline{S}^{\prime \prime }S^r,`$ (20)
where $`F_{II}`$ ($`F_I`$) is the free energy of the detector and radiation after (before) the local operation. These quantities are evaluated in the region $`C`$ in Fig. 2, and we obtain

$`F_{II}`$ $`=`$ $`[K_0(E_{}^{\prime \prime }{}_{0}{}^{}\stackrel{~}{T}S^{\prime \prime 0})+K_1(E_{}^{\prime \prime }{}_{1}{}^{}\stackrel{~}{T}S_{}^{\prime \prime }{}_{}{}^{1})]\chi ,`$ (21)
$`F_I`$ $`=`$ $`(E\stackrel{~}{T}S^r)\chi ,`$ (22)
where $`\chi `$ is the redshift factor in the small region $`C`$, $`E_{}^{\prime \prime }{}_{\alpha }{}^{}`$ the energy of the detector and radiation for a given $`\alpha `$, and $`\stackrel{~}{T}\chi =T_{BH}`$ as before.

We are now close to the conclusion, since

$`\mathrm{\Delta }S^{tot}0,`$ (23)
due to the energy conservation, $`K_0E_{}^{\prime \prime }{}_{0}{}^{}+K_1E_{}^{\prime \prime }{}_{1}{}^{}=E`$.

## V Summary

A quantum version of Bekenstein’s “classical” gedanken experiment has been proposed. We performed a series of local operations which consist of certain unitary transformations for the outside and the detector states and a local measurement in the region outside the black hole. In general, this causes a decrease of the entanglement entropy by Nielsen’s inequality. However, as far as the detector remains outside, the total entropy including the detector one always increases. When the detector is conditionally dropped into the black hole depending on the experimental outcome, the decrease of the matter entropy, $`\mathrm{\Delta }S^m=S^b`$, caused by dropping the box is more than compensated by the increase of the black hole entropy, $`\mathrm{\Delta }S^{BH}=\mathrm{\Delta }M/T_{BH}`$, which ultimately arises from the work done by the measurement via the first law. Therefore, the generalized second law holds.

We here comment briefly on the work by Frolov and Page . Although they proved the generalized second law for eternal black holes by comparing the initial vacuum state before the collapse of a star and the final entangled state, their situation is quite different from our gedanken experiment (e.g., nothing equivalent to the detector is thrown into the black hole). Finally, we would like to make the following remark. For the change of the total entropy in the gedanken experiment of Section III, Unruh and Wald have derived the same expression as Eq. (17) by using the buoyancy force exerted on the box by the black hole atmosphere. So far, several discussions about the practical effects of this force on the energetics of the process have been made . In particular, Bekenstein recently argued  that the computation of the Unruh-Wald buoyancy force using the stress-energy tensor is invalid for the case in which the size of the box is smaller than the typical wavelength of the accelerated radiation, and that his entropy bound $`S^b/E^b2\pi R`$ ($`R`$ being the characteristical size of the box) is necessary in order for the generalized second law to be valid. In our derivation, we have not used model dependent arguments like the one on the buoyancy force, and this is in the spirit that the generalized second law should be a fundamental law of nature.

Acknowledgements

A.H.was partially supported by the Ministry of Education, Science, Sports and Culture of Japan, under grant n. 09640341. A.C. was supported by JISTEC, under a STA grant n. 199016; he also thanks the cosmology group at TITECH and the photonic group at CRL for the kind hospitality during this work.


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# 1 One–loop renormalized 𝑀_𝑍, 𝑀_𝛾 and 𝑀_𝜈̃_𝑒 amplitudes in the approximation where three families of quarks and squarks are considered inside the loops.

Charginos are important in Supersymmetry (SUSY) for several reasons. To begin with they will possibly be the next-to-lightest SUSY particles (after the lightest neutralino) and so be amongst the first supersymmetric particles to be discovered. Secondly, being colour singlets, they provide a clean laboratory for studying and extracting the fundamental parameters of SUSY. Thirdly they are naturally produced in a polarised state, and their polarisation is imprinted onto the angular distribution of their decay products, enabling important information about the nature of the underlying SUSY theory to be extracted from experiment.

Since LEP has failed to find evidence for any SUSY particles , one must await the construction of the next generation of electron-positron machines, which will be linear colliders, to perform high precision studies of chargino physics. Although charginos may be discovered earlier at hadron colliders, it is only at such linear colliders, with the added advantage of polarised beams, that the parameters of SUSY can begin to be extracted with any precision . In the context of such high energy, high precision colliders, the polarisation properties of the produced charginos can be studied via the angular distribution of the decay products as has been recently discussed by several groups .

Such studies involve helicity amplitudes for both chargino production and decay which undergo quantum interference due to the short lifetime of the charginos. Thus far both the production and decay helicity amplitudes have only been studied to lowest order, although the spin averaged cross-section for chargino production in $`e^+e^{}`$ collisions has been calculated at one-loop, including third family quark and squark loop corrections , and the radiative corrections to the chargino self-energy has been calculated including all one-loop radiative corrections .

In this letter, then, we present the first study of the radiative corrections to chargino production in electron-positron collisions, including contributions from three generations of squark and quark loops, for the case of polarised electron beams. Our main purpose here is to study such corrections numerically, and show that the effects may be rather large in some cases. Although the radiative corrections in the cross-sections are of order 1-10% in general, for the cross-section for right-handed electrons we observe strong cancellations in the tree-level result due to interference terms with negative signs, and in this case the radiative corrections may be of order 30% for large $`\mathrm{tan}\beta `$.

We consider pair production of charginos with momenta $`k_1`$ and $`k_2`$ in electron-positron scattering with incoming momenta $`p_1`$ and $`p_2`$:

$$e^+(p_2)+e^{}(p_1)\stackrel{~}{\chi }_b^+(k_2)+\stackrel{~}{\chi }_a^{}(k_1)$$
(1)
where we take $`\stackrel{~}{\chi }^+`$ to be the particle and $`\stackrel{~}{\chi }^{}`$ to be the antiparticle, with the Feynman rules as given in Haber and Kane . Henceforth we drop the subscripts $`b`$ and $`a`$, but understand that the two charginos have masses $`m_b`$ and $`m_a`$ respectively and in general $`m_bm_a`$.

In  it was shown that at the tree-level one can (after appropriate Fierz transformation) write the scattering amplitudes as

$`{\displaystyle \frac{ie^2}{s}}\left[\overline{v}(e^+)\gamma ^\mu {\displaystyle \frac{(1\gamma ^5)}{2}}u(e^{})\right]`$
$`\left(Q_{LL}^{(0)}\left[\overline{u}(\stackrel{~}{\chi }^+)\gamma _\mu {\displaystyle \frac{(1\gamma ^5)}{2}}v(\stackrel{~}{\chi }^{})\right]+Q_{LR}^{(0)}\left[\overline{u}(\stackrel{~}{\chi }^+)\gamma _\mu {\displaystyle \frac{(1+\gamma ^5)}{2}}v(\stackrel{~}{\chi }^{})\right]\right)`$ (2)
for left-polarized incident electrons, with a similar result for right-polarized incident electrons with the electron projection operator $`\frac{(1\gamma ^5)}{2}`$ replaced by $`\frac{(1+\gamma ^5)}{2}`$ and $`Q_{L\beta }^{(0)}`$ replaced by $`Q_{R\beta }^{(0)}`$, where the superscript zero indicates tree-level. Note that since we take the positive chargino to be the particle, the index $`\beta =L,R`$ is related to that in  by $`LR`$.

