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# Pseudoscalar Meson Mixing in Effective Field Theory

## Abstract

We show that for any effective field theory of colorless meson fields, the mixing schemes of particle states and decay constants are not only related but also determined exclusively by the kinetic and mass Lagrangian densities. In the general case, these are bilinear in terms of the intrinsic fields and involve non-diagonal kinetic and mass matrices. By applying three consecutive steps this Lagrangian can be reduced into the standard quadratic form in terms of the physical fields. These steps are : (i) the diagonalization of the kinetic matrix, (ii) rescaling of the fields, and (iii) the diagonalization of the mass matrix. In case, where the dimensions of the non-diagonal kinetic and mass sub-matrices are respectively, $`k\times k`$ and $`n\times n`$, this procedure leads to mixing schemes which involve $`[k(k1)/2]+[n(n1)/2]`$ angles and $`k`$ field rescaling parameters. This observation holds true irrespective with the type of particle interactions presumed. The commonly used mixing schemes, correspond to a proper choice of the kinetic and mass matrices, and are derived as special cases. In particular, $`\eta `$-$`\eta ^{}`$ mixing, requires one angle, if and only if, the kinetic term with the intrinsic fields has a quadratic form.

Mixing schemes of the pseudoscalar $`\eta (547.3MeV)\eta ^{}(957MeV)`$ mesons has attracted considerable interest in recent years-. The traditional approach based on the flavor $`SU(3)`$ quark model involves a single mixing angle $`\theta _P`$, an octet ($`F_8`$) and a singlet ($`F_0`$) radiative decay constants. The physical states $`\eta \text{and}\eta ^{}`$ are taken to be linear combinations of the octet $`\eta _8`$ and singlet $`\eta _0`$ states, i.e.,

$$\left(\begin{array}{c}\eta \\ \eta ^{}\end{array}\right)=\mathrm{\Omega }(\theta _P)\left(\begin{array}{c}\eta _8\\ \eta _0\end{array}\right),$$
(1)
where $`\mathrm{\Omega }(\theta _P)`$ stands for the unitary matrix,

$$\mathrm{\Omega }(\theta _P)=\left(\begin{array}{cc}\mathrm{cos}\theta _P& \mathrm{sin}\theta _P\\ \mathrm{sin}\theta _P& \mathrm{cos}\theta _P\end{array}\right).$$
(2)
The corresponding physical decay constants $`F_\eta `$ and $`F_\eta ^{}`$ are presumably related to the octet and singlet decay constants through the same unitary transformation. The values of the mixing angle and decay constants are determined from phenomenological ( model dependent) data analyses of various processes , but with a wide range of uncertainty. It is $`abinitio`$ not clear why the state and decay constant mixing schemes should be identical or even similar. Indeed, several authors  suggested a two mixing angle scheme for the decay constants, e.g.,

$$\left(\begin{array}{cc}F_\eta ^8& F_\eta ^0\\ F_\eta ^{}^8& F_\eta ^{}^0\end{array}\right)=\overline{\mathrm{\Theta }}(\theta _\eta ,\theta _\eta ^{})\left(\begin{array}{cc}F_8& 0\\ 0& F_0\end{array}\right);\overline{\mathrm{\Theta }}(\theta _\eta ,\theta _\eta ^{})=\left(\begin{array}{cc}\mathrm{cos}\theta _\eta & \mathrm{sin}\theta _\eta ^{}\\ \mathrm{sin}\theta _\eta & \mathrm{cos}_\eta ^{}\end{array}\right),$$
(3)
while the particle states follow either the same transformation  or a single angle mixing pattern as in Eqn.1. To explain data, the two mixing angles $`\theta _\eta `$ and $`\theta _\eta ^{}`$ turned out to be considerably different. Recently, Feldmann et al. proposed that only in the quark flavor basis (QFB), $`q\overline{q}=(u\overline{u}+d\overline{d})/\sqrt{2}`$ and $`s\overline{s}`$, the decay constants and particle states follow the same mixing pattern, namely,

$$\left(\begin{array}{cc}F_\eta ^q& F_\eta ^s\\ F_\eta ^{}^q& F_\eta ^{}^s\end{array}\right)=\mathrm{\Omega }(\varphi )\left(\begin{array}{cc}F_q& 0\\ 0& F_s\end{array}\right),$$
(4)
and,

$$\left(\begin{array}{c}\eta \\ \eta ^{}\end{array}\right)=\mathrm{\Omega }(\varphi )\left(\begin{array}{c}\eta _q\\ \eta _s\end{array}\right).$$
(5)
Clearly, the advantage of such a scheme is that only one mixing angle $`\varphi `$ is required. It is to be stressed that by assumption this simplification is restricted to the case of two orthogonal QFB states only. Usually, in the octet-singlet basis, however, there is a need for one mixing angle $`\theta _P=\varphi \theta _{ideal},\theta _{ideal}=\mathrm{arctan}\sqrt{2}`$ for the particle states and two mixing angles, Eqn. 3, for the decay constants. It is the purpose of the present note to show that for any effective field theory (EFT) irrespective with the field interactions presumed, the mixing schemes for the states and decay constants not only are related but also determined exclusively by the structure of the kinetic and mass Lagrangian densities.

We recall that the QCD Lagrangian exhibits a $`SU(3)_LSU(3)_R`$ symmetry which breaks down spontaneously to $`SU(3)_V`$, giving rise to an octet of light Goldstone pseudoscalar mesons. The axial $`U(1)`$ symmetry of the QCD Lagrangian is broken by the anomaly, giving rise to a ninth Goldstone pseudoscalar singlet meson. The corresponding octet and singlet state mix because of $`SU(3)`$ flavor symmetry breaking, reflecting a nontrivial nature of the QCD vacuum. Therefore, any EFT of colorless fields which allows for a consistent treatment of hadronic physics must also describe the mixing and mass spectrum of the physical mesons. For such theories, the most general form of the Goldstone meson kinetic and mass Lagrangian terms is,

$$L_{km}=\frac{1}{2}(_\mu \mathrm{\Phi })K(^\mu \mathrm{\Phi })+\frac{1}{2}\mathrm{\Phi }M^2\mathrm{\Phi },$$
(6)
where $`\mathrm{\Phi }`$ stands for the intrinsic field matrix, $`K\text{and}M^2`$ are the kinetic and mass matrices. Usually, $`K\text{and}M^2`$ are non-diagonal and the Lagrangian $`L_{km}`$ is bilinear rather than quadratic as invoked from the Klein-Gordon equation for the physical fields. In what follows we show that this expression can always be reduced into the standard quadratic form by applying three consecutive steps which transform the intrinsic fields into the physical fields, and in turn determine the mixing schemes for both the states and decay constants, uniquely.

As indicated already, the two matrices $`K`$ and $`M^2`$ are, in general, non-diagonal. We first diagonalize $`K`$ using the unitary transformation,

$$\mathrm{\Phi }=\mathrm{{\rm Y}}\mathrm{\Phi }^{}.$$
(7)
Following this step the Lagrangian becomes,

$$L_{km}=\frac{1}{2}(_\mu \mathrm{\Phi }^{})\widehat{K}(^\mu \mathrm{\Phi }^{})+\frac{1}{2}\mathrm{\Phi }^{}\mathrm{{\rm Y}}^1M^2\mathrm{{\rm Y}}\mathrm{\Phi }^{},$$
(8)
with $`\widehat{K}=diag(\kappa _1,\kappa _2,\mathrm{})`$. The eigenvalues $`\kappa _i(i=1,2,\mathrm{})`$, however, are not necessarily equal 1, and we rescale the fields in order to restore the standard normalization of the kinetic term, i.e.,

$$\mathrm{\Phi }^{}=R\mathrm{\Phi }^{\prime \prime },$$
(9)
where $`R=diag(1/\sqrt{\kappa _1},1/\sqrt{\kappa _2},\mathrm{})`$. With this second step, the kinetic term in terms of the renormalized fields $`\mathrm{\Phi }^{\prime \prime }`$ acquires the standard quadratic form and the mass matrix is,

$$\stackrel{~}{M}^2=R\mathrm{{\rm Y}}^1M^2\mathrm{{\rm Y}}R.$$
(10)
As a last step we diagonalize the matrix $`\stackrel{~}{M}^2`$ via another unitary transformation of the fields $`\mathrm{\Phi }^{\prime \prime }`$ into the physical fields $`\mathrm{\Phi }_{ph}`$,

$$\mathrm{\Phi }^{\prime \prime }=\mathrm{\Omega }\mathrm{\Phi }_{ph}.$$
(11)
With this last step the transformed mass matrix becomes $`M_{ph}^2=diag(m_1^2,m_2^2,\mathrm{})`$, where the eigenvalues $`m_1,m_2,\mathrm{}`$ are to be identified with the physical meson masses. Altogether the three steps transform the intrinsic fields $`\mathrm{\Phi }`$ into the physical fields $`\mathrm{\Phi }_{ph}`$,

$$\mathrm{\Phi }=\mathrm{\Theta }\mathrm{\Phi }_{ph};\mathrm{\Theta }=\mathrm{{\rm Y}}R\mathrm{\Omega }.$$
(12)
We now turn to show that the meson decay constants $`F_{ph}`$ transform in a similar way. We start from the usual definition of the decay constants,

$$<0|J_{\mu 5}^i|\mathrm{\Phi }_{ph}^m>iF_{ph}^{im}q_\mu ,$$
(13)
where $`J_{\mu 5}^i`$ stands for the axial vector currents, and the indices $`i\text{and}m`$ label the intrinsic and physical fields. From the Lagrangian Eqn. 6 and by substituting the transformation 12 we may write,

$$J_{\mu 5}=FK_\mu \mathrm{\Phi }=FK\mathrm{\Theta }_\mu \mathrm{\Phi }_{ph},$$
(14)
where $`F=diag(F_1,F_2,\mathrm{})`$ is the intrinsic decay constant matrix. Thus, the matrix of the physical decay constants is,

$$F_{ph}=FK\mathrm{\Theta }=\stackrel{~}{F}\mathrm{\Theta },$$
(15)
where $`\stackrel{~}{F}=FK`$ is the matrix of renormalized intrinsic decay constants.

This complete our argument that the transformation $`\mathrm{\Theta }`$ determines the mixing schemes for the particle states and the decay constants. Obviously the parameterization of this transformation depends on the dimensions of non-diagonal sub-matrices of $`K\text{and}M^2`$. Let the corresponding dimensions of these sub-matrices be $`k\times k\text{and}n\times n`$, respectively. We may parameterize the orthogonal transformation $`\mathrm{{\rm Y}}`$ using $`k(k1)/2`$ real independent mixing angles. Likewise, the $`\mathrm{\Omega }`$ would be described by $`n(n1)/2`$ independent mixing angles. We may then conclude that the mixing schemes involve at most, $`[k(k1)/2]+[n(n1)/2]`$ mixing angles and $`k`$ rescaling parameters, the value of which are determined by the matrix elements of $`K`$ and $`\stackrel{~}{M}^2`$. In the special case where the kinetic term is non diagonal, but gets diagonalized simultaneously with the mass matrix, the matrices commute (i.e. $`k=n`$) and the number of mixing angles reduces to $`k(k1)/2`$ only. As an example, for the commonly considered case of two intrinsic states $`\eta _8`$ and $`\eta _0`$, where $`K`$ is diagonal ($`k=1`$) and $`M^2`$ is a $`2\times 2`$ matrix, only one mixing angle is required. Should we include a third component, like a gluonium ($`\eta _g`$), $`K`$ and $`M^2`$ are $`3\times 3`$ matrices. The most commonly considered case is that corresponding to a diagonal kinetic and a non diagonal mass matrices. Then the transformation $`\mathrm{\Theta }`$ involves a priori 3 mixing angles. With one of the mixing angles taken to be zero the gluonium component of one physical state vanishes. This leads to a two angle mixing scheme for the case of three particles. By taking a second angle to be zero, one decouples the gluonium from the $`\eta _8\eta _0`$ doublet, what yields again a one mixing angle pattern. Clearly, however, for the most general case of $`\eta _8\eta _0`$ mixing both $`K`$ and $`M^2`$ are $`2\times 2`$ non diagonal matrices, and therefore, the transformation $`\mathrm{\Theta }`$ involves two mixing angles as well as two rescaling parameters.

