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# 1 Description of the Group-Variation Equations

## 1 Description of the Group-Variation Equations

A Group-Variation Equation  expresses the derivative with respect to the coupling constant $`g`$, of a coefficient in the $`1/N`$ expansion  of a VEV or correlation function of Wilson loops, in terms of a sum of modified Feynman diagrams, related to the ordinary Feynman diagrams contributing to that VEV or correlation function.

The modifications to the Feynman diagrams are:

* Each window in an ordinary planar diagram is weighted by the VEV of the Wilson loop that forms its perimeter. The gluon and FP propagators are first resolved into sums over paths, so that the window weights become weights in the sums over paths.
* A planar diagram can have “islands”, which look like planar vacuum bubbles, drawn within its windows. The non-simply connected window that surrounds one or more islands, is weighted by the correlation function of the two or more Wilson loops that form its perimeter. Again, the gluon and FP propagators are first resolved into sums over paths, so that the window weights become weights in the sums over paths.
* Each planar diagram is multiplied by a numerical coefficient, which is the derivative, at $`M=1`$, of the “chromatic polynomial”, $`𝐂(M)`$, of the diagram. The chromatic polynomial, $`𝐂(M)`$, is by definition the number of distinct ways of colouring the windows of the diagram, with $`M`$ different colours available, subject to the “map-colouring” rule, that no two windows that share a common border, can be coloured the same colour.

For vast classes of diagrams, $`𝐂(M)`$ has two or more factors of $`(M1)`$, so the numerical coefficient vanishes, and the diagram makes no contribution. In particular, no contributing diagram can have more than one island, and if a diagram has an island, then it can have no propagators that do not form part of that island.

In the RHS of the Group-Variation Equation for the leading term in the $`1/N`$ expansion of the VEV of a single Wilson loop, only two classes of diagrams survive:

* Non-island diagrams. These have no island, and if you rub out the Wilson loop, what remains must have only one connected component.
* Island diagrams. These have exactly one island, and no propagators that do not form part of the island. Thus the window weight, for the one non-simply connected window, consists of the correlation function of the LHS Wilson loop, and the Wilson loop that forms the outer boundary of the island, after the gluon and FP propagators in the island have been resolved into sums over paths.

The Group-Variation Equations are closed and complete, in the sense that the ordinary Feynman diagram expansions, for the VEVs and correlation functions, can be recovered by developing their solutions in powers of $`g`$, with appropriate “boundary conditions” at $`g=0`$, due to the derivative with respect to $`g`$ in the LHS.

The equations for the coefficients at a common non-vanishing order, in the $`1/N`$ expansions of the VEVs and correlation functions, close among themselves. In particular, the equations for the leading non-vanishing terms in the $`1/N`$ expansions for the VEV of one Wilson loop, and the correlation functions of two or more Wilson loops, close among themselves.

By means of the Renormalization Group , the equations may be transformed into equations for the derivative of the VEV or correlation functions with respect to $`\mathrm{ln}L`$, where $`L`$ is a common scaling parameter, as the sizes and separations, of all the Wilson loops involved in the VEV or correlation function, are uniformly re-scaled to a different size. The equations may then be integrated with respect to $`L`$, starting from “boundary conditions” at small $`L`$, as given by renormalization-group improved perturbation theory, and continuing to arbitrarily large $`L`$, because the correct large-distance behaviour, specifically the Wilson area law  for the VEV of one Wilson loop, and massive glueball saturation of the correlation functions, solves the equations self-consistently at large $`L`$.

The derivation of the Group-Variation Equations is outlined in Section 8.

## 2 The Island Diagram Confinement Mechanism

The demonstration that the correct large-$`L`$ behaviour solves the Group-Variation Equation for the VEV of a single Wilson loop, at large $`L`$, consists of the following observations:

* the principal effect of the window weights is to generate an effective mass of at least $`1.3\sqrt{\sigma }`$ for each gluon and FP propagator, where $`\sigma `$ is the area-law parameter.
* the effective mass suppresses configurations with long propagators. Thus each non-island diagram gives a contribution, at large $`L`$, proportional to the perimeter of the LHS Wilson loop.
* the contribution of each island diagram, at large $`L`$, is dominated by the contributions of islands of a fixed size, of order $`\frac{1}{\sqrt{\sigma }}`$.
* the correlation function of a Wilson loop of the fixed size $`\frac{1}{\sqrt{\sigma }}`$, and a Wilson loop of much larger size, of order $`L`$, is strongly peaked at configurations where the smaller Wilson loop lies close to the minimal-area spanning surface of the larger Wilson loop.
* near the configurations mentioned in (iv), the correlation function of the two Wilson loops approximately factorizes into a factor equal to the VEV of the large Wilson loop, and a factor that depends on the shape and orientation of the small loop, and its perpendicular distance from the minimal-area spanning surface of the large loop, but not on the position of the perpendicular projection of the small loop, onto the minimal-area spanning surface of the large loop.
* the factor in (v) that depends on the shape and orientation of the small loop, and the perpendicular distance of the small loop from the minimal-area spanning surface of the large loop, is expected to be approximately independent of the shape and size of the large loop. This is exactly true for the term in the correlation function that has the form of the lightest glueball, propagating by the shortest path, between the separate minimal-area spanning surfaces of the two loops, but is slightly violated by the cylinder-topology minimal-area spanning surface term in the correlation function, when the cylinder-topology term exists. (This is why the cylinder-topology term has to have a pre-exponential factor.)
* thus each island diagram gives a contribution, at large $`L`$, approximately equal to a constant, times the area of the minimal-area spanning surface of the left-hand side Wilson loop, times the VEV of the left-hand side Wilson loop.
* in consequence of (ii) and (vii), the large-$`L`$ behaviour, of the left-hand side Wilson loop, is completely determined by the island diagrams.
* since the derivative, with respect to $`\mathrm{ln}L`$, of $`e^{\sigma aL^2}`$, where $`a`$ is the area of the minimal-area spanning surface of the left-hand side Wilson loop, when $`L=1`$, is $`2\sigma aL^2e^{\sigma aL^2}`$, the left-hand side and the right-hand side have the same dependence on $`a`$ and $`L`$.
* comparing the constant factors in the LHS and the RHS, $`\sigma `$ is found to be equal to $`\left|\frac{\beta (g)}{g}\right|`$, times a power series in $`g^2`$, that begins with a term independent of $`g`$.
* each coefficient in the power series, is equal to $`\sigma `$, times a numerical coefficient. Thus $`\sigma `$ cancels out, and an equation for the critical value of $`g^2`$, $`g^2(\sqrt{\sigma })`$, at which $`g^2`$ stops evolving, is obtained. This in turn fixes $`\sqrt{\sigma }/\mathrm{\Lambda }_s`$.
* $`g^2`$ stops evolving, at $`g^2(\sqrt{\sigma })`$, because the large-distance behaviour, of all physical quantities, is completely determined by islands of the fixed size, $`\frac{1}{\sqrt{\sigma }}`$.

It is not obvious that the sign of the island diagram contributions comes out correct. The net sign, of the contributions of the leading island diagrams, has to be opposite to what would be obtained, if a scalar propagator, rather than gluon and FP propagators, was involved. I have verified that the required sign reversal occurs in the simplest non-trivial calculation, namely the change in the contribution of an island diagram, when the renormalization point is changed. The calculation exactly parallels, step by step, the calculation of the leading $`\beta `$-function coefficient, in a gauge-covariant background field method, so in this instance, the sign change is a direct consequence of the sign of the $`\beta `$-function.

If the sign comes out correct for the net contributions of the island diagrams, at each order in the explicit powers of $`g^2`$ in the right-hand sides of the Group-Variation Equations, then the island diagram mechanism works in exactly the same way at each finite order, including at leading order, as it does for the full sum of all the terms in the right-hand sides of the Group-Variation Equations. Evidence that these sums converge is given in Section 6.

## 3 The Pre-Exponential Factor in the Cylinder-
Topology Term

If the correlation function of two Wilson loops contains a term $`e^{\sigma A}`$, where $`A`$ is the area of the cylinder-topology minimal-area spanning surface of the two loops, if it exists, then step (vi) goes slightly wrong. The exponent that determines the rate of decrease of the correlation function, as the small loop moves away from the minimal-area spanning surface of the large loop, has a factor $`\mathrm{ln}(\sigma A_L)`$ in the denominator, where $`A_L`$ is the area of the minimal-area spanning surface of the large loop, which results in the contribution of an island diagram getting an extra, unwanted, factor of $`\mathrm{ln}(\sigma A_L)`$. This extra factor of $`\mathrm{ln}(\sigma A_L)`$ would result in the VEV of a single Wilson loop decreasing slightly too fast as the area, $`A_L`$, of its minimal-area spanning surface increased, and in fact, violating the Seiler bound , , so it must be cancelled. The simplest solution is to assume that the cylinder-topology term, in the correlation function of two Wilson loops, gets a pre-exponential factor, that decreases at least as fast as $`1/\mathrm{ln}(\sigma A)`$, as $`A`$ increases.

The term in the correlation function, that has the form of the lightest glueball, propagating by the shortest possible path, between the separate minimal-area spanning surfaces of the two loops, always gives a contribution of the correct form.

## 4 The Group-Variation Equations for the Correlation Functions

The demonstration that the correct large-$`L`$ behaviour solves the Group-Variation Equations for the correlation functions of two or more Wilson loops, at large $`L`$, is similar to the case of the VEV of a single Wilson loop, in that the dominant contributions, to the right-hand side, are given by the island diagrams. Instead of minimal-area spanning surfaces, the calculation involves the minimal-length spanning tree of the configuration of well-separated loops. A self-consistency requirement is found, namely that the mass of the lightest glueball must be strictly less than twice the effective mass generated for the gluon lines by the window weights.

If the pre-exponential factor in the cylinder-topology term, in the correlation function of two Wilson loops, decreases strictly faster than $`1/\mathrm{ln}(\sigma A)`$, then the cylinder-topology term makes no contribution to the leading behaviour, at large $`L`$, of the right-hand side of the Group-Variation Equation for the VEV of a single Wilson loop. In this case $`\sigma `$, and the square of the mass $`m_{0^{++}}`$ of the lightest glueball, are given by series whose terms differ only by simple numerical coefficients, so that if the contributions of all but the leading order island diagrams are neglected, and the ratio is taken, then the zeroth-order estimate $`m_{0^{++}}/\sqrt{\sigma }=2.38`$ is obtained, which is about 33% less than the best lattice value of $`3.56`$ .

## 5 Implication of the Lattice Value of $`m_{0^{++}}`$, for the Critical Value of $`\alpha _s`$

Combining the zeroth-order estimate of $`m_{0^{++}}/\sqrt{\sigma }`$, with the self-consistency constraint, that $`m_{0^{++}}`$ must be strictly less than twice the effective mass generated for the gluon lines by the window weights, does not provide any new information about the effective mass, which is estimated in reference  to be at least $`1.3\sqrt{\sigma }`$. If we use, instead, the best lattice value of $`m_{0^{++}}`$, then we find that the effective mass must be strictly greater than $`1.78\sqrt{\sigma }`$. If we estimate the reciprocal of the typical island size, or in other words, the mass at which $`g^2`$ stops evolving, more closely as twice the effective mass, (since stretching an island, in any direction, elongates at least two propagators), then we find that the mass, at which $`g^2`$ stops evolving, must be strictly greater than $`3.56\sqrt{\sigma }`$. Since the experimental value of $`\sqrt{\sigma }`$ is about 0.44 GeV , this means that the mass, at which $`g^2`$ stops evolving, must be strictly greater than 1.57 GeV, which is not much smaller than $`m_\tau `$ = 1748 MeV, which is the smallest mass for which $`\alpha _s`$ is known experimentally . Another way of looking at this, is that the reciprocal of the typical island size, which is the mass at which $`g^2`$ stops evolving, must be strictly greater than the mass of the lightest glueball.

