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# Random walks on fractals and stretched exponential relaxation

## Abstract

Stretched exponential relaxation ($`\mathrm{exp}(t/\tau )^{\beta _K}`$) is observed in a large variety of systems but has not been explained so far. Studying random walks on percolation clusters in curved spaces whose dimensions range from $`2`$ to $`7`$, we show that the relaxation is accurately a stretched exponential and is directly connected to the fractal nature of these clusters. Thus we find that in each dimension the decay exponent $`\beta _K`$ is related to well-known exponents of the percolation theory in the corresponding flat space. We suggest that the stretched exponential behavior observed in many complex systems (polymers, colloids, glasses…) is due to the fractal character of their configuration space.

The stretched exponential decay function, $`q(t)=\mathrm{exp}(t/\tau )^{\beta _K}`$, was initially proposed empirically in 1854 by R. Kohlrausch to parametrise the discharge of Leyden jars, and was rediscovered in 1970 by Williams and Watts. Since then the phenomenological ”KWW” expression has been shown to give an excellent representation of experimental and numerical relaxation data in a huge variety of complex systems including polymers, colloids, glasses, spin glasses, and many more. This behavior has attracted considerable curiosity; it has been discussed principally in terms of models where individual elements relax independently with an appropriate wide distribution of relaxation times (see for instance). However, despite the ubiquity of the KWW expression, in the view of many scientists its status remains that of a convenient but mysterious phenomenological approximation having no fundamental physical justification.
Here we demonstrate that on the contrary KWW is in fact a bona fide and respectable relaxation function; exactly this form of relaxation appears naturally when we consider random walks on fractal structures in closed spaces of general dimensions. We suggest that the physical significance of the relaxation behavior in numerous complex systems should be reconsidered in the light of this result.
For random walks on fractal clusters in Euclidean (flat) spaces, it is well known that if $`r(t)`$ is the distance of the walker from the starting point after time $`t`$, then $`<r^2(t)>t^{2/2+\theta }=t^{\beta _{RW}}`$. Here $`\beta _{RW}=\stackrel{~}{d}/D`$ where $`\stackrel{~}{d}`$ and $`D`$ are the spectral and fractal dimensions of the cluster respectively. For a critical percolation fractal, $`\theta =(\mu \beta )/\nu `$ where $`\mu `$, $`\beta `$ and $`\nu `$ are universal percolation critical exponents  whose numerical values are known quite accurately in all dimensions .
For random walks on the surface of a sphere, which is a closed surface, the local behavior $`<r^2(t)>t`$ can be shown to lead exactly to an exponential decay of the autocorrelation $`<cos(\theta (t))>exp(t/\tau )`$ where $`\theta (t)`$ is the angle between the initial $`t=0`$ position vector of the walker and the position vector at time $`t`$. With an appropriate definition of $`<cos(\theta (t))>`$ this result holds for hyperspheres in any dimension. For random walks on a percolation fractal inscribed on a closed space with the topology of a hypersphere, it was conjectured some years ago that the end-to-end autocorrelation function should decay as a KWW stretched exponential, with the Kohlrausch exponent $`\beta _K`$ equal to the flat space percolation fractal random walk exponent, i.e. $`\beta _K=\beta _{RW}`$ in any space dimension . This can be understood simply in terms of a ”fractal” time $`t_{RW}^\beta `$ replacing $`t`$ in both the local $`<r^2(t)>`$ and the exponential $`<cos(\theta (t))>`$ expressions above. This conjecture has been extensively tested numerically but only in the extreme case of the very high dimensional hypercube  (the hypercube has the same closed space topology as a hypersphere). In the present work we have studied numerically the general case of random walks on percolation clusters on hyperspherical surfaces for the range of different embedding dimensions $`d`$ running from $`3`$ to $`8`$.
The simplest case to visualize is the surface of a sphere in dimension $`d=3`$. The surface is decorated with small disks whose centers are distributed at random. Several clusters, made of overlapping disks, can be determined. The largest cluster contains more and more disks as the total number of disks is increased. Just as there appears a percolation cluster (containing a non-infinitesimal fraction of the total number of disks) for the equivalent system in the two dimensional flat space above a critical value of disk concentration, so the largest cluster “percolates” on the surface of the sphere when the number of disks is sufficiently large. As an illustration, in figure 1, we have represented the two dimensional projection of the percolating cluster in the case $`\delta /R=0.01`$ (where $`\delta `$ is the disk diameter and $`R`$ the sphere radius). Here $`N_p=179200`$ disks have been disposed at random; only the largest cluster, containing 38130 disks, is represented. Note that this cluster spans almost a hemisphere, a situation intermediate between a well localized cluster ($`N<<N_p`$) and a cluster spanning uniformly the whole surface of the sphere ($`N>>N_p`$).
The position of a given disk center can be defined by the $`d=3`$ coordinates $`x_i`$, where the origin is taken as the center of the sphere. Imagine now a walker jumping at random from one disk center to the center of any disk overlapping it. While the values of the coordinates averaged over many walks $`<x_i(t)>`$ stay finite for $`N<<N_p`$ (the walker is localized) they decay exponentially to zero for $`N>>N_p`$, finally losing memory of their initial values. Of course, in the limit $`N>>N_p`$, $`<x_i(t)>`$ goes to zero since the random walker starts to investigate the largest cluster (which fills uniformly the curved space) entirely. Our calculations show that right at the percolation where the largest cluster is fractal, the decay is critical, and takes up precisely the stretched exponential form, with a $`\beta _K`$ exponent equal to $`\beta _{RW}`$, already known for the random-walk on a percolating cluster in a two-dimensional flat space. Our calculation is the generalization of this picture over a wide range of dimensions, in particular for dimensions larger than $`n=6`$, where it is known that $`\beta _{RW}`$ reaches its mean-field value $`1/3`$.
Consider the surface of a $`d`$-dimensional (hyper)sphere of unit radius which can be defined, using Euclidean coordinates, by $`_{i=0}^dx_i^2=1`$. This (hyper)surface is a closed and curved $`n`$-dimensional ($`n=d1`$) space, $`S_n`$, on which one can define a geodesic distance between two points (1) and (2) by $`\theta =\mathrm{cos}^1q`$ where $`q`$ is the scalar product of the end positions, i.e. $`q=𝐫_1.𝐫_2=_{i=0}^dx_i^{(1)}x_i^{(2)}`$. Of course, this distance becomes asymptotically equivalent to the Euclidean distance in the limit of distances infinitesimally small compared to the radius of the (hyper)sphere (which is here set to unity). On this $`n`$-dimensional (hyper)surface, identical $`n`$-dimensional small (hyper)disks (called disks in the following) of diameter $`\delta <<1`$ are disposed sequentially, the successive disk centers being chosen at random uniformly on $`S_n`$. To determine the cluster structure, as soon as a new disk is added, a search for connections with previous disks is performed by checking if their center-to-center geodesic distance is smaller than $`\delta `$. At each stage, when $`N`$ disks have been disposed on $`S_n`$, we can define and label the different clusters made up of connected disks. In particular one can determine the largest cluster containing the greatest number $`N_m`$ of disks. Also one can characterize the overall filling of the space by a dimensionless parameter $`\eta `$, ratio between the sum of the area of the individual disks and the total area of $`S_n`$ . Note that this filling parameter is larger than the true volume fraction $`c`$, because of multiple counting due to overlaps, and therefore $`\eta `$ can eventually exceed unity. More precisely it has been shown that $`c=1\mathrm{exp}(\eta )`$. Percolation occurs for $`\eta `$ larger than a threshold value $`\eta _p`$ above which $`P=N_m/N`$, which measures the probability for a given disk to belong to the largest cluster, remains non-zero in the thermodynamic limit $`\delta 0`$. In practice the curve $`P(\eta )`$ exhibits a sigmoïdal shape which becomes sharper and sharper at $`\eta _p`$ as $`\delta 0`$.
Once the largest cluster has been identified, we choose one of its constitutive disk centers $`𝐫(0)`$ at random as a starting point. We perform a random walk on the cluster by performing successive jumps, first from $`𝐫(0)`$ to the center $`𝐫(1)`$ of any other disk connected to it (chosen at random over all its overlapping disks), then iterating from $`𝐫(1)`$ to $`𝐫(2)`$, etc.. After t steps, the “correlation function” $`𝐫(0).𝐫(t)`$ is calculated. This is the scalar product of the two end positions, which is no more than the cosine of the geodesic end-to-end distance $`\theta `$ measured on $`S_n`$. In practice we calculate the quantity $`q(t)=<\mathrm{cos}\theta >`$ which has been averaged, for a given number of steps $`t`$, over $`N_r`$ independent realizations of the largest cluster as well as over $`N_s`$ independent choices of the starting point on each cluster. Given dimension $`n`$ and size $`\delta `$, the behavior of $`q(t)`$ has been analyzed for different filling values $`\eta `$.
An example with $`n=3`$ and $`\delta =0.02`$ is shown in figure 2, where $`\mathrm{ln}|q(t)|`$ has been plotted as a function of $`t`$ in a log-log plot, after taking an average over independent walks starting from $`N_s=10500`$ different disks on each of the $`N_r=20`$ independently generated largest clusters (a typical value of the number of disks in the percolating cluster is $`N_m700000`$).
If the relaxation function $`q(t)`$ is strictly a stretched exponential, this type of plot produces a straight line of slope $`\beta _K`$. For the critical value of $`\eta `$ (here $`\eta _p0.3452`$), one observes a clear straight line behavior in the numerical data over (at least) six decades in $`t`$ (the walk for $`\eta _p`$ has been extended to illustrate this point). In the inset, we show how we estimate $`\eta _p`$ and $`\beta _K`$. The effective slope of the log-log plot has been determined by a least-square fit within an interval of one-tenth of the total range in $`\mathrm{ln}t`$ and plotted as a function of $`\mathrm{ln}t`$. The percolation threshold $`\eta _p`$ is estimated as the $`\eta `$-value giving the widest plateau at large times, and the $`\beta _K`$ exponent is taken as this plateau value. This procedure has been repeated for different values of $`\delta `$ and for dimensions $`n`$ ranging from 2 to 7 (for $`n`$=1 it is well known that the percolation transition does not occur ). The lowest attainable $`\delta `$ values are mainly determined by the limited memory of our computers. In practice the values of $`N_s`$ have been chosen to be of the order of two percent of $`N_m`$, and $`N_r`$ has been chosen so as to obtain runs of the order of a day on regular high speed PC computers. $`N_s`$ varies from few thousands to a few units when decreasing $`\delta `$ from about 0.3 to its lowest attainable $`\delta `$ value. This protocol leads to error bars of the order of 0.01 for the exponent estimates. Of course the “true” values of the percolation thresholds and exponents are obtained by an extrapolation to the ”thermodynamic” limit $`\delta 0`$.
The numerical results for $`\eta _p`$ in $`n=2`$ and $`3`$ are in excellent agreement with accurate estimates from flat space calculations , and $`\eta _p`$ drops quasi-exponentially with $`n`$ for higher dimensions. The data for $`\beta _K`$ are summarized in figure 3, where $`\beta _K`$ has been plotted as a function of $`\delta `$. On the $`\delta =0`$ axis of figure 3, we have indicated the best estimates of the flat space $`\beta _{RW}`$ with their associated error bars, calculated from recent $`\mu `$, $`\beta `$ and $`\nu `$ values available in the literature . We note that for all $`n6`$, $`\beta _{RW}=1/3`$ exactly, since $`n=6`$ is the upper critical dimension for percolation. It is quite remarkable that for each dimension $`n`$, a simple straight line fit of our data goes through the corresponding $`\beta _{RW}`$ value to within the numerical error or, at least, extrapolates to a value very close to it.
It should be noticed that the law $`<\mathrm{cos}\theta >\mathrm{exp}(t/\tau )^{\beta _K}`$ not only contains the large time relaxation behavior but also the short time behavior as, after expanding both sides for small $`t`$ and $`\theta `$, it becomes $`<\theta ^2>(t/\tau )^{\beta _K}`$. Since for short times the random walker stays on a $`n`$-dimensional surface tangent to the (hyper)sphere, one recovers the law $`<r^2>t^{\beta _{RW}}`$ in dimension $`n`$. This could explain why the stretched exponential behavior extends over so large a region of time (see figure 2). In practice, as in flat space, at very short times there are corrections to scaling due to the discrete character of the walk.
These data can be taken as a clear numerical demonstration that random walks on a fractal cluster inscribed on a hypersphere in any dimension lead necessarily to a stretched exponential decay of the correlation function, with a Kohlrausch exponent $`\beta _K`$ equal to the ratio $`\stackrel{~}{d}/D`$ of the spectral and fractal dimensions of the cluster. Thus the stretched exponential relaxation on a fractal in a closed space appears as the precise analogue of the sub-linear diffusion on a fractal in a flat space.
Why is this relevant to relaxation in complex systems ? A complex system is made up of many individual elements (atoms, molecules, spins,…etc), all in interaction with each other. The total space of all possible configurations of the whole system is a huge closed space having a very high dimension, of the order of the number of elements. These spaces are so astronomically large that an explicit evaluation of their properties, configuration by configuration, is almost impossible except for tiny systems. Each configuration has an energy associated to it. At finite temperature $`T`$ only a restricted subset of configurations are of low enough energy to be thermodynamically accessible by the system. In equilibrium at $`T`$ above any ordering temperature, the system is permanently exploring all this subset of accessible configurations by successive movements or reorientations of local elements of the total system. By definition this equilibrium relaxation can be mapped onto a random walk of the point representing the instantaneous configuration of the total system within the space of accessible configurations. Thus the configuration space of a complex system can be viewed as a “rough landscape”. In such a scenario, the portion of configuration space available to the system consists of only a restricted set of tortuous configuration space paths. In this situation, when real measurements are made, the observed relaxation functions must reflect the complex morphology of the available configuration space, and so will be slow and non-exponential - typically stretched exponential. Now, any relaxation function including the KWW function can be represented as the sum of an appropriate distribution of elementary exponential relaxations. However it is important to note that the independent exponentially relaxing elements in a complex system are the modes of the whole system not the atoms, molecules or spins which are in strong interaction with each other. It is the morphology of the configuration space which determines the mode distribution and the form of the relaxation.
We have just seen that a closed space fractal structure necessarily leads to a relaxation process which is exactly of stretched exponential type; we suggest that, inversely, when a complex system at temperature $`T`$ is actually observed to relax with a stretched exponential, it is the signature of a fractal morphology of the available configuration space at that temperature. In particular, whatever the microscopic details of the interactions in a glass former are, it is generally observed that as the glass temperature is approached from above, KWW relaxation sets in. The implication is that phase space takes up a fractal morphology as a consequence of the intrinsic complexity associated with glassiness. The image of the glass transition which follows is that of a percolation transition in phase space with the temperature being analog to the filling parameter. As would be expected from the argument given above, the Kohlrausch exponent is observed to tend to a limiting value of $`1/3`$ as the glass transition is approached in a number of systems,  for instance.
In summary, we have demonstrated that random walks on fractals in closed spaces give stretched exponential relaxation, and we suggest that stretched exponential relaxation is ubiquitous in nature because configuration spaces are fractal in many complex systems.