Let us consider this last example in more details. The contributions of the $`\eta _0`$ and $`\eta _8`$ to the Lagrangian Eqn. 6 sum to,

$$L_{km}^{08}=\frac{1}{2}(\begin{array}{cc}_\mu \eta _8& _\mu \eta _0\end{array})K_{8,0}\left(\begin{array}{c}^\mu \eta _8\\ ^\mu \eta _0\end{array}\right)+\frac{1}{2}(\begin{array}{cc}\eta _8& \eta _0\end{array})^2(8,0)\left(\begin{array}{c}\eta _8\\ \eta _0\end{array}\right),$$
(16)
with,

$$K_{8,0}=\left(\begin{array}{cc}\kappa _{88}& \kappa _{08}\\ \kappa _{08}& \kappa _{00}\end{array}\right),^2(8,0)=\left(\begin{array}{cc}m_{88}^2& m_{08}^2\\ m_{08}^2& m_{00}^2\end{array}\right).$$
(17)
Following the procedure outlined above we first diagonalize the matrix $`K_{8,0}`$ using the unitary transformation,

$$\left(\begin{array}{c}\eta _8\\ \eta _0\end{array}\right)=\mathrm{{\rm Y}}\left(\begin{array}{c}\overline{\eta }_8\\ \overline{\eta }_0\end{array}\right),\mathrm{{\rm Y}}=\left(\begin{array}{cc}\mathrm{cos}\lambda & \mathrm{sin}\lambda \\ \mathrm{sin}\lambda & \mathrm{cos}\lambda \end{array}\right),$$
(18)
which leads to,

$$L_{km}^{08}=\frac{1}{2}\kappa _8(_\mu \overline{\eta }_8)^2+\frac{1}{2}\kappa _0(_\mu \overline{\eta }_0)^2+\frac{1}{2}(\overline{\eta }_8,\overline{\eta }_0)\mathrm{{\rm Y}}^1^2\mathrm{{\rm Y}}\left(\begin{array}{c}\overline{\eta }_8\\ \overline{\eta }_0\end{array}\right).$$
(19)
Here $`\kappa _0,\text{and}\kappa _8`$ are eigenvalues of the matrix $`K_{8,0}`$. Next we rescale the pseudoscalar fields according to,

$$\left(\begin{array}{c}\overline{\eta }_8\\ \overline{\eta }_0\end{array}\right)=R\left(\begin{array}{c}\widehat{\eta }_8\\ \widehat{\eta }_0\end{array}\right),R=diag(z,f)diag(1/\sqrt{\kappa _8},1/\sqrt{\kappa _0}).$$
(20)
Following these two transformations, the kinetic term acquires the standard quadratic form, $`(1/2)[(_\mu \widehat{\eta }_8)^2+(_\mu \widehat{\eta }_0)^2]`$ and the mass matrix becomes,

$$\widehat{}^2(8,0)=R\mathrm{{\rm Y}}^1^2(8.0)\mathrm{{\rm Y}}R=\left(\begin{array}{cc}\widehat{m}_{88}^2& \widehat{m}_{80}^2\\ \widehat{m}_{80}^2& \widehat{m}_{00}^2\end{array}\right).$$
(21)
We may now diagonalize this matrix by another unitary transformation,

$$\left(\begin{array}{c}\widehat{\eta }_8\\ \widehat{\eta }_0\end{array}\right)=\mathrm{\Omega }\left(\begin{array}{c}\eta \\ \eta ^{}\end{array}\right),\mathrm{\Omega }=\left(\begin{array}{cc}\mathrm{cos}\chi & \mathrm{sin}\chi \\ \mathrm{sin}\chi & \mathrm{cos}\chi \end{array}\right).$$
(22)
The relations between the $`\eta _8`$ and $`\eta _0`$ and physical fields $`\eta ,\eta ^{}`$ is then given by,

$$\left(\begin{array}{c}\eta _8\\ \eta _0\end{array}\right)=\mathrm{\Theta }\left(\begin{array}{c}\eta \\ \eta ^{}\end{array}\right),$$
(23)
where,

$$\mathrm{\Theta }=\mathrm{{\rm Y}}R\mathrm{\Omega }=\left(\begin{array}{cc}z\mathrm{cos}\lambda \mathrm{cos}\chi f\mathrm{sin}\lambda \mathrm{sin}\chi & z\mathrm{cos}\lambda \mathrm{sin}\chi +f\mathrm{sin}\lambda \mathrm{cos}\chi \\ z\mathrm{sin}\lambda \mathrm{cos}\chi f\mathrm{cos}\lambda \mathrm{sin}\chi & z\mathrm{sin}\lambda \mathrm{sin}\chi +f\mathrm{cos}\lambda \mathrm{cos}\chi \end{array}\right).$$
(24)
Note that the transformation $`\mathrm{\Theta }`$ depends on two mixing angles $`\lambda \text{and}\chi `$ and two rescaling parameters $`z\text{and}f`$. To write $`\mathrm{\Theta }`$ in a more convenient and familiar form, we define new parameters,

$`z_1^2=z^2\mathrm{cos}^2\chi +f^2\mathrm{sin}^2\chi ,`$ $`z\mathrm{cos}\chi =z_1\mathrm{cos}\psi _1,`$ $`f\mathrm{sin}\chi =z_1\mathrm{sin}\psi _1,`$ (25)
$`z_2^2=f^2\mathrm{cos}^2\chi +z^2\mathrm{sin}^2\chi ,`$ $`f\mathrm{cos}\chi =z_2\mathrm{cos}\psi _2,`$ $`z\mathrm{sin}\chi =z_2\mathrm{sin}\psi _2,`$ (26)
$`\mathrm{tan}\psi _1={\displaystyle \frac{f}{z}}\mathrm{tan}\chi ,`$ $`\mathrm{tan}\psi _1={\displaystyle \frac{f^2}{z^2}}\mathrm{tan}\psi _2,`$ (27)
$`\theta _\eta =\lambda \psi _2,`$ $`\theta _\eta ^{}=\lambda \psi _1.`$ (28)
and write $`\mathrm{\Theta }`$ in the form 3

$$\mathrm{\Theta }=\left(\begin{array}{cc}\mathrm{cos}\theta _\eta ^{}& \mathrm{sin}\theta _\eta \\ \mathrm{sin}\theta _\eta ^{}& \mathrm{cos}\theta _\eta \end{array}\right)\overline{Z},$$
(29)
with $`\overline{Z}=diag(z_1,z_2)`$. This exact general form of the field transformation includes two mixing angles $`\theta _\eta \text{and}\theta _\eta ^{}`$, as well as two rescaling parameters $`z_1\text{and}z_2`$. A similar two mixing angle scheme was proposed by Escribano and Frère . In our scheme, however, the physical $`\eta `$ and $`\eta ^{}`$ are orthogonal.

We now turn to demonstrate that the pseudoscalar decay constants $`F_P^i(i=8,0;P=\eta ,\eta ^{})`$ are related to the octet and singlet decay constants $`F_8,\text{and}F_0`$, the same way the physical $`\eta ,\eta ^{}`$ are related to the intrinsic $`\eta _8,\eta _0`$ states. The axial vector currents read,

$$\left(\begin{array}{c}J_\mu ^8\\ J_\mu ^0\end{array}\right)=FK\left(\begin{array}{c}_\mu \eta _8\\ _\mu \eta _0\end{array}\right),$$
(30)
where $`F=diag(F_8,F_0)`$. The matrix of the corresponding physical decay constants $`F_{ph}^i`$ is,

$$\left(\begin{array}{cc}F_\eta ^8& F_\eta ^{}^8\\ F_\eta ^0& F_\eta ^{}^0\end{array}\right)=FK\mathrm{\Theta }=F\stackrel{~}{\mathrm{\Theta }}.$$
(31)
Since,

$$K\mathrm{{\rm Y}}R=\mathrm{{\rm Y}}R^1,$$
(32)
one obtains,

$$\stackrel{~}{\mathrm{\Theta }}=\mathrm{{\rm Y}}R^1\mathrm{\Omega }=\sqrt{\kappa _8\kappa _0}\left(\begin{array}{cc}f\mathrm{cos}\lambda \mathrm{cos}\chi z\mathrm{sin}\lambda \mathrm{sin}\chi & f\mathrm{cos}\lambda \mathrm{sin}\chi +z\mathrm{sin}\lambda \mathrm{cos}\chi \\ f\mathrm{sin}\lambda \mathrm{cos}\chi z\mathrm{cos}\lambda \mathrm{sin}\chi & f\mathrm{sin}\lambda \mathrm{sin}\chi +z\mathrm{cos}\lambda \mathrm{cos}\chi \end{array}\right).$$
(33)
Again we introduce new parameters,

$`\stackrel{~}{z}_1^2=f^2\mathrm{cos}^2\chi +z^2\mathrm{sin}^2\chi ,`$ $`f\mathrm{cos}\chi =\stackrel{~}{z}_1\mathrm{cos}\stackrel{~}{\psi }_1,`$ $`z\mathrm{sin}\chi =\stackrel{~}{z}_1\mathrm{sin}\stackrel{~}{\psi }_1,`$ (34)
$`\stackrel{~}{z}_2^2=z^2\mathrm{cos}^2\chi +f^2\mathrm{sin}^2\chi ,`$ $`z\mathrm{cos}\chi =\stackrel{~}{z}_2\mathrm{cos}\stackrel{~}{\psi }_2,`$ $`f\mathrm{sin}\chi =\stackrel{~}{z}_2\mathrm{sin}\stackrel{~}{\psi }_2,`$ (35)
$`\mathrm{tan}\stackrel{~}{\psi }_1={\displaystyle \frac{z}{f}}\mathrm{tan}\chi ,`$ $`\mathrm{tan}\stackrel{~}{\psi }_2={\displaystyle \frac{f^2}{z^2}}\mathrm{tan}\stackrel{~}{\psi }_1.`$ (36)
From Eqns. 36 and 27 $`\stackrel{~}{\psi }_1=\psi _2\text{and}\stackrel{~}{\psi }_2=\psi _1`$ and after simple algebraic manipulations one obtains,

$$\stackrel{~}{\mathrm{\Theta }}=\mathrm{\Lambda }\mathrm{\Xi },\mathrm{\Lambda }=\left(\begin{array}{cc}\mathrm{cos}\theta _\eta & \mathrm{sin}\theta _\eta ^{}\\ \mathrm{sin}\theta _\eta & \mathrm{cos}\theta _\eta ^{}\end{array}\right),$$
(37)
with $`\mathrm{\Xi }=diag(\xi _1,\xi _2)=diag(\stackrel{~}{z}_1\sqrt{\kappa _8\kappa _0},\stackrel{~}{z}_2\sqrt{\kappa _8\kappa _0})`$. Hence the pseudoscalar decay constants mix according to,

$$\left(\begin{array}{cc}F_\eta ^8& F_\eta ^{}^8\\ F_\eta ^0& F_\eta ^{}^0\end{array}\right)=F\mathrm{\Lambda }\mathrm{\Xi },$$
(38)
This relation should be compared with the corresponding relation for the fields (see Eqns.23,29),

$$(\begin{array}{cc}\eta & \eta ^{}\end{array})=(\begin{array}{cc}\stackrel{~}{\eta }_8& \stackrel{~}{\eta }_0\end{array})\mathrm{\Lambda }\overline{Z}^1,$$
(39)
where,

$$(\begin{array}{cc}\stackrel{~}{\eta }_8& \stackrel{~}{\eta }_0\end{array})=(\begin{array}{cc}\eta _8/\mathrm{\Delta }& \eta _0/\mathrm{\Delta }\end{array}),$$
(40)
and $`\mathrm{\Delta }=\mathrm{cos}(\theta _\eta ^{}\theta _\eta )`$. We may thus conclude that the $`renormalized`$ decay constants and fields follow the same transformation $`\mathrm{\Lambda }`$. Clearly, even in the limit of exact nonet symmetry, where $`F_8=F_0`$, the reduction of the meson kinetic term to the standard quadratic form may lead to renormalized decay constants $`\stackrel{~}{F}_8\stackrel{~}{F}_0`$.

