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# A Continuous Model of Computation

## Pros and Cons of Two Models of Computation

Although many readers are familiar with the Turing machine model I will describe it very briefly. Then, after describing the real-number model, I will discuss the pros and cons of these two models.

Alan Turing, one of the intellectual giants of the twentieth century, defined his machine model to establish the unsolvability of Hilbert’s Entscheidungsproblem . The Turing machine model has a tape which is of infinite length. The tape is divided into a squares each of which is either blank or contains a single mark. For any particular case the input, calculation, and output are finite. That is, beyond a certain point the tape is blank. There is a reading head which reads one square at a time and after each operation moves one square to the left or right. The machine has a finite number of internal states. Given the initial state and input sequence on the tape the machine changes its state and the reading head prints a symbol and moves one square. Finally, the machine decides when to halt.

We turn to a very brief description of the real-number model; a precise formulation may be found in the literature . The crux of this model is that we can store and perform arithmetic operations and comparisons on real numbers exactly and at unit cost. We can also perform information operations but since these are harder to understand without a motivating example we defer describing them until the next Section. They are not essential for our discussion here.

The real-number model has a long history. Alexander Ostrowski used it in his work on the computational complexity of polynomial evaluation in 1954. I used the real-number model for research on optimal iteration theory in 1964. Shmuel Winograd and Völker Strassen used the real-number model in their work on algebraic complexity in the late sixties. Henryk Woźniakowski and I used it in our 1980 monograph on information-based complexity. In 1989, Lenore Blum, Michael Schub, and Steven Smale provided a formalization of the real-number model for continuous combinatorial complexity and established the existence of NP-complete problems over the reals. Their work led to a surge of research on computation over the reals.

Both these models of computation are abstractions of real digital computers. Writing about the Turing machine model Penrose  states “It is the unlimited nature of the input, calculation space, and output which tells us that we are considering only a mathematical idealization.” Which abstraction to use depends on how useful that abstraction is for certain purposes. What are the pros and cons of these two models of computation? I’ll begin with the pros of the Turing machine model. It is desirable to use a finite-state abstraction of a finite-state machine. Moreover, the Turing machine’s simplicity and economy of description are attractive. Another plus is that it is universal. It is universal in two senses. The first is the Church-Turing thesis, which states that what a Turing machine can compute may be considered a universal definition of computability. (Computability on a Turing machine is equivalent to computability in Church’s lambda calculus.) Of course, one cannot prove this thesis; it appeals to our intuitive notion of computability. It is universal in a second sense. All “reasonable” machines are polynomially equivalent to Turing machines. Informally, this means that if the minimal time to compute an output on a Turing machine is $`T(n)`$ for an input of size $`n`$ and if the minimal time to compute an output on any other machine is $`S(n)`$, then $`T(n)`$ and $`S(n)`$ are polynomially related. Therefore, one might as well use the Turing machine as the model of computation.

I’m not convinced by the assertion that all reasonable machines are polynomially equivalent to Turing machines, but I’ll defer my critique for the cons of the Turing machine. See Table 1 for a summary of the pros of the Turing machine model.

* Desirable to use a finite-state model for a finite-state machine
* Universal

+ Church-Turing thesis
    + All “reasonable” machines are polynomially equivalent to Turing machines

Table 1. Pros of Turing machine model

I’ll turn to the cons of the Turing machine model. I believe it is not natural to use this discrete model in conjunction with continuous mathematical models. Furthermore, estimated running times on a Turing machine are not predictive of scientific computation on digital computers. One reason for this is that scientific computation is usually done with fixed precision floating point arithmetic. The cost of arithmetic operations is independent of the size of the operands. Turing machine operations depend on number size. Finally, there are interesting computational models which are not polynomially equivalent to a Turing machine. Consider the example of a UMRAM. The acronym reveals the important properties of this model of computation. It is a Random Access Machine where Multiplication is a basic operation and memory access and multiplication and addition can be performed at a Unit cost. This seems like a reasonable abstraction of a digital computer since multiplication and addition on fixed-precision floating point numbers cost about the same. But the UMRAM is not polynomially equivalent to a Turing machine! However, a RAM, which does not have multiplication as a fundamental operation is polynomially equivalent to a Turing machine. The cons of the Turing machine are summarized in Table 2.

* Not natural to use a discrete model of computation in conjunction with the continuous models of physics
* Not predictive of running time of a scientific computation on a digital computer
* Not all “reasonable” machines are equivalent to Turing machines

Table 2. Cons of the Turing machine model

I now turn to the pros of the real-number model. As I’ve stated before, the mathematical models of physics are often continuous and use real (and complex) numbers. That is, physicists assume a continuum. It seems natural to use the real numbers in analyzing the numerical solution of continuous models on a digital computer.

Most scientific computation uses fixed-precision floating point arithmetic. Leaving aside the possibility of numerical instability, computational complexity in the real number model is the same as for fixed-precision floating point. Therefore the real-number model is predictive of running times for scientific computations. Studying the computational complexity in the real-number model has led to new superior methods for doing a variety of scientific calculations.

A third reason for using the real-number model is that it permits the full power of continuous mathematics. We will see an example in the final Section when I discuss a result on non-computable numbers and its possible implications for physical theories. Using Turing machines the results takes a substantial part of a monograph to prove. With analysis, the analogous result in the real number model is established in about a page.

