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# Untitled Document

Hilbert functions and resolutions for ideals of $`n=s^2`$ fat points in P2

Brian Harbourne

Department of Mathematics and Statistics
University of Nebraska-Lincoln
Lincoln, NE 68588-0323
email: bharbour@math.unl.edu
WEB: http://www.math.unl.edu/$``$bharbour/

Joaquim Roé

Departament d’Àlgebra i Geometria
Universitat de Barcelona
Barcelona 08007, Spain
email: jroevell@mat.ub.es
April 24, 2001

1980 Mathematics Subject Classification.  Primary 13P10, 14C99. Secondary 13D02, 13H15. Key words and phrases.  Hilbert function, resolution, fat points, blow up, rational surface.
Abstract: Conjectures for the Hilbert function of the $`m`$th symbolic power of the ideal of $`n`$ general points of P2 are verified for infinitely many $`m`$ for each square $`n>9`$, using an approach developed by the authors in a previous paper. In those cases that $`n`$ is even, conjectures for the resolution are also verified. Previously, by work of Evain (for the Hilbert function) and of Harbourne, Holay and Fitchett (for the resolution), these conjectures were known for infinitely many $`m`$ for a given $`n`$ only for $`n`$ being a power of 4.

I. Introduction Consider the ideal $`I_{(n,m)}R=𝐂[\text{P}\text{2}]`$ generated by all forms having multiplicity at least $`m`$ at $`n`$ given general points of P2. This is a graded ideal, and thus we can consider the Hilbert function $`h_{(n,m)}`$ whose value at each nonnegative integer $`t`$ is the dimension $`h_{(n,m)}(t)=\text{dim}(I_{(n,m)})_t`$ of the homogeneous component $`(I_{(n,m)})_t`$ of $`I_{(n,m)}`$ of degree $`t`$.

In spite of a good deal of work, until recently $`h_{(n,m)}`$ was known only when either $`n`$ or $`m`$ was small (see Figure 1, a color postscript graphic, which can be viewed, in color, also at http://www.math.unl.edu/$``$bharbour/Hilb1.jpg). Alexander and Hirschowitz \[AH\] determined $`h_{(n,m)}`$ for each $`m`$ for all $`n`$ sufficiently large compared with $`m`$ (in all dimensions, not just for P2); however, it is unclear how large is large enough.

The first explicit determination when both $`m`$ and $`n`$ can be large was given by Evain \[Ev\], whose result applies for all $`m`$ whenever $`n`$ is a power of 4. (Evain’s method also seems to work as long as $`n`$ is a square divisible only by 2, 3 or 5.) We \[HR\] recently found a different method and applied it to determine $`h_{(n,m)}`$ in a great many additional cases in which both $`m`$ and $`n`$ can be large, but, unlike Evain’s result, for these cases the larger $`m`$ is, the larger $`n`$ must be also.

Here we show that our method also applies, like Evain’s, to determine $`h_{(n,m)}`$ for infinitely many $`m`$ for various $`n`$ (in fact, whenever $`n`$ is a square). In addition, applying the results of \[HHF\], we also obtain the resolution of the ideal $`I_{(n,m)}`$ for infinitely many $`m`$ whenever $`n`$ is an even square. Thus with this paper and with our recent results, we can update the data of Figure 1; the updated data is shown in Figure 2 (on the web this is located at http://www.math.unl.edu/$``$bharbour/Hilb2.jpg). See Figures 3 and 4 for the corresponding data for resolutions (on the web at http://www.math.unl.edu/$``$bharbour/Res1.jpg and http://www.math.unl.edu/$``$bharbour/Res2.jpg). \[Note that these figures do not show all cases for which the algorithm of \[HR\] determines the Hilbert function or resolution, just certain cases for which the algorithm is especially easy to analyze (i.e., Corollaries V.2 and V.4 of \[HR\]) and those additional cases we analyze here (i.e., Theorem II.3). There are additional cases which a computer search shows that the algorithm handles, but for which a simple statement seems hard to give.\]

II. Conjectures and Main Result As shown in Figure 1, $`h_{(n,m)}`$ was determined for all $`m`$ by Nagata, when $`n<10`$. The result in these cases turns out to be a bit complicated. Conjectures have been given (\[H1\],\[Hi1\]) which imply that these complications disappear for $`n10`$:

Conjecture II.1: For $`n10`$ general points of P2, $`h_{(n,m)}(t)=\text{max}\{0,\left(\genfrac{}{}{0pt}{}{t+2}{2}\right)n\left(\genfrac{}{}{0pt}{}{m+1}{2}\right)\}`$ for each integer $`t0`$.

Similarly, as shown in Figure 3, the resolution of $`I_{(n,m)}`$ is known (\[Cat\], \[H2\]) when $`n9`$, but it also is somewhat complicated. These complications are conjectured to disappear for $`n10`$ (\[H2\], \[HHF\]):

Conjecture II.2: For $`n10`$, the minimal free resolution of $`I_{(n,m)}`$ is

$$0R[\alpha 2]^dR[\alpha 1]^cR[\alpha 1]^bR[\alpha ]^aI_{(n,m)}0,$$

where $`\alpha `$ is the least $`t`$ such that $`h_{(n,m)}(t)>0`$, $`a=h_{(n,m)}(\alpha )`$, $`b=\text{max}\{h_{(n,m)}(\alpha +1)3h_{(n,m)}(\alpha ),0\}`$, $`c=\text{max}\{h_{(n,m)}(\alpha +1)+3h_{(n,m)}(\alpha ),0\}`$, $`d=a+bc1`$, and $`R[i]^j`$ is the direct sum of $`j`$ copies of the ring $`R=𝐂[\text{P}\text{2}]`$, regarded as an $`R`$-module with the grading $`R[i]_k=R_{ki}`$.

We now show that Conjecture II.1 holds for infinitely many $`m`$ whenever $`n10`$ is a square, and (as a consequence of \[HHF\]) that Conjecture II.2 holds for infinitely many $`m`$ whenever $`n10`$ is an even square. For the purpose of stating the theorem, given any positive integer $`i`$, let $`l_i`$ be the largest integer $`j`$ such that $`j(j+1)i`$.

Theorem II.3: Consider $`10n=s^2`$ general points of P2. Let $`k`$ be any nonnegative integer, and let $`m=x+k(s1)`$, where $`x`$ is an integer satisfying $`s/2l_sxs/2`$ if $`s`$ is even, or $`(s+1)/2l_{2s}x(s+1)/2`$ if $`s`$ is odd. Then Conjecture II.1 holds for $`I_{(n,m)}`$ if $`n`$ is odd, and Conjecture II.1 and Conjecture II.2 both hold if $`n`$ is even.

To prove Theorem II.3 we will, in the particular case of uniform multiplicities, use an algorithm developed in \[HR\]. The algorithm gives bounds on $`\alpha (n,m)`$, defined to be the least $`i`$ such that $`h_{(n,m)}(i)>0`$. We begin by briefly recalling the algorithm. The parenthetical remarks below can be ignored; they are meant only as a reminder of the geometry underlying the algorithm as developed in \[HR\], and are not necessary for applying the algorithm.

Let $`g=(d1)(d2)/2`$ (thus $`g`$ is the genus of a plane curve of degree $`d`$). Let $`C`$ denote the $`n+1`$-tuple $`(d,1,\mathrm{},1,0,\mathrm{},0)`$, where the entry 1 occurs $`r`$ times. Given any $`n+1`$-tuple $`D=(t,m_1,m_2,\mathrm{},m_n)`$ of integers, with respect to the obvious bilinear form we have $`DC=td(m_1+\mathrm{}+m_r)`$. (The $`n+1`$-tuple $`D`$ corresponds to a divisor $`\stackrel{~}{D}`$ on the blow up $`X`$ of P2 at the $`n`$ general points, $`C`$ corresponds to the proper transform $`\stackrel{~}{C}`$ of a curve of degree $`d`$ passing through $`r`$ of the points and $`DC`$ is just the usual intersection product $`\stackrel{~}{D}\stackrel{~}{C}`$, and hence equals the degree of $`O_{\stackrel{~}{C}}(\stackrel{~}{D})`$.)

Assume that $`D_0=(t,m_1,m_2,\mathrm{},m_n)`$ satisfies $`m_1m_2\mathrm{}m_n0`$. Define $`D_i^{}`$ by $`D_i^{}=D_{i1}C`$, and then define $`D_i`$ to be what is obtained from $`D_i^{}`$ by first converting any of the 2nd through $`n+1`$st entries to 0 if it is negative and then permuting the 2nd through $`n+1`$st entries to be in descending order. For convenience, define $`t_i`$ to be the first entry of $`D_i`$ (thus $`t_i=\stackrel{~}{D}_\omega L`$ where $`L`$ is the total transform to $`X`$ of a line in P2).

We thus get a sequence of tuples, $`D_0`$, $`D_1`$, etc.; let $`\omega `$ be the least $`i`$ such that $`t_i<0`$. By \[HR\], we then have $`\alpha (n,m)>t`$ if the following two conditions hold: (1) $`D_iCg1`$ for $`0i<\omega 1`$, and (2) $`(t(\omega 1)d+1)(t(\omega 1)d+2)2\mu `$, where $`\mu =t_{\omega 1}dD_{\omega 1}C`$ is the sum of the second to $`r`$th entries of $`D_{\omega 1}`$.

The algorithm is simply to determine the biggest $`t`$ such that the given conditions are satisfied. (Geometrically, $`t_\omega =\stackrel{~}{D}_\omega L<0`$ and hence $`\stackrel{~}{D}_\omega `$ is not linearly equivalent to an effective divisor. According to the analysis in \[HR\], $`D_iCg1`$ for $`i<\omega 1`$ and $`(t_i+1)(t_i+2)2\mu `$ for $`i=\omega 1`$ mean that $`O_{\stackrel{~}{C}}(\stackrel{~}{D}_i)`$ has no global sections, which by induction implies the divisor corresponding to $`\stackrel{~}{D}_0`$ is not linearly equivalent to an effective divisor.)

In order to analyze the algorithm, we will use the following lemma, for which we define $`\omega ^{}`$ to be the least $`i`$ such that all entries of $`D_i`$ except possibly the first are 0.

Lemma II.4: Let $`D_0=(t,m,m,\mathrm{},m)`$. Then for all $`0i\omega ^{}1`$

$$i\left(\frac{r^2}{n}d^2\right)\left(r\frac{r^2}{n}\right)D_iCD_0Ci\left(\frac{r^2}{n}d^2\right).$$

Proof: Let $`A_0`$ be the $`n+1`$-tuple $`(0,\mathrm{},0)`$, and for $`0<kn`$ let $`A_k=(0,1,\mathrm{},1,0,\mathrm{},0)`$, where 1’s occupy positions $`1`$ through $`k`$. For $`0i<\omega ^{}`$, it is not hard to check that $`D_i=(t_0id,mi+q,\mathrm{},mi+q)+A_\rho `$, where $`i(nr)=qn+\rho `$ with $`0\rho <n`$, and therefore

$$D_iCD_0C=i(rd^2)rq+A_\rho C.$$

On the other hand, $`A_\rho C=\mathrm{min}\{\rho ,r\}`$, and it is easy to see that

$$i(nr)\frac{r}{n}rq+\mathrm{min}\{\rho ,r\}i(nr)\frac{r}{n}+r\frac{r^2}{n}$$

from which the claim follows. $`\mathrm{}`$

Our next result improves (for uniform multiplicities) on Theorem I.1(a)(i) of \[HR\], which assumed that $`rd^2`$, whereas here we only require that $`r^2d^2n`$.

Proposition II.5: Consider $`n`$ general points of P2. Let $`m`$, $`r`$, $`d`$, $`u`$ and $`\rho `$ be nonnegative integers such that $`nm=ur+\rho `$, $`0<\rho rn`$, and $`rd(d+1)/2r^2d^2n`$, and let $`l=\mathrm{min}\{l_{2\rho },d\}1`$. Then $`\alpha (n,m)1+\mathrm{min}\{(mr+g1)/d,l+ud\}`$.