It must be stressed again that, for any EFT for which the kinetic term has a bi-linear form, the mixing schemes for the states and decay constants involve two angles and two rescaling parameters. Clearly, for a diagonal kinetic matrix, $`\lambda =0`$, $`\psi _1`$ and $`\psi _2`$ vanish, and the results reduce to a one angle mixing scheme (Eqn.1). The scheme of Feldmann et al. corresponds to ideal mixing where flavorless mesons are represented by fields with or without strange quark content. Their assumption that, the states and decay constants follow the same one angle mixing scheme (Eqns.4-5) is equivalent to the assumption that the kinetic term has the standard form. This immediately leads to one mixing angle scheme with neither field nor decay constant renormalizations.

In summary for any EFT the particle and decay constant mixing is defined solely by the effective kinetic and mass terms of the particle Lagrangian. Since radiative corrections may only alter the values of the matrix elements of $`K`$ and $`M^2`$ but do not change the general form of $`L_{km}`$ this statement is valid for any type of interactions the theory accounting for. Previously suggested mixing schemes correspond to a proper choice of the kinetic matrix. Particularly, $`\eta \eta ^{}`$ mixing require one mixing angle scheme, if and only if, the kinetic term for the intrinsic fields has a quadratic form. Such are the traditional scheme  and the one proposed by Feldmann et al.. A bi-linear (i.e. with non diagonal matrix) kinetic term leads to a two mixing angle scheme similar but not identical to the one proposed by Escribano and Frère.

Acknowledgment This work was supported in part by the Israel Ministry of Absorption.


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# 1 Critical magnetic Bond number as a function of droplet aspect ratio for some modes of shape instability.

Comment on “Novel Convective Instabilities in a Magnetic Fluid”

In a recent experiment , a vertical laser beam created a hot spot in a thin horizontal ferrofluid layer. Since the Soret coefficient for the fluid was positive and large, magnetic grains (of which the ferrofluid was composed) effectively migrated towards cold regions. Therefore, the concentration of the grains inside the hot fluid volume appeared to be much lower than outside, hence the hot spot became transparent. Being initially round, the area of transparency transformed under the action of a strong enough vertical magnetic field into $`n`$-lobe polygons. Luo, Du, and Huang interpreted the phenomenon as “a new convective instability… The triangular shape originates from 6 convective rolls with their axes parallel to the optic axis. Accordingly, an 8-roll state gives rise to a tetragon and 10-roll state a pentagon”. The rolls, however, exist only in imagination of the authors of . If the rolls had existed in reality, they would have been directly visible in the same experiment. Fortunately, there is no necessity in such an odd explanation based on unobservable convective rolls. There is a much more plausible interpretation of observations from .

The hot fluid volume may be considered as a nonmagnetic inset – ”bubble” – surrounded by the magnetic fluid. The border of the bubble has to be sufficiently distinct since the temperature steeply decreases with the distance from the laser beam axis . Thus one can introduce an effective radius $`R`$ of the hot droplet and its surface tension $`\sigma `$ . The latter has a pure magnetic origin: the volume fraction of magnetic grains $`\varphi `$ was $`6\%`$ at $`r>R`$, and it was negligible at $`r<R`$. Hence, the surface tension on the border $`r=R`$ can be estimated by the expression $`\sigma m^2/\overline{D}^5`$, where $`m`$ stands for the magnetic moment of a single particle and $`\overline{D}`$ is the mean distance between the particles outside the droplet. Substituting $`m=(\pi \overline{d}^3/6)M_s`$ and $`\overline{D}=\overline{d}\varphi ^{1/3}`$ we arrive at $`\sigma (\pi M_s/6)^2\overline{d}\varphi ^{5/3}`$, where $`\overline{d}=9\mathrm{nm}`$ is the mean particle diameter and $`M_s=480\mathrm{G}`$ is the bulk magnetization of dispersed magnetite. For afore-cited parameter values from , we obtain $`\sigma 5.2\times 10^4\mathrm{dyne}/\mathrm{cm}`$ what is five orders less than the surface tension of water.

Let us consider the inverse situation. As it is well-known, a ferrofluid droplet placed in a horizontal Hele-Shaw cell experiences under the vertical field $`H`$ the shape instability : the circle transforms into triangle, tetragon or other $`n`$-lobe polygons in order to reduce its magnetic energy. The competition between capillary and magnetic forces is characterized by the magnetic Bond number $`Bm=4M^2R/\sigma `$ where $`M=\chi H`$ is the fluid magnetization and $`\chi `$ the initial magnetic susceptibility which obeys (approximately) the Curie law. The critical value $`Bm_c=(4\chi ^2R/\sigma )H_c^2`$ for the shape instability with respect to a $`n`$-lobe mode depends on $`n`$ and on the ratio $`p=2R/h`$ of the droplet diameter to the cell thickness . The dependence $`Bm_c(p)`$ for $`n=2,\mathrm{\hspace{0.17em}3}\mathrm{},\mathrm{\hspace{0.17em}7}`$ calculated by Drikis  is shown in Fig. 1.

Return now to the hot droplet. Luo, Du, and Huang reported that “the temperature difference is about $`15\mathrm{K}`$ between the beam axis and the beam edge. However, the temperature continues to decrease outside the beam and levels off at several beam widths$`;`$ the corresponding temperature difference is about $`40\mathrm{K}`$”. So, as the radius of laser beam was $`\rho =6.7\mu \mathrm{m}`$, an estimate $`R3\rho =20\mu \mathrm{m}`$ looks pretty reasonable. The fluid used in  had the value $`4\pi \chi =0.94`$ at room temperature. Thus we find $`\chi =0.07`$ at $`T=315\mathrm{K}`$: by our estimate, it is the temperature at the edge of the droplet, $`r=R`$. For the cell thickness $`h=100\mu \mathrm{m}`$ (i.e., $`p=0.4`$) and $`n=3`$ (triangle) Fig. 1 predicts $`Bm_c=38`$. Substituting above parameters into

$$H_c=(2\chi )^1\sqrt{(\sigma /R)Bm_c},$$
$`(1)`$
we obtain $`H_c=22.4\mathrm{Oe}`$ that agrees well with experimental value $`H_c^{\mathrm{exp}}=22\mathrm{Oe}`$. In experiment , the critical field decreased when the sample thickness was lowered. Indeed, for $`h=50\mu \mathrm{m}`$ and the same $`R`$ we have $`p=0.8`$ and $`Bm_c=20`$ which corresponds to the value $`H_c=15.7\mathrm{Oe}`$. The latter is sufficiently close to $`H_c^{\mathrm{exp}}=13\mathrm{Oe}`$. Thus, we have demonstrated that quite well established facts of the physics of magnetic fluids are sufficient to explain the experimental results  in a simple and reasonable way.

I am grateful to I. Drikis for providing Fig. 1 from .

Mark I. Shliomis

Department of Mechanical Engineering

Ben-Gurion University of the Negev

P.O.B. 653, Beer-Sheva, Israel

PACS numbers: 83.10.Ji, 47.27.Te, 66.10.Cb, 82.40.Bj


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# Hidden Chaos

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## Abstract

When a medium composed of microscopic elements is subjected to a high intensity field, the individual behaviors of microscopic elements can become chaotic. In such cases it is important to consider the effects of this irregularity at microscopical level onto the macroscopic behavior of the medium. We show that the macroscopic field produced by a large group of chaotic scatterers can remain regular, due to the partial or complete phase coherence of the scattering elements and the incoherence of the chaotic components of their responses. Thus when only macroscopic fields are observed, one may be unaware of chaotic microscopical motion, as it appears to be hidden from the observer. The coupling among the elements may lead to partial chaos synchronization, which exposes the chaotic nature of the system making the oscillations of macroscopic fields more irregular.

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The problem of wave scattering and dispersion is one of the basic problems in many branches of physics. In most physical problems scattering and dispersion are explained by the interaction of the wave field with particles that respond linearly or weakly nonlinearly to the external forcing. However over the last few years problems appeared where external fields are so powerful that they drive the individual scatterers into the chaotic regime. Examples of such problems are the chaotic excitation of atoms and molecules by powerful electro-magnetic fields  and chaotic pulsations of cavitating bubbles in powerful ultrasonic fields . In such cases the problem of scattering and dispersion becomes more complicated. Even if the behavior of a microscopic element is chaotic, it is not obvious what manifestation this would have at the macroscopic level. The study of this issue is important from both theoretical and experimental prospectives.

Scattering elements can typically be considered as passive damped oscillators. When the amplitude of the scattered field is small compared to the external field, the effect of the scattered field upon an individual element is negligible and the whole system becomes an ensemble of uncoupled damped oscillators driven by the same external force. Beyond some amplitude level the nonlinearity of the scatterers becomes essential and can lead to chaotization of their oscillations. In many cases chaotic oscillations occurring in a single damped oscillator under the action of a periodic external force turn out to be in some sense phase locked to the driving force. As the result, chaotic oscillations in such systems contain components that are coherent with the external driving. If the macroscopic field is produced by a large group of such microscopic elements, these components add coherently, while the chaotic components of signals add non-coherently. The resulting macroscopic field becomes nearly periodic.

When the coupling through the scattered field is taken into account, an unusual situation occurs. Sufficiently strong coupling can lead to partial or complete synchronization of chaotic oscillations in individual elements . In such case chaotic components of these oscillations begin to add coherently and the macroscopic field becomes more chaotic. Thus the synchronization phenomenon, which is normally associated with the onset of a more regular behavior in the system, has the opposite effect on the observed macroscopic quantities, making their oscillations less regular.

To better understand this phenomenon, let us consider as an example the following system:

$$\frac{d^2x_j}{dt^2}+\nu \frac{dx_j}{dt}\frac{\alpha }{x_j^3}+\frac{1}{x_j^2}=A\mathrm{sin}(\mathrm{\Omega }t)+\underset{i=1}{\overset{N}{}}\frac{\kappa _{i,j}}{N}\frac{dx_i}{dt}.$$
(1)
These equations describe damped motion of $`N`$ particles in the potential $`U(x)=\alpha /(2x^2)1/x`$ and subject to the periodic external force. The last term is to account for possible synchronization effects due to the mutual coupling through the macroscopic field. Here we assume for simplicity that the scattering region is much smaller than the wavelength of the external field and neglect the delays in the coupling term. The values of the coupling coefficients depend on the geometry of the problem. We consider the case where the scattered field is proportional to the derivative of the state of a scattering element, $`y_j(t)=dx_j(t)/dt`$. In the following discussion we shall keep $`\nu =0.4`$, $`\alpha =0.75`$, $`A=0.45`$, and $`\mathrm{\Omega }=1.3`$.

