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# Lorentz Symmetry Violation and Acceleration in Relativistic Shocks

## Introduction

Understanding the origin of the highest-energy cosmic-ray events (in the region $`E10^{20}eV`$) remains a major scientific challenge, both from the point of view of acceleration and from that of propagation. Models of ultra-high energy (UHE) cosmic-ray acceleration seem to be confronted to problems in explaining the highest-energy cosmic-ray events, mainly due to the forces (magnetic fields) and source sizes required. Synchrotron radiation (up to $`TeV`$ photons from $`10^{19}eV`$ protons) plays a crucial role, as energy losses prevent protons from reaching higher energies. The theory of synchrotron radiation by electrons can be found in guin65  and blum70  . Rescaling parameters to replace the electron by a proton, we get a Larmor frequency $`\nu _{Lp}=eB(2\pi m_pc)^1`$ where $`e`$ is the electron charge, $`B`$ the magnetic field, $`c`$ the speed of light and $`m_p`$ the proton mass. The characteristic frequency of synchrotron radiation is then: $`\nu _{SRp}=3/2\nu _{Lp}E^2(m_pc^2)^2`$ where $`E`$ is the proton energy. The basic mechanism can be described as follows: the proton is accelerated by the absorption of virtual photons but, for kinematical reasons, it becomes less and less stable under the action of the magnetic field. This is due to the dominance of longitudinal energy in the high-energy relation between $`E`$ and $`p`$ (momentum):

$$Epc+m_p^2c^3(2p)^1$$
(1)
As energy increases, the mass term $`m_p^2c^3(2p)^1`$ decreases linearly and it costs less and less energy to split the energy-momentum quadrivector of the accelerated proton, allowing it to decay into a slower proton plus a longitudinally emitted photon. As pointed out in gon00  , Lorentz symmetry violation at the Planck scale can dramatically change the kinematical balance for this phenomenon and prevent synchrotron radiation emission by UHE protons in astrophysical sources.

## Deformed relativistic kinematics (DRK)

An example of LSV (Lorentz symmetry violation) pattern is given by QDRK (quadratically deformed relativistic kinematics, gon97a ). DRK is formulated in the vacuum rest frame (VRF), an ”absolute local rest frame” expected to be close to that suggested by cosmic microwave background radiation. There, the QDRK relation between energy and momentum in the region $`h(2\pi a)^1pmc`$ where $`h`$ is the Planck constant and $`a`$ the fundamental length, is given by gon97b :

$$Epc+m^2c^3(2p)^1pc\alpha (ka)^2/2$$
(2)
$`\alpha `$ being a model-dependent constant, in the range $`0.10.01`$ for full-strength violation of Lorentz symmetry at the fundamental length scale. LSV becomes phenomenologically significant above $`E_{trans}\pi ^{1/2}h^{1/2}(2\alpha )^{1/4}a^{1/2}m^{1/2}c^{3/2}`$, when the very small deformation $`\mathrm{\Delta }E=pc\alpha (ka)^2/2`$ dominates over the mass term $`m^2c^3(2p)^1`$ and modifies all kinematical balances. Such a threshold for new physics corresponds to $`10^{20}eV`$ for $`m`$ = proton mass and $`\alpha a^210^{72}cm^2`$ (f.i. $`\alpha 10^6`$ and $`a`$ = Planck length), and to $`E10^{18}eV`$ for $`m`$ = pion mass and $`\alpha a^210^{67}cm^2`$ (f.i. $`\alpha 0.1`$ and $`a`$ = Planck length).

Assuming $`c`$ and $`\alpha `$ to be universal, and the earth to move slowly with respect to the VRF, unstable particles with at least two stable particles in the final states of all their decay channels become stable at very high energy. Above $`E_{trans}`$, the lifetimes of all unstable particles (e.g. the $`\pi ^0`$ in cascades) become much longer than predicted by relativistic kinematics gon97a  and are expected to produce significant signatures gon97b  . Then, for instance, the neutron or even the $`\mathrm{\Delta }^{++}`$ can be suitable candidates for the primaries of the highest-energy observed cosmic-ray events. If $`c`$ and $`\alpha `$ are not exactly universal, many different scenarios are possible concerning the stability of ultra-high energy particles gon97c  . Similarly, the allowed final-state phase space of two-body collisions is strongly reduced at very high energy, leading gon97d  to a sharp fall of partial and total cross-sections for incoming cosmic-ray energies above $`E_{lim}(2\pi )^{2/3}(E_Ta^2\alpha ^1h^2c^2)^{1/3}`$, where $`E_T`$ is the target energy.

### DRK prevents synchrotron radiation at ultra-high energy

Assuming $`\alpha `$ to be positive (otherwise LSV would lead to spontaneous decays at ultra-high energy gon97c  ) , it costs more and more energy to split the incoming longitudinal momentum as energy increases above $`E_{trans}`$.

A rough example of the effect of DRK can be given as follows. If relativistic kinematics applies, a UHE proton with energy-momentum $`[pc+m^2c^3(2p)^1,p]`$ can emit in the longitudinal direction a photon with energy $`(ϵ,ϵc^1)`$ if, for instance, it absorbs an energy $`\delta Em^2c^2p^2ϵ/2`$ . This expression for $`\delta E`$ falls quadratically with the incoming energy. With QDRK and above $`E_{trans}`$ , we get instead $`\delta E3\alpha ϵ(ka)^2/2`$ , quadratically rising with proton energy. At high enough energy, the proton can no longer emit synchrotron radiation apart from (comparatively) very small energy losses. We therefore expect protons to be accelerated to higher energies in the presence of Lorentz symmetry violation.

## UHE pion photoproduction

It has been suggested wax99  that, in reverse shocks, protons accelerated to energies $`10^{20}eV`$ collide with ambient photons producing, in the kinematical region where the center of mass energy corresponds to the $`\mathrm{\Delta }^+`$ resonance, charged pions with about 20$`\%`$ of the initial proton energy. These pions subsequently decay into muons and muon neutrinos ($`\pi ^+\mu ^++\nu _\mu `$). Muons decay later into electrons, electron neutrinos and muon antineutrinos ($`\mu ^+e^++\nu _e+\overline{\nu }_\mu `$). The authors infer from this analysis that it may be possible, in forthcoming very large volume experiments on earth, to observe UHE neutrinos from gamma-ray bursts.

It should be noticed, however, that, beacuse of Lorentz dilation, the lifetime for the first decay at pion energy $`2.10^{19}eV`$ is $`3000s`$ . Furtermore, the muon lifetime at $`10^{19}eV`$ is $`10^5s`$ . These time scales are longer than those of gamma-ray bursts. But the situation, for pion photoproduction and decay, may be considerably worsened by LSV gon00  . For $`\alpha a^2>10^{72}cm^2`$ in the above proposed QDRK pattern, the lifetime of a $`10^{20}eV`$ $`\mathrm{\Delta }^+`$ is modified by QDRK and gets much longer. The allowed final phase state for the reaction: $`p+\gamma p+X`$ where $`X`$ is any particle or set of particles, becomes more and more restricted (see gon97d ) and allows for a less and less significant energy loss by the incoming UHE proton. Therefore, the QDRK scenario tends to preserve UHE protons and to strongly inhibit pion photoproduction by such protons (in agreement with data above the GZK cutoff), as well as subsequent decays. Furthermore, as previously stated, the pion lifetime becomes much longer than expected from special relativity.

## Neutrino physics

Therefore gon00  , with QDRK, UHE neutrino production from protons accelerated to UHE in relativistic shocks would be inhibited by the phenomenon we just described. If $`\alpha a^2>10^{70}cm^2`$ , the $`\mathrm{\Delta }^+`$ resonance becomes stable at $`E10^{20}eV`$ (up to a very small tail) with respect to the $`ne^+\nu _\mu \overline{\nu }_\mu \nu _e`$ decay channel, up to a small resonance tail to be discussed in terms of the reaction $`p+\gamma p+X`$ .

As QDRK makes the velocity $`v=dE/dp`$ of massless particles energy-dependent gon97a  , the arrival time on earth of photons or neutrinos produced in a single burst is expected to depend on the particle energy. But, contrary to the claim presented in el99  , it follows from the above considerations that observing UHE neutrinos from gamma-ray bursts for QDRK with $`\alpha a^2>10^{72}cm^2`$ would be much more difficult (if at all possible) than naively expected from the Waxman-Bahcall model.

## Concluding remarks

Lorentz symmetry violation is not an ”exotic” issue. From a strictly scientific point of view, it is much more arbitrary to assume that special relativity holds up to Planck scale than to accept the simple idea presented in this paper, i.e. that we should expect it to be violated at the fundamental length scale. No consistent quantum field theoretical scheme incorporating gravitation can prevent Lorentz symmetry violation at the Planck scale, whereas deformed Lorentz symmetry appears to be consistent with all basic principles of quantum field theory. As a consequence, the implications of deformed Lorentz symmetry cannot be ignored when considering acceleration to ultra-high energy in relativistic shocks.