The argument for using the power of analysis was already made in 1948 by John von Neumann, one of the leading mathematical physicists of the century and a father of the digital computer. In his Hixon Symposium lecture , von Neumann argues for a “more specifically analytical theory of automata and information.” He writes: “There exists today a very elaborate system of formal logic, and specifically, of logic as applied to mathematics. This is a discipline with many good sides, but also serious weaknesses … Everybody who has worked in formal logic will confirm that this is one of the technically most refractory parts of mathematics. The reason for this is that it deals with rigid, all-or-none concepts, and has very little contact with the continuous concept of the real or of the complex number, that is, with mathematical analysis. Yet analysis is the technically most successful and best-elaborated part of mathematics … The theory of automata, of the digital, all-or-none type as discussed up to now, is certainly a chapter in formal logic.” These observations may be used mutatis mutandis as an argument for the real number model.

Blum, Felipe Cucker, Shub, Smale  argue for the real-number model stating “The point of view of this book is that the Turing model … is fundamentally inadequate for giving such a foundation to the theory of modern scientific computation, where most of the algorithms … are real number algorithms.” The pros of the real-number model are summarized in Table 3.

* “Natural” for continuous mathematical models
* Predictive of computer performance on scientific problems
* Utilizes the power of continuous mathematics

Table 3. The pros of the real-number model

A con of the real-number model is that digital representations of real numbers does not exist in the real world. Even a single real number would require infinite resources to represent exactly. Thus the real-number model is not finitistic. The Turing machine model is also not finitistic since it utilizes an unbounded tape. It is therefore potentially infinite. Thus, to paraphrase George Orwell, the Turing machine model is less infinite than the real-number model. It would be attractive to have a finite model of computation (the Turing machine model is discrete but unbounded). There are finite models, such as circuit models and linear bounded automata, but they are special-purpose. The cons of the real-number model are given in Table 4.

* It is impossible to construct a physical device that implements the real-number model
* It is preferable to use a finite-state abstraction of a finite-state machine

Table 4. Cons of real-number model

## The Formulation of Information-Based Complexity

To see the real-number model in action I’ll indicate how to formalize computational complexity issues for continuous mathematical problems and then, in the following Section, I’ll describe a small selection of recent results. I’ll use the example of $`d`$-dimensional integration to motivate concepts and because of its importance in fields ranging from physics to mathematical finance. In the next Section I’ll touch briefly on the case $`d=\mathrm{}`$, that is, path integrals.

We wish to compute the integral of a real-valued function, $`f`$, of $`d`$ variables over the unit cube in $`d`$ dimensions. Typically, we have to settle for computing a numerical approximation with an error $`ϵ`$. To guarantee an $`ϵ`$-approximation we have to know some global information about the integrand. We assume that the class of integrands has smoothness $`r`$. One way of defining such a class is to let $`F_r`$ consist of those functions whose derivatives of order through $`r`$ satisfy a uniform bound.

A real function of a real variable cannot be entered into a digital computer. We evaluate $`f`$ at a finite number of points and we call the set of values of $`f`$ the local information, for brevity information about $`f`$. An algorithm combines the function values into a number which approximates the integral.

In the worst case setting we guarantee an error at most $`ϵ`$ for every $`fF`$. The computational complexity, for brevity complexity, is the least cost of computing the integral to within $`ϵ`$ for every $`fF`$. We charge unity for every arithmetic operation and $`c`$ comparison and for every function evaluation. Typically $`c1`$ . I want to stress that the complexity depends on the problem and $`ϵ`$ but not on the algorithm. Every possible algorithm, whether or not it is known, and all possible points at which the integrand is evaluated are permitted to compete when we consider least possible cost.

It can be shown that if $`F=F_r`$, then the complexity of our integration problem is of order $`ϵ^{d/r}`$. If $`r=0`$, e.g., if our set of integrands consists of uniformly bounded continuous functions, the complexity is infinite. That is, it is impossible to solve the problem to within $`ϵ`$. Let $`r`$ be positive and in particular let $`r=1`$. Then the complexity is of order $`ϵ^d`$. Because of the exponential dependence on $`d`$ we say the problem is computationally intractable. This is sometimes called the curse of dimensionality. Very large $`d`$ occur in practice and in the next Section we’ll see a problem from mathematical finance where $`d=360`$.

I’ll compare this $`d`$-dimensional integration problem with the well-known Traveling Salesman Problem (TSP), an example of a discrete combinatorial problem. The input is the location of the cities and the desired output is the minimal route; the city locations are usually represented by a finite number of lists. Therefore the input can be exactly entered into a digital computer. The complexity of this problem is unknown but conjectured to be exponential in the number of cities. That is, the problem is conjectured to be computationally intractable and many other combinatorial problems are conjectured to be intractable. We summarize some differences between the integration and TSP problems in Table 5.

| TSP | Integration |
| --- | --- |
| $``$ Information about the input is exact | $``$ Information about the input is partial |
| $``$ Conjectured intractable in the number of cities | $``$ Proven intractable in number of variables |
| $``$ Model of computation is usually Turing machine or random access machine | $``$ Model of computation is usually real-number |

Table 5. Comparison of TSP and integration

Most problems in scientific computation which involve multivariate functions belonging to $`F_r`$ have been proven computationally intractable in the number of variables in the worst case setting. These include partial differential equations , nonlinear optimization , nonlinear equations , approximation , and integral equations . The assumption $`fF_r`$ is important. For example, if convexity is assumed, nonlinear optimization requires only on the order of $`\mathrm{log}(ϵ^1)`$ function evaluations .