## 6 Convergence of the Sums in the Right-Hand
Sides of the Group-Variation Equations

’t Hooft has demonstrated, in reference , that the sums of the planar Feynman diagrams, in large-$`N_c`$ QCD, converge geometrically, for a sufficiently small value of $`g^2`$, if one throws away all the divergent subdiagrams, and furthermore, in reference , that a similar result holds in the presence of the divergent subdiagrams, if one uses a suitably generalized running coupling, and gives the gluons a mass, to cut off the large-distance growth of the running coupling. It is therefore reasonable to suppose that the sums in the right-hand sides of the Group-Variation Equations will converge geometrically, for a sufficiently small value of $`g^2`$. It would also seem reasonable to suppose that in a natural renormalization scheme, such as $`\overline{MS}`$ , the convergence behaviour of the large-$`N_c`$ limit of $`\frac{\beta (g)}{g}`$, as a power series in $`g^2`$, will be neither better, nor worse, than the convergence behaviour of the sums in the right-hand sides of the Group-Variation Equations. The large-$`N_c`$ limit of $`\frac{\beta (g)}{g}`$, as a power series in $`g^2`$, may therefore also be expected to converge geometrically, for a sufficiently small value of $`g^2`$. The known expansion coefficients, in the large-$`N_c`$ limit of $`\frac{\beta (g)}{g}`$, all have the same sign, in $`\overline{MS}`$, and it is reasonable to expect this trend to continue. We may therefore expect that the direction of fastest growth, in the complex $`g^2`$ plane, of the large-$`N_c`$ limit of $`\left|\frac{\beta (g)}{g}\right|`$, in $`\overline{MS}`$, will be along the positive real axis. The critical value of $`g^2`$ is essentially determined, by (x) and (xi) above, as the point at which $`\left|\frac{\beta (g)}{g}\right|`$ reaches a critical value. Therefore if these suppositions are correct, the critical value of $`g^2`$ is strictly smaller than the radius of convergence of the large-$`N_c`$ limit of $`\frac{\beta (g)}{g}`$, in $`\overline{MS}`$, as a power series in $`g^2`$, so the large-$`N_c`$ limit of $`\frac{\beta (g)}{g}`$, in $`\overline{MS}`$, converges geometrically, as a power series in $`g^2`$, at the critical value of $`g^2`$, and the sums in the right-hand sides of the Group-Variation Equations, in $`\overline{MS}`$, also converge geometrically, at the critical value of $`g^2`$.

## 7 Implication of the $`\beta `$-Function to Four Loops

Study of the large-$`N_c`$ limit of the general result for $`\frac{\beta (g)}{g}`$, in $`\overline{MS}`$, to four loops, given in reference , shows that the ratios of successive pairs of coefficients in the expansion are increasing, but at a decreasing rate, and indicates that the series is likely to diverge for a value of $`g^2`$ that corresponds to $`\alpha _s`$ lying somewhere in the range 0.43 to 0.85, and most likely, near the lower end of this range. Since the critical value of $`\alpha _s`$ will be strictly less than the value of $`\alpha _s`$, that corresponds to the value of $`g^2`$ at which the series diverges, and $`\alpha _s(m_\tau )`$ is equal to 0.35 , this is further evidence that the critical value of $`\alpha _s`$ is not much larger than $`\alpha _s(m_\tau )`$.

## 8 Derivation Of The Group-Variation Equations

The Group-Variation Equations are derived by expressing the VEVs and correlation functions of $`\text{SU}(NM)`$ Yang-Mills theory, first in terms of the VEVs and correlation functions of $`(\text{SU}(N))^M`$ Yang-Mills theory, using general expansions which express the VEVs and correlation functions of a group, in terms of those of a subgroup, then in terms of the VEVs and correlation functions of $`\text{SU}(N)`$ Yang-Mills theory, using the factorization properties of the VEVs and correlation functions of $`(\text{SU}(N))^M`$ Yang-Mills theory. Substituting in the $`1/N`$ expansions of the VEVs and correlation functions, and equating coefficients of powers of $`1/N`$, equations for the coefficients in the $`1/N`$ expansions of the VEVs and correlation functions are obtained, in which the $`M`$-dependence of the left-hand sides is through an overall power of $`M`$, and the replacement of the coupling constant $`g^2`$ by $`g^2M`$, and the $`M`$-dependence of the right-hand sides is through the chromatic polynomial factors $`𝐂(M)`$ of the diagrams. Taking the derivative with respect to $`M`$, at $`M=1`$, and in the left-hand sides, expressing the derivative with respect to $`M`$, in terms of the derivative with respect to $`g^2`$, gives the Group-Variation Equations.

I would like to thank D. Leinweber, J. Negele, and H. Shanahan for emails about the possibility that the pre-exponential factor, in the cylinder-topology term, can be tested in lattice calculations, B. Alles for an email noting the practical difficulties of such a test, and M. Karliner and Z. Sroczynski for suggesting I write a brief summary.


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# n+1 dimensional Dirac equation and the Klein paradox

In a recent article to this journal, Nitta et al.  have presented both a derivation of the Dirac equation in 1+1 dimensions and its solution for the step potential. Furthermore, numerical simulations for the scattering of a wave packet under the conditions of the Klein paradox are presented. The purpose of this comment is to clarify two points. First, the Lorentz structure of the potential and its connection with the Klein paradox. Second, the connection between the number of space dimensions and the number of spinor components.

In the Appendix A of Ref. 1 the Dirac equation for a free particle in 1+1 dimensions is derived as it is usually done in the literature for 3+1 dimensions . The authors found

$$\alpha ^2=\beta ^2=1,\alpha \beta +\beta \alpha =0$$
(1)
concluding that $`\alpha `$ and $`\beta `$ are reduced to 2$`\times `$2 matrices and that any two of the three Pauli matrices can satisfy these relations. They chose $`\alpha =\sigma _x`$ and $`\beta =\sigma _z`$ and declared “In the presence of the scalar potential $`V(x)`$, the 1+1 dimensional Dirac equation is extended to the form

$$\left[i\mathrm{}\frac{}{t}V(x)\right]\mathrm{\Psi }(x,t)=\left[c\sigma _x\left(i\mathrm{}\frac{}{x}\right)+\sigma _zm_0c^2\right]\mathrm{\Psi }(x,t)(27)\mathrm{"}$$
(2)
In addition, it is argued that “For the case of 2 or 3 dimensions, we have to use the Dirac equation with ordinary 4$`\times `$4 Dirac matrices and 4-component spinors because there appears the spin degree of freedom.” In the main body of the paper the authors presented their calculations for the reflection and transmission amplitudes (It should be noted in passing that these quantities are indeed amplitudes but not coefficients as the authors mistakenly stated. Needless to say, the sum of the coefficients should be equal to one when there exists a transmitted wave):

$$R=\frac{ab}{a+b},T=\frac{2a}{a+b}$$
(3)
where

$$a=\frac{\sqrt{E^2(m_0c^2)^2}}{E+m_0c^2}$$
(4)
$$b=\frac{\sqrt{(EV_0)^2(m_0c^2)^2}}{EV_0+m_0c^2}$$
(5)
Thus, they concluded that for $`V_0>E+m_0c^2`$ there is the Klein paradox.

The first point to be elucidated is that the potential in the extended form of the Dirac equation is not a scalar potential as stated by Nitta et al. Under a Lorentz transformation the potential in Eq. (2) transforms like the energy, i.e., the time component of a Lorentz vector. On the other hand, a scalar potential should appear in the Dirac equation multiplied by $`\sigma _z`$ in order to transform itself under a Lorentz transformation in the same way as the mass of the particle,  i.e., a Lorentz scalar. This would affect Eq. (5) modifying Eq. (4) by the substitution $`m_0m_0+V_0/c^2`$ instead of $`EEV_0`$, leading to no Klein paradox in the presence of a pure scalar potential. I think it is important to mention that in 1+1 dimensions there are only three linearly independent Lorentz structures for the potential: scalar, vector and pseudoscalar. This happens because there are only four linearly independent 2$`\times `$2 matrices. This quid pro quo between scalar and vector potentials has also appeared recently in this journal in a paper by Holstein , where the Klein paradox for the Klein-Gordon and the Dirac equations was analyzed. In discussing subbarrier relativistic effects in 3+1 dimensions , Anchishkin also unnecessarily regarded the time component of a 4-vector potential as a scalar potential. It is obvious from the above discussion that erroneous terms for potentials in relativistic equations may cause confusion to the unwary.

The second point regards to dimensionality of space. For the generic n+1 dimensions it can be derived that the Hermitian square matrices $`\alpha _i`$ and $`\beta `$ satisfy the relations $`\alpha _i^2=\beta ^2=1`$, $`\{\alpha _i,\beta \}=0`$ and $`\{\alpha _i,\alpha _j\}=2\delta _{ij}`$, where $`i=1,2,\mathrm{},`$n. It can also be derived that $`Tr(\alpha _i)=Tr(\beta )=0`$ and that their eigenvalues are $`\pm 1`$, so one can conclude that $`\alpha _i`$ and $`\beta `$ are even-dimensional matrices. For n$`=1`$ and n $`=2`$ one can choose the 2$`\times `$2 Pauli matrices satisfying the same algebra as $`\alpha _i`$ and $`\beta `$, resulting in 2-component spinors in both cases. For n $`=3`$ and higher dimensions, though, that is not possible anymore because there are more matrices required by the algebra than Pauli matrices at one´s disposal. This is the reason why one has to appeal to 4$`\times `$4 matrices and 4-component spinors in 3+1 dimensions. It is true that there is no spin in the 1+1 dimensional case because there is no angular momentum in one spatial dimension. Otherwise, in 2+1 dimensions there are only perpendicular projections of the angular momentum.


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# Weak localization in macroscopically inhomogeneous two-dimensional systems: a simulation approach

## Abstract

A weak-localization effect has been studied in macroscopically inhomogeneous 2D system. It is shown, that although the real phase breaking length tends to infinity when the temperature tends to zero, such a system can reveal a saturated behavior of the temperature dependence of that parameter, which is obtained from the standard analysis of the negative magnetoresistance and usually identified by experimentalists with the phase braking length.

The numerous experimental as well as theoretical papers are devoted to the weak localization in semiconductor structures and metal films. The problem was most intensively studied in the eightieth years. The theory of weak localization, which adequately describes experimental data, was developed. It gave simple analytical expressions for quantum correction to conductivity which allowed to determine a phase breaking time in real electron systems experimentally. The comprehensive review of the status of the problem at that time is given in Ref. c1, ; c2, .

In recent years the interest to this problem reappeared. One of the reason is that the new experimental results have been obtained. One of them is the saturation of the temperature dependence of the phase breaking time $`\tau _\phi `$. satT1  These papers cause a storm discussion in the literature (see, e.g., Refs. satT3, ; satT5, ; satT6,  and references therein) and stimulate a new flux of the papers concerning the weak localization.

A standard fitting procedure is used to analyze the experimental data and determine the phase breaking time practically in all cases: experimental magnetic-field dependencies of magnetoresistance are fitted to the theoretical ones,hik ; schm  the phase breaking time is the fitting parameter.

Another approach to examination of the negative magnetoresistance due to weak localization has been presented in Ref. our1, . It is based on a quasi-classical treatment of the problemchak ; dyak ; dmit  and an analysis of the statistics of closed paths of a classic particle moving with scattering over 2D plane. This method has been applied to study the weak localization in InGaAs/GaAs heterostructures with singleour2  and doubleour3  quantum wells.

The foregoing relates to homogeneous systems revealing only weak disorder on microscopic length scale. Of special interest are inhomogeneous systems, e.g., granular CuO filmsAronAED  and percolating gold films.Pal ; Dump ; fried  For interpretation of the experimental results the concept of anomalous diffusion is widely used. It should be mentioned that the transition from the weak localization to strong localization regime, when the system parameters or external conditions are varied, can also cross the macroscopically inhomogeneous state in originally homogeneous 2D systems.

In the present paper we analyze the weak-localization negative magnetoresistance in macroscopically inhomogeneous systems using approach developed in Ref. our1, . The purpose is to show how the parameters, determined from the magnetoresistance experiments, match their real values in the systems with different inhomogeneity. Moreover, we show that this approach allows experimentally to distinguish what geometry of inhomogeneity is dominant in the system under investigation. As in Ref. our1,  the results presented have been obtained from the numerical simulation of classical motion of particle.