With these values of parameters and with $`\kappa _{i,j}=0`$ for all $`i`$ and $`j`$, system (1) oscillates in a chaotic regime, as illustrated in Fig.1.

The response of the ensemble, $`Y(t)`$, observed far from the scattering region is proportional to the sum of fields from individual scatterers:

$`Y(t){\displaystyle \underset{j=1}{\overset{N}{}}}y_j(t).`$

Assuming stationarity of $`y_j(t)`$, the mean temporal power spectral density $`P(\omega )`$ of the scattered field can be calculated using

$`P(\omega )={\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\mathrm{}}}C(\tau )cos\omega \tau 𝑑\tau ,`$

where $`C(\tau )`$ is the auto-correlation function for $`Y(t)`$:

$`C(\tau )=<Y(t)Y(t+\tau )>={\displaystyle \underset{j,k=1}{\overset{N}{}}}<y_j(t)y_k(t+\tau )>`$

The last sum contains auto-correlation terms ($`j=k`$) and cross-correlation terms ($`jk`$).

Let us first consider the case when $`\kappa _{i,j}=0`$ for all $`i`$ and $`j`$. Then all oscillators (1) evolve on the same attractor so that $`<y_j(t)y_j(t+\tau )>=C_0(\tau )`$, and $`<y_j(t)y_k(t+\tau )>=C_X(\tau )`$ for $`ij`$, independent of $`j`$ and $`k`$. Thus the autocorrelation of the macroscopic field can be written as

$`C(\tau )=N\left(C_0(\tau )C_X(\tau )\right)+N^2C_X(\tau ),`$

and the power spectral density can be written as

$$P(\omega )=N\left(P_1(\omega )P_X(\omega )\right)+N^2P_X(\omega ),$$
(2)
where $`P_1(\omega )`$ is the power spectral density of a single response, and $`P_X(\omega )`$ is the cross spectral density.

The autocorrelation, $`C_0(\tau )`$, the cross-correlation $`C_X(\tau )`$ and the difference between the two, $`C_C(\tau )=C_0(\tau )C_X(\tau )`$ are shown in Fig.2. We see that $`C_C(\tau )`$ decays at large $`|\tau |`$, which means that $`P_1(\omega )P_X(\omega )`$ is the continuous component of the power spectrum. More interestingly, we observe that $`C_X(\tau )`$ is a purely periodic function, meaning $`P_X(\omega )`$ is the discrete component of the spectrum.

Equation 2 indicates that as the number of scattering elements increases, the coherent component of the spectrum increases quadratically with the number of elements, while the continuous spectrum component increases linearly, as it typically happens with non-coherent signals. Therefore, with a large number of chaotic microscopic elements, the macroscopic response of the system is highly regular, nearly periodic. Thus the chaotic nature of the system is hidden from the macroscopic observer. This is illustrated in Fig.3 and Fig.4. The faster growth of the discrete spectral component, compared to the continuous chaotic component, is evident in Fig.4. A closer look at a proper projection of this figure reveals good agreement with the prediction of (2): the slope for the discrete part of the spectrum is twice larger than for the continuous part.

In order to explain the mentioned features of the correlation functions, let us study the phase properties of individual responses. System (1) with zero coupling belongs to the class of two-dimensional systems with periodic forcing, $`d𝐱/dt=𝐅(𝐱,t)`$, where $`𝐱\mathrm{}^2`$ and $`𝐅(𝐱,t)=𝐅(𝐱,t+T)`$, with strictly negative divergence of the vector field $`𝐱`$: $`\text{div}𝐅(𝐱,t)<0`$ for any $`𝐱`$. By Liouville’s formula it can be shown that for such systems the Poincare map $`𝐱(t)𝐱(t+T)`$ is area-contracting and therefore cannot contain invariant circles. For the non-autonomous system $`𝐱(t)`$ this means that it cannot posses quasiperiodic motions corresponding to trajectories on invariant tori. All motions in this system are either periodic motions phase locked with the external forcing or chaotic motions. If present, chaotic trajectories will wonder in the vicinity of the skeleton composed of periodic orbits, which are phase locked to the driving force. The effect of this phase locking can be seen if we introduce the phase of chaotic oscillations as the angle variable in the angle-amplitude representation of the Hilbert transform, $`h_j(t)`$ :

$$h_j(t)=y_j(t)+\frac{i}{\pi }\text{P.V.}_{\mathrm{}}^{\mathrm{}}\frac{y_j(\tau )}{\tau t}𝑑\tau ,$$

The phase mismatch between the response and the driving force, $`\mathrm{\Phi }_j(t)=\varphi _j(t)\mathrm{\Omega }t`$, is shown in Fig.5. We observe that $`\mathrm{max}(\mathrm{\Phi }_j(t))\mathrm{min}_j(\mathrm{\Phi }(t))<\pi `$. Thus the chaotic response oscillations are loosely phase locked with the periodic driving and the fluctuations of the relative phase are less than half-a-period. Due to this, the cross-correlation of two oscillators driven by the same external field is purely periodic because the effect of chaos averages to zero, while the component coherent with the periodic driving does not. When $`\tau `$ is large, due to the divergence of trajectories in the phase space of chaotic systems and the loss of information about the initial condition, the difference between computing autocorrelation for a single oscillator and computing cross-correlation for signals from two different oscillators disappears. This explains why $`C_0(\tau )`$ becomes purely periodic, and $`C_C(\tau )`$ decays to zero, see Fig.2.

Let us now consider what happens when the coupling among the elements is taken into account. For simplicity we assume that $`\kappa _{i,j}=K`$. Then the system (1) has the solution where $`x_i(t)=X(t)`$ for all $`i`$, which corresponds to identically synchronized chaotic oscillations in the ensemble. If the coupling among the elements is sufficiently strong to stabilize this solution, clearly, the mean field response is proportional to that of a single element and is chaotic. Thus, although as synchronization sets in the dynamics of the system becomes less chaotic, with a lower dimension of the attractor, the mean field response becomes more irregular.

Not quite so obvious is the effect of weak synchronizing coupling. When the coupling is weak, the state of complete synchronization may not be achieved. To make the matter more complicated, the variations of coupling lead to changing dynamics of the entire systems. In addition to chaotic attractors for some values of coupling periodic or quasiperiodic stated can become stable. Nevertheless, the de-regularizing effects can be seen even for very small values of the coupling. This is illustrated in Fig.6 which shows the ratio of the power in the continuous component of the spectrum to the total power as a function of coupling. We see that for weak coupling we observe a sharp transition from a very regular state where most of the power is in the periodic components to a less regular state with a significant power in the continuous part of the spectrum. A hysteresis is observed near the transition point. As the coupling increases further, the dynamics of the system changes and the mean field response becomes more regular again. At larger values of coupling, $`0.2`$, the system begins to approach completely synchronized state. At $`K=0.2`$ the cross-correlation of of responses of two oscillators looks almost identical to the autocorrelation of a single oscillator, and the oscillations become quite irregular.

In conclusion, we showed that when the only observed quantities are obtained by averaging the responses from many chaotic oscillators to external fields, these quantities can remain periodic. This presents a difficulty in observing chaos in such systems. Fig.7 illustrates the effect of averaging onto the bifurcation diagram of our example system. We see that the period doubling cascade and the chaotic regime, evident in the bifurcation diagram of a single element, are hardly visible in the bifurcation diagram of the mean field. Under experimental conditions the bifurcation sequence and the transition to chaos can easily be obscured by measurement noise. The macroscopic chaotic oscillations may arise in such systems as a result of mutual coupling between the elements. When this coupling is strong chaotic oscillations in individual elements may become synchronized, which causes non-periodic components of individual responses add coherently. As the coupling strength varied, the transition between regimes characterized by different degrees of regularity of the mean field response can occur in a non-trivial way, for example, exhibit hysteresis.

Partial coherence and effects similar to those discussed in this communication can also occur in ensembles of mean field coupled chaotic generators. In such systems the external field may not be necessary to achieve phase coherence, which can arise spontaneously due to a global mean field coupling in the system.

We thank Lev Tsimring and Ulrich Parlitz for fruitful discussions. This research was supported in part by ARO, grant No.DAAG55-98-1-0269 and in part by the US DOE, grant No. DE-FG03-95ER14516.


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# The Thermal X-ray Emitting Shell of LMC Supernova Remnant 0540-69.3

## 1 Introduction

The 50 ms pulsar B0540-69 in the Large Magellanic Cloud (LMC) has often been compared to the Crab: both are young and bright, have similar periods and ages, and have been detected at X-ray through radio wavelengths. The pulsar spindown age is 1660 yr (Seward, Harnden, & Helfand 1984), making 0540-69.3 the second youngest known supernova remnant in the Large Magellanic Cloud after SNR 1987A, which is located nearby in the same neighborhood of 30 Doradus.

In the radio, PSR B0540-69 is surrounded by a well-defined shell of radius $`30^{\prime \prime }`$ (Manchester, Staveley-Smith, & Kesteven, 1993). This supernova remnant has the distinction of being classified as oxygen-rich because it appears in the optical as a small 4′′ radius shell of emission bright in \[OIII\], presumably from ejecta (Mathewson et al. 1980, Chanan, Helfand, & Reynolds 1984, Kirshner et al. 1989, Caraveo et al. 1992); some patchy \[OIII\] emission is also detected at a larger radius just south of the indentation in the radio shell to the west (Seward & Harnden 1994, Mathewson et al. 1980). Both the presence of the pulsar and the oxygen-rich ejecta are consistent with a massive progenitor for SNR 0540-69.3. Reynolds (1985) constructed a scenario for this remnant based on all the data then available, pointing out that the optical emission probably arises from ejecta that have been shocked and accelerated by the expanding bubble of relativistic gas associated with the pulsar. This situation is similar to that in the Crab, where the weak \[OIII\] emission surrounding the synchrotron nebula is produced by a radiative shock driven into the freely-expanding ejecta by a bubble of relativistic gas, while the bright optical filaments are formed via the Rayleigh-Taylor instability (Hester et al. 1996). The probable age of the remnant 0540-69.3 is 800$``$1000 yr, according to Reynolds (1985); the age of 762 yr implied by the optical expansion velocities (Kirshner et al. 1989) is likely to be an underestimate because the ejecta are expected to have been accelerated by the pulsar nebula.

The pulsar nebula dominates the X-ray emission from SNR 0540-69.3 (Clark et al. 1982), but diffuse X-rays corresponding roughly to the radio shell were imaged with the ROSAT High Resolution Imager (Seward & Harnden, 1994). A recent Chandra High Resolution Camera calibration observation provides a much improved image clearly showing a distorted X-ray emitting shell, much brighter towards the west (Gotthelf & Wang 2000). The diffuse X-rays are presumed to be thermal emission associated with the blast wave, but neither the ROSAT nor Chandra imaging observations provide spectral information. Kaaret et al. (2001) used these and other Chandra calibration observations to study the pulsar, for which we present our results in a separate paper (Petre et al. 2001, in preparation).

The recent XMM-Newton observation of SNR 0540-69.3 (van der Heyden et al. 2001) gave the first conclusive proof of thermal X-ray emission associated with the remnant. Spectra from the Reflection Grating Spectrometers (RGS) on XMM show blueshifted (radial velocities $`2400`$ km/s) emission lines of O VIII from the southwestern part of the remnant, where the line emission is most prominent. A temperature of $`kT`$=0.6 keV and an ionization age (the product of electron density and the time since shock heating) of $`n_et`$=2.5$`\times 10^{10}`$ cm-3 s are inferred for this region. The roughly 1 diameter of the remnant, compared to the spatial resolution of the XMM mirrors, interferes with the ability to make more definite statements about the origin of the thermally emitting gas. The thermal spectra are all blended with emission from the pulsar nebula, and while the RGS provide excellent high-resolution soft X-ray spectra, their sensitivity to X-rays with energies above about 2 keV is low.

