text:
# Growth Exponents with 3.99 Walkers

## I Introduction

The model of diffusion-limited aggregation (DLA) has presented a great challenge to theorists. The model describes many phenomena, including viscous fingering, electrodeposition, and dendritic growth, but has also become important as a theoretical problem of its own. While the growth rules are simple, they are highly nonlocal and give rise to complex branching structures that cannot be described easily by any small perturbation of a smooth surface.

Despite much important recent theoretical work on the structure of DLA, these attempts have all involved approximations or phenomenological assumptions, without a fully controlled expansion. In analogy to critical phenomena, we would also like an $`ϵ`$ expansion to provide a framework which may be systematically improved.

It is believed that DLA remains nontrivial in any finite dimension, so an expansion about an upper critical dimension is not possible. We turn instead to another generalization of DLA, the dielectric-breakdown model(DBM). This model offers a continuously varying fractal dimension as a function of a parameter $`\eta `$, ranging from 2 at $`\eta =0`$ to approximately 1.7 at $`\eta =1`$ (DLA) to 1 at $`\eta =\mathrm{}`$. The model is equivalent to simultaneously releasing $`\eta `$ random walkers and requiring that they all hit a given point for growth to occur. As the model remains nontrivial for $`\eta 0^+`$ , we seek instead an expansion about an upper critical $`\eta _c`$, for which the clusters become one-dimensional. One attractive feature of this approach will be that near $`\eta _c`$ the clusters are described in terms of one-dimensional branches, so that the branching structure of DLA is inherent.

Previous numerical studies have suggested $`\eta _c=4`$ , as well as providing some analytic explanation. A recent study of much larger clusters also indicates a finite $`\eta _c`$ between 4 and 5. This study found significant finite size corrections for clusters with $`\eta 4`$, making it problematic to determine dimension with small clusters.

In this work we provide an analytic argument for $`\eta _c=4`$ based on branch competition, and present the lowest order in a $`4\eta `$ expansion. The techniques are related to the branched growth model and to singular Laplacian growth, while the way we evaluate growth processes in the long-time limit is close to the fixed-scale transformation.

We proceed as follows: first we argue the equivalence, at least near $`\eta =4`$, of the DBM to a reduced model based on one-dimensional branches with discrete tip-splitting events. Next, we analyze the competition of two branches and show that on large scales tip-splitting events proliferate for $`\eta <4`$, while are suppressed for $`\eta >4`$. Then we consider the competition of three branches (using numerical and analytical techniques) and show that these higher order effects suppress the tip-splitting, leading to an attractive fixed point at a finite value of the tip-splitting rate, with no relevant perturbations of the fixed point. We then use this fixed point to determine fractal and multifractal dimensions and compare to numerics.

The renormalization group used involves expanding simultaneously in $`4\eta `$ and the tip splitting rate. A related tip-splitting expansion to systematically extend the branched growth model has been suggested previously. We consider a system with given ratio between microscopic and macroscopic cutoffs and evaluate the probability of various growth processes, to obtain corrections to the growth rate of the cluster and to the tip-splitting rate; we find that all such quantities can be written as a sum of logarithmic corrections to bare quantities. We then make an assumption that the logarithms may be resummed to produce power laws. This assumption relies on the renormalizability of the model; we have no proof of renormalizability, but in the last section we sketch how such a proof might proceed. Resumation of logarithms has been used for other nonequilibrium systems such as Barenblatt’s equation

## II Reduced Model

Since we wish to have an RG in which power laws are obtained by resummation of logarithms, it is essential to remove all irrelevant variables from the problem. We construct such a model in two steps: first we go from the conformal mapping model for DLA to a discrete version of the model. Next, we go to a reduced version of the model in which branches have vanishing aspect ratio and grow deterministically. The discrete model will be useful in providing a definition of tip-splitting events, which will provide the only source of randomness in the reduced model.

Recall the conformal mapping formulation of DLA and the dielectric breakdown model: consider a function $`F^{(n)}(z)`$ that maps a straight line onto the boundary of the growing cluster after $`n`$ growth steps. To obtain $`F^{n+1}`$, pick a point $`w`$ with probability $`|F^{(n)^{}}(z)|^{1\eta }`$. Define an elementary mapping $`f^{(n+1)}(z)`$ that produces a bump of linear size $`\sqrt{\lambda }`$ at $`w`$, where, to obtain the correct bump size in the physical plane,

$$\lambda =|F^{(n)^{}}(w)|^2.$$
(1)
Then, define $`F^{(n+1)}(z)=F^{(n)}(f^{(n+1)}(z))`$.

Next, we consider a discrete version of the above model. Each elementary mapping $`f`$ has square-root singularities located a distance of order $`\sqrt{\lambda }`$ from $`w`$. All points $`z`$ between these singularities are mapped onto the surface of a given bump (though, after further growth steps, some of these points may be mapped onto bumps growing off the given bump). In the discrete model, we will first pick a point $`w`$ as above; then, we find the nearest square-root singularities on each side of $`w`$, and grow a bump at a point equidistant between those singularities. This simple modification means that there are now a discrete set of growth sites (in any lattice formulation of the problem, one would also find a discrete set of growth sites).

Now, assume that the cluster has a roughly one-dimensional shape, with a tip near $`z=z_i`$ (we reserve an index $`i`$ to label different such tips). If the branches were precisely one-dimensional, near the tips the singular behavior of $`F(z)`$ would be given by

$$F(z)=F_i(zz_i)^2,$$
(2)
with $`F_i`$ some constant. Due to the finite size of particles in the model, $`F(z)`$ is given by a suitably regularized version of Eq. (2) near the tip. For $`\eta >2`$, the integral of the measure $`|F^{}(z)|^{1\eta }`$ diverges for small $`z`$, so that in the discrete model, the probability measure will be concentrated on the one growth site at the tip, with rapidly decaying measure on the neighboring sites. The measure on neighboring sites will be nonuniversal and determined by the particular form of elementary mapping $`f`$ we choose, which will define a particular regularization of the model.

Consider a branch which grows without splitting. While the length of the branch increases constantly in time, the width remains of order the microscopic scale. Thus, at large scales such a branch looks like a singular configuration with vanishing aspect ratio. At the upper critical $`\eta `$, the assumption of growth without splitting will be valid at large scales, while below the upper critical $`\eta `$ the clusters are approximately described by a collection of one-dimensional branches, implying that the aspect ratio is an irrelevant variable near the upper critical $`\eta `$. So, in constructing the reduced model, we will take all branches with vanishing aspect ratio.

As the aspect ratio vanishes, all of the growth measure becomes concentrated near the growth tip, on a scale much less than the length of the branch. However, even though the aspect ratio vanishes, due to the discretization there is some growth measure on sites neighboring the growth tip, and growth may arise on any of these sites, with some nonuniversal probability. This is a tip-splitting event. Below, we will assign a tip-splitting rate, and consider how this rate renormalizes. As we expand to higher orders in tip-splitting, we include more growth configurations, so that to sufficiently high order we restore the full set of clusters found in the original model.

We now determine the growth measure for a branch, based on the proper regularization of Eq. (2). The correct microscopic regularization of the model is at fixed length in the physical plane, leading to a cutoff at length of order $`1/\sqrt{|F^{}|}`$ in the $`z`$-plane. Thus, the correctly regularized value of $`F^{}`$ at the growth tip is

$$\sqrt{F_i}.$$
(3)
Numerically, one may implement this by evaluating $`F^{}`$ a short distance from $`z`$. We note that the difference in $`F^{}`$ depending on regularization means that different short distance regularizations may imply completely different physical models; this may be behind some of the differences found between diffusion-limited aggregation and Laplacian growth.

Eq. (3) is different from that taken in the idea of singular Laplacian growth, and reflects the correct regularization of the problem in the physical plane. Similarly, the correctly regularized growth measure at the tip, which in the discrete model is an integral of $`|F^{}|^{1\eta }\mathrm{d}z`$ over the region between singularities, is

$$v_i=\frac{\sqrt{F_i}^\eta }{\underset{i}{}\sqrt{F_i}^\eta }.$$
(4)
Further, we assume in constructing the reduced model that if there is a collection of growth sites, at large scales it is valid to grow each site deterministically at a velocity proportional to Eq. 4, ignoring the shot noise inherent in the discrete formulation of the model. As the branches becomes long compared to the walker scale, this assumption is valid. All the randomness in the reduced model will arise via tip splitting.

In what direction does a tip grow? In our model, each microscopic growth step is produced by a mapping $`f`$, growing the surface in the $`z`$ plane normal to itself at $`z=z_i`$. For a nonsingular configuration, this grows the surface in the physical plane normal to itself; however, the tip of a one-dimensional configuration has no normal direction, and we are forced to rely on the conformal mapping definition of growth. In the conformal mapping model, growth at $`z_i`$ for time $`\mathrm{d}t`$ with velocity $`v_i`$ can be obtained by composing $`F`$ with a function $`f=z+v_i\mathrm{d}t\frac{\lambda }{z_iz}`$. As growth progresses, the singularities $`z_j`$ move, as the point which is mapped to a singularity $`j`$ of $`F`$ is $`f^1(z_j)=z_jv_i\mathrm{d}t\frac{\lambda }{z_iz_j}`$. This leads to

$$_tz_i=\underset{ji}{}\frac{1}{z_iz_j}F_j^1v_j.$$
(5)
Our model of growth causes a tip $`z_i`$ to grow in the direction $`F_i`$ in the complex plane, but as $`F_i`$ may change in time, the tips may curve. This differs from the model of singular Laplacian growth in which branches always grow in a straight line, and in which there are additional terms in the motion of each tip due to growth at that tip. However, with correct regularization in which the map function $`f`$ is chosen to produce a bump of small but finite size, one may show that $`z_i`$ does not move due to growth at tip $`i`$ itself.

If branches are straight, then $`F(z)`$ has a finite number of singularities at branch points and growth tips. Any singularity, $`z`$, of $`F`$, which is not a growth tip, obeys an equation of motion

$$_tz=\underset{i}{}\frac{1}{zz_i}F_i^1v_i.$$
(6)
If the branches curve, additional singularities are continuously produced.

Thus, we present the reduced model: let the cluster be described by a mapping $`F(z)`$ which produces a cluster made of one-dimensional branches, with growth tips labelled by $`i`$. Grow each tip at a velocity given by the growth measure of Eq. 4 multiplied by a growth velocity $`v`$.

In addition, tips split. Assign a rate $`g`$, which is an appropriately defined rate at which each tip has a tip splitting event; the definition of $`g`$ is to a certain extent arbitrary and will be discussed more below. This rate is measured with respect to the time integral of the growth probability measure on the given tip, so that tips with greater growth probability measure split more readily. The initial conditions for the two daughter branches are randomly chosen, as one or another daughter may have the majority of the growth probability. A regularization is necessary; as we show below, if the two daughter tips are created an infinitesimal distance apart with a finite asymmetry in initial conditions, one tip will immediately dominate the growth over the other. Thus, we will need to assign a short distance cutoff, so that the two tips survive for some minimum time, or to some minimum finite separation. In the RG we will use a particular cutoff; however, the precise form of the cutoff will not be important.

## III Geometry

Throughout, we will work in cylindrical geometry in the long-time regime. The size of the individual particles in the original model defines a microscopic cutoff length, $`l`$, which will provide the minimum distance at which branch pairs are created. The horizontal width of the cylinder in which the cluster grows define a macroscopic length scale $`L`$. These cutoffs in length are related to cutoffs in time for branches, such that the minimum time a branch exists is of order $`l/v`$. In cylindrical geometry, the ratio between these cutoffs is fixed and the front grows upward at constant velocity. Below we will expand in the number of tip splitting events, assuming that the cluster is evolved for a finite time $`T`$, so that the average number of tip splittings, $`gT`$, serves an expansion parameter; $`T`$ must be taken infinite at the end to obtain the long-time regime.

In radial geometry, the ratio between cutoffs is constantly changing, leading to discrepancies between different measures of the dimension. An interesting future problem will be to understand radial geometry in our framework, or to deal with the affine regime in cylindrical geometry.

