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# Investigation of background subtraction techniques for high mass dilepton physics

## I Introduction

Heavy quarkonia states provide, via their leptonic decays, an essential tool to probe the earliest stage of heavy ion collisions at ultra-relativistic energies and are considered a crucial signature for demonstrating the existence of the quark gluon plasma (QGP) and for diagnosing its properties . The anomalous suppression of the $`J/\psi `$ meson, observed in $`\mathrm{Pb}+\mathrm{Pb}`$ reactions at CERN/SPS, is indeed considered as an indication for the creation of a deconfined medium . However, the production mechanism for both open and hidden charm at SPS is a subject of intensive current debate. Thus the standard pQCD-based framework  for charmonium production and interaction with the deconfined medium is nowadays confronted with new approaches such as the statistical hadronization model  and the kinetic recombination model . These statistical models differ from the standard approach in their predictions for higher beam energies: they imply a significant $`J/\psi `$ enhancement rather than suppression. In both approaches rescattering of heavy quarks in a deconfined medium is essential. Furthermore, a unique signature of the new mechanisms is the peculiar centrality dependence , a scaling of the quarkonia yield with the square of the open charm (or bottom) yield  and thermal ratios for relative yields of quarkonia states . It then becomes mandatory to measure, in addition to the quarkonia yields, also the yields for open charm and open beauty. The study of high mass dileptons is therefore one of the major physics goals of RHIC and the LHC heavy ion program. This new regime of beam energies brings however the challenge of extracting, for the first time, the quarkonia signals in the presence of a significant and highly complex combinatorial background which arises mostly from the semi-leptonic decay of open charm and open bottom (up to 200 $`\mathrm{c}\overline{\mathrm{c}}`$ and 6 $`\mathrm{b}\overline{\mathrm{b}}`$ pairs are expected to be produced per central $`\mathrm{Pb}+\mathrm{Pb}`$ collision at LHC energy). Consequently, high mass dilepton spectra exhibit peculiar features and the well known techniques for background subtraction which work successfully for low mass resonances at low beam energies, cannot be applied in a straightforward way.

Based on simulations performed for $`\mathrm{Pb}+\mathrm{Pb}`$ collisions at LHC energy we discuss the problems related to the subtraction of the combinatorial background to the dilepton spectra at high invariant mass. We demonstrate that the peculiar characteristics of the combinatorial background at high invariant mass provides a means to measure, albeit indirectly, the number of $`\mathrm{b}\overline{\mathrm{b}}`$ pairs produced in the reaction.

## II Subtracting the combinatorial background

In the multiparticle environment characteristic of heavy ion reactions the possibility to observe a resonance relies on the fact that the reconstructed invariant mass of its decay products appears as a narrow peak signal superimposed on a broad background. Depending on the underlying physics and on the event multiplicity, the background originates from uncorrelated particles and/or from correlated particles i.e. of common origin. In principle the signal can be extracted by fitting the signal+background distribution with appropriate functions chosen in order to provide a good description of the overall spectrum. This technique, however, does not work if signal and background have a similar shape. This could result either i) from a bump in the background due to physical reasons, detector acceptance, or analysis cuts, or ii) from a broad signal due to a large intrinsic resonance width and/or a smearing of this width by the apparatus resolution. In these cases it becomes difficult or even impossible to disentangle the signal and background components by fitting their sum. Obviously, the situation gets even worse when the resonant signal is small and/or when the shape of the background is unknown. These difficulties become even more obvious when extracting a continuum like the Drell-Yan, the thermal radiation, or the open charm/bottom dilepton signal. The only way to overcome this problem is to estimate independently the background distribution and to subtract it from the signal+background spectrum. Such a technique is nowadays intensively used in heavy ion collisions at high beam energies.

Considering an unlike-sign two particle invariant mass spectrum, there are mainly two ways to determine and subtract the combinatorial background:

* Like-sign pair technique: the uncorrelated background in the unlike-sign pair sample is estimated by the number of like-sign pairs within each event. The signal S of the number of unlike-sign pairs $`\mathrm{N}^+`$ is then given by $`\mathrm{S}=\mathrm{N}^+2\mathrm{R}\sqrt{\mathrm{N}^{++}\mathrm{N}^{}}`$ where the factor R accounts for a possible asymmetry in the production of positively and negatively charged particle and/or an asymmetry due to a detector trigger/acceptance bias relative to the particle charge. This technique has the disadvantage that the statistics in the background spectrum is limited to the number of available events. On the other hand, since the number of unlike-sign pairs and like-sign pairs are calculated within the same event, the normalization of the determined background to the signal+background spectrum is straightforward, provided that one knows the $`\mathrm{R}`$ factor with good accuracy.
* Event-mixing technique: the uncorrelated background in the unlike-sign pair sample is given by an unlike-sign pair spectrum for which the two particles of a pair are taken from two different events. This offers a better statistical precision than the previous method since one can mix each event with several (or even many) other events. The mixed events have to be identical in centrality. In presence of flow they have to be rotated into a common reaction plane. After normalization of the signal+background spectrum and the event-mixing spectrum to the respective number of events an additional normalization factor of 2 has to be applied to the event-mixing spectrum. Note that with real data, the normalization factor is not straightforward because, due to fluctuations and detector resolution, the centrality of the mixed events is never strictly identical. Therefore the normalization of the estimated background to the signal+background is usually done from the integration of the two spectra in a region where the correlated signal is assumed to be negligible. Note also that, in order to be applied to experimental data, the event-mixing technique requires that the two track resolution of the detector be taken into account.

Each method has its own advantages and drawbacks depending on the particle environment and on the nature of the signal to be extracted . In particular, the event-mixing technique can lead to incorrect results in the case of large signal-to-background. This can be intuitively understood by considering the extreme case of a sample of events where each event consists of two correlated particles only, such as a $`\mathrm{c}\overline{\mathrm{c}}`$ pair. In this case there would be no real background to the signal but the event-mixing technique would produce a fake background. On the other hand it is obvious that the like-sign method, which relies on the fact that a like-sign pair is always uncorrelated, will fail if the events contain like-sign correlated particle pairs.

In the following we shall show that, because the decay products of bottom decay contain like-sign correlated lepton pairs, the applicability of the like-sign technique for background subtraction in dilepton physics at the collider energies, such as currently available at RHIC and to become available at the LHC, is questionable. By making use of the differences between the background estimated with the like-sign and the event-mixing techniques, we propose a new method to measure indirectly the number of $`\mathrm{b}\overline{\mathrm{b}}`$ pairs from the dilepton spectra. As illustrative examples, we consider the two dilepton channels ($`\mathrm{e}^+\mathrm{e}^{}`$, $`\mu ^+\mu ^{}`$) in the acceptance of the ALICE detector  for central $`\mathrm{Pb}+\mathrm{Pb}`$ collisions. Technical details about the simulation are given in appendix A.

## III Discussion

Figure 1 shows the invariant mass ($`\mathrm{M}`$) distribution of unlike-sign lepton pairs in the ALICE detector acceptance. With a transverse momentum threshold of $`2\mathrm{GeV}/\mathrm{c}`$ on each lepton, the dileptons from $`\mathrm{B}`$ meson decays are the dominant component of the combinatorial background all over the invariant mass region except for $`3\mathrm{M}5\mathrm{GeV}/\mathrm{c}^2`$ where the component from $`\mathrm{D}`$ meson decays is significant. Particularly interesting is the difference in shape between the two invariant mass distributions: the distribution from $`\mathrm{D}`$ meson decays exhibits one single maximum at intermediate $`\mathrm{M}`$ and a shoulder at low $`\mathrm{M}`$ while that from $`\mathrm{B}`$ meson decays shows two bumps at low and intermediate $`\mathrm{M}`$. The bump at intermediate $`\mathrm{M}`$ results mostly from a combination of two primary leptons while the bump at low $`\mathrm{M}`$ is a result of a combination of a primary and a secondary lepton produced by the same $`\mathrm{B}`$ meson in the so-called $`\mathrm{B}`$-chain channel***A primary lepton $`\mathrm{l}_1`$ is a lepton directly produced by the meson $`\mathrm{Q}`$ in the first decay generation: $`\mathrm{Q}\mathrm{l}_1`$ \+ anything. A secondary lepton $`\mathrm{l}_2`$ is a lepton produced in the second decay generation: $`\mathrm{Q}\mathrm{X}`$ \+ anything, $`\mathrm{X}\mathrm{l}_2`$ \+ anything.. This channel represents a sizeable fraction of dileptons because the first generation of decay products of a $`\mathrm{B}`$ meson generally contains a $`\mathrm{D}`$ meson whose semi-leptonic decay branching ratio is rather large. On the other hand, this channel is almost inexistent for primary $`\mathrm{D}`$ mesons because the secondary leptons from charm decay mostly originate from $`\pi `$ and $`\mathrm{K}`$ meson decay. Most of these secondary leptons which have very low momenta are removed by the transverse momentum threshold. Consequently, the dilepton distribution from $`\mathrm{D}`$ meson decay is dominated, to a large extent, by pairs of primary leptons.

The background to the unlike-sign correlated dilepton signal is estimated by means of the two previously described techniques. The like-sign spectrum is normalized with the $`\mathrm{R}`$ factor equal to 1 since no charged particle asymmetry is present in our simulated events (more details about the $`\mathrm{R}`$ factor are given in appendix B) Concerning the event-mixing spectrum we use the standard normalization factor of 2 mentioned previously since all simulated events can be considered as strictly identical in terms of centrality. The resulting background distributions are shown by the dashed and the dotted histograms in Fig. 1. Clearly the two techniques do not lead to the same result: for large $`\mathrm{M}`$, the background from the like-sign method systematically underestimates that from the event-mixing method. This can be better observed by inspecting Fig. 2 and 3 where the background-subtracted spectrum is compared to the sum of all unlike-sign correlated signals. Figure 2 shows that the event-mixing technique works as expected i.e. the background-subtracted spectrum is identical to the sum of the unlike-sign correlated signals (the difference between the solid and the dashed histograms is hardly visible in Fig. 2). On the other hand, Fig. 3 shows that the background-subtracted spectrum with the like-sign technique seems to describe well the unlike-sign correlated signal at low $`\mathrm{M}`$ but underestimates this signal by about $`25\%`$ for $`\mathrm{M}3\mathrm{GeV}/\mathrm{c}^2`$.