We suppose that a macroscopically inhomogeneous 2D system consists of a number of puddles which are connected one with other by means of channels (Fig. 1(a)). The transport through the puddles and channels is diffusive, i.e. their dimensions are much greater than the mean free path of electrons. In this case the quasi-classical approach to consideration of the problem can be applied. We focus our attention on the case when the system is in inhomogeneous regime, i.e, when $`L_\phi <\xi _p`$,Stauf  where $`\xi _p`$ is the percolation correlation length, $`L_\phi =\sqrt{D\tau _\phi }`$, the diffusion constant is given by $`D=v_F^2\tau /2`$ with $`v_F`$ as the Fermi velocity and $`\tau `$ representing the transport elastic mean-free time. Furthermore, we have idealized the situation and supposed that all the channels and puddles are identical, and our model system is a series-parallel connection of the elements, each of them is a channel and two half-puddles connected (Fig. 1(b,c)). We reduce thus the problem on the infinite inhomogeneous 2D system to the problem on the weak localization in one element, which is a diffusive constriction connecting two diffusive puddles. Because the channel and two paddles are connected in series, the correction to the conductance of the element is

$$\delta \sigma =\frac{1}{R_c+R_p}\left(\frac{R_c}{R_c+R_p}\frac{\delta \sigma _c}{\sigma _c}+\frac{2R_p}{R_c+R_p}\frac{\delta \sigma _p}{\sigma _p}\right),$$
(1)
where $`R_c`$, $`R_p`$ are the resistances, $`\sigma _c`$, $`\sigma _p`$ and $`\delta \sigma _c`$, $`\delta \sigma _p`$ are the conductivity and correction to the conductivity, respectively. Indexes $`c`$ and $`p`$, hereafter, refer to the channel and puddle, respectively.

The quantities $`\delta \sigma _c`$ and $`\delta \sigma _p`$ are determined by the statistics of closed paths and can be found as follows chak ; dyak ; dmit

$$\delta \sigma _{c,p}=2\pi l_{c,p}^2G_0𝒲_{c,p}$$
(2)
where $`l`$ denotes the mean-free path within the channel ($`l_p`$) or puddle ($`l_p`$), $`G_0=e^2/(2\pi ^2\mathrm{})`$, $`𝒲`$ stands for the classical quasi-probability density for an electron to return to the start point within the channel ($`𝒲_c`$) or puddle ($`𝒲_p`$). With $`\sigma =\pi k_FlG_0`$, where $`k_F`$ is the Fermi quasimomentum, we find

$$\delta \sigma =\frac{2}{\pi G_0(R_c+R_p)^2}\left(\frac{K_c}{(k_F^c)^2}𝒲_c+2\frac{K_p}{(k_F^p)^2}𝒲_p\right),$$
(3)
where $`K_c`$ and $`K_p`$ are the length to width ratio of channel and puddle, respectively. Using formalism of Ref. our1, , we can write for qusi-probabilities $`𝒲_c`$, $`𝒲_p`$ in the presence of external magnetic filed and inelastic scattering processes, destroying the phase coherence:

$$𝒲_i(B)=_{\mathrm{}}^{\mathrm{}}𝑑SW_i(S)\mathrm{exp}\left(\frac{\overline{L}_i}{l_\phi ^i}\right)\mathrm{cos}\left(\frac{2\pi BS}{\mathrm{\Phi }_0}\right),$$
(4)
where $`W_i(S)`$ are the area distribution functions of closed paths, starting within the channel ($`i=c`$) or puddle ($`i=p`$), defined in such a way that $`W_i(S)dS`$ gives the classical probability density of return to the starting point with area enclosed $`S`$ from the interval $`(S,S+dS)`$, $`l_\phi ^i=v_F^i\tau _\phi ^i`$, $`\overline{L}_i`$ is the average length of closed paths with a given area, calculated by appropriate manner \[Eq. (6) in Ref. our1, \], $`\mathrm{\Phi }_0`$ is the elementary flux quantum. Expressions (3) and (4) allow to obtain the magnetic field and temperature (through $`l_\phi ^i`$) dependence of conductance of our inhomogeneous model system.

Thus, the relative contributions of channel and puddles to the interference correction are determined not only by the statistics of closed paths, but geometry of channel and puddles and the values of the Fermi quasimomentum in them.

In the present paper we consider the situation when the channel, which connects the square puddles ($`K_p=1`$), mainly determines the conductance of whole 2D system and interference correction to it in actual range of parameters, i.e., the first term in Eq. (3) is greater than the second one. Two opposite cases are analyzed: (i) $`k_F^c=k_F^p`$, $`K_c1`$ (long channel); (ii) $`k_F^ck_F^p`$, $`K_c=1`$ (square channel). In the second case the lower value of the quasimomentum within the channel leads to arising of quasimomentum dependent reflection of electrons from the opened ends of channel. Those electrons, which attempt to enter the channel at an acute angle to the channel-puddle border ($`\theta <\theta ^{}`$), are reflected and return to the puddle. All the electrons escaping the channel do this freely without any reflection. The value of $`\theta ^{}`$ is determined by $`k_F^c`$ to $`k_F^p`$ ratio. The reflection can be specular, if the border is smooth, or diffusive, if the border is ragged. For simplicity we suppose that the border is straight line and reflection is specular.

Let us describe the simulation procedure. The element is represented as a lattice which contour corresponds to the geometry of element. The scatterers with given cross-section are placed in a part of lattice sites with the use of a random number generator. A particle is launched from some random point, then it moves with a constant velocity along straight lines, which happen to be terminated by collisions with the scatterers. After collision it changes the motion direction. If the particle collides with the walls of element, it is specularly reflected. If the particle passes near the starting point at the distance less than $`d/2`$ (where $`d`$ is a prescribed value, which is small enough), the path is perceived as being closed. Its length and enclosed algebraic area are calculated and kept in memory. The particle walks over the element until it reaches one of the channel belonging to another element. As this happens one believes that the particle has left to infinity and will not return. A new start point is chosen and all is repeated.

The parameters used in simulation are the following: $`d=5`$ \[hereafter we measure length and area in units of lattice parameter and its square, respectively\]; the number of launches $`I_s=10^5\mathrm{..10}^6`$; the length and width of channel are $`4000`$ and $`400`$ for long channel, $`400`$ and $`400`$ for square channel. The dimension of each puddle is $`6000\times 6000`$ for all cases. The scattering is isotropic, the cross-section of the scatterers is equal to 7. The density of scatterers is such that the mean-free path is about $`40`$ for both cases. For the case of square channel we use $`(k_F^p/k_F^c)^2=10`$, that gives the value of $`\theta ^{}`$ about 70 degrees. For illustration, let us set the lattice parameter equal to $`5`$ Å. Then our model provides an example of 2D system with local concentration of scatterers $`1.5\times 10^{12}`$ cm<sup>-2</sup>, $`l=200`$ Å and $`B_{tr}0.8`$ T, where $`B_{tr}=\mathrm{}c/(2el^2)`$ is so called transport magnetic field.

We first turn to the area distribution function $`W(S)`$ (Fig. 2). The area range we are interested in is $`Sl^2`$, because just the long closed paths determine the low field negative magnetoresistance at low temperatures. As is seen, $`4\pi l^2W_p(S)`$ mostly follows $`S^1`$ dependence. This is in agreement with the result of diffusion theory for infinite 2D system,our1 ; samokh  which gives $`4\pi l^2W(S)=S^1\mathrm{tanh}(\pi S/l^2)S^1`$ for $`S>l^2`$.

For the channels, the dependence $`4\pi l^2W(S)`$ looks more complicated. For the long channels it is close to $`S^{0.5}`$-law within the area range $`1\times 10^35\times 10^4`$. It is precisely this behavior that is theoretically predicted for diffusive motion over infinitely long, narrow strip. A particular interest is drastic decrease of the area distribution function evident for $`S>10^5`$. The origin is that the particle, moving along a long trajectory, reaches one of the ends of long channel, escapes the channel, and carries on the motion mainly within the puddles.

As for square channel, the $`4\pi l^2W_c`$-versus-$`S`$ plot shows the behavior close to $`S^1`$ up to $`S10^4`$, and reveals strong decrease at large areas as in previous case. This decrease is caused by the fact that a particle crosses the channel/puddle border freely only in one direction: when it moves from the channel to puddle. It cannot easily return back due to reflection from the opened ends of channel resulting from the difference of the Fermi quasimomentum in channel and puddle discussed above.

In contrast to the area distribution functions, the dependencies $`\overline{L}(S)`$ are similar for all three cases.

In Figure 2 the function

$$\mathrm{\Phi }(S)=\frac{K_c}{(k_F^c)^2}W_c(S)+2\frac{K_p}{(k_F^p)^2}W_p(S),$$
(5)
which determines the magnetic field dependence of interference quantum correction of the element, is plotted. Namely this function rather than the area distribution function as in homogeneous 2D case will be obtained when the approach to analysis of the negative magnetoresistance suggested in Refs. our1,  is applied. As is seen the $`\mathrm{\Phi }`$-versus-$`S`$ curve shows more rapid than $`S^1`$ decreasing in wide area range for both cases considered.

We turn now to consideration of the interference quantum correction to the conductivity. It has been found using Eq. (3) and discrete form of Eq. (4) \[see Ref. our1,  for details\]:

$$𝒲_i=\frac{1}{I_sdl}\underset{k}{}\mathrm{cos}\left(\frac{bS_k}{l^2}\right)\mathrm{exp}\left(\frac{l_k}{l_\phi }\right),i=c,p.$$
(6)
Here, summation runs over all closed paths, $`S_k`$, $`l_k`$ are the area enclosed and the length of $`k`$th closed path, respectively, $`b`$ is magnetic field measured in units of $`B_{tr}`$. Deriving Eq. (6) we have supposed that $`\tau _\phi `$ is the same within the channel and puddles. In this case $`𝒲_i`$ are independent of the Fermi velocity $`v_F`$. Figure 3(a) shows the simulation results for $`\delta \sigma (b=0)`$, obtained for different $`l/l_\phi `$ values, and, for comparison, the results of theoretical calculation obtained through the well-known formulasc1 ; satT5

$$\delta \sigma =G_0\mathrm{ln}\left(1+\frac{l_\phi }{l}\right)$$
(7)
for 2D case, and

$$\delta \sigma =6.094G_0L_c^1\sqrt{l_\phi l}$$
(8)
for quasi one-dimensional case with $`L_c`$ as channel length. As is seen the simulation results reveal the behavior close to theoretical ones only for considerably large $`l`$ to $`l_\phi `$ ratios: $`l/l_\phi >0.01`$. Experimentally, this corresponds to the high temperatures. With lowering $`l/l_\phi `$, i.e., with temperature decrease, the simulation data tend to saturate as opposed to the theories. It is clear that such a behavior is a result of steep fall in $`\mathrm{\Phi }(S)`$ dependencies at large areas (see Fig. 3(b)).

Let us analyze the magnetic field dependencies of interference quantum correction. As an example, in Fig. 3(b) we present the dependencies $`\mathrm{\Delta }\sigma (b)=\delta \sigma (b)\delta \sigma (0)`$ calculated with $`l/l_\phi =3.5\times 10^3`$. We have considered these data as experimental ones and fitted them to the well-known expressionhik ; schm

$$\mathrm{\Delta }\sigma (b)=aG_0\left[\psi \left(\frac{1}{2}+\frac{\gamma }{b}\right)\psi \left(\frac{1}{2}+\frac{1}{b}\right)\mathrm{ln}\gamma \right],$$
(9)
where $`\psi (x)`$ is a digamma function. The parameters $`a`$ and $`\gamma =l/l_\phi `$ have been used as fitting ones. Just this procedure is usually used to determine the value of $`l_\phi `$ in real 2D samples. Results of the fit are represented in Fig. 3(b) by curves. As is seen, Eq. (9) satisfactorily describes the simulation data.