In general, IBC is defined by the assumptions that the information concerning the mathematical model is

| $``$ partial |
| --- |
| $``$ contaminated |
| $``$ priced |

Referring to the integration example the mathematical input is the integrand and the information is a finite set of function values. It is partial because the integral cannot be recovered from function values. For a partial differential equation the mathematical input is the functions specifying the initial value and/or boundary conditions. Generally, the mathematical input is replaced using a finite number of information operations. These operations may be functionals on the mathematical input or physical measurements which are fed into a mathematical model. We can now state as an additional specification of the real-number model that information operations are permitted at cost $`c`$ .

In addition to being partial the information is often contaminated  by, for example, round-off or measurement error. If the information is partial or contaminated it is impossible to solve the problem exactly. Finally, the information is priced. As examples, functions can be costly to evaluate or information needed for oil exploration models is obtained by setting off shocks. With the exception of certain finite-dimensional problems, such as roots of systems of polynomial equations and problems in numerical linear algebra, the problems typically encountered in scientific computation have information that is partial and/or contaminated and priced.

IBC theory is developed over linear abstract spaces such as Banach and Hilbert spaces; the applications are typically to multivariate functions. As part of our study of complexity we investigate optimal algorithms, that is, an algorithm whose cost is equal or close to the complexity of the problem. This has sometimes led to new solution methods.

The reason that we can often obtain the complexity and an optimal algorithm for IBC problems is that partial and/or contaminated information permits arguments at the information level. This level does not exist for combinatorial problems where we usually have to settle for trying to establish a complexity hierarchy and conjectures such as $`\mathrm{P}\mathrm{NP}`$.

A powerful tool at the information level is the notion of the radius of information, $`R`$. The radius of information measures the intrinsic uncertainty of solving a problem using given information. We can compute an $`ϵ`$-approximation if and only if $`Rϵ`$. The radius depends only on the problem being solved and the available information; it is independent of the algorithm. The radius of information is defined in all IBC settings; we’ve seen the worst case setting above and will meet two additional settings in the next Section. The radius can be used to define the value of information  for continuous problems which agrees with the mutual information as obtained from the continuous analogue of Shannon entropy for some important cases but disagrees for other. The value of information seems superior in the cases where the two measures differ.

## Recent Advances in Information-Based Complexity

I’ll present a small selection of recent IBC advances: complexity of high dimensional integration, complexity of path integrals, and whether ill-posed problems are solvable.

Continuous multivariate problems are typically intractable in dimension for the worst case setting. There are two ways to attempt to break the curse of dimensionality. We can weaken the worst case guarantee to a stochastic assurance or we can change the class of mathematical inputs. For high-dimensional integrals we will see both strategies at play.

Recall that in the worst case setting the complexity of $`d`$-dimensional integration is of order $`ϵ^{d/r}`$ . As is widely known, the expected cost of Monte Carlo (MC) is of order $`ϵ^2`$, independent of $`d`$ . (This is equivalent to the expected error of MC is of order $`n^2`$ if $`n`$ evaluations are used.) This holds even if the class of integrands is, say, continuous and uniformly bounded; that is, if $`r=0`$. But there is no free lunch. MC carries only a stochastic assurance of small error.

A second stochastic setting is the average case setting. In contrast with the randomized setting where MC permitted, this is a deterministic setting with an a priori measure on the space of mathematical inputs. The guarantee is only that the expected error with respect to this measure is at most $`ϵ`$ and the complexity is the least expected cost.

What is the complexity of integration in the average case setting and where should the integrand be evaluated? This problem was open for some 20 years until it was solved by Woźniakowski in 1991. He assumed that $`r=0`$ and that the measure on the space of integrands is the Wiener sheet measure. He proved that the average complexity is of order $`ϵ^1\left(\mathrm{log}ϵ^1\right)^{(d1)/2}`$ and that the integrand should be evaluated at the points of a low discrepancy sequence (LDS). Discrepancy theory is a much studied branch of number theory and many LDS are known. Roughly speaking, a set of points has low discrepancy if a rather small number of points is distributed as uniformly as possible in the unit cube in $`d`$ dimensions.

The integral is approximated by $`_{i=1}^na_if(t_i)`$. If the $`t_1`$ are chosen from a random distribution, this is MC; if the $`t_i`$ are a LDS it is called quasi-Monte Carlo (QMC). Ignoring the polylog factor, $`\left(\mathrm{log}ϵ^1\right)^{(d1)/2}`$, in Woźniakowski’s theorem the cost of QMC is $`ϵ^1`$ which is much smaller than the cost $`ϵ^2`$ of MC, especially if the error $`ϵ`$ is small. Hence there has been much interest in QMC. The polylog factor in Woźniakowski’s theorem and a similar factor which occurs in the Koksma-Hlawka inequality is innocent if $`d`$ is modest. But in certain applications $`d`$ is large. For example, in a Collateralized Mortgage Obligation (CMO) calculation $`d=360`$. For such a value of $`d`$ the polylog factor looks ominous.

Computer experiments  by Spassimir Paskov with the CMO and other financial instruments led to the surprising conclusion that QMC always beat MC, often by orders of magnitude. Anargyros Papageorgiou and I have shown that using generalized Faure points, which is a particular LDS sequence, QMC achieves accuracy of $`10^2`$, which is sufficient for finance, with just $`170`$ function evaluations. A recent paper by Ian Sloan and Woźniakowski  may provide an explanation. Their paper is based on the observation that many problems of mathematical finance are highly non-isotropic; that is, some dimensions are much more important than others. This is due, at least in part, to the discounted value of future money. They prove the existence of a quasi-Monte Carlo method whose worst case cost is at most of order $`ϵ^p`$ with $`p2`$.