Proof: It is easy to check that $`\omega ^{}=mn/r=u+1`$, so if $`tl+ud`$, it follows that $`t_\omega ^{}=ld<0`$, and thus $`\omega ^{}\omega `$. Since $`r^2/nd^20`$, it follows from Lemma II.4 that $`D_iCD_0C`$ for all $`0i\omega 2`$. If $`t(mr+g1)/d`$, then $`D_iCD_0C=tdmrg1`$. To conclude that $`\alpha (n,m)t+1`$, it is now enough to check that $`(ti^{}d+1)(ti^{}d+2)2\mu `$ for $`i^{}=\omega 1`$, where $`\mu `$ is the sum of the second to $`r`$th entries of $`D_i^{}`$. If $`i^{}=u`$ (i.e., $`\omega ^{}=\omega `$) we have $`ti^{}d=tudl`$ by hypothesis and hence $`(ti^{}d+1)(ti^{}d+2)(l+1)(l+2)2\rho =2\mu `$ by definition of $`l`$. If $`i^{}<u`$ (so $`\omega ^{}>\omega `$), by definition of $`i^{}`$ we at least have $`ti^{}dd1`$, so $`(ti^{}d+1)(ti^{}d+2)d(d+1)`$. But $`\omega ^{}>\omega `$ implies $`\mu r`$, and by hypothesis $`rd(d+1)/2r^2`$ (so $`d(d+1)2r`$); therefore $`2\mu 2rd(d+1)(ti^{}d+1)(ti^{}d+2)`$ as we wanted. $`\mathrm{}`$

We now give the proof of our main result:

Proof of Theorem II.3: We apply Proposition II.5 with $`d=s1`$, $`r=ds`$, $`u=mn/r1=m+k`$ and $`\rho =mnur=xs`$. We claim that $`t_0\mathrm{min}\{(mr+g1)/d,l+ud\}`$, where $`t_0=ms+s/22`$ if $`s`$ is even and $`t_0=ms+(s1)/22`$ if $`s`$ is odd. But $`t_0(mr+g1)/d`$ because $`(mr+g1)/d=(mds+d(d3)/2)/d=ms+(s4)/2`$. To see $`t_0l+ud`$, note that $`t_0l+ud`$ simplifies to $`x+s/22l`$ if $`s`$ is even and to $`x+(s1)/22l`$ if $`s`$ is odd. Therefore (by definition of $`l`$) we have to check that $`x+s/21d`$ and $`(x+s/21)(x+s/2)2sx`$ if $`s`$ is even, and that $`x+(s1)/21d`$ and $`(x+(s1)/21)(x+(s1)/2)2sx`$ if $`s`$ is odd. The first inequality follows from $`xs/2`$ and $`x(s+1)/2`$ respectively. For the second, substituting $`s/2j`$ for $`x`$ if $`s`$ is even and $`(s+1)/2j`$ for $`x`$ if $`s`$ is odd, $`(x+s/21)(x+s/2)2sx`$ and $`(x+(s1)/21)(x+(s1)/2)2sx`$ resp. become $`j(j+1)s`$ if $`s`$ is even and $`j(j+1)2s`$ if $`s`$ is odd. Thus $`(x+s/21)(x+s/2)2sx`$ and $`(x+(s1)/21)(x+(s1)/2)2sx`$ resp. hold if $`x`$ is an integer satisfying $`s/2l_sxs/2`$ if $`s`$ is even, and $`(s+1)/2l_{2s}x(s+1)/2`$ if $`s`$ is odd.

This shows by Proposition II.5 that $`\alpha (n,m)ms+s/21`$ if $`s`$ is even and $`\alpha (n,m)ms+(s1)/21`$ if $`s`$ is odd. But since $`n`$ points of multiplicity $`m`$ impose at most $`n\left(\genfrac{}{}{0pt}{}{m+1}{2}\right)`$ conditions on forms of degree $`t`$, it follows that $`h_{(n,m)}(t)\left(\genfrac{}{}{0pt}{}{t+2}{2}\right)n\left(\genfrac{}{}{0pt}{}{m+1}{2}\right)`$, and it is easy to check that $`\left(\genfrac{}{}{0pt}{}{t+2}{2}\right)n\left(\genfrac{}{}{0pt}{}{m+1}{2}\right)>0`$ whenever $`tms+s/21`$ if $`s`$ is even and $`tms+(s1)/21`$ if $`s`$ is odd. Thus in fact we have $`\alpha (n,m)=ms+s/21`$ if $`s`$ is even and $`\alpha (n,m)=ms+(s1)/21`$ if $`s`$ is odd, whenever $`m`$ is of the form $`m=x+k(s1)`$, with $`x`$ as given in the statement of Theorem II.3.

Of course, $`h_{(n,m)}(t)=0`$ for all $`t<\alpha (n,m)`$, and by \[HHF\], we know that $`h_{(n,m)}(t)=\left(\genfrac{}{}{0pt}{}{t+2}{2}\right)n\left(\genfrac{}{}{0pt}{}{m+1}{2}\right)`$ for all $`t\alpha (n,m)`$ (apply Lemma 5.3 of \[HHF\], keeping in mind our explicit expression for $`\alpha (n,m)`$). This proves our claims regarding verification of Conjecture II.1. As for Conjecture II.2, when $`n`$ is an even square, apply Theorem 5.1(a) of \[HHF\]. This concludes the proof. $`\mathrm{}`$

III. Figures Here we show graphs of what was known until recently regarding Conjecture II.1 and Conjecture II.2, and what is known now. For Figure 1, the references are: \[N\] for Nagata, \[Hi2\] for Hirschowitz, \[CM1\] and \[CM2\] for Ciliberto and Miranda, and \[Ev\] for Evain. The additional data shown in Figure 2 is simply a graphical representation of Corollary V.2 of \[HR\], and Theorem II.3.

For Figure 3, the references are: \[GGR\] for Geramita, Gregory and Roberts, \[Cat\] for Catalisano, \[H2\] for Harbourne, \[Id\] for Idà, and \[HHF\] for Harbourne, Holay, and Fitchett. As before, the additional data shown in Figure 4 is simply a graphical representation of Corollary V.4 of \[HR\], and Theorem II.3.

Figure 1

Figure 2

Figure 3

Figure 4

References

\[AH\]J. Alexander and A. Hirschowitz. An asymptotic vanishing theorem for generic unions of multiple points, Invent. Math. 140 (2000), no. 2, 303–325.

\[CM1\]C. Ciliberto and R. Miranda. Degenerations of planar linear systems, J. Reine Angew. Math. 501 (1998), 191-220.

\[CM2\]C. Ciliberto and R. Miranda. Linear systems of plane curves with base points of equal multiplicity, Trans. Amer. Math. Soc. 352 (2000), 4037–4050.

\[Cat\]M. V. Catalisano. ‘‘Fat’’ points on a conic, Comm. Alg. 19(8) (1991), 2153–2168.

\[Ev\]L. Evain. La fonction de Hilbert de la réunion de $`4^h`$ gros points génériques de P2 de même multiplicité, J. Alg. Geom. 8 (1999), 787–796.

\[GGR\]A. V. Geramita, D. Gregory and L. Roberts. Monomial ideals and points in projective space, J. Pure and Appl. Alg. 40 (1986), 33–62.

\[H1\]B. Harbourne. The geometry of rational surfaces and Hilbert functions of points in the plane, Can. Math. Soc. Conf. Proc. 6 (1986), 95–111.

\[H2\]. The Ideal Generation Problem for Fat Points, J. Pure and Applied Alg. 145 (2000), 165–182.

\[HHF\]B. Harbourne, S. Holay, and S. Fitchett. Resolutions of Ideals of Quasiuniform Fat Point Subschemes of P2, preprint (2000).

\[HR\]B. Harbourne and J. Roé. Linear systems with multiple base points in P2, preprint (2000).

\[Hi1\]A. Hirschowitz. Une conjecture pour la cohomologie des diviseurs sur les surfaces rationelles génériques, Journ. Reine Angew. Math. 397 (1989), 208–213.

\[Hi2\]A. Hirschowitz. La méthode d’Horace pour l’interpolation à plusieurs variables, Manus. Math. 50 (1985), 337–388.

\[Id\]M. Idà. The minimal free resolution for the first infinitesimal neighborhoods of $`n`$ general points in the plane, J. Alg. 216 (1999), 741–753.

\[N\]M. Nagata. On rational surfaces, II, Mem. Coll. Sci. Univ. Kyoto, Ser. A Math. 33 (1960), 271–293.


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# Tests for Gaussianity of the MAXIMA-1 CMB Map

\[

## Abstract

Gaussianity of the cosmological perturbations in the universe is one of the key predictions of standard inflation, but it is violated by other models of structure formation such as topological defects. We present the first test of the Gaussianity of the cosmic microwave background (CMB) on sub-degree angular scales, where deviations from Gaussianity are most likely to occur. We apply the methods of moments, cumulants, the Kolmogorov test, the $`\chi ^2`$ test, and Minkowski functionals in eigen, real, Wiener-filtered and signal-whitened spaces, to the MAXIMA-1 CMB anisotropy data. We conclude that the data, which probe angular scales between 10 arcminutes and 5 degrees, are consistent with Gaussianity.

\]

A. Introduction: The anisotropy in the cosmic microwave background (CMB) is arguably the cleanest cosmic signal that preserves the intrinsic statistical properties of cosmological perturbations . The recent observations from MAXIMA-1  and BOOMERANG  have unambiguously detected a sharp peak in the CMB power spectrum. This has favored inflation  as the dominant mechanism for structure formation of the universe  as opposed to other candidates like topological defects . Another key prediction of standard inflation is that the distribution of cosmic perturbations are Gaussian, while other cosmological models such as isocurvature inflation (e.g. ) and topological defects (e.g. ) predict otherwise. Thus tests for the Gaussianity of CMB anisotropy data can discriminate between cosmological models. In addition, a Gaussian distribution is an important ingredient in the estimation algorithm of CMB power spectra , which has been used to produce the recent MAXIMA-1 and BOOMERANG results . Adding the fact that the estimation of cosmological parameters  relies on the estimated CMB power spectra, it is important to verify the Gaussian distribution of the CMB.

Tests for the Gaussianity of CMB data have been carried out by numerous authors, mainly using data from the Differential Microwave Radiometer (DMR) on the COsmic Background Explorer (COBE) . Several statistics were used including moments, cumulants, Minkowski functionals (which include genus, e.g. ), the three-point function (e.g. ), bispectrum (e.g. ), wavelet transform (e.g. ), etc. All these tests showed that the data were consistent with Gaussianity, except for a couple of results  that may have non-cosmological origins .

In addition to the usual limitations from foreground contamination and instrumental noise, the $`7^{}`$ angular resolution of the DMR data is not ideal for tests of Gaussianity. Angular resolution is an issue because the size of the causal horizon at last scattering is about one degree. Thus in a sky patch of super-degree size, there are many uncorrelated perturbations due to causality. As a result, the central limit theorem guarantees that the pre-last-scattering anisotropy on super-degree scales will tend to be Gaussian. Even if the post-last-scattering anisotropy is strong and non-Gaussian, it can be obscured by the pre-last-scattering contribution, which we expect to be Gaussian. Therefore a CMB map with sub-degree resolution can provide much more powerful tests for Gaussianity. Park et al.  recently used a genus test on the QMAP and Saskatoon data, which have a resolution of about $`1.5^{}`$, to show that they were consistent with Gaussianity. In this paper we report results from a series of Gaussianity tests on the MAXIMA-1 CMB map , which provides anisotropy information on angular scales between $`10^{}`$ and $`5^{}`$. To optimize both the resolution and the signal-to-noise ratio for these tests, we shall use a map with 5972 square pixels of $`8^{}`$ each . Using these high-quality data we probe for the first time the Gaussianity of CMB anisotropy on sub-degree scales.

A CMB sky is Gaussian if it is a realization of a process that is only specified by the two-point correlation function of a given cosmological model. However, because we have only one realization of the CMB sky, it is not possible to exhaustively test the statistical properties of the process that generated it. Therefore, we employ a Frequentist approach, testing the null hypothesis of Gaussianity for the inflationary model that best fits the data.

B. Karhunen-Loève transform: We consider the Karhunen-Loève (K-L) transform, sometimes called Principal Component Analysis or the signal-to-noise eigenmode transformation , because it enables us not only to transform the observed CMB map into uncorrelated eigenmodes of known signal-to-noise ratios, and further to implement Gaussianity tests on the uncorrelated modes. For the CMB, it is standard to model the data $`𝐝d_i`$ as a linear sum of uncorrelated signal $`𝐬s_i`$ and noise $`𝐧n_i`$, with the correlation matrix $`𝐂\mathrm{𝐝𝐝}^\mathrm{T}=𝐒+𝐍`$ where $`𝐒=\mathrm{𝐬𝐬}^\mathrm{T}`$ and $`𝐍=\mathrm{𝐧𝐧}^\mathrm{T}`$. In the noise-whitened space $`𝐝^{(\mathrm{W})}=𝐍^{1/2}𝐝`$, all the eigenvalues of the noise matrix, $`𝐍^{1/2}\mathrm{𝐍𝐍}^{1/2}=𝐈`$, are simply unity. Thus the eigenvalues $`𝐞^{S(\mathrm{W})}`$ of the noise-whitened signal matrix $`𝐍^{1/2}\mathrm{𝐒𝐍}^{1/2}`$ represent the square of signal-to-noise ratios of each eigenmode. The coefficients $`𝐛^{(\mathrm{W})}`$ of the noise-whitened eigenmodes in a data set can be obtained by transforming $`𝐝^{(\mathrm{W})}`$ to the basis which diagonalizes $`𝐍^{1/2}\mathrm{𝐂𝐍}^{1/2}`$. These coefficients are normally called the K-L coefficients.

We compute $`𝐒`$ using the CMB power spectrum of the best estimated cosmological model  ($`\mathrm{\Omega }_b=0.105`$, $`\mathrm{\Omega }_c=0.595`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.3`$, and $`h=0.53`$) and including the effects introduced by the beam shape and the pixelization of the map . The matrix $`𝐍`$ is estimated from the temporal data . The resulting eigenvalues in the noise-whitened space are shown in Fig. 1, sorted in descending order. The dot-dashed line indicates that only the first 639 modes have signal-to-noise ratios $`\left[𝐞^{S(\mathrm{W})}\right]^{1/2}1`$. This number is well below our pixel number 5972. It is determined by the signal and noise levels and the observing resolution (beam) of a data set, but is independent of the pixel number of the map when the pixel size is not larger than the observing resolution.