How the value of $`\gamma `$, found from the fitting, matches the value of $`l/l_\phi =\tau /\tau _\phi `$, put in Eq. (6), is shown in Fig. 4(a). The fitting procedure gives the value of $`\gamma `$ which is less than the value of $`l/l_\phi `$. In the case of square channel, $`l/l_\phi `$-dependence of $`\gamma `$ can be described by the power function: $`\gamma (l/l_\phi )^{0.8}`$. As for the case of long channel, the $`\gamma `$-versus-$`l/l_\phi `$ plot shows saturation at $`l/l_\phi <10^3`$. On the assumption of $`l_\phi T^\alpha `$, $`\alpha >0`$, Figure 4(a) shows qualitative temperature dependencies of the “phase breaking time” as it is obtained from the standard fitting procedure. Thus, the presence of macroscopical inhomogeneity in samples can lead to inconsistency between temperature dependence of the “phase breaking time”, found experimentally, and the real temperature dependence of $`\tau _\phi `$. This inconsistency may be qualitative for inhomogeneous samples in which the conduction through the long channels dominates: the value obtained from the fitting procedure can be saturated, whereas the real phase breaking time decreases with decrease of temperature and diverges at $`T0`$. Using quota we underline that the “phase breaking time” is nothing more than the fitting parameter here. It should not be always identified with the real value of phase breaking time.

Finally, we present the $`l/l_\phi `$-dependence of prefactor $`a`$ (Fig. 4(b)). Absolute value of $`a`$ has no meaning, because its value should depend on size distribution of channels in real sample. However, the dependence is meaningful. In both cases considered the value of prefactor $`a`$ strongly depends on $`l`$ to $`l_\phi `$ ratio, and the direction of change of $`a`$ with growing $`l/l_\phi `$ is determined by the kind of inhomogeneity: for long channel, the value of $`a`$ increases with decrease of $`l/l_\phi `$, whereas it decreases for the case of square channel.

Note, that the results presented cannot be extrapolated down to $`l/l_\phi =0`$ \[or $`T=0`$\]. The point is that for $`l/l_\phi <2\times 10^5`$ the value of $`L_\phi =\sqrt{l_\phi l}`$ becomes greater than the size of the element, which determines the correlation length $`\xi _p`$. In this case our system should behave itself as homogeneous one. Thus, it seems reasonable to say that the $`l/l_\phi `$-dependence of $`\gamma `$ must tend to $`\gamma l_\phi ^1`$, and the value of prefactor must be equal to unity for $`L_\phi \xi _p10^4`$.

In conclusion, we have numerically studied the statistics of closed paths and the negative magnetoresistance in macroscopically inhomogeneous 2D systems. We have considered the situation when the main contribution to the quantum interference correction to the conductivity comes from constrictions. Two types of constrictions have been considered: long and square channels. We have shown that the magnetic field dependence of the negative magnetoresistance is well fitted to the Hikami expression for both systems. However, the value of the fitting parameter $`\gamma `$ does not coincide with the value $`l/l_\phi `$ fed into simulation, and, moreover, the $`\gamma `$-versus-$`l/l_\phi `$ plot is not linear. This means that the temperature dependence of the “phase breaking time”, as it is obtained experimentally from the standard analysis of the negative magnetoresistance for inhomogeneous 2D system, can differ drastically from the real temperature dependence of $`\tau _\phi `$. An indicator, whether the system is inhomogeneous, is the strong temperature dependence of the prefactor. The Fourier transformation of the magnetic field dependencies of the negative magnetoresistance taken at different temperaturesour1 ; our2 ; our3  can be used in order to obtain the function $`\mathrm{\Phi }(S)`$, which carries direct information about the area distribution function of closed paths, and, consequently, about the character of inhomogeneity of the samples, investigated.

The results presented can be directly used to interpret the weak-localization experiments carried out on the artificial diffusive cavities and constrictions. To our knowledge there is deficit of the paper devoted to such objects. The main attention was attracted to the ballistic cavities and systems with antidot arrays \[see, for example, Ref. cav, \].

The authors are grateful to I. V. Gornyi for many valuable discussions. This work was supported in part by the RFBR through Grants No. 00-02-16215 and No. 01-02-17003, the Program University of Russia through Grants No. 990409 and No. 990425, and the CRDF through Award No. REC-005.


text:
# Scaling behavior of impurities in mesoscopic Luttinger liquids

\[

## Abstract

Using a functional renormalization group we compute the flow of the renormalized impurity potential for a single impurity in a Luttinger liquid over the entire energy range - from the microscopic scale of a lattice-fermion model down to the low-energy limit. The non-perturbative method provides a complete real-space picture of the effective impurity potential. We confirm the universality of the open chain fixed point, but it turns out that very large systems ($`10^4`$-$`10^5`$ sites) are required to reach the fixed point for realistic choices of the impurity and interaction parameters.

\]

The low-energy physics of one-dimensional interacting electron systems with Luttinger liquid (LL) behavior is dramatically affected by the presence of a single impurity. The problem is usually mapped onto an effective field theory using bosonization, where terms which are expected to be irrelevant in the low-energy limit are neglected. Then forward and backward impurity scattering decouple, and the more important backscattering processes are modeled by a single amplitude $`V_B`$. From a perturbative bosonic renormalization group (RG) calculation  and a boundary conformal field theory analysis  the following picture emerged: In a chain of spinless fermions with repulsive interactions (LL parameter $`K_\rho <1`$) the backscattering amplitude $`V_B`$ is a relevant perturbation which grows as $`\mathrm{\Lambda }^{K_\rho 1}`$ when the flow parameter $`\mathrm{\Lambda }`$ is sent to zero, and the perturbative analysis breaks down. This behavior can be traced back to the power-law singularity of the $`2k_F`$ density response function in a LL. On the other hand a weak hopping $`t_w`$ between the open ends of two semi-infinite chains is irrelevant and scales to zero as $`\mathrm{\Lambda }^{K_\rho ^11}`$. Assuming that the open chain represents the only stable fixed point it was argued that at low energy scales and even for a weak impurity physical observables behave as if the system was split in two chains with open boundary conditions at the end points. Here we focus mainly on the local spectral weight $`\rho _j(\omega )`$ for lattice sites $`j`$ close to the impurity and energies $`\omega `$ close to the chemical potential $`\mu `$. For $`\rho _j(\omega )`$ a power-law suppression $`\rho _j(\omega )|\omega |^{\alpha _B}`$ with the boundary exponent $`\alpha _B=K_\rho ^11`$ which only depends on the interaction strength and band filling, but not on the impurity parameters, was predicted. Within the bosonic field theory the above conjecture was verified by refermionization , quantum Monte Carlo calculations, and the thermodynamic Bethe ansatz.

To confirm the field theoretical scenario and the validity of the underlying assumptions for a microscopic fermionic system with LL behavior, numerical methods (exact diagonalization \[ED\], density-matrix renormalization group \[DMRG\]) were applied to the lattice model of spinless fermions with nearest neighbor interaction. Comparing ED data for up to $`N=23`$ sites with the field theoretical prediction for the finite size corrections of energies, the expected scaling was confirmed for both weak impurities and weak hopping. However, due to the limited system size it was impossible to go beyond the perturbative (in either $`V_B`$ or $`t_w`$) regime. Later it was claimed that the full flow from a weak impurity to the open boundary fixed point (BFP) was successfully demonstrated, although this strong statement is not really supported by the numerical data presented. The smallest temperature discussed in Ref.  corresponds to a system of around $`300`$ lattice sites and the largest system considered in Ref.  was $`N=52`$, while in Ref.  it was shown that $`N10^2`$ lattice sites are clearly not enough to exclude an asymptotic behavior not governed by the BFP, even if one starts out with a fairly strong impurity.

Recently functional RG methods, originally developed in a field theoretical context, have been introduced as a new powerful tool in the theory of interacting Fermi systems , with applications so far concentrating on translationally invariant two-dimensional systems. In this letter we apply such a functional RG scheme to the spinless fermion model with site or hopping impurities. We compute the complete coupled flow of the renormalized onsite energies and the renormalized hopping amplitudes from the microscopic energy scale down to the infrared fixed point. The flow equations are non-perturbative in the impurity strength while perturbative in the electron-electron interaction. We treat the full functional form of the renormalized impurity potential as generated by the flow, instead of replacing it approximately by the scattering amplitudes at the Fermi level. Computing the local density of states near the impurity we convincingly confirm the universality of the BFP. However, it turns out that very large systems ($`10^410^5`$ sites) are required to reach the BFP for intermediate impurity and interaction parameters. Our RG scheme is checked against numerical exact DMRG data for systems with up to $`N=768`$ sites.

The one-dimensional lattice model of spinless fermions with nearest neighbor hopping amplitude $`t=1`$ and nearest neighbor interaction $`U`$ is given by

$`H={\displaystyle \underset{j}{}}\left(c_j^{}c_{j+1}+c_{j+1}^{}c_j\right)+U{\displaystyle \underset{j}{}}n_jn_{j+1},`$ (1)
in standard second-quantized notation. Here we focus on the half filled band case. This model is either complemented by a site impurity $`H_s=Vn_{j_0}`$ or provided with a hopping impurity $`H_h=t_w(c_{j_0}^{}c_{j_0+1}+\text{h.c.})`$ on one of its bonds.

In a weakly interacting spinless LL with an open end the local density of states $`\rho _j(\omega )`$ near the boundary can to a surprisingly good approximation be obtained from a non-selfconsistent Hartree-Fock (HF) approximation. It is instructive to consider also the impurity problem within HF, before turning to the RG treatment. The impurity leads to Friedel oscillations in the non-interacting density profile $`n_j_0`$ which for large $`|jj_0|`$ behaves as $`R\mathrm{sin}\left(2k_F|jj_0|\right)/|jj_0|`$, where $`R`$ is the reflection amplitude of the bare impurity. Similar oscillations are found in the matrix element $`c_j^{}c_{j+1}_0`$. Thus both the Hartree potential $`U(n_{j1}_0+n_{j+1}_0)`$ and the Fock “hopping correction” are oscillating and of long range. One then has to solve a (non-trivial) one-particle problem within such a potential and with modulated hopping. Taking into account the Hartree term only, the resulting spectral weight for $`|\omega |0`$ shows power-law behavior with an exponent which is proportional to the amplitude $`UR`$ of the oscillations. We have checked numerically (for systems of up to $`10^6`$ lattice sites) that this behavior is not changed when the Fock term is included. Thus due to the long range nature of the effective potential and the hopping modulation already HF yields a power-law for the spectral weight, but with an exponent which not only depends on $`U`$, but via $`R`$ also on the bare impurity strength.

It is tempting to extend the HF study using self-consistent HF. However, it turns out that an iterative solution of the selfconsistent HF equation leads for all $`U`$ to a charge density wave groundstate, which is qualitatively incorrect since a single impurity cannot change bulk properties of the system.