Two effects contribute to the failure of the like-sign technique. Both of them are related to the particularity of the $`\mathrm{B}`$ mesons in a sense that a $`\mathrm{B}\overline{\mathrm{B}}`$ pair produces not only unlike-sign correlated lepton pairs, but also like-sign correlated lepton pairs:

* The first decay generation of $`\mathrm{B}`$ mesons contains $``$ 10$`\%`$ of primary leptons and a large fraction of $`\mathrm{D}`$ mesons which decay semi-leptonically with a branching ratio of $``$ 12$`\%`$. Therefore a $`\mathrm{B}\overline{\mathrm{B}}`$ pair is a source of like-sign correlated pairs. For example, in the following decay chain:
$`\mathrm{B}^+`$ $``$ $`\overline{\mathrm{D}}^0`$ $`\mathrm{e}^+`$ $`\nu _\mathrm{e}`$, $`\overline{\mathrm{D}}^0`$ $``$ $`\mathrm{e}^{}`$ anything
$`\mathrm{B}^{}`$ $``$ $`\mathrm{D}^0`$ $`\pi ^{}`$, $`\mathrm{D}^0`$ $``$ $`\mathrm{e}^+`$ anything
the $`\mathrm{B}^+\mathrm{B}^{}`$ pair produces a correlated $`\mathrm{e}^+\mathrm{e}^+`$ pair in addition to the $`\mathrm{e}^+\mathrm{e}^{}`$ pair.
* Like the $`\mathrm{K}^0\overline{\mathrm{K}}^0`$ system, the 2 neutral $`\mathrm{B}^0\overline{\mathrm{B}}^0`$ meson systems $`\mathrm{B}_\mathrm{d}^0\overline{\mathrm{B}}_\mathrm{d}^0`$ and $`\mathrm{B}_\mathrm{s}^0\overline{\mathrm{B}}_\mathrm{s}^0`$ undergo the phenomenon of particle-antiparticle mixing (or oscillation). This effect is quantified by the so-called mixing parameter $`\chi _\mathrm{d}`$ ($`\chi _\mathrm{s}`$) which corresponds to the time-integrated probability that a produced $`\mathrm{B}_\mathrm{d}^0`$ ($`\mathrm{B}_\mathrm{s}^0`$) decays as a $`\overline{\mathrm{B}}_\mathrm{d}^0`$ ($`\overline{\mathrm{B}}_\mathrm{s}^0`$) and vice versa. The mixing parameters are predicted by the Standard Model and have been measured experimentally . They are estimated to $`\chi _\mathrm{d}`$ $`=`$ 0.17 and $`\chi _\mathrm{s}`$ 0.49. Therefore, a $`\mathrm{B}_\mathrm{d}^0\overline{\mathrm{B}}_\mathrm{d}^0`$ ($`\mathrm{B}_\mathrm{s}^0\overline{\mathrm{B}}_\mathrm{s}^0`$) pair produces, in the primary dilepton channel, $``$ 70$`\%`$ ($``$ 50$`\%`$) of unlike-sign correlated lepton pairs and $``$ 30$`\%`$ ($``$ 50$`\%`$) of like-sign correlated lepton pairs.

Due to these effects the unlike-sign dilepton spectrum does not contain the full correlated signal because a part of this correlated signal is made of like-sign lepton pairs. Consequently, the like-sign subtraction removes from the unlike-sign dilepton spectrum not only the uncorrelated component but also a fraction of the correlated signal. Note that, in the case presented in Fig. 3, the use of the like-sign technique to subtract the background to the $`\mathrm{{\rm Y}}`$ signal would bias only weakly the result because the yield in the resonances peak is much larger than the yield in the background below these peaks. On the contrary, this bias would become important in the case of a strong $`\mathrm{{\rm Y}}`$ suppression which would manifest itself by an almost vanishing peak. It is obvious that it would become even more important for continuum physics.

Figure 4 shows the like-sign and the unlike-sign correlated components. For $`\mathrm{M}3\mathrm{GeV}/\mathrm{c}^2`$, the correlated $`\mathrm{B}`$ meson decay distribution almost exclusively consists of unlike-sign pairs. For $`\mathrm{M}3\mathrm{GeV}/\mathrm{c}^2`$, the like-sign correlated component reaches about $`45\%`$ of the unlike-sign correlated component. The like-sign correlated component arising from $`\mathrm{B}^0`$ mixing amounts to about $`30\%`$ of the total like-sign correlated distribution.

Since $`\mathrm{D}`$ mesons do not oscillate (no evidence for $`\mathrm{D}`$ meson oscillation has been observed so far ), a $`\mathrm{D}\overline{\mathrm{D}}`$ pair cannot produce a like-sign correlated lepton pair in the primary decay generation. Nevertheless, $`\mathrm{D}`$ mesons can generate like-sign correlated lepton pairs from their decay chain. It can be seen from Fig. 5 that the corresponding size of the effect is very weak in both the dielectron channel and the dimuon channel. As already mentioned, this is due to the fact that most of the secondary leptons from charm decay are removed by the transverse momentum threshold of 2 GeV/c.

As shown above, the event-mixing background does not contain any correlated signal whereas the like-sign background contains, in addition to the uncorrelated signal, the like-sign correlated lepton pairs from bottom decay. Therefore, subtracting the first background from the second one should get access to the like-sign correlated component. Figure 6 shows that this is indeed the case in the present simulations: when subtracting the event-mixing spectrum from the like-sign spectrum, one obtains a non-zero distribution which corresponds precisely to the like-sign correlated component from bottom decay. The latter is directly connected to the full $`\mathrm{b}\overline{\mathrm{b}}`$ cross-section since any change in the $`\mathrm{b}\overline{\mathrm{b}}`$ cross-section will translate into a proportional change in the like-sign correlated dilepton yield. The signal obtained from the subtraction of the two background distributions can therefore be considered as a reliable measurement of the number of $`\mathrm{b}\overline{\mathrm{b}}`$ pairs. Indeed, neither a resonance nor the thermal radiation nor the Drell-Yan mechanism can provide like-sign correlated dileptons and, as shown in Fig. 5, the amount of like-sign correlated lepton pairs from charm decay is negligible when applying a $`p_\mathrm{t}`$ threshold of 2 GeV/c on both leptons.

Note that one could also get a model-independent estimate of the number of $`\mathrm{b}\overline{\mathrm{b}}`$ pairs from the integration of the background-subtracted unlike-sign spectrum at high invariant mass where the dileptons from bottom decay dominate (Fig. 1). However, this could lead to a non-pure bottom sample since the integrated signal would contain all kind of unlike-sign correlated pairs. In particular, it would contain the Drell-Yan signal whose yield could become significantly large relative to the sum of correlated charm and bottom yields in the case of strong energy loss effects on heavy quarks . It would also contain the unlike-sign correlated pairs from charm whose thermal production cross-section could be enhanced for a QGP with a relatively high temperature , as well as lepton pairs from a thermalized hot QGP.

We point out that whereas in $`\mathrm{e}^+\mathrm{e}^{}`$ reactions a good understanding of open beauty hadron production, sample composition and decay has been recently achieved , in nucleus-nucleus reactions none of the open beauty hadrons has ever been measured so far (this holds even for open charm hadrons). For the present investigations we have assumed that B meson production, mixing, and decay can be extrapolated from nucleon-nucleon collisions to nucleus-nucleus collisions by multiplication with the number of binary collisions. The reality may be far from this, and it is indeed a major goal of the ultra-relativistic heavy ion program to study the differences. However, for the present studies which concern mostly the signal/background we believe that the current investigation addresses the crucial and important new points which can be studied in the heavy ion environment.

Note, finally, that the proposed method provides a global estimate of the like-sign signal from bottom including the signal from $`\mathrm{B}^0`$ mixing and from the $`\mathrm{B}`$ meson decay chain. Further detailed investigations should reveal whether the two contributions might be identified separately by means of further constraints on the kinematical characteristics of the lepton pairs.

## IV Conclusions

We have presented some features of high mass dilepton spectra in heavy ion collisions at collider energies with special emphasis on the determination of the continuum background at high invariant masses. Our investigations show that the combinatorial background contains a large amount of dileptons from bottom decay. Because bottom decay is a source of like-sign correlated lepton pairs, the result of the background determination using the like-sign technique is inappropriate. The event-mixing method is not affected by this effect and gives a reliable estimate of the combinatorial background. We have demonstrated that, by subtracting the event-mixing distribution from the like-sign distribution, one obtains a precise estimate of the yield of like-sign correlated lepton pairs from bottom decay. These results are relevant for analysis of data from RHIC and the LHC.

## Acknowledgements

We thank D. Miśkowiec for careful reading of the manuscript and for useful comments.

## Appendix A: simulation environment

Our simulation is similar to that presented in . It consists of the following steps:

* Open charm and open bottom in central $`\mathrm{Pb}+\mathrm{Pb}`$ reactions are computed with PYTHIA 5.7  assuming that a $`\mathrm{Pb}+\mathrm{Pb}`$ collision is a superposition of a certain number of p+p reactions. We use the GRVH0 parton distribution function to normalize the production cross-sections in p+p reactions at $`\sqrt{\mathrm{s}}=5.5\mathrm{TeV}`$ to 6.7 $`\mathrm{mb}`$ and 0.2 $`\mathrm{mb}`$ for charm and bottom respectively . These cross-sections are then extrapolated to $`\mathrm{Pb}+\mathrm{Pb}`$ collisions at impact parameter $`b=0\mathrm{fm}`$ with the nuclear overlap function $`\mathrm{T}_{\mathrm{PbPb}}(0)=30.4\mathrm{mb}^1`$ . It results into 205 $`\mathrm{c}\overline{\mathrm{c}}`$ and 6 $`\mathrm{b}\overline{\mathrm{b}}`$ per central $`\mathrm{Pb}+\mathrm{Pb}`$ event.
* The heavy quarks hadronize into heavy mesons through a Peterson fragmentation function . The $`\mathrm{c}`$($`\overline{\mathrm{c}}`$) quarks are assumed to fragment into $`\mathrm{D}^+`$($`\mathrm{D}^{}`$), $`\mathrm{D}^0`$($`\overline{\mathrm{D}}^0`$), and $`\mathrm{D}_\mathrm{s}^+`$($`\mathrm{D}_\mathrm{s}^{}`$) mesons. For the $`\mathrm{b}`$($`\overline{\mathrm{b}}`$) quarks, we consider $`\mathrm{B}^+`$($`\mathrm{B}^{}`$), $`\mathrm{B}^0`$($`\overline{\mathrm{B}}^0`$), $`\mathrm{B}_\mathrm{s}^0`$($`\overline{\mathrm{B}}_\mathrm{s}^0`$), and $`\mathrm{\Lambda }_\mathrm{b}^0`$($`\overline{\mathrm{\Lambda }_\mathrm{b}^0}`$).
* Heavy mesons decay according to JETSET 6.4  with free decay branching ratios.
* Resonance events including $`\varphi `$, $`J/\psi `$, $`\psi ^{}`$, $`\mathrm{{\rm Y}}`$, $`\mathrm{{\rm Y}}^{}`$ and $`\mathrm{{\rm Y}}^{\prime \prime }`$ are generated separately with yields and spectra taken from . The resonances decay according to JETSET with fixed branching ratio.
* The ALICE detector response is modeled in a simple way byWe do not intend to reproduce detailed features of the ALICE detector response but use representative numbers for illustrative purposes.:

+ geometrical conditions: $`45^{}<\mathrm{\Theta }_\mathrm{e}<135^{}`$ and $`2^{}<\mathrm{\Theta }_\mu <9^{}`$ where $`\mathrm{\Theta }_\mathrm{e}`$ and $`\mathrm{\Theta }_\mu `$ denote the polar angle of electrons and muons, respectively;
    + lower and upper transverse momentum thresholds: $`2<p_\mathrm{t}<10\mathrm{GeV}/\mathrm{c}`$ for both electrons and muons;
    + conditions on vertex: $`v_\mathrm{t}^\mathrm{e}<3\mathrm{cm}`$ and $`v_\mathrm{z}^\mu <100\mathrm{cm}`$ where $`v_\mathrm{t}^\mathrm{e}`$ and $`v_\mathrm{z}^\mu `$ are the electron transverse distance and muon longitudinal distance between the interaction point and the track vertex. The second vertex cut simulates the effect of the front absorber of the muon spectrometer;
    + transverse momentum resolution: $`\mathrm{\Delta }p_\mathrm{t}/p_\mathrm{t}`$ increases linearly from 0.6$`\%`$ at $`p_\mathrm{t}`$=1 GeV/c to 1.4$`\%`$ at $`p_\mathrm{t}`$=10 GeV/c for both electrons and muons.
* The leptonic component of central $`\mathrm{Pb}+\mathrm{Pb}`$ events is constructed by means of a cocktail of the generated leptons from open charm, open bottom and resonances. Each lepton is given a weight which includes the production cross-section of its source folded with the actual number of simulated sources per event and the corresponding decay branching ratio. The weight and the momentum components of the leptons are registered keeping the information on the direct parent and the grandparent of the decay product. This allows to trace back the composition of final spectra.