A common technique to remove the information of non-cosmological interest in the map is Wiener filtering, $`𝐝^{\mathrm{WF}}=\mathrm{𝐒𝐂}^1𝐝`$. This is equivalent to weighting the eigenmodes with the ratios $`𝐞^{S(\mathrm{W})}/(𝐞^{S(\mathrm{W})}+1)`$ (see Fig. 1). The sum of these ratios for all the eigenmodes is 837, again well below the total number 5972 of the eigenmodes. We shall employ this technique in section D to amplify the statistical significance of the CMB signal in our map.

The K-L transform can also be used to test for Gaussianity. If the underlying map is Gaussian, then the eigenvalue-normalized K-L coefficients $`𝐚^{(\mathrm{W})}𝐛^{(\mathrm{W})}/(𝐞^{S(\mathrm{W})}+1)^{1/2}`$ should be a set of Gaussian variables with mean zero and variance one. We compute the $`𝐚^{(\mathrm{W})}`$ of our data, and use the observed frequency distribution to approximate its one-point probability distribution functions (PDF) $`p(\nu )`$, where $`\nu `$ is the number of standard deviations from the mean, for both the entire 5972 and the first 639 modes (i.e., those modes with signal dominating over noise). Both cases easily pass the $`\chi ^2`$ and the Kolmogorov tests for Gaussianity at 95% confidence.

In addition to the above tests, we also use Monte Carlo (MC) simulation to build a Gaussian reference frame for the Frequentist approach. We generate 100,000 Gaussian realizations, each of which is obtained by $`d_i^{\mathrm{MC}}=C_{ij}^{1/2}g_j`$, where $`g_j`$ is a Gaussian variable of mean zero and variance one. As a first application, we use the MC simulation to find the probability distribution of $`p(\nu )`$ at each $`\nu `$ for the entire 5972 and the first 639 $`𝐚^{(\mathrm{W})}`$. Fig. 2 shows that in both cases the real data lie well within the 95% confidence regions of Gaussianity (hereafter CRG). We also compute the moments and cumulants of the first 639 $`𝐚^{(\mathrm{W})}`$ up to tenth order, and they are all well within the 99% CRG. All these results support the conclusions not only that our map is consistent with Gaussianity, but also that our estimations of noise and CMB power spectrum (giving $`𝐍`$ and $`𝐒`$ respectively) are consistent with the data so as to provide the proper eigenmodes for the K-L transform.

C. Minkowski functionals: The concept of Minkowski functionals is based on integral geometry. According to Hadwiger’s Theorem $`\beta +1`$ Minkowski functionals are sufficient to measure the morphology of a $`\beta `$-dimensional pattern. In the case of CMB we have $`\beta =2`$ and thus need only three Minkowski Functionals. First we define the excursion set $`Q`$ in a given CMB field as the region in which the CMB amplitude $`d_i`$ is larger than a threshold: $`QQ(\nu )=\{d_i|(d_i\mu )/\sigma >\nu \}`$, where $`\mu =d`$ and $`\sigma ^2=d^2\mu ^2`$. Then the surface densities $`v_i(\nu )V_i(Q)/A`$ of Minkowski functionals $`V_i(Q)`$ for a CMB patch of angular area $`A`$ can be defined as

$$v_0=\frac{1}{A}_Q𝑑A,v_1=\frac{1}{4A}_Q𝑑l,v_2=\frac{1}{2\pi A}_Q\kappa 𝑑l,$$
(1)
where $`Q`$ is the boundary of the region $`Q`$, $`dA`$ and $`dl`$ are the differential elements of $`Q`$ and $`Q`$ respectively, and $`\kappa `$ is the geodesic curvature of $`dl`$. These Minkowski Functionals have different morphological meanings: $`V_0`$ is the total area of $`Q`$, $`V_1`$ is the total length of its boundary, and $`V_2`$ is the number of isolated regions (hot spots) in $`Q`$ minus the number of holes (cold spots). For an isotropic Gaussian field these functionals are characterized only by the field’s variance $`\sigma ^2`$ and the variance of its gradient $`\tau =|d|^2/2`$, i.e. $`v_{0(\mathrm{G})}=\mathrm{erfc}(\nu /\sqrt{2})/2`$, $`v_{1(\mathrm{G})}=\tau ^{1/2}\mathrm{exp}(\nu ^2/2)/8\sigma `$, and $`v_{2(\mathrm{G})}=\tau \nu \mathrm{exp}(\nu ^2/2)/(2\pi )^{3/2}\sigma ^2`$. We also note that the commonly used one-point PDF $`p(\nu )`$ and genus $`g`$, or the ‘Euler-Poincaré characteristics’, are simply related to the Minkowski Functionals. For the two-dimensional CMB, we have $`p(\nu )=V_0/A\nu `$ and $`g=V_2+V_0/2\pi `$.

Because the MAXIMA-1 map has an irregular boundary and all pixels have a square shape lying on a regular lattice, we need a numerical scheme to approximate its Minkowski Functionals. For a given threshold $`\nu `$ and thus a given $`Q`$ on the lattice, $`v_0`$ is simply the number of pixels in $`Q`$ divided by the total number of pixels in the map. Here $`v_1`$ is determined by the length of $`Q`$ multiplied by $`\pi /4`$ to correct for the square-pixel lattice effect. To compute $`v_2`$, we first induce offset in the pixel positions every other row. As Fig. 3 (a) shows, this gives two types (I and II) of vertices. For each type, the integration of $`\kappa `$ in equation (1) can be easily obtained by examining the status of the neighboring four pixels (basically the integration is determined by the change of the internal angle along $`Q`$). Fig. 3 (b) shows an example, where the pixels in $`Q`$ are shaded and the one with no CMB data is labeled with a cross. In this case the vertices $`\alpha _1`$, $`\alpha _2`$, $`\alpha _3`$ and $`\alpha _4`$ have unambiguously $`_{\alpha _i}(2\kappa /\pi )𝑑l=2`$, $`2`$, $`1`$ and $`0`$ respectively, while a confusion in this calculation would occur at $`\alpha _1`$and $`\alpha _2`$ if there was no offset every other row. We also notice that any bias possibly induced by the above algorithms should disappear when the number of pixels is large, as in our case.

We compute the $`v_0(\nu )`$, $`v_1(\nu )`$, and $`v_2(\nu )`$ for both the entire map and the central $`37\%`$ (2209 pixels, covering about $`6.3^{}\times 6.3^{}`$), expected to have the lowest noise. We use pixel sizes of $`8^{}`$, $`16^{}`$, and $`24^{}`$, the last two obtained by averaging the neighboring pixels of the original map. The results of all six cases lie within the $`95\%`$ CRG obtained from the MC simulation described earlier. Fig. 4 shows the results of the two cases with $`8^{}`$ pixels. We note that while the means of the MC simulation (dashed lines) are close to the analytical isotropic Gaussian forms (dotted lines) in (b1–b3), they deviate significantly from each other in (a1–a3). This is due to the higher noise level near the edge of the map, contributing as an anisotropic component in the map (the RMS noise of the full map and the central part are about $`162\mu K`$ and $`57\mu K`$ respectively).

We also note that some results (solid lines) appear to have systematic departure from the Gaussian expectations $`\overline{v}_i^{\mathrm{MC}}(\nu )`$ (dashed lines). For example, (b3) shows the number of cold spots is less than the Gaussian expectation. To determine whether these discrepancies are really systematic, we first define

$$I_i(\nu )=_{\mathrm{}}^\nu \frac{v_i(\nu ^{})\overline{v}_i^{\mathrm{MC}}(\nu ^{})}{\sigma _i^{\mathrm{MC}}(\nu ^{})}𝑑\nu ^{},i=0,1,2,$$
(2)
where $`\sigma _i^{\mathrm{MC}}(\nu ^{})`$ is the standard deviation of $`v_i(\nu ^{})`$ estimated from the MC simulation. Applying this to both the real data and the MC simulation, we obtain respectively the $`\widehat{I}_i(\nu )`$ and its Gaussian-expected PDF $`p(I_i(\nu ))`$. The results from all six cases lie well within the 95% CRG. Thus we know that the apparent systematic deviations from Gaussianity in $`v_i`$ are statistically insignificant as measured by $`I_i(\nu )`$.

D. Wiener filtering and signal-whitening techniques: To increase the statistical significance of the CMB signal in the map, we now consider two filtering methods. One is the Wiener filtering addressed earlier, and the other is a new signal-whitening technique $`𝐝^\mathrm{W}=𝐒^{1/2}𝐂^1𝐝`$ , which not only removes the anisotropy on scales where the noise dominates (as in Wiener filtering) but also equalizes the anisotropy amplitudes on scales where the CMB signal dominates. The signal-whitening procedure will reveal in $`𝐝^\mathrm{W}`$ the features of the non-Gaussian components whose contribution in the CMB anisotropy dominates the Gaussian one within at least a range of the accessible scales . We apply these filtering methods to both the real map (Fig. 5) and the MC simulation, and then compute their Minkowski functionals. We find that for both the entire map and the central part (as previously) the $`v_i(\nu )`$ and $`I_i(\nu )`$ of the filtered maps are within the 95% CRG. Fig. 6 shows results of the filtered central maps. We also verify for both of the filtered maps that none of the pixels with amplitude outside the $`\pm 2\sigma `$ range coincides with the locations of any known radio or IRAS point sources . Thus we have no statistically significant detection of localized non-Gaussianity in our data.

E. Conclusion: We employ moments, cumulants, the Kolmogorov test, the $`\chi ^2`$ test, and Minkowski functionals in eigen, real, Wiener-filtered and signal-whitened spaces to implement a total of 82 (not independent) hypothesis tests for Gaussianity (22 in Sec. B, 36 in Sec. C, 24 in Sec. D), and show that the MAXIMA-1 CMB map is consistent with Gaussianity on angular scales between $`10^{}`$ and $`5^{}`$. This gives us confidence in the Gaussian distribution used in our estimation of the CMB angular power spectrum , and consequently in the estimation of cosmological parameters . Although our results are consistent with standard inflation and the CMB power spectrum of recent observations has favored inflation as the dominant mechanism for structure formation , the existence of topological defects is still possible. More sophisticated methods or data with even higher resolution and signal to noise ratio will be required to fully explore this possibility.

Acknowledgments—JHPW and AHJ acknowledge support from NASA LTSA Grant no. NAG5-6552 and NSF KDI Grant no. 9872979. PGF acknowledges support from the Royal Society. RS and SH acknowledge support from NASA Grant NAG5-3941. BR and CDW acknowledge support from NASA GSRP Grants no. S00-GSRP-032 and S00-GSRP-031. MAXIMA is supported by NASA Grant NAG5-4454 and by the NSF through the Center for Particle Astrophysics at UC Berkeley, NSF cooperative agreement AST-9120005.


text:
# Scaling behavior of the absorbing phase transition in a conserved lattice gas around the upper critical dimension

## I Introduction

The scaling behavior of directed percolation is recognized as the paradigmatic example of the critical behavior of several non-equilibrium systems which exhibits a continuous phase transition from an active state to an absorbing non-active state (see for instance ). Such systems are common in physics, biology, as well as catalytic chemical reactions. This widespread occurrence corresponds to the well known universality hypothesis of Janssen and Grassberger that models which exhibit a continuous phase transition to a single absorbing state generally belong to the universality class of directed percolation .

Recently Rossi et at. introduced a conserved lattice gas (CLG) with a stochastic short range interaction that exhibits a continuous phase transition to an absorbing state at a critical value of the particle density . The CLG model is expected to belong to a new universality class of absorbing phase transitions characterized by a conserved field. Similar to the above hypothesis the authors conjectured that ”all stochastic models with an infinite number of absorbing states in which the order parameter evolution is coupled to a nondiffusive conserved field define a unique universality class” . Besides the CLG model the authors considered the conserved threshold transfer process model as well as a modification of the stochastic sandpile model of Manna  and observed numerically compatible values of the critical exponents. Furthermore a reaction-diffusion model was introduced in  which is expected to belong to the same universality class. This reaction diffusion model allows to derive a field theoretical description which is expected to represent the critical behavior of the whole universality class .

In this work we consider for the first time the scaling behavior of the CLG model and therefore the critical behavior of the new universality class in higher dimensions. We determine numerically the critical exponent of the order parameter as well as the exponent of the order parameter fluctuations. Our results show that the values of the exponents depend on the dimension for $`D4`$. Above this dimension we observe a mean-field scaling behavior. Thus our results suggest that the upper critical dimension of the CLG model is four as already predicted from the field theoretical approach .

## II d=2

We consider the CLG model on $`D`$-dimensional cubic lattices of linear size $`L`$. Initially one distributes randomly $`N=\rho L`$ particles on the system where $`\rho `$ denotes the particle density. In order to mimic a repulsive interaction a given particle is considered as active if at least one of its $`2D`$ neighboring sites on the cubic lattice is occupied by another particle. If all neighboring sites are empty the particle remains inactive. Active particles are moved in the next update step to one of their empty nearest neighbor sites, selected at random. Starting from a random distribution of particles the system reach after a transient regime a steady state which is characterized by the density of active sites $`\rho _\mathrm{a}`$. The density $`\rho _\mathrm{a}`$ is the order parameter of the absorbing phase transition, i.e., it vanishes if the control parameter $`\rho `$ is lower than the critical value $`\rho _\mathrm{c}`$. In contrast to the work of Rossi et al. , who used a parallel update scheme, we applied in our simulations a random sequential update, i.e., all active sites are listed, and then updated in a randomly chosen sequence.