At one-loop order we find a more general structure. Nevertheless the amplitudes may be written as

$$\frac{ie^2}{s}\left[\overline{v}(e^+)\gamma ^\mu \frac{(1\gamma ^5)}{2}u(e^{})\right]\underset{i=1\mathrm{}5}{}Q_{Li}^{(1)}\left[\overline{u}(\stackrel{~}{\chi }^+)\mathrm{\Gamma }^iv(\stackrel{~}{\chi }^{})\right],$$
(3)
for left-polarized incident electrons, with a similar result for right-polarized incident electrons with the electron projection operator $`\frac{(1\gamma ^5)}{2}`$ replaced by $`\frac{(1+\gamma ^5)}{2}`$, and $`Q_{Li}^{(1)}`$ replaced by $`Q_{Ri}^{(1)}`$ where the superscript unity indicates one-loop, and where

$`\mathrm{\Gamma }^1`$ $`=`$ $`{\displaystyle \frac{(1+\gamma ^5)}{2}}`$ (4)
$`\mathrm{\Gamma }^2`$ $`=`$ $`{\displaystyle \frac{(1\gamma ^5)}{2}}`$ (5)
$`\mathrm{\Gamma }^3`$ $`=`$ $`\gamma ^\nu {\displaystyle \frac{(1+\gamma ^5)}{2}}`$ (6)
$`\mathrm{\Gamma }^4`$ $`=`$ $`\gamma ^\nu {\displaystyle \frac{(1\gamma ^5)}{2}}`$ (7)
$`\mathrm{\Gamma }^5`$ $`=`$ $`\sigma ^{\nu \rho }={\displaystyle \frac{i}{2}}[\gamma ^\nu ,\gamma ^\rho ]`$ (8)
Note that the coefficients $`Q_{L1}^{(1)}`$ and $`Q_{L2}^{(1)}`$ are vectors, $`Q_{L3}^{(1)}`$ and $`Q_{L4}^{(1)}`$ are two-rank tensors, and $`Q_{L5}^{(1)}`$ is a three-rank tensor, and similarly for $`Q_{Ri}^{(1)}`$.

In the presence of one-loop corrections, due to the three families of quarks and squarks, the amplitude for $`e^+e^{}\stackrel{~}{\chi }_b^+\stackrel{~}{\chi }_a^{}`$ may be expressed as the sum of three amplitudes $`M_Z`$, $`M_\gamma `$, $`M_{\stackrel{~}{\nu }}`$ as shown in Fig. 1. The shaded bubbles in that figure are one–loop renormalized total vertex functions defined as $`i𝒢_{Z\chi \chi }^{ab}`$, $`i𝒢_{\gamma \chi \chi }^{ab}`$, $`i𝒢_{\stackrel{~}{\nu _e}e\chi }^{+b}`$, and $`i𝒢_{\stackrel{~}{\nu _e}e\chi }^a`$. In the total vertex functions we include the tree level vertex, the one–particle irreducible vertex diagrams plus the vertex counterterm, and the one–particle reducible vertex diagrams plus their counterterms. Although the detailed expressions for the total vertex functions is quite complicated, by exploiting the possible Lorentz structures of the diagrams it is possible to express them in terms of just a few form factors which are generalisations of those presented for the case of the third quark and squark family in , where explicit expressions may be found. These form factors may in turn be related to the quantities $`Q_{Li}^{(1)}`$ defined in Eq. (3), and similarly for $`Q_{Ri}^{(1)}`$, as we shall show in detail in a forthcoming publication . 111The one-loop corrections due to quarks and squarks considered here do not involve the operator $`\mathrm{\Gamma }^5`$.

One of the main purposes of this letter is to examine the numerical effect of these corrections, and show that in some cases they may be rather large. For definiteness at the $`\overline{MS}`$ scale $`Q=M_Z`$ we take the $`SU(2)_L`$ gaugino mass $`M_2`$ to be 165 GeV, the $`\mu `$ parameter to be 400 GeV and the remaining trilinear $`A`$ and (degenerate) squark soft mass parameters $`A=M_Q=M_U=M_D`$ to be 500 GeV initially. We also assume a sneutrino mass of 500 GeV. Note that the lighter chargino (1) will be mainly wino, with a mass $`M_2`$, and the heavier chargino (2) will be mainly higgsino with a mass $`\mu `$ in this example.

Assuming these parameters with $`\mathrm{tan}\beta =5`$, Figure 2 shows the cross-section for the production of the lightest chargino pair for beams of left-handed polarized electrons as a function of the centre of mass energy. The effect of radiative corrections is to reduce the cross-section by a few per cent, with a noticeable shift in the lightest chargino mass threshold due to the more steeply rising threshold.

Figure 3 displays the cross-section for the production of both lightest and unequal mass chargino pairs for beams of right-handed polarized electrons as a function of the centre of mass energy, for the same parameters as before with $`\mathrm{tan}\beta =5`$. The unequal mass cross-section $`\sigma ^{12}`$ refers to $`b=1,a=2`$, which is equal to the cross-section for $`b=2,a=1`$ assuming CP to be conserved, although the two cross-sections are not added together in the figures. Note that the cross-section for the lightest chargino pairs with right-handed electrons in Figure 3 are about 500 times smaller than with left-handed electrons in Figure 2, nevertheless with an integrated luminosity of $`10^6pb^1`$ it will be easily measurable. 222 The reason for the smallness of the cross-section for lightest chargino production with right-handed electrons is due to a destructive interference between the photon and $`Z`$ diagrams, compared to a constructive interference with left-handed electrons. This is due to the approximately axial couplings of electrons to the $`Z`$. The absence of the sneutrino exchange diagram for right-handed incident electrons then guarantees a small cross-section in this case. For the production of unequal mass charginos and right-handed electrons the photon exchange diagram is not present (at least at tree-level) and the cancellation does not occur, leading to the larger cross-section than the equal mass case in Figure 3. The radiative corrections involving right-handed incident electrons in Figure 3 are larger than for left-handed incident electrons in Figure 2, and may now be as large as about 10%. Note the shift in the second chargino mass threshold.

Increasing $`\mathrm{tan}\beta `$ to 50 makes very little difference to the tree-level and one-loop corrected cross-section for left-handed electrons, as compared to the results for $`\mathrm{tan}\beta =5`$ in Figure 2. However for right-handed electrons, increasing $`\mathrm{tan}\beta `$ to 50 leads to the much larger radiative corrections shown in Figure 4 as compared to Figure 3. In view of the large radiative corrections in this case, we proceed to study these regions in a little more detail.

In Figure 5 we magnify a region of the cross-section for lightest chargino pair production for right-handed electrons above the threshold region in Figure 4. As already remarked, the effect of radiative corrections is quite large. The corrections depend on the (degenerate) squark mass as shown in Figure 5, where squark masses of 500 GeV (1 TeV) leads to negative corrections of about 25% (35%).

In Figure 6 we magnify a region of the cross-section for unequal mass chargino production for right-handed electrons, this time concentrating on the threshold region of Figure 4 where the corrections appear to be largest. The shift in the second chargino mass is clearly apparent, and is about 20 GeV (30 GeV) for squark masses of 500 GeV (1 TeV). The peak cross-section is reduced by about 20% (30%) for squark masses of 500 GeV (1 TeV). The sensitivity of the higher order corrections to the squark soft mass parameters for the case of right-handed incident electrons, shown in Figures 5 and 6, means that for the case of large $`\mathrm{tan}\beta `$ at least, information about the soft squark masses may be inferred from sufficiently accurate measurements of the chargino production cross-sections.