We now treat the problem using a fermionic functional RG approach. Cutting off the free propagator on a scale $`\mathrm{\Lambda }`$ and differentiating with respect to this flow parameter, an exact infinite hierarchy of coupled differential flow equations for the one-particle irreducible vertex functions can be derived. For the impurity problem it is technically advantageous to use a frequency cut-off for the free propagator

$$G^{0,\mathrm{\Lambda }}(i\omega )=\mathrm{\Theta }(|\omega |\mathrm{\Lambda })G^0(i\omega )$$
(2)
where $`G^0`$ is the free propagator without cut-off and $`\omega `$ the Matsubara frequency. $`\mathrm{\Lambda }`$ flows from $`\mathrm{}`$ to $`0`$. For spinless fermions the electron-electron interaction is renormalized only by a finite amount of order $`U^2`$. Hence, we can replace the renormalized two-particle vertex to leading order in $`U`$ by the antisymmetrized bare interaction. In this way the exact hierarchy of flow equations gets truncated, and one obtains a simple one-loop flow equation for the self-energy $`\mathrm{\Sigma }`$, where only the (full) propagator $`G`$ and the bare electron-electron interaction $`U`$ enter. Carrying out a Matsubara sum and choosing a real space representation of $`G`$ and $`\mathrm{\Sigma }`$, one obtains the flow equations (at temperature $`T=0`$)

$`{\displaystyle \frac{d}{d\mathrm{\Lambda }}}\mathrm{\Sigma }_{j,j}^\mathrm{\Lambda }`$ $`=`$ $`{\displaystyle \frac{U}{2\pi }}{\displaystyle \underset{s=\pm 1}{}}{\displaystyle \underset{\omega =\pm \mathrm{\Lambda }}{}}G_{j+s,j+s}^\mathrm{\Lambda }(i\omega )`$ (3)
$`{\displaystyle \frac{d}{d\mathrm{\Lambda }}}\mathrm{\Sigma }_{j,j\pm 1}^\mathrm{\Lambda }`$ $`=`$ $`{\displaystyle \frac{U}{2\pi }}{\displaystyle \underset{\omega =\pm \mathrm{\Lambda }}{}}G_{j,j\pm 1}^\mathrm{\Lambda }(i\omega ).`$ (4)
The self-energy is frequency independent and tridiagonal, since the bare interaction is instantaneous and restricted to nearest neighbors. The full propagator $`G^\mathrm{\Lambda }`$ on the right hand side of the flow equations is obtained by inverting the matrix $`\left[G^0\right]^1\mathrm{\Sigma }^\mathrm{\Lambda }`$. The bare site and/or hopping impurity enter as initial conditions for $`\mathrm{\Sigma }^\mathrm{\Lambda }`$ at $`\mathrm{\Lambda }=\mathrm{}`$. For a site impurity $`V`$ at $`j_0`$, one sets $`\mathrm{\Sigma }_{j_0,j_0}^{\mathrm{\Lambda }=\mathrm{}}=V`$, and for a hopping impurity between $`j_0`$ and $`j_0+1`$, one has $`\mathrm{\Sigma }_{j_0,j_0+1}^{\mathrm{\Lambda }=\mathrm{}}=\mathrm{\Sigma }_{j_0+1,j_0}^{\mathrm{\Lambda }=\mathrm{}}=t_w`$, while the other matrix elements are initially zero. The above flow equations are non-perturbative in the impurity parameters, in contrast to the perturbative bosonic RG. Written in momentum space the different scattering channels $`\mathrm{\Sigma }_{k,k^{}}`$ are coupled. The self-energy at $`\mathrm{\Lambda }=0`$ can be given a simple physical meaning: $`\mathrm{\Sigma }_{j,j}^{\mathrm{\Lambda }=0}`$ represents an effective one-particle potential and $`\mathrm{\Sigma }_{j,j+1}^{\mathrm{\Lambda }=0}`$ is an effective modulation of the hopping. To calculate $`\rho _j(\omega )`$ one determines the spectral weights of the remaining one-particle problem.

For small impurity strength $`V`$, after transforming to momentum space and taking $`N\mathrm{}`$, Eqs. (3) and (4) can be solved analytically, as long as $`\mathrm{\Sigma }^\mathrm{\Lambda }`$ stays small. For the backscattering this gives $`\mathrm{\Sigma }_{k_F,k_F}^\mathrm{\Lambda }\mathrm{\Lambda }^\eta `$ with $`\eta =U[1\mathrm{cos}(2k_F)]/(\pi v_F)`$ and the Fermi velocity $`v_F`$. To leading order in $`U`$, the exponent $`\eta `$ is just $`K_\rho 1`$ which shows that the non-perturbative fermionic RG captures the power-law increase found in the perturbative bosonic RG.

Numerically integrating the RG equations for finite systems we can go beyond the perturbative regime. In each step of the integration we have to invert an $`N\times N`$ matrix. If we assume open boundary conditions in $`H_0`$, $`\left[G^0\right]^1\mathrm{\Sigma }^\mathrm{\Lambda }`$ is tridiagonal in real space and the numerical effort is considerably reduced. This allowed us to treat systems with up to $`2^{15}=32768`$ lattice sites. For finite $`N`$ the flow is effectively cut off on a scale of the order of $`1/N`$. For smaller systems we also considered periodic boundary conditions. Fig. 1 shows typical results for $`\mathrm{\Sigma }_{j,j}^{\mathrm{\Lambda }=0}`$ and $`\mathrm{\Sigma }_{j,j+1}^{\mathrm{\Lambda }=0}`$ for a site impurity and lattice sites close to $`j_0`$. Since $`\mathrm{\Sigma }`$ is symmetric around $`j_0`$ mainly the region $`j<j_0`$ is shown. Similar to HF the effective potential and hopping are oscillating and slowly decaying. The numerical data suggest that the oscillations again fall off as $`|jj_0|^1`$, but with an amplitude which compared to HF is slightly enhanced. The inset of Fig. 1 shows $`\mathrm{\Sigma }_{j_0,j_0}^\mathrm{\Lambda }`$ as a function of $`\mathrm{\Lambda }`$ for different $`N`$. Obviously the renormalized potential at the impurity site remains finite and the expected “cutting” of the chain does certainly not occur because a single on-site energy diverges, as one might guess if the bosonic RG is taken too literally. Singular behavior is only found in $`\mathrm{\Sigma }_{k,k^{}}^\mathrm{\Lambda }`$ for momenta with $`kk^{}\pm 2k_F`$, which is associated with the long range oscillations in real space.

In Fig. 2 we present results for the case of a weak hopping between two open chains. It shows $`\mathrm{\Sigma }_{j_0,j_0+1}^\mathrm{\Lambda }`$ as a function of $`\mathrm{\Lambda }`$ for $`N=1024`$. We have checked that the curve to a good approximation already presents the $`N\mathrm{}`$ result. In contrast to a simplistic interpretation of the bosonization result, the renormalized hopping $`\mathrm{\Sigma }_{j_0,j_0+1}^\mathrm{\Lambda }`$ does not scale to zero. Similar to the case of a site impurity, $`\mathrm{\Sigma }_{j,j^{}}^{\mathrm{\Lambda }=0}`$ shows long range oscillations in both the effective potential and the hopping. Again this and not the scaling of a single $`V_j`$ or $`t_j`$ is the reason for the peculiar behavior of physical observables, as for example $`\rho _j(\omega )`$, discussed next.

As an inset to Fig. 2 the density of states near the impurity, $`\rho _{j_01}(\omega )`$, is presented for a site impurity. The data show a suppression of the weight for $`|\omega |0`$ as expected. Each spike represents a $`\delta `$-peak of the finite system. Instead of trying to fit a power-law to these data it is advantageous to analyze the finite size scaling of the spectral weight $`W(N)`$ at $`\mu `$. If $`\rho _{j_01}(\omega )`$ follows a power-law as a function of frequency, we expect a power-law with the same exponent in the $`N`$ dependence of $`W(N)`$.

In Fig. 3 we show the negative of the logarithmic centered differences $`\alpha _I(N)`$ of $`W(N)`$ as a function of $`N`$ for $`U=0.5`$ and different $`V`$ obtained from RG ($`N32768`$) and DMRG ($`N768`$). If $`W(N)`$ decays for $`N\mathrm{}`$ as a power-law, $`\alpha _I(N)`$ converges to the respective exponent. For comparison we also calculated $`\alpha _B(N)`$ for the lattice site next to an open boundary ($`V=\mathrm{}`$). The DMRG and RG data are parallel to each other, which in addition to the analytical arguments is a strong indication that our fermionic RG captures the essential physics. For $`V=\mathrm{}`$ both methods produce the expected power-law behavior with boundary exponents $`\alpha _B^{\mathrm{DMRG}}`$ and $`\alpha _B^{\mathrm{RG}}`$. $`\alpha _B^{\mathrm{DMRG}}(N=512)`$ agrees up to $`1`$% with the exact exponent $`\alpha _B^{\mathrm{ex}}0.1609`$. $`\alpha _B^{\mathrm{RG}}(N=16384)`$ which effectively is equal to $`\alpha _B^{\mathrm{RG}}(N=\mathrm{})`$ deviates by roughly $`6`$% from $`\alpha _B^{\mathrm{ex}}`$ since the RG is only correct to leading order in $`U`$. The RG curves for finite $`V`$ suggest that for $`N\mathrm{}`$ the $`\alpha _I^{\mathrm{RG}}(N)`$ converge to the universal ($`V`$ independent) exponent $`\alpha _B^{\mathrm{RG}}`$. This is in agreement with the field theoretical prediction. It is remarkable that even for fairly strong impurities ($`V=4`$) extremely large $`N=10^4`$-$`10^5`$ are needed to exclude non-universal ($`V`$ dependent) fixed points with some certainty. Solely relying on DMRG data for a few hundred lattice sites would in this case give no definite result. In Fig. 4 RG and DMRG data are presented for an intermediate impurity strength $`V=1`$ and $`V=\mathrm{}`$ for different values of $`U`$. Due to higher order corrections in $`U`$, the difference between the RG and DMRG data increases with increasing $`U`$. For larger $`U`$, the $`\alpha _I^{\mathrm{RG}}(N)`$ approach $`\alpha _B^{\mathrm{RG}}`$ faster, but even for the largest $`U=1.8`$ considered here (which corresponds to $`K_\rho 0.58`$) very large $`N`$ are needed. This demonstrates that for intermediate $`V`$ and $`U`$, which are experimentally most relevant, very large systems are needed to observe the universal BFP physics. For chains which are not long enough a strong system size dependence of experimentally extracted exponents must be expected.

We finally note that in the fermionic RG used in Ref.  flow equations were set up for a single parameter only: the transmission amplitude at the Fermi level. Our functional RG flow however indicates that in the non-perturbative regime different momentum channels are strongly coupled. Hence, we believe that it is important to take the whole renormalized impurity potential profile into account. The RG equations used in Ref.  can also be derived within our formalism, if one makes similar crude approximations. Also we did not find signs of an enhanced spectral weight as predicted in Ref. .

In summary, by solving a functional flow equation in a fermionic representation we have shown that in a one-dimensional lattice electron system with Luttinger liquid behavior an impurity makes observables at low energy scales behave as if the chain is split in two parts with open boundary conditions at the end points. Our fermionic RG is non-perturbative in the impurity strength. Long-range oscillations in the effective impurity potential provide a simple real-space picture of the “splitting” mechanism. The accuracy of the finite site RG scheme was confirmed by a direct comparison to DMRG data. For realistic parameters very large systems are needed to reach the asymptotic open chain regime. Hence only special mesoscopic systems, such as very long carbon nanotubes, are suitable for experimentally observing the impurity-induced asymptotic open boundary physics. Our method can easily be generalized to the case of several impurities and e.g. resonance phenomena can be studied.

We would like to thank W. Apel, P. Durganandini, P. Kopietz, N. Shannon, C. Wetterich, and especially M. Salmhofer and H. Schoeller for valuable discussions. U.S. is grateful to the Deutsche Forschungsgemeinschaft for support from the Gerhard-Hess-Preis.


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# Untitled Document

Discrete systems related to some equations of the Painlevé-Gambier classification

S. Lafortune

LPTM et GMPIB, Université Paris VII

Tour 24-14, 5eétage

75251 Paris, France

B. Grammaticos

GMPIB, Université Paris VII

Tour 24-14, 5eétage

75251 Paris, France

A. Ramani

CPT, Ecole Polytechnique

CNRS, UPR 14

91128 Palaiseau, France

P. Winternitz

Centre de Recherches Mathématiques

Université de Montréal

C.P. 6128, Succ. Centre-ville

Montréal, H3C 3J7, Canada

Abstract We derive integrable discrete systems which are contiguity relations of two equations in the Painlevé-Gambier classification depending on some parameter. These studies extend earlier work where the contiguity relations for the six transcendental Painlevé equations were obtained. In the case of the Gambier equation we give the contiguity relations for both the continuous and the discrete system.