In cylindrical geometry, the intersection of the cluster with a line at constant height is a fractal with dimension $`D`$ between 0 and 1. The cluster grows upwards with velocity $`v_{\mathrm{ren}}`$. As the area of the cluster increases at a constant rate in time, $`v_{\mathrm{ren}}`$ is related to the ratio of scales and the microscopic velocity $`v`$ by

$$v_{\mathrm{ren}}v(l/L)^D.$$
(7)
Later, we will compare the analytic results to numerics on the DBM in radial geometry, so we must assume that any difference due to geometry is small. This difference is small for DLA, roughly the difference between 1.66 and 1.71 and we assume that we may add 1 to the dimension given by Eq. 7 to obtain the dimension in radial geometry.

## IV Competition of Two Branches

Consider two competing branches, the first order in $`g`$ in the reduced model. We linearize near a symmetric configurations of the two branches. The branch shape depends on initial conditions. However, in the long time limit, two symmetrically competing branches will grow straight. Physically, the angle between the two branches cannot be too narrow due to the mutual screening effects; neither cannot be too large or the branches would end up growing back towards their parent. We will compute this angle below. If initially the branches are not at the given angle, they will curve and approach this angle; we have observed this curving in numerical simulations of the reduced model.

If the branches are straight in the physical plane, $`F`$ is a degenerate Schwarz-Christoffel map. We define $`F(z)`$ by its derivative:

$$F^{}(z)=(zy)^{\alpha _1}(z+y)^{\alpha _1}z^{\alpha _2}(zx)(z+x),$$
(8)
describing growth tips are $`z=\pm x`$. We have $`2\alpha _1+\alpha _2=1`$. In Fig. 1 we show the resulting configuration and relate the angles to $`\alpha _1,\alpha _2`$.

We will use a trick to describe the dynamics of this system. The reduced model above has a specified dynamics for the motion of the growth tip singularities $`x`$. The model of singular Laplacian growth, a different model, which admits solutions with straight branches of arbitrary opening angle, has a different set of solutions for the motion of $`x`$. The equations of motion of the two models match only when

$$_z\left(\frac{F^{}(z)}{z\pm x}\right)=0,$$
(9)
for $`z=x`$. This use of singular Laplacian growth is simply a trick to derive the constraint (9) that a Schwarz-Christoffel map must obey to grow straight under the reduced model dynamics.

If the map remains Schwarz-Christoffel, we use Eq. (5) to find the motion of $`x`$, as well as Eq. (6) to describe the motion of $`y`$. We find:

$$_tx=\frac{1}{2}\frac{1}{2x},$$
(10)
$$_ty=\frac{1}{2}\left(\frac{1}{yx}+\frac{1}{y+x}\right),$$
(11)
where we normalize $`F_i=1`$ for the two different tips $`i=1,2`$. We note that for this configuration $`F_i`$ is constant in time.

Requiring that $`_ty/_tx=y/x`$, we find that

$$y=\sqrt{5}x.$$
(12)
Requiring Eq. (9), to obtain straight growth, we find

$$\alpha _1=1/5,\alpha _2=3/5,$$
(13)
which implies that the competing branches have a 72 degree opening angle. In numerical simulations with $`\eta `$ near 4, this characteristic opening angle can be clearly seen.

Having found $`F`$ when the two branches are symmetric, we now consider, to linear order, to competition of two asymmetric branches. Let the branches have growth measures $`v_1,v_2`$. Define $`\delta =\mathrm{ln}F_1/F_2`$. We will find that the dynamics is unstable, and one of the two branches will win; as that branch wins, it will curve, until it becomes parallel to its parent. However, to linear order, we may ignore the curvature, and assume that the map retains the Schwarz-Christoffel form. Above, we noted that the branches grow in direction $`F_i`$; while the competition moves the singularities $`z_i`$, leading to changes in $`F_i`$ and curvature of the branches, Eq. (9) implies that to linear order the motion of singularities does not change the angle at which the branches grow.

Eq. 8 generalizes to

$$F^{}(z)=(zy+\delta _1)^{\alpha _1}(z+y+\delta _2)^{\alpha _1}(z+\delta _3)^{\alpha _2}(zx+\delta _4)(z+x+\delta _5).$$
(14)
Assume the various $`\delta `$ are all small. Assuming that the map retains this form, one can use the equations of motion for all five singularities to determine the dynamics of the map. Regardless of whether $`v_i`$ is chosen from Eq. (4) or chosen arbitrarily, Eqs. (5,6) lead to constraints on the possible resulting $`\delta `$ which reflect constraints following from the assumption that the Schwarz-Christoffel map is degenerate. As a result, the competition of two branches starting from an almost symmetric configuration occurs in a two-dimensional parameter space, specified by $`\delta `$ and by the overall length scale of the branches.

After some algebra, one finds $`_t\delta =(v_1v_2)/t\frac{\delta }{t}`$, or

$$_t\delta =\left(\frac{\eta }{2}1\right)\frac{\delta }{t}.$$
(15)
The factor of $`1/t`$ arises from Eq. 10, giving $`x=\sqrt{t/2}`$. This factor implies

$$\delta t^{\frac{\eta }{2}1}.$$
(16)
The factor $`t^{\eta /2}`$ in the above equation reflects the branch competition. The factor $`t^1`$, present even at $`\eta =0`$, reflects the fact that if both branches grow at constant velocity, the difference in the lengths of the two branches remains constant while the total length of each branch and and the separation between branches increase linearly in $`t`$, so that the difference in length scaled by total length behaves as $`t^1`$.

For $`\eta =4`$, $`\delta `$ grows linearly in time. For large enough $`\delta `$, nonlinear effects take over and one branch dies. Thus, assuming the branches are created after a tip splitting event with a probability that is not singular at $`\delta =0`$, the probability of both branches surviving for time $`t`$ is proportional to $`1/t`$ at $`\eta =4`$. On the other hand, the number of possible tip splitting events in time $`t`$ is proportional to $`t`$. Thus, the probability of creating a branch in time $`t`$ that survives for time $`t`$ is independent of $`t`$. This will become more clear in the next sections when we consider interaction of three branches. For $`\eta >4`$, this probability decays for large $`t`$; on the other hand, for $`\eta <4`$, this probability increases, and tip-splitting events proliferate. Defining $`ϵ=4\eta `$, the lowest order $`\beta `$ function is

$$\beta (g)=\frac{ϵ}{2}g.$$
(17)
## V Renormalization Group

The renormalization group is based on simultaneously expanding in $`g`$ and $`4\eta `$. In this section we outline how the RG works; in the next section we will discuss the implementation of the RG.

We define survival of two subbranches by requiring that neither of the two subbranches has more than some given percentage of the the total growth probability. Then we define $`g`$ as the probability in time $`t`$ that two branches are produced which survive for time $`t`$, which relates the arbitrariness in survival to an arbitrariness in the renormalization scheme. Alternately define $`g`$ as the probability in time $`\stackrel{~}{T}`$ that two branches are produced which survive up to a separation $`\stackrel{~}{L}v\stackrel{~}{T}`$; this second definition will be more convenient and will be used in the numerical work below. The scale $`\stackrel{~}{L}`$ is intermediate between the scales $`l,L`$.

We will compute two RG functions, the renormalization of the growth velocity and the renormalization of the tip splitting rate $`g`$. Consider the renormalization of growth velocity to first order in $`g`$ at $`\eta =4`$. If there is only one branch in the system, this branch grows upwards with velocity $`v`$. If the branch splits into two subbranches, the growth velocity is reduced until eventually one of the two subbranches wins and the original growth velocity is restored at long times, where no further tip splitting events intervene so long as we work to first order in $`g`$. The probability that the subbranches survive to distance $`\stackrel{~}{L}`$ scales as $`1/\stackrel{~}{L}`$.

The probability that both branches survive exactly time $`t`$ and distance $`vt`$ scales as $`1/t^2`$. If the two branches survive for time $`t`$, the height of the cluster at long times is reduced by an amount of order $`vt`$ compared to the height of the cluster without tip splitting. More precisely, evolve the cluster for total time $`T`$, so that the probability of a single such tip splitting event is $`gT/t^2`$, and compute the average height $`h`$ of the cluster after time $`T`$, to find

$$h=vTgTc\frac{dt}{t},$$
(18)
where $`c`$ is some constant. This yields the renormalized velocity

$$v_{\mathrm{ren}}=v(1\frac{gc}{v}\mathrm{ln}\stackrel{~}{L}/l).$$
(19)
Interpreting Eq. (19) as the first term in the expansion of a power law given by Eq. (7), we find that the dimension of the cluster is given by

$$D=gc/v.$$
(20)
For $`\eta <4`$, the number of tip-splitting events proliferates. The average number of branches in a system at macroscopic scale $`\stackrel{~}{L}`$, scales as

$$\stackrel{~}{L}^{\frac{4\eta }{2}},$$
(21)
as seen by the lowest term in the $`\beta `$ function above. Go to second order in $`g^2`$ to compute the next term in the $`\beta `$ function. If two tip splittings occur, there are now three competing branches, and the enhanced competition reduces the chance that any two of them will survive till long times. There is a simple physical reason for the enhanced competition. Eq. (16) may seem surprising, as it implies that for $`\eta <2`$ the branches do not compete, while it is known that for any $`\eta >0`$ a smooth surface is unstable. However, the factor $`t^1`$ in Eq. (16) is due to the increasing separation of the growth tips over time. Starting with perturbations on a smooth surface, there is no such mechanism causing the perturbations to spread in space. Similarly, if there is a large number of competing branches, they are forced closer to each other and are unable to spread apart from each other as rapidly, enhancing the competition. In Fig. 2, we show various possibilities. In (a), the small branch in the middle is actually reducing the competition of the two outer branches, while in (b) and (c) the competition of the two larger branches is enhanced. To determine which of these effects is stronger requires a calculation.

Let the second splitting occur at time $`t`$ after the first splitting. If one of the two branches resulting from the second dies after a time much less than $`t`$, the second splitting has no effect. Thus, the probability that the second splitting will effect the evolution of the first pair of branches is proportional to $`dt/t`$, again yielding a logarithm as desired.

Precisely, consider the number of surviving pair of branches at scale $`\stackrel{~}{L}`$ which are produced in time $`T`$. If there are no tip splitting events, this probability is zero; if there is one it is given by the calculation above. If there are two, the branches compete and one must integrate over the initial time at which the two branches are created as well as over the initial conditions after each tip splitting event. It is convenient to define $`\stackrel{~}{g}`$ to be the rate at which any tip splitting event occurs. Only some fraction of these events lead to a pair of branches surviving for sufficient time, so that $`g<\stackrel{~}{g}\stackrel{~}{T}`$. The number of surviving pairs, to order $`\stackrel{~}{g}^2`$, is

$$P_1\stackrel{~}{g}Te^{\stackrel{~}{g}T}+dtP_2(t)\frac{\stackrel{~}{g}^2}{2}Te^{\stackrel{~}{g}T}+\mathrm{}=P_1\stackrel{~}{g}TP_1\stackrel{~}{g}^2T^2+dtP_2(t)\frac{\stackrel{~}{g}^2}{2}T+\mathrm{}$$
(22)
where $`P_1`$ is the probability that one tip splitting event gives rise to a surviving pair of branches, while $`P_2(t)`$ is the probability that two such events produce a surviving pair, with $`t`$ the time difference between events. Note $`P_1l/\stackrel{~}{L}`$.

If $`t>>\stackrel{~}{T}`$, then the branch creation events are independent, and we find that $`P_2=2P_1`$ as either of the two creation events may give rise to a branch pair at scale $`\stackrel{~}{L}`$, so that terms of order $`T^2`$ cancel in the above equation. Otherwise, $`2P_1P_2`$ is of order $`1/|t|`$; assume

$$P_2=2P_1c_2/|t|,$$
(23)
for some constant $`c_2`$. Then, the bare constant $`g`$ is determined by

$$g=P_1\stackrel{~}{g}\stackrel{~}{T},$$
(24)
and the probability of producing a surviving branch pair at scale $`\stackrel{~}{L}`$ in time $`\stackrel{~}{T}`$ is given by

$$\stackrel{~}{T}(P_1\stackrel{~}{g}\frac{c_2}{2}\stackrel{~}{g}^2\frac{\mathrm{d}t}{t})=gc_2\frac{g^2}{\stackrel{~}{T}P_1^2}\mathrm{ln}\stackrel{~}{L}/l.$$
(25)
This yields the $`\beta `$ function, taking into account velocity renormalization,

$$\beta (g)=\frac{ϵ}{2}gc_2\frac{g^2}{\stackrel{~}{T}P_1^2}+c\frac{g^2}{v}.$$
(26)
To evaluate $`c_2`$, as well as $`c`$ in Eq. 20, we must turn to a numerical renormalization group as discussed in the next section, summing over different possible branch creation events. We will numerically evaluate $`P_2(t)`$ for a fixed $`t>>l/v`$, and then use the scaling arguments given here to obtain $`P_2(t)`$ for any $`t`$ and get the lowest order $`\beta `$-function. Similarly, $`c`$ can be obtained by considering only one set of initial conditions after the tip splitting event and using scaling arguments. The RG requires numerical work, but remains essentially an analytical treatment, in the same sense that we may refer to an RG in field theory as analytical despite possible use of a computer to perform loop integrals.