In summary we have seen that for the case of right-handed polarised electron beams the effects of radiative corrections due to loops of quarks and squarks may give significant corrections to the lowest order result, particularly for large values of $`\mathrm{tan}\beta `$. These results highlight the importance of being able to measure cross-sections with polarised electron beams at future linear colliders. Such large radiative corrections must be taken into account if the underlying SUSY parameters are to be accurately extracted from the experimentally measured chargino cross-sections. The corrections will involve the squark masses which may therefore be probed via radiative corrections. The effect of radiative corrections on the production of polarised charginos will be considered in a future publication .

Acknowledgements: We are grateful to the Royal Society and CONICYT for a joint grant (No. 1999-2-02-149) which made this research possible. M.A.D. was also supported by CONICYT grant No. 1000539.


text:
# A Cellular Automata Model for Citrus Variagated Chlorosis

## I Introduction

Citrus Variegated Chlorosis (CVC) is an economically relevant disease affecting citrus . In the São Paulo region (Brazil), one of the important citrus growing areas of the world, responsible for about $`30\%`$ of the world production, CVC reduces the size and number of fruits by more than $`35\%`$ . CVC is considered to be potentially the most devastating citrus disease and represents the main threat to the Brazilian citrus industry, with annual revenues of the order of $`1.2`$ to $`1.4`$ billions of dollars. The losses associated with the disease are estimated in about $`100`$ millions dollar yearly .

CVC is caused by a xylem-limited bacterium, Xyllela fastidiosa , transmitted by xylem feeding, suctorial sharpshooter leafhoppers (Hemiptera: Cicadellidae) . In São Paulo, the species Dilobopterus costalimai appears to be the most efficient vector for CVC transmission . Nowadays, a sweet orange cultivar resistant to X. fastidiosa is unknown, and control practices for CVC (bactericidal agents, systematic pruning of infected branches, chemical control of vectors, and/or rouging of severe affected plants) are expensive, ineffective, or environmentally damaging.

Recent studies on various aspects of the epidemiology of CVC (, and references therein) have provided fundamental information which can be used to develop a cellular automata (CA) model of the pathosystem. CA or other epidemic models could become relevant tools to address numerous practical and experimental questions: forecasting the progress and final intensity of CVC, planning and evaluation of strategies for disease control and determination of the relevant mechanisms involved in the disease spreading.

In this paper, we propose a simple CA model to simulate the CVC progress in which some epidemiological and environmental features, such as vectors motility, plant stress and seasonal modulations are included. The simulational results are compared with the CVC progress curves in time and spatial infection patterns observed in the São Paulo region.

## II Experimental data on CVC epidemics

### A CVC progress in time

The CVC epidemic was observed by visual assessments of typical symptoms occurring on leaves or fruits, in eleven groves of Pêra, Hamlin and Natal sweet oranges cultivated in two farms of the northern areas (Bebedouro and Colina counties) of São Paulo state, Brazil. In such areas, severely attacked by CVC, are planted the more susceptible cultivars having the supposedly more propitious age for disease development. The field data were collected over a 20-month period, from September, 1994 through March, 1996. The CVC incidence were bimonthly mapped and the data for each area and each evaluation were transformed to proportion of symptomatic plants for temporal characterization of the disease spreading.

The CVC progress curves are shown, for four different groves, in figure 1. All of them are double sigmoid, which is a clear indication that CVC is a polycyclic disease characterized by the existence of two phases: one in which the disease spreading is fast, contrasted by another one in which the epidemic development is almost stopped. For each grove the observed data sets are fitted by five parameter logistic curves  of the form

$$N(t)=\frac{p_1}{1+exp[(p_2+p_3t+p_4t^2+p_5t^3)]}.$$
(1)
Table 1 gives the corresponding parameters and the coefficients of determination ($`R^2`$) have been listed. In addition to the $`R^2`$ coefficient, the residual sums of squares for error and the consistency of the predict values for the upper asymptotic fraction of diseased plants ($`p_11`$) were take into account to select the logistic among the Gompertz and monomolecular generalized models with four or five parameters. It is important to notice that sigmoid curves can be generated by distinct models (fitting equations). Indeed, the temporal increase of citrus tristeza virus, whose vectors are aphid species, follows a nonlinear Gompertz model .

### B Infected cluster size distribution functions.

On any one of the orangeries containing about $`10^3`$ trees there is no unique inoculum source. Each single infected plant or small initial group of infected plants grows by inoculating its adjacent neighbors, and aggregates with other affected trees, forming large clusters. As a result, the mean cluster size of infected trees increases in time and, in order to describe the disease spreading, it is necessary to investigate the dynamic aspects of the distribution of infected plant aggregates generated by CVC progress.

A cluster of diseased plants have been defined as any set of interconnected infected trees which are spatially isolated from any other group of diseased plants in the orangery. Then, the cluster size distribution function $`n_s(t)`$ is the fraction of these clusters consisting of $`s`$ infected plants at time $`t`$, and were directly obtained by counting the number and size of diseased clusters present in the spatial patterns of CVC epidemic, like those shown in figure 2, at each observation time.

Figure 3 shows the distribution $`n_s(t)`$ for one of the observed orangeries. It suggests that $`n_s(t)`$ follows a power-law distribution, that is, $`n_s(t)s^\alpha `$, over at least one decade of their argument $`s`$ at any given time of CVC progress. A power-law distribution indicates the absence of a characteristic scale for the size of diseased plant aggregates. The exponents describing the power-law decay of $`n_s(t)`$ have values between $`1.4`$ and $`1.8`$ for all the studied orangeries. These values are characteristic of an $`1/f`$ noise , as are commonly referred the $`1/f^\gamma `$ spectra with $`\gamma `$ in the interval $`[0,2]`$. Therefore, the CVC infection dynamics has an $`1/f`$-like signal, which, from the physical point of view, is a sign of a cooperative phenomenon occurring in a spatially extended nonequilibrium system.

### C Self-affine profiles in CVC evolution patterns.

Self-affine profiles  can be generated from the spatial patterns of diseased plants using various methods. The simplest of them is the 1:1 mapping between a given spatial configuration at time $`t`$, such as those shown in figure 2, and a “walk process” . In this method each binary symbol $`\sigma _i(t)`$, describing the plant state ($`\sigma _i(t)=0`$: normal; $`\sigma _i(t)=1`$: diseased) is identificated with a step (to the right or to the left) of a one-dimensional walk.

Specifically, to an unique spatial pattern $`\{\sigma _1(t),\sigma _2(t),\mathrm{},\sigma _N(t)\}`$ of $`N`$ plants at fixed time $`t`$, corresponds a profile given by the sequence of the walker displacements $`h_i`$ after $`i`$ unit steps, $`\{h_1(t),h_2(t),\mathrm{},h_N(t)\}`$, defined as

$$h_i(t)=\underset{j=1}{\overset{i}{}}\rho _j(t)$$
(2)
where $`\rho _j=1`$ if $`\sigma _j=1`$ (step to the right), or $`\rho _j=1`$ if $`\sigma _j=0`$ (step to the left). Profiles generated at two distinct observation times in a given orangery using this walk process are shown in figure 4.