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# 1 General features of the dipolar fluctuations

## 1 General features of the dipolar fluctuations

The functional integral of pure Einstein quantum gravity can be written as $`z=d[g_{\mu \nu }]\mathrm{exp}(iS/\mathrm{})`$, with $`S=d^4x\sqrt{g(x)}R(x)`$.

The “spacetime foam”  consists of fluctuations whose action does not exceed a quantity of order $`\mathrm{}`$. This implies, for curvature fluctuations on a scale $`d`$, that $`|R|<G/d^4`$ (according to naive power counting) or $`|R|<1/(L_Pd)`$ (according to numerical lattice estimates ). Therefore, large fluctuations are expected to take place only at very small distances.

Since, however, the Einstein action is not positive definite, one can also expect some fluctuations due to peculiar cancellations of distinct contributions to the action, which are by themselves larger than $`\mathrm{}`$.

In order to work this out explicitely, let us consider the Einstein equations with an auxiliary source $`T_{\mu \nu }`$:

$$R_{\mu \nu }(x)\frac{1}{2}g_{\mu \nu }(x)R(x)=8\pi GT_{\mu \nu }(x)$$
(1)
and their trace

$$R(x)=8\pi Gg^{\mu \nu }(x)T_{\mu \nu }(x)8\pi G\mathrm{Tr}T(x)$$
(2)
Then consider a solution $`g_{\mu \nu }(x)`$ of (1) with any source satisfying the condition

$$d^4x\sqrt{g(x)}\mathrm{Tr}T(x)=0$$
(3)
In view of (2), this metric has zero action. We have constructed in this way a zero mode of the pure Einstein action. The source is unphysical, but it is “forgotten” after obtaining the metric. Condition (3) means in fact that it is a “dipolar” source, with a compensation between regions having positive and negative mass-energy density. Since this auxiliary source is used to construct a virtual field configuration, we shall sometimes call it a “virtual source”.

## 2 Explicit computation to order $`G^2`$

We have then found the following “recipe” for constructing dipolar zero-modes of the pure Einstein action: given any source with zero integral (condition (3)), one solves the Einstein equations and finds the corresponding metric.

Note, however, that the condition on the source already contains $`g_{\mu \nu }(x)`$; furthermore, exact solutions are in general not known, and the approximation error could be such that the corresponding error on $`S`$ is larger than $`\mathrm{}`$. In this case we could still imagine that the zero-mode can be computed in principle, but we would not have in practice any definite idea of its properties. An explicit evaluation is therefore needed. To this end we consider static sources, with some free parameters (typically $`m_+`$, $`m_{}`$ and their sizes), in the weak field approximation. We have in this static case

$$S_{zeromode}=\frac{1}{2}d^4x\sqrt{g(x)}g^{\mu \nu }(x)T_{00}(x)$$
(4)
Using the Feynman propagator one finds to first order in $`G`$ (compare )

$$h_{\mu \nu }(𝐱)=2G(2\eta _{\mu 0}\eta _{\nu 0}\eta _{\mu \nu }\eta _{00})d^3y\frac{T^{00}(𝐲)}{|𝐱𝐲|}$$
(5)
It is straightforward to check from this expression that $`\sqrt{g(x)}g^{00}(x)=1+o(G^2)`$. This means that the action of the metric generated by a static source is simply

$$S=\frac{1}{2}d^4xT_{00}(𝐱)+o(G^2)$$
(6)
and provided the integral of the mass-energy density vanishes, the field action is of order $`G^2`$, i.e. practically negligible, as shown in the following numerical example.

Consider a static dipolar source which is adiabatically switched on/off with a lifetime $`\tau `$ of the order of 1 $`s`$. Suppose that the spatial size $`r`$ of the source is of the order of 1 $`cm`$ and the two masses $`m_\pm `$ are of the order of $`10^k`$ $`g`$, i.e. $`10^{37+k}`$ $`cm^1`$ in natural units. Note that with this mass we have, for the ratio between the Schwarzschild radius and $`r`$, $`r_{Schw.}/r10^{29+k}`$. This implies that we can compute $`h_{\mu \nu }(x)`$ in the weak field approximation, with negligible error. More precisely, the residual of second order in $`G`$ is found to be

$$S_{zeromode}^{orderG^2}\tau \frac{G^2m_\pm ^2}{r^3}10^{20+3k}$$
(7)
Therefore the field of a static virtual source of this magnitude order, satisfying the condition $`d^3xT_{00}(𝐱)=0`$, has negligible action even if $`k=6`$, corresponding to an apparent matter fluctuation with density $`10^6`$ $`g/cm^3`$. This should be compared to the action of the corresponding “monopolar fluctuation”, namely $`S_{monopolar}=(1/2)\tau m+o(G^2)10^{47+k}`$.

## 3 A $`\mathrm{\Lambda }`$-term in the action cuts-off the fluctuations

The most recent estimates of the Hubble constant support a non-zero value of the cosmological constant of the order of $`\mathrm{\Lambda }10^{50}`$ $`cm^2`$. The cosmological term in the gravitational action, to be added to the pure Einstein term, is

$$S_\mathrm{\Lambda }=\frac{\mathrm{\Lambda }}{8\pi G}d^4x\sqrt{g(x)}$$
(8)
It is possible to evaluate the contribution of the dipolar fluctuations to this term. This is easier for fluctuations with spherical symmetry, like those generated by virtual sources having the shape of “+/- shells” (compare ). In this case one can use the exact Schwarzschild metric outside the source and the spherically symmetric Newtonian field inside it. To leading order one finds that

$$\mathrm{\Delta }S_\mathrm{\Lambda }=\frac{\mathrm{\Lambda }\tau }{8\pi G}\frac{1}{2}_{source}d^3x\mathrm{Tr}h(𝐱)=$$

$$=\frac{\mathrm{\Lambda }\tau }{4\pi G}_{source}d^3xV_{Newt.}(𝐱)=\mathrm{\Lambda }\tau mr^2Q$$
(9)
where $`Q`$ is an adimensional factor which can be negative or positive, depending on the distribution of the positive and negative mass inside the virtual source.

Inserting for $`\tau `$, $`m`$ and $`r`$ the same values as before, we find $`\mathrm{\Delta }S_\mathrm{\Lambda }10^{3+k}`$. Remembering that the lower bound for pure gravity was $`k6`$, we see that the cosmological term cuts, to some extent, the dipolar fluctuations. This works even better for larger values of $`r`$.

## 4 Matter coupling vs. local changes in $`\mathrm{\Lambda }`$

Let us consider now a scalar field $`\varphi `$ coupled to gravity

$$L=\frac{1}{2}\left(_\alpha \varphi ^\alpha \varphi m^2\varphi ^2\right)$$
(10)
$$T_{\mu \nu }=\mathrm{\Pi }_\mu \varphi _\nu \varphi g_{\mu \nu }L=_\mu _\nu \varphi g_{\mu \nu }L$$
(11)
$$S_{interaction}=\frac{1}{2}d^4x\sqrt{g(x)}T^{\mu \nu }(x)h_{\mu \nu }(x)$$
(12)
To lowest order in $`h_{\mu \nu }`$ the interaction action can be rewritten as

$$S_{interaction}=\frac{1}{2}d^4x\left(h_{\mu \nu }^\mu \varphi ^\nu \varphi \mathrm{Tr}hL\right)$$
(13)
On the other hand, the cosmological action is, still to lowest order in $`h_{\mu \nu }`$ and expanding $`\sqrt{g}=1+\frac{1}{2}\mathrm{Tr}h+\mathrm{}`$

$$S_\mathrm{\Lambda }=\frac{\mathrm{\Lambda }}{8\pi G}d^4x\left(1+\frac{1}{2}\mathrm{Tr}h\right)$$
(14)
Therefore the sum of the two terms can be rewritten as

$$S_{interaction}+S_\mathrm{\Lambda }=\frac{1}{2}d^4xh_{\mu \nu }^\mu \varphi ^\nu \varphi +\frac{1}{2}d^4x\mathrm{Tr}h\left(\frac{\mathrm{\Lambda }}{8\pi G}L\right)$$
(15)
We see that to leading order the coupling of gravity to $`\varphi `$ gives a typical source term $`(h_{\mu \nu }^\mu \varphi ^\nu \varphi )`$ and subtracts from $`\mathrm{\Lambda }`$ the local density $`8\pi GL(x)`$. This separation is arbitrary, but useful and reasonable if the lagrangian density is such to affect locally the “natural” cosmological term and change the spectrum of gravitational vacuum fluctuations corresponding to virtual mass densities much larger than the real density of $`\varphi `$.