1. Introduction

The relation of discrete Painlevé equations to their, better known, continuous analogues has by now been firmly established. As a matter of fact one of the very first methods proposed to the derivation of discrete Painlevé equations (d-$`P`$) has been the one based on the auto-Bäcklund/Schlesinger transformations of continuous Painlevé equations . (This link goes even further back in time since one of the first discrete Painlevé equation obtained, even before the notion of a d-$`P`$ was explicited, was the one derived by Jimbo and Miwa  as a contiguity relation of the solutions of PII). The general method for this derivation has been amply explained in previous publications . One uses the auto-Bäcklund/Schlesinger transformations in order to derive relations for the solutions of a continuous Painlevé equations for contiguous values of the one of its parameters and one gets precisely a d-$`P`$. The discrete equation related to PII has been first obtained, as explained above, by Jimbo and Miwa  and rediscovered in . The d-$`P`$’s related to PIII were first given in  and have been recently reexamined in detail in . The discrete equation related to PIV was first obtained in  and was again studied in . Some d-$`P`$’s related to PV were first given in  but the relation of PV to asymmetric d-PII is under preparation . Finally the discrete systems obtained from the auto-Bäcklund of PVI were presented in full detail in . Thus the discrete, difference, Painlevé equations can be interpreted as the contiguity relations of the continuous ones. (This would tend to cast a doubt on the fundamental character of the d-$`P`$’s. While this is justified as far as the difference d-$`P`$’s are concerned there exists a second type of d-$`P`$’s which have no relation to continuous Painlevé equations whatsoever. These are the multiplicative equations, $`q`$-$`P`$’s  which are purely discrete objects and thus of the most fundamental nature). One of the consequences of this relation between continuous and discrete Painlevé equations is that one can obtain the Lax pairs of the latter from the mere existence of the Lax pairs and Schlesinger transformations of the former. The only complication comes from the fact that given a d-$`P`$ one has to identify the procedure for its derivation based on the Schlesinger transformation of some continuous Painlevé equation. This can be done in the frame of the geometric description of Painlevé equations which was introduced in  and dubbed the “Grand Scheme”. This description based, on the geometry of the affine Weyl group weight spaces, has turned out to be a most valuable tool for the classification of the d-$`P`$’s, which minimised their uncontrollable proliferation.

In the approach we have described above the emphasis was on the discrete analogues of the six transcendental equations of Painlevé. As a matter of fact the remaining integrable ODE’s of the Painlevé-Gambier classification have received little attention. Our current knowledge is essentially limited to the discrete analogues of the 24 basic equations of Gambier . In particular no results exist on the contiguity relations other than for the six equations of Painlevé. In this paper we intend to focus on just this question and present a first, exploratory, study of some discrete equations related to continuous systems which are not one of the six Painlevé equations. In particular we shall obtain the mappings related to the equations $`35`$ and $`27`$ of the Painlevé-Gambier classification. Equation $`27`$ is also known as the Gambier equation and has been studied in detail in , where its discrete equivalent has been obtained. Since, as was shown in , both the continuous and discrete Gambier equations possess Schlesinger transformations, one can obtain the contiguity relations not only of the continuous but also of the discrete system. This result is presented in the last part of the present paper.

2. Discrete systems related to P35

The first system we are going to examine is the equation #35 in the Painlevé-Gambier classification :

$$w^{\prime \prime }=\frac{2}{3w}w^2\left(\frac{2}{3}w\frac{2}{3}q\frac{r}{w}\right)w^{}+\frac{2}{3}w^3\frac{10}{3}qw^2+\left(4q^{}+r+\frac{8}{3}q^2\right)w+2qr3r^{}\frac{3r^2}{w}$$
$`(2.1)`$
with $`r=z/32(q^{}+q^2)/3`$ and $`q`$ one particular solution of PII,

$$v^{\prime \prime }=2v^3+zv+\alpha ,$$
$`(2.2)`$
where $`z`$ is the independent variable and $`\alpha `$ is a constant. The way to integrate this equation is based on the following Miura transformation. We start with the general solution of PII $`v`$, and we construct the quantity

$$w=\frac{v^{}q^{}}{vq}+v+q$$
$`(2.3)`$
which solves (2.1). Moreover, starting from the general solution of (2.1) $`w`$, the quantity

$$v=\frac{1}{3w}(w^{}+w^2qw2q^{}2q^2z)$$
$`(2.4)`$
solves PII. Equations (2.3) and (2.4) define a Miura transformation relating PII and P35. Another such Miura relation between PII and some other equation of the Painlevé-Gambier list is already known, that relating PII and P34. It has been studied in detail in  in both the continuous and the discrete case.

Equation P35 has a parameter, $`\alpha `$, through its relation to PII. Let us write $`w_\alpha `$ for the solution of (2.1) corresponding to the parameter $`\alpha `$ and $`v_\alpha `$ and $`q_\alpha `$ for the solutions of PII entering in (2.1), (2.3) and (2.4). Next we consider the auto-Bäcklund transformations of PII :

$$\begin{array}{ccc}& v_{\alpha +1}=v_\alpha \frac{\alpha +1/2}{v_\alpha ^{}+v_{\alpha }^{}{}_{}{}^{2}+z/2},\hfill & (2.5a)\hfill \\ & v_{\alpha 1}=v_\alpha +\frac{\alpha 1/2}{v_\alpha ^{}v_{\alpha }^{}{}_{}{}^{2}z/2},\hfill & (2.5b)\hfill \end{array}$$

corresponding to solutions where the parameter $`\alpha `$ varies by integer quantities. Thus, following the general theory presented in  one can introduce a discrete system associated to these transformations as a mapping which is the contiguity relation for the solutions of PII. This equation was in fact first obtained in  and is now known (at least to the present authors) under the name of alternate d-PI. It has the form

$$\frac{\alpha 1/2}{v_{\alpha 1}+v_\alpha }+\frac{\alpha +1/2}{v_{\alpha +1}+v_\alpha }=2v_{\alpha }^{}{}_{}{}^{2}z.$$
$`(2.6)`$
This is the equation satisfied by all solutions of PII, and in particular by $`q`$, when we vary the parameter of PII using (2.5).

Using the Miura (2.3) we can obtain the solutions of P35, $`w_{\alpha +1}`$ and $`w_{\alpha 1}`$, corresponding to the parameter values $`\alpha \pm 1`$:

$$\begin{array}{ccc}& w_{\alpha +1}=\frac{v_{\alpha +1}^{}q_{\alpha +1}^{}}{v_{\alpha +1}q_{\alpha +1}}+v_{\alpha +1}+q_{\alpha +1},\hfill & (2.7a)\hfill \\ & w_{\alpha 1}=\frac{v_{\alpha 1}^{}q_{\alpha 1}^{}}{v_{\alpha 1}q_{\alpha 1}}+v_{\alpha 1}+q_{\alpha 1}.\hfill & (2.7b)\hfill \end{array}$$

Using (2.2), (2.3), (2.5) and (2.7), one can write an equation relating $`w_{\alpha +1}`$, $`w_\alpha `$ and $`w_{\alpha 1}`$ alone where neither $`v`$ nor its derivatives appear. Interpreting $`\alpha `$ as a discrete independent variable, we obtain thus a second-order discrete equation for $`w`$. This mapping is however quadratic in $`w_{\alpha +1}`$ and $`w_{\alpha 1}`$ and thus (as was also argued in ) cannot be integrable. Our argument is based on the fact that the evolution of such a mapping leads in general to an exponential number of images, and preimages, of the initial point. The non-integrability of this non-singlevalued system is not in contradiction to the fact that we can obtain one solution of this mapping, namely the one furnished by the evolution of the system before elimination. This solution is the only one that we know how to describe, while a system with exponentially increasing number of branches eludes a full description.

In order to proceed, instead of working with a second-order mapping, we choose to derive a system of two coupled equations. We first make use of the discrete symmetry of the solutions of PII: if $`v_\alpha `$ is a solution of PII with parameter $`\alpha `$, then $`v_\alpha `$ is a solution of PII with parameter $`\alpha `$. We then introduce the quantity

$$u_\alpha =\frac{v_\alpha ^{}q_\alpha ^{}}{v_\alpha q_\alpha }v_\alpha q_\alpha $$
$`(2.8)`$
which is obtained from the expression (2.3) for $`w_\alpha `$ after implementing the reflections $`v_\alpha v_\alpha `$ and $`q_\alpha q_\alpha `$. The quantity $`u_\alpha `$ is thus the solution of a slightly modified P35 equation (with $`q_\alpha `$ instead of $`q_\alpha `$) that we shall denote $`\stackrel{~}{\mathrm{P}}_{35}`$. Note that, from (2.3) and (2.8) we have:

$$w_\alpha u_\alpha =2(v_\alpha +q_\alpha ).$$
$`(2.9)`$
We start by writing an equation between $`w_{\alpha 1}`$, $`w_\alpha `$ and $`u_\alpha `$ only, using (2.2), (2.3), (2.5), (2.7) and (2.9). Similarly we also obtain an equation relating $`u_{\alpha +1}`$, $`u_\alpha `$ and $`w_\alpha `$. We thus find the second-order discrete system:

$$\begin{array}{ccc}& u_{\alpha +1}=w_\alpha +\frac{2(q_{\alpha +1}+q_\alpha )^2w_\alpha ^2}{(q_{\alpha +1}+q_\alpha )(u_\alpha w_\alpha w_\alpha ^2+2(q_\alpha q_{\alpha +1})w_\alpha )+2\alpha +1},\hfill & (2.10a)\hfill \\ & w_\alpha =u_\alpha +\frac{12\alpha }{u_\alpha (q_\alpha +q_{\alpha 1})}+\frac{2w_{\alpha 1}(q_\alpha q_{\alpha 1})4q_\alpha u_\alpha }{w_{\alpha 1}u_\alpha },\hfill & (2.10b)\hfill \end{array}$$

where $`q_\alpha `$ is a particular solution of (2.6).

This system introduces the contiguity relations for equation P35 (2.1) and $`\stackrel{~}{\mathrm{P}}_{35}`$. It can be integrated with the help of alternate d-PI, equation (2.6). We first write $`v_\alpha ^{}`$ in terms of $`v_{\alpha +1}`$ and $`v_\alpha `$ and $`q_\alpha ^{}`$ in terms of $`q_{\alpha +1}`$ and $`q_\alpha `$ using the Schlesinger transformation (2.5). Using these expressions in the definition (2.3), we obtain the following:

$$w_\alpha =\frac{\alpha +1/2}{v_\alpha q_\alpha }\left[\frac{1}{q_\alpha +q_{\alpha +1}}\frac{1}{v_\alpha +v_{\alpha +1}}\right].$$
$`(2.11)`$
The quantity $`u_\alpha `$ is obtained in terms of $`v_\alpha `$ and $`w_\alpha `$ using (2.9). Thus, once $`v_\alpha `$ is known, we can construct $`w_\alpha `$ and $`u_\alpha `$ in a straigthforward way.

At this point we can remark that while (2.10) is integrable by construction, the condition for integrability, namely that $`q`$ is a specific function, may appear somewhat contrived. In what follows we shall show that the fact that $`q`$ satisfies alternate d-PI can be obtained precisely through the singularity confinement criterion. We start by writing (2.10) and (2.6) in a more convenient way in order to implement the singularity analysis.:

$$\begin{array}{ccc}& u_{\alpha +1}=w_\alpha +\frac{2(q_{\alpha +1}+q_\alpha )^2w_\alpha ^2}{(q_{\alpha +1}+q_\alpha )(w_\alpha u_\alpha w_\alpha ^2+2(q_\alpha q_{\alpha +1})w_\alpha )+2z_{\alpha +1}},\hfill & (2.12a)\hfill \\ & w_\alpha =u_\alpha \frac{2z_\alpha }{u_\alpha (q_\alpha +q_{\alpha 1})}+\frac{2w_{\alpha 1}(q_\alpha q_{\alpha 1})4q_\alpha u_\alpha }{w_{\alpha 1}u_\alpha },\hfill & (2.12b)\hfill \end{array}$$

where $`q`$ and $`z`$ are two functions to be determined.