Leptons from other sources are neglected. Not taken into account in the simulation are: shadowing of the structure functions, energy loss of the partons in the medium, rescattering of heavy mesons, suppression/enhancement of the resonance yields. The ALICE detector filter assumes perfect particle identification and efficiency.

## Appendix B: origins of charge asymmetry and the $`\mathrm{R}`$ factor

The presence of an asymmetry in the production of positive and negative charged background leptons leads to an enhancement of the like-sign dileptons relative to the unlike-sign dileptons. Therefore, the correct normalization of the like-sign spectrum relies on a precise determination of the $`\mathrm{R}`$ factor. We discuss here the origins of possible charge asymmetries in nucleus-nucleus reactions, in which conditions this leads to a $`\mathrm{R}`$ factor different from unity and how to estimate $`\mathrm{R}`$ in this case.

### Charge asymmetry at the production level

At least three physical effects at the particle production level can lead to a charge asymmetry in the final stage of nucleus-nucleus reactions:

* charge conservation implies an excess of positively charged hadrons in the final state because the colliding ions are positively charged;
* isospin conservation implies a ratio $`\pi ^{}/\pi ^+>1`$ because the ion $`\mathrm{N}/\mathrm{Z}`$ ratio is larger than 1;
* associate Kaon production results in an excess of $`\mathrm{K}^+`$ relative to $`\mathrm{K}^{}`$.

It is obvious that these asymmetries propagate to the decayed leptons. However in central nucleus-nucleus reactions the multiplicity of charged particles produced in the interaction is so large that any initial charge asymmetry is smeared-out . In fact, it can be demonstrated that $`\mathrm{R}=1`$ exactly if the particle multiplicities are Poisonnian . This has also been shown by means of Monte-Carlo simulations for central $`\mathrm{Pb}+\mathrm{Pb}`$ reactions at SPS . The charge asymmetry tends to vanish with increasing beam energy as evidenced by the measured $`\pi ^{}/\pi ^+`$ ratio which goes, in central $`\mathrm{Au}+\mathrm{Au}`$ reactions, from 2.15$`\pm `$0.30 at GSI/SIS  to 1.00$`\pm `$0.02 at RHIC .

On the contrary, the previous statement is not valid anymore in low multiplicity events like non-central nucleus-nucleus reactions. In this case $`\mathrm{R}`$ is larger than unity. Its actual value can be precisely determined by means of simulations . Even in this case $`\mathrm{R}`$ differs only slightly from unity. Indeed in peripheral ($`\mathrm{b}13\mathrm{fm}`$) $`\mathrm{Pb}+\mathrm{Pb}`$ collisions at SPS, the $`\mathrm{R}`$ factor for dimuons in the acceptance of the NA50 spectrometer is found to be 1.075 . It should be even closer to unity at higher beam energy thanks to the larger particle multiplicity.

### Charge asymmetry due to a detector acceptance/trigger bias

A charge asymmetry in the lepton sample can also be the consequence of a possible detector bias relative to the lepton charge. The detector bias caused by a different acceptance for positively and negatively charged particle is usually taken into account by averaging the data collected with the two opposite settings of the magnetic field . Similarly a charge asymmetry could result from a different probability for the trigger system to accept like-sign and unlike-sign events. Such an effect can be estimated by means of simulations as discussed in .


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# 1 Introduction

## 1 Introduction

The possibility that our universe contains hidden, spatial dimensions has attracted considerable attention over recent years. In particular, advances in our understanding of the non–perturbative limits of superstring theory indicate that spacetime may be eleven–dimensional . A further important development has been the realization that these extra dimensions need not have finite volume. Indeed, four–dimensional gravity can be recovered if the observable universe is represented by a co–dimension $`1`$ brane embedded in a higher–dimensional space with a non–factorizable geometry .

Embedding theorems of differential geometry provide a natural framework for relating higher– and lower–dimensional theories of gravity and it is important to study such theorems in the light of the above developments. A particularly powerful theorem, due to Campbell, states that any $`n`$–dimensional, Riemannian manifold can be locally and isometrically embedded in an $`(n+1)`$–dimensional, Riemannian space, where the Ricci tensor of the latter vanishes . This theorem was discussed by Romero, Tavakol and Zalaletdinov  within the context of the non–compactified approach to Kaluza–Klein gravity . (For earlier work, see Refs. ). Further embeddings into Ricci–flat spaces were also established for a wide class of superstring backgrounds .

The purpose of the present paper is to develop extensions of Campbell’s scheme, where the Ricci tensor of the higher–dimensional spacetime is non–trivial. Specifically, we consider the case where the embedding manifold is an Einstein space with a covariantly constant energy–momentum tensor. Such embeddings are directly relevant to the second Randall–Sundrum braneworld scenario, where the bulk corresponds to pure Einstein gravity sourced only by a negative cosmological constant . The embedding of the four–dimensional, isotropic and homogeneous radiation universe into a Schwarzschild–Anti de Sitter space was recently investigated . Einstein spaces with a positive cosmological constant have also become the focus of attention  and cosmological solutions with such a term represent one of the simplest manifestations of the inflationary scenario .

We also consider embeddings into spacetimes sourced by a massless, minimally coupled scalar field. Such a field represents one of the simplest forms of matter and can be identified, after suitable field redefinitions, with the dilaton field that arises in the string effective action . A massless field also parametrizes the volume of an internal, Ricci–flat space in conventional Kaluza–Klein compactification. (For a review, see, e.g., ).

The paper is organized as follows. We develop the embedding schemes in Section 2 and proceed in Section 3 to illustrate these techniques by establishing embeddings for general classes of Einstein and plane wave spacetimes. We conclude with a discussion of further applications in Section 4.

## 2 Embeddings in Higher Dimensions

### 2.1 Einstein Spaces

We consider the local and isometric embedding of the $`n`$–dimensional, Riemannian manifold, $`(M,g_{\alpha \beta })`$, with line element

$$ds^2=g_{\alpha \beta }(x^\mu )dx^\alpha dx^\beta $$
(2.1)
in the $`(n+1)`$–dimensional manifold, $`(\widehat{M},\widehat{h}_{AB})`$, defined by the metric

$$d\widehat{s}^2=h_{\alpha \beta }dx^\alpha dx^\beta +ϵ\varphi ^2dy^2,$$
(2.2)
where $`h_{\alpha \beta }=h_{\alpha \beta }(x^\mu ,y)`$ and $`\varphi =\varphi (x^\mu ,y)`$ are analytic functions of the $`(n+1)`$ variables $`\{x^\mu ,y\}`$111Greek and Latin indices run from $`(0,1,\mathrm{},n1)`$ and $`(0,1,\mathrm{},n)`$, respectively, and the coordinate of the $`(n+1)`$th dimension is denoted by $`y`$. All curvature tensors relevant to the $`(n+1)`$–dimensional metric, $`\widehat{h}_{AB}`$, are represented with a circumflex accent and those constructed from the hypersurface metric, $`h_{\alpha \beta }`$, have no accent. We employ Wald’s conventions with signature $`(,+,+,\mathrm{})`$ for the $`n`$–dimensional spacetime, $`g_{\alpha \beta }`$ . In all cases, the embeddings considered in this paper are local and isometric and do not refer to any aspects of the global topology of the spaces.. The constant $`ϵ=\pm 1`$ and we therefore allow for the possibility that the extra dimension is either spacelike or timelike. Although there are well known problems with introducing an additional timelike dimension, it has been argued that the duality symmetries of string/M theory compactified on Lorentzian tori result in extra time dimensions in the strong coupling limit . Braneworld scenarios where the transverse dimension is timelike have also been proposed .

When evaluated on an arbitrary hypersurface, $`dy=0`$, the components of the Ricci tensor calculated from the metric (2.2) take the general form

$`\widehat{R}_{\alpha \beta }=R_{\alpha \beta }{\displaystyle \frac{_{\alpha \beta }\varphi }{\varphi }}+{\displaystyle \frac{1}{2ϵ\varphi ^2}}\left({\displaystyle \frac{\varphi ^{}}{\varphi }}h_{\alpha \beta }^{}h_{\alpha \beta }^{}{\displaystyle \frac{1}{2}}h^{\gamma \delta }h_{\gamma \delta }^{}h_{\alpha \beta }^{}+h^{\gamma \delta }h_{\alpha \gamma }^{}h_{\beta \delta }^{}\right)`$ (2.3)
$`\widehat{R}_{\alpha y}={\displaystyle \frac{\varphi }{2}}_\beta P_\alpha ^\beta `$ (2.4)
$`\widehat{R}_{yy}=ϵ\varphi ^2\varphi {\displaystyle \frac{1}{2}}h^{\gamma \delta }h_{\gamma \delta }^{}{\displaystyle \frac{1}{2}}\left(h^{\gamma \delta }\right)^{}h_{\gamma \delta }^{}+{\displaystyle \frac{1}{2}}h^{\gamma \delta }h_{\gamma \delta }^{}{\displaystyle \frac{\varphi ^{}}{\varphi }}{\displaystyle \frac{1}{4}}h^{\gamma \beta }h^{\delta \alpha }h_{\delta \beta }^{}h_{\gamma \alpha }^{},`$ (2.5)
where the $`n`$–dimensional Ricci tensor, $`R_{\alpha \beta }`$, and covariant derivative operator, $`_{\alpha \beta }=_\beta _\alpha `$, are calculated from $`h_{\alpha \beta }`$, a star denotes a partial derivative with respect to $`y`$, $`/y|_{y=\mathrm{constant}}`$, evaluated on the hypersurface $`y=\mathrm{constant}`$, $`^2h^{\alpha \beta }_{\alpha \beta }`$ and the quantity, $`P_\beta ^\alpha `$, is defined by

$$P_\alpha ^\beta \frac{1}{\varphi }\left(h^{\beta \gamma }h_{\gamma \alpha }^{}\delta _\alpha ^\beta h^{\gamma \delta }h_{\gamma \delta }^{}\right).$$
(2.6)
If we now define the functions $`\mathrm{\Omega }_{\alpha \beta }(x^\mu ,y)`$ :

$$\frac{h_{\alpha \beta }}{y}2\varphi \mathrm{\Omega }_{\alpha \beta },$$
(2.7)
it follows that Eqs. (2.3)–(2.5) simplify to

$`\widehat{R}_{\alpha \beta }=R_{\alpha \beta }{\displaystyle \frac{_{\alpha \beta }\varphi }{\varphi }}+ϵ\left[{\displaystyle \frac{1}{\varphi }}\mathrm{\Omega }_{\alpha \beta }^{}h^{\gamma \delta }\mathrm{\Omega }_{\gamma \delta }\mathrm{\Omega }_{\alpha \beta }+2h^{\gamma \delta }\mathrm{\Omega }_{\alpha \gamma }\mathrm{\Omega }_{\beta \delta }\right]`$ (2.8)
$`\widehat{R}_{\alpha y}=\varphi _\beta \left[\delta _\alpha ^\beta h^{\gamma \delta }\mathrm{\Omega }_{\gamma \delta }h^{\beta \gamma }\mathrm{\Omega }_{\gamma \alpha }\right]`$ (2.9)
$`\widehat{R}_{yy}=\varphi h^{\gamma \beta }\left[ϵ_{\gamma \beta }\varphi \mathrm{\Omega }_{\gamma \beta }^{}\varphi h^{\alpha \delta }\mathrm{\Omega }_{\alpha \gamma }\mathrm{\Omega }_{\beta \delta }\right].`$ (2.10)
In this subsection, we show that the metric (2.1) can be embedded in an Einstein space of the form (2.2), where the constraint equations

$$\widehat{R}_{AB}=\frac{2\mathrm{\Lambda }}{1n}\widehat{h}_{AB}$$
(2.11)
are satisfied and $`\mathrm{\Lambda }`$ is a spacetime constant. That such an embedding is possible was stated by Campbell , but the proof was not given. The proof proceeds iteratively by first assuming that the equations (2.11) are valid on a specific hypersurface $`y=y_0`$, where $`y_0`$ is arbitrary, and then verifying that they are also valid for any $`y`$ in the neighbourhood of this hypersurface.