There is an interesting question, related to the correct form of the $`\beta `$ function for various definitions of $`g`$, whether $`g`$ is the rate at which branch pairs are produced that survive for to scale $`\stackrel{~}{L}`$ or until time $`\stackrel{~}{L}/v`$. The second definition is what is needed to determine the number of branch pairs in the system. At time $`t`$ after the first tip-splitting event, let there be a second tip splitting event, so that one of the second pair of branches survives only for a time $`t^{}`$ much less than $`t`$. Then, when the two remaining branches reach separation $`\stackrel{~}{L}`$, a time $`\stackrel{~}{L}/v+t^{}`$ has elapsed, rather than a time $`\stackrel{~}{L}/v`$. We will find that, depending on which definition of $`g`$ is used, $`P_2(t)`$ will differ by an amount of order $`t^{}/\stackrel{~}{L}`$. Note that this is independent of $`t`$, differing from the form we have assumed in Eq. (23). This yields a change in $`dtP_2(t)`$ independent of $`L`$, and of order $`t^{}`$; integrating over initial conditions for the second branching event will yield a logarithmic correction to $`dtP_2(t)`$. However, since the velocity is renormalized, there is an additional term in the $`\beta `$ function for the first definition, equal to $`\frac{g^2c}{v}`$, which gives the same correction to $`P_2(t)`$. However, we will not need to consider this complication, because for fixed $`t^{}`$ and $`\stackrel{~}{L}`$ large, the change in $`P_2(t)`$ is negligible and this is the regime in which we perform the numerical calculations.

Similarly, there may also be slight differences in the definition of $`g`$ between requiring that the branch pair grow until height $`\stackrel{~}{L}`$ or until separation $`\stackrel{~}{L}`$. Although at long times the surviving branch pair grows with the characteristic 72 degree angle, and the height and separation are related, there can again be deviations in the separation by an amount of order $`1/\stackrel{~}{L}`$. If the present work, concerned with the stationary regime in the cylindrical geometry, were extended to the affine regime, perhaps these deviations in separation will be connected with different scaling in horizontal and vertical directions.

## VI Numerical Renormalization Group

The reduced model was implemented numerically in a discrete version, such that the program alternates between growth tips on different time steps, advancing each growth tip by an amount proportional to the growth probability measure. To solve Laplace’s equation quickly, the method of iterated conformal maps is used, using “strike mappings” to obtain branches of vanishing aspect ratio, and computing the Jacobian at the tips by appropriate regularization.

To obtain dynamics in the scaling regime well below the macroscopic cutoff, we simply take this cutoff to infinity, which poses no difficulty in a conformal mapping implementation of the reduced model: the surface that is mapped onto the growing cluster is the real line, while the map $`zz^2`$ is used to produce a single growing tip as an initial condition. To evaluate the $`\beta `$-function, we run the simulations until the two most active branches become more than a large, but finite, distance $`\stackrel{~}{L}`$ apart. Of course, if it were not necessary to perform the calculations numerically, this distance would be taken to be infinite. To produce tip splittings, we use a function whose derivative is given by Eq. (8) to produce a pair of growth tips, choosing the initial separation between tips to be small. Interestingly, this function can be obtained in closed form as (for $`x=1`$)

$$F(z)=z^{2/5}(z^25)^{4/5}.$$
(27)
The strike mappings take a particularly simple form in this geometry. We have $`f(z)=\sqrt{z^2\lambda }`$. Using the shape of the map $`F(z)F_i(zz_i)^2`$ near the tip, this increases the length of the branch by $`F_i\lambda `$. The regularized value of $`F^{}(z)`$ near the tip is $`\sqrt{F_i}`$, but $`\lambda `$ is taken proportional to $`|F^{}|^2`$, so that we produce strikes of constant length in the physical plane.

With this geometry, the program runs significantly faster than such a program in radial geometry, due to the simple form of the map functions. It may be worth investigating this as a means of speeding up simulations using the conformal mapping model.

The errors due to discretization can be surprisingly large, so that even after thousands of time steps there are noticeable, though small, deviations from the linearized branch competition dynamics discussed above. We have verified that these errors are reduced as the discretization is reduced, but we have had to make some compromises to obtain a sufficiently fast program.

To obtain a range of different initial conditions for branches after splitting, we use the discretized version of the reduced model, but we introduce a factor $`f`$ which multiplies the growth velocity of one of the daughter branches on the first step after splitting. When this factor is close to 0, that daughter tends to lose, when it is close to 1, that daughter tends to win; a balance arose when $`f`$ is near $`f_00.278`$. We are able to start the branches sufficiently close that they compete roughly equally for tens of thousands of growth steps.

As discussed above, we fix the time $`t`$ of the second splitting (chosen to be 500 steps for each of the two branches), pick one of the two branches to split at random with relative probability equal to the relative growth measure on the tips, and then evolve the three branches. Typically, for the two most active branches to obtain the chosen separation requires of order another 3000 growth steps per branch.

We wish the initial conditions for the second tip-splitting event to have the same microscopic cutoff as for the first tip-splitting event. In order to do this, the same mapping of Eq. (27) is used for both tip-splitting events, with an appropriately scaled value of $`x`$, and the overall velocity scale after the second tip-splitting event is chosen such that those two daughters initially have the same step size in the physical plane as the two daughters after the first tip-splitting event.

We tried two methods of handling the integration over initial conditions. First, a Monte Carlo technique: initial conditions are chosen randomly and we count the fraction of initial conditions which give rise to a surviving branch pair. To speed the Monte Carlo, we sampled only a subset of initial conditions, chosen to include all conditions which could give rise to a surviving pair. By having the program randomly chose which of the two branches after the second branching event would get the first growth step, we ensured that the distribution of initial conditions for this event be symmetric between the branch growing inward and the branch growing outward. However, the Monte Carlo technique suffered from the problem that, to obtain a sufficient number of surviving branch pairs in the available computer time, we had to adopt a fairly broad definition of “surviving” and keep $`\stackrel{~}{L}`$ finite. However, the correct limit for the renormalization group is to take $`\stackrel{~}{L}>>l`$. In this limit, it does not matter how the survival of a branch pair is defined, but for finite $`\stackrel{~}{L}`$, we more closely approximate the desired results if we take the definition of survival to be very narrow, so that the two branches must be almost identical in growth measure. This was accomplished by manually searching for initial conditions which gave rise to a surviving branch pair (with an extremely narrow definition of survival so that $`\delta `$ for the two surviving branches was almost exactly zero) and numerically computing the derivative of $`\delta `$ with respect to the initial conditions to obtain $`P_1,P_2`$.

If we fix the initial conditions of one of the tip-splitting events to produce a very asymmetric pair of daughters so that after a brief time only one daughter survives, and choose the initial conditions of the other tip-splitting event randomly, the probability that a branch pair survives to scale $`\stackrel{~}{L}`$ must approach $`P_1`$. Due to the discretization errors in our program, this probability is within a few percent of $`P_1`$, but not exactly equal to $`P_1`$; we have verified that this difference also disappears as the discretization is reduced. The numerical evaluation of $`P_22P_1`$ suffers from the problem that the large contributions resulting from the very narrow region where all three branches compete may be swamped by small errors over the large region of all other initial conditions. Thus, we have had to adapt some criterion for determining what range of initial conditions to integrate over. This necessarily introduces some error and makes our results for the $`\beta `$ function somewhat subjective. It is hoped that improved numerical techniques will at some point improve this situation. One reason for the difficulty is that the processes in Fig. 2 contribute to the $`\beta `$ function with different signs. Another reason for these small errors is discussed at the end of the last section in terms of corrections of order $`1/\stackrel{~}{L}`$ which are logarithmically divergent when integrated over initial conditions for the second surviving branch pair; perhaps using a different definition of $`g`$ will improve the situation.

The constant $`c`$ in Eq. (20) is obtained by evaluating a process with a single tip splitting. We consider the change in height of the dominant branch of the pair as compared with the height of a branch without splitting. The simulation of the branch pair was run for approximately 50000 steps per branch. The change in height fits very well the form $`cc_1/\sqrt{t}`$, with $`c_1`$ some other constant; using this form we were able to obtain the asymptotic change in height by extrapolation. This quantity $`c`$ can be obtained much more accurately than $`c_2`$.

Using Eq. (20) evaluated at the fixed point of Eq. (26), I have obtained that

$$D0.46ϵ.$$
(28)
Using different estimates for the range of initial conditions over which to integrate, I have obtained a lower estimate of $`D0.40ϵ`$ and an upper estimate of $`D0.51ϵ`$. I then compared to the dimensions obtained numerically. The RG result seems high, for at $`\eta =3`$ we have $`D0.26`$ and at $`\eta =3.5`$ we have $`D0.16`$, where these results are obtained by subtracting unity from the dimensions in radial geometry. However, fitting the dimensions obtained numerically for $`\eta =0,1,2,3`$ to a polynomial in $`ϵ`$, I found that the lowest order result is

$$D0.45ϵ,$$
(29)
in good agreement with the RG result. I did not include $`\eta =3.5`$ in the polynomial fit as this dimension is known less accurately than the others and has an inordinate effect on the lowest order term in $`ϵ`$; taking $`D=0.17`$ at $`\eta =3.5`$ leads to $`D0.48ϵ`$, while taking $`D=0.16`$ leads to $`D0.41ϵ`$.

Let us now consider the multifractal spectrum. Let $`x`$ be a point in the physical plane, with $`z=F^1(x)`$. The harmonic measure is $`|F^{}(z)|^1\mathrm{d}x=\mathrm{d}z`$. Define $`p(x)`$ to be the normalized harmonic measure

$$p(x)\mathrm{d}x=\frac{|F^{}(z)|^1\mathrm{d}x}{\frac{\mathrm{d}x^{}}{l}|F^{}(z^{})|^1},$$
(30)
and the exponents $`\tau (q)`$ by

$$\frac{\mathrm{d}x}{l}p^q(x)=\left(\frac{l}{L}\right)^{\tau (q)},$$
(31)
where the angle brackets denote averaging over realizations of the cluster. For an isolated branch in cylindrical geometry, if we pick a parametrization such that $`F(z)z^2`$ near the tip, then the denominator of Eq. (30) is of order $`\sqrt{L}/l`$. For $`q>2`$ the integral of Eq. (31) is divergent near the tip and is cutoff at length scale $`l`$. For $`0<q<2`$ this integral is divergent away from the tip, and is cutoff at a physical length scale $`L`$, when the power law behavior of the electric field crosses over to an exponential decay. For $`q0`$, these exponents are ill-defined in this geometry. For an isolated branch, we have $`\tau (q)=q/2`$ for $`q>2`$ and $`\tau (q)=q1`$ for $`q<2`$.

It is also possible to compute corrections to the multifractal spectrum in the RG. Various multifractal exponents may be defined, including quenched and annealed exponents. It has been argued that asymptotically all these exponents are identical for DLA, but that for finite size systems the apparent exponents may be quite different. The different exponents all involve different ways of choosing how to weight different realizations of the cluster when performing the average in Eq. (31). Within the RG framework, we need to have a multiplicatively renormalizable operator in order to obtain power laws from the lowest order computation. This requires choosing the correct set of exponents and the correct average, as will be discussed below.

Let us first consider corrections to $`\tau (q)`$ for $`q>2`$. The integral of Eq. (31) must be summed over all configurations of the cluster. The configuration with only one branch gives the zeroth order result. Let $`p^q`$ for the configuration with a single branch be equal to $`P_0(q)`$. At first order in $`g`$ one must sum over configurations with two branches also. One must integrate $`p^qP_0`$ over the full trajectory of the two branches, starting with the two branches almost equal and continuing until one branch has completely won out. This trajectory can be obtained numerically. Note that the integral of $`p^q(z)`$ will be dominated by the field near the tips, and so it suffices to know $`F_i`$ at each tip:

$$\frac{\mathrm{d}x}{l}p^q(x)\left(\frac{l}{L}\right)^{q/2}\underset{i}{}F_i^{q/2}.$$
(32)
Suppose the integral over the branch trajectory of $`p^qP_0(q)`$ is equal to $`txP_0`$, where $`t`$ is the time the two branches live. Integrating over initial conditions of the two branches, we have that the left-hand side of Eq. (31) is equal to

$$\left(\frac{l}{L}\right)^{q/2}\left(P_0xgP_0\mathrm{ln}L/l+\mathrm{}\right)$$
(33)
giving $`\tau _\eta (q)=q/2+xg`$.