There is a certain resemblance between this sequence of events and physics. There were beautiful and widely accepted results in discrepancy theory. They failed to correctly predict the out come of certain numerical experiments. This led to the development of a new theory. Although the Sloan-Woźniakowski theory looks very promising, it leaves some open questions and research into why QMC performs so well for high-dimensional integrals of mathematical finance is currently a very active area.

QMC looks promising for problems besides those occurring in mathematical finance. For example, Papageorgiou and I  reported test results on a model integration problem of Brad Keister  suggested by integration problems in physics. Again QMC outperformed MC by a large factor, for $`d`$ as large as a hundred. The cost of MC remains of order $`ϵ^2`$ ; an analysis by Papageorgiou has shown that the cost of QMC is of order $`ϵ^1\left(\mathrm{log}ϵ^1\right)^{1/2}`$.

We end this discussion with a caveat. There are many problems for which it has been established that randomization does not break intractability. One instance is function approximation . The following question has been open for many years. Characterize those problems for which randomization breaks intractability. A new area of research is the complexity of path integrals which are defined by

$$S(f)=_Xf(x)\mu (dx)$$

where $`\mu `$ is a probability measure on an infinite-dimensional space $`X`$. Numerous applications occur in quantum mechanics, continuous financial mathematics, and the solution of partial differential equations. We wish to compute an $`ϵ`$-approximation for all $`fF`$. The usual method of calculating path integrals is to approximate the infinite-dimensional integral by one of finite dimension which is calculated by Monte Carlo. The first paper  on the complexity of calculating path integrals is by Greg Wasilkowski and Woźniakowski who assume the measure is Gaussian.

Here I’ll briefly describe very recent work of Leszek Plaskota, Wasilkowski and Woźniakowski on a new algorithm for certain Feyman-Kac path integrals which concern the solution of the heat equation

$$\frac{z(u,t)}{t}=\frac{1}{2}\frac{^2z(u,t)}{u^2}+v(u)z(u,t),z(u,0)=v(u)$$

with the Feyman-Kac integral of the form

$$z(u,t)=_Cv(x(t)+u)e^{_0^tV(x(s)+u)𝑑s}w(dx).$$

Here $`t>0`$, $`V`$ is a potential function, $`v`$ is an initial condition function, $`C`$ is the space of continuous functions and $`w`$ is the Wiener measure. Assume that $`v=1`$ and that $`V`$ is four times continuously differentiable. Then Alexandre Chorin’s algorithm, which uses MC, gives a stochastic assurance of error at most $`ϵ`$ at cost of order $`ϵ^{2.5}`$.

The new algorithm is deterministic and the assurance is worst case. Its cost is of order $`ϵ^{.25}`$. Thus the new algorithm enjoys the advantage of a worst case guarantee at much lower cost. It, however, suffers from a drawback in that it requires the calculation of certain coefficients given by weighted integrals. Under some circumstances one may view the computation of these as a precomputation cost which is not counted in the cost of the algorithm.

The cost of the new algorithm gives an upper bound on the complexity. A lower bound has also been established and for certain classes $`G`$ the two bounds are essentially the same. Then the complexity of this Feyman-Kac path integral is known and the new algorithm is essentially optimal. The results are more general than I’ve indicated here; I want to give the reader a taste of this work.

As my last example I’ll discuss ill-posed problems from the viewpoint of computability theory and IBC to show the power of analysis at work. Marian Pour-El and Ian Richards  established what Penrose  characterizes as “a rather startling result.” Consider a wave equation for which the data provided at an initial time determines the solution at all other times. Then there exist computable initial conditions with the property that at a later time the value of this field is non-computable. A similar result holds for the backward heat equation. These are very particular instances of the following theorem. An unbounded linear transformation can take computable inputs into non-computable outputs. Both the examples mentioned above are examples of unbounded linear transformations.

Pour-El and Richards devote a large part of their monograph to prove this result using computability theory. An analogous result using IBC over the reals was established by Arthur Werschulz . Werschulz’s proof utilizes the power of analysis and is about one page long. His approach has several other advantages as we shall see.

I remind the reader of the classical theory of ill-posed problems due to Jacques Hadamard. Roughly speaking, a problem is ill-posed if small changes in the problem specification can case large changes in the problem solution. As one can gather from his terminology Hadamard felt there was something inherently wrong with trying to solve ill-posed problems. Given an ill-posed problem, one should attempts to reformulate it, so it can be correctly set. However, there are many important ill-posed problems such as remote sensing and computational vision, that occur in practice.

Assume we want to compute $`Lf`$ where $`L`$ is a linear operator. The operator is said to be unbounded if $`supLf=\mathrm{}`$ for $`f1`$. It is well known that $`Lf`$ is ill-posed if and only if $`L`$ is unbounded. Examples of problems whose solution is given by an unbounded linear operator are the wave equation with an initial condition which is not twice differentiable and the backward heat equation. Although Werschulz’s result holds on normed linear spaces, for simplicity I’ll describe it for function spaces. He assumes that the function $`f`$ (in the case of differential equations this might be the initial condition) cannot be entered into a digital computer. He discretizes $`f`$ by evaluating it at a discrete number of points. Werschulz proves that if the problem is ill-posed it is impossible to compute an $`ϵ`$-approximation to the solution at finite cost even for arbitrary large $`ϵ`$. Thus the problem is unsolvable. Note that this is a much stronger result than non-computability.