To proceed, we substitute Eq. (2.11) into Eqs. (2.8)–(2.10):

$`\mathrm{\Omega }_{\alpha \beta }^{}=h^{\lambda \mu }(\mathrm{\Omega }_{\alpha \beta }\mathrm{\Omega }_{\lambda \mu }2\mathrm{\Omega }_{\alpha \lambda }\mathrm{\Omega }_{\beta \mu })\varphi +ϵ_{\alpha \beta }\varphi ϵ\varphi R_{\alpha \beta }{\displaystyle \frac{2ϵ\mathrm{\Lambda }\varphi }{n1}}h_{\alpha \beta }`$ (2.12)
$`h^{\mu \nu }(_\mu \mathrm{\Omega }_{\alpha \nu }_\alpha \mathrm{\Omega }_{\nu \mu })=0`$ (2.13)
$`h^{\lambda \beta }(ϵ_{\lambda \beta }\varphi \mathrm{\Omega }_{\lambda \beta }^{}\varphi h^{\alpha \rho }\mathrm{\Omega }_{\beta \rho }\mathrm{\Omega }_{\lambda \alpha }){\displaystyle \frac{2ϵ\mathrm{\Lambda }\varphi }{n1}}=0.`$ (2.14)
Subtracting the trace of Eq. (2.12) from Eq. (2.14) then results in the contracted ‘Gauss’ equation:

$$\mathrm{\Omega }^2\mathrm{\Omega }_\alpha ^\mu \mathrm{\Omega }_\mu ^\alpha =ϵ(R+2\mathrm{\Lambda }),$$
(2.15)
where $`\mathrm{\Omega }h^{\alpha \beta }\mathrm{\Omega }_{\alpha \beta }`$ and the covariant constancy of the metric in Eq. (2.13) yields the ‘Codazzi’ equation:

$$^\nu \mathrm{\Omega }_{\alpha \nu }=_\alpha \mathrm{\Omega }.$$
(2.16)
A crucial property of the higher–dimensional metric (2.2) is that it must simplify to the embedded metric (2.1) when on the hypersurface, $`y=y_0`$:

$$h_{\alpha \beta }(x^\mu ,y_0)=g_{\alpha \beta }(x^\mu ).$$
(2.17)
We then assume that the symmetric functions

$$\mathrm{\Omega }_{\alpha \beta }=\mathrm{\Omega }_{\beta \alpha }$$
(2.18)
can be found that satisfy the constraints (2.15) and (2.16) on this ‘initial’ hypersurface. Moreover, it is also assumed that these functions evolve according to Eq. (2.7) and the set of differential equations222The metric $`h_{\alpha \beta }(x^\mu ,y)`$ is employed in Eq. (2.19) to raise and lower indices and in calculating the curvature tensors and covariant derivatives.

$$\frac{\mathrm{\Omega }_\beta ^\gamma }{y}=ϵ_\beta ^\gamma \varphi +\varphi \left(\mathrm{\Omega }\mathrm{\Omega }_\beta ^\gamma ϵR_\beta ^\gamma \frac{2ϵ\mathrm{\Lambda }}{n1}\delta _\beta ^\gamma \right),$$
(2.19)
where the boundary conditions

$$h_{\alpha \beta }^{}=2\varphi (x^\mu ,y_0)\mathrm{\Omega }_{\alpha \beta }(x^\mu ,y_0)$$
(2.20)
are satisfied.

As shown in the appendix, if conditions (2.7), (2.15)–(2.20) are satisfied, it follows that

$`\left(^\nu \mathrm{\Omega }_{\alpha \nu }_\alpha \mathrm{\Omega }\right)^{}=0`$ (2.21)
$`\left(\mathrm{\Omega }^2\mathrm{\Omega }_\alpha ^\beta \mathrm{\Omega }_\beta ^\alpha ϵ(R+2\mathrm{\Lambda })\right)^{}=0`$ (2.22)
and Eqs. (2.21) and (2.22) then imply that Eqs. (2.15), (2.16) and (2.18) are valid for all hypersurfaces, $`dy=0`$, in the neighbourhood of $`y=y_0`$. Given the validity of Eq. (2.19), therefore, we may further deduce that the Einstein conditions (2.11) are satisfied for all $`y`$ in this neighbourhood. Consequently, the $`(\alpha \beta )`$–components of the higher–dimensional metric $`\widehat{h}_{AB}`$ can be expanded as a Taylor series in $`y`$ to first–order:

$$\widehat{h}_{\alpha \beta }=g_{\alpha \beta }2\varphi (x^\mu ,y_0)\mathrm{\Omega }_{\alpha \beta }(x^\mu ,y_0)y,$$
(2.23)
where Eqs. (2.7) and (2.17) have been employed. Likewise, the value of $`\mathrm{\Omega }_{\alpha \beta }`$ in this vicinity can be determined from Eq. (2.19). Since the analysis is valid for an arbitrary hypersurface, this local extension can be repeated recursively and this establishes the embedding of the metric (2.1) in the Einstein space (2.2). The embedding is not unique since more than one choice of $`\mathrm{\Omega }_{\alpha \beta }`$ may be possible for a given embedded metric . When $`n=3`$ and $`ϵ=1`$, the determination of $`\mathrm{\Omega }_{\alpha \beta }`$ from the point of view of the boundary value problem follows by identifying $`y`$ with the timelike coordinate, $`h_{\alpha \beta }`$ with the spatial three–metric and $`\mathrm{\Omega }_{\alpha \beta }`$ with the extrinsic curvature . The conditions that these functions must satisfy are the five relations (2.15)–(2.16) and (2.18)–(2.20). We may conclude, therefore, that any $`n`$–dimensional, Riemannian manifold may be locally and isometrically embedded in an $`(n+1)`$–dimensional Einstein space when Eqs. (2.15)–(2.20) are satisfied.

### 2.2 Massless Scalar Fields

It is also of interest to consider whether Campbell’s technique can be extended to include embeddings of the metric (2.1) in non–vacuum spacetimes, $`(\widehat{M},\widehat{h}_{AB})`$. One possible source of matter is a massless, minimally coupled scalar field, $`\chi `$, that satisfies the Einstein field equations

$`\widehat{R}_{AB}={\displaystyle \frac{1}{2}}\widehat{}_A\chi \widehat{}_B\chi `$ (2.24)
$`\widehat{h}^{AB}\widehat{}_{AB}\chi =0.`$ (2.25)
For the metric ansatz (2.2) the components of the $`(n+1)`$–dimensional Ricci tensor (2.24) reduce to

$`R_{\alpha \beta }{\displaystyle \frac{_{\alpha \beta }\varphi }{\varphi }}+ϵ\left[{\displaystyle \frac{1}{\varphi }}\mathrm{\Omega }_{\alpha \beta }^{}h^{\gamma \delta }\mathrm{\Omega }_{\gamma \delta }\mathrm{\Omega }_{\alpha \beta }+2h^{\gamma \delta }\mathrm{\Omega }_{\alpha \gamma }\mathrm{\Omega }_{\beta \delta }\right]={\displaystyle \frac{1}{2}}_\alpha \chi _\beta \chi `$ (2.26)
$`\varphi _\beta \left[\delta _\alpha ^\beta h^{\gamma \delta }\mathrm{\Omega }_{\gamma \delta }h^{\beta \gamma }\mathrm{\Omega }_{\gamma \alpha }\right]={\displaystyle \frac{1}{2}}\chi ^{}_\alpha \chi `$ (2.27)
$`\varphi h^{\gamma \beta }\left[ϵ_{\gamma \beta }\varphi \mathrm{\Omega }_{\gamma \beta }^{}\varphi h^{\alpha \delta }\mathrm{\Omega }_{\alpha \gamma }\mathrm{\Omega }_{\beta \delta }\right]={\displaystyle \frac{1}{2}}\left(\chi ^{}\right)^2`$ (2.28)
on the hypersurface, $`y=y_0`$, where the symmetric functions, $`\mathrm{\Omega }_{\alpha \beta }=\mathrm{\Omega }_{\beta \alpha }`$, are defined, as before, in Eq. (2.7) and the boundary conditions (2.17) and (2.20) are also assumed to be valid. The left–hand side of the scalar field equation (2.25) takes the form

$$h^{\alpha \beta }_{\alpha \beta }\chi +\frac{1}{\varphi }h^{\alpha \beta }_\alpha \varphi _\beta \chi +\frac{ϵ}{\varphi }\left[\frac{1}{\varphi }\chi ^{}\frac{1}{\varphi ^2}\varphi ^{}\chi ^{}\mathrm{\Omega }\chi ^{}\right]=0$$
(2.29)
on this hypersurface and taking the trace of Eq. (2.26) and subtracting Eq. (2.28) implies that

$$\mathrm{\Omega }_{\alpha \beta }\mathrm{\Omega }^{\alpha \beta }\mathrm{\Omega }^2=ϵ\left[\frac{1}{2}_\alpha \chi ^\alpha \chi R\frac{ϵ}{2\varphi ^2}\left(\chi ^{}\right)^2\right].$$
(2.30)
We now consider the scalar function, $`\chi `$, and the symmetric functions, $`\mathrm{\Omega }_{\alpha \beta }`$, that satisfy the conditions (2.27), (2.29) and (2.30) on the hypersurface, $`y=y_0`$, and evolve according to

$$\frac{\mathrm{\Omega }_\beta ^\gamma }{y}=ϵ_\beta ^\gamma \varphi ϵ\varphi \left[R_\beta ^\gamma \frac{1}{2}^\gamma \chi _\beta \chi \right]+\mathrm{\Omega }\mathrm{\Omega }_\beta ^\gamma \varphi .$$
(2.31)
It can then be shown, following an argument similar to that presented in the Appendix, that

$`\left(_\lambda \mathrm{\Omega }_\mu ^\lambda \right)^{}=\mathrm{\Omega }_\kappa ^\eta \left[\mathrm{\Omega }_\eta ^\kappa _\mu \varphi +\varphi _\mu \mathrm{\Omega }_\eta ^\kappa \right]\mathrm{\Omega }_\mu ^\rho \left[\mathrm{\Omega }_\rho \varphi +\varphi _\rho \mathrm{\Omega }\right]`$
$`+ϵ_\mu ^2\varphi +\mathrm{\Omega }\mathrm{\Omega }_\mu ^\lambda _\lambda \varphi +{\displaystyle \frac{ϵ}{2}}_\lambda \varphi _\mu \chi ^\lambda \chi `$
$`+\varphi \left[\mathrm{\Omega }_\mu ^\lambda _\lambda \mathrm{\Omega }ϵ_\lambda R_\mu ^\lambda +\mathrm{\Omega }_\lambda \mathrm{\Omega }_\mu ^\lambda +{\displaystyle \frac{ϵ}{2}}^\lambda \chi _{\mu \lambda }\chi +{\displaystyle \frac{ϵ}{2}}_\mu \chi ^2\chi \right],`$ (2.32)
where we have employed Eq. (2.31), (A.1) and (A.3)–(A.4). Evaluating the derivative with respect to $`x^\mu `$ of the trace of Eq. (2.31) and combining the result with Eq. (2.2) then implies that

$$\left(_\lambda \mathrm{\Omega }_\mu ^\lambda _\mu \mathrm{\Omega }+\frac{1}{2\varphi }\chi ^{}_\mu \chi \right)^{}=\frac{ϵ}{2}\varphi _\mu \chi \left(\widehat{h}^{AB}\widehat{}_{AB}\chi \right)|_{y=y_0},$$
(2.33)
where we have substituted for the scalar field equation (2.29), employed Eqs. (2.27) and Eqs. (2.30) and the right–hand side is evaluated at $`y=y_0`$. It follows from Eq. (2.29), therefore, that the right–hand side of Eq. (2.33) vanishes. Consequently, Eq. (2.27) is also valid for all hypersurfaces in the neighbourhood of $`y=y_0`$.