Let us give an example. Suppose that $`\varphi `$ represents a coherent fluid with the density of ordinary matter ($`1g/cm^3`$). At the scale of 1 $`cm`$, with the observed value of $`\mathrm{\Lambda }`$, the lower bound on virtual source density is $`10^3g/cm^3`$, which is much larger than the real density. If $`L`$ is comparable to $`\mathrm{\Lambda }/8\pi G`$ in some region, an inhomogeneity in the cut-off mechanism of the dipolar fluctuations will follow, and this effect could dominate the effects of the coupling $`(h_{\mu \nu }_\mu \varphi _\nu \varphi )`$ to real matter.

In our opinion, this dynamical mechanism could be the basis for an explanation of the weak gravitational modification by superconducting spinning disks which E. Podkletnov claimed to have observed under very special conditions . A NASA/Argonne experimental team is at work to replicate the original results, which at this time are neither confirmed nor confuted.

From the very beginning of our theoretical analysis  we maintained that the disks described in Ref.  cannot be a source of gravitational field or perturbate it in a classical sense. This is because the gravitational coupling to matter is far too small, and neither the presence of Cooper pairs inside the disk nor its fast rotation help much under this respect. We have then been looking for an interaction process not constrained by the coupling, and a candidate for this are large quantum fluctuations (compare our phenomenological model in ).

More recently, anomalous gravity changes have been observed during a solar eclipse . In this case the coherent matter which couples to the gravitational fluctuations could be the native iron which is abundant on the Moon.

## 5 Some remarks and new topics

(1) The fluctuations maintain $`T_{\mu \nu }(x)=0`$.

Even in the presence of strong quantum fluctuations, we expect that the vacuum average of $`T_{\mu \nu }(x)`$, computed through the functional integral, is zero. This is defined as the average of $`\frac{1}{8\pi G}(R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R)`$. More physically, there must be no apparent mass-energy- momentum density, on the average, in the vacuum.

An analogous property holds in QED. Even in the presence of vacuum fluctuations, the vacuum average value of the four-current, defined through Maxwell’s equations as $`j_\mu =^\nu F_{\mu \nu }`$, vanishes.

In fact, some general properties of the functional integral ensure that the condition above on $`T_{\mu \nu }`$ is respected, without any need of restricting the integration space . In other words, the fluctuations always average out in such a way to give a zero total virtual mass density at any point.

(2) The dipolar zero-modes have $`S=0`$ but are not extrema of $`S`$.

The dipolar zero-modes are not a minimum of the pure Einstein action, because this would be equivalent of being a solution of the vacuum Einstein equations; but the dipolar zero-modes do not satisfy the Einstein equations in vacuum, even through they have the same action as the vacuum solutions ($`S=0`$).

We can understand better the situation at hand through a bidimensional analogue (while, of course, the space of the possible metric configurations is infinite-dimensional). Let us consider the function $`f(x,y)=x^2y^2`$ and draw its cartesian plot. We find that it resembles a paraboloid, except for the fact that the axes $`x=0`$ and $`y=0`$ are a sort of “cuts”; along these axes the function takes the value $`f=0`$, which is also the value at the origin. However, the origin is a minimum, while the points on the axes distinct from the origin are not minima.

(3) How much is the phase space volume of dipolar fluctuations?

The example above suggests another possible property of the dipolar zero-modes: in the same way as the “zero lines” of the function above have null measure with respect to its full bidimensional domain, one may think that the condition for the dipolar zero-modes defines a subspace of all field configurations having lower dimension and thus null measure. In this case the dipolar fluctuations would be suppressed because they have zero volume in phase space.

This would be true if the dipole condition $`m_+=m_{}`$ had to be satisfied exactly. In fact, however, we considered weaker conditions. We saw, for instance, that up to values of the virtual mass of the order of $`10^6`$ $`g`$ the difference between $`m_+`$ and $`m_{}`$, i.e., the width of the “line in phase space”, is of order $`\tau ^1`$, where $`\tau `$ is the duration of the fluctuation.

The appearance of $`\tau `$ in this relation could also provide an upper bound on the duration of the fluctuations, making $`\tau `$ closer to the minimum duration allowed by the Heisenberg principle, like it happens for electromagnetic or scalar fields (compare ). In other words, a long lifetime $`\tau `$ requires a very precise compensation between the positive and negative masses of the virtual dipole, thus implying a very small phase space volume for that configuration.

(4) Strong dipolar fluctuations are not allowed in QED.

This is an immediate consequence of the quadratic form of the electromagnetic lagrangian density: $`L(𝐄^2𝐁^2)`$. The contribution to the action of the +/- charges in a virtual dipole is the same, therefore there are no cancellations. The dipolar fluctuations are not favoured with respect to the monopolar fluctuations.

The reasoning above also leads to the following statement.

(5) The null-action property of the dipolar fields is a non-perturbative feature.

In fact, suppose we limit ourselves to consider, as usual in perturbation theory, the part of the action quadratic in $`h`$ in an expansion around the minimum. We then would be in the same situation as for the electromagnetic field. It is easy to see that the quadratic part of the gravitational action is not positive definite and has positive and negative eigenvalues in the Euclidean formulation, unlike the electromagnetic action . Nevertheless, any single term would be the same for positive or negative virtual sources (see eq. (5)), without any cancellation.

In other words, the null action property of the dipolar zero modes cannot be obtained just considering the expansion in powers of $`h`$. This not because we are in strong field conditions, but because the zero-modes are not local minima of the action (compare Point 2).

(6) The $`T_{\mu \nu }`$ of any real pure electromagnetic field generates gravitational zero-modes, up to terms of order $`G^2`$.

Since the trace of the energy-momentum tensor of any electromagnetic field is zero, it is possible to use, instead of virtual unphysical dipolar mass sources, a real electromagnetic field as source of gravitational zero- modes. It needs to be a pure electromagnetic field in vacuum, thus any plane waves or wave packets are admissible. We stress again, however, that the real or virtual character of the source is irrelevant in order to obtain vacuum fluctuations.

Acknowledgments \- This work was supported in part by the California Institute for Physics and Astrophysics via grant CIPA-MG7099. The author is grateful to C. Van Den Broeck, M. Gross and J. Brandenburg for useful discussions and remarks.


text:
# Fokker-Planck equations and density of states in disordered quantum wires

## I Introduction

Statistical properties of energy levels and wavefunctions in disordered electron systems are believed to be determined by, first of all, the fundamental symmetries of the Hamiltonian. Such a connection is best established in the case of “zero-dimension”, i.e., for finite size systems with a large dimensionless conductance $`g`$, where a description in terms of random matrix theory is valid. Using the link to Cartan’s classification of symmetric spaces, Zirnbauer and Caselle have pointed out that there exist only ten possible random matrix theories, whose form follows directly from the geometrical characteristics (“roots”) of the corresponding symmetric space in Cartan’s table. These ten random matrix theories are divided into three standard classes, three chiral classes, and four Bogoliubov-de Gennes (BdG) classes, the subdivision in each class depending on the presence or absence of time-reversal symmetry (TR) and spin-rotation invariance (SR), see Table I.

The rational for the Cartan classification is believed to transcend “zero-dimension” and has been applied to the construction of effective theories (e.g., non-linear-sigma-models) for higher dimensional disordered systems. The standard classes are thus believed to be appropriate to the problem of an electron moving in a random potential, without further symmetries, irrespective of dimensionality. The chiral classes are appropriate to the case when the disorder is purely “off-diagonal”, as is the case, e.g., for the lattice random flux model in quasi-one- and two-dimensions, the random hopping model,, and for random XY spin chains. The BdG classes refer to systems with superconducting correlations, and were argued to be valid for vortices in superconductors, dirty unconventional superconductors, and (in the case of broken time-reversal symmetry) normal metals in proximity to a superconductor. The BdG classes have also been argued to be of some relevance to problems in statistical mechanics such as random bond Ising and network models.

The geometric structure of the symmetric spaces not only determines the level statistics in zero-dimension, it also determines the form of scaling equations for the transmission eigenvalues $`T_j`$ and reflection eigenvalues $`R_j=1T_j`$ ($`j=1,\mathrm{},N`$) in a wire geometry, where a disordered sample of length $`L`$ is connected to two ideal leads (see Fig. 1a). Here the reflection eigenvalues $`R_1,\mathrm{},R_N`$ are the $`d`$-fold degenerate eigenvalues of the matrix product $`r^{}r`$, where $`r`$ is the $`Nd`$-dimensional matrix of reflection amplitudes for back-reflection into the same lead (see Fig. 1a) and $`Nd`$ is the number of propagating channels at the Fermi level. The degeneracies $`d`$ are listed in the Table I for the 10 symmetry classes in Cartan’s classification. Parameterizing

$$R_j=\mathrm{tanh}^2x_j,$$
(1)
the scaling equation for the distribution $`P(x_1,\mathrm{},x_N;L)`$ takes the form

$`{\displaystyle \frac{P}{L}}`$ $`=`$ $`{\displaystyle \frac{1}{2\gamma \mathrm{}}}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{}{x_j}}J{\displaystyle \frac{}{x_j}}J^1P,`$ (2)
where $`\mathrm{}`$ is the mean free path and $`L`$ is the length of the quantum wire. For the standard and BdG symmetry classes, the $`x_j`$ are positive random variables, $`0<x_j<\mathrm{}`$, and the Jacobian $`J`$ and the numerical constant $`\gamma `$ read

$`J`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}\mathrm{sinh}^{m_l}(2x_j){\displaystyle \underset{k<j}{}}{\displaystyle \underset{\pm }{}}\mathrm{sinh}^{m_o}(x_j\pm x_k),`$ (4)
$`\gamma `$ $`=`$ $`m_o(N1)+m_l+1,`$ (5)
while for the chiral classes the $`x_j`$ can take values on the entire real axis, $`\mathrm{}<x_j<\mathrm{}`$, and one has

$`J`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \underset{k<j}{}}\mathrm{sinh}^{m_o}(x_jx_k),`$ (7)
$`\gamma `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[m_o(N1)+2\right].`$ (8)
Here $`m_l`$ and $`m_o`$ are the multiplicities of the so-called long and ordinary roots for the corresponding symmetric space, respectively, see Table I. (For the chiral classes we only consider the case when the nonuniversality parameter $`\eta `$ equals unity, see Ref. .) For the standard classes, Eq. (2) was derived by Dorokhov,  and Mello, Pereyra, and Kumar; derivations for the chiral and BdG symmetry classes can be found in Refs.  and .

In this note, we show how the same structure also determines scaling equations for the density of states (DOS) $`\nu (\epsilon )`$ in a quantum wire of infinite length ($`L\mathrm{}`$) at energy $`\epsilon `$. Our work builds on previous work for the chiral classes, where such a scaling equation was derived using a different method. In addition, we present an exact solution for the DOS, something that could not be done in Ref. .

While $`\nu (\epsilon )`$ is a non-singular function of energy for the three standard classes, singular behavior is expected near $`\epsilon =0`$ for the remaining seven symmetry classes, as $`\epsilon =0`$ is a special point there. (The energy $`\epsilon =0`$ corresponds to a point of particle-hole symmetry in the chiral and BdG symmetry classes; it is the band center for lattice models with random hopping, or the Fermi energy in the case of the BdG classes.) Indeed, for the chiral classes, $`\nu (\epsilon )`$ was found to depend sensitively on the parity of the channel number $`N`$ for $`\epsilon `$ close to zero, showing the $`\nu (\epsilon )1/|\epsilon \mathrm{ln}^3\epsilon |`$ divergence characteristic of pure one-dimensional systems with chiral symmetry for odd $`N`$, while $`\nu (\epsilon )|\epsilon ^{m_l1}\mathrm{ln}\epsilon |`$ for even $`N`$. For the BdG classes in the presence of spin-rotation invariance (classes C and CI; we refer to the symmetry classes by Cartan’s symbol for the symmetric space corresponding to their Hamiltonians, see Table I), a suppression $`\nu (\epsilon )\epsilon ^{m_l1}`$ is expected. In both cases, the characteristic energy scale for the DOS singularity is $`\mathrm{}v_F/N^2\mathrm{}`$, $`v_F`$ being the Fermi velocity. This distinguishes the singularity in $`\nu (\epsilon )`$ for quantum wires from its counterpart in zero-dimension, where the characteristic energy scale is the mean level spacing, which goes to zero as the system size is increased. No exact results are known for the multichannel quantum wires from BdG symmetry classes in the absence of spin-rotation invariance (classes D and DIII; see however Refs.  for asymptotic results in one- and two-dimensions). The general scheme that we present here fills this gap, and provides a unified framework for all ten symmetry classes.