But the best is yet to come. Since the definition of unbounded linear operator involves a supremum it is a worst case concept. As we’ve seen, in IBC it is natural to consider average behavior. Werschulz places a measure on the inputs, e.g., on the initial conditions. He says a problem is well-posed on the average if the expectation with respect to this measure is finite. Then it can be shown that every ill-posed problem is well-posed on the average for every Gaussian measure, and hence solvable on the average; Werschulz and I  survey the work leading to this result. We see that the unsolvability of ill-posed problems is a worst case phenomenon. It melts away on the average for reasonable measures.

I’ve tried to give you a taste of some of the achievements of IBC using the real-number model. The reader is invited to read some of the monographs cited in the References for other results and numerous open problems.

The research reported here was supported in part by the National Science Foundation and the Alfred P. Sloan Foundation. I appreciated the comments of Jerry B. Altzman, Anargyros Papageorgiou, and Lee Segel on the manuscript.


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# Multiplicity Fluctuations in DIS

## 1 Introduction

The studies of multiplicity fluctuations in restricted domains of the phase space reveal the nature of particle correlations and are sensitive to the dynamics of the underlying process. The hadronic final state in DIS is a result of a hard partonic scattering at a large momentum transfers $`Q\mathrm{\Lambda }`$. A subsequent parton cascade development down to some QCD cut-off $`Q_0`$ and fragmentation occuring at small momentum transfers lead to the observed hadrons. The characteristic QCD scale $`\mathrm{\Lambda }`$ is of the order of a few hundred MeV. At present there are two main approaches for the description of the hadronic final state: the QCD-based Monte Carlo programs and analytic perturbative QCD calculations  in conjunction with the Local Parton-Hadron Duality (LPHD) hypothesis . In Monte Carlo programs, the partonic final state is generated according to the pQCD picture and below $`Q_0`$ 1 GeV the transition from partons to hadrons is performed by applying non-perturbative models. In analytic calculations, the parton cascade develops down to $`Q_0`$, close to $`\mathrm{\Lambda }`$. In this case the direct comparison of the spectra of partons with those of hadrons becomes possible, without involving any hadronization model.

In the multiplicity fluctuations studies, the method of normalized factorial moments, $`F_q`$, was used . Experimentally, the moments of order $`q`$ were calculated by counting $`n`$, the number of charged particles in a restricted region of phase space, $`\mathrm{\Omega }`$:

$$F_q(\mathrm{\Omega })=<n>^q<n(n1)\mathrm{}(nq+1)>,$$
(1)
where $`<\mathrm{}>`$ denotes averaging over all events in the sample. The phase space region, of size $`\mathrm{\Omega }`$, was defined either as a polar-angle ring around the jet axis or as an upper limit on the particle transverse momentum calculated with respect to the jet axis.

## 2 Angular multiplicity fluctuations

The factorial moments were measured as a function of the ring width $`\theta `$ in the corresponding cone with half opening angle $`\mathrm{\Theta }_0`$ .

Substituting $`\theta `$ with a scaling variable, $`z=\mathrm{ln}(\mathrm{\Theta }_0/\theta )/\mathrm{ln}(E\mathrm{\Theta }_0/\mathrm{\Lambda })`$, the experimental results can be compared with analytic calculations where $`\mathrm{\Theta }_0`$ is the half opening angle of a cone around an outgoing quark, of energy E, radiating the gluons. The QCD + LPHD prediction for $`F_q`$ is:

$$\mathrm{ln}\frac{F_q(z)}{F_q(0)}=z(1D_q)(q1)\mathrm{ln}(E\mathrm{\Theta }_0/\mathrm{\Lambda }),$$
(2)
where $`D_q`$ are $`R\stackrel{´}{e}nyi`$ dimensions  and can be calculated either in a fixed-coupling regime or in a running-coupling regime (see  and refs. therein) of the Double Leading Log Approximation (DLLA). For independent particle production: $`D_q=1`$ and $`F_q(z)=F_q(0)`$. Figure 1(left) compares the factorial moments for the DIS data with the QCD predictions. A significant disagreement with the data was found. For the higher order moments, an improvement is observed particularly for calculations in Modified Leading Log Approximation (MLLA)  (see Fig. 1(left)). The data are compared with Monte Carlo models  at the hadron level in Fig. 1(right). All models reproduce the trends seen in the data. The same figure also shows the parton level of ARIADNE. For consistency with the LPHD picture, the parton cascade was cut-off at $`Q_0`$ = 0.27 GeV, which is close to $`\mathrm{\Lambda }=0.22`$ GeV. For higher order moments, the parton level is closer to the data than the analytic calculations.

## 3 Multiplicity fluctuations in limited momentum space

According to QCD predictions, soft gluons in a limited $`p_t`$ region are independently emitted due to a coherence effect . For the measurements of the $`p_t^{cut}`$ moments, Eq. (1) was used with the requirement that all counted particles should have transverse momentum $`p_t<p_t^{cut}`$. The $`p_t^{cut}`$ multiplicity moments have been calculated using DLLA+LPHD . For small values of $`p_t^{cut}`$, theory predicts:

$$F_q(p_t^{cut})1+\frac{q(q1)}{6}\frac{\mathrm{ln}(p_t^{cut}/Q_0)}{\mathrm{ln}(E/Q_0)}.$$
(3)
If $`p_t^{cut}Q_0`$, then all $`F_q1`$ and the multiplicity distribution approaches a Poissonian distribution. Figure 2 shows $`p_t^{cut}`$ moments in DIS  together with Monte Carlo predictions at the hadron and parton levels. The partons of the ARIADNE MC generator are consistent with analytic calculations. For $`p_t^{cut}`$ $`<1`$ GeV, all moments rise in contradiction to the analytic QCD predictions. The MC results for hadrons show similar trends to the data.