Obtained the profiles by the walk process, we can investigate the nature of their correlations through the analysis of the profile roughness . The statistical measure $`W`$, which characterizes the roughness of the walk profile, is defined by the rms fluctuation in the displacement

$$W(N,t)=\sqrt{\frac{1}{N}\underset{i=1}{\overset{N}{}}[h_i(t)\overline{h}(t)]^2}$$
(3)
where

$$\overline{h}(t)=\frac{1}{N}\underset{i=1}{\overset{N}{}}h_i(t)$$
(4)
is the mean displacement of the walk.

For self-affine profiles the roughness $`W(N)`$ will be described by a power law scaling

$$W(N)N^H$$
(5)
with the exponent $`H`$ restricted to the interval $`[0,1]`$ and related to the fractal dimension of the profile . $`H=1/2`$ corresponds to a random walk; $`H>1/2`$ implies that the profile presents persistent correlations, and profiles with $`H<1/2`$ are anticorrelated.

As one can see in figure 4, the profiles generated from the CVC epidemic patterns usually have drifts. This is the reason why we use the method of roughness around the rms straight line  to evaluate the Hurst exponent $`H`$. In this method the roughness $`W(N,ϵ)`$ in the scale $`ϵ`$ is given by

$$W(N,ϵ)=\frac{1}{N}\underset{i=1}{\overset{N}{}}w_i(ϵ)$$
(6)
and the local roughness $`w_i(ϵ)`$ is defined as

$$w_i(ϵ)=\sqrt{\frac{1}{2ϵ+1}\underset{j=iϵ}{\overset{i+ϵ}{}}\{h_j[a_i(ϵ)x_j+b_i(ϵ)]\}^2}.$$
(7)
$`a_i(ϵ)`$ and $`b_i(ϵ)`$ are the linear fitting coefficients to the displacement data on the interval $`[iϵ,i+ϵ]`$ centered on the site $`i`$. Again, self-affine profiles satisfy the scaling law

$$W(ϵ)ϵ^H$$
(8)
The method described here was used to characterize the spatio-temporal patterns generated by elementary one-dimensional deterministic cellular automata .

A Typical log-log plot of $`W(ϵ)\times ϵ`$ used to calculate the Hurst exponent is shown in figure 5. This exponent characterizes the spatial patterns generated by CVC epidemic. For all the analyzed orangeries the profiles are self-affine with Hurst exponents markedly distinct from $`1/2`$, which means long-range correlations present in the spatial disease patterns. Also, the roughness exponents increases from a initial value around $`1/2`$, indicating a random infection pattern at the beginning, towards its maximum value $`1`$ which corresponds to a totally infected orangery. Thus our results show that CVC epidemic gives rise to aggregated patterns in which the inoculum level tends to be high in scattered sequences of neighboring plants, i. e., infected plants tends to be close to another diseased trees and the same holds for normal plants. Therefore, it appears that the pathogen occurs in small clusters which progressively expands by a contagion process mediated by vectors which predominantly spreads from plant to plant.

## III A Cellular Automata model for CVC

Stochastic CA models were used before in plant pathology to simulate diseases spreading through spore dispersal , infection dynamics of R. Solani  and infection of cereal roots by the take-all fungus , but traditionally the mathematical modeling of plant disease is based on systems of differential equations .

CAs are totally discrete dynamical systems (discrete space, discrete time and discrete number of states) which provide simple models for a great number of problems in science . With each site (noted $`i`$), is associated a variable $`\sigma _i`$, which can be in $`K`$ different states $`\sigma _i=0,1,\mathrm{},K1`$. The dynamics is defined, at each time step, by rules depending on the values at previous time of {$`\sigma _i`$} associated with a given number of $`q`$ arbitrary sites (called inputs). Usually one considers regular lattices and the inputs refer to the sites on the local neighborhood only. The local rules of a CA may be probabilistic or deterministic and the sites are simultaneously updated.

In order to design the CA model for CVC spreading, we take into account the following basic features of CVC pathosystem characterized in the previous section. The bacterium X. fastidiosa is transmitted by sharpshooter vectors of rather limited motility in the groves. This hypothesis is coherent with the results obtained for the roughness or Hurst exponents describing the CVC infection patterns. In diseased plants, the bacterium is systemic, nutritional unbalance and general weakness are commonly observed. Thus, the infected sites continuously act as inoculum sources to other healthy plants. Since there was no measured effect of wind direction or machine based cultural practices on CVC spreading , the vectors flies were assumed to be completely random in our model. Also, in healthy stressed trees the observed sharpshooter population is small, since these insects are preferable attracted by plants with new vegetative growth. Finally, as shown by the CVC progress curves, seasonal effects play a central role in disease spreading. In fact, the fastest CVC spreading progress is observed from September/October (flowerage) through March (end of summer), a period associated to high temperatures, regular rains and vegetative growth. The seasonal modulations are included in the CA model through the variation in the motility of sharpshooter vectors as well as in the fraction of normal plants under hydric and nutritional stress. The functional form assumed to model such seasonal variations in our model is a sine wave function.

In our CA model the orangery is represented by square lattices of linear size $`L`$ with null fixed boundary conditions (isolated grove, i. e., all the state variables are zero outside the lattice). The state of each plant is described by two binary variables: $`\sigma _{i,j}^{(1)}`$ and $`\sigma _{i,j}^{(2)}`$, where $`i,j=1,2,\mathrm{},L`$. $`\sigma _{i,j}^{(1)}=0`$ represents a healthy (normal) plant and $`\sigma _{i,j}^{(1)}=1`$ a diseased plant. On the other hand, $`\sigma _{i,j}^{(2)}=1`$ represents a plant under hydric or nutritional stress and $`\sigma _{i,j}^{(2)}=0`$ a non-stressed plant. Finally, the fraction of inoculative vectors in each site is also represented by a binary variable $`\tau _{i,j}`$. $`\tau _{i,j}=0`$ means a low fraction of inoculative sharpshooter leafhoppers in the insect population and $`\tau _{i,j}=1`$ a high inoculative fraction.

In all simulations, random initial conditions in which any plant of the lattice is diseased, with probability $`p_{inf}`$, and stressed, with probability $`p_{st}(0)`$, have been used. Since CVC causes severe stress in a diseased plant , a infected tree ($`\sigma _{i,j}^{(1)}=1`$) becomes immediately stressed ($`\sigma _{i,j}^{(2)}=1`$) in our model.

All the sites are simultaneously updated using the following local rules:

i) For an infected site the correspondent state at the next time step is $`\sigma _{i,j}^{(1)}=1`$, $`\sigma _{i,j}^{(2)}=1`$ (diseased and stressed tree) and $`\tau _{i,j}=1`$ (high fraction of inoculative vectors). In addition, as shown in figure 6, each infected site acts as an inoculum source for $`n_v(t)`$ distinct plants at distance $`r_k`$, $`k=1,2,\mathrm{},n_v`$, chosen at random accordingly a symmetric Lévy distribution

$$p(r)=\frac{1}{2\pi }_{\mathrm{}}^+\mathrm{}𝑑texp(it(\mu r)|t|^a).$$
(9)
Thus, the lengths of each one of the $`n_v(t)`$ vector flights are not constant but rather are chosen from a probability distribution with a power-law tail. Each one of these selected neighbors will assume, at the next time step, the state $`\sigma _{i,j}^{(1)}=1`$, $`\sigma _{i,j}^{(2)}=1`$ and $`\tau _{i,j}=1`$, if it is a normal and non-stressed plant. Otherwise, the selected neighbor will stay in the same previous state. Thus, in our CA model a healthy stressed tree is not infected by CVC, since their main vectors (Dilobopterus Costalimai and Acrogonia sp.) are preferentially observed in plants exhibiting young buds and leaves. In contrast, a healthy and non-stressed plant becomes diseased if it is reached by inoculative vectors coming from at least one infected site.