QDRK is a rather soft LSV scenario, as it implies a $`10^{16}`$ factor between LSV at the $`10^{20}eV`$ scale and LSV at the Planck scale. Even so, it leads to very important effects ont the basic mechanisms of UHE cosmic-ray acceleration and propagation, and can completely change all existing phenomenological predictions. The fact that a very small LSV can lead to observable experimental effects makes, potentially, the study of UHE cosmic rays a powerful and unique microscope directly focused on Planck-scale physics. The main drawback, by now, is that the LSV parameters remain strongly model-dependent and require a more precise dynamical scenario. However, phenomenological studies excluding models and values of parameters are already possible and can be particularly fruitful in connexion with the forthcoming UHE cosmic-ray experiments (AUGER, satellite experiments… NAG ).


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# Bethe Approximation for Self-Interacting Lattice Trees

## Abstract

In this paper we develop a Bethe approximation, based on the cluster variation method, which is apt to study lattice models of branched polymers. We show that the method is extremely accurate in cases where exact results are known as, for instance, in the enumeration of spanning trees. Moreover, the expressions we obtain for the asymptotic number of spanning trees and lattice trees on a graph coincide with analogous expressions derived through different approaches. We study the phase diagram of lattice trees with nearest-neighbour attraction and branching energies. We find a collapse transition at a tricritical $`\theta `$ point, which separates an expanded phase from a compact phase. We compare our results for the $`\theta `$ transition in two and three dimensions with available numerical estimates. PACS numbers: 5.70.Fh, 36.20.Ey, 64.60.Cn

The statistical properties of polymers have been one of the great challenges of statistical physics in the last decades. A great understanding has been gained for the case of linear polymers, thanks to the simple but instructive description in terms of self-avoiding walks (SAWs) on a lattice, which is in turn amenable to many different treatments, ranging from Monte Carlo simulations to exact enumerations, from mapping to the $`O(n=0)`$ spin model to field theoretical formulations. Less is known about the behaviour of branched polymers (BPs). In lattice statistical mechanics BPs can be efficiently modelled by lattice animals, i.e. by connected clusters of bonds. Analogously to linear polymers, BPs in solution can display a dense and a diluted phase, depending on temperature and quality of the solvent. The collapse transition occurs at the so called $`\theta `$ point and in recent years has attracted a lot of attention, both for linear  and branched polymers.

Recently, a variational approach based on the cluster variation method (CVM) has been introduced for linear polymers, giving results in good agreement with the best numerical simulations in many situations: dense polymers (i.e. Hamiltonian Walks), diluted and self-interacting ones. The CVM  is a closed form approximation, which finds wide applications in accurate investigations of the phase diagram of lattice spin systems . It is based on the minimisation of a variational free energy which is obtained by truncating the lattice cumulant expansion of the entropy . The largest clusters considered in the expansion determine the “order” of the approximation and are named maximal clusters. For example, standard mean-field and Bethe approximations are recovered by considering as maximal clusters respectively single sites and nearest-neighbours pairs. Most of the present knowledge about the phase behaviour of BPs has been gained through numerical approaches such as Monte Carlo simulations, exact enumerations or transfer matrix techniques (for an exception see, e.g., ref. ). The possibility to extend to BPs the CVM scheme becomes therefore extremely appealing.

In the present paper we introduce a CVM based variational approximation for lattice trees (LTs), that is lattice animals containing no closed loops. We show that the method performs very well when compared to situations where exact results are known as, for instance, in the case of the enumeration of spanning trees on a lattice. We then use it to explore the phase behaviour of LTs with branching energies and nearest-neighbour attractive interaction between non bonded monomers, in different energy and temperature regimes.

Let us make first a rather important technical remark about our method. Being self-avoiding, LTs face strong non-local constraints on the lattice (neighbouring sites can be occupied by monomers that are extremely far apart on the tree). This is a serious problem when dealing with local approximations such as the CVM. In order to partially overcome this difficulty, we have introduced an intrinsic direction on each edge of a lattice tree, which can be visualised with an arrow. Each occupied site of the lattice is therefore characterised by a certain number of incoming edges (input edges) and by a certain number of outgoing edges (output edges). To ensure that the tree does not form loops we have required that (i) sites with no outputs occur with probability 0 in the thermodynamic limit and (ii) all other occupied sites have exactly one and only one output. It is important to underline that conditions (i) and (ii) uniquely determine the orientation of the arrows on a given LT, so that the descriptions in terms of oriented LTs and non oriented LTs are equivalent. The advantage for our purposes is that we are able in this way to exclude configurations with an inner loop (which is a kind of long range constraint) by means of a local variable (the orientation of the arrow on each occupied bond).

Within the CVM scheme, the Bethe approximation is obtained by choosing nearest neighbour (NN) pairs as maximal clusters. For a homogeneous and isotropic model with only single site and NN pair interaction terms, the variational (reduced) free energy density has the form

$$\stackrel{~}{f}^{(B)}=\frac{\beta F^{(B)}}{N}=\frac{q}{2}\beta \mathrm{Tr}(\rho _{\mathrm{NN}}_{\mathrm{NN}})+\frac{q}{2}\mathrm{Tr}(\rho _{\mathrm{NN}}\mathrm{ln}\rho _{\mathrm{NN}})(q1)\mathrm{Tr}(\rho _{}\mathrm{ln}\rho _{}),$$
(1)
where $`q`$ is the coordination number of the lattice, $`\beta =1/k_BT`$ ($`k_B=1`$ from now on), $`_{\mathrm{NN}}`$ is the contribution of a generic NN pair to the Hamiltonian and $`\rho _{}`$ and $`\rho _{\mathrm{NN}}`$ are the site and NN pair density matrices, respectively. For classical models the density matrices are diagonal and their diagonal elements are the probability of the corresponding configurations. The free energy must be minimised with respect to the density matrices, which must satisfy the condition of normalisation to 1 and compatibility (that is, $`\rho _{}`$ must be obtainable from $`\rho _{\mathrm{NN}}`$ by a partial trace).

The first problem we deal with are spanning trees (STs). A ST visits all sites of a lattice and therefore STs can be seen as a special case (a subset) of LTs. In particular, STs are believed to model compact branched polymers. For the moment we are interested in estimating the total number $`𝒩_{ST}`$ of STs on a lattice. To leading order, this number should scale with the number of sites $`N`$ as $`𝒩_{ST}\mu _{ST}^N`$, where $`\mu _{ST}`$ is the so called connective constant. As the entropy per site $`s_{ST}`$ is given by $`s_{ST}=\mathrm{ln}\mu _{ST}`$ and there is no energy term, it follows that the reduced free energy per site $`\stackrel{~}{f}_{ST}`$ is simply related to the connective constant by $`\stackrel{~}{f}_{ST}=\mathrm{ln}\mu _{ST}`$. The value of $`\mu _{ST}`$ for a given graph is a non trivial number, which can anyway be calculated exactly. It is therefore an excellent starting point to test the accuracy of our method.

The configurations of a site and a NN pair are classified according to the number of edges attached to each site and they are reported schematically in fig. 1. In the following we will denote with $`s_i`$ the probability variable of a site configuration with $`i`$ occupied edges (e.g. for a square lattice $`i`$ takes values between $`1`$ and $`4`$) and with $`e_{ij}`$ the probability variable assigned to a disconnected pair having $`i`$ edges on one site and $`j`$ edges on the other site. Similarly we will denote with $`\stackrel{}{f}_{ij}`$ the probability variable of a connected pair with an intrinsic direction from the site with $`i`$ edges to the site with $`j`$ edges. The free energy (1) takes then the form

$$\stackrel{~}{f}_{ST}^{(B)}=\frac{q}{2}\left\{\underset{i,j=1}{\overset{q1}{}}m_e(i,j)e_{ij}\mathrm{ln}e_{ij}+2\underset{i=0}{\overset{q1}{}}\underset{j=1}{\overset{q1}{}}m_f(i,j)\stackrel{}{f}_{ij}\mathrm{ln}\stackrel{}{f}_{ij}\right\}(q1)\left\{\underset{i=1}{\overset{q}{}}m_s(i)s_i\mathrm{ln}s_i\right\}$$
(2)
where $`m_s(i)`$, $`m_e(i,j)`$ and $`m_f(i,j)`$ stand respectively for the multiplicity of site, disconnected pair and connected pair configurations (see fig. 1 for the actual values of $`m_s(i)`$, $`m_e(i,j)`$ and $`m_f(i,j)`$). The factor $`2`$ in front of the contribution from the connected pairs configurations arises from the degeneracy associated with the direction of the arrow. In writing equation (2), moreover, we have implicitly assumed translational invariance in the system, a condition which in the thermodynamic limit is fulfilled. The normalisation and compatibility conditions on the density matrices can be written respectively as

$$\underset{i,j=0}{\overset{q1}{}}m_e(i,j)e_{ij}+2\underset{i=0}{\overset{q1}{}}\underset{j=1}{\overset{q1}{}}m_f(i,j)\stackrel{}{f}_{ij}=1$$
(3)
and