## 4 Conclusions

The multiplicity fluctuations have been measured in DIS in restricted phase space regions to test pertubative QCD. For angular factorial moments, the differences between data and analytic calculations are quantitative and become smaller for higher order moments and MLLA corrections. A qualitative disagreement between the QCD+LPHD and the data has been observed for $`p_t^{cut}`$ moments. This, for the first time, indicates a limit of the LPHD hypothesis applied to the multiplicity fluctuations. The MC programs show the large impact of the hadronisation stage on the multiplicity distributions.

## Acknowledgments

I would like to thank the DESY Directorate for support to the DIS2001 Bologna workshop. Many thanks also to my collaborators at ZEUS especially S. Chekanov, M. Adamus, B. Foster, J. Whitmore, R. Yoshida and J. Chwastowski for a careful reading of the manuscript and useful remarks.


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# 1 Introduction

## 1 Introduction

It has been believed that string theory can be nonperturbatively defined in terms of a gauge theory. In fact, candidates  for the nonperturbative definition of string theory are formulated as gauge theories in lower dimensions and some evidences have been found that these models really contain fundamental strings . Unfortunately, however, we still do not know much about how to extract the fundamental string degrees of freedom explicitly from these gauge theories. From this point of view, it must be important to construct classical solutions corresponding to fundamental strings in gauge theories.

On the other hand, physics of the (open string) tachyon condensation draws much attention recently. There, it is conjectured that after the tachyon condensation, unstable D-branes disappear and end up with a bunch of closed strings. If a gauge theory is supposed to be a nonperturbative definition of string theory, it is desirable to describe such phenomena in terms of a gauge theory.

In light of these situations, it is useful to construct a gauge theory which realizes a fundamental string and an unstable brane as classical configurations. This is exactly the aim of this paper. The idea is the following: let us consider a gauge theory coupled to a scalar field which has an unstable domain wall solution — “brane”. Suppose in the bulk, the gauge theory is in the confinement phase, while on the brane, it is in the Coulomb (deconfinement) phase. Then we have the standard Abelian gauge theory on the brane and the confined flux tube in the bulk plays a role of a fundamental string. The flux tube attached to the brane will provide a deconfined flux on the brane. As the unstable brane decays, this flux tends to be confined as in the bulk, and finally when the brane disappears, a single confined flux tube will be recovered . From this point of view, “confinement on the brane”  is automatically realized: it directly follows from the confinement in the bulk.

The organization of this paper is as follows: in the next section, we consider one of such models in which the Abelian gauge field couples to a scalar field through the dielectric ‘constant’ . It turns out that if we choose the potential and the dielectric constant appropriately, our model indeed has the desired properties described above. Moreover, it is shown that the confined flux tube correctly becomes a source for the $`B`$-field in the bulk. This implies that the flux tube really represents a fundamental string. A relation to the tachyon condensation in string theory is also addressed. In section 3, we propose other gauge theories which have the same properties. In fact, for each confinement mechanism, it is possible to construct a gauge theory with the desired properties. This suggests that confinement in the bulk and deconfinement on the brane is a quite universal phenomenon. Section 4 is devoted to discussions in which we put an emphasis on a possible relation to a fundamental string solution in a kind of IIB matrix model.

## 2 Confinement via the Dielectric Effect

### 2.1 The Model

In this section, we consider the case in which the bulk electric flux is confined by the dielectric effect proposed in . Let us start with the Abelian gauge theory coupled to a scalar field $`\varphi `$ in $`(d+1)`$ dimensions considered in

$$=\frac{1}{4}\epsilon (\varphi )F_{\mu \nu }^2+\frac{1}{2}^\mu \varphi _\mu \varphi V(\varphi )j^\mu A_\mu +i\overline{\psi }\gamma ^\mu _\mu \psi ,$$
(2.1)
where

$$j^\mu =g\overline{\psi }\gamma ^\mu \psi ,$$
(2.2)
is the fermion current. Gauss’ law tells us that

$$_\mu D^{\mu \nu }=j^\nu ,$$
(2.3)
where

$$D_{\mu \nu }=\epsilon F_{\mu \nu }.$$
(2.4)
The canonical momentum for $`A_\mu `$ is given by

$$\pi _A^\mu =D^{0\mu }D^\mu .$$
(2.5)
In the following, we choose $`A_0=0`$ gauge. The Hamiltonian density is given by

$$=\frac{D^2}{2\epsilon }+_\varphi ,$$
(2.6)
where we have assumed that there is no magnetic source and dropped the trivial fermion part.