We report here on Chandra X-ray observations of SNR 0540-69.3 with the Advanced CCD Imaging Spectrometer (ACIS). These data show a complete ring of X-ray emission surrounding the pulsar with a striking correspondence to the radio shell. Furthermore, ACIS allows us to isolate the diffuse thermal X-ray emission from this remnant from that of the pulsar, and to detect its spatial variations.

## 2 Observations and Images

Chandra observed SNR 0540-69.3 on 22-23 November 1999 for 27.4 ks with the primary back-illuminated CCD chip ACIS-S3. The remnant was imaged entirely on readout node 1 of the CCD, and the data were accumulated in faint mode; the reader is referred to the Chandra documentation for technical details about ACIS and Chandra111(http://asc.harvard.edu/udocs/docs/docs.html). The total count rate was stable during this observation, with no indication of strong background flares.

Figure 1 shows the ACIS broadband (0.3-10 keV) image, both raw and adaptively smoothed with a boxcar filter of variable size containing a minimum of 25 counts per smoothing beam; the 5 GHz radio image and contours from Manchester et al. (1993) are also shown on roughly the same angular scale. The high X-ray count rates in the vicinity of the pulsar result in two image artifacts: 1) low detected counts where the true count rate exceeds the pile-up threshold (this effect is not visible in Figure 1 as the image of the pulsar nebula has been overexposed to enhance visibility of the faint shell), and 2) symmetrical trails along the y-axis of the detector (diagonal in the figure, which is oriented with north towards the top of the page) due to trapping of large charge amounts in the piled-up region. Weisskopf et al. (2000) give a brief but informative discussion of pile-up in ACIS.

The X-ray shell imaged by ACIS closely follows the radio morphology at 5 GHz, as can be seen by comparing the panels of Figure 1. In the east, the emission appears circular, with a slight enhancement at the limb. The brightest portions of the shell are to the west, and the shell is markedly indented in the northwest. The angular distance from the pulsar to the edge of the shell varies from 20′′ (5 pc for a distance of 50 kpc to the LMC) at the northwest indentation, up to about 40′′ (10 pc) in the faint portions of the shell to the east and south. The bright spot just south of east in the 5GHz radio image is not comparably bright in X-rays, but the bright radio and X-ray features are otherwise well matched.

X-ray color images of the remnant are shown in Figure 2. The left panel shows the ratio image of counts with energies below 1 keV relative to counts with energies above 1 keV in each 2′′ pixel. As expected, the hardest emission (with ratios as low as 0.06) is associated with the plerion in the center, but hardness variations are clearly evident around the shell. In particular, soft emission is associated with the bright, high surface brightness emission throughout the west (ratios of 2$``$4), and to a lesser extent with the region just north of the plerion. The eastern part of the remnant is relatively much harder (ratios of about 0.5).

The right panel of Figure 2 shows the ACIS image for events with pulse heights corresponding to energies in excess of 2 keV. Two faint arcs are located roughly equidistant from the pulsar on opposite sides of the remnant; the east and west hard arcs contain 30 and 57 counts at energies above 2 keV, respectively. Both arcs lie at the outer boundary of the shell, with the brighter arc in the west being just south of the indentation. There are no obvious radio counterparts to these arcs.

## 3 Spectral Analysis

Approximately 15,000 counts were collected from the SNR in this observation, excluding the pulsar readout trail and a 7′′ radius region in the center enclosing both the pulsar nebula and the optically emitting oxygen ring. We carried out spectral fits at energies between 0.5 and 10 keV for different regions of the shell, shown in the middle panel of Figure 1. Our goal was to obtain measurements of the average temperature, ionization age, and element abundances for each region. The region eastward (to the left) of the readout trail was fitted as a single spectrum, labelled “Outer East”, while an annulus fitting inside this region was also fitted separately and labelled “Inner East”. There are 1500$``$2000 counts in the individual spectra, except for the large eastern regions, which contain 3000$``$4000 counts each.

The spectral response of the backside illuminated CCD chips is complicated, largely because of the strong position and temperature dependence of charge transfer inefficiency in the CCDs, with differences in the detector gain being most pronounced at the boundaries between readout nodes. For this reason, we positioned the source to fall entirely on an area of the focal plane read out by a single node. For spectral fitting, we use response matrices for the appropriate region of the detector based on calibration data from 2000 May for a CCD temperature of $``$110C, and effective areas from the 1999 September release.

At energies below 0.35 keV and above 7 keV, the instrument background dominates strongly for this source, while the local sky background towards the LMC is thermal and spatially varying. The ACIS image of the entire chip (not shown in the figures) reveals that SNR 0540-69.3 is located on what appears to be a large, faint, but coherent ring of thermal gas featuring prominent emission lines, particularly of Si. We tried local spectral backgrounds taken from various regions of the S3 chip and found that our spectral results are not particularly sensitive to the exact background used.

Our basic spectral model is a plane-parallel shock with a single electron temperature and a range of ionization ages from zero up to a fitted maximum value (in XSPEC v11.0, Borkowski et al. 2001). The ionization age parameterizes the time-dependent, nonequilibrium ionization of cold gas that has suddenly been heated to a high temperature by the passage of a shock wave, and is formally the product $`n_et`$ of the ambient electron density $`n_e`$ and the time $`t`$ since the gas was shocked; collisional ionization equilibrium corresponds to $`n_et10^{12}`$ cm-3 s or higher. This model provides a simple, but fairly plausible characterization of the spectra of relatively small spatial regions.

The presence of emission lines of Mg (near 1.3 keV), Si (near 1.85 keV), and Fe (the L blend near 1 keV) in the spectra indicates that the X-ray emission from the shell has a significant thermal component (see Figure 3). The element abundances, if fitted freely, are characteristic of the overall element abundances in the LMC at roughly 0.3 times the solar value (Russell & Dopita 1992). The X-ray spectra of the shell are therefore consistent with the emission arising predominantly from shock heated ambient material (note that van der Heyden 2001 infer a roughly 2$``$3 times enhancement in the Ne and Fe abundance towards the southwest, but do not give errors). We therefore present results in Table 1 and Figure 3 for fits to a single shock component where the element abundances have been fixed at the LMC values (He=0.89, C=0.30, N=0.12, Fe=0.36, Russell & Dopita, 1992; O=0.19, Ne=0.29, Mg=0.32, Si=0.31, S=0.36, Ca=0.34, Hughes, Hayashi, & Koyama, 1998; given by number relative to H relative to the solar photospheric abundances of Anders & Grevesse 1989).

The fits give lower temperatures and higher ionization ages for the regions NW, SW, and S in the western part of the remnant than for regions in the eastern half. We did additional fits to allow for an additional underlying hard spectral component in the west by using either a thermal shock model with the temperature and ionization age fixed at their values for the Outer East, or a power-law with a fixed photon spectral index of 2.7; these results are also shown in Table 1. The fitted temperatures for NW and S are not affected, but the temperature for SW and the Hard Arcs, which had been somewhat higher than in the other western regions for the single component fits, are reduced significantly. Ionization ages in all regions tend to be higher than their values for only one spectral component. The actual statistical significance of adding the hard spectral components is low, but the results demonstrate how the spectral complexity can affect the interpretation of the fitting results. The relative contribution of the hard component is indicated by the fractional detected flux given in the table. This is the ratio of the detected flux in the the hard component, i.e., either the 5 keV shock or the power-law, relative to the total detected flux at energies 0.5$``$10 keV. This fractional flux is 3$``$4 times higher in the Hard Arcs than in any other region.

One puzzle is that the fitted column densities for the spectrally soft regions in the west are between $`23\times 10^{21}`$ cm-2, roughly a factor of two lower than in the east. Because of the complicated low energy response of ACIS, we are not yet able to ascertain whether this difference indicates a true variation in the obscuring column. If the column density is fixed at $`4\times 10^{21}`$ cm -2, closer to the value found in the east, the fits are slightly worse, with the reduced $`\chi ^2`$ increasing by up to 0.3. The only significant change in the fitted temperatures is the 40% change in the SW; the best-fit ionization ages all tend to decrease by up to a factor of two (see the Table).

## 4 Discussion

Because the X-ray spectrum of the shell of SNR 0540-69.3 is evidently dominated by emission from ambient material swept up by the forward shock, we estimate evolutionary parameters assuming that the remnant shell is in the adiabatic phase. We fitted a Sedov model to the spectrum of just the eastern half of the remnant to avoid the complications in the west. The fit yields parameters listed at the bottom of Table 1. The average radius in the east is 30′′ measured from the position of the pulsar, yielding a physical radius of 7 pc for an assumed distance of 50 kpc to the LMC. Based on this radius and the measured temperature ($`kT`$ = 4.1 keV) and ionization age ($`n_et`$ = 3.7 $`\times 10^{10}`$ cm-3 s), the energy of the explosion is 2$`\times 10^{51}`$ ergs, the ambient H density is 0.8 cm-3, and the swept-up mass is 40 M. The deduced age of the remnant is 1500 yr, which is consistent with the pulsar spin-down age $`P/(2\dot{P})`$ = 1660 yr (Seward, Harnden, & Helfand 1984). Seward & Harnden (1994) deduced similar parameters for the remnant using its extent in the ROSAT HRI image, having assumed an explosion energy of 2$`\times 10^{51}`$ ergs and an age close to the characteristic pulsar age.

The Sedov age is considerably higher than the age of 800$``$1000 yr given by Reynolds (1985). The true age could be lower than suggested by the Sedov analysis if the remnant is actually still in transition from the free-expansion phase. For an age of 1000 year and a radius of 7 pc, the average expansion velocity must have been about 7000 km/s, implying a mean post-shock temperature of 50 keV that is much higher than the 5 keV electron temperature actually measured in the east. A low electron temperature may be expected if the electrons are not significantly heated by collisionless processes behind the shock, and are instead equilibrating slowly by Coulomb collisions with the ions. A low level of collisionless heating would be consistent with the relatively high shock speed, as there appears to be an inverse correlation between Mach number and the efficiency of collisionless heating (Laming 1998, Ghavamian et al. 2001). Another possibility is that particle acceleration at the shock is nonlinear and highly efficient (Decourchelle et al. 2000), deflecting energy from the thermal gas; this could be tested with a proper motion measurement of the current shock velocity, and deeper spectral observations (see Hughes et al. 2000).

A tantalizing suggestion of a possible nonthermal X-ray emission component in SNR 0540-69.3 is provided by the hard arcs shown in Figure 2. In the best fitting model for the combined arcs (which includes a power-law component), nearly half of the X-ray flux can be attributed to a nonthermal component: the corresponding unabsorbed 0.5-10 keV luminosity in the power-law is several times $`10^{34}`$ ergs/s (for a distance to the LMC of 50 kpc), which is comparable to the integrated nonthermal X-ray luminosity of SN 1006 (Dyer et al. 2001, computed for a distance of 1.8 kpc to SN 1006 taken from Laming et al. 1996). A nonthermal luminosity of this magnitude, together with the bipolar X-ray symmetry of the arcs, suggests that electrons are being accelerated to X-ray emitting energies behind the shock in SNR 0540-69.3 in a manner similar to that in SN1006.