$`{\displaystyle \underset{j=1}{\overset{q1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{q1}{j}}\right)je_{ij}`$ $`=`$ $`s_i,i=1,\mathrm{}q1`$ (4)
$`{\displaystyle \underset{j=1}{\overset{q1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{q1}{j}}\right)j\stackrel{}{f}_{i1,j}`$ $`=`$ $`s_i,i=1,\mathrm{}q`$ (5)
$`{\displaystyle \underset{j=0}{\overset{q1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{q1}{j}}\right)\stackrel{}{f}_{j,i1}`$ $`=`$ $`s_i,i=2,\mathrm{}q.`$ (6)
Conditions (4) assures that single site and pair probability variables are defined consistently, so that by summing over all allowed configurations of one site of a pair, one should recover the probability $`s_i`$ associated to a single site configuration. Our problem is then to find the minimum of the CVM free energy $`\stackrel{~}{f}_{ST}^{(B)}`$ subject to the above constraints. In general this problem can be easily dealt with numerically with the help of an algorithm named numerical iteration method . In this special case of spanning trees enumeration however one can first guess on the basis of numerical results and then verify by direct substitution that the solution takes the analytical form $`s_i={\displaystyle \frac{(q2)^{qi}}{q(q1)^{q1}}}`$, $`e_{ij}={\displaystyle \frac{q}{q2}}s_is_j`$, $`\stackrel{}{f}_{ij}=s_{i+1}s_{j+1}`$, which gives for the reduced free energy

$$\stackrel{~}{f}_{ST}^{(B)}=\frac{(q2)\mathrm{ln}\left[q(q2)\right]2(q1)\mathrm{ln}(q1)}{2}$$
(7)
from which one can derive the connective constant $`\mu _{ST}^{(B)}=\mathrm{exp}(\stackrel{~}{f}_{ST}^{(B)})`$.

It is interesting to remark that the same result for the reduced free energy (7) can be obtained by exploiting the well-known relation between STs and the the $`Q`$-state Potts model . Indeed by applying the same approximation scheme to the Potts model and then taking the $`Q0`$ limit of the reduced free energy density calculated in $`\beta =\mathrm{ln}(1+Q^\alpha )`$, where $`\beta `$ denotes the Potts coupling divided by $`k_BT`$ and $`0<\alpha <1`$, one recovers expression (7).

Actually, the exact number of STs on a $`d`$-dimensional hypercubic lattice can be computed exactly . The entropy is the logarithm of this number and, in the thermodynamic limit $`N\mathrm{}`$, the entropy per site is

$$s_{ST}=\frac{1}{(2\pi )^d}_0^{2\pi }𝑑k_1\mathrm{}_0^{2\pi }𝑑k_d\mathrm{ln}\left(2d2\underset{i=1}{\overset{d}{}}\mathrm{cos}(k_i)\right)$$
(8)
The large $`d`$ expansion of (8) is

$$s_{ST}=\mathrm{ln}(2d)\frac{1}{4d}\frac{3}{8d^2}+o\left(\frac{1}{d^3}\right)$$
(9)
Expanding (7) for large $`q`$ we get

$$s_{ST}^{(B)}=\mathrm{ln}q\frac{1}{2q}\frac{1}{2q^2}+o\left(\frac{1}{q^3}\right)$$
(10)
With $`q=2d`$ the first three terms (the logarithm, the vanishing constant and the first power of $`1/d`$) coincide.

In fig. 2 we show a comparison between $`s_{ST}^{(B)}`$ and the exact result $`s_{ST}`$, which indicates that the accuracy of the approximation is rather good. This check is of utmost importance. Indeed, the CVM is an approximation on the entropy estimate of the system. Having an extremely good approximation of the entropy gives confidence in more complicated situations where energies are introduced into the model. The probability $`p_i`$ that a randomly chosen site is connected to $`i`$ nearest-neighbour sites can also be calculated exactly for STs on the square lattice. The result is $`p_10.29454`$, $`p_20.44699`$, $`p_30.22239`$ and $`p_40.03608`$, which agree quite well with the values we obtain within our approximation ($`p_i=m_s(i)s_i`$), i.e. $`p_10.29630`$, $`p_20.44444`$, $`p_30.22222`$ and $`p_40.03704`$.

As a further test, we have considered the case of directed spanning trees (DSTs) in $`d`$ dimensions, where the exact result is known and it is simple. In this case a preferred direction along a lattice diagonal is chosen and all edges must have a positive component along this direction. This means that the output at each site is restricted to $`d`$ possible directions. Moreover the output direction in the bulk of the system can be chosen independently one site from the other, as by construction loops cannot be formed. The number of DSTs is therefore $`𝒩_{DST}d^N`$ (neglecting boundary terms). We have studied DSTs within our framework, selecting among all the single site and pair configurations for STs only those allowed by the directedness constraint (for instance, the number of single site configurations with $`i`$ edges is $`m_s(i)=d\left(\begin{array}{c}d\\ i1\end{array}\right)`$ for DSTs, as compared to $`m_s(i)=i\left(\begin{array}{c}2d\\ i\end{array}\right)`$ for STs). Similarly to the ST case, we have then written a variational free energy from (1). Minimising it numerically (subject to proper constraints), we have indeed verified that the exact result is recovered, i.e. $`\mu _{DST}^{(B)}=d`$.

In order to test the consistency of the scheme, we have studied the case of spanning trees with energies depending on the number of branchings at each site. To this end we have assigned a reduced energy penalty $`E_i`$ to each site with $`i`$ branches. In the limit $`E_1\mathrm{}`$ (and $`E_i=0`$ for $`i>1`$) tips are not allowed, so that one should recover the case of space filling self-avoiding walk, i.e. Hamiltonian walks (HWs). We have verified that in fact when $`E_1\mathrm{}`$ the only configuration which have a non zero weight are those of a linear polymer. The resulting entropy moreover coincides with that of HWs in the Bethe approximation . Our Bethe approximation suggests a smooth crossover from STs to HWs, with no sign of discontinuity in the free energy. We have also verified, in the case $`q=4`$, that the HW limit can be reached by sending simultaneously $`E_3`$ and $`E_4`$ to infinity, thus forbidding the occurrence of branchings.

We now turn to the problem of LT collapse. Just as for linear polymers, the collapse transition is driven by an attractive interaction $`\beta `$ between nearest neighbour contacts***A contact is defined as a pair of nearest neighbour vertices of the tree which are not linked by an edge. The partition function of the so called t-model reads

$$Z_N=\underset{c0}{}t_N(c)e^{\beta c}$$
(11)
where $`t_N(c)`$ denotes the number of trees with $`N`$ sites and $`c`$ contacts. Introducing a monomer fugacity $`z`$, the grand canonical partition function reads therefore

$$𝒵=\underset{N=1}{\overset{\mathrm{}}{}}\underset{c0}{}z^Nt_N(c)e^{\beta c}$$
(12)
where the first sum is over all possible number of sites in the tree. We then proceed analogously to the ST case and write a pair approximation for the free energy of the system as

$`\stackrel{~}{f}_{LT}^{(B)}=`$ $`\mathrm{ln}z{\displaystyle \underset{i=1}{\overset{q}{}}}m_s(i)s_i+{\displaystyle \frac{q}{2}}\beta {\displaystyle \underset{i,j=1}{\overset{q1}{}}}m_e(i,j)e_{ij}+`$ (14)
$`{\displaystyle \frac{q}{2}}\left\{{\displaystyle \underset{i,j=0}{\overset{q1}{}}}m_e(i,j)e_{ij}\mathrm{ln}e_{ij}+2{\displaystyle \underset{i=0}{\overset{q1}{}}}{\displaystyle \underset{j=1}{\overset{q1}{}}}m_f(i,j)\stackrel{}{f}_{ij}\mathrm{ln}\stackrel{}{f}_{ij}\right\}(q1)\left\{{\displaystyle \underset{i=0}{\overset{q}{}}}m_s(i)s_i\mathrm{ln}s_i\right\}`$
where the symbols $`s_i`$, $`e_{ij}`$, $`\stackrel{}{f}_{ij}`$ have similar meanings as in eq. (2) (note that contrary to eq. (2) the possibility of an empty site must be considered in eq. (14)). The stable phase at given $`\beta `$ and $`z`$ is obtained by minimising the free energy $`\stackrel{~}{f}_{LT}^{(B)}`$ subject to normalisation and consistency conditions on the probability variables (see previous discussion for STs). In this case it is not possible to express the solution in a simple, analytical form and one has to fully resort to numerical methods, e.g. the natural iteration method .