There are three possible sources of singularities for (2.12): $`u_\alpha =0`$, $`w_\alpha =0`$ and the case when the denominator in the rhs of equation (2.12a) happens to be 0 for some value of $`\alpha `$. We first examine the singularity $`u_\alpha =0`$. Let the initial condition $`w_{\alpha 1}`$ be free and introduce the small parameter $`ϵ`$: $`u_\alpha =ϵ`$. At the lowest order in $`ϵ`$ we find, $`w_\alpha =1/ϵ+\mathrm{}`$, $`u_{\alpha +1}=1/ϵ+\mathrm{}`$, $`w_{\alpha +1}=𝒪(ϵ)`$. Then $`u_{\alpha +2}`$ must take the indefinite form $`0/0`$ in order to contain the information on $`w_{\alpha 1}`$ when $`ϵ0`$. Implementing this condition, we find that $`q_\alpha `$ must indeed satisfy

$$\frac{z_\alpha }{q_{\alpha 1}+q_\alpha }+\frac{z_{\alpha +1}}{q_{\alpha +1}+q_\alpha }=2q_{\alpha }^{}{}_{}{}^{2}\gamma ,$$
$`(2.13)`$
for some constant $`\gamma `$ and $`z_\alpha `$ must be linear in $`\alpha `$. (The two other singularities are automatically confined for all functions $`q_\alpha `$ and $`z_\alpha `$.) Thus the singularity confinement criterion gives for $`q_\alpha `$ and $`z_\alpha `$ precisely the constraints expected from the construction of (2.12) from P35.

3. A mapping related to the continuous Gambier equation

The second discrete system we are going to derive is the contiguity relation of the solutions of the Gambier equation. The continuous Gambier system can be written as a cascade of two Riccati equations:

$$y^{}=y^2+c,$$
$`(3.1a)`$
$$x^{}=ax^2+nxy+\sigma ,$$
$`(3.1b)`$
where $`a`$, $`c`$ and $`\sigma `$ are free functions of the independent variable $`z`$ and $`n`$ is an integer. By a change of variable, the function $`\sigma `$ can be scaled to $`0`$ or $`1`$ but, for the purpose of constructing Schlesinger transformations, it is more convenient to keep it as a free function. Moreover, if we require that equation (3.1) possess the Painlevé property, the functions will be subject to one more constraint. This constraint depends on the value of the integer parameter $`n`$.

Let us write $`x_n`$, $`a_n`$ and $`\sigma _n`$, the quantities appearing in (3.1) corresponding to the coupling parameter $`n`$ in (3.1b). Then, we can introduce the following Schlesinger transformation . It relates the solutions of (3.1) to that of an equation of the same form but with a coupling parameter $`\stackrel{~}{n}=n+2`$. This transformation is given by:

$$\begin{array}{ccc}& x_{n+2}=\frac{\sigma _{n+2}}{n+1}\left[y+\frac{1}{n+2}\frac{a_n^{}}{a_n}+\frac{a_nx_n}{n+1}\right]^1,\hfill & (3.2a)\hfill \\ & \frac{\sigma _{n+2}^{}}{\sigma _{n+2}}=\frac{n}{n+2}\frac{a_n^{}}{a_n},\hfill & (3.2b)\hfill \\ & a_{n+2}=\frac{n+1}{\sigma _{n+2}}\left(c_n+\frac{a_n\sigma _n}{n+1}+\frac{1}{n+2}\frac{a_n^{\prime \prime }}{a_n}\frac{n+3}{(n+2)^2}\frac{a_n^2}{a_n^2}\right).\hfill & (3.2c)\hfill \end{array}$$

The inverse of this transformation is given by

$$\begin{array}{ccc}& x_{n2}=\frac{1n}{a_{n2}}\left[\frac{\sigma _n}{x_n(n1)}+y+\frac{1}{2n}\frac{\sigma _n^{}}{\sigma _n}\right],\hfill & (3.3a)\hfill \\ & \frac{a_{n2}^{}}{a_{n2}}=\frac{n}{n2}\frac{\sigma _n^{}}{\sigma _n},\hfill & (3.3b)\hfill \\ & \sigma _{n2}=\frac{1n}{a_{n2}}\left(c_n+\frac{a_n\sigma _n}{1n}+\frac{1}{2n}\frac{\sigma _n^{\prime \prime }}{\sigma _n}+\frac{n3}{(n2)^2}\frac{\sigma _n^2}{\sigma _n^2}\right).\hfill & (3.3c)\hfill \end{array}$$

We can obtain a second-order mapping for $`x`$ eliminating $`y`$ between equations (3.2a) and (3.3a).

$$x_{n2}\frac{a_{n2}}{n1}x_n\frac{a_n}{n+1}\frac{\sigma _n^{}}{\sigma _n}\frac{1}{n2}\frac{a_n^{}}{a_n}\frac{1}{n+2}+\frac{1}{x_n}\frac{\sigma _n}{n1}\frac{1}{x_{n+2}}\frac{\sigma _{n+2}}{n+1}=0$$
$`(3.4)`$
There is another way to present equation (3.4) if we write it as a system, involving explicitly $`y`$ and using the fact that it does not depend on $`n`$. The two equations (3.2b) and (3.2c) are equivalent to the upshifts (by 2 units of $`n`$) of (3.3b) and (3.3c). Equation (3.2b) is the compatibility condition between (3.2a) and the upshift of (3.3a).

We obtain thus

$$\begin{array}{ccc}& y_{n+2}=y_n\hfill & (3.5a)\hfill \\ & x_{n2}=\frac{1n}{a_{n2}}\left[\frac{\sigma _n}{x_n(n1)}+y_n+\frac{1}{2n}\frac{\sigma _n^{}}{\sigma _n}\right].\hfill & (3.5b)\hfill \end{array}$$

The evolution of $`\sigma `$ and $`a`$ is obtained through equations (3.2b)-(3.2c). System (3.5) is just a particular case of the Gambier mapping introduced in . It is remarkable that the contiguity relation of the solutions of the Gambier equations with respect to the one integer parameter, namely $`n`$, is again a (discrete) Gambier equation. However the latter does not have the full freedom of the Gambier mapping (in perfect parallel to the relation between continous Painlevé equations and d-P’s.)

4. A mapping related to the discrete Gambier equation

In this section we shall concentrate on the generic discrete version of the Gambier equation. As was shown in  it can be written as a system of two discrete Riccati’s in cascade:

$$\begin{array}{ccc}& y_{n+1}=\frac{y_n+c_n}{y_n+1},\hfill & (4.1a)\hfill \\ & x_{n+1}=\frac{x_n(y_nr_n)+q_n(y_ns_n)}{x_ny_n}.\hfill & (4.1b)\hfill \end{array}$$

(Other choices for the Gambier mapping do exist but equation (4.1) is the most convenient for the derivation of the Schlesinger transformation.) The mapping was analysed in  using the singularity confinement method. The only singularity that plays a role is that induced by a special value of $`y`$, which, given the form of (4.1), is $`y=0`$. The way for this singularity to be confined is to require that the value of $`x`$ go through an indeterminate value $`0/0`$ after a certain number of steps, say $`N`$. This means in particular that $`x`$ must be zero, while $`s`$ appearing in (4.1b) must be equal to the quantity $`\psi _N`$ (introduced in ) which is the $`N`$th iterate of $`y=0`$ under (4.1a), $`N`$ times downshifted i.e. $`\psi _{0,n}=0`$, $`\psi _{1,n}=c_{n1}`$, $`\psi _{2,n}=\frac{c_{n2}+c_{n1}}{c_{n2}+1}`$, etc. As was shown in , at the continuous limit, the number $`N`$ of steps, necessary for confinement, goes over to the parameter $`n`$ appearing in the continuous Gambier equation (3.1).

The discrete version of the Schlesinger transformation (3.2) is a transformation which relates the solution of a mapping confining in $`N`$ steps to that of a mapping confining in $`N+2`$ steps. The complete analysis for the derivation of the discrete Schlesinger can be found in . Here we shall just state the result:

$$\stackrel{~}{x}_{n+1}=\varphi _n\frac{x_nr_n+q_n\psi _{N,n}}{y_n}\frac{y_n\psi _{N+1,n}}{\psi _{N,n1}(x_n1)+r_{n1}},$$
$`(4.2)`$
where $`\stackrel{~}{x}`$ is the solution requiring $`N+2`$ steps for confinement and $`x`$ stands for the solution necessitating just $`N`$ steps. The quantity $`\varphi `$ is given by

$$\varphi _n=\frac{(\psi _{N,n1}+1)(\psi _{N,n1}\psi _{N,n2}q_{n1}+\psi _{N,n2}r_{n1}r_{n1}r_{n2})}{(\psi _{N,n2}r_{n2})(\psi _{N,n}q_n+r_nr_{n1}+r_n)+r_nq_{n1}\psi _{N,n2}(1+\psi _{N,n1})}.$$
$`(4.3)`$
With this proper choice of $`\varphi `$ we find that $`\stackrel{~}{x}`$ satisfies an equation:

$$\stackrel{~}{x}_{n+1}=\frac{\stackrel{~}{x}_n(y_n\stackrel{~}{r}_n)+\stackrel{~}{q}_n(y_n\psi _{N+2,n})}{\stackrel{~}{x}_ny_n},$$
$`(4.4)`$
where $`\stackrel{~}{r}`$ and $`\stackrel{~}{q}`$ are functions completely determined in terms of $`q`$, $`r`$ and $`c`$. In a similar way we can derive the Schlesinger transformation invoving a solution which takes $`N2`$ steps to confine. We find:

$$\underset{\stackrel{~}{}}{𝑥}_n=\omega _n\frac{x_n(y_nc_{n1})+g_n(y_n\psi _{N,n})}{x_n(y_nc_{n1})+h_n(y_n\psi _{N,n})},$$
$`(4.5)`$
where

$$\begin{array}{ccc}& g_n=\frac{q_{n+1}(\psi _{N1,n+1}c_n)}{\psi _{N1,n+1}r_{n+1}},\hfill & (4.6a)\hfill \\ & h_n=\frac{(c_{n1}r_n)(c_n1)}{c_{n1}+c_n\psi _{N,n+1}(c_{n1}+1)},\hfill & (4.6b)\hfill \\ & \omega _n=\frac{u_n(1c_n)+h_n(1+c_n2\psi _{N,n+1})}{u_n(1c_n)+g_n(1+c_n2\psi _{N,n+1})},\hfill & (4.6c)\hfill \\ & u_n=1r_n+\frac{q_n(c_{n1}1)}{h_{n1}}.\hfill & (4.6d)\hfill \end{array}$$

We can now obtain the contiguity relation of the solutions of the Gambier mapping by eliminating $`y`$ between (4.2) and (4.5).

On the other hand, just as in the case of the continuous Gambier system there exists a simpler way to write this mapping. The value of $`y`$ appearing in (4.2) or (4.5) is independent of $`N`$. Thus a far simpler way to present the mapping is for instance as

$$\begin{array}{ccc}& \text{}\underset{\stackrel{~}{}}{𝑦}_n=y_n,\hfill & (4.7a)\hfill \\ & \text{}\underset{\stackrel{~}{}}{𝑥}_n=\omega _n\frac{x_n(y_nc_{n1})+g_n(y_n\psi _{N,n})}{x_n(y_nc_{n1})+h_n(y_n\psi _{N,n})}.\hfill & (4.7b)\hfill \end{array}$$

Again we remark that (4.7) is a mapping of Gambier type although of a very particular one.

5. Conclusion

In this paper we have studied the contiguity relations of the solutions of two equations in the Painlevé-Gambier classification which contain some parameter. This kind of investigation was previously limited to the six transcendental equations of Painlevé. The main result of those studies was to show that the discrete Painlevé equations are just the contiguity relations of the continuous Painlevé equations. Here we have extended this approach to equations which, while not being one of the six Painlevé equations are integrable and, in fact, belong to the same classification. In the case of the Gambier equation we have used the Schlesinger transformation which is associated to the integer parameter $`n`$ appearing in the equation. Our result in the case of the continuous Gambier equation is that the contiguity relation of the solutions satisfies a mapping which assumes the form of a discrete analogue of the Gambier system, in a nice analogy to the situation for the continuous and discrete Painlevé equations. In parallel to our approach for d-$`P`$’s the discrete Gambier system has also been analysed. We have shown that using the Schlesinger transformation that also exist in this case one can derive the contiguity relation of the solutions which turns out to be in the form of (a special case of) a Gambier mapping. We expect our approach to be applicable to other equations of the Painlevé-Gambier classification which contain parameters and for which Miura/Schlesinger transformations exist. Now that the question of classification of discrete Painlevé equations is in the process of being settled  it is interesting to analyse the remaining equations in the classification and work out their implications in the discrete case.