## II Mapping to quantum wires with absorption

Our construction of a scaling equation describing the DOS makes use of a mapping to a quantum wire with absorption. Absorption is described by the addition of a spatially uniform imaginary potential $`i\omega `$, $`\omega >0`$, to the Hamiltonian. In the presence of absorption, a scaling equation for the reflection eigenvalues $`R_j`$, $`j=1,\mathrm{},N`$, of $`r(i\omega )^{}r(i\omega )`$ can be derived in the same way as the scaling equation (2) in the absence of absorption, noting that upon addition of a thin slice of length $`\delta L`$ to a disordered wire of length $`L`$, the reflection eigenvalues $`R_j`$ change by a small amount $`\delta R_j`$. The change $`\delta R_j`$ comes from two statistically independent contributions: (1) disorder scattering in the added slice of width $`\delta L`$, and (2) absorption in the same slice. These contributions are statistically independent, since to linear order in $`\delta L`$ one can neglect processes that involve both disorder scattering and absorption. The second process gives rise to a change

$$R_je^{4\omega \delta L/v_F}R_jj=1,\mathrm{},N,$$
(9)
independent of the disorder. The first process depends on the disorder type and symmetries, and is already present in the scaling equation (2). Combination of the two processes then results in the replacement of Eq. (2) by

$$\frac{P_{i\omega }}{L}=\underset{j=1}{\overset{N}{}}\frac{}{x_j}\left(\frac{\omega }{v_F}\mathrm{sinh}2x_j+\frac{1}{2\gamma \mathrm{}}J\frac{}{x_j}J^1\right)P_{i\omega },$$
(10)
where we used the parametrisation (1) for the $`R_j`$, and $`P_{i\omega }(x_1,\mathrm{},x_N;L)`$ represents the joint distribution of the reflection eigenvalue in the presence of the imaginary potential $`i\omega `$. Equation (10) was derived in Refs.  for the standard symmetry classes. The initial condition at $`L=0`$ for $`P_{i\omega }(x_1,\mathrm{},x_N;L)`$ still needs to be specified. For our purposes, it is advantageous to set $`R_j=1`$, $`j=1,\mathrm{},N`$, at $`L=0`$, corresponding to a wire that is closed on one end, see Fig. 1b.

The scaling equation (10) has the stationary (independent of $`L`$) solution,

$$P_{i\omega ;\mathrm{st}}(x_1,\mathrm{},x_N)=\frac{1}{Z(a)}|J|\underset{j=1}{\overset{N}{}}e^{a\mathrm{cosh}2x_j},$$
(11)
where $`a=\gamma \mathrm{}\omega /v_F`$ and the normalization constant $`Z(a)`$ ensures that the stationary solution $`P_{i\omega ;\mathrm{st}}`$ is normalized to one. This solution represents the joint probability density of the reflection coefficients for the absorbing medium. We will demonstrate below that the DOS in an infinitely long disordered wire without absorption can be computed as a logarithmic derivative of the normalization constant or “partition function” $`Z(a)`$ with respect to the dimensionless imaginary energy $`a`$.

The main idea of our method is to make the analytical continuation $`i\omega \epsilon `$. With this analytical continuation, the single-energy product $`r(i\omega )^{}r(i\omega )`$ of reflection matrices in the presence of absorption maps to the two-energy product $`r(\epsilon )^{}r(\epsilon )`$ without absorption. The latter product is a unitary matrix since the reflection matrix in the geometry of Fig. 1b is unitary by construction. The $`N`$ independent eigenvalues of $`r(\epsilon )^{}r(\epsilon )`$ can thus be written as $`\mathrm{exp}(2i\varphi _j)`$, $`j=1,\mathrm{},N`$. When the length $`L`$ of the disordered wire is increased, the $`\varphi _j`$’s perform a Brownian motion, governed by a Fokker-Planck equation that is the analytical continuation of Eq. (10),

$$\frac{P_\epsilon }{L}=\underset{j=1}{\overset{N}{}}\frac{}{\varphi _j}\left(\frac{2\epsilon }{v_F}+\frac{2}{\gamma \mathrm{}}\mathrm{sin}^2\varphi _jJ\frac{}{\varphi _j}J^1\right)P_\epsilon ,$$
(13)
where

$$J=\underset{j=1}{\overset{N}{}}\frac{1}{\mathrm{sin}^\gamma \varphi _j}\underset{k<j}{}\mathrm{sin}^{m_o}(\varphi _j\varphi _k)$$
(14)
for the standard and BdG classes, and

$$J=\underset{j=1}{\overset{N}{}}\frac{1}{\mathrm{sin}^\gamma \varphi _j}\underset{k<j}{}\mathrm{sin}^{m_o}[(\varphi _j\varphi _k)/2]$$
(15)
for the chiral classes, where $`\gamma `$ is defined in Eqs. (I) and (I), respectively. This equation was derived by different methods in Ref.  for the chiral classes and in Ref.  for the standard classes. The scaling equation (II) can be considered either on the full real axis $`\mathrm{}<\varphi _j<\mathrm{}`$, or on the interval $`\pi \varphi _j<\pi `$. In the latter case Eq. (II) has a well-defined stationary solution $`P_{\epsilon ;\mathrm{st}}(\{\varphi _j\})`$ describing the distribution $`P_\epsilon (\{\varphi _j\};L)`$ in the limit $`L\mathrm{}`$. However, this solution is not of the simple form (11). In fact, no representation of $`P_{\epsilon ;\mathrm{st}}`$ in terms of elementary functions could be found other than for the case $`N=1`$, where explicit integration of Eq. (II) is possible.

The DOS is calculated via the “node-counting theorem”, which states that, for the half-open quantum wire of Fig. 1b, the mean number of states $`𝒩(\epsilon )`$ in the energy interval $`(\epsilon ,\epsilon )`$ and per unit length is proportional to the sum of the phase derivatives $`\varphi _j/L`$. For technical reasons, we replace $`\varphi _j/L`$ by the derivative of the counting function $`\mathrm{Im}\mathrm{ln}\mathrm{sin}(\varphi _j+i0)`$, which has the same average slope as $`\varphi _j`$. We thus find

$`𝒩(\epsilon )`$ $``$ $`{\displaystyle _\epsilon ^\epsilon }𝑑\epsilon ^{}\nu (\epsilon ^{})`$ (16)
$`=`$ $`{\displaystyle \frac{d}{\pi }}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{}{L}}\mathrm{Im}\mathrm{ln}\mathrm{sin}(\varphi _j+i0)_{\epsilon ,L}.`$ (17)
Note that the positive infinitesimal $`i0`$ in the argument of $`\mathrm{sin}(\varphi _j+i0)`$, which is needed to select the correct branch of the logarithm, is compatible with the analytical continuation $`i\omega \epsilon `$ used to obtain the scaling equation (II). In Eq. (17), the brackets $`\mathrm{}_{\epsilon ,L}`$ denote an average with the probability density $`P_\epsilon `$ that solves Eq. (II) on the full real axis $`\mathrm{}<\varphi _j<\mathrm{}`$ at length $`L`$ of the quantum wire. Integrating by parts, with the help of Eq. (II), we find

$`𝒩(\epsilon )`$ $`=`$ $`{\displaystyle \frac{d}{\pi }}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle 𝑑\varphi _1\mathrm{}𝑑\varphi _N\mathrm{Im}\left[\mathrm{cot}(\varphi _j+i0)\right]}`$ (19)
$`\times \left({\displaystyle \frac{2\epsilon }{v_F}}{\displaystyle \frac{2}{\gamma \mathrm{}}}\mathrm{sin}^2\varphi _jJ{\displaystyle \frac{}{\varphi _j}}J^1\right)P_\epsilon `$
$`=`$ $`{\displaystyle \frac{2d\epsilon }{\pi v_F}}{\displaystyle \underset{j=1}{\overset{N}{}}}\mathrm{Im}\mathrm{cot}(\varphi _j+i0)_\epsilon .`$ (20)
Now, in the thermodynamic limit $`L\mathrm{}`$, the disorder average $`\mathrm{}_\epsilon `$ can be performed with the stationary distribution $`P_{\epsilon ;\mathrm{st}}`$ for the interval $`\pi \varphi _j<\pi `$. Hence the DOS per unit length is given by

$`\nu (\epsilon )={\displaystyle \frac{1}{2}}{\displaystyle \frac{𝒩}{\epsilon }}={\displaystyle \frac{d}{\pi v_F}}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{}{\epsilon }}\epsilon \mathrm{Im}\mathrm{cot}(\varphi _j+i0)_\epsilon ,`$ (21)
where we have used the relation

$$\nu (\epsilon )=\nu (\epsilon )$$
(22)
that holds for each disorder configuration in the chiral and BdG classes. In the standard classes, Eq. (22) only holds in the thermodynamic limit and for sufficiently small $`\epsilon `$ (smaller than the energy scale $`v_F/\mathrm{}`$, where nonuniversal effects appear and the validity of the scaling equations breaks down).

Instead of performing the disorder average with the stationary solution $`P_{\epsilon ;\mathrm{st}}`$ of Eq. (II), we rely on the solution $`P_{i\omega ;\mathrm{st}}`$ for the stationary distribution of the reflection eigenvalues in the presence of the imaginary potential $`i\omega `$, see Eq. (11). From the relation $`\mathrm{tanh}^2x_j=e^{2i\varphi _j}`$ we first observe that

$$\mathrm{Im}\mathrm{cot}(\varphi _j+i0)_\epsilon =\mathrm{Re}\mathrm{cosh}2x_j_{i\omega }|_{\omega i\epsilon },$$
(23)
where $`\mathrm{}_{i\omega }`$ stands for averaging with the stationary distribution $`P_{i\omega ;\mathrm{st}}`$. Second, we note that the average $`_m\mathrm{cosh}2x_m_{i\omega }`$ is given by the logarithmic derivative of the partition function $`Z(a)`$, thus obtaining the DOS

$$\nu (\epsilon )=\frac{d}{\pi v_F}\mathrm{Re}\frac{}{a}\left[a\frac{}{a}\mathrm{ln}Z(a)\right]|_{ai\gamma \mathrm{}\epsilon /v_F}.$$
(24)
This relation between the DOS and the partition function $`Z(a)`$ for each of the Cartan symmetry classes is the key result of this paper.

## III Calculation of the density of states

As we have seen in the previous section, the computation of the DOS in the thermodynamic limit reduces to the computation of the “partition function”

$$Z(a)=𝑑x_1\mathrm{}𝑑x_N|J(\{x_j\})|e^{a_{j=1}^N\mathrm{cosh}2x_j}.$$
(25)
For the standard and BdG classes, the integration over the coordinates $`x_j`$ is restricted to the positive real axis, $`0<x_j<\mathrm{}`$, $`j=1,\mathrm{},N`$, while for the chiral classes, the integration extends over the entire real axis.