We report the complete phase diagram for $`d=3`$ in fig. 3, as a function of $`z`$ and $`\beta `$. There are two distinct phases: a zero density phase, where the average number of edges in a tree is finite, and a finite density phase, where instead this number is infinite. These two phases are separated by a transition line $`z_c(\beta )`$ which could either be first order (corresponding to a finite jump in density) or second order (corresponding to a continuous change in density). The tricritical point where the two lines merge is the $`\theta `$ point, $`\beta _\theta `$, i.e. the point where the collapse transition of the LT occurs. The structure of the infinite LT along the line $`z_c(\beta )`$ is expanded for $`\beta <\beta _\theta `$ and compact for $`\beta >\beta _\theta `$. We obtain $`\beta _\theta 0.406`$ in $`d=2`$ and $`\beta _\theta 0.224`$ in $`d=3`$. Recent estimates from extensive Monte Carlo simulations on the collapse of lattice trees yield the values $`\beta _\theta =0.699\pm 0.052`$ and $`\beta _\theta =0.346\pm 0.017`$, respectively in $`d=2`$ and $`d=3`$.

The phase diagram for LTs appears to be identical to the one for SAWs (see e.g. fig. 2 in ), except for a rescaling of the fugacity $`z`$ by a factor $`\left({\displaystyle \frac{q1}{q2}}\right)^{q2}`$. In particular the numerical values $`\beta _\theta `$ of the collapse transition of the polymers coincide and, in both cases, $`z_c`$ does not depend on $`\beta `$, as long as $`\beta <\beta _\theta `$. This similarity is an intriguing result for which at the moment we don’t have any plausible explanation. We have also investigated a generalisation of the partition function (11) by including an energy term $`E_1`$ which penalises configurations with tips. At any given $`E_1`$ the phase diagram in $`\beta `$ and $`z`$ shares similar features with the phase diagram for LTs or SAWs. The difference is just restricted to a scale factor in $`z`$ which is determined by the value of $`E_1`$. This means in particular that the value of $`\beta _\theta `$ does not depend on $`E_1`$, at least at this level of the approximation. Similarly to the ST case, we have also verified that in the limit $`E_1\mathrm{}`$, where tips are not allowed, the phase diagram of a linear polymer is recovered.

It is interesting to remark that in the special case $`\beta =0`$ we numerically obtain for the connective constant of a LT $`\mu _{LT}=z_c(0)^1`$ a result which agrees with the analytical expression

$$\mu _{LT}^{(B)}=\frac{(q1)^{(q1)}}{(q2)^{(q2)}}$$
(15)
This expression was indeed derived in  by studying LTs on a Bethe lattice with coordination number $`q`$ and specializes to $`\mu _{LT}^{(B)}=6.75`$ for $`q=4`$ and $`\mu _{LT}^{(B)}=12.21`$ for $`q=6`$. The most accurate numerical estimates for the connective constant of $`LTs`$ are $`\mu _{LT}5.14`$ for the square lattice and $`\mu _{LT}10.50`$ for the cubic lattice.

In summary, we have introduced a novel variational technique to investigate the behaviour of branched polymers. It is based on the cluster variation method with nearest neighbour pairs as maximal clusters. It can therefore be viewed as the natural formulation of the Bethe approximation for these systems and it provides the starting point on which systematic improvements can be made by applying the CVM recipe  to clusters larger than the NN pair (the first step being the plaquette). Also, it should be possible to deal with different branched polymer representations, such as weakly and strongly embedded lattice animals.

The method yields exact results in the trivial case of directed spanning trees and extremely accurate ones for the enumeration of spanning trees, where the exact result is still available. Introducing branching energies in the spanning tree problem we have shown that the Hamiltonian walk limit is correctly recovered. Finally, we have studied the collapse transition of branched polymers, obtaining estimates for the $`\theta `$ point which compare reasonably well with the most accurate simulations.

We thank A. Maritan for useful discussions. SL acknowledges EPSRC for financial support through a postdoctoral fellowship.

a Electronic address: Paolo.DeLosRios@unifr.ch
b Electronic address: lises@ic.ac.uk
c Electronic address: alex@athena.polito.it


text:
# Spectral functions and pseudogap in the 𝑡-𝐽 model

\[

## Abstract

We calculate spectral functions within the $`t`$-$`J`$ model as relevant to cuprates in the regime from low to optimum doping. On the basis of equations of motion for projected operators an effective spin-fermion coupling is derived. The self energy due to short-wavelength transverse spin fluctuations is shown to lead to a modified selfconsistent Born approximation, which can explain strong asymmetry between hole and electron quasiparticles. The coupling to long-wavelength longitudinal spin fluctuations governs the low-frequency behavior and results in a pseudogap, which at low doping effectively truncates the Fermi surface, in particular near the $`(\pi ,0)`$ point in the Brillouin zone.

\]

In recent years underdoped cuprates are in the center of experimental and theoretical investigation, offering possibly a clue to the understanding of anomalous normal state properties and the mechanism of superconductivity in these compounds. Here we concentrate on some experimental facts revealing the nature of quasiparticles (QP) and the pseudogap. Several quantities, in particular the uniform susceptibility, the Hall constant, the specific heat, show the (large) pseudogap scale $`T^{}`$ , consistent with the angle resolved photoemission (ARPES) revealing a hump at $`100`$ meV observed in Bi2Sr2CaCu2O2+δ (BSCCO) near the $`(\pi ,0)`$ momentum . At the same time QP dispersing through the Fermi surface (FS) are resolved by ARPES in BSCCO only in parts of the large FS, in particular along the nodal $`(0,0)`$-$`(\pi ,\pi )`$ direction, indicating that the rest of the large FS is either fully or effectively gaped. On approaching the optimal doping the $`T^{}`$ scale merges with $`T_c`$ and the large FS becomes well defined. All these phenomena are naturally associated with the antiferromagnetic (AFM) short-range order (SRO) in cuprates, since the scale $`T^{}`$ approaches the AFM exchange $`J`$ in undoped materials. This is less clear for the lower spin-gap scale $`T_{sg}`$ (not the subject here), not found in all cuprates.

While these facts allow for a qualitatively consistent scenario, the consensus on necessary prerequisites and moreover a satisfactory theoretical analysis are still missing. The renormalization group studies of the Hubbard model  indicate on the breakdown of the standard Fermi liquid and on the truncation of the FS. That such features also emerge from prototype models of correlated electrons has been confirmed in numerical studies of spectral functions in the Hubbard  and in the $`t`$-$`J`$ model , which both show the appearance of the pseudogap at low doping. Some aspects of the pseudogap have been found in the spin-fermion models  and studied phenomenologically in the Hubbard model .

Our aim is to capture these features within an analytical treatment of a single band model. In the following we show that an effective spin-fermion model can be derived via equations of motion (EQM) and dividing the coupling into short and long-wavelength spin fluctuations an approximation for the electron self energy can be found.

We study the planar $`t`$-$`J`$ model

$$H=\underset{i,j,s}{}t_{ij}\stackrel{~}{c}_{js}^{}\stackrel{~}{c}_{is}+J\underset{ij}{}(𝐒_i𝐒_j\frac{1}{4}n_in_j),$$
(1)
where we take into account possible longer range hopping, i.e., besides $`t_{ij}=t`$ for n.n. hopping also $`t_{ij}=t^{}`$ for n.n.n. neighbors on a square lattice. We evaluate the single-particle propagator in this model explicitly taking into account that fermionic operators are projected ones not allowing for the double occupancy of sites, e.g., $`\stackrel{~}{c}_{is}^{}=(1n_{i,s})c_{is}^{}`$.

We use EQM directly for projected operators  and represent them in variables appropriate for a paramagnetic metallic state with $`𝐒_i=0`$ and electron concentration $`n_i=c_e=1c_h`$,

$`[\stackrel{~}{c}_{𝐤s},H]`$ $`=`$ $`[(1{\displaystyle \frac{c_e}{2}})ϵ_𝐤^0Jc_e]\stackrel{~}{c}_{𝐤s}+{\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{𝐪}{}}\left(2J\gamma _𝐪+ϵ_{𝐤𝐪}^0\right)`$ (3)
$`\left[sS_𝐪^z\stackrel{~}{c}_{𝐤𝐪,s}+S_𝐪^{}\stackrel{~}{c}_{𝐤𝐪,s}{\displaystyle \frac{1}{2}}\stackrel{~}{n}_𝐪\stackrel{~}{c}_{𝐤𝐪,s}\right],`$
where $`ϵ_𝐤^0=4t\gamma _𝐤4t^{}\gamma _𝐤^{}`$ is the bare band energy on a square lattice and $`\gamma _𝐤=(\mathrm{cos}k_x+\mathrm{cos}k_y)/2`$, $`\gamma _𝐤^{}=\mathrm{cos}k_x\mathrm{cos}k_y`$.