ii) For a normal (stressed or non-stressed) plant not target by a given diseased plant, the correspondent state at the next time step is $`\sigma _{i,j}^{(1)}=0`$ (normal) and $`\tau _{i,j}=0`$ (low fraction of inoculative vectors). Yet, the value of $`\sigma _{i,j}^{(2)}=0`$ or $`1`$ is chosen at random with probability $`p_{st}1p_{nst}(t)`$.

iii) In order to simulate the seasonal effects on both, plant stress and vectors motility, the number of inoculative vector flights $`n_v(t)`$, and the probability associated to a non-stressed plant $`p_{nst}(t)`$ are periodic functions of time given by:

$$n_v(t)=n_0+INT[n_0sin(\frac{2\pi t}{T}+\varphi )];$$
(10)
$$p_{nst}(t)=p_{min}+(12p_{min})\times \frac{1+sin(\frac{2\pi t}{T}+\varphi )}{2},$$
(11)
where INT means the integer part, $`n_0`$ is the time average number of inoculative vector flights, $`p_{min}`$ is the minimum probability to find a non-stressed plant, and $`T`$ is the period of one year. $`\varphi `$ is a common phase angle to describe possible time shifts between the simulated and field data.

At last, we shall discuss some simplifications of our CA model for CVC progress. The use of a symmetric periodic function to model the seasonal effects should be thought as a rough approximation to the much more complex climatic variations observed in nature. Another simplification is that once infected a given plant immediately acts as an inoculum source, in contrast to the classical notion of a discontinuous infectious period. It is known that the spread of disease involves the interplay of two dynamical processes: the mechanisms of transmission and the evolution of the pathogen within hosts. The basic questions on how the bacterium spread within the xylem system and what is the mechanism of pathogenesis in CVC are unanswered. Particularly, it seems that the CVC symptoms in plants depend on the rate and extent of colonization by the bacteria. Also, a recent study  shows that an efficient transmission of Xylella fastidiosa by vectors occurs only after its population overcome a threshold in plant hosts. In addition, the transmission rate increases as the bacterial population in a plant increases. These features are not included in our CA model due to the lack of information about the system Xylella fastidiosa in citrus.

## IV Results

Now we shall report on the simulational results for our CA model. In all simulations a linear size $`L=200`$, a seasonal period $`T=12`$ months (one year) and a phase angle $`\varphi =60^o`$ (a shift of two months between the observed and the simulation initial times) were used. The remaining five CA parameters, namely, $`n_0`$, $`p_{inf}`$, $`p_{min}`$, $`\mu `$, and $`a`$ were varied in order to compare the simulated and observed CVC progress curves. The results for four groves are shown in figure 7. As one can see, the qualitative behavior of the CA progress curves show the same functional behavior of the measured curves. Even a surprisingly quantitative agreement between the CA and the observed CVC progress curves was obtained. The CA parameters values are listed in Table 2. Therefore our simulation results suggest that the Lévy distribution of vectors flights is universal, with $`\mu =4`$ and $`a=0.68`$. The same holds true for $`n_0`$, the time average number of sharpshooter vectors flies starting from each infected plant, which assumed a value $`5`$ for all four simulated groves.

At this point, it is interesting to note that our CA model predicts even triple, quadruple or superior sigmoid progress curves depending on the time elapsed up to a total infection of the grove. This simulational prediction can be easily tested simply by observing the CVC progress in field for a period greater than $`20`$ months as done in the present work. Moreover, such triple or quadruple sigmoid curves could be mathematically modeled by using generalized logistic, monomolecular or Gompertz functions only if the disease progress curves were subdivided into three or four parts that are analyzed separately. However, this approach is inadequate to describe the entire disease dynamics and to determine several parameters of epidemiological importance .

In figure 8, it is shown a simulated temporal sequence of CVC incidence maps qualitatively similar to the observed spatial patterns of CVC (see figure 2). From such incidence maps, one can determine the dynamic infected cluster size distribution function, $`n_s(t)`$, and the roughness exponent $`H`$ characterizing the self-affinity of CVC infection profiles. Figures 9 and 10 show, respectively, the cluster size distribution functions $`n_s(t)`$, and typical log-log plots of $`W(ϵ)\times ϵ`$ corresponding to the simulated infection maps for the grove SJ71 at various observation times. Both, the power-law decay of the infected cluster size distribution functions and the roughness exponents characterizing the spatial disease patterns, indicate the presence of long-range correlations in the CVC development. Roughness exponents greater than $`1/2`$ mean that in the neighborhood of a diseased plant the probability to find another infected tree increases. A significative aggregation of diseased plants suggest that the pathogen predominantly spreads from plant to plant. Since our CA model permits fast simulations of many large samples of artificial CVC pathosystems under various epidemiological contexts, the numerical values for the exponents $`\alpha `$ and $`H`$ can be determined with a reliable statistical precision difficultly attained in actual field observations.

It is important to emphasize that a simple random walk distribution for the inoculative vector flights constrained to a local neighborhood of radius $`r(t)`$ around each diseased plant, also generates progress curves in good agreement with the field data. However, the resulting CVC incidence maps are clearly distinct from the observed ones. Random flights of inoculative vectors produce spots of diseased plants artificially isolated in space, which grow up to merge with other infected clusters. In contrast, a Lévy distribution permits rare long range vector flights which appears to be an essential feature to explain the scale invariance observed in CVC spreading. Indeed, conventional random walks used to model foraging behavior in biology  predict a Poisson instead of a scale-invariant power-law distribution. Thus, our results suggest that the inoculative sharpshooter leafhoppers ($`1cm`$ in size) perform long flights of random foraging, searching for non-stressed plants with new vegetative growth unpredictably dispersed over several square kilometers. A possible explanation is that for insects operating in swarms or flocks comprised of $`N`$ walkers, Lévy flight search patterns (for which $`Nt`$ sites are visited after $`t`$ steps) are much more efficient than Brownian walk foraging patterns (for which only $`tln(N/lnt)`$ distinct sites are visited) . It is interesting to mention that Lévy flight search strategies are also observed in albatrosses .

## V Conclusions

In this study the spatio-temporal analysis of CVC spreading was carried out. The shape of the observed CVC progress curves was double sigmoid best fitted by five parameters generalized logistic function. This means that CVC is a polyciclic disease in which a phase of rapid progress alternates with another one of almost paralyzes. In addition, both the power-law decay of the infected cluster size distribution functions and the roughness exponents characterizing the spatial disease patterns, indicate the presence of long-range correlations in the CVC development.

In order to understand the basic mechanisms by which the features discussed above emerge, a CA model was proposed. It takes into account the motility of sharpshooter vectors, the hydric and nutritional level of plant stress, as well as seasonal climatic effects. Varying the CA parameters controlling these factors, a good agreement among simulational and all the observational data was achieved, suggesting that the actual relevant mechanisms of CVC spreading were really captured and evidenced by the evolution rules of the proposed CA model. Therefore, our model suggest that the average number $`n_v(t)`$ of Lévy flights performed by the sharpshooter vectors as well as plant stress, described by the probability $`p_{st}`$, are the most fundamental parameters determining the aspects of CVC spreading. Also, all of them are affected by seasonal variations.