We consider in two dimensions simple cubic systems of linear size $`L=32,64,128,\mathrm{},2048`$ with periodic boundary conditions. Starting with a random configuration of particles, a sufficient number of update steps has to be performed to reach the steady state where the number of active sites fluctuates around an average value (see Fig. 1). Approaching the transition point, more and more update steps are needed to reach this steady state. For instance in the case $`L=2048`$ we use $`\mathrm{2\hspace{0.17em}10}^6`$ update steps to ”equilibrate” the system. In the steady state the number of active sites is monitored for $`\mathrm{5\hspace{0.17em}10}^5`$ update steps. This procedure is repeated in all dimensions for at least $`10`$ different initial configurations. From this data we determine the average density of active sites $`\rho _\mathrm{a}`$ as well as its fluctuations

$$\mathrm{\Delta }\rho _\mathrm{a}=L^D\left(\rho _\mathrm{a}^2\rho _\mathrm{a}^2\right).$$
(1)
In Fig. 2 we plot the average density of active sites as a function of the particle density $`\rho `$ for various system sizes $`L`$. As one can see $`\rho _\mathrm{a}`$ tends to zero in the vicinity of $`\rho 0.345`$. Assuming that the scaling behavior of the density of active sites is given by

$$\rho _\mathrm{a}(\rho \rho _\mathrm{c})^\beta $$
(2)
one varies $`\rho _\mathrm{c}`$ until one gets a straight line in a log-log plot. Convincing results are obtained for $`\rho _\mathrm{c}=0.34494\pm 0.00003`$ and the corresponding curve is shown in Fig. 3. For $`\rho _\mathrm{c}=0.34491`$ and $`\rho _\mathrm{c}=0.34497`$ we observe significant curvatures in the log-log plot (see inset of Fig. 3). In this way we estimate the error-bars in the determination of the critical density. A regression analysis yields the value of the order parameter exponent $`\beta =0.637\pm 0.009`$. Rossi et al. reported the values $`\beta =0.63\pm 0.01`$ and $`\rho _\mathrm{c}=0.28875`$, obtained from simulations with a parallel update scheme and of smaller system sizes ($`L512`$. Thus we see that the different update scheme affects only the value of the critical density but not the critical exponent $`\beta `$. Furthermore the value of $`\beta `$ differs from the corresponding value of the directed percolation universality class $`\beta _{\mathrm{DP}}=0.584\pm 0.004`$ (see ).

The fluctuations of the order parameter \[Eq. (1)\] are plotted in Fig. 4. Approaching the transition point $`\mathrm{\Delta }\rho _\mathrm{a}`$ increases and diverges at $`\rho _\mathrm{c}`$. Close to the critical point the fluctuations scale as

$$\mathrm{\Delta }\rho _\mathrm{a}(\rho \rho _\mathrm{c})^\gamma $$
(3)
in the active phase (see inset of Fig. 4). Using a regression analysis one gets $`\gamma =0.384\pm 0.023`$.

## III d=3

For the three dimensional model system sizes from $`L=16`$ to $`L=160`$ are considered. Close to the transition point $`\mathrm{5\hspace{0.17em}10}^6`$ update steps are used to reach the steady state in the case of the largest system size. The obtained results for the density of active sites $`\rho _\mathrm{a}`$ are shown in Fig. 5. A straight line in a log-log plot is obtained for $`\rho _\mathrm{c}=0.2179\pm 0.0001`$ and the corresponding value of the order parameter exponent is $`\beta =0.837\pm 0.015`$. The error-bars of the critical density are determined in the same way as for $`D=2`$. The value of the order parameter exponent agrees within the error-bars with the corresponding values of the Manna sandpile model ($`\beta =0.84\pm 0.02`$) and of a reaction diffusion model ($`\beta =0.86\pm 0.02`$) which are expected to belong to the same universality class . Our result differs slightly from the corresponding value of the directed percolation universality class $`\beta _{\mathrm{DP}}=0.81\pm 0.01`$ (see ).

Similar to the two dimensional case the order parameter fluctuations $`\mathrm{\Delta }\rho _\mathrm{a}`$ display a maximum at the transition point but the dependence of $`\mathrm{\Delta }\rho _\mathrm{a}`$ on the density of particles is not clear. In Fig. 6 we plot the fluctuations in a log-log plot. It seems that the asymptotic behavior corresponds to a power-law \[Eq. (3)\] with an exponent $`\gamma =0.18\pm 0.06`$. But as the inset of Fig. 6 shows the data are also consistent with the assumption that the fluctuations are characterized by a logarithmic divergence (i.e. $`\gamma =0`$) at $`\rho _\mathrm{c}`$ according to

$$\mathrm{\Delta }\rho _\mathrm{a}|\mathrm{ln}(\rho \rho _\mathrm{c})|.$$
(4)
Thus the numerical data indicate that the fluctuations $`\mathrm{\Delta }\rho _\mathrm{a}`$ diverge at the critical point but the data can be interpreted either as a power-law with a small exponent or as a logarithmic growth. Further investigations are needed to clarify this point.

## IV d=4

In order to analyze the scaling behavior of the four dimensional CLG model we performed numerical simulations with system sizes $`L\{8,16,32,48\}`$. In the case of the largest system size $`\mathrm{6\hspace{0.17em}10}^6`$ updates steps were used to reach the steady state. Plotting the values of the average particle density $`\rho _\mathrm{a}`$ in a log-log plot no straight line, i.e., no pure power-law behavior could be observed. To illustrate this behavior we plot in Fig. 7 the logarithmic derivative

$$\frac{\mathrm{ln}\rho _\mathrm{a}}{\mathrm{ln}(\rho \rho _\mathrm{c})},$$
(5)
which can be interpreted as an effective exponent $`\beta _{\mathrm{eff}}`$. If the scaling behavior of the active site density is given by Eq. (2) the logarithmic derivative tends to the value of $`\beta `$ for $`\rho \rho _\mathrm{c}0`$. This behavior is observed in the three dimensional case (see Fig. 7). For $`D=4`$ the logarithmic derivative displays no saturation for $`\rho \rho _\mathrm{c}`$, i.e., the scaling behavior of the four dimensional model can not be described by a simple power-law behavior. Significant corrections to the usual scaling behavior \[Eq. (2)\] occur for instance at the upper critical dimensional where the scaling behavior is governed by the mean-field exponents modified by logarithmic corrections.

Recently a modified version of the CLG model was introduced where the active particles are distributed to randomly chosen empty lattice sites . Since the randomness of the particle hopping breaks long range spatial correlations this model is expected to be characterized by the mean-field scaling behavior of the CLG model. Mapping the dynamics of this random hopping CLG model to a simple branching process one can derive the critical exponent $`\beta =1`$. This value of the order parameter exponent is also obtained from a field theoretical description of the CLG model  and was already predicted from a phenomenological field theory  of the so-called fix-energy stochastic sandpile model which is expected to be in the same universality class.

Thus we assume that the scaling behavior of the order parameter is given in leading order by the ansatz

$$\rho _\mathrm{a}(\rho \rho _\mathrm{c})^\beta |\mathrm{ln}(\rho \rho _\mathrm{c})|^\mathrm{B}$$
(6)
with $`\beta =1`$. Therefore we varied in our analysis $`\mathrm{B}`$ and $`\rho _\mathrm{c}`$ until we get the expected asymptotic behavior. The best result is obtained for $`\mathrm{B}=0.39`$ and $`\rho _\mathrm{c}=0.1571\pm 0.0002`$ and the corresponding scaling plot is shown in Fig. 8. As one can see our data are consistent with the assumption that the asymptotic scaling behavior of the four dimensional model obeys Eq. (6).

The mean-field behavior of the fluctuations is characterized by $`\gamma =0`$ which corresponds to a jump . Taking the logarithmic corrections into account we assume that the asymptotic scaling behavior of the fluctuations obeys the ansatz

$$\mathrm{\Delta }\rho _\mathrm{a}=\mathrm{\Delta }\rho _\mathrm{a}^{\left(0\right)}\mathrm{const}(\rho \rho _\mathrm{c})|\mathrm{ln}(\rho \rho _\mathrm{c})|^\mathrm{\Gamma }.$$
(7)
Plotting the fluctuations as a function of $`(\rho \rho _\mathrm{c})|\mathrm{ln}(\rho \rho _\mathrm{c})|^\mathrm{\Gamma }`$ one varies the correction exponent $`\mathrm{\Gamma }`$ until one gets a straight line. Convincing results are observed for $`\mathrm{\Gamma }=1.66\pm 0.1`$ and the corresponding plot is shown in Fig. 9 (for $`\mathrm{\Gamma }>1.76`$ and $`\mathrm{\Gamma }<1.56`$ we observe significant curvatures). The extrapolation to the vertical axis yield the fluctuations at the transition point $`\mathrm{\Delta }\rho _\mathrm{a}^{\left(0\right)}=0.325\pm 0.005`$.

Thus we get that the scaling behavior of the four dimensional CLG model is characterized by the mean-field exponents modified by logarithmic corrections and we conclude therefore that the upper critical dimension of the CLG model is $`D_\mathrm{c}=4`$. This value agrees with the conjecture of a field theory .

## V d=5

In the case of the five dimensional model we considered system sizes from $`L=4`$ up to $`L=18`$. In the latter case $`10^7`$ update steps were used to reach the steady state close to the transition point. The obtained values of the order parameter are plotted in Fig. 10. The average density of active sites seems to vanish linearly at the transition point. This is supported by the logarithmic derivative \[Eq. (5)\] which is plotted in Fig. 7. The effective exponent saturates in the vicinity of the mean-field solution $`\beta =1`$. One has to admit that the small available system sizes in $`d=5`$ ($`L18`$) hinder an analysis of the pure critical scaling behavior. But as we will see the data are sufficient to indicate that the asymptotic scaling behavior is given by $`\beta =1`$. Therefore, we plot in the inset of Fig. 10 $`\rho _\mathrm{a}/(\rho \rho _\mathrm{c})`$ as a function of $`\rho \rho _\mathrm{c}`$. Approaching the transition point the rescaled density of active sites indeed saturates. Thus the five dimensional CLG model is characterized by the mean-field scaling behavior

$$\rho _\mathrm{a}\rho \rho _\mathrm{c}.$$
(8)
The fluctuations of the order parameter $`\mathrm{\Delta }\rho _\mathrm{a}`$ are plotted in Fig. 11. As one can see the fluctuations are characterized by a jump at the transition point. Following the mean-field behavior one expects that the asymptotic behavior of the fluctuations is given by

$$\mathrm{\Delta }\rho _\mathrm{a}=\mathrm{\Delta }\rho _\mathrm{a}^{\left(0\right)}\mathrm{const}(\rho \rho _\mathrm{c}).$$
(9)
In order to confirm this ansatz we plot $`\mathrm{\Delta }\rho _\mathrm{a}/(\rho \rho _\mathrm{c})`$ as a function of $`\rho \rho _\mathrm{c}`$. If the above ansatz is valid the corresponding curves have to display an asymptotic power-law behavior with the exponent $`1`$ and the prefactor $`\mathrm{\Delta }\rho _\mathrm{a}^{\left(0\right)}`$. This behavior is indeed observed (see inset of Fig. 11) and we get $`\mathrm{\Delta }\rho _\mathrm{a}^{\left(0\right)}=0.231\pm 0.006`$.

Thus the asymptotic behavior of the five dimensional CLG model is characterized by the mean-field exponents. This behavior strongly supports the above conclusion that the upper critical dimension of the CLG model is four.

## VI Conclusions

We analyse numerically the critical behavior of a CLG model in various dimensions. The values of the critical density and of the critical exponents are determined and the results are listed in Table I. Our analysis suggests that four is the upper critical dimension of the CLG model, i.e., the critical exponents depend on the value of the dimension for $`D4`$. Above this value we observe a mean-field like scaling behavior.