EQM for $`\stackrel{~}{c}_{𝐤s}`$ can be used to construct approximations for the electron propagator $`G(𝐤,\omega )`$ , which can be represented as

$$G(𝐤,\omega )=\frac{\alpha }{\omega +\mu \zeta _𝐤\mathrm{\Sigma }(𝐤,\omega )},$$
(4)
where the renormalization $`\alpha =(1+c_h)/2`$ is a consequence of the projected basis, $`\mu `$ is the chemical potential, and $`\zeta _𝐤`$ is the ’free’ propagation term emerging from the EQM,

$$\zeta _𝐤=\frac{1}{\alpha }\{[\stackrel{~}{c}_{𝐤s},H],\stackrel{~}{c}_{𝐤s}^{}\}_+\overline{\zeta }=4\eta _1t\gamma _𝐤4\eta _2t^{}\gamma _𝐤^{},$$
(5)
where $`\eta _j=\alpha +𝐒_0𝐒_j/\alpha `$ and $`\overline{\zeta }`$ is a constant. The central quantity for further consideration is the self energy $`\mathrm{\Sigma }(𝐤,\omega )=C_{𝐤s};C_{𝐤s}^+_\omega ^{irr}/\alpha `$, where $`iC_{𝐤s}=[\stackrel{~}{c}_{𝐤s},H]\zeta _𝐤\stackrel{~}{c}_{𝐤s}`$, and only the ’irreducible’ part of the correlation function should be taken into account in the evaluation of $`\mathrm{\Sigma }`$. In finding an approximation for $`\mathrm{\Sigma }`$ we assume that we are dealing with the paramagnet with pronounced AFM SRO with the dominant wave vector $`𝐐=(\pi ,\pi )`$ and the AFM correlation length $`\xi >1`$ with corresponding $`\kappa =1/\xi `$. We first note that EQM, Eq. (3), naturally indicate on an effective coupling between fermions and spin degrees. However, the role of short-range and longer-range spin fluctuations is quite different.

In an undoped system AFM the spectral function of an added hole is quite well described within the selfconsistent Born approximation (SCBA) , where the strong hole-magnon coupling induced by the hopping $`t`$-term leads to a broad background representing the incoherent hopping and a narrow QP dispersion governed predominantly by $`J`$. If we assume as a starting point an undoped Néel state as well as $`J<t`$ EQM (3) directly reproduce the coupling equivalent to the holon-spin coupling within the SCBA. Note that within the Néel (Ising) state we have $`\eta _1=0`$, $`\eta _2=1`$, $`S_i^z=\pm 1/2`$, and a nontrivial coupling comes from transverse $`S_𝐪^{}`$ which can be represented via magnon excitations. Therefore by performing the decoupling of fermion and spin degrees in $`\mathrm{\Sigma }`$ and by using the identity $`\stackrel{~}{c}_{js}=\stackrel{~}{c}_{j,s}S_j^{}`$, we recover the standard SCBA equations.

Our EQM formalism thus naturally leads to the SCBA in an undoped system. Still we note that in an isotropic AFM $`\eta _10`$ (but $`|\eta _1|1`$) which slightly modificate SCBA results. Since the SCBA accounts well for properties of a single QP in an AFM, we are not trying here to improve it. Within our approach we generalize the equations for finite doping $`c_h>0`$ where we have electron-like QP above the Fermi energy ($`\omega >0`$). In 2D the AFM long-range order is absent due to $`T>0`$ and $`c_h>0`$, still spin fluctuations are magnon-like, i.e., propagating and transverse to the local AFM SRO, with a dispersion $`\omega _𝐪`$ for $`q>\kappa `$ and $`\stackrel{~}{q}>\kappa `$ where $`\stackrel{~}{𝐪}=𝐪𝐐`$. Hence the paramagnon contribution to the self energy can be written as

$`\mathrm{\Sigma }_{\mathrm{pm}}(𝐤,\omega )={\displaystyle \frac{16t^2}{N}}{\displaystyle \underset{q,\stackrel{~}{q}>\kappa }{}}(u_𝐪\gamma _{𝐤𝐪}+v_𝐪\gamma _𝐤)^2`$ (6)
$`[G^{}(𝐤𝐪,\omega +\omega _𝐪)+G^+(𝐤+𝐪,\omega \omega _𝐪)],`$ (7)
where $`(u_𝐪,v_𝐪)=(1,\mathrm{sign}(\gamma _𝐪))\sqrt{(2J\pm \omega _𝐪)/2\omega _𝐪}`$ and $`G^\pm `$ refer to the Green’s functions corresponding to electron ($`\omega >0`$) and hole ($`\omega <0`$) QP excitations, respectively. So far equations are written for $`T=0`$, however in $`\mathrm{\Sigma }_{\mathrm{pm}}`$ the role of finite but low $`T>0`$ is not pronounced. Note that analogous to the SCBA $`t^{}`$ does not enter directly the coupling but remains in the ’free’ propagation term $`\zeta _𝐤`$. Here we stress two features of our generalized SCBA: a) we are dealing with a strong coupling theory due to $`t>\omega _𝐪`$ hence a selfconsistent calculation of $`\mathrm{\Sigma }`$ is required, b) resulting spectral functions $`A(𝐤,\omega )`$ are very asymmetric with respect to $`\omega =0`$, since $`G^+`$ has less weight and consequently the scattering of electron QP is less pronounced.

We are dealing with a paramagnet, therefore it is essential to consider also the coupling to longitudinal spin fluctuations. Note that the EQM (3) naturally introduce a coupling between fermion and spin operators which is isotropic in the spin space as appropriate in a paramagnetic state. In fact analogous form as in Eq. (3) would emerge also from a spin-fermion Hamiltonian with the coupling parameter $`m_{\mathrm{𝐤𝐪}}=2J\gamma _𝐪+ϵ_{𝐤𝐪}^0`$. The effective Hamiltonian should be hermitian, i.e., the coupling should satisfy the condition $`\stackrel{~}{m}_{𝐤,𝐪}=\stackrel{~}{m}_{𝐤𝐪,𝐪}`$, therefore we use further on the symmetrized $`\stackrel{~}{m}_{\mathrm{𝐤𝐪}}=2J\gamma _𝐪+\frac{1}{2}(ϵ_{𝐤𝐪}^0+ϵ_𝐤^0)`$.

Fermions and longitudinal spin fluctuations with $`\stackrel{~}{q}<\kappa `$ appear to be quite uncoupled, therefore we express the longitudinal contribution as in Refs. ,

$`\mathrm{\Sigma }_{\mathrm{lf}}(𝐤,\omega )`$ $`=`$ $`{\displaystyle \frac{1}{\alpha N}}{\displaystyle \underset{𝐪}{}}\stackrel{~}{m}_{\mathrm{𝐤𝐪}}^2{\displaystyle \frac{d\omega _1d\omega _2}{\pi }g(\omega _1,\omega _2)}`$ (9)
$`{\displaystyle \frac{A^0(𝐤𝐪,\omega _1)\chi ^{\prime \prime }(𝐪,\omega _2)}{\omega \omega _1\omega _2}},`$
where $`\chi (𝐪,\omega )`$ is the dynamical spin susceptibility, $`A^0(𝐤,\omega )=(\alpha /\pi )\mathrm{Im}(\omega +\mu \zeta _𝐤\mathrm{\Sigma }_{\mathrm{pm}})^1`$ and $`g(\omega _1,\omega _2)=\mathrm{th}(\omega _1/2T)+\mathrm{cth}(\omega _2/2T)`$. In $`\mathrm{\Sigma }_{\mathrm{lf}}`$ only the part corresponding to irreducible diagrams should enter, so there are restrictions on proper decoupling. We are mostly dealing with the situation with a pronounced AFM SRO where longitudinal spin fluctuations are slow, with a characteristic frequency $`\omega _\kappa J`$ which is the case of a quasistatic $`\chi (𝐪,\omega )`$. Therefore we in Eq. (9) as the simplest approximation insert the unrenormalized $`A^0(𝐤,\omega )`$, i.e., the spectral function without a self-consistent consideration of $`\mathrm{\Sigma }_{\mathrm{lf}}`$ but with $`\mathrm{\Sigma }_{\mathrm{pm}}`$ fully taken into account. Such an approximation has been introduced in the theory of a pseudogap in charge density wave systems , used also in related works analyzing the role of spin fluctuations ,, and recently more extensively examined in Ref..