Let us assume that $`D`$ has a flux tube configuration in the $`x^1`$ direction. From Gauss’ law (2.3), we obtain

$$f=𝑑SD_1,$$
(2.7)
where $`S`$ is a $`(d1)`$-dimensional hyperplane orthogonal to the $`x^1`$-direction, and $`f`$ is the flux produced by the charge. Then we should examine whether there is a minimum of the tension (energy of the flux tube per unit length) under the constraint that a given total flux passes through the tube. Therefore, we minimize

$$T=𝑑S\frac{D_1^2}{2\epsilon }\lambda \left(𝑑SD_1f\right),$$
(2.8)
where $`\lambda `$ is the Lagrange multiplier implementing the constraint (2.7). It is easy to find that the solution satisfies

$$D_1=\lambda \epsilon .$$
(2.9)
From this solution, we find that the electric field $`F_{01}`$ is simply given by $`\lambda `$ and hence is constant. Nevertheless $`D_1`$ can be nontrivial due to the nontrivial dependence of the dielectric effect $`\epsilon (\varphi (x))`$. Note that there is no flux in the region where $`\epsilon `$ is zero as seen from (2.9).

Solving the constraint by (2.9), the energy per unit length can be rewritten as

$$W=\frac{1}{2}\frac{f^2}{\epsilon 𝑑S}+𝑑S\left(\frac{1}{2}((\stackrel{}{}\varphi )^2+\dot{\varphi }^2)+V(\varphi )\right),$$
(2.10)
where we have included the contribution from the scalar field. As shown in , it is now easy to see that there exits a static configuration of $`\varphi `$ which minimize $`W`$ under a suitable choice for $`\epsilon `$ and $`V`$. In , they are given by

$$\epsilon =(\frac{\varphi \varphi _0}{\varphi _0})^4,$$
(2.11)
$$V(\varphi )\mu (\varphi \varphi _0)^2.$$
(2.12)
Thus, a nontrivial dependence of $`\epsilon `$ on $`\varphi `$ allows a flux tube solution for $`D`$ which is energetically more favored than the spherically symmetric configuration. Therefore, if we put an electric charge in the bulk, it produces a flux tube which yields a linear potential between charges. This shows that this theory in the bulk is in the confinement phase.

In our model, a new ingredient comes into the choice of the scalar potential $`V(\varphi )`$. As an example, the potential is chosen to be

$$V(\varphi )=\varphi ^2\mathrm{log}\varphi ^2,$$
(2.13)
rather than (2.12) so that it can admit the unstable domain wall solution. In fact, this potential is studied in  as a toy model of the tachyon condensation and is known to be the exact tachyon potential  in the context of the boundary string field theory (BSFT) . As shown in , the unstable domain wall in this case is simply given as the Gaussian:

$$\varphi (x)=\mathrm{exp}(x^2/4),$$
(2.14)
where we have denoted the one-dimensional transverse coordinate of the domain wall (brane) as $`x`$. For illustration, let us take $`\epsilon `$ as

$$\epsilon (\varphi )=\varphi ^4,$$
(2.15)
which is essentially the same as (2.11) up to an irrelevant constant. In this case, $`\epsilon (\varphi )`$ is zero in the bulk except in the flux tube produced by charges put there as described above. On the other hand, since $`\epsilon `$ is non-zero all over the unstable $`(d1)`$-brane, $`D_1`$ can be non-zero there. Therefore, it is natural to expect that the standard Abelian gauge theory is recovered on the brane. In the next subsection, this claim is confirmed by examining the existence of the massless mode of the gauge field on the brane.

### 2.2 Massless Mode on the Brane

Let us examine the existence of the massless mode of the gauge field on the brane. The equation of motion for the gauge field far from a charge is

$$_\mu (\epsilon F^{\mu \nu })=0.$$
(2.16)
It is rather trivial that the $`x`$-independent mode of $`A_\mu `$ actually satisfies this equation as the massless mode. However, for completeness, let us solve this equation. Taking the $`A_0=0`$ gauge and assuming the plane wave solution for $`A_x`$ and $`A_i`$ with respect to $`(t,x^i)`$, where $`x^i`$ represents the longitudinal direction of the brane, we find that $`\epsilon A_x`$ satisfies the standard wave equation and that the equation of motion for $`A_j`$ is reduced to

$$_x^2A_i+\frac{_x\epsilon }{\epsilon }_xA_i+k_x^2A_i=0,$$
(2.17)
where $`k_x`$ is the momentum in the transverse direction of $`A_x`$. Substituting (2.14) and (2.15) into this equation, we see that this equation is nothing but the Hermite differential equation and that the eigenvalue is given by

$$k_x^2=2n,n=0,1,2,\mathrm{}.$$
(2.18)
Thus the gauge field $`A_i`$ on the brane really has the massless mode and there is no tachyon even though the brane itself is unstable. The latter fact can be also seen directly from the equation of motion (2.16).

### 2.3 Coupling with the $`B`$-field

In this subsection, we consider the effect of the bulk $`B`$-field. If the flux tube is really a fundamental string, it must be a source of the $`B`$-field in the bulk. For the purpose of including the $`B`$-field into our Lagrangian, let us begin with the dual gauge theory in four dimension in which a magnetic flux is coupled to the bulk $`B`$-field:

$$^{}=\frac{1}{4}\epsilon ^1\stackrel{~}{F}_{\mu \nu }^2\frac{i}{2}ϵ^{\mu \nu \lambda \rho }\stackrel{~}{F}_{\mu \nu }B_{\lambda \rho },$$
(2.19)
where $`\stackrel{~}{F}`$ is the dual field strength and, correspondingly, the dielectric constant is inverted. Performing the duality transformation of this Lagrangian, we arrive at