###### Acknowledgements.

I would like to thank A. Hucht, H. K. Janssen and A. Vespignani for helpful discussions and useful comments on the manuscript.


text:
# PLENARY PRESENTATIONS

## PLENARY PRESENTATIONS

Unquenched QCD simulation results

S. Aoki 3 (hep-lat/0011074)

Lattice QCD at finite temperature

S. Ejiri 19 (hep-lat/0011006)

QCD vacuum structure

M. García Pérez 27 (hep-lat/0011026)

Recent developments in superstring theory

A. Sen 35 (hep-lat/0011073)

Static correlation lengths in QCD at high temperature and finite densities

O. Philipsen 49 (hep-lat/0011019)

Non-equilibrium field theory

D. Bödeker 61 (hep-lat/0011077)

QCD at a finite density of static quarks

S. Chandrasekharan 71 (hep-lat/0011022)

Non-perturbative renormalization in lattice field theory

S. Sint 79 (hep-lat/0011081)

Large-N matrix models and applications

H. Kawai 95

Discrete Lorentzian quantum gravity

R. Loll 96 (hep-th/0011194)

Non-lattice determinations of the light quark masses

H. Leutwyler 108 (hep-ph/0011049)

Quark masses on the lattice: Light and heavy

V. Lubicz 116 (hep-lat/0012003)

Nonrelativistic bound states in quantum field theory

A.V. Manohar and I.W. Stewart 130 (hep-lat/0012002)

Light hadron weak matrix elements

L. Lellouch 142 (hep-lat/0011088)

Heavy quark physics on the lattice

C. Bernard 159 (hep-lat/0011064)

Domain wall fermions and applications

P.M. Vranas 177 (hep-lat/0011066)

Lattice chiral gauge theories

M. Golterman 189 (hep-lat/0011027)

The search for the QGP: A critical appraisal

H. Satz 204 (hep-ph/0009099)

Lattice gauge theory: A retrospective

M. Creutz 219 (hep-lat/0010047)

## PARALLEL PRESENTATIONS

### A. Spectrum and quark masses

Full QCD light hadron spectrum and quark masses: Final results from CP-PACS

A. Ali Khan, S. Aoki, G. Boyd, R. Burkhalter, S. Ejiri, M. Fukugita, S. Hashimoto, N. Ishizuka,

Y. Iwasaki, K. Kanaya, T. Kaneko, Y. Kuramashi, T. Manke, K.-I. Nagai, M. Okawa, H.P. Shanahan,

A. Ukawa and T. Yoshié (CP-PACS collaboration) 229 (hep-lat/0010078)

Light hadron spectroscopy with two flavors of $`O(a)`$ improved dynamical quarks

S. Aoki, R. Burkhalter, M. Fukugita, S. Hashimoto, K.-I. Ishikawa, N. Ishizuka, Y. Iwasaki,

K. Kanaya, T. Kaneko, Y. Kuramashi, M. Okawa, T. Onogi, S. Tominaga, N. Tsutsui, A. Ukawa,

N. Yamada and T. Yoshié (JLQCD collaboration) 233 (hep-lat/0010086)

Quark loop effects with an improved staggered fermion action

C. Bernard, T. Burch, T.A. DeGrand, C.E. DeTar, S. Gottlieb, U.M. Heller, K. Orginos, R.L. Sugar

and D. Toussaint 237 (hep-lat/0010065)

Effects of non-perturbatively improved dynamical fermions in UKQCD simulations

A.C. Irving (UKQCD collaboration) 242 (hep-lat/0010012)

Baryon masses in the $`1/N`$ expansion

E. Jenkins 246 (hep-lat/0011044)

$`N^{}`$ mass spectrum from and anisotropic action

F.X. Lee 251 (hep-lat/0011060)

Scalar and tensor glueballs on asymmetric coarse lattices

C. Liu 255 (hep-lat/0010007)

A derivation of Regge trajectories in large$`N`$ transverse lattice QCD

A.D. Patel 260 (hep-lat/0012004)

Light quark masses for dynamical, non-perturbatively $`O(a)`$ improved Wilson fermions

D. Pleiter (QCDSF and UKQCD collaborations) 265 (hep-lat/0010063)

$`N^{}`$ spectrum using an $`O(a)`$ improved fermion action

D.G. Richards (LHPC and UKQCD collaborations) 269 (hep-lat/0011025)

Hadron masses from dynamical, non-perturbatively $`O(a)`$ improved Wilson fermions

H. Stüben (QCDSF and UKQCD collaborations) 273 (hep-lat/0011045)

Light hadronic physics using domain wall fermions in quenched lattice QCD

M. Wingate 277 (hep-lat/0009023)

### B. Hadronic matrix elements

Calculation of $`K\pi `$ matrix elements in quenched domain-wall QCD

A. Ali Khan, S. Aoki, Y. Aoki, R. Burkhalter, S. Ejiri, M. Fukugita, S. Hashimoto, N. Ishizuka,

Y. Iwasaki, T. Izubuchi, K. Kanaya, T. Kaneko, Y. Kuramashi, K.-I. Nagai, J. Noaki, M. Okawa,

H.P. Shanahan, Y. Taniguchi, A. Ukawa and T. Yoshié (CP-PACS collaboration) 283 (hep-lat/0011007)

Kaon B-parameter from quenched domain-wall QCD

A. Ali Khan, S. Aoki, Y. Aoki, R. Burkhalter, S. Ejiri, M. Fukugita, S. Hashimoto, N. Ishizuka,

Y. Iwasaki, T. Izubuchi, K. Kanaya, T. Kaneko, Y. Kuramashi, K.-I. Nagai, J. Noaki, M. Okawa,

H.P. Shanahan, Y. Taniguchi, A. Ukawa and T. Yoshié (CP-PACS collaboration) 287 (hep-lat/0010079)

$`K\pi \pi `$ with domain wall fermions: Lattice matrix elements

T. Blum (RBC collaboration) 291 (hep-lat/0011042)

Domain wall fermion calculation of nucleon $`g_A/g_V`$

T. Blum, S. Ohta and S. Sasaki 295 (hep-lat/0011011)

Four-quark operators in hadrons

S. Capitani, M. Göckeler, R. Horsley, B. Klaus, W. Kürzinger, D. Petters, D. Pleiter, P.E.L. Rakow,

S. Schaefer, A. Schäfer and G. Schierholz 299 (hep-lat/0010043)

Moments of structure functions in full QCD

D. Dolgov, R. Brower, S. Capitani, J.W. Negele, A. Pochinsky, D. Renner, N. Eicker, T. Lippert,

K. Schilling, R.G. Edwards and U.M. Heller 303 (hep-lat/0011010)

Determining $`g_A`$ using non-perturbatively $`O(a)`$ improved Wilson fermions

R. Horsley (QCDSF and UKQCD collborations) 307 (hep-lat/0010059)

Strange magnetic moment of the nucleon from lattice QCD

N. Mathur and S.-J. Dong 311 (hep-lat/0011015)

$`K\pi \pi `$ decays with domain wall fermions: Towards physical results

R.D. Mawhinney (RBC collaboration) 315 (hep-lat/0010030)

Disconnected electromagnetic form factors

W. Wilcox 319 (hep-lat/0010060)

### C. Heavy quark physics

Quenched charmonium spectrum on anisotropic lattices

A. Ali Khan, S. Aoki, R. Burkhalter, S. Ejiri, M. Fukugita, S. Hashimoto, N. Ishizuka, Y. Iwasaki,

K. Kanaya, T. Kaneko, Y. Kuramashi, K.-I. Nagai, M. Okamoto, M. Okawa, H.P. Shanahan,

Y. Taniguchi, A. Ukawa and T. Yoshié (CP-PACS collaboration) 325 (hep-lat/0011005)

Differential decay rate for $`B\pi l\nu `$ semileptonic decays

S. Aoki, R. Burkhalter, M. Fukugita, S. Hashimoto, K.-I. Ishikawa, N. Ishizuka, Y. Iwasaki,

K. Kanaya, T. Kaneko, Y. Kuramashi, M. Okawa, T. Onogi, S. Tominaga, N. Tsutsui, A. Ukawa,

N. Yamada and T. Yoshié (JLQCD collaboration) 329 (hep-lat/0011008)

On the short distance nonperturbative corrections in heavy quark expansion

S. Arunagiri 333 (hep-lat/0011061)

Heavy quark phenomenology from lattice QCD

D. Becirevic 337 (hep-lat/0011075)

Relativistic quarkonia from anisotropic lattices

P. Chen, X. Liao and T. Manke 342 (hep-lat/0010069)

$`f_B`$ for various actions: Approaching the continuum limit with dynamical fermions

C. Bernard, S. Datta, C. DeTar, S. Gottlieb, U.M. Heller, J. Hetrick, C. McNeile, K. Orginos,

R. Sugar and D. Toussaint 346 (hep-lat/0011029)

Quenched and first unquenched lattice HQET determination of the $`B_s`$meson width difference

V. Gimènez and J. Reyes 350 (hep-lat/0010048)

Perturbative renormalization of the $`\mathrm{\Delta }B=2`$ four-quark operators in lattice NRQCD

S. Hashimoto, K.-I. Ishikawa, T. Onogi, M. Sakamoto, N. Tsutsui and

N. Yamada 354 (hep-lat/0010056)

Heavy-light meson spectrum with and without NRQCD

R. Lewis and R.M. Woloshyn 359 (hep-lat/0010001)

The unquenched $`\mathrm{{\rm Y}}`$ spectrum

L. Marcantonio, P. Boyle, C.T.H. Davies, J. Hein and

J. Shigemitsu (UKQCD collaboration) 363 (hep-lat/0011053)

Leptonic and semi-leptonic B decays

C.M. Maynard (UKQCD collaboration) 367 (hep-lat/0010016)

Can one study heavy meson semileptonic decays on coarse anisotropic lattices?

J. Shigemitsu 371 (hep-lat/0010029)

Unquenched charmonium with NRQCD

C. Stewart and R. Koniuk 375 (hep-lat/0010015)

$`B^0\overline{B}^0`$ mixing with quenched lattice NRQCD

N. Yamada, S. Aoki, R. Burkhalter, M. Fukugita, S. Hashimoto, K.-I. Ishikawa, N. Ishizuka,

Y. Iwasaki, K. Kanaya, T. Kaneko, Y. Kuramashi, M. Okawa, T. Onogi, S. Tominaga, N. Tsutsui,

A. Ukawa and T. Yoshié (JLQCD collaboration) 379 (hep-lat/0010089)

### D. Finite temperature

Screeing in hot $`SU(2)`$ gauge theory and propagators in 3d adjoint Higgs model

A. Cucchieri, F. Karsch and P. Petreczky 385 (hep-lat/0010023)

Deconfinement through chiral transition in 2 flavour QCD

S. Digal, E. Laermann and H. Satz 389 (hep-lat/0010046)

Thermodynamics of free domain wall and overlap fermions

G.T. Fleming 393 (hep-lat/0011069)

Percolation and critical behaviour in $`SU(2)`$ gauge theory

S. Fortunato, F. Karsch, P. Petreczky and H. Satz 398 (hep-lat/0010026)

Dirac eigenvalues and eigenvectors at finite temperature

M. Göckeler, H. Hehl, P.E.L. Rakow, A. Schäfer, W. Söldner and T. Wettig 402 (hep-lat/0010049)

$`SU(2)`$ lattice gauge theory at non-zero temperature with fixed holonomy boundary condition

E.-M. Ilgenfritz, B. Martenmyanov, M. Müller-Preussker and A.I. Veselov 407 (hep-lat/0011051)

Flavor and quark mass dependence of QCD thermodynamics

F. Karsch, E. Laermann, A. Peikert, Ch. Schmidt and S. Stickan 411 (hep-lat/0010040)

Obstructions to dimensional reduction in hot QCD

S. Gupta 415 (hep-lat/0010032)

Spinodal decomposition in finite temperature $`SU(2)`$ and $`SU(3)`$

T.R. Miller and M.C. Ogilvie 419 (hep-lat/0010055)

Towards the application of the maximum entropy method to finite temperature Upsilon spectroscopy

M. Oevers, C. Davies and J. Shigemitsu 423 (hep-lat/0009031)

Damping and the Hartree ensemble approximation

M. Sallé, J. Smit and J.C. Vink 427 (hep-lat/0010054)

Finite temperature simulations from quantum field dynamics?

M. Sallé, J. Smit and J.C. Vink 431 (hep-lat/0010062)

Charmonium in finite temperature lattice QCD

T. Umeda, R. Katayama, H. Matsufuru and O. Miyamura 435 (hep-lat/0010090)

### E. Finite density

Topology in full QCD with 2 colours at finite temperature and density

B. Allés, M. D’Elia, M.-P. Lombardo and M. Pepe 441 (hep-lat/0010068)

Dirac and Gor’kov spectra in two color QCD with chemical potential

E. Bittner, M.-P. Lombardo, H. Markum and R. Pullirsch 445 (hep-lat/0010018)

Flop transitions in cuprate and color superconductors: From $`SO(5)`$ to $`SO(10)`$ unification?