How should we perform the integral over the branch trajectory? Each configuration along the trajectory corresponds to a different realization of the cluster, and depending on how we choose to weight different realizations, we must weight the integral over the trajectory differently. We choose to weight the integral by

$$\left(\underset{i}{}\sqrt{F_i}^\eta \right)^1\mathrm{d}t,$$
(34)
which corresponds to changing the time scale such that each branch grows at a rate proportional to $`\sqrt{F_i}^\eta `$, rather than that given by Eq. (4). However, this is exactly what happens with a large number of branches if one of the branches splits: in this case, the denominator of Eq. (4) involves contributions from all branches and is insensitive to the splitting on the single branch, so that we expect that this choice of weighting function will define $`p^q`$ in a manner that is multiplicatively renormalizable.

Further, with this choice, the dimensions will automatically obey the electrostatic scaling law order by order. This scaling law adapted to cylindrical geometry is

$$1+D=\tau (2+\eta )\tau (\eta ).$$
(35)
The electrostatic law is obtained, in this geometry, by noting that the growth velocity is proportional to the average, using the growth probability measure, of $`\lambda `$ over tips: this average scales as $`\tau (2+\eta )\tau (\eta )`$. Since this relation between the growth velocity and the average of $`\lambda `$ holds for each branch configuration separately, it holds for the exponents as we have defined the average above.

We have obtained the lowest order results that

$$\tau (6)=3+1.77D,\tau (5)=2.5+1.35D,\tau (4)=2+.77D,\tau (3)=1.5.23D.$$
(36)
We report these results in terms of $`D`$ by using Eqs. (20,33) as these calculations are more accurate than that for Eq. (26). Note that even at lowest order in $`ϵ`$ the $`\tau (q)`$ spectrum does not have any simple form such as a log-normal distribution or gap scaling. By looking at larger $`q`$, we find that the Turkevich-Scher scaling law does not hold as an equality in this expansion. It holds only as an inequality.

For $`0<q<2`$, a similar calculation can be performed, although it will be slightly more complicated as the integral of $`p^q(z)`$ is no longer dominated by the tip and must be considered over the full branch. Further, the cutoff $`L`$ of cylindrical geometry must be kept finite, rather than being taken infinite as we have done in the calculations above, to keep the integral of $`p^q`$ finite.

One further complication is that $`\tau (q)`$ is not an analytic function of $`4\eta `$ near $`q=2`$. The $`\tau (q)`$ above correspond to an $`f(\alpha )`$ spectrum with two points: $`f=.5,\alpha =0`$, the zero dimensional set of singularities near the tips, and $`f=1,\alpha =1`$, the rest of the branch forming a one dimensional set. As $`\eta `$ decreases, the singularities near the tips soften while the dimension of the set of tips increases, and the function $`f(\alpha )`$ becomes a curve rather than a set of discrete points. The function $`\tau (q)`$ above is not analytic in $`q`$ as for $`q>2`$ the integral of $`p^q`$ is dominated by $`\alpha =0`$, while for $`q<2`$ it is dominated by $`\alpha =1`$. Similarly, for fixed $`q`$ near $`2`$, as $`\eta `$ is decreased the value of $`\alpha `$ which controls $`\tau (q)`$ may jump discontinuously from near 0 to near 1, or vice versa. It may be possible to surmount this problem by expanding the left-hand side of Eq. (31) in $`q2`$ and trying to resolve the logarithms that result as a sum of different power laws.

## VII Renormalizability

Clearly, it will be very difficult to prove renormalizability, since we find it difficult to evaluate even lowest order processes, but renormalizability is essential for the RG we employ. Further, if we prove multiplicative renormalizability for the theory with two parameters, $`v,g`$, then the fractal nature of DBM cluster will follow without any detailed calculation of $`\beta `$-functions: it is clear that $`v`$ has no effect on the RG flow of $`g`$, and if $`g`$ has an attractive fixed point, then without fine-tuning the theory must arrive at a critical point with nontrivial exponents. If instead $`g`$ had a repulsive fixed point, we would observe very different critical behavior: for $`\eta >4`$, there would be a phase transition in the behavior of the system as a function of the bare coupling constant from one-dimensional to fractal; the bare coupling constant could perhaps be adjusted using a noise reduced version of the model. Also, for fixed bare $`g`$, there would be a discontinuous change in the dimension of the cluster as a function of $`\eta `$ from $`D>0`$ to $`D=0`$. So, let us sketch how such a proof might proceed.

Consider a collection of competing branches with separation distances of order $`L_1`$. Let one branch have single tip-splitting event such that after a time $`T_2`$ only one of the two subbranches survives, with $`vT_2<<L_1`$. While both subbranches survive the total growth measure on the pair is reduced compared to that on the subbranch, but on times much greater than $`T_2`$, the growth measure of the surviving subbranch asymptotically approaches that of the parent, and at scale $`L_1`$ it seems simply as if the branch with the tip-splitting event had grown with a renormalized velocity for a brief time. After integrating over $`T_2`$, the renormalization of the velocity is of order $`\mathrm{ln}L_1/l`$.

It would be disastrous if instead there were a logarithmic divergence which depended on $`L_1`$, such as $`L_1\mathrm{ln}L_1/l`$, as this would change the growth rules of the theory and the manner in which branches compete. However, since we are interested in the divergence as $`T_20`$, we can restrict to $`vT_2<L_1`$ and formally expand the growth velocity in a power series of $`vT_2/L_1`$ (this is possible since, for $`T_2`$ small, the influence of the branch pair on the other branches is small), so that the growth velocity is

$$\underset{k}{}\frac{\mathrm{d}T_2}{T_2}a_k(vT_2/L_1)^k.$$
(37)
The zeroth order term in this series yields a logarithmic divergence of desired form, while the higher terms are not divergent.

It would equally be disastrous if the growth measure of the surviving subbranch were not to asymptotically approach that of the parent. However, this follows from properties of Laplace’s equation: at long times the surviving tip is at a height much greater than the dead subbranch, and the dead subbranch has only a small effect on the growth probabilities near the surviving tip.

This show that processes with a single branching just renormalize $`v`$. Consider several branchings. Each set of branchings is defined by a tree diagram indicating the topology of the branchings, as well as a set of times $`t`$ indicating the times at which branching take place as well as a set of initial conditions for each branch pair. To the initial conditions corresponds another set of times, the times that the two branches live. For fixed topology, one must integrate over these times and evaluate the average rate at which the cluster grows or produces branches. Let us order the times from smallest to largest, and send groups of these times to zero. If a set of times $`t_i`$ are sent to zero together, with some other times $`t_a`$ being held fixed, one finds, as above, logarithmically divergent renormalizations of $`v`$ and $`g`$. However, by expanding in $`t_i/t_a`$ as above, we again obtain the desired result that the logarithmically divergent terms depend only on a log of the ratio of $`t_a/t_i`$.

These arguments sketch the renormalizability of the theory. One must also show, for example, that there are not divergent contributions to the rate at which one branch splits into three.

Also, in defining the reduced model, we ignored shot noise in the velocity of a given branch; however, the process of tip splitting, which renormalizes the average velocity, will reintroduce some noise in the velocity. The noise in the velocity of a branch is irrelevant at long time; fortunately, then, while the renormalization of velocity is logarithmically divergent, the rms fluctuations in the velocity are convergent at short times, behaving as (taking the branch pair to survive for time $`t`$) $`\frac{\mathrm{d}t}{t^2}t^2`$.

In the continuous model, $`\delta `$ increases in time, and the probability of having $`\delta =0`$ decreases in time, such that this probability, multiplied by the branch length, remains constant. Consider now the case of a discrete formulation of the model, to see the effects of shot noise or other fluctuations in the velocity. Suppose two competing branches have lengths $`1+\delta `$,$`1\delta `$. Take a discrete growth step, adding length $`2\delta `$ to one of the branches, with probabilities $`1/2\pm \delta `$. The probability of having the two branches symmetrically distributed after the discrete growth step is $`1/2\delta `$. If the initial configuration of $`\delta `$ is chosen uniformly near $`\delta =0`$, we find that the probability of having $`\delta =0`$ is again decreased with this probability, multiplied by branch length, again remaining constant to linear order in $`\delta `$. To second order in $`\delta `$ we will find differences between the continuous and discrete models.

One can do a similar calculation for the case in which the growth of a branch stagnates due to a tip splitting event. The probability of a given branch having a tip splitting event is $`1/2\pm \delta `$, while the tip splitting event will slow that branch for a time $`1/2\delta `$ over during which the other branch grows at a velocity $`1/2\delta `$. Again one can show that the probability of having $`\delta =0`$, multiplied by branch length, remains constant, to linear order in the time of the tip splitting event.

This comparison between continuous and discrete models is why we emphasize that the rms fluctuations induced by tip-splitting are convergent. Suppose instead that the rms fluctuations were not convergent. Then, one would find in Fig. 2a,b that $`c_2`$ was divergent when integrating over initial conditions for the second branching event, which would lead to divergences of the form $`(\mathrm{ln}L/l)^2`$ destroying renormalizability.

## VIII Conclusion

We have presented the lowest order in an $`ϵ=4\eta `$ expansion, obtaining good agreement with numerical results. For more accurate comparison with DLA, for which $`ϵ=3`$, extension to higher order with further branching processes is necessary. Due to the need for numerical techniques to evaluate even lowest order processes, it is unclear if higher order terms can be computed accurately.

It is also necessary to improve the numerical evaluation of lowest order processes. To numerically simulate the reduced model, some discretization and cutoff is necessary. We have used a particular cutoff, but perhaps other cutoffs are preferable. Indeed, the discrete random walker formulation of the DBM provides another cutoff which may lead to more accurate results; one can simulate the DBM with growth confined to occur on only two or three different tips to generate a system with a fixed number of branches.

It is also interesting to consider the extension to higher dimensions. While conformal mapping techniques were very useful in all the calculations above, the basic idea, determining the relevance of tip-splitting based on the competition of two branches, should be applicable in any dimension. While there is a lower bound on the dimension of DLA in higher dimensions, there does not seem to be any such bound for the DBM which would prevent the existence of an upper critical $`\eta `$.

## IX Acknowledgements

I would like especially to thank T. C. Halsey for explaining his branched growth model and for sharing his unpublished idea of systematically improving the branched growth model by a “fugacity expansion” in the tip splitting rate. I would also like to thank L. Levitov, F. Levyraz, P. Pfeifer, and I. Procaccia for useful discussions, as well as the Centro Internacional de Ciencas in Cuernavaca for a very interesting recent conference on DLA and other nonlinear systems. This work was supported by DOE grant W-7405-ENG-36.


format: text

text:
# Status of Nucleon Resonances with Masses 𝑀<𝑚_𝑁+𝑚_𝜋

## Abstract

We discuss different interpretations of the peaks observed a few years ago by Tatischeff et al.  in the missing mass spectra of the reaction $`pp\pi ^+pX`$, which were declared as new exited nucleon states with small masses. A study of the possible production of such states in the process $`\gamma p\pi ^+N^{}\pi ^++\gamma \gamma n`$ by analysing the invariant mass spectrum of $`\gamma \gamma n`$ is proposed. It is shown that the experimental data obtained at MAMI-B allows to analyse this process and to get information about an existence of exited nucleon states with small masses.

A few years ago three narrow bumps have been observed in missing mass spectra of the reaction $`ppp\pi ^+X`$ by Tatischeff et al.  at $`M_X=1004`$, 1044, and 1094 MeV. These bumps were interpreted as new nucleon resonances $`N^{}`$. The values of masses $`M_X=1004`$ and 1044 MeV are below $`m_N+m_\pi `$ and so these states can decay with an emission of photons only. If they decay into $`\gamma N`$ then these resonances have to contribute to the Compton scattering on nucleon. However, the analysis  of the existing experimental data on this processes completely excluded such $`N^{}`$ as intermediate states in the Compton scattering on the nucleon.