For all ten symmetry classes, a change of variables $`x_j\lambda _j`$ can be made after which $`Z(a)`$ can be written in the form

$$Z_{}𝑑\lambda _1\mathrm{}𝑑\lambda _N\underset{j=1}{\overset{N}{}}w(\lambda _j)\underset{k<j}{}|\lambda _j\lambda _k|^{m_o}.$$
(26)
The relation between the $`\lambda _j`$ and the $`x_j`$, the weight function $`w(\lambda )`$, and the integration interval $``$ depend on the symmetry class and will be specified below.

A general method for calculation of integrals of the type (26) is described in chapters 5 and 6 of Mehta’s book on random matrix theory. Here we mention the results from Ref. , up to a proportionality constant that does not depend on $`a`$. For $`m_o=2`$ the result of integration in Eq. (26) is proportional to the determinant

$`Z`$ $``$ $`\mathrm{Det}\left[f_{mn}\right]_{m,n=1}^N,`$ (28)
$`f_{mn}`$ $`=`$ $`{\displaystyle _{}}𝑑\lambda w(\lambda )p_m(\lambda )p_n(\lambda ),`$ (29)
where the polynomials $`\{p_m(\lambda )\}`$ form a linear independent set of polynomials up to degree $`N1`$. For $`m_o=1`$ and even $`N`$ we have

$`Z`$ $``$ $`\sqrt{\mathrm{Det}\left[f_{mn}\right]_{m,n=1}^N},`$ (30)
$`f_{mn}`$ $`=`$ $`{\displaystyle _{}}𝑑\lambda 𝑑\lambda ^{}ϵ(\lambda \lambda ^{})w(\lambda )w(\lambda ^{})p_m(\lambda )p_n(\lambda ^{}),`$ (31)
where the sign function $`ϵ(\lambda )`$ equals $`1`$ for positive $`\lambda `$ and $`1`$ for negative $`\lambda `$. For odd $`N`$, the matrix $`f`$ must be supplemented by an additional row and column

$`Z\sqrt{\mathrm{Det}\left[f_{mn}\right]_{m,n=1}^{N+1}},`$ (33)
$`f_{n,N+1}=f_{N+1,n}={\displaystyle _{}}𝑑\lambda w(\lambda )p_n(\lambda ).`$ (34)
For $`m_o=4`$, the result is

$`Z`$ $``$ $`\sqrt{\mathrm{Det}\left[f_{mn}\right]_{m,n=1}^{2N}},`$ (36)
$`f_{mn}`$ $`=`$ $`{\displaystyle _{}}𝑑\lambda w(\lambda )\left[p_m^{}(\lambda )p_n^{}(\lambda )p_n^{}(\lambda )p_m^{}(\lambda )\right],`$ (37)
where the prime stands for the derivative with respect to $`\lambda `$ and $`\{p_n(\lambda )\}`$ form a linear independent set of polynomials up to degree $`2N1`$.

### A Standard classes

For the standard universality classes, the partition function $`Z(a)`$ takes the form of the normalization integral of the Laguerre ensemble of random matrix theory if we set $`\lambda =\mathrm{sinh}^2x`$. In this case, the integration range $`=(0,\mathrm{})`$ and the weight function $`w(\lambda )`$ is given by $`\mathrm{exp}(2a\lambda a)`$. Integrating over the $`\lambda _j`$, one finds that the partition function $`Z(a)`$ has a particularly simple dependence on $`a`$,

$$Z(a)e^{aN}a^{\gamma N/2}.$$
(38)
Using Eq. (24), one quickly verifies that this corresponds to a constant DOS,

$$\nu (\epsilon )=\nu _0\frac{Nd}{\pi v_F}.$$
(39)
(The DOS can acquire a non-universal energy dependence on the scales $`\epsilon `$ much larger then the inverse scattering time $`v_F/\mathrm{}`$, where the applicability of the scaling equation breaks down.)

As a matter of fact, for large $`a`$, one obtains the result (38) for all ten symmetry classes, as one verifies by substitution $`x_ja^{1/2}y_j`$ in Eq. (25) and subsequent expansion for large $`a`$. This confirms that the DOS $`\nu (\epsilon )`$ approaches the standard value $`\nu _0`$ for energies far away from zero for all symmetry classes.

### B Chiral classes

For the chiral classes, we arrive at the standard form (26) taking $`\lambda =\mathrm{exp}(2x)`$, $`=(0,\mathrm{})`$, and

$$w(\lambda )=\lambda ^{\gamma /2}\mathrm{exp}\left[\frac{1}{2}a(\lambda +\lambda ^1)\right].$$
(40)
When TR is broken, say by a magnetic field ($`m_o=2`$; class AIII), we choose in Eq. (III) the polynomials $`p_n(\lambda )=\lambda ^{n1}`$ so that

$$Z(a)\mathrm{Det}\left[K_{|mn|}(a)\right]_{m,n=1}^N,$$
(41)
where $`K_j(a)`$ is the modified Bessel function of integer order $`j`$. For small values of the dimensionless imaginary energy $`a`$ one can substitute $`K_0(a)\mathrm{ln}a`$ and $`K_m(a)2^{m1}a^m(m1)!`$, $`m=1,2,\mathrm{},`$ to obtain the leading behavior of $`Z`$ (to logarithmic accuracy). For odd $`N`$ the determinant in Eq. (41) is expanded according to

$$Z(a)a^{(N^21)/2}\left[\mathrm{ln}a+𝒪(1)\right].$$
(42)
This gives the asymptotic DOS

$$\nu (\epsilon )=\frac{\pi \nu _0}{|\epsilon \tau \mathrm{ln}^3(\epsilon \tau )|},0<\epsilon \tau 1,$$
(44)
where we introduced the time scale

$$\tau =N\gamma \mathrm{}/v_F.$$
(45)
It is the time needed to diffuse through a wire of length $`N\mathrm{}`$, or, equivalently, the mean DOS in a segment of the wire of length $`N\mathrm{}`$. (The length scale $`N\mathrm{}`$ characterizes the crossover between the regimes of diffusive dynamics and of localized or critical dynamics.) For even $`N`$ the determinant in Eq. (41) is expanded according to

$$Z(a)a^{N^2/2}\left[1\frac{1}{4}N^2a^2\mathrm{ln}^2a+𝒪(a^2\mathrm{ln}a)\right].$$
(46)
This gives rise to a different asymptotic DOS,

$$\nu (\epsilon )=\pi \nu _0|\epsilon \tau \mathrm{ln}(\epsilon \tau )|,0<\epsilon \tau 1.$$
(47)
Observe that the asymptotic results (44) and (47) do not depend explicitly on $`N`$ when the energy is measured in units of $`1/\tau `$. The leading dependence on energy in Eqs. (44) and (47) has been derived previously in Ref.  in an approximation that leaves the prefactor $`\pi \nu _0`$ unspecified.

When TR symmetry is present but SR symmetry is broken by spin-orbit coupling ($`m_o=4`$, class CII), we choose in Eq. (III) the polynomials $`p_{2n1}(\lambda )=\lambda ^{2Nn}+\lambda ^{n1}`$ and $`p_{2n}(\lambda )=\lambda ^{2Nn}\lambda ^{n1}`$. With such a choice the square root of the determinant of a $`2N\times 2N`$ matrix in Eq. (III) reduces to the determinant of a $`N\times N`$ matrix, from which we obtain

$`Z(a)`$ $``$ $`\mathrm{Det}\left[f_{nm}\right]_{n,m=1}^N,`$ (48)
$`f_{nm}`$ $`=`$ $`(2Nnm+1)K_{|nm|}(a)`$ (50)
$`+(nm)K_{2Nnm+1}(a).`$
For odd $`N`$, the leading term in the asymptotic expansion of $`Z(a)`$ for small $`a`$ is of the form (42), hence the small-$`\epsilon `$ asymptote of the DOS is given by Eq. (44), just like in the case of broken time-reversal symmetry. For even $`N`$ the determinant in Eq. (48) is expanded as

$$Z(a)a^{N^2}\left[1+c_1a^2+c_2a^4\mathrm{ln}^2a+𝒪(a^4\mathrm{ln}a)\right],$$
(51)
where $`c_2=\frac{1}{48}N^2(N+1)^2`$ and $`c_1`$ is another $`N`$-dependent coefficient, which does not affect the asymptote of the DOS. We thus obtain

$$\nu (\epsilon )=\frac{\pi }{3}\nu _0\left(1+\frac{1}{N}\right)^2|(\epsilon \tau )^3\mathrm{ln}(\epsilon \tau )|,0<\epsilon \tau 1.$$
(52)
In the presence of both TR and SR symmetry ($`m_o=1`$, class BDI) and with the choice of the polynomials $`p_n(\lambda )=\lambda ^{n1}`$, $`n=1,\mathrm{},N`$, we obtain for even $`N`$

$`Z(a)`$ $``$ $`\sqrt{\mathrm{Det}\left[f_{mn}\right]_{m,n=1}^N},`$ (53)
$`f_{mn}`$ $`=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑x{\displaystyle \underset{x}{\overset{\mathrm{}}{}}}𝑑y(xy)^{\frac{1}{2}(N+1)}e^{\frac{1}{2}a(x+y+x^1+y^1)}`$ (55)
$`\times \left(x^{n1}y^{m1}x^{m1}y^{n1}\right).`$
For odd $`N`$, the antisymmetric matrix $`f`$ has to be supplemented by an additional row and column with

$`f_{n,N+1}`$ $`=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑xx^{\frac{1}{2}(N+1)}e^{\frac{1}{2}a(x+x^1)}x^{n1}`$ (56)
$`=`$ $`2K_{|(N+1)/2n|}(a).`$ (57)
The analytical continuation $`ai\gamma \mathrm{}\epsilon /v_F=i\tau ϵ/N`$ can be done directly in the integrals (55), (56) if accompanied by an appropriate shift of the integration contour of the variables $`x`$ and $`y`$ in the complex plane. After that, numerical evaluation of the partition function (53) for complex $`a`$ and its derivatives, and hence of the DOS $`\nu (ϵ)`$, is straightforward. The small-$`a`$ asymptote of the partition function $`Z(a)`$ is given by Eq. (42) for odd $`N`$ and by

$$Z(a)=a^{(N/2)^2}\left[1+ca\mathrm{ln}a+𝒪(a)\right]$$
(58)
for even $`N`$, where $`c=\pi [(N/21)!!/(N/22)!!]^2`$ if $`N=4n`$ and $`c=4\pi ^1[(N/21)!!/(N/22)!!]^2`$ if $`N=4n2`$, $`n=1,2,\mathrm{}`$. As a result, for small energies, the DOS has the form (44) for odd $`N`$, while

$$\nu (\epsilon )=\frac{\nu _0c}{N}|\mathrm{ln}(\epsilon \tau )|,0<\epsilon \tau 1,$$
(59)
for even $`N`$, where the coefficient $`c`$ is given below Eq. (58). In the limit $`N1`$, this asymptote simplifies to $`\nu (\epsilon )=\nu _0|\mathrm{ln}(\epsilon \tau )|`$, $`0<\epsilon \tau 1`$.

The DOS is plotted for the three chiral classes and for various values of $`N`$ in Fig. 2. The parity effect and the dependence on symmetry class is clearly seen.

### C BdG universality classes

We now apply Eqs. (III)–(III) to the BdG universality classes. We choose $`\lambda =\mathrm{cosh}2x`$, $`=(1,\mathrm{})`$, and

$$w(\lambda )=\mathrm{exp}(a\lambda )(\lambda ^21)^{(m_l1)/2},$$
(60)
to arrive at the standard form (26). In all calculations below we choose the polynomials $`p_n(\lambda )=\lambda ^{n1}`$ to compute $`Z(a)`$.