So far we do not have a corresponding theory for the spin response at $`c_h>0`$ and $`T>0`$, so $`\chi (𝐤,\omega )`$ is assumed as a phenomenological input, bound by the sum rule

$$\frac{1}{N}\underset{𝐪}{}_0^{\mathrm{}}\mathrm{cth}(\frac{\beta \omega }{2})\chi ^{\prime \prime }(𝐪,\omega )𝑑\omega =\frac{\pi }{4}(1c_h).$$
(10)
The response should qualitatively correspond to a paramagnet close to the AFM instability, so we assume the form

$$\chi ^{\prime \prime }(𝐪,\omega )\frac{\varphi (\omega ,T)}{(\stackrel{~}{q}^2+\kappa ^2)(\omega ^2+\omega _\kappa ^2)},$$
(11)
where $`\varphi (\omega ,T)\omega `$ would be appropriate for a nearly AFM Fermi liquid  or an undoped AFM in 2D at any $`T>0`$. On the other hand, in cuprates at intermediate doping more consistent with model results for $`T>0`$ seems to be the marginal Fermi liquid behavior with $`\varphi (\omega ,T)\mathrm{th}(\omega /2T)`$ .

Eqs. (7,9) for $`\mathrm{\Sigma }=\mathrm{\Sigma }_{\mathrm{pm}}+\mathrm{\Sigma }_{\mathrm{lf}}`$ represent the selfconsistent set of equations for $`G`$. Parameters $`\kappa ,\eta _1,\eta _2`$ are mainly dependent on $`c_h`$ and are known from model calculations . At $`T=0`$ and given $`c_h`$ we determine $`\mu `$ such that the density of states $`𝒩(\omega )=(2/N)_𝐤A(𝐤,\omega )`$ integrated for $`\omega <0`$ reproduces $`c_e`$. At the same time FS is given by the relation $`\zeta _{𝐤_F}+\mathrm{\Sigma }^{}(𝐤_F,0)=\mu `$. Full numerical analysis of selfconsistent equations will be presented elsewhere. Here we concentrate on some key aspects of the theory. One is that $`\mathrm{\Sigma }_{\mathrm{pm}}`$ allows for a meaningful behavior in the limit $`c_h0`$, which has been the deficiency of most phenomenological theories so far. In this limit our results for $`A(𝐤,\omega )`$ at $`T0`$ are essentially equivalent to results within the SCBA approach  . For $`c_h0`$ we have a finite contribution from electron QP $`A^0(𝐤,\omega >0)`$ and the corresponding QP density evolves as $`c_h`$.

We choose further on parameters $`J=0.3t,t^{}=0.2t`$ and $`\kappa =2\sqrt{c_h}`$. In Fig. 1 we present typical results for $`A(𝐤,\omega )`$ along the $`(0,0)(\pi ,\pi )`$ direction. Since at low doping $`\eta _20.9`$ main doping dependence arises from $`\eta _1(c_h)`$, which varies from $`\eta _10.18`$ at $`c_h0`$ to $`\eta _1\alpha `$ for large doping. In calculation we use $`\eta _i`$ close to values emerging from spin correlations found numerically .

As presented in Fig. 1 $`\mathrm{\Sigma }_{\mathrm{pm}}`$ leads to a strong damping of the hole QP and quite incoherent momentum-independent spectrum $`A(𝐤,\omega )`$ for $`\omega J`$ which qualitatively reproduces ARPES and numerical results . Electron QP (at $`\omega >0`$) are in general very different,i.e., with much weaker damping arising only from $`\mathrm{\Sigma }_{\mathrm{pm}}`$. We should note that at given $`\mu `$, $`c_e`$ calculated from the density of states does not in general coincide with the one

evaluated from the FS volume, $`\stackrel{~}{c}_e=V_{\mathrm{FS}}/V_0`$. Nevertheless, apart from the fact that within the $`t`$-$`J`$ model the validity of the Luttinger theorem is anyhow under question , in the regimes of large FS both quantities appear to be quite close.

Results for a characteristic development of the FS with $`c_h`$ are shown in Fig. 2. At $`c_h<c_h^{}0.08`$ solutions are consistent with a small pocket-like FS, whereby this behavior is enhanced by $`t^{}<0`$ as realized in other model studies . On increasing doping $`c_h>c_h^{}`$ the FS rather abruptly changes from small into a large one. The smallness of $`c_h^{}`$ has the origin in quite weak dispersion dominated by $`J`$ and $`t^{}`$ at $`c_h0`$ which is overshadowed by much larger $`\zeta _𝐤`$ at moderate doping, where the FS is large and its shape is controlled by $`t^{}/t`$. Nevertheless, the relevance of obtained FS should be considered in connection with a coexistent pseudogap discussed further on.

The position of the FS is mainly determined by $`\zeta _𝐤`$ and $`\mathrm{\Sigma }_{\mathrm{pm}}`$, while in this respect $`\mathrm{\Sigma }_{\mathrm{lf}}`$ is less crucial. Results for $`\mathrm{\Sigma }_{\mathrm{pm}}^{}(𝐤,0)`$ can be well parameterized in the form obtained within the SCBA for a single hole . Similarly one can present also the full effective QP dispersion, $`ϵ_𝐤^{\mathrm{ef}}=\zeta _𝐤+\mathrm{\Sigma }^{}(𝐤,0)\mu `$, and the QP residue $`Z_𝐤`$. The simplest approximation to discuss the pseudogap is the quasi-static approximation which is meaningful for $`\omega _\kappa t`$. Assuming also $`\kappa 1`$ simplifying $`g\chi ^{\prime \prime }(𝐪,\omega )\pi \delta (𝐪𝐐)\delta (\omega )/4`$, as well as a single-pole form $`A^0(𝐤,\omega )=\alpha Z_𝐤\delta (\omega ϵ_𝐤^{\mathrm{ef}})`$ near the FS, we obtain from Eqs. (4,9)

$$G(𝐤,\omega )=\frac{\alpha Z_𝐤(\omega ϵ_{𝐤𝐐}^{\mathrm{ef}})}{(\omega ϵ_{𝐤𝐐}^{\mathrm{ef}})(\omega ϵ_𝐤^{\mathrm{ef}})\mathrm{\Delta }_{\mathrm{𝐤𝐐}}^2},$$
(12)
where the gap function is given by $`\mathrm{\Delta }_{\mathrm{𝐤𝐐}}^2=Z_𝐤Z_{𝐤𝐐}\stackrel{~}{m}_{\mathrm{𝐤𝐐}}^2/4`$. From resulting branches $`E^\pm `$ it is evident that a gap opens on the AFM zone boundary, so that the relevant pseudogap energy is $`\mathrm{\Delta }_𝐤^{PG}=|\mathrm{\Delta }_{𝐤_{\mathrm{𝐀𝐅𝐌}}}|Z_𝐤|2J4t^{}\mathrm{cos}^2k_x|/2`$. For $`t^{}<0`$ the gap is largest at $`(\pi ,0)`$ point, as observed in experiments . Since within the same $`𝐤`$ region the QP dispersion is also smallest the

effect is even more pronounced. If $`\omega =0`$ is in the regime of the gap, then naturally we are dealing (in this approximation) with a truncated FS. For parameters as above we present in Fig. 2(b) the pseudogap region where the states and FS near the $`(\pi ,0)`$ momentum are strongly suppressed.

Going beyond the quasi-static and $`\kappa 0`$ treatment one can discuss also the QP states within the pseudogap. To study the general structure of the SF in this region it is enough to follow the development with $`ϵ=ϵ_𝐤^{\mathrm{ef}}`$ crossing the pseudogap perpendicular to the AFM zone boundary. It is essential to take into account $`\kappa >0`$ so that the averaging over $`\stackrel{~}{𝐪}`$ leads to an effective smearing of the delta-function $`A_{𝐤𝐐}^0`$ into a broader $`\overline{A}(ϵ,\omega )`$. So we have qualitatively to deal (at $`T=0`$) with the self energy

$$\mathrm{\Sigma }^{\prime \prime }(ϵ,\omega )_0^\omega \chi ^{\prime \prime }(\omega \omega ^{})\overline{A}(ϵ,\omega ^{})𝑑\omega ^{},$$
(13)
where the simplest assumption for $`\overline{A}(ϵ,\omega )`$ is a Lorentzian with the width $`w=v_{𝐤_F}\kappa `$. Analogous equations have been already studied in Ref.  and lead to the pseudogap of the order of $`\mathrm{\Delta }=\mathrm{\Delta }_𝐤^{PG}`$, pronounced in QP spectra and clearly in $`𝒩(\omega )`$. Results for the case with the gap centered at $`\omega =0`$ are shown in Fig. 3, where the depletion is most evident for $`w\mathrm{\Delta }`$, while the pseudogap fills up for $`w>\mathrm{\Delta }`$.

Looking at corresponding spectral functions directly, we notice that for a developed pseudogap with $`w\mathrm{\Delta }`$ (in Fig. 2(b) line-shaded) there are still QP crossing the FS, although with small $`Z_𝐤1`$, while their velocity is not diminished. On the other hand if $`w>\mathrm{\Delta }`$ the pseudogap is smeared out and consequently not effective, hence the FS is fully recovered. At intermediate doping this typically happens near the zone diagonal as shown in Fig. 2(b) (grey shaded).