In Ref.  it was assumed that these states belong to the totally antisymmetric 20-plet of the spin-flavor SU(6)FS. Such a $`N^{}`$ can transit into nucleon only if two quarks from $`N^{}`$ participate in the interaction. Then the simplest decay of $`N^{}`$ with the masses 1004 and 1044 MeV is $`N^{}\gamma \gamma N`$. This assumption could be checked, in particular, by investigating the reaction $`\gamma p\gamma X`$ or $`\gamma p\pi X`$ in the photon energy region about 800 MeV.

Another interpretation of the states found in work  was suggested in Refs. . In these works the reaction $`pdp+pX_1`$ has been studied with the aim of searching for supernarrow dibaryons (SND), decay of which into two nucleon is forbidden by the Pauli exclusion principle. Three peaks have been observed in invariant mass spectra of $`pX_1`$ states at $`M_{pX_1}=1904\pm 2`$, $`1926\pm 2`$, and $`1942\pm 2`$ MeV (see Fig.1a).

The analysis of the angular distribution of the protons from the decay of $`pX_1`$ states showed that the peaks found can be explained as manifestation of the SNDs. Additional information about the nature of these states have been obtained by analysing the missing mass $`M_{X_1}`$ spectra. If the observed state is a dibaryon decaying mainly into two nucleons then $`X_1`$ is a neutron and $`M_{X_1}`$ has to be equal to the neutron mass $`m_n`$. If the value of $`M_{X_1}`$, obtained from experiment, differs essentially from $`m_n`$ then $`X_1=\gamma +n`$ and the found state is SND.

Fig.1b demonstrates the missing mass $`M_{X_1}`$ spectrum obtained in Refs . As is seen from this figure, besides the peak at the neutron mass, which caused by the process $`pdp+pn`$, the resonancelike behavior of the spectrum is observed at $`966\pm 2`$, $`986\pm 2`$, and $`1003\pm 2`$ MeV. These values of $`M_{X_1}`$ coincide with the simulated ones and differ essentially from the neutron mass. Hence, the dibaryons found are really SNDs.

It should be noted that the peak at $`M_{X_1}=1003\pm 2`$ MeV corresponds to the bump observed in Ref . Taking into account the found connection between SNDs and resonancelike states $`X_1`$, authors of the works  assumed that the peaks from Ref  at 1004 and 1044 MeV are not the exited nucleons, but they are the resonancelike states $`X_1=\gamma +n`$ caused by possible existence and decay of the SNDs with the masses 1942 and 1982 MeV. Such $`X_1`$ are not real resonances and cannot give contribution to the Compton scattering on the nucleon.

However, a SND can also decay into $`NN^{}`$. Unfortunately, the experiment  could not unambiguously discriminate an exited nucleon from $`X_1`$ state. To clarify this question we propose to study the exited nucleon production in the process

$$\gamma +p\pi ^++N^{}\pi ^++\gamma \gamma n$$
(1)
by analysing the invariant mass spectrum of the $`\gamma \gamma n`$ at the incident photon energy from 537 up to 817 MeV. The data on this process can be obtained from the experiment on the radiative $`\pi ^+`$ meson photoproduction from the proton, which has been carried out at MAMI-B. In this experiment $`\gamma `$, $`\pi ^+`$, and $`n`$ were detected, so we have enough data to reconstruct the invariant mass of the $`\gamma \gamma n`$ from 985 up to 1075 MeV. The lowest value of $`M_{\gamma \gamma n}`$ is due to the threshold of the final photon energy (15 MeV) and the highest one corresponds to the sum of masses of the neutron and $`\pi ^0`$ meson.

The main background processes are $`\gamma p\pi ^0\pi ^+n`$ and $`\gamma p\pi ^0\pi ^0\pi ^+n`$. To suppress the contribution of the double pion photoproduction, we will consider the invariant mass of two photons $`M_{\gamma \gamma }<110`$ MeV. As the $`\pi ^+`$ meson and $`N^{}`$ must fly in the same plain, we have an additional condition on the difference of pion and $`N^{}`$ azimuthal angles: $`160^{}<|\varphi _{\pi ^+}\varphi _N^{}|<200^{}`$. This condition allows to suppress the contribution of the triple pion photoproduction.

The results of the simulation of the $`N^{}`$ production in the process (1), at the conditions of the radiative $`\pi ^+`$ meson photoproduction from proton experiment and for an exposition time of 100 hours, are shown in Fig.2.

The calculations obtained without any cuts are presented in Fig.2a. Fig.2b demonstrates the final result after both cuts. As is seen from this figure, the background can be well suppressed and, if $`N^{}`$ states exist, they would be well recognizable.

In the experiment on radiative $`\pi ^+`$ meson photoproduction we had about 1000 hours of exposition time. As result, we expect to get about 600, 3500, and 12000 events for the exited nucleon states with the masses 986, 1004, and 1044 MeV, respectively. So this experiment can give important information about possibility of existence of exited nucleon states with small masses.

This work was supported in part by RFBR, grant No 00-02-04014 NNIO\_a, and Deutsche Forschungsmeinschaft (SFB 443).


text:
# 1 Introduction

## 1 Introduction

Recently, the thermodynamics of conformal field theories (CFTs) with gravity duals has attracted renewed interest. Much of it is due to the remarkable resemblance of the relevant thermodynamical formulae to standard cosmology . This has led to interesting conjectures regarding cosmological scenarios that have been exploited in a number of works .

Apart from cosmology the crucial observations in  should have implications for the thermodynamics of CFTs per se . In a previous work  we made a step in that direction by studying general entropy bounds in weakly and strongly coupled CFTs. The starting point of our investigation was the Cardy-Verlinde entropy formula

$$S=\frac{2\pi R}{n}\sqrt{E_C(2EE_C)},$$
(1.1)
for CFTs on $`\text{}\times S^n`$, where $`R`$ denotes the radius of the $`S^n`$ and $`E_C`$ is the Casimir energy defined in . The above formula has been shown to hold in a large number of strongly coupled CFTs whose thermodynamics is described by higher-dimensional supergravity solutions, e. g. Kerr-AdS black holes with one rotation parameter , charged black holes in several gauged supergravity theories , or Taub-Bolt-AdS spacetimes . Whether a similar formula is valid for weakly coupled CFTs is not completely clear as yet. In fact the deeper origin of (1.1) remains rather obscure, primarily because the original Cardy formula  follows from modular invariance which is a characteristic feature of two-dimensional conformal field theories only.

The main purpose of the present work is to study further the above issues. In particular, following  we will argue that the Cardy-Verlinde formula is the outcome of a striking resemblance between the thermodynamics of CFTs with AdS duals and CFTs in two dimensions. We will also argue that the Casimir entropy may be viewed as a generalized $`C`$-function since it exhibits a monotonic behavior under temperature changes as well as in cases when a holographic RG-flow is induced by bulk scalars in the boundary CFT. Such an interpretation allows us to generalize (1.1) to the case where no subextensive part of the energy is present, i. e. when the Casimir energy vanishes but the Casimir entropy is different from zero. Moreover we show that (1.1) is valid also for weakly coupled $`D=4`$, $`𝒩=4`$ super Yang-Mills theory, with an overall coefficient $`4\pi R/3`$ instead of $`2\pi R/3`$.

The paper is organized as follows. In Section 2 we study the thermodynamics of black hole solutions in gauged supergravities with non-trivial bulk scalar fields. In all cases considered we find that (1.1) is valid for the corresponding dual CFTs. In Section 3 we discuss the validity of (1.1) for CFTs in flat spaces, e. g. dual to black holes with flat horizons. This allows us to discuss the monotonicity properties of the Casimir entropy under temperature changes as well as under the switching on of bulk scalars. Our results suggest that the Casimir entropy can be interpreted as a monotonic, generalized $`C`$-function for theories at finite temperature. In Section 4 we show that the Cardy-Verlinde formula (1.1) remarkably holds also for the weakly coupled $`𝒩=4`$ SYM in $`D=4`$, with an overall coefficient which is twice the one in the strongly coupled limit. Finally, in Section 5 we show that a generalized Cardy formula holds also for asymptotically flat black holes in any dimension. We conclude and present an outlook of our ideas in Section 6.

## 2 Black holes in gauged supergravity and the Cardy-Verlinde entropy formula

We begin by considering charged black holes in diverse gauged supergravities studied in . The $`STU`$ model of $`D=5`$, $`N=2`$ gauged supergravity111This model can also be embedded into $`D=5`$, $`N=8`$ gauged supergravity. admits the black hole solutions

$$ds^2=(H_1H_2H_3)^{2/3}fdt^2+(H_1H_2H_3)^{1/3}(f^1dr^2+r^2d\mathrm{\Omega }_3^2),$$
(2.1)
where

$$f=1\frac{\mu }{r^2}+r^2R^2H_1H_2H_3,H_I=1+\frac{q_I}{r^2},I=1,2,3.$$
(2.2)
The moduli $`X^I`$ and the gauge potentials $`A^I`$ are given by

$$X^I=H_I^1(H_1H_2H_3)^{1/3},A_t^I=\frac{\stackrel{~}{q}_I}{r^2+q_I},$$
(2.3)
where the $`\stackrel{~}{q}_I`$ denote the physical charges related to the $`q_I`$ by

$$q_I=\mu \mathrm{sinh}^2\beta _I,\stackrel{~}{q}_I=\mu \mathrm{sinh}\beta _I\mathrm{cosh}\beta _I.$$
(2.4)
The BPS limit  is reached when the nonextremality parameter $`\mu `$ goes to zero and $`\beta _I\mathrm{}`$, with $`q_I`$ fixed222The reader should note that the BPS limit represents naked singularities.. The horizon coordinate $`r_+`$ obeys

$$\mu =r_+^2\left(1+\frac{1}{R^2r_+^4}\underset{I=1}{\overset{3}{}}(r_+^2+q_I)\right).$$
(2.5)
The black hole mass and the Bekenstein-Hawking entropy read, respectively

$`M`$ $`=`$ $`{\displaystyle \frac{\pi }{4G}}\left({\displaystyle \frac{3}{2}}\mu +{\displaystyle \underset{I}{}}q_I\right),`$
$`S`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{2G}}\sqrt{{\displaystyle \underset{I}{}}(r_+^2+q_I)}.`$ (2.6)
We define the excitation energy above the BPS state,

$$E=MM_{BPS}=\frac{3\pi }{8G}\mu =\frac{3\pi }{8G}r_+^2\left[1+\frac{1}{R^2r_+^4}\underset{I}{}(r_+^2+q_I)\right].$$
(2.7)
Following  we define a parameter $`\mathrm{\Delta }`$ by

$$\mathrm{\Delta }^2=\frac{1}{R^2r_+^4}\underset{I}{}(r_+^2+q_I).$$
(2.8)
This yields

$$2ER=\frac{3}{2\pi }S\mathrm{\Delta }[1+\mathrm{\Delta }^2],$$
(2.9)
which is exactly the behavior of a two-dimensional CFT with characteristic scale $`R`$, temperature $`\stackrel{~}{T}=1/(2\pi R\mathrm{\Delta })`$, and central charge proportional to $`S\mathrm{\Delta }`$. This resemblance motivates to define the Casimir energy as the subextensive part of (2.9)

$$E_CR=\frac{3}{2\pi }S\mathrm{\Delta }.$$
(2.10)
Now one easily verifies that the quantities (2.6), (2.7) and (2.10) satisfy exactly the Cardy-Verlinde formula (1.1) for $`n=3`$. As in  we can define the Casimir entropy $`S_C`$ by

$$S_C=\frac{2\pi }{n}E_CR=S\mathrm{\Delta }.$$
(2.11)
In terms of $`S_C`$, (2.9) can be rewritten as

$$2ER=\frac{3}{2\pi }S_C[1+\mathrm{\Delta }^2],$$
(2.12)
which allows to interpret the Casimir entropy as a generalization of the central charge to higher dimensions. This interpretation of $`S_C`$ was already pointed out by Verlinde .