## VI Acknowledgements

This work was partially supported by the CNPq, and FAPEMIG - Brazilian agencies.

Table 1 Coefficients of determination $`R^2`$ and estimated values of the five parameters describing the generalized logistic functions used to fit the observed data of CVC progress in four of the studied groves.

Table 2 CA parameters used to simulate CVC progress curves corresponding to the observed data for four groves.


text:
# Linear ill-posed problems and dynamical systems key words: ill-posed problems, dynamical systems, operator equations in Hilbert spaces Math subject classification: 35R30, 47H17, 65J15

## 1 Introduction

Let $`A`$ be a linear, bounded, injective operator on a Hilbert space $`H`$, and assume that $`A^1`$ is unbounded and that $`A\sqrt{m},`$ where $`m>0`$ is a constant. For example, $`A`$ may be a compact injective linear operator. Consider the equation,

$$Au=f.$$
(1.1)
Assume that (1.1) is solvable, so that $`f=Ay`$ for a unique $`yH`$. Problem (1.1) is ill-posed since $`A^1`$ is unbounded. Equation (1.1) cannot be solvable for all $`fH`$ because if $`A`$ is injective, linear, closed and $`R(A)=H`$, then $`A^1`$ must be bounded (by the Banach theorem). Let $`f_\delta `$ be given, such that

$$f_\delta f\delta $$
(1.2)
Equation (1.1) with $`f_\delta `$ in place of $`f`$ may have no solution, and if it has a solution $`u_\delta `$ then it may be that $`uu_\delta `$ is large, although $`\delta >0`$ is small. There is a large literature on ill-posed problems since they are important in applications. (See e.g., ). In this paper a new approach to solving linear ill-posed problems is proposed. This approach consists of the following steps:

Step 1. Solve the Cauchy problem:

$$\dot{u}=[Bu+\epsilon (t)uF_\delta ],u(0)=u_0,$$
(1.3)
where

$$\dot{u}:=\frac{du}{dt},B:=A^{}A,F_\delta :=A^{}f_\delta ,F_\delta F\delta \sqrt{m},F=By,$$

and

$$\epsilon (t)C^1[0,\mathrm{});\epsilon (t)>0;\epsilon (t)0\text{ as }t\mathrm{};\frac{|\dot{\epsilon }(t)|}{\epsilon ^{\frac{5}{2}}(t)}0\text{ as }t\mathrm{}.$$
(1.4)
One has $`A^{}(f_\delta f)\sqrt{m}\delta ,`$ where we have used the estimate $`A=A^{}\sqrt{m}.`$

Examples of functions $`\epsilon (t)`$ satisfying (1.4) can be constructed by the formula:

$$\epsilon (t)=[c+_0^th(s)𝑑s]^{\frac{2}{3}},$$

where $`c>0`$ is a constant, $`h(s)>0`$ is a continuous function defined for all $`s0`$, such that $`h(s)0`$ as $`s\mathrm{}`$ and $`_0^{\mathrm{}}h(s)𝑑s=\mathrm{}.`$ One has $`\frac{|\dot{\epsilon }(t)|}{\epsilon ^{\frac{5}{2}}(t)}=\frac{2h(t)}{3}0\text{ as }t\mathrm{}.`$ For example, $`\epsilon (t)=\frac{1}{\mathrm{log}(t+2)}`$ satisfies (1.4). If

$$h(t)=\frac{1}{(2+t)\mathrm{log}(2+t)},$$

then

$$\epsilon (t)=\frac{1}{(1+\mathrm{log}\mathrm{log}(2+t))^{\frac{2}{3}}}.$$

This $`\epsilon (t)`$ yields nearly fastest decay of $`h(t)`$ allowed by the restriction $`_0^{\mathrm{}}h(s)𝑑s=\mathrm{}.`$

Step 2. Calculate $`u(t_\delta )`$, where $`t_\delta >0`$ is a number which is defined by formula (1.9) below.

Then $`t_\delta \mathrm{}`$ as $`\delta 0`$ and satisfies the inequality:

$$u(t_\delta )y\eta (\delta )0\text{ as }\delta 0,$$
(1.5)
for a certain function $`\eta (\delta )>0.`$ If $`\delta =0`$, so that $`F_\delta =By`$, then Step 2 yields the relation

$$\underset{t\mathrm{}}{lim}u(t)y=0.$$
(1.6)
The foregoing approach is justified in Section 2. Our basic results are formulated as follows.

###### Theorem 1.1.

Assume that equation (1.1) is uniquely solvable, (1.4) holds, and $`\delta =0`$. Then for any $`u_0`$, problem (1.3), with $`F=By`$ replacing $`F_\delta `$, has a unique global solution and (1.6) holds.

By global solution we mean the solution defined for all $`t>0`$.

###### Theorem 1.2.

Assume that equation (1.1) is uniquely solvable, (1.4) holds, and $`\delta >0.`$ Then for any $`u_0`$ problem (1.3) has a unique global solution $`u(t)`$ and there exists a $`t_\delta \mathrm{}`$ as $`\delta 0`$, such that $`u(t_\delta )y0`$ as $`\delta 0.`$ The number $`t_\delta `$ is defined by formula (1.9).

Let $`y`$ solve (1.1). Then $`By=F:=A^{}f`$ and $`Bm`$. If

$$\varphi (\beta ):=\varphi (\beta ,y):=\beta _0^m\frac{dE_\lambda y}{\lambda +\beta },$$
(1.7)
where $`E_\lambda `$ is the resolution of the identity of the selfadjoint operator $`B,`$ $`E_{\lambda 0}=E_\lambda ,`$ $`\beta (\delta )`$ is the minimizer of the function

$$h(\beta ,\delta ):=\varphi (\beta )+\frac{\delta }{2\beta ^{\frac{1}{2}}}$$
(1.8)
on $`(0,\mathrm{}),`$ (see formula (2.20) and Remark 2.3 below), and

$$\eta (\delta ):=h(\beta (\delta ),\delta ),\epsilon (t_\delta )=\beta (\delta ),$$
(1.9)
then $`t_\delta \mathrm{}`$ as $`\delta 0`$, $`\eta (\delta )0`$ as $`\delta 0`$, and

$$\underset{\delta 0}{lim}u(t_\delta )y=0.$$
(1.10)
Because $`B`$ is injective, zero is not an eigenvalue of $`B,`$ so, for any $`yH,`$ one has $`_0^s𝑑E_\lambda y0`$ as $`s0.`$ Therefore $`\varphi (\beta ,y)0`$ as $`\beta 0,`$ for any fixed $`y`$. From (2.15) (see below) one gets

$$u(t_\delta )y<\eta (\delta )+g_\delta (t_\delta )0\text{ as }\delta 0,$$
(1.11)
where $`g_\delta (t)`$ is given by the right-hand side of (2.12) with $`f_\delta `$ replacing $`f.`$

###### Remark 1.1.

Theorem 1.2 shows that solving the Cauchy problem (1.3) and calculating its solution at a suitable time $`t_\delta `$ yields a stable solution to ill-posed problem (1.1) and this stable approximate solution satisfies the error estimate (1.11).

For nonlinear ill-posed problems a similar approach is proposed in .