In conclusion, we have presented a theory for the spectral functions within the $`t`$-$`J`$ model where the double-occupancy constraint is taken explicitly into account and used to derive an effective spin-fermion coupling. The coupling to transverse AFM paramagnons is strong, nevertheless it can be well treated within a generalized SCBA. On the other hand, the coupling to longitudinal AFM fluctuations, $`\stackrel{~}{m}_{\mathrm{𝐤𝐪}}`$, is moderate near FS for low doping and leads to a pseudogap, fully developed near the $`(\pi ,0)`$ point. The pseudogap is not in contradiction with the existence of a large FS, and should show up in integrated photoemission and ARPES results as well as in the uniform susceptibility and in the specific heat. More elaborate analysis of proposed theory will be presented elsewhere.

One of authors (P.P.) wishes to thank T.M. Rice, G. Khaliullin and M. Imada for helpful discussions, and acknowledges the support of the Japan Society for the Promotion of Science, and as well the Institute for Theoretical Physics, ETH Zürich, Institute for Materials Research, Sendai, and ISSP, University of Tokyo, Kashiwa, where part of this work has been done.


text:
# Models for the Origin of the Knee in the Cosmic-Ray Spectrum

## INTRODUCTION

Cosmic rays spread over 11 decades of energy with an almost featureless power law spectrum. There are just two structures which are well established: the steepening at an energy of about $`310^6`$ GeV and the flattening near $`10^{10}`$ GeV. The first is called the knee, the second is the ankle. The first one was first found at Moscow University 42 years ago (Kulikov and Khristiansen, 1958), the second is younger. Both features are crucial for understanding cosmic-ray originand propagation. We concentrate on the knee origin, because there has been progress in its study during the last few years. This progress is ensured by the work of new extensive air shower ( EAS ) and Cherenkov arrays in Germany: KASCADE (Glasstetter et al., 1999), USA: CASA-MIA (Glassmacher et al., 1998), DICE (Swordy and Kieda, 2000), BLANCA (Fortson et al., 1999), South Pole: SPASE-2/VULCAN (Dickinson J.E. et al., 1999), Canary Islands: HEGRA (Arqueros et al., 2000), Russia: TUNKA (Gress et al., 1999), Armenia: MAKET ANI ( Chilingarian et al., 1999) and others. These new experimental data let us make a comprehensive analysis of the situation around the knee and this is a subject of the present paper.

## MODELS FOR THE ORIGIN OF THE KNEE

Models of the knee proposed to date can be divided into two distinct classes: astrophysical and interaction models. The astrophysical models attribute the change in the spectra of the observed EAS to the change in the energy spectra of the primary cosmic rays. The interaction models imply that the primary energy spectrum has no such sharp change and the observed steepening of EAS size spectra is due to the sudden change of the nature of the interactions between the high energy particles of primary cosmic rays and the atmosphere. The astrophysical models are more numerous and developed. They might be also subdivided into two classes: the source models, with a change of sources or their acceleration mechanisms, and the propagation models, with a change of the cosmic-ray propagation between the source and the observer.

The very first model, which was proposed for the explanation of the knee immediately after its discovery (Peters, 1959; Goryunov et al., 1962) belongs to the latter class - it is the Galactic Modulation or diffusion model which still has its supporters (eg Kalmykov and Pavlov, 1999). The basic idea is that at low energies the particle giroradius in the Galactic magnetic fields is small, their motion between the magnetic irregularities is like a slow diffusion and cosmic rays are trapped inside our Galaxy. However, Galactic magnetic fields are not strong enough to trap high-energy particles which begin to escape from the Galaxy: the higher the particle energy - the stronger their leakage. This rising leakage results in the steepening of the cosmic-ray energy spectrum.

The source models associate the lack of high-energy particles beyond the knee either with the increased loss of their energy in intensive radiation fields (Hillas, 1979) or with the termination of their acceleration mechanism (Biermann, 1993). The latter is often connected with the ceasing of the shock wave produced by the supernova explosion.

The interaction models explore the fact that we still observe the knee indirectly, deep in the atmosphere, mostly by means of EAS. They argue that the slope of the EAS size spectrum steepens because interactions of high-energy particles suddenly change their character at an energy of a few PeV ( Nikolsky, 1995 ).

## EAS CHARACTERISTICS IN THE KNEE REGION

The basic characteristics which are important for the analysis of the knee origin are the primary energy spectrum, the mass composition of the primary particles and the anisotropy of their arrival directions. The first two determine the spectral shape and ratios between different EAS components.

### Shape of the EAS size spectra

Even the very first measurements of the EAS size spectrum revealed that the knee is surprisingly sharp. It would not be so sharp if different primary nuclei have the knee at the same rigidity, as in the Galactic Modulation model, and particularly if one takes into account the huge fluctuations of the EAS size for the showers of fixed primary energy observed in the lower part of the atmosphere. However, it is sharp indeed.

New measurements have raised the number of EAS size spectra to 40. There are also 8 low energy muon size spectra, 3 high energy muon multiplicity spectra, 3 hadron size and hadron energy spectra as well as 5 spectra of the Cherenkov light emitted by the charged particles of the shower. These measurements, in spite of the large spread of their results, clearly show that:

$``$ the spectra of all components have a sharp knee at the values corresponding to a primary energy of about 3 PeV. Traces of the knee are seen even in high energy muon multiplicity spectra, in spite of the tremendous fluctuations intrinsic for this component. Particularly important is the observation of the knee in the spectra of Cherenkov light, because these measurements give a good estimate of the total energy of the cascade, and therefore of the primary.

This is an important result because it does not leave room for the interaction models. If all the components of the shower show steepening of their spectra, then, in order to preserve the same slope of the primary spectrum in the wide energy range, it is necessary to assume that primary particles transfer their energy into some unobservable component. The only known unobservable component which remains undetectable up to date is the neutrino. However, we know that the neutrino has only a weak interaction and is born in weak decays. The energy fraction carried away by it could not rise with the energy of the cascade, so that the neutrino cannot be the component which takes away the missing energy of the cascade. The alternative hypothesis is the production of a hypothetical heavy particle above a threshold energy $``$3 PeV with a large and rising cross-section which escapes our detection due to exotic penetrating properties. It is in contradiction with all our knowledge of multiparticle production.

Such a conclusion does not exclude new features, which might appear in particle interactions at high energies, particularly in nucleus-nucleus collisions. It states only that such new features, if they exist, could not be the origin of the knee.

$``$ the EAS size corresponding to the knee position decreases with the atmospheric depth at which the size is measured, in accordance with expectation, if the knee occurs at a fixed primary energy ( Figure 1 ).

$``$ The sharpness of the knee exceeds that expected in the Galactic Modulation model. If one determines the sharpness as $`S=\frac{d^2(logI)}{d(logN)^2}`$, where $`I`$ and $`N`$ are the EAS intensity and size correspondingly, then the expected sharpness in the Galactic Modulation model should not exceed 0.3 even for the primary spectrum itself. The real situation is shown in Figure 2. It is seen that all measured values are above 0.3. The overall mean is about 1.3$`\pm `$0.1 for the EAS size spectra and for Cherenkov light spectra it is even higher - around 3 ( the reason for the higher value is that it relates more nearly to the primary spectrum ).

$``$ The increasing number of observations has given birth to another interesting finding: the fine structure of the knee. In order to study the shape of the spectra around the knee when the positions of the knee in the individual spectra spread over a decade ( Figure 1 ), the EAS sizes and energies should be normalized to those corresponding to individual knee positions. The knee position was determined as the point of the maximum sharpness of the spectrum. If all the spectra are normalized at their knee point, then, at the size which is by the factor of 4 higher than the size at the knee, there is another intensity peak with a positive sharpness (Erlykin and Wolfendale, 1997). It is not so distinct as the knee, because, due to the larger statistical and systematic errors of each individual experiment at high energies, it is often hidden within the error bars. However, superimposing individual spectra with a normalization at the knee unveils it unambiguously. The superposition in this approach is similar to the method in which any weak, but regular, signal is searched for beneath a stochastic background.

The first evidence of this peak was found on the basis of just 9 EAS size spectra. The increasing number of measurements has let us confirm its presence with much higher confidence. Moreover, the second peak is found also in Cherenkov light spectra, which proves its astrophysical origin. These results are shown in Figure 3. Here, the fine structure of the 40 EAS size and 5 Cherenkov light spectra are shown not for the sharpness, but for the excess of the intensity over the running mean (Erlykin and Wolfendale, 2000). The running mean was determined in the range of $`log(Size)`$ equal to $`\pm 0.25`$ around each measured point. The presence of the second peak in the excess is seen beyond the error bars both in EAS size and in Cherenkov light spectra.

These last results on the magnitude of sharpness and the existence of the second intensity peak are also important for the problem of the origin of the knee, because they leave no room for the Galactic Modulation model with its smooth and regular steepening of all the constituent nuclei spectra.