When both TR and SR symmetries are present (class CI), say as is the case with a dirty $`d`$-wave superconductor, we use Eq. (III) and find

$$Z(a)\mathrm{Det}\left[\left(\frac{d}{da}\right)^{m+n2}a^1K_1(a)\right]_{m,n=1}^N.$$
(61)
With the help of the asymptotic limit $`a0`$ of the modified Bessel function $`K_1`$, we obtain

$$Z(a)a^{N(N+1)}\left[1+\frac{1}{4}N(N+1)a^2\mathrm{ln}a+𝒪(a^2)\right].$$
(62)
Substituting $`ai\tau \epsilon /N`$ and using Eq. (24) one verifies that the DOS vanishes linearly with energy as $`\epsilon 0`$

$$\nu (\epsilon )=\frac{\pi }{2}\nu _0\left(1+\frac{1}{N}\right)|\epsilon \tau |,0<\epsilon \tau 1.$$
(63)
When SR symmetry is present but not TR (class C), we find

$`Z(a)`$ $``$ $`\sqrt{\mathrm{Det}\left[f_{mn}\right]_{m,n=1}^{2N}},`$ (65)
$`f_{mn}`$ $`=`$ $`(nm)\left({\displaystyle \frac{d}{da}}\right)^{n+m3}{\displaystyle \frac{1+a}{a^3}}e^a.`$ (66)
In the limit $`a0`$, we obtain

$$Z(a)a^{N(2N+1)}\left[1+c_1a^2+c_2a^3+𝒪(a^4)\right],$$
(67)
where $`c_2=\frac{1}{18}N(N+1)(2N+1)`$ and $`c_1`$ is a numerical coefficient which is not important for the small energy asymptote of the DOS. From Eq. (67), one verifies that the DOS vanishes quadratically with energy as $`\epsilon 0`$,

$$\nu (\epsilon )=\nu _0\left(1+\frac{1}{N}\right)\left(1+\frac{1}{2N}\right)(\epsilon \tau )^2,0<\epsilon \tau 1.$$
(68)
The linear and quadratic energy dependencies of the DOS in the thermodynamic limit and for small energies in the classes CI and C, respectively, have been found previously by Senthil et al. The same suppression of the DOS appears in the random matrix theory for finite-size systems of classes CI and C, provided the size of the system is set equal to a localization volume (corresponding to a segment of length $`N\mathrm{}`$ of the quantum wire).

When TR symmetry is present but not SR (class DIII), we find from Eq. (III)

$$Z(a)\mathrm{Det}\left[\left(\frac{d}{da}\right)^{m+n2}K_0(a)\right]_{m,n=1}^N.$$
(69)
Note that $`N`$ is even for the class DIII. In the limit $`a0`$, using the asymptotic expansion of the modified Bessel function $`K_0`$, we obtain $`Z(a)a^{N(N1)}[\mathrm{ln}a+𝒪(1)]`$, i.e., corresponding to a DOS of the form (44). For class DIII, the case $`N=2`$ is special: The Lie algebra $`so(4,)`$ generated by the transfer matrices of a quantum wire in class DIII with $`N=2`$ (see Ref. ) is not irreducible, $`so(4,)sl(2,)\times sl(2,)`$ (see Ref. ). As a result, in the case DIII with $`N=2`$ the scaling of the parameters $`x_j`$ and of the eigenphases $`\varphi _j`$ is described by two mean free paths that need not be equal; one for each copy of the non-compact Lie algebra $`sl(2,)`$. The scaling equations (2), (10), and (II), in which only one mean free path appears, correspond to the special case where these two mean free paths are equal, which requires fine tuning of the disorder. Only in that case the DOS singularity (44) is found. In Refs.  and  it is shown that the general case of different mean free paths has a power law dependence of the DOS for $`\epsilon 0`$ with a non-universal exponent.

Finally, when neither SR nor TR symmetries are present (class D), it is enough to use only Eq. (30) because the number of eigenvalues $`N`$ is a multiple of four in this case. We then obtain

$`Z(a)`$ $``$ $`\sqrt{\mathrm{Det}\left[f_{mn}\right]_{m,n=1}^N},`$ (70)
$`f_{mn}`$ $`=`$ $`{\displaystyle \underset{1}{\overset{\mathrm{}}{}}}𝑑x{\displaystyle \underset{x}{\overset{\mathrm{}}{}}}𝑑y{\displaystyle \frac{x^{n1}y^{m1}x^{m1}y^{n1}}{\sqrt{(x^21)(y^21)}}}e^{a(x+y)}.`$ (71)
With the help of the asymptotic limit $`a0`$ we find Eq. (44) for the asymptotic DOS. Numerical evaluation of the DOS is possible using (70). The substitution $`ai\tau \epsilon /N`$ can be done before the integration and the convergency of the integrals has to be provided by the appropriate shift of the integration contour of $`x`$ and $`y`$ in the complex plane. A divergence of the DOS was also predicted by Senthil and Fisher for two-dimensional systems of class D/DIII.

The case $`N=2`$, which corresponds to a “spinless” class D and was studied in Refs.  and , is again very special \[see the discussion of class DIII with $`N=2`$ below Eq. (69)\]: The Lie algebra $`so(2,2)`$ generated by the transfer matrices of a quantum wire in class D with $`N=2`$ (see Ref. ) is not irreducible, $`so(2,2)sl(2,)\times sl(2,)`$ (see Ref. ). Therefore, as is explained in Refs.  and , instead of the Dyson singularity (44) an algebraic $`\epsilon `$-dependence with non-universal exponent is obtained for the DOS singularity at $`\epsilon =0`$ whenever the two independent mean free paths associated to the two copies of the non-compact Lie Algebra $`sl(2,)`$ are unequal.

The DOS is shown for the four BdG classes and for various $`N`$ in Fig. 3. Note that there is no parity effect for the BdG classes and the DOS becomes almost independent of $`N`$ beyond $`N4`$, provided energy is measured in units of $`1/\tau `$.

## IV Conclusion

In this paper, we have presented a unified picture for both transport and the density of states (DOS) in a long quantum wire, for all ten (pure) Cartan symmetry classes. While it was well known that the dependence of the conductance on the length $`L`$ of the quantum wire could be inferred from the theory of diffusion on symmetric spaces through the Dorokhov-Mello-Pereyra-Kumar (DMPK) equation and its generalizations, we have shown that the same geometrical framework underlies the dependence of the DOS on the energy $`\epsilon `$ (measured with respect to the band center or Fermi energy $`\epsilon =0`$). Our unified picture consists of a general scheme that permits the construction of scaling equations for the eigenvalues $`e^{2i\varphi _j}`$ of the matrix product $`r^{}(\epsilon )r(\epsilon )`$ of reflection matrices $`r`$ at different energies for a disordered quantum wire and for all ten pure Cartan symmetry classes. \[Here $`j=1,\mathrm{},N`$, where $`N`$ is the number of independent eigenvalues of $`r^{}(\epsilon )r(\epsilon )`$.\] Using the analytical continuation $`\epsilon i\omega `$, this scaling equation could be obtained from that for the reflection eigenvalues $`R_j`$ of the quantum wire in the presence of absorption, which, in turn, can be obtained from the DMPK equation. Using the “node-counting theorem” that relates the $`L`$-dependence of the eigenphases $`\varphi _j`$ and the DOS, we were thus able to find the DOS in the thermodynamic limit $`L\mathrm{}`$ from the stationary solution of the scaling equation.

Relatively little attention has been paid to the behavior of the density of states (DOS) in the standard problem of Anderson localization for a system of infinite size, since this DOS, with the exception of its tails, is rather insensitive to disorder. This is not true in the presence of symmetries for which one energy in the spectrum plays a special role, as is the case for the chiral and Bogoliubov-de-Gennes (BdG) universality classes, where a sublattice symmetry or the presence of a superconducting order parameter singles out the band center or the Fermi energy $`\epsilon =0`$, respectively. In those cases, the DOS is singular around zero energy, the energy scale for the singularity being $`\mathrm{}/\tau `$, where, for the case of a long quantum wire we consider in this paper, $`\tau N^2\mathrm{}/v_F`$ is the time for diffusion through a segment of the wire of length $`N\mathrm{}`$. The precise form of the singularity depends on the symmetry class and, for the chiral classes, on the parity of $`N`$. The results are summarized in Table II for the limit of a multichannel quantum wire, $`N1`$. It is in this limit, that a universal dependence of the DOS on the symmetry class is expected.

One might be tempted to argue that, for those classes where the quasiparticle states are localized at and near zero energy, the singular behavior of the DOS in the thermodynamic limit is controlled by the (zero-dimensional) random matrix theory for an effective finite-size system with the linear size of the localization length $`\xi =N\mathrm{}`$. Whereas this argument predicts the correct energy scale $`\mathrm{}/\tau `$ for the singularity, it fails to reproduce the extra logarithm in the functional form of the singularity for the chiral classes, see Table II. The origin of the logarithm in the DOS can be found in the presence of two competing localized modes in that case, that each have the same localization length, see Refs. . As was shown in Ref. , the presence of a small amount of dimerization of the hopping amplitudes lifts the degeneracy of the localization lengths and removes the logarithm from the functional form of the DOS singularity. On the other hand, for the BdG classes C and CI, there is only one localized mode, which explains the absence of the extra logarithm in the functional form of the DOS in those classes.

###### Acknowledgements.

We thank C. W. J. Beenakker, K. Damle, and I. A. Gruzberg for discussions. This work was supported by the Dutch Science Foundation NWO/FOM and by INTAS Grant No. 97-1342 (MT), the Sloan foundation (PWB), and by the Grant-in-Aid for Scientific Research on Priority Areas (A) from the Ministry of Education, Science, Sports and Culture of Japan No. 12046238 (AF). PWB gratefully acknowledges the hospitality of the Instituut Lorentz of Leiden University where part of this work was done. Upon completion of this manuscript, we learned of a related paper by Motrunich et al. (Ref. ) on single-channel quantum wires with BdG symmetry and broken spin-rotation invariance, where the same conclusion was reached with respect as to the DOS singularity for the pure Cartan symmetry classes D and DIII.


text:
# 1 Introduction

## 1 Introduction

In the early eighties Phillips and Mutel (1982) first detected compact radio sources with double structure, known as compact doubles. Later on, compact symmetric objects (CSOs) were defined by Wilkinson et al. (1994) as core-detected sources with double sided emission and total linear size smaller than 1 kpc. They present a typical synchrotron spectrum at high radio frequencies, with a peak due to absorption, around the GHz, i.e., they are also included within a class of objects known as gigahertz peaked spectrum sources.

The main controversy about the nature of CSOs has been if they are old, confined sources (van Breugel et al. 1984; Carvalho 1998) or the young precursors of large Faranoff-Riley II (Owsianik et al. 1998; Taylor et al. 2000). The study of this class of compact sources is thus very interesting as a family of objects on their own, and they provide a scenario to probe jet properties close to the active nucleus.

In this contribution, we present results for the physical conditions in the jets and hot spots in a sample of CSOs and summarize the main conclusions of a simple evolution model, trying to discern between the proposed scenarios by comparing the model with observational data. All the quantities have been calculated assuming synchrotron emission, minimum energy and ram pressure equilibrium with the external medium. Calculations are performed assuming the Universe is described by the standard Friedmann-Robertson-Walker model with Hubble constant $`H_0=70`$ km s-1 Mpc-1 and deceleration parameter $`q_0=0.5`$.

Sources have been selected from the GPS samples of Stanghellini et al. (1998), Snellen et al. (1998), and Peck et al. (2000). We have chosen those sources with double morphology and already classified in the literature as CSOs and also those whose components can be safely interpreted as hot spots even though the central core has not been yet identified. Moreover, sources possibly affected by orientation effects (beaming, spectral distortion), like quasars and core-jet sources, have not been considered. The resulting sample is formed by 20 sources which are listed, along with the data relevant for our study, in Perucho & Martí (2001).

## 2 Physical parameters of hot spots and jets

Panels (a) and (b) display hot spot radius ($`r_{\mathrm{hs}}`$) and hot spot luminosity ($`L_{\mathrm{hs}}`$), respectively, versus source linear size ($`LS`$). These quantities are directly obtained from the corresponding angular sizes and the formulas for cosmological distance. A selfsimilar evolution for the hot spot ($`r_{\mathrm{hs}}LS`$) is clearly observed. The hot spot luminosity seems to be independent of the source linear size, with only a weak tendency to grow with $`LS`$.