Compared to the XMM-Newton results of van der Heyden et al. (2001), we obtain a similar temperature $`kT`$ of 0.6 keV for the regions in the west, but our fitted ionization ages are generally higher by factors of a few to ten. Their fitted ionization age is closer to the typical value that we measure for the hard emission in the east. The spectral parameters measured by the XMM RGS should be robust, as they are determined by the measured intensities of individually detected O VII and O VIII emission lines, whereas those determined by Chandra are driven by the shape of the (relatively weak) Fe L emission; however, the XMM gratings suffer from the blending of emission from different regions of the remnant, for which we have shown that there are strong variations in the spectrum. The discrepancy in $`n_et`$ may therefore stem in part from this blending, and should be investigated with deeper observations by both instruments. The blueshifts detected by XMM in the O VIII lines are difficult to confirm in our data, as the line emission overall is weak and we can neither directly identify nor isolate the oxygen lines; indeed, we do not observe strong oxygen lines even the central region of the remnant that contains both the plerion and the optical ring (Petre et al. 2001). The fits to the SW region are slightly improved if the gains are adjusted to mimic the Doppler shifts, but fits to the other regions are not improved by the gain shift; in any case, the fitted parameter values are essentially unchanged.

Very little of the X-ray emitting gas located between radii of 7 and 30′′ appears to be enriched with supernova ejecta, since our spectra are well-fitted using element abundances appropriate for the LMC. The ring of optically emitting oxygen ejecta is located very close to the center of the remnant, but this is not likely to be associated with the reverse shock, which is not expected to be so close to the remnant center for some 10,000 yr (Reynolds & Chevalier 1984). As mentioned earlier, the optically emitting ring is believed to be associated with a shock driven into the inner ejecta by the expanding synchrotron nebula, as is the case in the Crab (Reynolds 1985). The reverse shock should be located relatively close behind the blast wave for a remnant of 0540-69.3’s age, but its presence is not evident in our data. The reverse shock might not be well-defined if the ambient medium has a very low density, but our inferred densities of $``$ 1 cm-3 are not particularly low. Perhaps the remnant has encountered relatively dense ambient material only relatively recently so that the reverse shock has not yet had time to develop strongly. A significant synchrotron component present throughout the shell could reduce the apparent line equivalent widths and lead us to infer element abundances that were too low, but then the good agreement with LMC abundances would have to be attributed to a strong coincidence.

The western region is clearly more complex than the east. The boundary of the shell at the western indentation is sharper and better-defined than elsewhere in the remnant, and it is the brightest part of the shell at both X-ray and radio wavelengths. It is also the only location on the shell where optical \[OIII\] emission has been detected, and XMM-Newton, with its higher spectral resolution and better sensitivity at low energies, detects X-ray OVIII emission both from this southwestern region and from the central regions, which presumably correspond to the optical \[OIII\] ring (van der Heyden et al. 2001). Overall, temperatures in the western region are significantly lower than in the east, and ionization ages correspondingly higher (in the SW region, the differences are less marked, but the hard arcs shown in Figure 2 overlap this region, and it is possible that they are influencing the spectral fits). The emission measures indicate that the densities in the west are significantly higher than in the east by roughly a factor of ten, and this is further supported by the higher ionization ages in the west. An approximate pressure balance is broadly suggested in that regions with lower temperatures generally have higher ionization ages, but this does not appear to be borne out by a detailed examination of the fitted parameters. We are hesitant to assign too much significance to the exact numerical values from our fits, however, as they based on rather simplified models for data that are complex, but limited in photon statistics. We instead prefer to state that the correlation of spectral softness with high surface brightness and the pronounced indentation are qualitatively consistent with the interaction of the blast wave with a much denser environment in the west.

The source of denser material in the west is difficult to ascertain, however. Cohen et al. (1988) show that a CO cloud is located to the west of the remnant, but their map has a rather coarse spatial scale of 8.8, and it is not clear that the cloud is close enough for the remnant to be interacting with it. The highest resolution HI map available (Kim et al. 1999) has a 1 resolution comparable to the size of the remnant, but does show that the region surrounding SNR 0540-69.3 has a rich HI structure.

We mention, in closing, that an alternative explanation of the enhanced radio emission in the western part of the remnant is that energy is injected by the pulsar in two oppositely directed jets (Manchester et al. 1993). Though the radio data show a knot of emission located opposite the bright indentation in the west, this knot is not bright in X-rays. The hard X-ray arcs might be conjectured to be associated with some process involving jets from the pulsar, but they probably cannot explain the brightness enhancement: the arcs appear to be localized to a rather small area, and there is no comparable brightness enhancement associated with the eastern arc. Moreover, Gotthelf & Wang (2000) suggest that there is a hint of a jet-like feature near the pulsar, and that it is oriented perpendicular to the arcs so that the overall X-ray morphology of the pulsar nebula is similar to that of the Crab nebula.

In summary, our spatially resolved observations with the Chandra Observatory have revealed strong variations in temperature and ionization age around the X-ray emitting shell of SNR 0540-69.3. These variations appear to be related to the interaction of the forward shock with its nonuniform surroundings. The element abundances are consistent with the mean for the LMC, indicating that we are primarily observing interstellar material heated by the forward shock. The question of why we have not yet observed the emission from the reverse-shocked ejecta remains to be answered. Spectral imaging at energies above 2 keV have revealed two arcs of emission that are suggestive of nonthermal emission from shock acceleration. Their true nature remains veiled, however, until they can be studied further with deeper observations.

We are grateful to those who have dedicated their time and effort to making the Chandra X-ray Observatory a successful mission, and thank the referee for comments that helped to clarify this paper.


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# Untitled Document

Lie algebras with finite

dimensional polynomial centralizer

Giuseppe Gaeta**Work supported by “Fondazione CARIPLO per la ricerca scientifica” under the project “Teoria delle perturbazioni per sistemi con simmetria”

Dipartimento di Matematica, Universitá di Milano

via Saldini 50, I–20133 Milano (Italy)

Dipartimento di Fisica, Universitá di Roma

P.le A. Moro 5, I–00185 Roma (Italy)

Sebastian Walcher

Lehrstuhl A für Mathematik, RWTH Aachen

D–52056 Aachen (Germany)

Institut für Biomathematik und Biometrie, GSF-Forschungszentrum

Ingolstädter Landstr. 1, D–85764 Neuherberg (Germany)

Abstract. We give criteria for finite dimensionality or infinite dimensionality of the polynomial centralizer of the Lie algebra of a linear Lie group, in terms of invariants and relative invariants of the group. In the finite dimensional scenario some applications to normal forms and to certain equations with fundamental solutions are presented.

AMS Subject Classification (2000): 34C14, 34A05, 22E05

0. Introduction. We consider the following setting: Let $`V`$ be a finite dimensional vector space over $`𝐊`$ (standing for the real numbers $`𝐑`$ or the complex numbers $`𝐂`$), and let $`g\mathrm{}(V)`$ be a Lie algebra. Considering the Lie algebra $`𝒫(V)`$ of all polynomial vector fields on $`V`$ (note that $``$ may be identified with a subset of $`𝒫(V)`$), we are interested in the centralizer

$$𝒞()=\{f𝒫(V):[f,]=0\}.$$

In other words, $`𝒞()`$ is the Lie algebra of infinitesimally $``$-equivariant vector fields.

The purpose of this note is to present criteria for $`𝒞()`$ to be finite dimensional or infinite dimensional over $`𝐊`$, and to discuss some aspects of the finite dimensional scenario.

There are two principal reasons to motivate this investigation. The first is derived from a connection to finiteness (or even triviality) of Poincaré-Dulac normal forms (see e.g. Bruno ), which may be imposed on a vector field by the existence of certain symmetries. A survey of the work in this field is contained in . Second, according to a theorem of Lie , (non-autonomous) differential equations associated with finite dimensional Lie algebras of vector fields enjoy the “fundamental solution property”; i.e., the general solution of such an equation can be expressed as a function of finitely many (sufficiently generic) particular solutions. This result of Lie was brought back to general attention, and studied in modern terms, by Winternitz ; see also , Ch. IX, Section 2, and the recent book by Cariñena, Grabowski and Marmo . Many examples are known, the simplest ones being linear and (matrix) Riccati equations, and such differential equations are interesting for various reasons. Classifications of the equations satisfying certain nondegeneracy conditions are known; see Shnider and Winternitz , or the connection between transitive algebras and Jordan pairs exhibited in . Finite dimensional centralizers of linear Lie algebras, on the other hand, may be seen as a pathological class. The associated differential equations are interesting since they cannot be reduced via invariants of the symmetry algebra, whence a different approach has to be taken.

1. Characterization.  By $`𝐊[x_1,\mathrm{},x_n]`$ we denote the algebra of polynomials in $`n`$ variables over $`𝐊`$. A vector polynomial $`f=(\varphi _1,\mathrm{},\varphi _n)`$ induces a derivation

$$X_f=\varphi _i/x_i$$

of $`𝐊[x_1,\mathrm{},x_n]`$, and every derivation is of this type. We recall the rule

$$X_fX_gX_gX_f=X_{[f,g]}\mathrm{with}[f,g](x)=Dg(x)f(x)Df(x)g(x).$$

Let $`g\mathrm{}(V)`$ be a Lie algebra, and $`\alpha `$ a linear form on $``$. We define vector spaces

$$I_\alpha ():=\{\varphi 𝐊[x_1,\mathrm{},x_n]:X_B(\varphi )=\alpha (B)\varphi ,\mathrm{for}\mathrm{all}B\},$$

and call these the spaces of relative $`\alpha `$-invariants of $``$. In particular,

$$I_0()=\{\varphi 𝐊[x_1,\mathrm{},x_n]:X_B(\varphi )=0\mathrm{for}\mathrm{all}B\}$$

is the space of all polynomial (infinitesimal) invariants of $``$. Note that $`I_0()`$ is also an algebra, and that each $`I_\alpha ()`$ is canonically a module over this algebra. Regarding our topic, we recall a well-known fact:

(1.1) Proposition. If $`I_0()𝐊`$ then $`𝒞()`$ has infinite dimension. Proof. Let $`E(x):=x`$ for all $`x`$, and let $`\varphi `$ be a nonconstant invariant. Then $`\varphi ^mE𝒞()`$ for all $`m`$.

$``$

In particular, if $``$ is the Lie algebra of a compact linear group then $`𝒞()`$ is always infinite dimensional, since nontrivial invariants exist. More generally, for reductive groups it is known that $`𝒞()`$ is a finitely generated module over $`I_0()`$. (The papers by Sartori , and Schwarz  contain the relevant information on reductive groups; further references can also be found there.) Thus, for reductive groups the converse of Proposition 1.1 holds true.

The following is a partial converse in the general setting: (1.2) Proposition. If $`𝒞()`$ has infinite dimension then some $`I_\alpha ()`$ has infinite dimension. Proof. Let $`𝐋=𝐊(x_1,\mathrm{},x_n)`$ be the field of rational functions over $`𝐊`$.

(i) Let $`\left(f_i\right)_{i1}`$ be a family of elements of $`𝒞()`$ that is linearly independent over $`𝐊`$. (Note that the degrees of the $`f_i`$ are unbounded.) Considered as a family of elements of $`𝐋^n`$, it is linearly dependent. We may assume that $`(f_1,\mathrm{},f_s)`$ is a maximal linearly independent subsystem. Then there are polynomials $`\mu _{ij}`$, $`\theta _{ij}`$ (which may be chosen relatively prime) such that

$$f_j=\underset{i=1}{\overset{s}{}}\frac{\mu _{ij}}{\theta _{ij}}f_i,\mathrm{all}j>s.$$
$`()`$
Moreover, $`X_B(\mu _{ij}/\theta _{ij})=0`$ for all $`i`$, $`j`$ and all $`B`$, since

$$0=[B,f_j]=\underset{i=1}{\overset{s}{}}X_B(\frac{\mu _{ij}}{\theta _{ij}})f_i$$

for all $`j>s`$ and all $`B`$. (The argument is the same as the one used in .)