The validity of Eq. (2.30) in this neighbourhood is established by determining the derivative of the Ricci scalar, $`R(h)`$, with respect to the variable, $`y`$. We find that

$`R^{}=2\varphi \mathrm{\Omega }_\beta ^\mu R_\mu ^\beta +2\mathrm{\Omega }^2\varphi 2\mathrm{\Omega }_\tau ^\mu _\mu ^\tau \varphi `$
$`+\chi ^{}^2\chi +^\mu \chi _\mu \left(\chi ^{}\right)+{\displaystyle \frac{1}{\varphi }}\chi ^{}_\mu \chi ^\mu \varphi .`$ (2.34)
Moreover, it follows from Eq. (2.31) and its trace that

$`\left(\mathrm{\Omega }_\lambda ^\mu \mathrm{\Omega }_\mu ^\lambda \mathrm{\Omega }^2\right)^{}=2ϵ\mathrm{\Omega }_\alpha ^\beta _\beta ^\alpha \varphi 2ϵ\mathrm{\Omega }^2\varphi 2ϵ\varphi \mathrm{\Omega }_\alpha ^\beta R_\beta ^\alpha `$
$`+ϵ\varphi \mathrm{\Omega }_\alpha ^\beta _\beta \chi ^\alpha \chi {\displaystyle \frac{\mathrm{\Omega }}{\varphi }}\left(\chi ^{}\right)^2`$ (2.35)
and combining Eqs. (2.2) and (2.2) implies that

$$\left(\mathrm{\Omega }_{\alpha \beta }\mathrm{\Omega }^{\alpha \beta }\mathrm{\Omega }^2+ϵR\frac{ϵ}{2}^\alpha \chi _\alpha \chi +\frac{1}{2\varphi ^2}\left(\chi ^{}\right)^2\right)^{}=ϵ\chi ^{}\widehat{h}^{AB}\widehat{}_{AB}\chi |_{y=y_0}.$$
(2.36)
The right–hand side of Eq. (2.36) also vanishes when Eq. (2.29) is satisfied and this implies that Eq. (2.30) is valid in the neighbourhood near $`y=y_0`$. We may conclude, therefore, that the field equations (2.24) are valid for all $`y`$ and Eq. (2.25) then follows from the contracted Bianchi identity.

To summarize, for the functions $`\mathrm{\Omega }_{\alpha \beta }=\mathrm{\Omega }_{\alpha \beta }(x^\mu ,y)`$, $`\varphi =\varphi (x^\mu ,y)`$ and $`\chi =\chi (x^\mu ,y)`$ that satisfy Eqs. (2.27), (2.29) and (2.30) on the hypersurface $`y=y_0`$, and evolve according to Eqs. (2.7), (2.17), (2.20) and (2.31), the metric (2.1) can be embedded in the manifold (2.2), where the latter is a solution to the Einstein field equations (2.24) and (2.25) for a massless, minimally coupled scalar field.

This concludes our discussion of the embedding schemes. In the following Section, we employ the procedures to embed Einstein and plane wave spacetimes in non–vacuum, higher–dimensional manifolds.

## 3 Applications of the Embedding Schemes

### 3.1 Embedding Einstein Spaces in Einstein Spaces

We first consider the embedding of an $`n`$–dimensional Einstein space

$$R_{\alpha \beta }(g)=\frac{2\lambda }{2n}g_{\alpha \beta }$$
(3.1)
in the $`(n+1)`$–dimensional Einstein space (2.11) for arbitrary constants $`\{\lambda ,\mathrm{\Lambda }\}`$. The embedding is achieved by invoking the ansatz

$$\mathrm{\Omega }_{\alpha \beta }Ch_{\alpha \beta },\varphi =1,$$
(3.2)
where $`C=C(x^\mu ,y)`$ is a scalar function. Eq. (2.16) immediately implies that the prefactor, $`C`$, may be a function only of $`y`$. On the other hand, Eq. (2.15) implies that

$$C^2=\frac{ϵ(R+2\mathrm{\Lambda })}{n(n1)}$$
(3.3)
and, since $`\varphi =1`$, it follows that Eq. (2.7) may be formally integrated to yield

$$h_{\alpha \beta }=a^2(y)g_{\alpha \beta },$$
(3.4)
where the ‘warp factor’, $`a`$, is defined by $`a\mathrm{exp}\left[^y𝑑y^{}C(y^{})\right]`$. If the constant of integration is chosen such that $`a(y_0)=1`$, the $`n`$–dimensional metric $`g_{\alpha \beta }`$ may be interpreted as the embedded Einstein space satisfying Eq. (3.1). Indeed, only Eqs. (2.19) and (3.3) remain to be solved for the embedding to be determined and these equations reduce to

$`{\displaystyle \frac{1}{a}}{\displaystyle \frac{d^2a}{dy^2}}={\displaystyle \frac{2ϵ\mathrm{\Lambda }}{n(n1)}}`$ (3.5)
$`\left({\displaystyle \frac{da}{dy}}\right)^2={\displaystyle \frac{2ϵ\mathrm{\Lambda }}{n(n1)}}a^2{\displaystyle \frac{2ϵ\lambda }{(n1)(n2)}},`$ (3.6)
respectively. The general solution satisfying the boundary condition (2.20) is then given by

$$a=\mathrm{cosh}\left(\sqrt{\frac{2ϵ\mathrm{\Lambda }}{n(n1)}}(yy_0)\right)+B\mathrm{sinh}\left(\sqrt{\frac{2ϵ\mathrm{\Lambda }}{n(n1)}}(yy_0)\right),$$
(3.7)
where

$$B^2=1\frac{n\lambda }{(n2)\mathrm{\Lambda }}$$
(3.8)
and the embedding of the Einstein space (3.1) is therefore given by

$$d\widehat{s}^2=a^2(y)g_{\alpha \beta }dx^\alpha dx^\beta +dy^2,$$
(3.9)
where Eqs. (3.7) and (3.8) are satisfied.

Eq. (3.9) generalizes the embedding of maximally symmetric, four–dimensional Einstein spaces in five dimensions  as well as the embedding found in Ref.  for $`\lambda <0`$. When the embedded manifold is Ricci–flat $`(\lambda =0)`$, the warp factor (3.7) is exponential and Eq. (3.9) reduces to the metric considered in Ref. .

One interesting consequence of the embedding (3.9) is that it provides the bulk solution for non–fine–tuned versions of the Randall–Sundrum–type braneworld scenarios, where the co–dimension $`1`$ branes have a non–vanishing cosmological constant . Since the embedded metric is arbitrary in our analysis, it may be viewed as a non–linear generalization of the graviton zero mode on the brane. Within this context, a specific example is given by the Siklos class of solutions to Eq. (3.1) representing gravitational waves propagating in anti–de Sitter spacetime .

### 3.2 Plane Waves

We now consider the embedding of the plane wave backgrounds

$$ds^2=dudv+du^2+f_{ij}dx^idx^j$$
(3.10)
in a manifold sourced by a massless scalar field, $`\chi `$, following the approach outlined in Section 2.2 for $`ϵ=1`$. The arbitrary function $`f_{ij}=f_{ij}(u)`$ is symmetric and depends only on the light–cone coordinate, $`u`$. The metric (3.10) admits a covariantly constant, null Killing vector field, $`/v`$, that is orthogonal to the Riemann curvature tensor. Consequently, all curvature invariants vanish and this implies that metrics of this form can represent perturbatively exact solutions to the string equations of motion when the dilaton and antisymmetric form fields satisfy appropriate conditions . The only non–trivial component of the Ricci tensor is $`R_{uu}`$ and is also a function only of $`u`$.

To proceed with the embedding, we assume that the scalar field is independent of the coordinate, $`y`$, and further invoke the ansatz

$`\mathrm{\Omega }_{\alpha \beta }=\{\begin{array}{cc}y/y_0^2\hfill & \text{if }\alpha =\beta =u\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}`$ (3.13)
together with the condition

$$\varphi =1.$$
(3.14)
On the hypersurface $`y=y_0`$, where indices are raised with $`g^{\alpha \beta }`$, the only non–trivial components of $`\mathrm{\Omega }_\beta ^\alpha `$ and $`\mathrm{\Omega }^{\alpha \beta }`$ are $`\mathrm{\Omega }^{vv}=2\mathrm{\Omega }_u^v=4\mathrm{\Omega }_{uu}`$. Thus, Eq. (2.27) is solved since the embedded metric (3.10) and $`\mathrm{\Omega }_\beta ^\alpha `$ are both independent of $`v`$. Eq. (2.30) is also satisfied if the scalar field is a function only of $`u`$, $`\chi =\chi (u)`$, and this latter condition also ensures that Eq. (2.29) holds when $`y=y_0`$. We may then solve the set of equations (2.7) to deduce that

$`h_{\alpha \beta }=\{\begin{array}{cc}\left(y/y_0\right)^2\hfill & \text{if }\alpha =\beta =u\hfill \\ g_{\alpha \beta }\hfill & \text{otherwise}\hfill \end{array}`$ (3.17)
This implies that in the neighbourhood of the hypersurface, only $`\mathrm{\Omega }_u^v`$ and $`\mathrm{\Omega }^{vv}`$ are non–trivial and, consequently, Eqs. (2.27) and (2.30) are solved for arbitrary $`y`$. Moreover, Eq. (2.25) is trivially satisfied, since the scalar field is null. Thus, only Eq. (2.31) is yet to be solved and this set of conditions reduces to the single constraint:

$$\left(\frac{d\chi }{du}\right)^2=2\left[R_{uu}\frac{1}{y_0^2}\right],$$
(3.18)
where $`R_{uu}`$ is the $`(uu)`$–component of the Ricci tensor calculated from the embedded metric (3.10). We may conclude, therefore, that the $`(n+1)`$–dimensional embedding metric is given by

$$d\widehat{s}^2=dudv+\left(\frac{y}{y_0}\right)^2du^2+f_{ij}dx^idx^j+dy^2,$$
(3.19)
where the scalar field is determined by the quadrature

$$\chi =\sqrt{2}^u𝑑u^{}\left[R_{uu}(u^{})\frac{1}{y_0^2}\right]^{1/2}.$$
(3.20)
An interesting example of this embedding arises for the four–dimensional backgrounds defined by $`f_{ij}=f^2(u)\delta _{ij}`$, where $`\delta _{ij}`$ is the two–dimensional Kronecker delta and $`f=f(u)`$ is an arbitrary function that parametrizes the amplitude of the plane wave. The Ricci tensor for such a metric is given by $`R_{uu}=2f^1(d^2f/du^2)`$ and Eq. (3.18) therefore has the form of a one–dimensional Helmholtz equation:

$$\left[\frac{d^2}{du^2}+V(u)\right]f=0,$$
(3.21)
where the effective potential, $`V(u)`$, is determined by the kinetic energy of the scalar field:

$$V\frac{1}{2}\left[\frac{1}{2}\left(\frac{d\chi }{du}\right)^2+\frac{1}{y_0^2}\right].$$
(3.22)
It follows that if a particular solution, $`f_1(u)`$, to Eq. (3.21) can be found for a given choice of $`\chi (u)`$, the general solution can be expressed directly in terms of this solution such that

$$f_{\mathrm{gen}}=\left[\kappa +^u\frac{du^{}}{f_1^2(u^{})}\right]f_1(u),$$
(3.23)
where $`\kappa `$ is an arbitrary constant. In general, this implies that there is not a one–to–one correspondence between the amplitude of the embedded metric and the functional form of the scalar field that generates the Ricci curvature of the embedding metric.