We have also estimated the internal energy and pressure in the hot spots assuming that the magnetic field strength and the particle energy distribution arrange in the most efficient way to produce the estimated (synchrotron) luminosity. These minimum energy conditions are reached near the equipartition conditions in which magnetic field and particle energy have the same values. Finally, the number density of relativistic particles within the hot spots is estimated asuming that there is no thermal (leptonic nor barionic) component. Panels (c) and (d) show the distribution of pressures and number densities of relativistic particles in the hot spots, $`p_{\mathrm{hs}}`$ and $`n_{\mathrm{hs}}`$, respectively, as a function of $`LS`$. We refer the interested reader to the Appendix in Perucho & Martí (2001) for details on our model.

We can use the values of the pressure and particle number density within the hot spots to estimate the fluxes of momentum (thrust), energy and particles in the relativistic jets feeding them. Ram pressure equilibrium between the jet and hot spot leads to $`F_\mathrm{j}=P_{\mathrm{hs}}A_{\mathrm{hs}}`$, for the jet thrust $`F_\mathrm{j}`$, where $`A_{\mathrm{hs}}`$ stands for the hot spot cross section ($`\pi r_{\mathrm{hs}}^2`$). Taking mean values for $`P_{\mathrm{hs}}`$ and $`r_{\mathrm{hs}}`$ from our sample we get $`F_\mathrm{j}\mathrm{8.3\hspace{0.17em}10}^{34}`$ dyn. In a similar way, the particle flux in the jet, $`R_{\mathrm{hs}}`$, can be estimated from the total number of particles in the hot spot, $`n_{\mathrm{hs}}V_{\mathrm{hs}}`$ ($`V_{\mathrm{hs}}`$ is the hot spot volume, $`4\pi r_{\mathrm{hs}}^3/3`$) and the source lifetime, $`v_{\mathrm{hs}}/LS`$, where $`v_{\mathrm{hs}}`$ is the hot spot advance speed (assumed constant and $`0.2c`$; see below). According to this, $`R_\mathrm{j}=n_{\mathrm{hs}}V_{\mathrm{hs}}v_{\mathrm{hs}}/LS\mathrm{1.3\hspace{0.17em}10}^{49}`$ e+/- s-1. Finally, a lower bound for the jet power, $`Q_\mathrm{j}`$, can be estimated considering that, in a relativistic jet, $`Q_\mathrm{j}=(F_\mathrm{j}/v_\mathrm{j})c^2`$. Hence, for given $`F_\mathrm{j}`$ and taking $`v_\mathrm{j}=c`$, we have $`Q_{\mathrm{j},\mathrm{min}}=F_\mathrm{j}c=P_{\mathrm{hs}}A_{\mathrm{hs}}c=\mathrm{2.5\hspace{0.17em}10}^{45}`$ erg s-1. It is interesting to note that the lower bound for the jet power is consistent with the one obtained by Rawlings & Saunders (1991) for FRII radio galaxies ($`10^{44}`$ erg s-1) supporting the idea of CSOs being the early phases of FRIIs. Also, the flux of particles inferred in the jet is consistent with accretion rates of barionic plasma of the order $`0.35M_{}`$ y-1, implying a highly efficient conversion of accretion energy at the Eddington limit into ejection (or a leptonic composition of jets).

## 3 An evolution model for CSOs

The results presented in Sect. 2 admit an evolutive interpretation assuming the linear size of the source ($`LS`$) is related with time by means of the hot spot advance speed ($`v_{\mathrm{hs}}`$). According to this, we have developed a model (Perucho & Martí 2001) for the evolution of CSOs within the first kpc assuming that the advance speed is determined by ram-pressure equilibrium between the relativistic jet and the external medium and consistent with the self-similar character of the source growth. The linear fits shown in Fig. 1 together with the assumption of an almost constant advance speed (Owsianik et al. 1998, Taylor et al. 2000), allow us to determine the values of the parameters in our model. Results show that, in order to mantain increasing luminosity and constant advance speed, it is required to invest increasing power with time which can lead to severe energy problems. On the other hand, fixing a constant jet power supply, keeping constant advance speed requires decreasing luminosity, and viceversa: when luminosity is kept increasing with linear size, external density has a less steep gradient, turning out in a less steeply decreasing internal pressure, and a decreasing advance speed; on the other hand, keeping speed constant, external density has to decrease faster, causing a fast expansion of the hot spot and a decrease in luminosity.

Finally, our results allow us to estimate the ages and speeds of the sources at one kpc from the central engine. Considering a (constant) advance speed of $`0.2c`$, the age is $`\mathrm{1.6\hspace{0.17em}10}^4`$ y. If we allow for a decrease in the advance speed (as suggested by one of our models), the age of a source which starts to decelerate at 10 pc (100 pc) will be of $`10^5`$ y ($`\mathrm{3.5\hspace{0.17em}10}^4`$ y) at 1 kpc. These results support the young source scenario for CSOs. Moreover, the speeds of the hot spots at the end of the first kpc ($`0.020.06c`$) are consistent with the terminal speeds inferred for FRIIs.

Much more conclusive answers could be given if there was a larger sample of CSOs with i) measured advance speeds, and ii) measured luminosities.


text:
# A Note on Strong Geometric Isolation in 3–Orbifolds

## 1. Geometric Isolation

Following  we make the following definitions:

Given a hyperbolic $`3`$-orbifold $`M`$ with cusps $`c_1,\mathrm{}c_k,c_{k+1}\mathrm{}c_h`$ we say that cusps $`1,\mathrm{},k`$ are geometrically isolated from cusps $`k+1,\mathrm{},h`$ if any deformation of the hyperbolic structure on $`M`$ induced by Dehn filling cusps $`k+1,\mathrm{},h`$ while keeping cusps $`1,\mathrm{},k`$ complete does not change the Euclidean structure at cusps $`1,\mathrm{},k`$.

We say that cusps $`1,\mathrm{},k`$ are first order isolated from cusps $`k+1,\mathrm{},h`$ if the map from the space of deformations induced by Dehn filling cusps $`k+1,\mathrm{},h`$ while keeping cusps $`1,\mathrm{},k`$ complete to the space of Euclidean structures at cusps $`1,\mathrm{},k`$ has zero derivative at the point corresponding to the complete structure.

We say that cusps $`1,\mathrm{},k`$ are strongly geometrically isolated from cusps $`k+1,\mathrm{},h`$ if for any fixed Dehn filling on cusps $`1,\mathrm{},k`$, the geometry of the (possibly filled) cusps $`1,\mathrm{},k`$ is unchanged by any Dehn filling on cusps $`k+1,\mathrm{},h`$.

It is immediate from these definitions that strong isolation implies geometric isolation, which in turn implies first order isolation.

In  it is shown that first order isolation and strong isolation are symmetric conditions in the sets $`1,\mathrm{},k`$ and $`k+1,\mathrm{},h`$, and that they can be given an analytic definition in terms of the $`\mathrm{\Phi }`$ function defined in .

## 2. The orbifold $`A`$ and the manifold $`A^{}`$

Neumann and Reid in  construct a $`2`$-cusped hyperbolic orbifold $`A`$ with geometrically isolated cusps. Based on numerical evidence, they conjectured that the cusps are strongly isolated. The orbifold $`A`$ is particularly interesting for two reasons: firstly it is arithmetic, and secondly, all other known examples of manifolds with strongly isolated cusps contain a rigid totally geodesic separating surface which “forces” the isolation. There is evidence that this example does not contain such a surface, based on the fact that its volume is so small. In this paper we find explicit formulae describing how the tetrahedra making up an ideal triangulation of $`A`$ are distorted as the hyperbolic structure on $`A`$ is deformed which suggests that the existence of such a surface is unlikely.

$`A^{}`$ is a $`4`$–cusp link complement in $`S^3`$. $`A`$ is obtained from $`A^{}`$ by $`(2,0)`$ Dehn surgery on two of the links. It is a curious fact, which we will exploit in our calculations, that $`A^{}`$ is a double cover of $`A`$, obtained by a twofold branching of $`S^3`$ over the two filled cusps.

We can draw $`A^{}`$ as a $`T^2\times (0,1)`$ complement. The two removed cusps are linked as in Figure 2. The two cusps in the figure we label as $`X`$ and $`Y`$. $`W`$ is the cusp $`T^2\times \{0\}`$, and $`Z`$ the cusp $`T^2\times \{1\}`$. As in  we let $`u_i`$ and $`v_i`$ denote the logarithm of the holonomy of $`m_i`$ and $`l_i`$, the meridian and longitude respectively of cusp $`i`$. Rotating through an angle $`\pi /2`$ gives the same link complement after isotopy.

In fact, we can see that $`A^{}`$ retains its $`4`$–fold symmetry even after cusps $`X`$ and $`Y`$ are $`(m,n)`$–filled. Hence the cusp shapes at $`T^2\times \{0\}`$ and $`T^2\times \{1\}`$ are constant. By taking the quotient we see that in $`A`$ the two cusps are geometrically isolated. Note that this technique can be generalized. Let $`M`$ be any $`4`$–fold symmetric $`T^2\times (0,1)`$ 2–link complement for which there is an orientation–preserving isometry permuting each pair of cusps. Quotienting by this isometry we obtain an orbifold in which one cusp is geometrically isolated from the other. Alternatively, let $`M`$ be any $`4`$–fold symmetric $`T^2\times (0,1)`$ knot complement. Then the cusp corresponding to this knot is geometrically isolated from the other two cusps. It is not difficult to construct infinitely many examples this way.

## 3. Strong Isolation of Cusps

$`A^{}`$ has a hyperbolic structure with fundamental domain given by two regular ideal hyperbolic octahedra identified along their boundaries. To see this, note that $`A^{}`$ consists of an alternating link complement in $`T^2\times (0,1)`$, and therefore by general properties of alternating links, a fundamental domain for $`A^{}`$ can be found by two–coloring the surface on which the link projection lies (in this case a torus), and gluing the regions above and below this surface with a twist of $`\pi /2`$ or $`\pi /2`$ according to the coloring (see ). The link in $`A^{}`$ separates the dividing torus into two squares. The suspension on each of these squares for which the suspension points are cusps $`W`$ and $`Z`$ is an octahedron, from which the vertices are removed, since they lie on the cusps. Gluing the top four faces of each octahedron in the obvious manner, the bottom four faces of each are identified with a twist of $`\pi `$, relative to the top identification. The pattern of identifications is given in Figure 3.

To prove that $`A`$ is strongly geometrically isolated, it suffices to show that $`v_1(u_1,u_3)`$ and $`v_3(u_1,u_3)`$ are functions solely of $`u_1`$ and of $`u_3`$ respectively; i.e. that we can define $`v_1(u_1)`$ and $`v_3(u_3)`$.

We subdivide each octahedron into $`4`$ ideal tetrahedra by cutting along the two faces $`XZXW`$ and $`YZYW`$, so that each tetrahedron has vertices $`X,Y,Z`$ and $`W`$. We denote the simplex parameters of the four tetrahedra from the first octahedron as $`z_1,z_2,z_3,z_4`$ relative to the central edge, and for the tetrahedra from the second octahedron as $`w_1,w_2,w_3,w_4`$. The triangulated cusp shapes for the complete structure are given in Figure 4.