## 2 Proofs

### 2.1 Proof of Theorem 1.1

We start with a simple, known fact: if equation (1.1) is solvable, then it is equivalent to the equation

$$Bu=A^{}f=By$$
(2.1)
Indeed, if $`Ay=f`$, then apply $`A^{}`$ and get (2.1). Conversely, if (2.1) holds, then $`(B(uy),uy)=A(uy)^2=0`$, thus $`Au=Ay`$ and $`u=y`$, so (1.1) is solvable and its solution is the solution to (2.1). Therefore we will study equation (2.1). The operator $`B=A^{}A`$ is selfadjoint and nonnegative, that is, $`(Bu,u)0.`$ Let $`E_\lambda `$ be its resolution of the identity.

We make another observation: If (1.4) holds, then

$$_0^{\mathrm{}}\epsilon (t)𝑑t=\mathrm{}.$$
(2.2)
Indeed, (1.4) implies

$$\frac{\dot{\epsilon }}{\epsilon ^2}c,$$

where $`c=\text{ const }>0`$, so

$$\frac{d}{dt}\frac{1}{\epsilon }c,$$

$$\frac{1}{\epsilon (t)}\frac{1}{\epsilon (0)}ct,$$

$$\frac{1}{\epsilon (t)}c_0+ct,$$

$$c_0:=[\epsilon (0)]^1>0,$$

and

$$\epsilon (t)\frac{1}{c_0+ct}.$$

Formula (2.2) follows from the foregoing inequality.

Consider the problem

$$Bw+\epsilon (t)wF=0,F:=A^{}f=By.$$
(2.3)
Since $`B0`$ and $`\epsilon (t)>0`$, the solution $`w(t)`$ of (2.3) exists, is unique and admits the estimate

$$w(B+\epsilon (t))^1F\frac{F}{\epsilon (t)}.$$
(2.4)
If $`F=A^{}f,`$ then (see Remark 2.3 below) one gets:

$$w(B+\epsilon (t))^1F=(B+\epsilon (t))^1A^{}f\frac{f}{2\epsilon ^{\frac{1}{2}}(t)}.$$
(2.4’)
Differentiate (2.3) with respect to $`t`$ (this is possible by the implicit function theorem) and get

$$[B+\epsilon (t)]\dot{w}=\dot{\epsilon }w,\dot{w}\frac{|\dot{\epsilon }|}{\epsilon }w\frac{|\dot{\epsilon }(t)|}{\epsilon ^2(t)}F,$$
(2.5)
where (2.4) was used.

Using (2.4’) yields:

$$\dot{w}\frac{|\dot{\epsilon }|}{\epsilon }w\frac{|\dot{\epsilon }(t)|}{2\epsilon ^{\frac{3}{2}}(t)}f.$$
(2.5’)
Denote

$$z(t):=u(t)w(t).$$
(2.6)
Subtract (2.3) from (1.3) (with $`F`$ in place of $`F_\delta `$) and get

$$\dot{z}=\dot{w}[B+\epsilon (t)]z,z(0)=u_0w(0).$$
(2.7)
Multiply (2.7) by $`z(t)`$ and get

$$(\dot{z},z)=(\dot{w},z)(Bz,z)\epsilon (t)(z,z).$$
(2.8)
Denote

$$z(t):=g(t)$$
(2.9)
Then the inequality $`(Bz,z)0`$ and equation (2.8) imply:

$$g\dot{g}\dot{w}g\epsilon (t)g^2.$$
(2.10)
Because $`g0`$, it follows from (2.10) and (2.5’) that

$$\dot{g}f\frac{|\dot{\epsilon }(t)|}{2\epsilon ^{\frac{3}{2}}(t)}\epsilon (t)g(t),g(0)=u_0w_0,$$
(2.11)
so

$$g(t)e^{_0^t\epsilon (s)𝑑s}\left[g(0)+_0^te^{_0^\tau \epsilon (s)𝑑s}\frac{|\dot{\epsilon }(\tau )|}{2\epsilon ^{\frac{3}{2}}(\tau )}𝑑\tau f\right].$$
(2.12)
Assumption (1.4) (the last one in (1.4)) and (2.12) imply (use L’Hospital’s rule) that

$$u(t)w(t):=g(t)0\text{ as }t+\mathrm{}.$$
(2.13)
The existence of the global solution to (1.3) is obvious since equation (1.3) is linear and the operator $`B`$ is bounded.

To prove (1.6) it is sufficient to prove that

$$w(t)y0\text{ as }t\mathrm{}.$$
(2.14)
Indeed, if (2.14) holds then (2.13) and (2.14) imply:

$$u(t)yu(t)w(t)+w(t)y0\text{ as }t\mathrm{}.$$
(2.15)
We now prove (2.14). One has:

$$w(t)y=_0^m\frac{\lambda }{\lambda +\epsilon (t)}𝑑E_\lambda y_0^m𝑑E_\lambda y=_0^m\frac{\epsilon (t)}{\lambda +\epsilon (t)}𝑑E_\lambda y.$$
(2.16)
Thus

$$w(t)y=\varphi (\epsilon (t),y),$$
(2.17)
where $`\varphi (\epsilon ,y):=\varphi (\epsilon )`$ is as defined in (1.7). Since $`B`$ is injective, the point $`\lambda =0`$ is not an eigenvalue of $`B`$. Therefore

$$\underset{\epsilon 0}{lim}\varphi (\epsilon )=0,$$
(2.18)
by the Lebesgue dominant convergence theorem.

Thus (2.14) follows and Theorem 1.1 is proved. $`\mathrm{}`$

### 2.2 Proof of Theorem 1.2

The proof is quite similar to the above, so we indicate only the new points. Equation (2.3) is now replaced by the equation

$$Bw+\epsilon (t)wF_\delta =0.$$
(2.19)
Estimates (2.4), (2.4’), (2.5), (2.5’) and (2.13) hold with $`F_\delta `$ and $`f_\delta `$ in place of $`F`$ and $`f,`$ respectively. The main new point is the estimate of $`w(t)y`$:

$`w(t)y=`$ $`{\displaystyle _0^m}{\displaystyle \frac{dE_\lambda F_\delta }{\lambda +\epsilon (t)}}{\displaystyle _0^m}𝑑E_\lambda y`$
$`=`$ $`{\displaystyle _0^m}{\displaystyle \frac{dE_\lambda (F_\delta F)}{\lambda +\epsilon (t)}}+\varphi (\epsilon (t))`$
$`\varphi (\epsilon (t))+{\displaystyle \frac{\delta }{2\epsilon ^{\frac{1}{2}}(t)}},`$ (2.20)
where $`ff_\delta \delta `$ and estimate (2.4’) was used.

If $`\beta (\delta )`$ is the minimizer of the function (1.8), then

$$h(\beta (\delta ),\delta ):=\eta (\delta )0\text{ as }\delta 0;\beta (\delta )0\text{ as }\delta 0.$$
(2.21)
The latter relation in (2.21) holds because $`\varphi (\beta )0`$ as $`\beta 0`$.

Since $`\epsilon (t)0`$ as $`t\mathrm{}`$, one can find the unique $`t_\delta `$ such that

$$\epsilon (t_\delta )=\beta (\delta )0\text{ as }\delta 0.$$
(2.22)
Thus

$$w(t_\delta )y\eta (\delta )0\text{ as }\delta 0.$$
(2.23)
The function $`\eta (\delta )=\eta (\delta ,y)`$ depends on $`y`$ because $`\varphi (\epsilon )=\varphi (\epsilon ,y)`$ does (see formula (1.7)).

Combining (2.23), (2.13) and (2.15) one gets the conclusion of Theorem 1.2. $`\mathrm{}`$

###### Remark 2.1.

We also give a proof of (2.14) which does not use the spectral theorem.