Finally, a second metric of interest is the Nappi–Witten WZW model

$$ds^2=dudv+du^2+dx^2+2\mathrm{cos}udxdy+dy^2$$
(3.24)
that corresponds to a conformal field theory describing a homogeneous, monochromatic plane wave . The Ricci tensor of this background is $`R_{uu}=1/2`$, implying that the scalar field takes the particularly simple form $`\chi =[1(2/y_0^2)]^{1/2}u`$.

### 3.3 Embeddings of Ricci–flat Spaces

We conclude this Section by establishing a class of embeddings where the scalar field is independent of the coordinates of the embedded metric (2.1), i.e., $`\chi `$ is a function only of $`y`$. We employ the ansatz (3.2) for the functions $`\{\mathrm{\Omega }_{\alpha \beta },\varphi \}`$. In this case, Eq. (2.27) implies that $`_\alpha C=0`$ and Eq. (2.30) implies that

$$n(n1)C^2=ϵR+\frac{1}{2}\left(\frac{d\chi }{dy}\right)^2.$$
(3.25)
The scalar field equation (2.29) simplifies to

$$\frac{d^2\chi }{dy^2}=nC\frac{d\chi }{dy}$$
(3.26)
and the evolution equation (2.31) takes the form

$$R_\beta ^\gamma =ϵ\left(\frac{dC}{dy}nC^2\right)\delta _\beta ^\gamma .$$
(3.27)
Eq. (3.26) admits the first integral

$$\left(\frac{d\chi }{dy}\right)^2=\frac{m^2}{a^{2n}},$$
(3.28)
where $`m`$ is an arbitrary constant and we have defined the function $`Cd\mathrm{ln}a/dy`$. Taking the trace of (3.27) and combining Eqs. (3.25) and (3.28) then implies that

$$\frac{d^2a}{dy^2}=\frac{m^2}{2n}a^{12n}$$
(3.29)
and Eq. (3.29) may be integrated to yield the solution

$$a=[1+b(yy_0)]^{1/n},$$
(3.30)
where $`b^2nm^2/[2(n1)]`$. By substituting Eq. (3.30) into Eq. (3.27), we then deduce that the Ricci tensor of the embedded metric must vanish. Finally, the form of the embedded metric follows by integrating Eq. (2.7):

$$d\widehat{s}^2=[1+b(yy_0)]^{2/n}g_{\mu \nu }dx^\mu dx^\nu +ϵdy^2$$
(3.31)
and this satisfies the boundary conditions (2.17) and (2.20).

Thus, Eq. (3.31) represents the the embedding of an arbitrary, $`n`$–dimensional, Ricci–flat spacetime into a manifold sourced by a massless scalar field, where the latter is given by $`\chi =(m/b)\mathrm{ln}[1+b(yy_0)]`$. In the special case where the embedded metric is four–dimensional, flat Minkowski space, Eq. (3.31) represents the bulk metric for a class of braneworld models, where the cosmological constant on the brane is arbitrary but has no influence on the brane dynamics . These models are interesting because they provide a new perspective on solving the cosmological constant problem. The embedding considered in this subsection indicates that this problem may also discussed within a wider context .

## 4 Discussion

In this paper, we have developed a procedure, introduced by Campbell, to embed a given Riemannian manifold into an Einstein space with a non–trivial cosmological constant. Such an embedding has a number of applications.

Firstly, the scheme is iterative and does not depend on the dimensionality of the embedded space. Thus, if the embedding of a particular $`n`$–dimensional space, $`M`$, in an $`(n+1)`$–dimensional Einstein space, $`M_{\mathrm{Ein}}`$, can be determined, an embedding of the space $`M`$ into an $`(n+2)`$–dimensional Einstein space follows immediately by embedding $`M_{\mathrm{Ein}}`$ along the lines outlined in Section 3.1.

This provides a method for generating and classifying exact solutions to higher–dimensional theories of gravity. For example, the infra–red limit of M–theory is eleven–dimensional supergravity, with a bosonic sector consisting of the graviton and a three–form antisymmetric potential . Recently, it was shown that the field equations for this theory can be written in such a way that only ten–dimensional Poincare invariance is manifest . This is equivalent to performing a generalized Scherk–Schwarz dimensional reduction to ten dimensions, where the fields are allowed to depend specifically on the compactifying coordinate . The resulting ten–dimensional theory represents a ‘massive’ extension of type IIA supergravity. It was further shown that if the gauge fields are then frozen out, the ten–dimensional equations of motion reduce to the single equation

$$\widehat{R}_{AB}=m^2\widehat{h}_{AB},$$
(4.32)
where $`m^2`$ represents a cosmological constant. Thus, the embeddings that we have discussed in this paper may be employed to generate solutions to the massive type IIA supergravity and eleven–dimensional supergravity theories.

Embeddings in Einstein spaces are also relevant to Wesson’s ‘spacetime–matter’ (STM) theory, where the matter on any $`(3+1)`$–dimensional hypersurface is encoded at a classical level purely in terms of five-dimensional vacuum geometries . As discussed in Ref. , this interpretation is closely linked to that of Campbell’s theorem . Thus, embeddings in Einstein spaces would be related to a generalisation of the STM theory, although such a generalization could only be achieved at the price of introducing a curvature length scale. It would be of interest to investigate the relationship between four–dimensional matter and the geometry of five–dimensional Einstein spaces further. Moreover, such a generalization would enable direct comparisons to be made between the STM theory and braneworld models. In particular, both approaches attempt to attach physical significance to the fifth coordinate  and these attempts should share some common obstacles and insights.

In establishing the embedding of Einstein spaces we invoked the ansatz (3.2). This restriction could be relaxed by allowing $`\mathrm{\Omega }_{\alpha \beta }`$ to have more degrees of freedom. One possibility is to specify $`\mathrm{\Omega }_{\alpha \beta }=Q_\alpha ^\gamma h_{\gamma \beta }`$, where $`Q_\gamma ^\alpha `$ has the block–diagonal form

$$Q_\gamma ^\alpha =\mathrm{diag}[C(x^A),\mathrm{},C(x^A),D(x^A),\mathrm{},D(x^A)]$$
(4.33)
for some scalar functions $`\{C,D\}`$. It would be natural to consider such an ansatz when embedding an Einstein space that itself is the product of two or more lower–dimensional Einstein spaces. An alternative approach – relevant to spatially homogeneous cosmologies – is to first embed the $`(n1)`$–dimensional spacelike hypersurface in a space with an extra spatial dimension and to then view the embedding to $`(n+1)`$ dimensions as an initial value problem .

The embedding of manifolds in Einstein gravity with a massless scalar field can also provide the seed for generating new, higher–dimensional solutions to the string equations of motion. In the case where the embedded metric admits an Abelian isometry associated with a Killing vector, $`/z`$, a conformal transformation to the string frame, followed by a T–duality transformation, may be performed. This symmetry transformation inverts the string–frame metric coefficient associated with $`z`$ and results in a new dilaton field. Solutions with non–trivial form fields may also be found by employing further duality transformations .

Finally, we remark that since the cosmological constant and scalar field considered in Section 2 were uncoupled, it follows that embeddings in manifolds sourced by both degrees of freedom can in principle be found by extending the above analyses. In particular, we may deduce immediately that if a solution, $`\{g_{\alpha \beta },\chi \}`$, to the $`n`$–dimensional field equations

$`R_{\alpha \beta }(g)={\displaystyle \frac{1}{2}}_\alpha \chi _\beta \chi +{\displaystyle \frac{2\lambda }{2n}}g_{\alpha \beta }`$ (4.34)
$`g^{\alpha \beta }_{\alpha \beta }\chi =0`$ (4.35)
is known, the metric

$$d\widehat{s}^2=a^2(y)g_{\alpha \beta }dx^\alpha dx^\beta +dy^2$$
(4.36)
represents a solution of the equations of motion derived from the $`(n+1)`$–dimensional action

$$S=d^{n+1}x\sqrt{\widehat{h}}\left[\widehat{R}\frac{1}{2}\left(\widehat{}\chi \right)^22\mathrm{\Lambda }\right],$$
(4.37)
where the warp factor, $`a=a(y)`$, is given by Eqs. (3.7) and (3.8), and the functional form of the scalar field is unaltered. Scalar field spacetimes satisfying Eqs. (4.34) and (4.35) were recently studied within the context of the AdS/CFT correspondence . This embedding generalizes the embedding for $`\lambda =0`$ found recently by Feinstein, Kunze and Vazquez–Mozo .

Acknowledgements EA is supported by the Particle Physics and Astronomy Research Council (PPARC) and JEL by the Royal Society. We thank J. Barbour and R. Tavakol for discussions.

## Appendix A Appendix

In this appendix we derive the conditions (2.21) and (2.22). In doing so, we employ the expressions

$`_\mu ^2\varphi =_\lambda \left(_\mu ^\lambda \varphi \right)R_\mu ^\lambda _\lambda \varphi `$ (A.1)
$`\left(_{\beta \alpha }_{\alpha \beta }\right)T_\delta ^\gamma =R_{\alpha \beta ϵ}^{}{}_{}{}^{\gamma }T_\delta ^ϵ+R_{\alpha \beta \delta }^{}{}_{}{}^{ϵ}T_ϵ^\gamma `$ (A.2)
for a scalar field and a tensor field $`T_\delta ^\gamma `$ derived from the Ricci lemma . We also require expressions for the $`y`$–derivative of the Christoffel matrices :

$`\mathrm{\Omega }_\eta ^\kappa \left(\mathrm{\Gamma }_{\rho \kappa }^\eta \right)^{}=\left(\varphi _\rho \mathrm{\Omega }_\kappa ^\eta +\mathrm{\Omega }_\kappa ^\eta _\rho \varphi \right)\mathrm{\Omega }_\eta ^\kappa `$ (A.3)
$`\left(\mathrm{\Gamma }_{\eta \kappa }^\kappa \right)^{}=_\eta \left(\varphi \mathrm{\Omega }\right).`$ (A.4)
We first consider Eq. (2.21). Differentiating Eq. (2.19) with respect to $`x^\gamma `$, and employing Eqs. (A.1), (A.3) and (A.4) implies that

$`(_\kappa \mathrm{\Omega }_\mu ^\kappa )^{}=\mathrm{\Omega }_\kappa ^\eta (\varphi \mathrm{\Omega }_{\eta ;\mu }^\kappa +\mathrm{\Omega }_\eta ^\kappa _\mu \varphi )\mathrm{\Omega }_\mu ^\kappa (\mathrm{\Omega }_\kappa \varphi +\varphi _\kappa \mathrm{\Omega })+_\mu (^2\varphi )`$
$`+\mathrm{\Omega }\mathrm{\Omega }_\mu ^\kappa _\kappa \varphi {\displaystyle \frac{2\mathrm{\Lambda }ϵ}{n1}}_\mu \varphi +\varphi (\mathrm{\Omega }_\mu ^\kappa _\kappa \mathrm{\Omega }+\mathrm{\Omega }_\kappa \mathrm{\Omega }_\mu ^\kappa ϵ_\lambda R_\mu ^\lambda ).`$ (A.5)
The trace of Eq. (2.19), on the other hand, is given by

$$\mathrm{\Omega }^{}=ϵ^2\varphi ϵ\varphi \left(R+\frac{2n\mathrm{\Lambda }}{n1}\right)+\varphi \mathrm{\Omega }^2$$
(A.6)
and combining Eq. (A) with the covariant derivative of Eq. (A.6) with respect to $`x^\mu `$ then implies that

$`\left(_\lambda \mathrm{\Omega }_\mu ^\lambda _\mu \mathrm{\Omega }\right)^{}=_\mu \varphi \left(ϵ(R+2\mathrm{\Lambda })+\mathrm{\Omega }_\kappa ^\eta \mathrm{\Omega }_\eta ^\kappa \mathrm{\Omega }^2\right)`$
$`+\varphi \left(\mathrm{\Omega }_\kappa ^\eta _\mu \mathrm{\Omega }_\eta ^\kappa +\mathrm{\Omega }_\lambda \mathrm{\Omega }_\mu ^\lambda 2\mathrm{\Omega }_\mu \mathrm{\Omega }+ϵ_\mu Rϵ_\lambda R_\mu ^\lambda \right).`$ (A.7)
The first bracketed term on the right hand side of Eq. (A) vanishes due to Eq. (2.15). The second bracketed term vanishes due to the covariant derivative of Eq. (2.15) with respect to $`x^\mu `$ and the contracted Bianchi identity

$$_\lambda R_\mu ^\lambda =\frac{1}{2}_\mu R.$$
(A.8)
Hence, Eq. (2.21) is valid and Eq. (2.16) propagates.