The invariance of $`\mu _{ij}/\theta _{ij}`$ forces

$$X_B(\mu _{ij})\theta _{ij}=X_B(\theta _{ij})\mu _{ij}.$$

Unless $`X_B(\mu _{ij})=X_B(\theta _{ij})=0`$, unique prime factorization in $`𝐊[x_1,\mathrm{},x_n]`$ implies that every prime factor of $`\mu _{ij}`$ must divide $`X_B(\mu _{ij})`$ with according multiplicity, and the same holds, mutatis mutandis, for $`\theta _{ij}`$. Thus there is a scalar $`\alpha _{ij}(B)`$ so that $`X_B(\mu _{ij})=\alpha _{ij}(B)\mu _{ij}`$ and $`X_B(\theta _{ij})=\alpha _{ij}(B)\theta _{ij}`$, for each $`B`$. Clearly, $`\alpha _{ij}`$ is a linear form on $``$. This shows that $`\theta _{ij}`$, as well as $`\mu _{ij}`$, is a relative invariant of $``$ with associated linear form $`\alpha _{ij}`$.

(ii) Using Cramer’s rule for the equation $`()`$ and a suitable $`s\times s`$ minor of the matrix with columns $`f_1,\mathrm{},f_s`$ over L, one sees that there is a polynomial $`\theta ^{}`$ which is a multiple of all $`\theta _{ij}`$. Moreover, for every $`j`$ there is an $`i`$ so that $`\theta _{ij}`$ or $`\mu _{ij}`$ is not constant, since the $`f_i`$ are linearly independent over $`𝐊`$. If $`I_0()=𝐊`$ we have $`\theta _{ij}\mathrm{const}`$. Since $`\theta ^{}`$ has only finitely many prime factors, there is a nonconstant $`\theta `$ such that $`\theta _{ij}`$ is a scalar multiple of $`\theta `$ for infinitely many $`(i,j)`$. Now $`\theta `$ is a relative invariant of $``$ and we are done, because the degrees of the corresponding $`\mu _{ij}`$ are unbounded.

$``$

(1.3) Corollary. If $`𝒞()`$ is infinite dimensional then $``$ admits nontrivial rational invariants.

$``$

The question whether the converse of Prop. 1.1 is generally true remains open, but we can show this in a number of relevant cases. (1.4) Proposition. Assume that $`𝒞()`$ is infinite dimensional, and that either $`[,]=`$ or that $``$ is solvable. Then $`I_0()`$ is nontrivial. Proof. (i) One has $`\alpha ([,])=0`$ whenever $`I_\alpha ()\{0\}`$. To see this, note for $`B`$, $`C`$ and $`\varphi I_\alpha ()`$:

$$X_{[B,C]}(\varphi )=X_BX_C(\varphi )X_CX_B(\varphi )=\alpha (C)X_B(\varphi )\alpha (B)X_C(\varphi )=0.$$

Therefore, only $`I_0()`$ is nonzero in case $`[,]=`$.

(ii1) Now let $``$ be solvable. It is harmless to assume $`𝐊=𝐂`$. According to Lie’s theorem on solvable algebras, $``$ may be taken as an algebra of upper triangular matrices, thus

$$B=\left(\begin{array}{ccc}\rho _1(B)& & \\ & \mathrm{}& \\ 0& & \rho _n(B)\end{array}\right)$$

for each $`B`$, with linear forms $`\rho _i`$.

(ii2) Let $`\varphi 0`$ be homogeneous of degree $`d`$, and suppose $`\varphi I_\alpha ()`$. Then there are nonnegative integers $`d_1,\mathrm{},d_n`$ such that

$$d_1+\mathrm{}+d_n=d\mathrm{and}d_1\rho _1+\mathrm{}+d_n\rho _n=\alpha ,$$

and

$$\psi :=x_1^{d_1}\mathrm{}x_n^{d_n}I_\alpha ().$$

To see this, note first that $`X_B(x_i)𝐊x_i+\mathrm{}𝐊x_n`$ for all $`i`$ and all $`B`$, whence for $`1k_1<\mathrm{}<k_r`$:

$$\begin{array}{cc}\hfill X_B(x_{k_1}^{d_{k_1}}\mathrm{}x_{k_r}^{d_{k_r}})=& \left(d_{k_1}\rho _{k_1}(B)+\mathrm{}+d_{k_r}\rho _{k_r}(B)\right)x_{k_1}^{d_{k_1}}\mathrm{}x_{k_r}^{d_{k_r}}\hfill \\ \hfill +& \mathrm{terms}\mathrm{of}\mathrm{smaller}x_{k_1}\mathrm{exponent}.\hfill \end{array}$$

Now choose $`l_1`$ as the smallest index, and then $`d_{l_1}`$ as the highest exponent, among all the monomials occurring in $`\varphi `$ with nonzero coefficient, and set $`\psi :=x_{l_1}^{d_{l_1}}\mathrm{}x_{l_r}^{d_{l_r}}`$. Then the above considerations show $`X_B(\psi )=\alpha (B)\psi `$. Thus every nonzero homogeneous relative invariant yields a nonzero monomial relative invariant of the same degree, corresponding to the same linear form.

(ii3) Since $`I_\alpha ()`$ has infinite dimension, there is a sequence of monomials

$$\psi _l=x_1^{d_{1,l}}\mathrm{}x_n^{d_{n,l}}I_\alpha ()$$

such that $`e_l:=_{i=1}^nd_{i,l}\mathrm{}`$ as $`l\mathrm{}`$. Note that $`\psi _l/\psi _k`$ is a rational invariant of $``$ for all $`r`$ and $`s`$. The argument in , part (b) of proof of Prop. 1.6, now applies verbatim and shows that some $`\psi _l/\psi _k`$ is actually a nonconstant polynomial. Thus we have shown the existence of a polynomial invariant.

$``$

The next result shows that (1.4) also holds for real Lie algebras with compact semisimple part. (1.5) Proposition. Let $`𝐊=𝐑`$, let $``$ such that $`I_0()𝐑`$, and $``$ the Lie algebra of a compact linear Lie group such that $`[,]`$. Then $`I_0(+)`$ is nontrivial. Proof. Let $`G`$ be the compact and connected linear group with Lie algebra $``$. Then $`TT^1=`$ for all $`TG`$, and $`\psi T^1I_0()`$ for all $`\psi I_0()`$ and $`TG`$.

Now let $`\varphi I_0()`$ be homogeneous and nonconstant, with $`\varphi (x)0`$ for all $`x`$. (Take the square, if necessary.) The standard trick of setting

$$\widehat{\varphi }(x):=_G\varphi (T^1x)d\sigma _G(T)$$

(integration with respect to Haar measure) produces an $``$-invariant polynomial that is also $`G`$-invariant. Due to $`\varphi (0)=0`$ and positivity, $`\widehat{\varphi }`$ is not constant.

$``$

A way to attempt a general proof of the converse to (1.1) - provided that it always holds - might use the existence of a Levi decomposition (semisimple subalgebra + radical). If the semisimple part is compact then (1.5) is applicable. However, extending or modifying the argument for arbitrary semisimple (or reductive) algebras seems to be nontrivial.

To finish this section we point out that $`𝒞()`$ is not only a Lie algebra, but that actually the “individual constituents” of the Lie bracket of two elements of $`𝒞()`$ are themselves in $`𝒞()`$. This property depends essentially on the linearity of $``$. (1.6) Proposition. If $`p(x)`$, $`q(x)`$ are in $`𝒞()`$ then also $`Dp(x)q(x)𝒞()`$. Proof. Let $`B`$. Then $`Dp(x)Bx=Bp(x)`$, whence

$$D^2p(x)(Bx,y)+Dp(x)By=BDp(x)y$$

by differentiation. Substitute $`q`$ and use $`Bq(x)=Dq(x)Bx`$ to obtain

$$D^2p(x)(Bx,q(x))+Dp(x)Dq(x)Bx=BDp(x)q(x),$$

as was to be shown.

$``$

For the finite dimensional centralizer case this forces a certain “nilpotency property” on nonlinear centralizer elements. (1.7) Corollary. Let $`𝒞()`$ be finite dimensional, and $`d`$ the maximal degree of elements in $`𝒞()`$. If $`d>1`$, and $`p`$, $`q`$ are homogeneous elements of $`𝒞()`$ such that $`\mathrm{deg}p+\mathrm{deg}q>d+1`$, then $`Dp(x)q(x)=0`$.

$``$

2. Some examples and applications. We first present some examples concerning Poincaré-Dulac normal forms. (2.1) Example. (One-parameter symmetry group with “simple resonance”.) Consider the one-dimensional Lie algebra spanned by $`A=\mathrm{diag}(\sigma _1,\mathrm{},\sigma _n)`$. Assume that there are integers $`d_1,\mathrm{},d_n>0`$ with $`d_1\sigma _1+\mathrm{}+d_n\sigma _n=0`$, and that whenever $`m_1\sigma _1+\mathrm{}+m_n\sigma _n=0`$ with integers $`m_i0`$ then $`(m_1,\mathrm{},m_n)𝐙(d_1,\mathrm{},d_n)`$. Define $`\psi (x):=x_1^{d_1}\mathrm{}x_n^{d_n}`$. The above and the familiar symmetry conditions enforce that a homogeneous polynomial vector field $`p`$ lies in $`𝒞(𝐊A)`$ if and only if $`p=\psi ^kC`$, with some integer $`k0`$ and a diagonal matrix $`C`$. To see this, use the fact that the polynomials in $`𝒞(𝐊A)`$ are precisely the linear combinations of those monomials $`x_1^{r_1}\mathrm{}x_n^{r_n}e_{\mathrm{}}`$ (with $`e_1,\mathrm{},e_n`$ the standard basis) which satisfy $`r_1\sigma _1+\mathrm{}+r_n\sigma _n\sigma _{\mathrm{}}=0`$.

Suppose that the analytic vector field

$$f=B+\underset{j1}{}f_j$$

(with each $`f_j`$ homogeneous of degree $`j+1`$) is such that the eigenvalues of $`B`$ satisfy Bruno’s Condition $`\omega `$ (see ), and that $`f`$ is centralized by $`𝐊A`$. If the abelian algebra $`=𝐊A+𝐊B`$ has no nontrivial polynomial integral then $`f`$ admits a convergent transformation to normal form, and this normal form is linear.

To verify this, recall that there is a formal transformation to normal form $`\widehat{f}`$ which respects the infinitesimal symmetry $`A`$, whence

$$\widehat{f}=B+\underset{k1}{}\psi ^kC_k.$$

Since $`X_B(\psi )0`$, $`[B,\widehat{f}]=0`$ is only possible if all $`C_k=0`$, and we see that the formal normal form $`\widehat{f}=B`$ is linear, whence Bruno’s Condition A is satisfied. Existence of a convergent transformation now follows from Bruno  (see also Pliss ). We note that Cicogna  uses a similar argument. Here we have a case where $`𝒞()`$ is not only finite dimensional but contains only linear vector fields.

$``$

(2.2) Example. Consider the one-dimensional subalgebra of $`gl(3,𝐑)`$ which is spanned by

$$A=\mathrm{diag}(1,2,3).$$

Moreover, let the analytic vector field

$$f(x)=\mathrm{diag}(1,1,0)x+\mathrm{}$$

be centralized by $`A`$. Since the powers $`x_3`$ are the only homogeneous polynomial invariants of $`B:=\mathrm{diag}(1,1,0)`$, $`B`$ and $`A`$ have no common invariant, whence any normal form $`\widehat{f}`$ of $`f`$ has a finite Taylor expansion. A direct computation shows

$$\widehat{f}(x)=Bx+\theta \left(\begin{array}{c}0\\ x_1x_3\\ 0\end{array}\right).$$

This situation is topologically nontrivial, since $`\widehat{f}`$ has a non-isolated (stable) stationary point.