Acknowledgments S. L. acknowledges two scholarships: one from FCAR for his Ph.D. and one from “Le Programme de Soutien de Cotutelle de Thèse de doctorat du Gouvernement du Québec” for his stay in Paris. The research of P.W. was partly supported by research grant from NSERC of Canada and FCAR du Québec. S. L. would like to thank the CNRS for their hospitality. B.G and A.R. acknowledge illuminating e-correspondence with P.A. Clarkson.

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text:
# Resonance studies at STAR

## 1 Introduction

Resonance (vector meson, etc.) production and the modification to their properties by the medium are important signals of phase transition in relativistic heavy ion collisions. Leptonic decay channels of vector mesons have been extensively studied . Their dominant decay branches to hadrons, however, are less extensively studied, partially due to the final state interactions of decay products, the large background from the abundantly produced hadrons ($`\pi ,K`$’s) and the broad mass width. This is especially true for mesons like $`\rho (770)`$ and $`K^0(892)`$ whose daughters consist of $`\pi `$’s and the decay widths are 130MeV and 50MeV, respectively. On the other hand, due to their short lifetime which is comparable to the lifetime of the dense matter, their measured properties may be sensitive to the lifetime of the dense matter. For example, model calculations show that the $`K^0/K`$ ratio is sensitive to the mass modification  of particles in the medium and the dynamic evolution of the source. From detailed comparison of yields and $`p_T`$ distributions of resonances and other particles, we may be able to distinguish different freeze-out conditions .

Simulation has shown that we should be able to reconstruct these resonances with good statistics at RHIC energies through the mixed-event method because the significance of the signal rises with the square root of number of events . However, other effects from flow and detector complicate the situation when the signal is less than 1% of the combinatorics. We can also apply the same mixed-event methos to reconstruct lambda, l-bar, and Ks which are complementary to those from secondary vertex identification.

## 2 Experimental setup and data analysis

The main detector for STAR is the Time Projection Chamber(TPC)  allowing measurement of track multiplicity and momenta of the tracks. The Zero Degree Calorimeters (ZDC) are used to define a minimum bias trigger and an additional scintillating central trigger barrel (CTB) to select the top 14% central events . In this analysis, we take advantage of STAR TPC’s large acceptance ($`95\%`$) and high efficiency ($`85\%`$) at mid-rapidity ($`|y|<0.5`$) to overcome the large combinatoric background.

Data were taken in the summer of 2000 for Au+Au collisions with $`\sqrt{s_{NN}}=130`$ GeV . There are 307K central and 160K minimum bias Au+Au nuclear interactions surviving the cuts described below and used in this analysis. Event vertex is required to be within $`|Z|<95cm`$ along the beam direction of the center of the TPC for uniform acceptance in the range we study . Particles are selected based on momenta measured from track curvature in the TPC at 0.25T solenoidal magnetic field, track quality and particle identification from energy loss in the TPC. The cuts used depend on the daughter particle species. Since $`K\pi `$ from $`K^0`$ and $`\varphi `$ decays are particles originating from the interaction point, we select tracks with $`DCA<3`$ cm where DCA is the distance of closest approach to the primary vertex. For $`p,\overline{p},\pi `$ from $`\mathrm{\Lambda }`$, $`\overline{\mathrm{\Lambda }}`$ with $`c\tau =7.8cm`$, we select tracks with $`DCA<7`$ cm. The purity of the PID selection is good only for low momentum. For example, for $`p>0.8`$ GeV/$`c`$, more than 80% of the produced particles have dE/dx consistent with being a kaon. In addition, we require that pseudorapidity of the daughters $`|\eta |<0.8`$ and opening angle between the daughters $`\mathrm{\Delta }\theta >0.2`$ for $`K^0`$ and $`\mathrm{\Delta }\theta >0.05`$ for $`\varphi `$ and $`\mathrm{\Lambda }`$.

Fig.2 and Fig.2 shows the mixed-event subtracted mass plots of $`\mathrm{\Lambda }`$, $`\overline{\mathrm{\Lambda }}`$ and $`\varphi `$. From these distributions, we fit the $`\mathrm{\Lambda }`$ and $`\overline{\mathrm{\Lambda }}`$ mass peaks and calculate the $`p_T`$ and rapidity integrated ratio of $`\overline{\mathrm{\Lambda }}/\mathrm{\Lambda }=0.77\pm 0.07(stat)`$ for minimum-bias events. The $`p_T`$ and rapidity range of the parent particle are $`p_T<2`$ GeV/$`c`$ and $`|y|<0.5`$ in addition to the cuts on daughter particles. In this calculation, the efficiencies of $`\mathrm{\Lambda }`$ and $`\overline{\mathrm{\Lambda }}`$ cancel out due to the cylindal symmetry of the TPC and its magnetic field. This result is consistent with the result of $`\overline{\mathrm{\Lambda }}/\mathrm{\Lambda }=0.73\pm 0.03(stat)`$ from topological method . It shows that there is net strange baryon in the middle rapidity. We observe about 0.26 reconstructed $`\varphi `$ per central event with good statistics from $`\varphi K^+K^{}`$ (B.R. 49.1%). Analysis on $`p_T`$ spectra and centrality dependence is under way.

$`K^0K^+\pi ^{}`$ and its antiparticle $`\overline{K^0}K^{}\pi ^+`$ (B.R. 67%) can be reconstructed from the charged kaons and pions. The invariant mass of every $`K\pi `$ pair from the same event and a pool of mixed events is calculated and entered in the same-event spectra and the mixed-event spectra seperately. Usually three or more events are “mixed” with each other in same centrality bin and close in vertex position ($`|\mathrm{\Delta }Z|<10cm`$). From the 300K 14% central events, there are more than $`14\times 10^9`$ pairs of the selected kaons and pions. Substantial computation is required to calculate both same-event spectra and mixed-event spectra. The invariant mass distribution of $`K^+\pi ^{}`$ after background subtraction is shown in Fig.4 for 300K 14% central events. The signal-to-background ratio before background subtraction is about 1/1000 for central events, 1/50 for peripheral Au+Au interactions and 1/4 for pp at ISR . However, the important parameter of the significance of the signal is not S/N but the ratio of signal to the fluctuation in the background $`S/\sqrt{N}`$. We observe a $`10\sigma `$ $`K^0`$ signal above the background fluctuation and the raw count of $`K^0`$ is 2.7 per central event. Similarly, a $`9\sigma `$ $`\overline{K^0}`$ signal is observed above the $`K^{}\pi ^+`$ combinatoric background with the raw count of 2.6 per central event. The masses and widths are measured to be $`m_{K^0}=0.893\pm 0.003`$ $`GeV/c^2`$, $`\mathrm{\Gamma }_{K^0}=0.058\pm 0.015`$ $`GeV/c^2`$, $`m_{\overline{K^0}}=0.896\pm 0.004`$ $`GeV/c^2`$ and $`\mathrm{\Gamma }_{\overline{K^0}}=0.063\pm 0.011`$ $`GeV/c^2`$. These are consistent with the values of $`m_{K^0}=0.896`$ $`GeV/c^2`$ and $`\mathrm{\Gamma }_{K^0}=0.0505`$ $`GeV/c^2`$ in the Particle Data Book . Linear and exponential shapes are used to fit the residual background under the signal as shown in Fig.4. The difference is about 20% which is used to estimate the systematic error of the measurements. In order to get the yields, we have to calculate the detector acceptance and efficiency. This is done by embedding GEANT simulated kaons and pions to the real events which then go through the full reconstruction chain . The overall acceptance and efficiency factor $`ϵ`$ depends on centrality, $`p_T`$ and rapidity of the parent and daughter particles. $`ϵ`$ changes from under 20% for $`p_T0`$ to above 50% for $`p_T2.0`$ GeV/$`c`$. In current studies, there is only one integrated $`p_T`$ and rapidity bin at each centrality from the data analysis. An inverse slope of $`T=300MeV`$ and flat in rapidity are assumed for $`K^0`$ to calculate the correction factor $`ϵ`$. $`ϵ=31\%`$ for central events and increases for lower multiplicity events. However, because the efficiency increases with $`p_T`$, an assumed $`T=600MeV`$ results in $`ϵ>40\%`$.

## 3 Results and Discussion

We take $`K^0/h^{}`$ yield ratio and compare the results for different centralities and with those from pp at ISR  and $`e^+e^{}`$ at LEP . $`h^{}`$ is the corrected total primary negatively charged hadrons with $`|\eta |<0.5`$ and $`0.1<p_T<2.0`$ GeV/$`c`$ . The preliminary results as shown in Fig.4 are $`(K^0+\overline{K^0})/2h^{}=0.058\pm 0.01`$ ($`70\%40\%`$), $`(K^0+\overline{K^0})/2h^{}=0.085\pm 0.01`$ ($`40\%20\%`$), $`\overline{K^0}/h^{}=0.058\pm 0.006`$, $`K^0/h^{}=0.06\pm 0.007`$ (top 14%) and $`K^0/h^{}=0.068\pm 0.009`$ (top 5%) for four centrality bins. Errors are statistical only and the systematic errors are estimated to be about 25%. These results are to be compared with $`K^0/\pi =0.044\pm 0.003`$ from $`e^+e^{}`$ at $`\sqrt{s}=91`$ GeV and $`K^0/\pi =0.057\pm 0.009\pm 0.009`$ from pp at $`\sqrt{s}=63`$ GeV. We observe that the $`K^0/h^{}`$ does not change much from low multiplicity to high multiplicity and is compatible to $`K^0/\pi `$ in elementary particle collisions. It is noticed that the composition of $`h^{}`$ has on the order of 80% $`\pi ^{}`$ and the $`h^{}`$ per participant pair in central Au+Au has an increase of 30% from $`p\overline{p}`$ collision at same energies . This implies about 50% increase of the $`K^0`$ per participant pair. A better comparison could be made for $`K^0/K`$ since they have same quark content and only differ in spins. By simple spin counting, the vector meson to meson (pseudoscalar+vector) ratio is $`V/(P+V)=0.75`$. However, due to the mass difference between these two states, $`V/(P+V)`$ is much smaller from elementary collisions. Preliminary comparison indicates that the $`K^0/K`$ of $`0.42\pm 0.14`$ in central Au+Au at RHIC is between the results of $`K^0/K^\pm =0.64(0.55)\pm 0.09\pm 0.03`$ at ISR and $`K^0/K=0.32\pm 0.02`$ at LEP. The preliminary kaon results are from .

However, since the lifetime of $`K^0`$ is short ($`c\tau =4fm`$) and is comparable to the time scale of the evolution of the system, we need to take into account the surviving possibility of $`K^0`$ when comparing the results from Au+Au with those from pp. For example, during the time $`\mathrm{\Delta }t`$ between chemical freeze-out and kinetic freeze-out, the daughter $`K\pi `$ from $`K^0`$ decay may rescatter and the $`K^0`$ may not be reconstructed. A simple model simulation which assumes that a $`K^0`$ decaying before kinetic freeze out can not be reconstructed experimentally shows that $`\mathrm{\Delta }t`$ can only be on the order of a few fm with the current measured $`K^0/K`$ ratio. The consistency of the measured masses and widths of $`K^0`$ to the PDG values seems to indicate that there is no small angle elastic scattering undergone by daughter kaon and pion when they emergy from the dense matter. In reality, the surviving possibility depends on $`\mathrm{\Delta }t`$, source size and $`p_T`$ of $`K^0`$. This may give us a unique tool to measure the time of the evolution of the system.

In conclusion, we observe $`\varphi (1020),K^0(892),\overline{K^0}(892)`$ from first-year data at RHIC taken with the STAR TPC. The measured $`K^0/h^{}`$ are compared with $`K^0/\pi `$ from pp at ISR and $`e^+e^{}`$ at LEP. Although data indicate slight enhancement of $`K^0`$ production per participant pair from pp to Au+Au, $`K^0/K`$ seems to decrease from pp to Au+Au. A more detailed study including momentum distributions should be done with improved statistical and systematic precision from future Au+Au and pp runs at RHIC. We plan to measure the $`p_T`$ spectra of $`K^0`$ and $`\varphi `$ from this data set and future data sets. We will explore the feasibility of measuring many other resonances.