In establishing the validity of Eq. (2.22), it is necessary to calculate $`R^{}`$. Since $`R`$ is a scalar, its derivative can be evaluated in normal coordinates . Employing Eqs. (2.16), (A.2) and (A.4) implies that

$$R^{}=2\mathrm{\Omega }^2\varphi +2R_{\alpha \beta }\mathrm{\Omega }^{\alpha \beta }\varphi 2\mathrm{\Omega }_\beta ^\gamma _\gamma ^\beta \varphi .$$
(A.9)
However, it follows from Eq. (2.19) and (A.6) that

$`(\mathrm{\Omega }_\lambda ^\mu \mathrm{\Omega }_\mu ^\lambda \mathrm{\Omega }^2)^{}=2\mathrm{\Omega }\varphi \left(\mathrm{\Omega }_\lambda ^\mu \mathrm{\Omega }_\mu ^\lambda \mathrm{\Omega }^2+ϵ(R+2\mathrm{\Lambda })\right)`$
$`2ϵ\left(\varphi \mathrm{\Omega }_\lambda ^\mu R_\mu ^\lambda +\mathrm{\Omega }^2\varphi \mathrm{\Omega }_\lambda ^\mu _\mu ^\lambda \varphi \right).`$ (A.10)
Thus, substitution of Eqs. (2.15) and (A.9) into Eq. (A) implies that Eq. (2.22) is valid.


text:
# Undulation instability of lipid membranes under an electric field

## Abstract

The influence of an electric field on a poorly conductive membrane such as a lipid bilayer is studied theoretically. The unbalanced electric stress created by an ionic current across a non-perfectly flat membrane gives rise to a destabilizing surface energy enhancing undulations. The deformation of a membrane attached to a frame and the subsequent force on the frame are derived and the electrohydrodynamic instability of a free floating membrane is also studied. We find a most unstable mode of undulation, of wavelength in the $`\mu m`$ range, connected to the crossover between membrane and solvent dominated dissipations.

Due to their low permeability to electrolytes, biological or other lipid membranes are strongly influenced by applied electric fields. Researchers are actively investigating phenomena such as electroporation (creation of long-lived pores in a lipid membrane under the action of a strong electric field), in part because of very promising applications for gene therapy. Similarly, the electroformation of lipid vesicles is a widely used technique to form large unilamellar vesicles under the action of an electric field. Despite its importance, there is no clear understanding of this experimental tool, which remains mostly empirical. Many other situations (electrofusion, electro-injection of macromolecules in vesicles and cells) require a better understanding of the action of electric fields on lipid bilayers. This paper addresses this issue theoretically, and discusses the effect of an electric field on i) the force exerted on a rigid frame by an attached membrane, and ii) the dynamical instability of a free floating membrane and its relevance for the electroformation of neutral liposomes. Before reaching these two topics, we study the stability of an almost flat membrane under electric field.

The force acting on an interface in an electric field $`E`$ can be calculated by evaluating the discontinuity of the Maxwell stress tensor $`\sigma _{ij}=ϵ(E_iE_j\frac{1}{2}E^2\delta _{ij})`$ across the interface. We consider an infinite membrane of dielectric constant $`ϵ_m(2ϵ_0)`$ and conductivity $`\chi _m^1(10^6S/m)`$ in a solvent of dielectric constant $`ϵ_1(80ϵ_0)`$ and conductivity $`\chi _1^1(10^1S/m)`$ (numbers are typical for a lipid membrane in water, $`ϵ_0`$ is the permitivity of vacuum). A fixed electric field $`E`$ (in practice, a fixed electric current $`j`$) is applied across the membrane, and we note $`E_m`$ the electric field inside the membrane.

If the membrane is perfectly flat, the electric stress is symmetrically balanced on both sides of the membrane (i.e., $`\sigma _{el}ϵ_mE_m^2ϵ_mE_m^2=0`$), which experiences a mere compression. As already pointed out in , this perfect cancellation of the net electric stress is however accidental since any membrane curvature leads to an unbalanced net stress whose order of magnitude can be expressed as $`\sigma _{el}ϵ_mE_m^2d/R`$, where $`d`$ is the thickness of the membrane and $`R`$ its local radius of curvature (a curvature of the membrane leads to a non-uniform surface charge density - see Fig.1). In the case of a closed vesicle , $`E_m`$ is given by the potential drop at the vesicle scale (i.e., $`E_mER/d`$) as most of the electric field goes around the finite sized object, whereas the current continuity across the (infinite) membrane dictates the expression of $`E_m`$ here, namely $`E_mE\chi _m/\chi _1`$. This resulting stress $`\sigma _{el}`$ tends to enhance the (small) local undulations of the membrane $`u(r)=_qu_qe^{iqr}`$ (Monge representation in real and Fourier space). After a short transient time $`\tau _e(ϵ_m/d)\chi _1H10^610^5`$s ($`H`$ is the distance between the electrodes), the solution of the Poisson equation (in the limit $`ϵ_m\chi _m^2ϵ_1\chi _1^2`$) yields the following expression for a given Fourier mode: $`\sigma _{el}=2ϵ_m(E\chi _m/\chi _1)^2(e^{qd}1)/(e^{qd}+1)u(𝐫)`$. Hence, integrating the work of the electric stress (in the large wavelength limit $`qd1`$) yields a net decrease in energy

$$F_{el}=\frac{\mathrm{\Gamma }_{el}}{2}𝑑S(u)^2\mathrm{\Gamma }_{el}=ϵ_m\left(\frac{\chi _m}{\chi _1}\right)^2E^2d$$
(1)
This amounts to an effective negative surface tension $`\mathrm{\Gamma }_{el}`$ acting on the membrane. In the presence of a lipid reservoir (or at the interface between two immiscible fluids of different conductivities), this term leads to an electric field induced decrease of the interfacial tension, known as the electrocapillary effect. On the contrary, for a fixed number of surfactants, enhancing membrane undulations under electric field builds a concomitant mechanical tension because of deviation from the nominal area per molecule. Hence we expect a tense yet floppy-looking membrane in this case. For typical values of the electric field used in the electroporation and electroformation experiments $`E10^3V/m`$, the electrostatic surface tension reaches $`\mathrm{\Gamma }_{el}=10^3J/m^2`$, which is of order the mechanical tension needed to rupture a lipid membrane.

Two consequences of this destabilizing effect are studied below: i) a membrane on a fixed frame is deformed until the electric stress is balanced by an opposing mechanical stress and ii) a free membrane undergoes strong undulations under electric field.

$``$ Case of a bilayer attached to a fixed frame The elastic behavior of a lipid membrane is generally characterized by a bending modulus $`\kappa `$ ($`5\times 10^{20}J`$), and a stretching modulus $`K_s`$ ($`0.1J/m^2`$). Typically, bending a lipid membrane involves energies of order $`110k_BT`$, while stretching it requires much larger energies. To simplify the description below, we will not include the bending rigidity in the treatment of the static deformation of the membrane, nor will we include the thermal fluctuations of the membrane, restricting ourselves to large electric fields.

We write a linear theory for small deformations of the membrane $`qu_q1`$. The membrane is characterized by its total area $`S`$, its projected area $`S_p`$, and its optimum area for which it is not stretched $`S_0`$. We use the two small parameters $`\delta (S_pS_0)/S_0`$ and $`(SS_p)/S_0(1+\delta )\frac{1}{2}q^2|u_q|^2\frac{1}{2}q^2|u_q|^2`$. The electric-field-induced undulation term involves the parameter $``$ only (Eq.(1)), and the stretching energy involves the total increase of area with respect to $`S_0`$:

$$F=S_0\left(\frac{1}{2}K_s(\delta +)^2\mathrm{\Gamma }_{el}\right)$$
(2)
Note that the electric-field-induced undulation term ($`\mathrm{\Gamma }_{el}`$) is quadratic in the small quantity $`qu_q`$, while the stretching term ($`K_s`$) corresponds to an expansion to the fourth order, consistent with the large value of the ratio of the stretching over the electrostatic parameters $`\beta K_s/\mathrm{\Gamma }_{el}>100`$.

The minimization of this energy with respect to the out-of-plane membrane deformation $``$ leads to an equilibrium class of membrane shapes corresponding to a total area difference $`\mathrm{\Delta }_S`$

$$\mathrm{\Delta }_S=\delta +_{eq}=\frac{\mathrm{\Gamma }_{el}}{K_s}10^2$$
(3)
The energy of the membrane only is $`F_m=\frac{1}{2}S_0\frac{\mathrm{\Gamma }_{el}^2}{K_s}`$, and the energy of the system, including the electrostatic energy, is $`F=F_m+F_{el}=\frac{1}{2}S_0\frac{\mathrm{\Gamma }_{el}^2}{K_s}+S_0\mathrm{\Gamma }_{el}\delta `$.

The surface tension of the lipid membrane at equilibrium is given by $`\gamma =F_m/S`$ with $`S=S_0(1+\delta +)`$

At equilibrium, the mechanical tension is equal, but opposite in sign, to the electrostatic energy per unit area: $`\gamma =\mathrm{\Gamma }_{el}`$. The building of a mechanical tension in a membrane under electric field is due to an increase of its area.

Beyond the electroporation threshold, holes in the membrane reduce the mechanical tension by decreasing the membrane area and strongly increasing the membrane electrical conductivity $`1/\chi _m`$. The effect of the electric field could be measured via the setup depicted in Fig.2. The force measured by the spring is $`f=F_{tot}/L_p=\mathrm{\Gamma }_{el}L_y`$ ($`10^3N/m`$), where $`L_p`$ and $`L_y`$ are the membrane projected size in the direction of and perpendicular to the spring respectively. The membrane pulls on the spring ($`f>0`$) if $`>\delta `$. The force in the absence of field is simply: $`f_0=K_sL_y\delta `$.