In the notation of  we have the consistency relations

$$w_1w_2w_3w_4=1,z_1z_2z_3z_4=1$$

$$w_1^{\prime \prime }w_2^{}w_3^{\prime \prime }w_4^{}z_1^{}z_2^{\prime \prime }z_3^{}z_4^{\prime \prime }=1,w_1w_3z_1z_3=1$$

The holonomies of $`l`$ and $`m`$ for the four cusps are

$$l_W:w_4^{\prime \prime }z_{2}^{\prime \prime }{}_{}{}^{1}z_{1}^{}{}_{}{}^{1}w_1^{},m_W:z_2^{}w_{4}^{}{}_{}{}^{1}w_{3}^{\prime \prime }{}_{}{}^{1}z_3^{\prime \prime }$$

$$l_Z:w_2^{\prime \prime }z_{2}^{\prime \prime }{}_{}{}^{1}z_{3}^{}{}_{}{}^{1}w_1^{},m_Z:z_2^{}w_{2}^{}{}_{}{}^{1}w_{3}^{\prime \prime }{}_{}{}^{1}z_1^{\prime \prime }$$

$$l_Y:z_3^{\prime \prime }z_{2}^{\prime \prime }{}_{}{}^{1}w_{2}^{}{}_{}{}^{1}w_3^{},m_Y:z_2^{}z_{3}^{}{}_{}{}^{1}w_{1}^{\prime \prime }{}_{}{}^{1}w_4^{\prime \prime }$$

$$l_X:z_3^{\prime \prime }z_{4}^{\prime \prime }{}_{}{}^{1}w_{2}^{}{}_{}{}^{1}w_1^{},m_X:z_4^{}z_{3}^{}{}_{}{}^{1}w_{3}^{\prime \prime }{}_{}{}^{1}w_4^{\prime \prime }$$

Since we are lifting Dehn surgeries from $`A`$, we require that

$$u_W=u_Z,u_Y=u_X$$

from which, and from the Dehn surgery equations it will follow that

$$v_W=v_Z,v_Y=v_X$$

As in  we denote $`z^{}=\frac{z1}{z}`$ and $`z^{\prime \prime }=\frac{1}{1z}`$.

Reparameterizing, we find that we can write everything in terms of two complex variables, $`\alpha `$ and $`\beta `$. We can define the simplex parameters in terms of these two variables as follows:

$$w_4=\frac{\alpha i+\alpha +1i}{\alpha i\alpha +1i},z_1=\frac{\alpha +\alpha i}{2\alpha +\alpha i}$$

$$w_2=\frac{\alpha i+\alpha 1i}{\alpha i\alpha +1+i},z_3=\frac{\alpha i+\alpha 2i}{\alpha i\alpha }$$

$$w_1=\frac{2i\beta \beta i}{\beta \beta i},z_2=\frac{i1\beta \beta i}{\beta \beta i+i1}$$

$$w_3=\frac{\beta \beta i}{\beta \beta i2},z_4=\frac{1+i\beta \beta i}{\beta \beta ii1}$$

With these definitions, it can easily be verified that $`l_W=l_Z`$ and $`m_W=m_Z`$ are functions only of $`\beta `$, and that $`l_Y=l_X`$ and $`m_Y=m_X`$ are functions only of $`\alpha `$; for example, $`l_W=z_{2}^{\prime \prime }{}_{}{}^{1}w_1^{}w_4^{\prime \prime }z_{1}^{}{}_{}{}^{1}=\frac{w_1^{}}{2z_2^{\prime \prime }}`$, which is a function only of $`\beta `$. Explicitly we can calculate

$$l_W=\frac{\beta (\beta i)}{(\beta 1)(\beta (1+i))},m_W=\frac{\beta (\beta 1)}{(\beta i)(\beta (1+i))}$$

$$l_Y=\frac{\alpha (\alpha 1)}{(\alpha i)(\alpha (1+i))},m_Y=\frac{(\alpha 1)(\alpha (1+i))}{\alpha (\alpha i)}$$

We therefore have the following:

###### Theorem 1.

The orbifold $`A`$ has strongly isolated cusps.

## 4. Geometric Description of Reparameterization

There is a nice geometric definition of the parameterization in terms of the two complex numbers $`\alpha `$ and $`\beta `$, which we now describe.

Given a square $`ABCD`$ in the complex plane of side length $`1`$, with vertices at $`0,1,1+i,i`$, we choose a point $`O`$ at the complex number $`\alpha `$. We construct the points $`R`$, $`S`$, $`T`$ and $`U`$ so that the triangles $`ASO`$, $`BTO`$, $`CUO`$ and $`DRO`$ are similar with angles $`\frac{\pi }{4},\frac{\pi }{2}`$ and $`\frac{\pi }{4}`$, as illustrated in Figure 5. Then it is an easy calculation to see that as complex numbers, $`T=R+1`$ and $`S=U+i`$. Therefore the octagon $`ASBTCUDR`$ tiles the complex plane.

The four triangles $`DUO`$, $`CTO`$, $`BSO`$ and $`ARO`$ are precisely (up to similarity) the horoball sections of the simplices $`z_2`$, $`w_3`$, $`z_4`$ and $`w_1`$ respectively after Dehn filling cusps $`Z`$ and $`W`$.

There is a similar, though “mirror reversed” picture describing how $`w_2`$, $`w_4`$, $`z_1`$ and $`z_3`$ are determined as a function of $`\alpha `$. From the fact that this octagon tiles the plane, the consistency relations $`w_1w_3=z_2z_4=1`$ and $`w_1^{\prime \prime }w_3^{\prime \prime }z_2^{\prime \prime }z_4^{\prime \prime }=\frac{1}{4}`$ are geometrically obvious. From the mirror-reversed picture, the consistency relations $`w_2w_4=z_1z_3=1`$ and $`w_2^{}w_4^{}z_1^{}z_3^{}=4`$ can similarly be deduced.

A relation of the form $`w_4^{\prime \prime }z_{1}^{}{}_{}{}^{1}=\frac{1}{2}`$ is equivalent to the geometric fact that the orientation preserving similarity taking $`AO`$ to $`OS`$ takes $`R`$ to the midpoint of $`OB`$. From simple relations such as these, the independence of $`l_W`$ and $`m_W`$ from $`\alpha `$ and of $`l_Y`$ and $`m_Y`$ from $`\beta `$ can be seen.

## 5. The Dehn Surgery Parameter Space

There is an interesting relationship between the parameterization of Dehn Surgery Parameter Space by real pairs $`p_i,q_i:i=1,2`$, and by $`\alpha ,\beta `$. In particular, we have the following

###### Theorem 2.

The circle

$$|\beta 1/2i/2|=\frac{1}{\sqrt{2}}$$

corresponds to the values of $`(p,q)`$ lying on the square with vertices at $`(\pm 2,\pm 2)`$.

Proof: The circle $`|\beta 1/2i/2|=1/\sqrt{2}`$ passes through the square in the complex plane with vertices at $`0,1,i,1+i`$. Therefore, by the description in section §4, it corresponds precisely to the values of $`\beta `$ for which four of the simplices are degenerate. That is to say, the simplex parameters $`w_1,w_3,z_2,z_4`$ are real. By symmetry, we need only consider the case that $`\beta `$ lies on a fixed “quadrant” of the circle, for the sake of argument, the arc between $`D`$ and $`C`$ in Figure 5.

However we know that

$$v_W=\mathrm{log}(1z_2)+\mathrm{log}(w_11)\mathrm{log}(w_1)\mathrm{log}(2)$$

$$u_W=\mathrm{log}(z_21)+\mathrm{log}(1w_3)\mathrm{log}(z_2)\mathrm{log}(2)$$

and moreover, that

$$p_2u_W+q_2v_W=2\pi i$$

But then, by inspecting Figure 5 it can be seen that for $`\beta `$ taking values on this arc, $`w_11`$, $`z_2>1`$ and $`0<w_3<1`$, so that $`\text{Im}(v_W),\text{Im}(u_W)`$ must take the values of $`\pi ,0`$ respectively. Hence, $`q_2=2`$. It is a simple matter to check that $`|\text{Re}(v_W)||\text{Re}(u_W)|`$, and therefore that $`|p_2|2`$.

By a continuity argument, it can be seen that vertices $`C`$ and $`D`$ correspond to the points $`(2,2)`$ and $`(2,2)`$ in $`p_2,q_2`$ space, and the proof follows.

Notice of course that a corresponding fact holds for $`p_1,q_1`$ and $`\alpha `$.

###### Corollary 3.

$`Vol(A_{(p_2,q_2)})=Vol(A)/2`$ for $`(p_2,q_2)`$ taking values on the square with vertices as in Theorem 2.

By a similar argument we can show

###### Theorem 4.

The “circle” $`|\beta |=\mathrm{}`$ corresponds to the values of $`(p_2,q_2)`$ lying on the square with vertices $`(\pm 1,\pm 1)`$

Proof: For the sake of argument, the infinite circle can be understood as a limit of larger and larger circles, in the Hausdorff topology on the Riemann sphere $`\widehat{}`$.

It is easy to see that as $`\beta \mathrm{}`$, the simplex parameters

$$z_2,z_4,w_1,w_3i$$

(that is to say, their orientation and volume is negative). This implies that each of $`v_W,u_W`$ approaches the value of $`0`$ or $`\pm 2\pi i`$ according to which branch of the logarithm is taken. This depends on which homotopy path $`\beta `$ takes from $`1/2+i/2`$ to $`\mathrm{}`$ in the $`4`$-punctured sphere $`\widehat{}\{0,1,i,1+i\}`$. We restrict the values of $`\beta `$ for the moment to the simply connected domain consisting of $``$ minus the four infinite rays emanating from the four corners of the square. The appropriate branch of the logarithm can then be determined by observing how the simplex parameters deform as $`\beta \mathrm{}`$ and then requiring that $`u_W,v_W`$ be continuous. It remains to check that $`|p_2|,|q_2|1`$ in the limit. Without loss of generality, we choose $`\beta `$ with $`\text{Re}(\beta )>\text{Im}(\beta )0`$. Then $`p_21`$, by the argument above. It suffices to check that $`|\text{Re}(v_W)||\text{Re}(u_W)|`$ as $`\beta \mathrm{}`$. But by the parameterization in terms of $`\beta `$, it is immediate that $`|l_W|>|m_W|>1`$. The case for other large absolute values of $`\beta `$ follows by symmetry, and a continuity argument for the cases that $`|\text{Re}(\beta )|=|\text{Im}(\beta )|`$. The proof follows.

One must be wary about assuming that geometric structures corresponding to the case that $`(p_2,q_2)`$ lie in the interior of the square with vertices as in Theorem 2 exist.

For the case that $`(p_2,q_2)`$ lie on this square, four of the tetrahedra are flat and disjoint except at the vertices. The other four tetrahedra can be glued to the flat four, to produce an incomplete hyperbolic manifold, by the consistency equations. The fact that each flat tetrahedra has a (geometric) bicollared neighborhood in the manifold so obtained not intersecting any of the other four tetrahedra implies that one can “pump some air” into each of the four flat tetrahedra without changing the homeomorphism type of the manifold. That is to say, the incomplete manifold so obtained is homeomorphic to $`A^{}`$, and the complete manifold obtained by performing geometric Dehn surgery is homeomorphic to a manifold obtained by topological Dehn surgery on $`A^{}`$. Note by a theorem proved in  one can find geometric structures corresponding to $`(p_2,q_2)`$ in an open neighborhood of $`\{\text{square }\text{ vertices}\}`$ — that is to say, including some cases in which four of the tetrahedra are negatively oriented.

Notice that as $`\beta `$ approaches one of $`0,1,i,1+i`$ that one of the $`(1,1,\sqrt{2})`$ triangles in a horoball section gets arbitrarily small with respect to the other three. This is to say, the length of the filled geodesic in a complete structure (if one were to exist) goes to infinity. This suggests that the orbifolds $`A_{(\pm 2,\pm 2)}`$ contain incompressible tori or annuli, a fact which can be verified geometrically.

## 6. Acknowledgements

The author wishes to express his gratitude to Walter Neumann and Iain Aitchison with whom he had many very fruitful conversations regarding the material in this paper. He particularly wants to thank Walter Neumann for his generosity in taking the time to make numerous useful remarks on the presentation and details of this material.