S. Chandrasekharan, V. Chudnovsky, B. Schlittgen and U.-J. Wiese 449 (hep-lat/0011054)

Chemical potential response of meson masses at finite temperature

Ph. de Forcrand, T. Hashimoto, S. Hioki, Y. Liu, H. Matsufuru, O. Miyamura, A. Nakamura,

T. Takaishi and T. Umeda (QCD-TARO collaboration) 453 (hep-lat/0011013)

Two-colour QCD at finite fundamental quark-number density and related theories

S.J. Hands, J.B. Kogut, S.E. Morrison and D.K. Sinclair 457 (hep-lat/0010028)

Numerical study of dense adjoint 2-color matter

S. Hands, I. Montvay, M. Oevers, L. Scorzato and J. Skullerud 461 (hep-lat/0010085)

Monte Carlo study of two-color QCD with finite chemical potential:

Status report of Wilson fermion simulation

S. Muroya, A. Nakamura and C. Nonaka 469 (hep-lat/0010073)

### F. Topology and vacuum

Vortices in $`SO(3)\times Z(2)`$ simulations

A. Alexandru and R.W. Haymaker 475 (hep-lat/0009012)

The simple center projection of $`SU(2)`$ gauge theory

B.L.G. Bakker, A.I. Veselov and M.A. Zubkov 478 (hep-lat/0007022)

Center vortices in MCG: Finite-size and gauge-copy effects

R. Bertle, M. Faber, J. Greensite and Š. Olejník 482 (hep-lat/0010058)

Magnetic condensation and confinement in lattice gauge theory

P. Cea and L. Cosmai 486 (hep-lat/0010034)

Vortices in $`SU(2)`$ lattice gauge theory

S. Cheluvaraja 490 (hep-lat/0010042)

The interaction between center monopoles in $`SU(2)`$ Yang-Mills

Ph. de Forcrand, M. D’Elia and M. Pepe 494 (hep-lat/0010072)

Laplacian gauge and instantons

Ph. de Forcrand and M. Pepe 498 (hep-lat/0010093)

Vortices versus monopoles in color confinement

L. Del Debbio, A. Di Giacomo and B. Lucini 502 (hep-lat/0010044)

Study of Leutwyler-Smilga regimes: Lessons for full QCD simulations

S. Dürr 506 (hep-lat/0010037)

Center vortices at strong couplings

M. Faber, J. Greensite and Š. Olejník 510 (hep-lat/0010077)

A smoother approach to scaling by suppressing monopoles and vortices

R.V. Gavai 514 (hep-lat/0010022)

Vortex structure of the vacuum and confinement

T.G. Kovács and E.T. Tomboulis 518 (hep-lat/0010076)

Topologically non-trivial configurations in 3-dimensional Yang-Mills theory

P. Majumdar and D.-S. Shin 522 (hep-lat/0010087)

Gauge independence of Abelian and monopole dominance

F. Shoji 525 (hep-lat/0010088)

The Gribov ambiguity for maximal Abelian and center gauges in $`SU(2)`$ lattice gauge theory

J.D. Stack and W.W. Tucker 529 (hep-lat/0011034)

QCD topology using scale controlled cooling: Densities and cooling invariant observables

I.-O. Stamatescu and C. Weiss 532 (hep-lat/0010075)

Monopoles, vortices and confinement in $`SU(3)`$ lattice gauge theory

R. Wensley and J. Stack 537 (hep-lat/0011020)

### G. Confinement and strings

Vortices and monopole distributions in $`Z(2)\times SO(3)`$ lattice gauge theory

A. Alexandru and R.W. Haymaker 543 (hep-lat/0009013)

Zero temperature string breaking with staggered quarks

C. Bernard, T. Burch, T.A. DeGrand, C.E. DeTar, S. Gottlieb, U.M. Heller, P. Lacock, K. Orginos,

R.L. Sugar and D. Toussaint 546 (hep-lat/0010066)

Some universal properties of the string breaking

F. Gliozzi 550 (hep-lat/0010084)

Static three quark potential in the quenched lattice QCD

H. Matsufuru, Y. Nemoto, H. Suganuma, T.T. Takahashi and T. Umeda 554 (hep-lat/0010084)

Numerical studies of confinement in the lattice Landau gauge

H. Nakajima, S. Furui and A. Yamaguchi 558 (hep-lat/0010083)

Confining configurations in QCD and relation to rigid strings

R. Parthasarathy 562 (hep-lat/0010017)

### H. Perturbation theory

Fermionic loops in numerical stochastic perturbation theory

F. Di Renzo and L. Scorzato 567 (hep-lat/0010064)

The vacuum polarization: Power corrections beyond OPE?

M. Göckeler, R. Horsley, W. Kürzinger, V. Linke, D. Pleiter, P.E.L. Rakow and

G. Schierholz 571 (hep-lat/0012010)

Asymptotically free theories based on discrete subgroups

P. Hasenfratz and F. Niedermayer 575 (hep-lat/0011041)

Scale setting for $`\alpha _s`$ beyond leading order

K. Hornbostel, G.P. Lepage and C. Morningstar 579 (hep-lat/0011049)

Two-loop perturbative quark mass renormalization from large $`\beta `$ Monte Carlo

K.J. Juge 584 (hep-lat/0011021)

Nontrivial fixed point in nonabelian models

A. Patrascioiu and E. Seiler 588 (hep-lat/0010052)

### I. Improvement and renormalisation

Renormalization constants using quark states in fixed gauge

T. Bhattacharya, R. Gupta and W. Lee 595

Improvement and renormalization constants in $`O(a)`$ improved lattice QCD

T. Bhattacharya, R. Gupta, W. Lee and S. Sharpe 599 (hep-lat/0101007)

Constructing improved overlap fermions in QCD

W. Bietenholz, N. Eicker, I. Hip and K. Schilling 603 (hep-lat/0011012)

A nonperturbative determination of $`C_A`$

S. Collins and C.T.H. Davies (UKQCD collaboration) 608 (hep-lat/0010045)

Non-perturbative renormalisation with domain wall fermions

C. Dawson (RBC collaboration) 613 (hep-lat/0011036)

Non-perturbative scaling tests of twisted mass QCD

M. Della Morte, R. Frezzotti, J. Heitger and S. Sint 617 (hep-lat/0010091)

The perfect Laplace operator for non-trivial boundaries

S. Hauswirth 622 (hep-lat/0010033)

Progress using generalized lattice Dirac operators to parametrize the fixed-point QCD action

P. Hasenfratz, S. Hauswirth, K. Holland, T. Jörg, F. Niedermayer and U. Wenger 627 (hep-lat/0010061)

Fixed point $`SU(3)`$ gauge actions: Scaling properties and glueballs

F. Niedermayer, P. Rüfenacht and U. Wenger 636 (hep-lat/0011041)

Perfect gauge actions on anisotropic lattices

P. Rüfenacht and U. Wenger 640 (hep-lat/0010057)

Domain wall fermion study of scaling in non-perturbative renormalization of quark composite operators

Y. Zhestkov 644 (hep-lat/0011002)

### J. Topics in gauge theories

Finite size scaling analysis of compact QED

G. Arnold, T. Lippert, K. Schilling and T. Neuhaus 651 (hep-lat/0011058)

On the doubling phenomenon in lattice Chern-Simons theories

F. Berruto, M.C. Diamantini and P. Sodano 657 (hep-lat/0011052)

Zero-momentum modes and chiral limit in compact lattice QED

I.L. Bogolubsky, V.K. Mitrjushkin, M. Müller-Preussker and N.V. Zverev 661 (hep-lat/0011024)

Quasi-local update algorithms for numerical simulations of $`d=3`$ $`SU(2)`$ lattice gauge theory in the

dual formulation

N.D. Hari Dass 665 (hep-lat/0011047)

Current status of the numerical simulations of $`d=3`$ $`SU(2)`$ lattice gauge theory in the dual formulation

N.D. Hari Dass and D.-S. Shin 670 (hep-lat/0011038)

Spinons and holons on the lattice

J. Jersak 675 (hep-lat/0010013)

### K. Gravity and matrix models

Spectra of massive QCD Dirac operators from random matrix theory:

All three chiral symmetry breaking patterns

G. Akemann and E. Kanzieper 681 (hep-lat/0010092)

Simulating simplified versions of the IKKT matrix model

J. Ambjørn, K.N. Anagnostopoulos, W. Bietenholz, T. Hotta and J. Nishimura 685 (hep-lat/0009030)

Computer simulations of 3-d Lorentzian quantum gravity

J. Ambjørn, J. Jurkiewicz and R. Loll 689 (hep-lat/0011055)

High temperature limit of the $`N=2`$ II-A matrix model

S. Bal and B. Sathiapalan 693 (hep-lat/0011039)

Matrix model formulation of four dimensional gravity

R. De Pietri 697 (hep-lat/0011033)

Geometry of 4-d simplicial quantum gravity with a $`U(1)`$ gauge field

H.S. Egawa, S. Horata and T. Yukawa 701 (hep-lat/0010050)

Dynamical Regge calculus as lattice gravity

H. Hagura 704

Numerical analysis of the double scaling limit in the bosonic part of the II-B matrix model

S. Horata and H.S. Egawa 708 (hep-lat/0010051)

Towards the lattice study of M-theory

R.A. Janik and J. Wosiek 711 (hep-lat/0011031)

Reformulating Yang-Mills theory in terms of local gauge invariant variables

P. Majumdar and H.S. Sharatchandra 715 (hep-lat/0010067)

Maxwell theory from matrix model

H. Takata 718 (hep-lat/0010081)

### L. Chiral fermions

Eigenvalues of the hermitian Wilson-Dirac operator and chiral properties of the domain-wall fermion

A. Ali Khan, S. Aoki, Y. Aoki, R. Burkhalter, S. Ejiri, M. Fukugita, S. Hashimoto, N. Ishizuka,

Y. Iwasaki, T. Izubuchi, K. Kanaya, T. Kaneko, Y. Kuramashi, T. Manke, K.-I. Nagai, J. Noaki,

M. Okawa, H.P. Shanahan, Y. Taniguchi, A. Ukawa and

T. Yoshié (CP-PACS collaboration) 725 (hep-lat/0011032)

Lattice QCD and chiral mesons

S. Caracciolo, F. Palumbo and R. Scimia 729 (hep-lat/9910039)

Ginsparg-Wilson relation with $`R=(a\gamma _5D)^{2k}`$

T.-W. Chiu 733 (hep-lat/0010070)

Exact chiral symmetry for domain wall fermions with finite $`L_s`$

R.G. Edwards and U.M. Heller 737 (hep-lat/0010035)

Exact results and approximation schemes for the Schwinger model with the overlap Dirac operator

L. Giusti, C. Hoelbling and C. Rebbi 741 (hep-lat/0011014)

Residual chiral symmetry breaking in domain-wall fermions

C. Jung, R.G. Edwards, X. Ji and V. Gadiyak 748 (hep-lat/0010094)

Overlap fermions on a $`20^4`$ lattice

K.-F. Liu, S.-J. Dong, F.X. Lee and J.B. Zhang 752 (hep-lat/0011072)

Chiral symmetry in lattice QCD

A.A. Slavnov 756 (hep-lat/0010074)

Chiral symmetry breaking for domain wall fermions in quenched lattice QCD

L. Wu 759 (hep-lat/0010098)

### M. Chiral gauge theories

$`U(1)`$ chiral gauge theory on lattice with gauge-fixed domain wall fermions

S. Basak and A.K. De 765 (hep-lat/0011018)

Is the chiral $`U(1)`$ theory trivial?

V. Bornyakov, A. Hoferichter and G. Schierholz 773 (hep-lat/0011063)

Theories with global gauge anomalies on the lattice

P. Mitra 777 (hep-lat/0010003)

The standard model and parity conservation

S.-S. Xue 781 (hep-lat/0010031)

### N. Supersymmetry

SUSY Ward identities in $`N=1`$ SYM theory on the lattice

F. Farchioni, A. Feo, T. Galla, C. Gebert, R. Kirchner, I. Montvay, G. Münster and A. Vladikas

(DESY-Münster-Roma collaboration) 787 (hep-lat/0010053)

On the 1-loop lattice perturbation theory of the supersymmetric Ward identities

F. Farchioni, A. Feo, T. Galla, C. Gebert, R. Kirchner, I. Montvay and G. Münster

(DESY-Münster collaboration) 791 (hep-lat/0011030)

Supersymmetry on lattice using Ginsparg-Wilson relation

H. So and N. Ukita 795 (hep-lat/0011050)

### O. Algorithms

Noisy Monte Carlo algorithm

T. Bakeyev and Ph. de Forcrand 801 (hep-lat/0010006)

Results on the gluon propagator in lattice covariant gauges

L. Giusti, M.L. Paciello, S. Petrarca, C. Rebbi and B. Taglienti 805 (hep-lat/0010080)

The role of Monte Carlo within a diagonalization/Monte Carlo scheme

D. Lee 809 (hep-lat/0010096)

Padé$`Z_2`$ stochastic estimator of determinants applied to quark loop expansion of lattice QCD

J.F. Markham and T.D. Kieu 813 (hep-lat/0011001)

Simulation of $`n_f=3`$ QCD by hybrid Monte Carlo

T. Takaishi and Ph. de Forcrand 818 (hep-lat/0011003)

### P. Computers

QCDOC: A 10-teraflops scale computer for lattice QCD

D. Chen, N.H. Christ, C. Cristian, Z. Dong, A. Gara, K. Garg, B. Joo, C. Kim, L. Levkova, X. Liao,

R.D. Mawhinney, S. Ohta and T. Wettig 825 (hep-lat/0011004)

Comparing clusters and supercomputers for lattice QCD

S. Gottlieb 833 (hep-lat/0011071)

Benchmarking MILC code with OpenMP and MPI

S. Gottlieb and S. Tamhankar 841 (hep-lat/0011037)

The status of APE projects

The APE collaboration: R. Alfieri, R. Di Renzo, E. Onofri, A. Bartoloni, C. Battista, N. Cabbibo,

M. Cosimi, A. Lonardo, A. Michelotti, B. Proietti, F. Rapuano, D. Rossetti, G. Sacco, S. Tassa,

M. Torelli, P. Vicini, Ph. Boucaud, O. Pène, W. Errico, G. Magazz, L. Sartori, F. Schifano,

R. Tripiccione, P. De Riso, R. Petronzio, C. Destri, R. Frezzotti, G. Marchesini, U. Gensch,

K. Jansen, A. Kretzschmann, H. Leich, N. Paschendag, D. Pleiter, U. Schwendicke, H. Simma,

R. Sommer, K. Sulanke, P. Wegner, A. Fucci, B. Martin, J. Pech, E. Panizzi,

and A. Petricola 846

Panel discussion: Innovative approaches to high performance computing

G. Bhanot, S. Gottlieb, R. Gupta, M. Okawa, F. Rapuano and R. Mawhinney 854

### Q. Spin models

Critical exponents and equation of state of three-dimensional spin models

M. Campostrini, M. Hasenbusch, A. Pelissetto, P. Rossi and E. Vicari 857 (hep-lat/0010041)

A numerical study of Goldstone-mode effects and scaling functions of the three-dimensional $`O(2)`$ model

J. Engels, S. Holtmann, T. Mendes and T. Schulze 861 (hep-lat/0010004)

Superconductivity with the meron-cluster algorithm

J.C. Osborn 865 (hep-lat/0010097)

List of participants 869

Author index 881

General information 887


text:
# 1 Introduction

## 1 Introduction

The properties of the magnetic nanoobjects and their systems are of current concern due to the appearance of technological possibilities of their fabrication and measurements. The reason of such interest is that such systems are ideal for studying collective effects and phase transitions and are also attractive as a media for high-density magnetic storage. Today there are the experimental data for the magnetization curves of the 2D quadratic lattice of the Ni pillars with the perpendicular anisotropy , for the rectangular  and square  lattices of the permalloy nanoparticles, for the square lattice of CoCrPt particles with the perpendicular anisotropy  for the system of the Fe  and permalloy  nanostripes, for the 2D systems of the chains of the Co particles , for anisotropic linear self-assembling mesoscopic Fe particle arrays .