It is clear from Eq.(3) that the balance between electric-field-induced undulation and membrane stretching does not select a particular equilibrium membrane shape, as both effects depend on the global increase of membrane area only. Including the bending energy of the membrane selects the shape of lowest curvature, namely the first harmonic $`q_1=\pi /L_p`$. The energy gap between the different harmonics is however small (of order $`k_BT`$) for $`q\lambda _\kappa <1`$, where $`\lambda _\kappa =2\pi \sqrt{\kappa /\mathrm{\Gamma }_{el}}`$. For large electric fields ($`E10^3V/m`$), $`\lambda _\kappa `$ is very small ($`10nm`$). For small electric fields, the thermal fluctuations dominate both the membrane shape and tension. We postpone the study of the interesting crossover between these two limits to a future publication.

There are some dynamical issues connected to force measurements on lipid membranes (Fig.2). Lipid membranes spread on a frame are generally connected to the frame by meniscii which are large compared to the membrane thickness, and from which lipid molecules may flow toward the deformed membrane (a phenomenon reminiscent of the Marangoni effect). In this case, the membrane elastic stress consequent to the action of an electric field is rapidly released by migration of lipid molecules, and might not be detectable experimentally. The kind of force measurement depicted on Fig.1 should however be feasible on polymeric membranes, which have shown sensitivity to electric field as well, and for which the migration of molecules along the membrane, if any, is very slow. An alternative experimental setup for lipid membranes involves measurements on lipid membrane strongly bound to a solid substrate, which are expected to exhibit a fairly slow lateral dynamics.

$``$ Instability of free floating membranes under E-field We now study the case of a free floating membrane under an electric field. This study is partly motivated by the experimental technique of electroformation of vesicles, which allows a controlled swelling of an electrode deposit of lipids to form vesicles of fairly well controlled sizes under electric field. Interestingly, this technique works for charged and nonionic lipids, although the optimal conditions vary widely with the nature of the lipids.

The dynamics of a free membrane under electric field can be decomposed into two mechanisms. i) The normal deformation of the membrane (described in the previous section), which creates a tension $`\gamma `$ in the membrane and saturates when $`\gamma =\mathrm{\Gamma }_{el}`$. ii) The lateral sliding (contraction) of the membrane, in an attempt to release this tension. The characteristic time for the normal deformation for a given undulation mode of wavelength $`\lambda `$ is $`\tau _{}\eta \lambda /\mathrm{\Gamma }_{el}`$ ($`10^6s`$ for $`\lambda =1\mu m`$), while the sliding motion involves the whole membrane $`\tau _{}\eta L/\mathrm{\Gamma }_{el}`$ ($`10^3s`$ for $`L1mm`$). The two mechanisms occur at very different timescales, and can be treated separately.

A thorough treatment of the undulation modes of a film immersed in a solvent can be found in the literature. The electrohydrodynamic instability of a layer of non-conducting fluid between two semi-infinite conducting fluids has been studied in , where special attention is given to the peristaltic deformation modes (the two interfaces undulating in antiphase), as these modes lead to the destruction of the film when the two interfaces make contact. In the case of a lipid membrane, these peristaltic modes are suppressed because of the very low compressibility of the film. We study below the bending instability (interfaces undulating in phase) of the membrane.

i) The normal displacement of the membrane involves viscous dissipation in and around the membrane . There are three main dissipation mechanisms, namely the dissipation in the solvent (viscosity $`\eta =10^3Pa.s`$), which dominates the dynamics of large wavelengths deformation, the friction between the two monolayers (friction coefficient $`b_{fr}=10^8Pa.s/m`$), dominant at intermediate wavelengths, and the membrane surface dissipation (surface viscosity $`\mu =10^{10}Pa.s.m`$). For undulating membranes, the latter mechanism is relevant at very small wavelength of the order of the bilayer thickness $`d=5nm`$ only, and will be neglected in what follows. We present below a simplified description of the interplay between external and internal dynamics. For a thorough treatment of membrane dynamics, see Seifert.

Neglecting inertia, a normal deformation of the membrane (of typical lateral size $`2\pi /q`$ and typical velocity $`\dot{u}_q`$) creates a motion in the surrounding fluid which propagates to a distance $`1/q`$. The curvature of the membrane leads to a velocity difference of order $`\delta v=qd\dot{u}_q`$ between the two monolayers. The power dissipated by viscous effect around and in the membrane can be written respectively:

$`P_\eta =\eta {\displaystyle 𝑑V\left(v\right)^2}=S\eta {\displaystyle \underset{q}{}}q\dot{u}_q^2`$ (4)
$`P_{fr}=b_{fr}{\displaystyle 𝑑S\left(\delta v\right)^2}=Sb_{fr}{\displaystyle \underset{q}{}}d^2q^2\dot{u}_q^2`$ (5)
This dissipated power must compensate the power stored in the membrane $`P_m=_tF`$ (the energy $`F`$ is given by Eq.(2)). This condition leads to an evolution equation for each deformation mode:

$`(\eta q+b_{fr}d^2q^2)\dot{u}_q(t)=`$ (6)
$`\left[\mathrm{\Gamma }_{el}q^2\left(1\beta (\delta (t)+(t))\right)\kappa q^4\right]u_q(t)`$ (7)
with $`\beta K_S/\mathrm{\Gamma }_{el}>100`$. The left hand side of this equation describes the viscous dissipation in and around the membrane and the right hand side consists of the electric-field-induced undulation term ($`\mathrm{\Gamma }_{el}`$) with a stretching saturation ($`\beta `$ term). Note that the bending rigidity of the membrane has been added to the membrane energy ($`\kappa `$ term), for it is mandatory for the description of the small wavelength deformations $`q>\sqrt{\mathrm{\Gamma }_{el}/\kappa }`$. This equation is non-linear, since the saturation involves the total increase of area $`=\frac{1}{2}_qq^2|u_q|^2`$. Thanks to the different time scales for normal and lateral motions, the projected area of the membrane $`S_p(t)\delta (t)`$ can be considered as constant for the short time evolution.

This non-linear equation can be solved, but for our purpose, it is sufficient to consider its linearized form, and to treat the saturation dynamics separately. The short time evolution is described by the linear equation

$$(\eta q+b_{fr}d^2q^2)\dot{u}_q=(\mathrm{\Gamma }_{el}q^2\kappa q^4)u_q$$
(8)
The amplitude of a given Fourier mode has a time evolution $`u_q(t)e^{\alpha _qt}`$ with

$$\alpha _q=\frac{\mathrm{\Gamma }_{el}}{\eta }q\left(\frac{1(q/qstat)^2}{1+q/q_{dyn}}\right)$$
(9)
with the two characteristic wavevectors:

$$q_{stat}=\sqrt{\frac{\mathrm{\Gamma }_{el}}{\kappa }}5.10^7m^1q_{dyn}=\frac{\eta }{bd^2}5.10^5m^1$$
(10)
The evolution rate presents a sharp maximum at

$$q^{}=\left(q_{dyn}q_{stat}^2\right)^{1/3}=8.10^6m^1$$
(11)
for $`q_{stat}q_{dyn}`$. This defines a particular lengthscale which grows exponentially faster than the others: $`\lambda ^{}=2\pi /q^{}1\mu m`$. The corresponding growth rate is $`\alpha _q^{}\frac{\mathrm{\Gamma }}{bd^2}5.10^5s^1`$. The evolution saturates similarly for all lengthscales when $`\beta \left[\delta (t)+(t)\right]=1`$, at which point a mechanical tension $`\mathrm{\Gamma }_{el}`$ is established, leading to a contraction of the membrane.

ii) The lateral motion of the membrane occurs at an almost constant surface tension, because the time needed to build up the tension $`\tau _{}`$ is much smaller than the time $`\tau _{}`$ over which it could be released. Since the contraction of the membrane involves solvent flow over large lengthscales ($`mm`$), inertial effects must be included. The flow created by the lateral motion of the membrane (of size $`L`$) propagates over a size $`L_z=L/(\sqrt{1+L^2/(\nu t)})`$ ($`\nu =\eta /\rho `$ is the kinematic viscosity $`10^6m^2/s`$ for water - $`\rho `$ is the density of water). The comparison of the power dissipated by the sliding motion of velocity $`\dot{L}`$: $`P_{diss}=\eta 𝑑V(v)^2=\eta L^2\dot{L}^2/L_z`$, with the power stored in the membrane $`P_{stor}=\mathrm{\Gamma }_{el}L\dot{L}`$, leads to the dynamical equation for the membrane size:

$$\dot{L}=\frac{\mathrm{\Gamma }_{el}}{\eta }\frac{L_z}{L}=\frac{\mathrm{\Gamma }_{el}}{\eta }\frac{1}{\sqrt{1+L^2/(\nu t)}}$$
(12)
The short time evolution ($`t<L_{t=0}^2/\nu 1s`$) is dominated by the diffusion of the solvent flow. Assuming that $`L_{t=0}=L_0`$ (No stretching without electric field), the evolution equation for short time is

$`L(t)=L_0\sqrt{14/3\sqrt{t^3/(\tau _\mathrm{\Gamma }^2\tau _\nu )}}`$ (13)
$`\tau _\mathrm{\Gamma }\eta L_0/\mathrm{\Gamma }_{el}10^3s\tau _\nu =L_0^2/\nu 1s`$ (14)
from which emerges a characteristic time scale $`\tau _{slide}=\left(\tau _\mathrm{\Gamma }^2\tau _\nu \right)^{1/3}10^3s`$. This result is reminiscent of the dynamics of bursting of a soap film in a viscous environment. The evolution of the variable $`\delta =L_p/L_01`$ which appears in Eq.(7), is given by $`\delta (t)2/3(t/\tau _{slide})^{3/2}`$.

In many practical situations, fixed boundaries or walls (the electrodes in the case of the electroformation of vesicles) may strongly modified the hydrodynamics. The solvent viscous dissipation (Eq.(5)) is modified by the presence of a wall at a distance $`h`$ from the membrane, and becomes $`P_{\eta ,h}=S\eta _q\dot{u}_q^2/(q^2h^3)`$ for $`qh<1`$. The left hand side of Eq.(8) is modified accordingly, and shows an optimal wavevector $`q_h^{}\sqrt{q^{}/h}`$ where $`q^{}`$ is given by Eq.(11). For $`h=10nm`$, the fastest growing wavelength is of order $`2\pi /q_h^{}0.1\mu m`$. The sliding motion is strongly affected by the wall. For times larger than $`h^2/\nu `$, the time dependent length $`L_z`$ should be replaced by the distance $`h`$ in Eq.(12), and the dynamics is described by $`L(t)=L_0\sqrt{1t/\tau _h}`$ with $`\tau _h=\tau _\mathrm{\Gamma }L_0/h10^2s`$ instead of $`\tau _{slide}=10^3s`$ (note that solvent permeation through lipid membrane becomes relevant near a wall)!

To conclude this paper, we would like to propose that the electrohydrodynamic instability described above may play an important role in the first stage of the electroformation of liposomes. A remarkable feature of this technique is that it produces vesicles of fairly well defined size. We find a fastest growing undulation mode of wavelength in the $`\mu m`$ range (Eq.(10,11)). This mode might be the precurssor of large scale deformations of the membrane which, after a complex process partly sketched in Ref and involving coalescence of neighboring blisters, lead to the formation of closed vesicles (the size of which can reach $`50\mu m`$ for nonionic lipids). Future developments will include the treatment of small pores which are expected to be present in a membrane under tension, and their influence on both the membrane electrical conductivity (hence $`\mathrm{\Gamma }_{el}`$) and dynamics (solvent permeation through the membrane).

We would like to thank A. Johner, M. Angelova, R. Bruinsma, J.F. Joanny, A. Ajdari and J.B Fournier for stimulating discussion and useful comments.

Fig.1 Net accumulation of conduction charges near

a curved lipid membrane under electric field

Fig.2. Possible experimental setup for the force measurement