The above considerations can be easily generalized to black holes in $`D=4`$ and $`D=7`$ gauged supergravities as well. That (1.1) holds in these cases was shown in , but we would like to reformulate the results of  in a different way, in order to stress that the validity of (1.1) can be traced back to an effective two-dimensional behavior.
Black hole solutions in a truncated version of $`D=4`$, $`N=8`$ gauged supergravity have been found in . The metric is given by

$$ds^2=(H_1H_2H_3H_4)^{1/2}fdt^2+(H_1H_2H_3H_4)^{1/2}(f^1dr^2+r^2d\mathrm{\Omega }_2^2),$$
(2.13)
where

$$f=1\frac{\mu }{r}+R^2r^2\underset{I=1}{\overset{4}{}}H_I,H_I=1+\frac{q_I}{r},I=1,\mathrm{},4.$$
(2.14)
Furthermore there are gauge fields and scalars turned on (cf.  for details). The nonextremality parameter $`\mu `$ is given in terms of the horizon radius $`r_+`$ by

$$\mu =r_+\left(1+\frac{1}{l^2r_+^2}\underset{I}{}(r_++q_I)\right).$$
(2.15)
The mass and entropy read

$`M`$ $`=`$ $`{\displaystyle \frac{1}{4G}}(2\mu +{\displaystyle \underset{I}{}}q_I),`$
$`S`$ $`=`$ $`{\displaystyle \frac{\pi }{G}}\sqrt{{\displaystyle \underset{I}{}}(r_++q_I)},`$ (2.16)
respectively. Again we define the excitation energy $`E=MM_{BPS}`$ above the BPS state (which is the one with $`\mu =0`$), yielding

$$2ER=\frac{r_+R}{G}\left[1+\frac{1}{R^2r_+^2}\underset{I}{}(r_++q_I)\right].$$
(2.17)
Defining also

$$\mathrm{\Delta }^2=\frac{1}{R^2r_+^2}\underset{I}{}(r_++q_I),$$
(2.18)
we obtain

$$2ER=\frac{1}{\pi }S\mathrm{\Delta }[1+\mathrm{\Delta }^2],$$
(2.19)
which resembles again the behavior of a two-dimensional CFT. The Casimir energy is then easily determined from (2.19) as the subextensive part, i. e.

$$E_CR=\frac{1}{\pi }S\mathrm{\Delta }=\frac{1}{\pi }S_C.$$
(2.20)
The quantities $`S`$, $`E`$ and $`E_C`$ satisfy again the Cardy-Verlinde formula (1.1) for $`n=2`$.

Two-charge black hole solutions of $`D=7`$, $`N=4`$ gauged supergravity can be found in . We give here only the metric, which reads

$$ds^2=(H_1H_2)^{4/5}fdt^2+(H_1H_2)^{1/5}(f^1dr^2+r^2d\mathrm{\Omega }_5^2),$$
(2.21)
with

$$f(r)=1\frac{\mu }{r^4}+r^2R^2H_1H_2,H_I=1+\frac{q_I}{r^4},I=1,2.$$
(2.22)
The nonextremality parameter $`\mu `$ is related to the black hole horizon $`r_+`$ by

$$\mu =r_+^4+\frac{1}{r_+^2l^2}\underset{I}{}(r_+^4+q_I).$$
(2.23)
The mass and entropy are

$`M`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{4G}}\left({\displaystyle \frac{5}{4}}\mu +{\displaystyle \underset{I}{}}q_I\right),`$
$`S`$ $`=`$ $`{\displaystyle \frac{\pi ^3r_+}{4G}}\sqrt{{\displaystyle \underset{I}{}}(r_+^4+q_I)}.`$
Defining as above

$$E=MM_{BPS}=MM_{\mu =0},$$
(2.25)
and

$$\mathrm{\Delta }^2=\frac{1}{R^2r_+^6}\underset{I}{}(r_+^4+q_I),$$
(2.26)
one obtains

$$2ER=\frac{5}{2\pi }S\mathrm{\Delta }[1+\mathrm{\Delta }^2]=\frac{5}{2\pi }S_C[1+\mathrm{\Delta }^2],$$
(2.27)
so that $`E_CR=(5/2\pi )S_C`$, and (1.1) still holds.

The above considerations go through also for Reissner-Nordström-AdS black holes in arbitrary dimension $`n+2`$,

$`ds^2`$ $`=`$ $`H^2fdt^2+H^{\frac{2}{n1}}(f^1dr^2+r^2d\mathrm{\Omega }_n^2),`$
$`H`$ $`=`$ $`1+{\displaystyle \frac{q}{r^{n1}}},`$
$`f`$ $`=`$ $`1{\displaystyle \frac{\mu }{r^{n1}}}+r^2R^2H^{\frac{2n}{n1}},`$
with mass and entropy given by

$`M`$ $`=`$ $`{\displaystyle \frac{nV_n}{16\pi G}}(\mu +2q),`$
$`S`$ $`=`$ $`{\displaystyle \frac{V_n}{4G}}(r_+^{n1}+q)^{\frac{n}{n1}},`$
where $`V_n`$ denotes the volume of the unit $`n`$-sphere. With $`E=MM_{\mu =0}`$ one finds

$$2ER=\frac{n}{2\pi }S_C[1+\mathrm{\Delta }^2],$$
(2.28)
where

$$\mathrm{\Delta }^2=\frac{1}{R^2r_+^{2(n1)}}(r_+^{n1}+q)^{\frac{2n}{n1}},$$
(2.29)
and the central charge $`S_C=S\mathrm{\Delta }`$. This leads again to (1.1).

In order to emphasize the complete universality of (1.1) and (2.28), let us consider as a final example the Kerr-AdS black hole in five dimensions with two rotation parameters. The metric reads

$`ds^2`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }_r}{\rho ^2}}(dt{\displaystyle \frac{a\mathrm{sin}^2\theta }{\mathrm{\Xi }_a}}d\varphi {\displaystyle \frac{b\mathrm{cos}^2\theta }{\mathrm{\Xi }_b}}d\psi )^2+{\displaystyle \frac{\mathrm{\Delta }_\theta \mathrm{sin}^2\theta }{\rho ^2}}(adt{\displaystyle \frac{(r^2+a^2)}{\mathrm{\Xi }_a}}d\varphi )^2`$
$`+{\displaystyle \frac{\mathrm{\Delta }_\theta \mathrm{cos}^2\theta }{\rho ^2}}(bdt{\displaystyle \frac{(r^2+b^2)}{\mathrm{\Xi }_b}}d\psi )^2+{\displaystyle \frac{\rho ^2}{\mathrm{\Delta }_r}}dr^2+{\displaystyle \frac{\rho ^2}{\mathrm{\Delta }_\theta }}d\theta ^2`$
$`+{\displaystyle \frac{(1+r^2R^2)}{r^2\rho ^2}}\left(abdt{\displaystyle \frac{b(r^2+a^2)\mathrm{sin}^2\theta }{\mathrm{\Xi }_a}}d\varphi {\displaystyle \frac{a(r^2+b^2)\mathrm{cos}^2\theta }{\mathrm{\Xi }_b}}d\psi \right)^2,`$
where

$`\mathrm{\Delta }_r`$ $`=`$ $`{\displaystyle \frac{1}{r^2}}(r^2+a^2)(r^2+b^2)(1+r^2R^2)2m;`$
$`\mathrm{\Delta }_\theta `$ $`=`$ $`\left(1a^2R^2\mathrm{cos}^2\theta b^2R^2\mathrm{sin}^2\theta \right);`$ (2.31)
$`\rho ^2`$ $`=`$ $`\left(r^2+a^2\mathrm{cos}^2\theta +b^2\mathrm{sin}^2\theta \right);`$
$`\mathrm{\Xi }_a`$ $`=`$ $`(1a^2R^2);\mathrm{\Xi }_b=(1b^2R^2).`$
The horizon location $`r_+`$ is the largest root of $`\mathrm{\Delta }_r=0`$. The mass and the entropy are given by

$`M`$ $`=`$ $`{\displaystyle \frac{3\pi }{8\mathrm{\Xi }_a\mathrm{\Xi }_bGr_+^2}}(r_+^2+a^2)(r_+^2+b^2)(1+r_+^2R^2),`$
$`S`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{2r_+\mathrm{\Xi }_a\mathrm{\Xi }_bG}}(r_+^2+a^2)(r_+^2+b^2).`$
With $`E=M`$, $`\mathrm{\Delta }^1=r_+/R`$ and $`S_C=S\mathrm{\Delta }`$ we can write

$$2ER=\frac{3}{2\pi }S_C[1+\mathrm{\Delta }^2],$$
(2.32)
and thus also in the rotating case the two-dimensional CFT behavior persists, and the Cardy-Verlinde formula (1.1) is satisfied.

## 3 Universality and monotonicity properties of the generalized $`C`$-function

The results obtained in the previous Section reveal a remarkable universality in the thermodynamics of CFTs with AdS duals. The supergravity theories studied above contain bulk gauge fields that couple to $`R`$-currents on the boundary and therefore the dual CFTs have $`R`$-charges turned on. Also, they contain bulk scalar fields that either couple to operators in the boundary CFT which acquire nonvanishing expectation values, or else induce RG-flows . In all cases we found a striking resemblance of the thermodynamics of the boundary CFT to the one of a CFT in two dimensions. The only parameter that apparently encodes the properties of the CFT under consideration is $`\mathrm{\Delta }`$. The same universal behavior is observed also for rotating black holes which are dual to strongly coupled CFTs on a rotating Einstein universe .

An important ingredient in our calculations has been the fact that we were able to define the Casimir entropy $`S_C`$ in such a way that it closely resembles a two-dimensional central charge. We would like to substantiate this observation. At high temperatures one easily shows that $`S_C`$ is proportional to the derivative of the entropy with respect to the temperature. This means that it is related to the number of degrees of freedom between $`T`$ and $`T+dT`$, hence it lends itself as a good candidate for a generalized $`C`$-function in theories at finite temperature. For such an interpretation to be meaningful, one should at least demonstrate that $`S_C`$ possesses certain monotonicity properties. For the general cases considered in Section 2, $`S_C`$ is a function of both the temperature and the $`R`$-charges. Then it is crucial to study the behavior of $`S_C`$ both under temperature changes as well as when non-trivial bulk fields are turned on. The latter case should be related to the behavior of the Casimir entropy under RG-flows, in much the same way as the presence of non-trivial fields in the bulk theory induces a holographic RG-flow in the boundary theory.

In order to analyze the behavior of the Casimir entropy under temperature changes we consider the field theory dual to the Schwarzschild-AdS black hole in $`n+2`$ dimensions. In this case one has

$$S_C=\frac{V_nR}{4G}r_+^{n1}.$$
(3.1)
One easily finds that the monotonicity property

$$T\frac{dS_C}{dT}0,$$
(3.2)
is equivalent to $`r_+^2/R^2(n1)/(n+1)`$, and thus coincides with the region of stability above the Hawking-Page phase transition  where the free energy is a concave function of the temperature. This indicates that there is a direct relationship between monotonicity of the generalized $`C`$-function and local thermodynamic stability.

Next we want to study how $`S_C`$ changes when non-trivial bulk scalars are turned on. In many cases, turning on bulk scalar has been shown to induce an RG-flow in the dual theory . Since such holographic RG-flows have been studied for dual field theories that live in flat space, the first step is to understand how to generalize the Cardy-Verlinde formula and the definition of the Casimir entropy for such cases, e.g. when no subextensive part of the energy is present. Let us consider the AdS black holes in dimension $`n+2`$ with flat horizon and metric given by

$`ds^2`$ $`=`$ $`f(r)dt^2+f^1(r)dr^2+r^2d\stackrel{}{x}^2,`$ (3.3)
$`f(r)`$ $`=`$ $`{\displaystyle \frac{2m}{r^{n1}}}+{\displaystyle \frac{r^2}{R^2}},`$
where $`d\stackrel{}{x}^2`$ denotes the line element on a flat $`n`$-dimensional Euclidean space. The mass and entropy densities read

$`{\displaystyle \frac{E}{V}}`$ $`=`$ $`{\displaystyle \frac{n}{16\pi G}}{\displaystyle \frac{r_+^{n+1}}{R^2}},`$
$`{\displaystyle \frac{S}{V}}`$ $`=`$ $`{\displaystyle \frac{r_+^n}{4G}},`$
where $`r_+`$ is the largest root of $`f(r)=0`$. In two-dimensional conformal field theories the Cardy formula

$$S=2\pi \sqrt{\frac{cL_0}{6}}$$
(3.4)
is valid only when the conformal weight of the ground state is zero, otherwise (in the presence of a Casimir energy) one has to modify (3.4) to

$$S=2\pi \sqrt{\frac{c}{6}\left(L_0\frac{c}{24}\right)},$$
(3.5)
which is the two-dimensional form of (1.1). For the black holes (3.3), the dual CFT lives on a flat space, and thus the energy has no subextensive part. Since the Casimir energy vanishes, the Cardy-Verlinde formula (1.1) makes no sense in this case. However, we saw above that the appropriate generalization of the central charge $`C`$ to higher dimensions is essentially given by the Casimir entropy. If we use $`E_CR=(n/2\pi )S_C`$ in (1.1), and drop the subtraction of $`E_C`$ in analogy with (3.4), we obtain the generalization of (3.4) to $`n+1`$ dimensions,

$$S=\frac{2\pi }{n}\sqrt{\frac{cL_0}{6}},$$
(3.6)
where $`L_0=ER`$ and $`c/6=nS_C/\pi `$. Using $`\mathrm{\Delta }^1=r_+/R`$, one easily verifies that the black holes (3.3) satisfy the modified Cardy-Verlinde formula (3.6).