What is the main common feature of represented magnetic systems from the theoretical point of view? They consists of the magnetic coercive objects: magnetic particles with the perpendicular single-particle anisotropy ; particle chains, which have the effective anisotropy axis along the chain due to interparticle dipole-dipole interaction ; magnetic nanostripes having the form anisotropy . In the individual magnetic nanostripe the magnetization process take place by nucleation-propagation process . The propagation of the nucleus is very rapid. The numerical simulation demonstrates, that in 1D nanoparticle chain the magnetization reversal proceeds through nucleation and the following domain wall propagation also . Both magnetic nanostripe and magnetic nanoparticle chain have two stable states within the external magnetic field with the magnetization directed along the stripe or the chain. A nanoparticle with the perpendicular anisotropy axis also has two stable states. The magnetization reversal in the particle has thermoactivated character . In the system of such magnetic nanoobjects there is the long-range interaction between them which have the magnetostatic nature. In systems of the magnetic particles with perpendicular to the array plain anisotropy the interaction has the effective antiferromagnetic character. Its energy

$$E_{ij}=\frac{M(r_i)M(r_j)}{|r_{ij}|^3},$$
(1)
$`M(r_i)`$ is a particle magnetic moment, $`r_{ij}`$ is interparticle distance. In the case of the system of the magnetic nanostripes the magnetostatic interaction are of long-range character also. It caused by magnetic charges appeared on the stripe edges in the magnetized state. The dependence of the interaction energy on the inter stripe distance is

$$E_{stripe}=2\frac{M(r_i)M(r_j)}{L^2}(\frac{1}{r_{ij}}\frac{1}{\sqrt{r_{ij}^2+L^2}}),$$
(2)
here $`M(r_i)`$ is stripe magnetic moment, $`r_{i,j}`$ is inter stripe distance, $`L`$ is their length. For the neighboring stripes $`Er^1`$, on the long distances $`Er^3`$.

Another system is 2D rectangular lattice of the magnetic nanoparticles with the single-particle anisotropy of the ”easy plain” type. In this case particles form chains lying along the short side of the elementary rectangular. Due to anisotropy character of the dipole interaction the chain magnetization directed along the chain. The energy of the inter chain interaction involves the part (2) connected with the existence of the magnetic charges on the chain edges and the part caused by discreteness nature of the chain :

$$E_{discr}=\frac{8\pi ^2M(r_i)M(r_j)/La^2}{\sqrt{r_{ij}/a}}exp(2\pi r_{ij}/a),$$
(3)
here $`M(r_i)`$ is magnetic moment of a chain, $`a`$ is the interparticle (within chain) distance, $`r_{ij}`$ is the distance between the chains and $`L`$ is their length. The relation $`E_{discr}/E_{strip}`$ is proportional to the chain length. So for the sufficiently long chains the nearest-neighbor interaction plays a leading role . The character of interaction is antiferromagnetic too.

There were made some attempts to solve the problem of the magnetization process in the coercive system with the interaction by numerical methods . It was found, that the magnetization curves look like staircase with the steps of different widths. Besides there is the first report about the experimental observation of such steps .

In our work we provide analytical investigation of the problem. In the first part we solve 1D model of system of $`2^N`$ magnetic moments with coercivity and long-range interaction decaying proportionally $`1/r^p`$ which corresponds to the system of magnetic nanostripes. We use the cyclic boundary conditions. It was shown that the magnetization curve consists of the series of steps corresponding to formation of superstructures. In the case $`N\mathrm{}`$ this staircase-like curve has self-similar character (so-called ”devil-staircase”). The method of the solution can be easily generalized on the case of 2D quadratic lattice of the magnetic nanoparticles with perpendicular anisotropy. In second part we solve the problem for 1D system with niarest-neighbor antiferromagnetic interaction and single object coercivity at finite temperature. The influence of thermal fluctuation on the magnetization process described in first part is also discussed here. It is shown that the appearance of defects in the superstructures leads to splitting of the steps on the magnetization curve. The influence of the coercivity dispersion is also discussed. In the third part of the article we use the mean-field approximation to show, how one can distinguish interaction and coercivity dispersion in the system of magnetic nanoobjects. Very easy method to estimate the contribution of interaction and coercivity dispersion in the magnetic properties of the system is suggested.

## 2 The model with the long range interaction.
”Devil-staircase”

Let us consider the 1D system of long-range interacting coercive magnetic objects. Its appropriate example is system of finite length magnetic nanostripes or chains of magnetic nanoparticles. There is the effective antiferromagnetic interaction of magnetostatic nature between them. We consider its energy in the dimensionless form

$$ϵ=\frac{I}{|kn|^p}\sigma _k\sigma _n,$$
(4)
here $`\sigma _k=\pm 1`$ are interacting magnetic moments, $`n`$ and $`k`$ are the numbers of magnetic moments positions, $`I`$ is a dimensionless constant of the effective antiferromagnetic interaction ($`I>0`$). The nearest-neighbor object distance is equal to 1. Let the system is magnetized so, that all $`\sigma _k=1`$. The magnetization reversal in the totally magnetised system onsets then the field at the object place exceeds its coercivity. In the case of the infinite chain it is

$$H_1=H_c2I\xi (p),\xi (p)=\underset{k=1}{\overset{N}{}}\frac{1}{k^p}.$$
(5)
Here $`H_c`$ is coercivity of the object and it is the same for all objects. The second term is a field originating at the place of one object by all the others.

In a similar way it can be easily calculated, what reversal ends at the external field value

$$H_2=H_c+2I\xi (p),$$
(6)
when the last object will be reversed. It is interesting to investigate magnetization curve in the region $`H_1<H<H_2`$. As the system is one-dimensional, its ground state is disordered. Here we will consider the temperatures less than single object coercivity ($`kT<MH_c`$), so the system can be in a number of metastable states. For example, if the interaction energy in the system is less than energy of coercivity there are $`2^n`$ (n is a number of objects) metastable states at zero external field.

If objects do not have coercivity or temperature of the system is rather high ($`kT>>MH_c`$) system will be in a ground state at any moment. If the external magnetic field is less than $`2I\xi (p)`$ or larger then $`2I\xi (p)`$ the ground state is totally magnetised state. The values of the magnetization of the ground states corresponding to external field at the interval $`2I\xi (p)<H<2I\xi (p)`$ can be also found. This thermodynamical problem was solved in . It was obtained that in this case magnetisation curve has steps and looks like self similar ”devil-staircase”.

Here we solve the problem for the case when $`kT`$ is less than any energy in the system. So system can be in metastable states and the problem of the magnetization reversal can not be solved by thermodynamical methods. We must solve the kinetic problem by correct choice of a consequence of metastable states the system passes through. The problem of such choice become easier in the case when the system consicts of absolutely even number ($`N=2^n`$) of objects and have cyclic boundary conditions.

So the magnetization reversal onsets then the external field exceeds $`H_1`$. Fluctuations are the reason that the place of the first reversed object can be choused arbitrary. Due to antiferromagnetic character of the interaction the additional increase of the external field is necessary to reverse second object. As the interaction decreases with the inter object distance, the second reversed object must be chosen at the largest distance from the first one. It is very easy to choose this place in the case of the system with cyclic boundary conditions (Fig. 1,I).

In this case the magnetization process takes place through the sequential formation of different superstructures (Fig. 1,II) which are metastable states. Let us calculate the field values, then the definite superstructure appears ($`H_{}`$) and became unstable ($`H_+`$). At first we consider only superstructures with period $`m=2^k`$, $`k=0,1,2\mathrm{}`$ and one reversed object per period (such in Fig. 1 b) c) and e)), $`k=0`$ corresponds to fully magnetized state. The field, when the superstructure with the period equal to $`m`$ is formed (Fig. 2), is

$$H_{}(m)=H_c+2I\frac{\xi (p)}{m^p}(2I\xi (p)2I\frac{\xi (p)}{m^p})=H_c2I\xi (p)+4I\frac{\xi (p)}{m^p}.$$
(7)
Here the second term is the fields of already reversed objects. They prevent the chosen object to reverse. The term in brackets is the field of the other not reversed objects. They help chosen object to reverse. In a similar way, the field then the superstructure with the period equal to $`m`$ become unstable (Fig.2) is

$$H_+(m)=H_c+2I\frac{(2^p1)\xi (p)}{m^p}(2I\xi (p)2I\frac{(2^p1)\xi (p)}{m^p})$$
(8)
$$=H_c2I\xi (p)+4I\frac{(2^p1)\xi (p)}{m^p}.$$

Here we use the relation

$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{(n/2)^p}=\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{(n+1/2)^p}+\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n^p},$$
(9)
The magnetization of the system is determined by the superstructure period and is

$$M=\underset{N\mathrm{}}{lim}\frac{1}{2^N}\underset{k=1}{\overset{\mathrm{}}{}}\sigma _k=\frac{2m}{m}$$
(10)
So there are the mast be steps on the magnetization curves corresponding to the stable superstructures, as the magnetization does not change while the magnetic field changes from $`H_{}(m)`$ to $`H_+(m)`$. Using (7,8,10) we can rewrite the dependence of the step edges of the magnetization (Fig. 3) in the form:

$$H_{}=H_c2I\xi (p)+4I\xi (p)(\frac{M+1}{2})^p,$$
(11)
$$H_+=H_c2I\xi (p)+4I(2^p1)\xi (p)(\frac{M+1}{2})^p,$$
(12)
The steps corresponds to the reviewed superstructures do not cover all fields between values $`H_1`$ and $`H_2`$ (Fig. 3). To analyze the magnetization behavior of the system while it transfers from one step to another we must take into account the formation of the more complex superstructures (Fig. 1d). Let us consider, for example, the magnetization process between $`H_+(m=2)`$ and $`H_2`$ (Fig. 3), that is how antiferromagnetic superstructure becomes fully magnetized. The superstructures with periods $`m_2=2,4\mathrm{}2^l`$ ($`l=1,2\mathrm{}`$) appearing with antiferromagnetic ($`m_1=2`$) as a background are represented at Fig.4.

$`m_1=2,m_2=2`$ is totally magnetized state, $`m_1=2,m_2=\mathrm{}`$ is antiferromagnetic superstructure. In this case $`M=2/m_2`$. The expressions for the magnetic fields $`H_{}(m_2)`$ and $`H_+(m_2)`$ differ from the case of the simple superstructures as we must take into account the field of the antiferromagnetic background affecting on the objects. This additional field is

$$H=2I\frac{(2^p1)\xi (p)}{m_1^p}=2I\frac{(2^p1)\xi (p)}{2^p}$$
(13)
We must take this field into account twice as formerly it was directed along the external field but now it is directed against it. So we have

$$H_{}(m_2)=H_c2I\xi (p)+4I\xi (p)(\frac{M}{2})^p+4I\frac{(2^p1)\xi (p)}{2^p}$$
(14)
$$H_+(m_2)=H_c2I\xi (p)+4I(2^p1)\xi (p)(\frac{M}{2})^p+4I\frac{(2^p1)\xi (p)}{2^p}$$
(15)
Evidently (14,15) are exact similar to (11,12), but this curves starts at the point $`M=0`$, $`H=H_+(m_1=2)=H_c2I\xi (p)+4I\frac{(2^p1)\xi (p)}{2^p}`$, which is the right edge of the step corresponding to the antiferromagnetic structure, instead of $`M=1`$, $`H=H_1=H_c2I\xi (p)`$. In a similar way all other steps on the magnetization curve can be obtained. Each step corresponding to the superstructure is the base of a series of the steps, corresponding to the more complex superstructures with the first one as a background. The dependencies of $`H_{}`$ and $`H_+`$ in all cases are similar, and $`H_\pm M^p`$. So the picture become self-similar (Fig. 5).