While there seems to be no general result guaranteeing the existence of a convergent transformation from $`f`$ to $`\widehat{f}`$, the formal information on $`\widehat{f}`$ is sufficient to guarantee a convergent transformation of $`f`$ to normal form on an invariant manifold (abbreviated NFIM; see Bibikov , Ch. I, Theorem 3.2). This means that $`f`$ is conjugate to a vector field

$$f^{}(x)=Bx+\left(\begin{array}{c}x_1\varphi _{11}(x)+x_2\varphi _{12}(x)\\ x_1\varphi _{21}(x)+x_2\varphi _{22}(x)\\ \varphi _3(x_1,x_2)\end{array}\right),$$

where the initial terms of $`\varphi _3`$ are of order $`>1`$, and the $`\varphi _{kl}`$ have zero constant terms (see Bibikov , Ch. I, Definition 3.1). Therefore 0 is a non-isolated stationary point of $`f^{}`$ (as well as $`f`$), and one directly verifies the existence of a first integral of type $`\rho (x)=x_3+\rho ^{}(x)`$, with $`\rho ^{}`$ of order $`>1`$. This ensures stability of the stationary point of $`f`$.

Note that the group invariance property was critical in allowing this conclusion.

$``$

Now we turn to properties of nonlinear (and not necessarily autonomous) equations that are associated with finite dimensional centralizers of Lie algebras of linear Lie groups. Such equations are of some theoretical interest since they admit symmetries but there is no nontrivial notion of a reduced phase space (in other words, such equations cannot be reduced to smaller dimension by invariants). Therefore a different type of reduction is required. We will show that there is a direct elementary approach. (2.3) Proposition. Let $``$ be such that $`𝒞()`$ is finite dimensional, and let $`p_1,\mathrm{},p_r𝒞()`$ be homogeneous, with degrees $`>1`$. Moreover, let $`\alpha _1,\mathrm{},\alpha _r𝐊`$, and let $`\sigma _1,\mathrm{},\sigma _r`$ be polynomials. Then every solution of

$$\dot{x}=\underset{j=1}{\overset{r}{}}\sigma _j(t)\mathrm{e}^{\alpha _jt}p_j(x)$$

is elementary, i.e., every initial value problem has a solution of the form $`\rho _l(t)\mathrm{e}^{\alpha _lt}u_l`$, with polynomials $`\rho _l`$, and the $`u_l`$ are certain elements of $`𝒞()`$, evaluated at the initial value. In the autonomous case (constant $`\sigma _j`$ and $`\alpha _j=0`$) the solution is polynomial. Proof (sketch). The solution for a fixed initial value $`y`$ (at $`t=0`$, say) has a power series expansion in $`t`$, and its coefficients can be determined by iteratively computing derivatives of higher order. Computing these derivatives will yield terms of type $`Dp_j(y)p_k(y)`$, and iterates of such terms, which by (1.6) themselves correspond to elements of $`𝒞()`$. Due to the nilpotency property of (1.7), there is only a finite number of such iterates. It is elementary to see that summation produces only terms of the form $`\rho _l(t)\mathrm{e}^{\alpha _lt}`$.

$``$

There is a different perspective from which this result may be viewed. Equations of this type can be “linearized by adding variables”, more precisely, by augmenting the coordinate vector $`x`$ with a basis of the space of vector fields of order $`>1`$ in $`𝒞()`$, and considering the larger system that results. Then (1.6) and the proof of (2.3) show that this procedure leads to a finite dimensional linear system. Moreover, suitable ordering will yield a system that is strictly lower triangular. (The procedure is described in detail, albeit in the context of normal forms, in .) (2.4) Corollary. Let the hypotheses on $``$ be as above. Then every solution of

$$\dot{x}=q(x),\mathrm{with}q𝒞(),q(0)=0$$

is elementary. Proof. Write $`q=B+\stackrel{~}{q}`$, with $`B`$ linear and $`\stackrel{~}{q}`$ collecting the nonlinear homogeneous terms. Thus we have

$$\dot{x}=Bx+\stackrel{~}{q}(x).$$

Using an argument by Chen , we let $`T(t)`$ solve the matrix equation $`\dot{T}=BT`$, $`T(0)=E`$, and set $`x=Tz`$. This yields

$$\dot{z}=T(t)^1\stackrel{~}{q}(T(t)z),$$

and the formula for adjoint action

$$T(t)^1\stackrel{~}{q}(T(t)z)=\mathrm{exp}(t\mathrm{ad}B)q(z)$$

implies that $`T^1\stackrel{~}{q}(Tz)`$ can be rewritten as required in (2.3). (This involves a standard linear algebra argument: One shows that the polynomials corresponding to a Jordan canonical form of $`\mathrm{ad}B`$ are all contained in $`𝒞()`$.) The result follows.

$``$

Special cases of this are known; see for instance , Cor. 2.5, on normal forms when the linear part admits no polynomial integral.

Acknowledgements. This paper was written during the authors’ visit at the University of Cagliari. We wish to express our thanks to the Mathematics Department of this University, in particular to Prof. T. Gramchev, for their hospitality. The work of G.G. was supported by Fondazione CARIPLO.

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# THE ORIGIN OF A METRIC

## 1 The Origin of a Metric

We first makes a few preliminary remarks. When we talk of a metric or the distance between two ”points” or ”particles”, a concept that is implicit is that of topological ”nearness” - we require an underpinning of a suitably large number of ”open” sets. Let us now abandon the absolute or background space time and consider, for simplicity, a universe (or set) that consists solely of two particles. The question of the distance between these particles (quite apart from the question of the observer) becomes meaningless. Indeed, this is so for a universe consisting of a finite number of particles. For, we could isolate any two of them, and the distance between them would have no meaning. We can intuitiively appreciate that we would infact need distances of intermediate or more generally, other points.
In earlier work, motivated by physical considerations we had considered a series of nested sets or neighbourhoods which were countable and also whose union was a complete Hausdorff space. The Urysohn Theorem was then invoked and it was shown that the space of the subsets was metrizable. The argument went something like this.
In the light of the above remarks, the concepts of open sets, connectedness and the like reenter in which case such an isolation of two points would not be possible.
More formally let us define a neighbourhood of a particle (or point or element) $`A`$ of a set of particles as a subset which contains $`A`$ and atleast one other distinct element. Now, given two particles (or points) $`A`$ and $`B`$, let us consider a neighbourhood containing both of them, $`n(A,B)`$ say. We require a non empty set containing atleast one of $`A`$ and $`B`$ and atleast one other particle $`C`$, such that $`n(A,B)n(A,C)`$, and so on. Strictly, this ”nested” sequence should not terminate. For, if it does, then we end up with a set $`n(A,P)`$ consisting of two isolated ”particles” or points, and the ”distance” $`d(A,P)`$ is meaningless.
We now assume the following property: Given two distinct elements (or even subsets) $`A`$ and $`B`$, there is a neighbourhood $`N_{A1}`$ such that $`A`$ belongs to $`N_{A1}`$, $`B`$ does not belong to $`N_{A1}`$ and also given any $`N_{A1}`$, there exists a neighbourhood $`N_{A_{\frac{1}{2}}}`$ such that $`AN_{A_{\frac{1}{2}}}N_{A1}`$, that is there exists an infinite topological closeness.
¿From here, as in the derivation of Urysohn’s lemma, we could define a mapping $`f`$ such that $`f(A)=0`$ and $`f(B)=1`$ and which takes on all intermediate values. We could now define a metric, $`d(A,B)=|f(A)f(B)|`$. We could easily verify that this satisfies the properties of a metric.
With the same motivation we will now deduce a similar result, but with different conditions. In the sequel, by a subset we will mean a proper subset, which is also non null, unless specifically mentioned to be so. We will also consider Borel sets, that is the set itself (and its subsets) has a countable covering with subsets. We then follow a pattern similar to that of a Cantor ternary set . So starting with the set $`N`$ we consider a subset $`N_1`$ which is one of the members of the covering of $`N`$ and iterate this process so that $`N_{12}`$ denotes a subset belonging to the covering of $`N_1`$ and so on.
We note that each element of $`N`$ would be contained in one of the series of subsets of a sub cover. For, if we consider the case where the element $`p`$ belongs to some $`N_{12\mathrm{}m}`$ but not to $`N_{1,2,3\mathrm{}m+1}`$, this would be impossible because the latter form a cover of the former. In any case as in the derivation of the Cantor set, we can put the above countable series of sub sets of sub covers in a one to one correspondence with suitable sub intervals of a real interval $`(a,b)`$.
Case I
If $`N_{1,2,3\mathrm{}m}`$ an element of the set $`N`$ as $`m\mathrm{}`$, that is if the set is closed, we would be establishing a one to one relationship with points on the interval $`(a,b)`$ and hence could use the metric of this latter interval, as seen earlier.
Case II
It is interesting to consider the case where in the above iterative countable process, the limit does not tend to an element of the set $`N`$, that is set $`N`$ is not closed and has what we may call singular points. We could still truncate the process at $`N_{1,2,3\mathrm{}m}`$ for some $`m>R`$ arbitrary and establish a one to one relationship between such truncated subsets and arbitrarily small intervals in $`a,b`$. We could still speak of a metric or distance between two such arbiitrarily small intervals.
This case is of interest because of recent work which describes elementary particles as, what may be called Quantum Mechanical Kerr-Newman Black Holes or vortices, where we have a length of the order of the Compton wavelength (that is $`10^{12}cms`$ or less), within which spacetime as we know it breaksdown. Such cut offs lead to a non commutative geometry and what may be called fuzzy spaces,,,, ,.(We note that the centre of the vortex is a singular point). In any case, the number of particles in the universe is of the order $`10^{80}`$, which approxiimates infinity from a physicist’s point of view.
Remarks
Interestingly, we usually consider two types of infinite sets - those with cardinal number $`n`$ corresponding to countable infinities, and those with cardinal number $`c`$ corresponding to a continuum, there being nothing inbetween. This is the well known but unproven Continuum Hypotheses.
What we have shown with the above process is that it is possible to concieve an intermediate possibility with a cardinal number $`n^p,p>1`$.
We also note the similarity with transfinite Cantor sets. But in this latter case three properties are important: the set must be closed i.e. it must contain all its limit points, perfect i.e. in addition each of its points must be a limit point and disconnected i.e. it contains no nonnull open intervals. Only the first was invoked in Case I.
Finally we will remark on an origin for spatial dimensions, in the context of the above elementary particle model and an associated consistent cosmology, in which given $`n`$ particles, $`\sqrt{n}`$ would be fluctuationally created from a background Quantum vaccuum within the undefined time interval at the Compton scale referred to above. If there are $`n`$ points, these could be lined up as a single dimension. But if with each point other points are associated, not belonging to the origiinal set then this would define another dimension. That is the case with the fluctuationally created particles: There would now be not $`n`$ but $`n^{3/2}`$ particles or points. Further with each of the fluctuationally created particles, there would be $`n^{1/4}`$ further fluctuationally created particles. So in effect we would have to deal with not $`n^{3/2}`$ but $`n^{7/4}`$ points and so on so that finally with the $`n`$th point or particle we would have $`n^2`$ points. The total number of points would therefore be $`\mathrm{\Sigma }n^2`$ or $`n^3`$ giving us the three spatial dimensions.