Now we are ready to proceed. A suitable class of models that exhibit both holographic RG-flows and non-zero temperature are the $`STU`$ black holes (2.1) with flat horizons , given by333Note that this solution can be obtained from (2.1) by writing the metric on $`S^3`$ as $`d\mathrm{\Omega }_3^2=d\chi ^2+\mathrm{sin}^2\chi d\mathrm{\Omega }_2^2`$, and then performing the scaling limit $`\chi ϵ\chi `$, $`rr/ϵ`$, $`tϵt`$, $`\mu \mu /ϵ^4`$, $`\beta _Iϵ\beta _I`$, $`ϵ0`$.

$`ds^2`$ $`=`$ $`(H_1H_2H_3)^{2/3}fdt^2+(H_1H_2H_3)^{1/3}(f^1dr^2+r^2d\stackrel{}{x}^2),`$ (3.7)
$`X^I`$ $`=`$ $`H_I^1(H_1H_2H_3)^{1/3},A_t^I={\displaystyle \frac{\sqrt{q_I\mu }}{r^2+q_I}},`$
where

$$f=\frac{\mu }{r^2}+r^2R^2H_1H_2H_3,$$
(3.8)
and the harmonic functions are given in (2.2). In  it has been shown that, in the extremal limit, the presence of non-trivial444It was shown in  that one requires $`q_1q_2q_3`$ for non-singular flows. bulk scalar fields gives rise to a holographic RG-flow. Indeed, when $`\mu =0`$ the metric (3.7) can be put in the domain wall form

$$ds^2=e^{2A(\rho )}[dt^2+d\stackrel{}{x}^2]+d\rho ^2,$$
(3.9)
with

$$e^{2A(\rho )}=\frac{r^2}{R^2}(H_1H_2H_3)^{\frac{1}{3}},\frac{dr}{d\rho }=\frac{r}{R}(H_1H_2H_3)^{\frac{1}{3}}.$$
(3.10)
Then one computes the $`C`$-function  which describes the induced RG-flow as555Here the 5-dimensional Newton constant $`G`$ satisfies the AdS/CFT relation $`\frac{2N^2}{\pi }=\frac{R^3}{G}`$.

$$C\frac{1}{G[A^{}(\rho )]^3}=\frac{(3R)^3}{G}\frac{(H_1H_2H_3)^2}{(H_1H_2+H_1H_3+H_2H_3)^3}.$$
(3.11)
The UV limit is reached when $`r\mathrm{}`$ and the IR limit when $`r0`$. Equivalently, the UV limit is reached as $`q_1,q_2,q_30`$ and the IR limit as $`q_1,q_2,q_3\mathrm{}`$. The corresponding expressions for the $`C`$-function read then

$$C^{UV}\frac{R^3}{G}>C^{IR}\frac{(3R)^3}{G}\frac{(q_1q_2q_3)^2}{(q_1q_2+q_1q_3+q_2q_3)^3}.$$
(3.12)
In the example above, the extremal limit leads to a field theory at zero temperature and one obtains the usual generalized $`C`$-function defined from the holographic RG-flow of theories which admit dual gravitational descriptions.

Away from the extremal limit we obtain a dual field theory at finite temperature. We want now to show that also at finite temperature we can implement an RG-flow. We argue as follows. For the metric (3.7), the mass and Bekenstein-Hawking entropy are

$`E`$ $`=`$ $`{\displaystyle \frac{3V_3}{16\pi G}}\mu ={\displaystyle \frac{3V_3}{16\pi G}}{\displaystyle \frac{1}{R^2r_+^2}}{\displaystyle \underset{I}{}}(r_+^2+q_I),`$ (3.13)
$`S`$ $`=`$ $`{\displaystyle \frac{V_3}{4G}}\sqrt{{\displaystyle \underset{I}{}}(r_+^2+q_I)}.`$ (3.14)
These are interpreted as the mass and the entropy of the corresponding dual CFT. With $`\mathrm{\Delta }^2`$ defined in (2.8), one gets for the Casimir entropy

$$S_C=S\mathrm{\Delta }=\frac{V_3Rr_+^2}{4G}.$$
(3.15)
One easily checks that (3.13), (3.14) and (3.15) satisfy (3.6) with $`L_0=ER`$ and $`c/6=3S_C/\pi `$. Notice now that since the horizon coordinate obeys

$$\mu =\frac{1}{R^2r_+^2}\underset{I=1}{\overset{3}{}}(r_+^2+q_I),$$
(3.16)
the value of $`S_C`$ in (3.15) depends implicitly on the charges $`q_I`$. Following up with our proposal to interpret $`S_C`$ as a generalized $`C`$-function, we keep the effective temperature of the dual CFT fixed and allow only the variation of the $`q_I`$. Now, as we have done in the zero temperature limit, we want to see how $`S_C`$ changes in the two limits $`q_I0,\mathrm{}`$, which were the UV and IR limits respectively of the CFT dual to the extremal case. Then, by virtue of (3.16) we see that under such a variation $`S_C`$ changes monotonically. More specifically in the UV limit where $`q_I0`$, which is equivalent to taking $`r_+`$ large, we obtain the usual result for the Casimir entropy of $`𝒩=4`$ SYM at strong coupling

$$S_C^{UV}=\frac{V_3R^3}{4G}\left(\frac{r_+^0}{R}\right)^2,$$
(3.17)
where now $`r_+^0`$ denotes the solution of (3.16) for $`q_I=0`$. In the IR limit where $`q_I\mathrm{}`$, or equivalently for small $`r_+`$ ($`r_+^2q_I`$), we obtain

$$S_C^{IR}=S_C^{UV}\frac{r_+^3}{\sqrt{q_1q_2q_3}}S_C^{UV}.$$
(3.18)
Using the same approach as above, we moreover find a quite interesting RG-flow for a boundary CFT that exhibits a temperature phase transition. This is the case of the CFT dual to the STU black hole with spherical horizons. It is described by the metric

$$ds^2=(H_1H_2H_3)^{2/3}fdt^2+(H_1H_2H_3)^{1/3}(f^1dr^2+r^2d\mathrm{\Omega }_3^2),$$
(3.19)
where

$$f=1\frac{\mu }{r^2}+r^2R^2H_1H_2H_3.$$
(3.20)
The horizon coordinate now obeys

$$\mu =r_+^2\left(1+\frac{1}{R^2r_+^4}\underset{I=1}{\overset{3}{}}(r_+^2+q_I)\right),$$
(3.21)
Notice that a solution exists only if

$$\mu R^2>q_1q_2+q_2q_3+q_3q_1.$$
(3.22)
To relate our discussion with the RG-flow described before, we wish to consider the extremal limit $`\mu 0`$. This, however, can only be achieved if at the same time we let $`R\mathrm{}`$. From (3.20) it is natural to take

$$\mu \frac{\sqrt{q_1q_2q_3}}{R}.$$
(3.23)
The Casimir entropy is still given by (3.15). An important property of the theory dual to (3.19) is that it exhibits a Hawking-Page phase transition at a temperature defined by the relation $`\mathrm{\Delta }=1`$. This is exactly the point where the following entropy bound

$$\frac{S}{S_B}=\frac{2\mathrm{\Delta }^1}{1+\mathrm{\Delta }^2}1,S_B=\frac{2\pi ER}{3},$$
(3.24)
is saturated. As discussed before, at this special point the flow of $`S_C`$ induced by the non-trivial moduli is monotonic. Specifically, for large $`r_+`$ (large black hole), we have $`r_+=R`$ due to $`R^2q_I`$. Therefore we obtain

$$S_C=S=\frac{\pi ^2}{2G}R^3,$$
(3.25)
which corresponds to the $`𝒩=4`$ Super Yang-Mills model. For small $`r_+`$, in which case $`Rr_+^2=\sqrt{q_1q_2q_3}`$, we find

$$S_C=\frac{\pi ^2}{2G}\sqrt{q_1q_2q_3}.$$
(3.26)
We can now see that (3.26) corresponds to a BPS state. This can be obtained from a D1-brane of charge $`Q_1q_1/\sqrt{G}`$, together with a D5-brane of charge $`Q_5q_2/\sqrt{G}`$ in six-dimensions . By compactifying the sixth dimension along a circle of radius $`R_0`$, we obtain momenta $`PN/R_0`$, where $`Nq_3/G`$. Then a Kaluza-Klein reduction produces a black hole with charges $`Q_1`$ $`Q_5`$ and $`N`$, and entropy

$$S\sqrt{Q_1Q_5N}\frac{1}{G}\sqrt{q_1q_2q_3}$$
(3.27)
The examples studied above suggest that indeed the Casimir entropy $`S_C`$ is a natural candidate for a generalized $`C`$-function for field theories that have a dual supergravity description, both at zero and at finite temperature. In general $`S_C`$ is a function of both the temperature and the renormalization scale (which enters the game through the warp-factor $`A(\rho )`$ in (3.9)) of the field theory. We have found that $`S_C`$ is a monotonic function in each variable, while keeping the other one fixed. At fixed energy scale we move in the space of conformally invariant theories at varying temperature, while at fixed temperature we move along the renormalization group trajectories.

## 4 Free field theory side

Now we go back to manifolds of the form $`\text{}\times S^n`$, and start with a system of $`N_B`$ scalars, $`N_F`$ Weyl fermions and $`N_V`$ vectors on $`\text{}\times S^3`$, with the radius of the $`S^3`$ given by $`R`$. The free energy has been computed in , and reads

$$FR=a_4\delta ^4+a_2\delta ^2+a_0,$$
(4.1)
where $`\delta ^1=2\pi RT`$ and

$`a_4`$ $`=`$ $`{\displaystyle \frac{1}{720}}(N_B+{\displaystyle \frac{7}{4}}N_F+2N_V),a_2={\displaystyle \frac{1}{24}}({\displaystyle \frac{1}{4}}N_F+2N_V),`$
$`a_0`$ $`=`$ $`{\displaystyle \frac{1}{240}}(N_B+{\displaystyle \frac{17}{4}}N_F+22N_V),`$ (4.2)
satisfying the constraint $`3a_4=a_2+a_0`$. The entropy and energy are, respectively,

$$S=2\pi (4a_4\delta ^3+2a_2\delta ^1),ER=3a_4\delta ^4+a_2\delta ^2a_0.$$
(4.3)
One thus obtains

$$2ER=\frac{1}{2\pi }S\delta [1+\delta ^2]\frac{3a_4a_0\delta ^2}{2a_4+a_2\delta ^2}.$$
(4.4)
Remarkably, for the $`𝒩=4`$ SYM model, this simplifies to

$$2ER=\frac{3}{4\pi }S\delta [1+\delta ^2],$$
(4.5)
which resembles again the behavior of a two-dimensional CFT with central charge given by $`S_CS\delta `$. We can define the Casimir energy as the subextensive part of (4.5), i. e.

$$E_CR=\frac{3}{4\pi }S\delta .$$
(4.6)
It is then easily shown that a Cardy-Verlinde formula

$$S=\frac{4\pi R}{3}\sqrt{E_C(2EE_C)}$$
(4.7)
holds. Note that the prefactor in (4.7) is twice the one in (1.1), which is valid at strong ‘t Hooft coupling. Note also that the parameter $`\delta `$ at weak coupling is different from $`\mathrm{\Delta }`$ used at strong coupling. Whereas $`\delta ^1`$ is related to the true temperature, $`\mathrm{\Delta }^1`$ represents an effective temperature , which, for $`T\mathrm{}`$, becomes again directly related to $`T`$.