From (2.3) one gets

$$Bx+\epsilon (t)x=\epsilon (t)y,x(t):=w(t)y.$$
(2.24)
Thus $`(Bx,x)+\epsilon (x,x)=\epsilon (y,x)`$. Since $`(Bx,x)0`$ and $`\epsilon >0`$, one gets

$$(x,x)|(y,x)|,x(t)y=\text{ const }<\mathrm{}.$$
(2.25)
Bounded sets in $`H`$ are weakly compact. Therefore there exists a sequence $`t_n\mathrm{}`$ such that

$$x_n:=x(t_n)x_{\mathrm{}},n\mathrm{}$$
(2.26)
where $``$ stands for the weak convergence. From (2.24) and (2.25) it follows that

$$Bx_n0,n\mathrm{}.$$
(2.27)
A monotone hemicontinuous operator is weakly closed. This claim, which we prove below, implies that (2.26) and (2.27) yield $`Bx_{\mathrm{}}=0`$. because $`B`$ is injective, $`x_{\mathrm{}}=0`$, that is, $`x(t_n)0`$. From (2.25) it follows that $`x(t_n)0`$ as $`n\mathrm{}`$, because $`(y,x(t_n))0`$ as $`n\mathrm{}`$, due to $`x(t_n)0`$. By the uniqueness of the limit, one concludes that $`\underset{t\mathrm{}}{lim}x(t)=0`$, which is (2.14).

Let us now prove the claim.

We wish to prove that $`x_nx`$ and $`Bx_nf`$ imply $`Bx=f`$ provided that $`B`$ is monotone and hemicontinuous. The monotonicity implies $`(Bx_nB(x\epsilon p),x_nx+\epsilon p)0`$ for all $`\epsilon >0`$ and all $`pH`$. Take $`\epsilon 0`$ and use hemicontinuity of $`B`$ to get $`(fBx,p)0`$$`pH`$. Take $`p=fBx`$ to obtain $`Bx=f`$, as claimed. $`\mathrm{}`$

The above argument uses standard properties of monotone hemicontinuous operators .

###### Remark 2.2.

In (2.23) $`\eta (\delta )=O(\delta ^{\frac{2}{3}})`$ is independent of $`y`$ if $`y`$ runs through a set $`S_a:=S_{a,R}:=\{y:y=B^ah,hR\}`$, where $`R>0`$ is an arbitrary large fixed number and $`a1.`$ If $`0<a<1,`$ then $`\eta (\delta )=O(\delta ^{\frac{2a}{2a+1}}),`$ as $`\delta 0,`$ and this estimate is uniform with respect to $`yS_{a,R}`$.

Consider, for example, the case $`a1.`$ If $`y=B^ah`$, then $`\varphi (\epsilon )`$ in (2.2) can be chosen for all $`yS_{a,R}`$ simultaneously. Using (1.7), one gets:

$$\varphi (\epsilon )=\epsilon \underset{hR}{sup}_0^m\frac{\lambda ^a}{\lambda +\epsilon }𝑑E_\lambda h\epsilon m^{a1}R,$$

where $`a1`$ and $`\epsilon `$ is positive and small. For a fixed $`\delta >0`$ one finds the minimizer $`\epsilon (\delta )=O(\delta ^{\frac{2}{3}})`$ of the function $`\frac{\delta }{2\epsilon ^{\frac{1}{2}}}+\epsilon m^{a1}R`$ and the minimal value $`\eta (\delta )`$ of this function is $`O(\delta ^{\frac{2}{3}})`$ .

If $`B`$ is compact, then the condition $`yS_a`$ means that $`y`$ belongs to a compactum which is the image of a bounded set $`hR`$ under the map $`B^a`$.

The case $`0<a<1`$ is left to the reader. It can be treated by the method used above.

###### Remark 2.3.

It can be checked easily that

$$A(A^{}A+ϵI)^1=(AA^{}+ϵI)^1A.$$

This implies

$$(B+ϵI)^1A^{}f^2=((b+ϵI)^2bf,f):=J,$$

where $`B:=A^{}A`$ and $`b:=AA^{}0.`$

Thus,

$$J=_0^ms(s+ϵ)^2d(e_sf,f)\frac{1}{4ϵ}f^2,$$

where $`e_s`$ is the resolution of the identity corresponding to the selfadjoint operator $`b`$. Therefore one gets the following estimate:

$$(B+ϵI)^1A^{}f\frac{1}{2\sqrt{ϵ}}f.$$

This estimate was used to obtain estimates (2.4’) and (2.5’). For example, estimate (2.4) was replaced by the following one:

$$(B+ϵI)^1F\frac{1}{2ϵ^{\frac{1}{2}}}f,$$
(2.4’)
and (2.5) can be replaced by the estimate:

$$\dot{w}\frac{|\dot{\epsilon }|}{\epsilon }w\frac{|\dot{\epsilon }(t)|}{2\epsilon ^{3/2}(t)}f.$$
(2.5’)
These estimates were used to improve the estimate for $`\eta (\delta )`$ in the previous remark.

Estimate (2.4’) was used by a suggestion of a referee. The author thanks the referee for the suggestion.

In fact, one can prove a stronger estimate than (2.4’), namely $`wy`$. Indeed, multiply (2.3) by $`wy`$, use the nonnegativity of $`B`$ and positivity of $`ϵ`$ and get $`(w,wy)0`$. Thus $`w^2wy`$, and the desired inequality $`wy`$ follows.

Appendix. Let us give an alternative proof of Theorem 1.2. Let $`u_\delta (t)`$ solve (1.3), $`u(t)`$ solve (1.3) with $`F_\delta `$ replaced by $`F`$, and $`u_\delta (t)`$ and $`u(t)`$ satisfy the same initial condition. Denote $`w_\delta :=u_\delta (t)u(t)`$ and let $`w_\delta :=g_\delta (t)`$. One has:

$$\dot{w}_\delta =[Bw_\delta +\epsilon (t)w_\delta h_\delta ],w_\delta (0)=0,$$

where $`h_\delta :=F_\delta F`$, $`h_\delta <\sqrt{m}\delta :=c\delta `$. Multiply the above equation by $`w_\delta `$ in $`H`$, use the inequality $`B0`$ and get

$$\dot{g}_\delta ϵ(t)g_\delta +c\delta .$$

Since $`g_\delta (0)=0`$, this implies:

$$g_\delta (t)c\delta \mathrm{exp}[_0^tϵ(s)𝑑s]_0^t\mathrm{exp}[_0^pϵ(s)𝑑s]𝑑pc\frac{\delta }{ϵ(t)}.$$

Thus

$$u_\delta (t)yu_\delta (t)u(t)+u(t)yc\frac{\delta }{ϵ(t)}+a(t),$$

where $`a(t):=u(t)y0`$ as $`t\mathrm{}.`$ Define $`t_\delta `$ as the minimal minimizer of the following function of $`t`$ for a fixed $`\delta >0`$:

$$c\frac{\delta }{ϵ(t)}+a(t)=min:=\mu (\delta ).$$

Since $`a(t)0`$ and $`ϵ(t)0`$ as $`t\mathrm{},`$ one concludes that the minimal minimizer $`t_\delta \mathrm{}`$ as $`\delta 0`$ and $`\mu (\delta )0`$ as $`\delta 0`$. Theorem 1.2 is proved $`\mathrm{}`$.