### Mass composition

The primary mass composition in the knee region is still a matter of hot debate. The problem is that direct measurements in space do not yet reach the important PeV region. All the studies of the mass composition there are indirect and based on the ratios between different shower components. The range of conclusions is highly disparate; however there has been progress here in the last few years. It has become possible because more EAS arrays detect and analyse not just one but several shower components simultaneously.

Most of the experiments now give convergent results and conclude that the mass composition becomes heavier beyond the knee. The difference is confined to the estimate of the mass composition below the knee and at the knee itself. The problem is that the primary mass estimated on the basis of indirect measurements often depends on the shower components chosen for the analysis. For instance, the primary mass, derived from the electron and muon components, is lighter than that derived from electron and hadron components (Kampert et al., 1999). The analysis is always made using most reliable interaction models. Does this inconsistency indicate some drawbacks in our understanding of high-energy interactions ? This is not unlikely, particularly as far as the nucleus-nucleus interactions is concerned.

Two conclusions might be drawn on this point:
$``$ the methods used for the analysis of the mass composition at high energies should be tested and calibrated at lower energies, where direct measurements exist and where we are sure about our interaction models;
$``$ the estimates of the primary mass and the most reliable interaction model should be based on the analysis of the maximum number of shower components.

### Anisotropy

The anisotropy of the arrival directions can provide valuable information about the origin of the knee. The overall situation has been discussed by us in Erlykin, Lipsky and Wolfendale, 1998 and is shown in Figure 4, so that we shall not go into details here. We only underline that both the amplitude and the phase of the first anisotropy harmonic show sharp changes in the PeV-region. It is another argument in favour of an astrophysical origin and against the interaction model of the knee.

## SINGLE SOURCE MODEL OF THE KNEE (SSM)

There is a general conjecture, based on the energy and theoretical arguments, that supernova explosions are responsible for the formation of the cosmic ray energy spectrum below, and possibly even beyond, the knee. The intensity of their explosions is correlated with the star forming regions, whose properties: density and temperature of the interstellar gas, strength and irregularity of magnetic fields etc vary over a wide range. Thus, any kind of averaging over the range of supernovae would eventually result in a smoothly varying cosmic-ray spectrum. In 1997 we put forward a model in which the knee is formed by the explosion of just a single, nearby and recent supernova. The spectrum of cosmic rays from the shock caused by that explosion protrudes through the smooth background formed by many other ( unspecified ) sources ( Figure 5 ).

The shape of the SSM energy spectrum has been taken from the theory of supernova remnant acceleration ( Berezhko et al., 1996 ). The specific features of that theory are a flat energy spectrum $`E^2`$ in the shocked region, a quite high maximum energy of accelerated particles corresponding to the rigidity about $`R_{max}`$ 0.4 PV and a very sharp cutoff of the spectrum beyond that rigidity. If the explosion occured in the hot interstellar medium, which is the case of the Local Bubble, in which our solar system is immersed, then different nuclei should be well separated in the energy scale, because the energies of the accelerated nuclei are proportional to their charge $`Z`$. We attribute the knee to the contribution of oxygen nuclei, because:
(i) its position at 3 PeV corresponds to the theoretical prediction of $`E_{max}R_{max}Z`$ for oxygen accelerated in the hot interstellar medium;
(ii) its position and intensity stand well at the extrapolation from the results of direct measurements at lower energies;
(iii) it helps to understand the sharpness of the EAS size spectra, because the nuclei-initiated showers have smaller fluctuations in their development and the sharp cutoff in the primary energy spectrum should not be diluted when transferred to the EAS size spectrum.

### Sharpness

The assumptions adopted in SSM help us to understand the observed sharpness of all the shower components. It is ensured by the fact that it is just one single supernova, exploded in a single environment, it is only one nucleus - oxygen, dominating at the knee energy and oxygen is heavy enough to minimize fluctuations of the shower development.

In Figure 2 there are three lines which show the expected behaviour of the sharpness as a function of the atmospheric depth in SSM, for three values of the experimental errors in the determination of the shower size $`N_e`$. The best fit value of standard deviation $`\sigma _{logN_e}`$ is 0.16, which is quite reasonable for most of the experimental EAS arrays.

The model gives also a satisfactory description of the smooth decrease of the sharpness with atmospheric depth.

### Mass composition

(i) If the knee is attributed to oxygen then the second peak is probably associated with iron. The fit of the experimental data requires some medium heavy nuclei of Ne-S group to be also present. This assumption explaines well the existence of the second peak and its separation from the knee by a factor proportional to the charge ( see SSM based curves in Figure 3 );
(ii) at the moment it is not possible to rule out the alternative association of the first knee peak with helium, and the second with oxygen ( or CNO group ). However, this alternative is less favorable because the larger fluctuations in the helium-induced showers lead to a stronger dilution of the sharpness in the EAS size spectra. The smooth decrease of the sharpness with atmospheric depth requires also the mass composition of the background to be lighter than that of the single source, thus in the case of helium dominating at the knee the background should consist mostly of protons, which is unlikely.
(iii) in both versions of the SSM the primary mass should rise with energy beyond the knee, which agrees with the results of the experiments discussed in subsection 3.2. In Figure 5b this rise is shown by a smooth line. It is seen that in the SSM the rise is continuous, which agrees with the tendency found at lower energies.

### Anisotropy

Despite the fact that the source in the SSM is recent and nearby it is certain that it should not create a very strong anisotropy. If our interpretation of the mass composition, i.e. the dominance of oxygen and iron in the peaks is correct, then the peak energies correspond to a rigidity of 0.4 PV. The maximum Larmor radius of all the nuclei at a rigidity of 0.4 PV in the surroundings of the solar system is about 0.1 pc. The propagation of the cosmic rays from the source is definitely by diffusion and the anisotropy is therefore determined just by the gradient of the very local cosmic-ray density. The second factor which might be important is the location of the solar system with respect to the shock front. If we are inside it, the cosmic rays are highly isotropized and even their gradient is not easy to detect. Perhaps the change of the amplitude and the phase of the first harmonic seen in Figure 4 are the only imprint of the nearby source on the generally isotropic flux of the cosmic rays at PeV energies ?

## On the way to the identification of the single source

There are not many of single sources which could be classified as ‘nearby and recent’ ie within the range of a few hundred parsecs and a few hundred thousand years ( Figure 6 ).

The first step in the identification of the source responsible for the knee is to determine whether we are inside or outside the shock front. If our single source is indeed a supernova, the theory of cosmic-ray acceleration by its shock wave indicates that outside the shock region only the highest-energy cosmic rays reach the observer. This spectrum is very hard and looks like a line near the maximum energy (Berezhko et al, 1996). We tested this type of the spectrum by applying it to our model and trying to fit the observed experimental data on the sharpness and the behaviour of excess over the running mean. The sharpness of the knee in the primary energy spectrum obtained in this model grew up to 6.0, the excess over the running mean in the knee increased by a factor of 2 compared with that indicated in Figure 3 and a large region of negative excess appeared below the knee both in the Cherenkov light and in the EAS size spectra, all these features are completely inconsistent with what is observed in the experimental data. Therefore, on the basis of this analysis, we should say that the case when we are inside the shock is preferable, compared with the opposite case when we are outside it. We can remark that this conclusion helps to understand also the relatively small amplitude of the anisotropy in the knee region. The typical propagation of the shock wave from the supernova explosion, taken from the Berezhko et al., 1996 calculations, is shown in Figure 6 by the dotted line. The sources inside the shock should lie to the right of this line.

Another step in the identification of the source might be based on the analysis of the energy content of the source. The candidate for the source could not be too far from the solar system or too close to the moment of the explosion in order to have enough energy in cosmic rays and give the required contribution to the cosmic-ray flux at the knee. We have compared the energy density of the our single source, shown in Figure 5a, with that contained in the spectra calculated by Berezhko et al., 1996. The result is shown by the dashed line in Figure 6 and means that required energy density might be achieved if the supernova is to the right of this line. Thus the possible candidates for our single source might be found in the right and lower corner of the plot in Figure 6. At the moment, both the source which gave birth to the Loop I and Geminga pulsar are the most favorable contenders. However, taking into account large errors in the determination of the age and distance, other nearby sources, shown in the Figure 6 or still unknown, cannot be excluded. The problem of the identification is still with us.

## CONCLUSION

The recent results on extensive air showers ( both by way of particles and Chherenkov radiation ) allow us to conclude that: a) the knee observed in the cosmic-ray spectrum at about 3 PeV has an astrophysical origin; b) the sharpness and the fine structure of the knee rule out the Galactic Modulation Model as the origin of the knee; c) the most likely model of the knee origin is the source model in which the knee appears as the result of the explosion of a single, recent, nearby supernova.

## Acknowledgments

A.D.E. thanks the Organizing Committee of 33d COSPAR Assembly for the invitation to give this talk and for providing the financial support. The Royal Society and UK’s PPARC are thanked for supporting this work.