We thus found that for the $`𝒩=4`$ SYM model on $`\text{}\times S^3`$, a generalized Cardy formula

$$S=\frac{b\pi R}{3}\sqrt{E_C(2EE_C)}$$
(4.8)
holds, with $`b=2`$ for strong coupling and $`b=4`$ for free fields. The fact that (4.8) is valid in both extremal regimes suggests that it may hold for every value of the coupling, with $`b`$ being a function of $`g_{YM}^2N`$, that interpolates smoothly (at least for temperatures above the Hawking-Page phase transition) between the values $`2`$ for $`g_{YM}^2N\mathrm{}`$ and $`4`$ for $`g_{YM}^2N0`$. As a first step to see whether such a conjecture makes sense, one would wish to compute the leading stringy corrections to the supergravity approximation, in order to see if they are indeed positive. In the low energy effective action, massive string modes manifest themselves as higher derivative curvature terms. In type IIB supergravity, the lowest correction is of order $`\alpha _{}^{}{}_{}{}^{3}R^4`$ , where $`R`$ denotes the Riemann tensor. The leading stringy corrections to the thermodynamics of Schwarzschild-AdS black holes (without rotation or charges) have been computed in , generalizing the calculations for SYM on flat space . As we said, we expect the relation

$$2ER=\frac{3}{b\pi }S\mathrm{\Delta }[1+\mathrm{\Delta }^2]$$
(4.9)
to be completely universal, i. e. to hold also for the $`\alpha _{}^{}{}_{}{}^{3}`$-corrected thermodynamical quantities. The problem is now that in (4.9) one has two unknown functions, namely $`b`$ and $`\mathrm{\Delta }`$. In fact, for the free field theory $`\mathrm{\Delta }^1=\delta ^1=2\pi RT`$, whereas for strong coupling $`\mathrm{\Delta }^1=r_+/R`$ is a complicated function of the temperature. It is thus clear that also $`\mathrm{\Delta }`$ changes with the coupling. One might be tempted to set $`\stackrel{~}{\mathrm{\Delta }}=R/\stackrel{~}{r}_+`$ for the $`\alpha _{}^{}{}_{}{}^{3}`$-corrected function, where $`\stackrel{~}{r}_+`$ is the corrected horizon location, which is known . This choice is however not obvious, because in principle $`\stackrel{~}{\mathrm{\Delta }}`$ could be a more complicated expression in terms of $`\stackrel{~}{r}_+`$. Note also that at strong coupling one has $`E_C=(n+1)EnTS`$ with $`n=3`$, whereas for free fields, (4.6) satisfies $`E_C=(4E3TS)/2`$. We will leave the further study of stringy corrections to the Cardy-Verlinde formula for a future publication.

## 5 A generalized Cardy-Verlinde formula for asymptotically flat black holes

All cases where the Cardy-Verlinde formula has been shown to hold up to now had as a necessary ingredient a negative cosmological constant, or, more generally, a certain potential term for supergravity scalars. This guarantees that the theory admits AdS vacua, and thus one has a dual description in terms of a conformal field theory on the boundary of AdS. A natural question is whether the Cardy-Verlinde formula holds in a more general setting, e. g. for black holes that are asymptotically flat rather than approaching AdS space. We will show that this is indeed the case. Let us first consider the Schwarzschild solution in $`n+2`$ dimensions, given by

$$ds^2=\left(1\frac{2m}{r^{n1}}\right)dt^2+\left(1\frac{2m}{r^{n1}}\right)^1dr^2+r^2d\mathrm{\Omega }_n^2.$$
(5.1)
The mass, entropy and temperature read

$$E=\frac{nV_n}{16\pi G}r_+^{n1},S=\frac{V_n}{4G}r_+^n,T=\frac{n1}{4\pi r_+},$$
(5.2)
where $`r_+`$ is the horizon location obeying $`r_+^{n1}=2m`$. As in , we can now define the Casimir energy as the violation of the Euler identity,

$$E_C=n(ETS+pV).$$
(5.3)
Let us assume for the moment that, like their Schwarzschild-AdS counterparts, also the black holes (5.1) in flat space are described by a conformal field theory in $`n+1`$ dimensions. Then the stress tensor is traceless, which implies the equation of state $`pV=E/n`$. Using this in (5.3), one gets

$$E_C=(n+1)EnTS.$$
(5.4)
With (5.2), we thus obtain

$$E_C=\frac{nV_n}{8\pi G}r_+^{n1}$$
(5.5)
for the Schwarzschild black hole. Note that, due to $`E_C=2E`$, the Cardy-Verlinde formula (1.1) would yield $`S=0`$, which suggests that one has to use instead the generalization (3.6) of the usual Cardy formula (3.4), which is valid if the ground state has zero conformal weight. As the only scale appearing in the metric (5.1) is given by the Schwarzschild radius $`r_+`$, an obvious generalization of (1.1) would be

$$S=\frac{2\pi r_+}{n}\sqrt{E_C2E}.$$
(5.6)
One easily verifies that the Casimir energy (5.5) and the thermodynamical quantities (5.2) satisfy this modified Cardy-Verlinde formula.

As a confirmation of (5.6), we consider the asymptotically flat Kerr black holes 666For simplicity we restrict ourselves to the case of only one rotation parameter.

$`ds^2`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }_r}{\rho ^2}}[dta\mathrm{sin}^2\theta d\varphi ]^2+{\displaystyle \frac{\rho ^2}{\mathrm{\Delta }_r}}dr^2+\rho ^2d\theta ^2`$ (5.7)
$`+{\displaystyle \frac{\mathrm{sin}^2\theta }{\rho ^2}}[adt(r^2+a^2)d\varphi ]^2+r^2\mathrm{cos}^2\theta d\mathrm{\Omega }_{n2}^2,`$
where

$`\mathrm{\Delta }_r`$ $`=`$ $`(r^2+a^2)2mr^{3n},`$
$`\rho ^2`$ $`=`$ $`r^2+a^2\mathrm{cos}^2\theta .`$ (5.8)
The inverse temperature, free energy, entropy, energy, angular momentum and angular velocity of the horizon read

$`\beta `$ $`=`$ $`{\displaystyle \frac{4\pi (r_+^2+a^2)}{(n1)r_++\frac{(n3)a^2}{r_+}}},F={\displaystyle \frac{V_n}{16\pi G}}r_+^{n3}(r_+^2+a^2),`$ (5.9)
$`S`$ $`=`$ $`{\displaystyle \frac{V_n}{4G}}r_+^{n2}(r_+^2+a^2),E={\displaystyle \frac{nV_n}{16\pi G}}r_+^{n3}(r_+^2+a^2),`$ (5.10)
$`J`$ $`=`$ $`{\displaystyle \frac{aV_n}{8\pi G}}r_+^{n3}(r_+^2+a^2),\mathrm{\Omega }={\displaystyle \frac{a}{r_+^2+a^2}},`$ (5.11)
where $`r_+`$ denotes the largest root of $`\mathrm{\Delta }_r=0`$. We can again define the Casimir energy as the violation of the Euler identity, i. e.

$$E_C=n(ETS+pV\mathrm{\Omega }J).$$
(5.12)
Using like above tracelessness of the stress tensor, $`pV=E/n`$, we get

$$E_C=\frac{nV_n}{8\pi G}r_+^{n3}(r_+^2+a^2)=2E.$$
(5.13)
This, together with the thermodynamical quantities (5.10), satisfies again the Cardy-Verlinde formula (5.6). If we write (5.6) in the form (3.6) with $`L_0=Er_+`$ and $`c/6=2E_Cr_+`$, we see that the central charge $`c`$ is equal to $`6nS/\pi `$. Monotonicity of this generalized c-function with respect to temperature changes is thus equivalent to positive specific heat, i. e. , to thermodynamic stability. Of course for the Schwarzschild black hole (5.1) the specific heat is always negative. For the Kerr solution (5.7) it is straightforward to show that the specific heat $`C_J=(S/T)_J`$ is positive for $`n=2`$, $`1<r_+^2/a^2<3+2\sqrt{3}`$, and for $`n=3`$, $`0<r_+^2/a^2<3`$. For $`n4`$ there are no regions of positive $`C_J`$.

As a final remark we would like to emphasize that in the above considerations of asymptotically flat Schwarzschild and Kerr black holes in $`n+2`$ dimensions, we explicitly assumed tracelessness of the stress tensor of a hypothetical underlying field theory in $`n+1`$ dimensions. We then found that a generalized Cardy-Verlinde formula holds. This suggests that, like their cousins in AdS space, also the black holes (5.1) and (5.7) may admit a dual description in terms of a conformal field theory that lives in one dimension lower.

In this context it is interesting to note that the central charge $`c=6nS/\pi `$ found above is proportional to $`(r_+/l_P)^n`$, where $`l_P`$ denotes the Planck length in $`n+2`$ dimensions. Due to the holographic principle  there should be one degree of freedom per Planck volume, so $`c`$ represents the total number of degrees of freedom on the event horizon, and thus makes indeed sense as a central charge. Note that for the Schwarzschild black hole, one has

$$E=\frac{c}{6}\pi ^2r_+\left(\frac{2T}{n1}\right)^2,$$
(5.14)
which is exactly the energy-temperature relation of a two-dimensional CFT with characteristic length $`r_+`$ and effective temperature $`\stackrel{~}{T}=2T/(n1)`$. Alternatively, one can write (5.14) in the form

$$Er_+=\frac{c}{24},$$
(5.15)
which is the ground state energy of a CFT in two dimensions.

## 6 Conclusions

In the present paper we analyzed the thermodynamics of conformal field theories with AdS duals, and showed that they share a completely universal behavior, in that a generalized Cardy formula is valid even when R-charges or bulk supergravity scalars are turned on, or when the CFT resides on a rotating spacetime. We argued that the validity of the Cardy-Verlinde formula can be traced back to the fact that these CFTs share many features in common with conformal field theories in two dimensions. For instance, they satisfy the general relation

$$2ER=\frac{n}{b\pi }S_C[1+\mathrm{\Delta }^2],$$
(6.1)
where the function $`\mathrm{\Delta }`$ encodes the detailed properties of the conformal field theory, e. g. value of the coupling constant, presence of R-charges, VEVs of certain operators or rotation.

Much of our intuition has been gained by the fact that we were able to write the Casimir entropy $`S_C`$ like a two-dimensional central charge. Then it was natural to think of $`S_C`$ as a generalized $`C`$-function. In this spirit we have studied the behavior of $`S_C`$ both under temperature changes and when non-trivial bulk fields are turned on. The idea was to see if the presence of non-trivial fields in the bulk theory were to induce a holographic RG-flow in the dual field theory. The examples studied here support such an interpretation. Indeed the Casimir entropy $`S_C`$, which in general is a function of the temperature and of the renormalization scale of the field theory, is a good candidate for a generalized $`C`$-function for field theories that have a dual supergravity description, both at zero and at finite temperature. We have found that $`S_C`$ is a monotonic function in each variable, separately. Keeping the energy scale fixed we move in the space of conformally invariant theories at various temperatures; if we fix the temperature and vary the energy scale we move along the renormalization group trajectories. It becomes extremely interesting to study the behavior of $`S_C`$ in complete generality.

For $`𝒩=4`$, $`D=4`$ SYM theory, one finds $`b=2`$ at strong coupling and $`b=4`$ at weak coupling, suggesting that a generalized Cardy formula may hold at all couplings, with $`b`$ a function of $`g_{YM}^2N`$, interpolating smoothly (for temperatures above the Hawking-Page phase transition) between the two regimes $`g_{YM}^2N0`$ and $`g_{YM}^2N\mathrm{}`$. It would also be of interest to test our idea by explicitly calculating corrections to the Cardy-Verlinde entropy formula both at weak and at strong coupling.

We did not succeed to show the validity of a generalized Cardy formula for the $`(0,2)`$ free CFT in six dimensions or for the $`𝒩=8`$ supersingleton theory in three dimensions. The fact that such a formula holds for the weakly coupled $`D=4`$, $`𝒩=4`$ SYM model, but not for the other CFTs with AdS duals (at weak coupling), may be connected to the non-renormalization properties of the former theory and deserves further study.

## Acknowledgments

D. K., A. C. P. and D. Z. are partially supported by INFN, MURST and by the European Commission RTN program HPRN-CT-2000-00131, in which they are associated to the University of Torino. G. S. is supported by the US Department of Energy under grant DE–FG05–91ER40627.