Complex superstructures are characterized by a series of numbers $`m_1,m_2,m_3\mathrm{}`$, where $`m_i=2^k`$ and $`m_i<m_{i+1}`$. Maximal $`m_{max}`$ is the period of superstructure, $`m_1,m_2\mathrm{}m_{max1}`$ characterizes its background. Narrow steps are between wider ones. Let as find the common width of all steps. The step width can be easily calculated.

$$\mathrm{\Delta }H=H_+(m)H_{}(m)=4I\frac{2^p2}{m_{max}^p}\xi (p)$$
(16)
the number of the steps with equal width depends on $`m_{max}`$ and $`N=m_{max}/2`$. The common width is

$$\mathrm{\Delta }H=\underset{\text{n is even}}{\overset{\mathrm{}}{}}N(n)\mathrm{\Delta }H(n)=\underset{\text{n is even}}{\overset{\mathrm{}}{}}\frac{n}{2}4I\frac{2^p2}{n^p}\xi (p)=4I\xi (p)\underset{k=1}{\overset{\mathrm{}}{}}2^{k1}\frac{2^p2}{2^{kp}}$$
(17)
$$=2I\xi (p)(2^p2)\underset{k=1}{\overset{\mathrm{}}{}}(\frac{1}{2^{p1}})^k=2I\xi (p)(2^p2)\frac{(1/2)^{p1}}{1(1/2)^{p1}}=4I\xi (p)$$

So the sum of all steps widths is exactly the same as the width of the whole inclination of the magnetization curve, which is equal to $`4I\xi (p)`$ according to (5,6).

The difference in the step width is connected with the decaying character of the long-range interaction. The wider ones are conditioned by interaction of more near magnetic moments; the narrow ones are caused by the interaction of more distant magnetic moments.

The magnetization values corresponding to the steps are

$$M=\frac{4m1}{m_{max}}1,$$
(18)
where $`m=1,2\mathrm{}m_{max}/2`$.

It is interesting, that the exponent in (11) and (12) is equal to the power index in the dependence of the interaction on the inter object distance (4). So it is possible to find the power index for the interaction by the experimental measuring of magnetization curves.

There are some reasons of the distortion of the represented ideal picture. At first it is thermal fluctuations. As for the long distances ($`kT>E_{int}(r)`$, $`k`$ is a Boltzman constant) it leads to fuzzifying and disappearing of narrow steps which are conditioned by interaction of distant magnetic moments. Besides thermal fluctuations can lead to appearance of the defects in superstructures. This will be discussed in the next section. The second reason is the bounds of the real system. They can play a significant role as the interaction has a long-range character. Nevertheless if the dimension of the system is larger than $`r_0`$ ($`kT=E_{int}(r_0)`$), the influence of the bounds will be neglected by thermal fluctuations. Lastly the dispersion of the objects coercivity can dramatically change the magnetization curve. Such self-similar behavior can be observed only in the system with small (less than interaction) coercivity dispersion. The method how to distinguish the influence of the interaction and coercivity dispersion in possible experiment is discussed in the last section.

In spite of all deficiencies of the proposed model it help to understand the peculiarities of the magnetization process in the system, the nature of the steps on the magnetization curve  and especially the fact that the difference in steps width is a sequence of the decaying character long range interaction. It also makes understandable the fact of the alternation of the narrow and wide steps on the magnetization curve . It is very probably that in the general case the magnetization curve has self-similar character too. The model can be easily generalized on the case of the 2D square lattices of the magnetic nanoparticles. In this case one must provide the summation of the dipole sums for the superstructures on the square lattice. The superstructures must have square elementary cell in this case, so the dipole sums can be easy calculated .

## 3 The nearest-neighbor model.
Thermal fluctuations

Let us consider the magnetization process at finite temperature less than the coercive energy of a single magnetic moment $`kT<H_cM`$ but higher than interaction energy of distanced magnetic moments. In this case magnetic moments at distances larger than $`r_0`$ ($`kT=E(r_0)`$) begin to reverse independently as their interaction is smaller than the temperature. Nethertheless, as $`kT<H_cM`$ system can be in metastable states. The kinetics of magnetization process can be qualitatively described as follows. When the external magnetic field exceeds the value of $`H_1`$ the thermoactivated reversal of the individual magnetic moments begins. But already reversed magnetic moments prevents neighboring magnetic moments (lying at distances smaller than $`r_0`$) to reverse due to effective antiferromagnetic interaction. More distant magnetic moments can reverse, as the interaction energy in this case is smaller than temperature. Magnetization process has Poisson-like character and ends when the distance between reversed magnetic moments will be in the interval $`r_0<r<2r_0`$. The addition external field is necessary to overcome antiferromagnetic interaction and to continue the process of the reverse. Evidently the thermal fluctuations will lead to distortion of the ideal picture described in the previous section. It is difficult to take thermal fluctuations in to account in the general case. Here we have solved the problem for the situation when the temperature is large than any interaction in the system with exception of the most powerful nearest-neighbor interaction. In this case the problem can be solved in the nearest-neighbor approximation ($`p=\mathrm{}`$ in (4)). This model is also appropriate for the case of the planar system of the long chains of the magnetic nanoparticles when the main term in the interaction is interaction of nearest neighbors (3). The form of the hysteresis in this case is represented in Fig.6. The magnetization reversal starts at the field value $`H=H_c2I`$, as the antiferromagnetic interaction helps the external field.

The chains begin to reverse the magnetization due to thermal fluctuations. But if the one chain reverses, it prevents the neighboring chains to reverse as the effective field of the interaction is opposite to external field. Due to chaotic character of the sequence of the magnetization reversals of the elements of the system the defects appearances is possible (Fig. 7), and the antiferromagnetic ordering with $`M=0`$ does not be achieved at this value of the external field. The additional external field ($`H=H_c`$) is necessary to reverse the defects. Then defects change their sign (Fig.7).

The magnetization reversal ends within the field $`H=H_c+2I`$ when system becomes totally magnetised. So two steps appear on the each branch of the hysteresis loop. Their width is $`\mathrm{\Delta }H=2I`$ i.e. it depends on the interaction value. The magnetization value $`M_{st}`$ corresponding to the step depends of defects concentration. It is the special problem to find this concentration. Let us consider the kinetics of the defects appearance in the system of $`N`$ objects. Firstly all objects are magnetized against external magnetic field $`\sigma _k=1`$. When the reversal process begins, the reversed objects begin to divide system into the regions of the not reversed objects (we will name them as ”domains”). In process of magnetization the number of domains increases, their widths decrease. Let $`P_n`$ is a number of domains consisted of $`n`$ not reversed objects then

$$M=\underset{n=1}{\overset{N2}{}}P_n\underset{n=1}{\overset{N2}{}}nP_n,$$
(19)
If $`\alpha `$ is the probability of the chain reverse per unit time, then

$$\frac{P_n}{t}=\alpha (n2)P_n+2\alpha \underset{k=n+2}{\overset{N}{}}P_k,n>2.$$
(20)
The first term is decrease of the domain number due to its dividing into smaller ones; the second term describes the appearance of new domains due to dividing of wider ones. As the domains consisted of one or two objects can not further divide, their number increases only. So

$$\frac{P_n}{t}=2\alpha \underset{k=n+2}{\overset{N}{}}P_k,n=1,2.$$
(21)
Evidently $`\alpha `$ depends on temperature, but as we in the states stable at $`t\mathrm{}`$, $`\alpha `$ does not affect final result. It can be easily checked, that

$$\frac{}{t}\underset{n=1}{\overset{N}{}}(n+1)P_n=0,$$
(22)
i.e. the whole number of objects in the system is constant. In the course of time ($`\alpha t>>1`$) only the domains with $`n=1,2`$ remains. So $`P_n(t\mathrm{})=0`$ for $`n>2`$ and $`M=P_2(t\mathrm{})`$. Let us use the Laplas transformation and define

$$p_n(s)=_0^{\mathrm{}}P_n(t)e^{st}𝑑t.$$
(23)
Then, according to (20)

$$p_n(s)=\frac{2\alpha }{\alpha (n2)+s}Q_n(s),$$
(24)
where

$$Q_n(s)=\underset{k=n+2}{\overset{N}{}}p_k(s).$$
(25)
For $`s0`$

$$Q_n(0)=\underset{k=n+2}{\overset{N}{}}p_k(0)=\underset{k=n+2}{\overset{N}{}}\frac{2}{k2}Q_k(0).$$
(26)
In the recursive form this equation can be written as

$$Q_n(0)=Q_{n+1}(0)+\frac{2}{n}Q_{n+2}(0)$$
(27)
To find the magnetization value corresponding to the step it is necessary to calculate $`P_2(t\mathrm{})`$. Evidently

$$P_2(t\mathrm{})=\underset{s0}{lim}sp_2(s)=2\alpha Q_2(0)$$
(28)
If the maximum number of the objects in the system is $`N`$, $`Q_2(0)`$ can be found from the (27) with the initial conditions $`Q_{N2}=Q_{N3}=p_N(0)`$, which are the sequence of (25). In its turn $`p_N(0)=1/\alpha (N2)`$ according to (20). The solution of the recursive equation was found numerically as

$$M_{st}=2\alpha \underset{N\mathrm{}}{lim}\frac{Q_2(0,N)}{N}0.134$$
(29)
As $`Q_2(0,N)`$ is proportional to $`\alpha ^1`$, the result does not depend on the value of $`\alpha `$. So the defects formation during magnetization leads to appearance of two steps on the magnetization curve in the case of the nearest-neighbor interaction. The fluctuational character of the magnetization process prevent chance to find system in the antiferromagnetically ordered ground (if $`H=0`$) state. One can expect in the case of the long range interaction thermal fluctuations will lead to similar splitting of the magnetization steps too.

## 4 Dispersion of the coercivity

Another reason of the distortion of the described magnetization process is the dispersion of the coercivity in the system. It is necessary to distinguish the effects of the interaction and the coercivity dispersion especially in experiment. This problem is solved here in the mean field approximation. In the framework of this model the interaction is independent on the distance and $`ϵ=I/N`$. It must be mentioned that this model is appropriate in the case of the very long stripes when $`L>Na`$ ($`L`$ is a stripe length, $`a`$ is interstripe distance). The dependence of the magnetization on the external field is linear in this case as

$$H=H_c+JM$$
(30)
$`H_c`$ is coercivity, $`JM`$ is the field of interaction in the mean field approximation. The main feature of the magnetization process in coercive system with the antiferromagnetic interaction is connected with its multistability. It means that if we change the sign of the external field changing the system does not change its magnetization immediately. At first it transits through the whole hysteresis loop from one branch to another (from point A to point B, Fig. 8),

and then begins to change according to the new branch. In this case $`|H_AH_B|=2H_c`$. It must be noted that such behavior does not depend on the interaction manner. So different states of the system (characterized by the different magnetization) correspond to the same value of the external field. Such type of the multistability we will name interaction-type (I-type), because the multistability can be in the system of the non-interacting magnetic objects with different values of coercivity also. In this case magnetization reversal begins when field reaches the value $`H_1=H_{Cmin}`$, when the reversal of the objects with the smallest coercivity starts. The reversal process is finished at the field value $`H_2=H_{Cmax}`$, corresponded to the largest coercivity in the system. The hysteresis loop in this case the similar to the one for the system with interaction (as its branches can have similar inclination in the case $`\mathrm{\Delta }H_c=2I`$ and uniform distribution of $`H_c`$), but the transitions inside the loop differs. If one change the direction of the reversal process in the A point (Fig.8) in this case, the magnetization does not change while the external field reaches the value of $`H_1`$ when the reversal of the objects with the smallest coercivity happens. This type of the multistable behavior we will name coercivity-type (C-type). The hysteresis loop of the system both with the interaction and coercivity dispersion can be easily calculated too. It is represented on Fig.8c. So one can distinguish interaction and coercivity dispersion by the behavior of the magnetization within hysteresis loop by analysis of

the multistability type of the system. Evidently the self-similar behavior of the magnetization can be experimentally observed in the systems with small dispersion of coercivity, that is in the systems which demonstrate I-type of multistability. Let us note, that in the reviewed experimental works the type of the multistability is not examined in spite of the simplicity, from the on hand, and, significance, from the other hand, of such investigation.

## 5 Conclusions

By means of the simple models we have investigated the magnetization processes in the systems of the coercive magnetic objects with interaction. The reason of the formation of the steps on the magnetization curve is investigated. It is shown that the magnetization curve can have self-similar character. Its form is calculated in the case of the long-range interaction with $`E1/r^p`$. The influence of the thermal fluctuations is analyzed in the framework of the nearest-neighbor approximation. It is shown that fluctuations lead to splitting of the steps on the magnetization curve. The effects of the interaction and coercivity dispersion on the hysteresis loop are examined by mean field approximation. Their difference is shown. It consists in the character of the magnetization dependence on the external magnetic field during the transition between the branches of the hysteresis loop. The understanding of this difference is very important to interpret of the experimental data. It allows to experimentally distinguish the influence of the coercivity dispersion and interaction in the system on the magnetization processes.

## Acknowledgment.

We are grateful to prof. A.A.Andronov for helpful discussion. The work was supported by the Russian Foundation for Fundamental Research (N 00-02-16485).