$$=\frac{1}{4}\epsilon (F_{\mu \nu }B_{\mu \nu })^2,$$
(2.20)
which seems quite natural. Therefore, we expect that in general the coupling with $`B`$-field is introduced by replacing $`F_{\mu \nu }`$ with $`F_{\mu \nu }B_{\mu \nu }`$. Regarding the $`B`$-field as a background for the gauge field and repeating the same argument as above, we obtain the Hamiltonian density as follows:

$$=\frac{D^2}{2\epsilon }+D^\mu B_{0\mu }.$$
(2.21)
This shows that our flux tube correctly couples to the $`B`$-field. It is also easy to verify that $`F_{0\mu }`$ is again given by $`\lambda `$ and hence constant for the flux tube configuration. Notice that although $`F_{0\mu }`$ is constant for the flux tube configuration, $`B`$ is not necessarily constant. These facts suggest that the confined electric flux tube is a classical configuration in the gauge theory corresponding to the fundamental string. Therefore, if we omit the scalar field part, the complete Lagrangian must be

$$=\frac{1}{4}\epsilon (F_{\mu \nu }B_{\mu \nu })^2+cH_{\mu \nu \rho }^2,$$
(2.22)
where $`H`$ is the field strength of the $`B`$-field, and we have not taken account of the effect by gravity.

It is worth pointing out that the statements in this subsection are not restricted to the action of $`F_{\mu \nu }^2`$ type. In fact, if we start from the ‘dual’ Born-Infeld action

$$^{}=\sqrt{det(1+\stackrel{~}{F})}\frac{i}{2}ϵ^{\mu \nu \lambda \rho }\stackrel{~}{F}_{\mu \nu }B_{\lambda \rho }$$
(2.23)
and performing the duality transformation developed in , we obtain

$$=\sqrt{det(1+FB)},$$
(2.24)
namely, the inclusion of $`B`$ amounts to making a replacement $`FFB`$ as well in the Born-Infeld action. Furthermore, it can be shown that for a general Lagrangian $`((F_{\mu \nu }B_{\mu \nu })^2)`$, the electric field $`F_{0\mu }`$ becomes constant as above for the flux tube configuration.

### 2.4 Stability of the Flux Tube

In this section, we examine the stability of the flux tube against expanding it. For this purpose, let us examine how the total energy for the static flux tube

$$W=\frac{1}{2}\frac{f^2}{(\epsilon 𝑑S)}+𝑑S\left(\frac{1}{2}(\stackrel{}{}\varphi )^2+V(\varphi )\right),$$
(2.25)
changes under a transformation

$$\varphi (x^i)\varphi (\lambda x^i),$$
(2.26)
where $`x^i`$ are the $`d1`$ directions in which a section of $`D`$ has a support: $`d^{d1}x^iD=𝑑SD=f`$. This transformation for $`\lambda <1`$ corresponds to fattening the flux tube. More precisely, let us consider the transformation

$$\varphi (x^i)\varphi ^{}(x^i)=\lambda ^\alpha \varphi (\lambda x^i),$$
(2.27)
where we choose $`\alpha `$ such that

$$\epsilon (\varphi ^{})𝑑S=\epsilon (\varphi )𝑑S,$$
(2.28)
namely, the above transformation decreases the range of $`\varphi `$ simultaneously so that the integration of the dielectric term will keep invariant. Suppose $`\epsilon (\varphi )\varphi ^m`$, then a simple calculation shows that $`\alpha =(d1)/m`$. If the potential behaves like $`V(\varphi )\varphi ^n`$, the kinetic term and potential term for the scalar field in (2.25) become under this transformation

$`{\displaystyle \frac{1}{2}(\stackrel{}{}\varphi ^{})^2𝑑S}`$ $`=`$ $`\lambda ^{3d+2\alpha }{\displaystyle \frac{1}{2}(\stackrel{}{}\varphi )^2𝑑S},`$
$`{\displaystyle V(\varphi ^{})𝑑S}`$ $`=`$ $`\lambda ^{1d+\alpha n}{\displaystyle V(\varphi )𝑑S},`$ (2.29)
where

$`3d+2\alpha `$ $`=`$ $`3d+{\displaystyle \frac{2(d1)}{m}},`$
$`1d+\alpha n`$ $`=`$ $`(d1)\left({\displaystyle \frac{n}{m}}1\right).`$ (2.30)
Therefore, as long as $`m`$ is larger than the smaller value of $`n`$ and $`2(d1)/(d3)`$, expanding the soliton costs more energy of the gauge field. It is now evident that our choice (2.13), (2.15) agrees with this condition. For $`\lambda >1`$, higher derivative terms possibly stabilize the flux tube. This establishes the stability of the fundamental string in the gauge theory (2.1).

### 2.5 Relation to the Tachyon Condensation

It is conjectured that when the open string tachyon around the unstable D-brane condenses, the gauge field on the brane forms a confined flux tube  which plays a role of a piece of a closed string . It is further pointed out that in this case the tachyon potential plays a role of the dielectric constant . In order to confirm this, let us apply the previous arguments to the Lagrangian

$$=\frac{V(\varphi )}{g_s}\sqrt{det(g+F)}\frac{1}{g_s}\sqrt{det(g+F)}G_S^{\mu \nu }_\mu \varphi _\nu \varphi ,$$
(2.31)
where $`\varphi `$ is the tachyon field, $`G_S^{\mu \nu }`$ is the symmetric part of $`(g_{\mu \nu }+F_{\mu \nu })^1`$, and $`V(\varphi )`$ is given as in (2.13). This Lagrangian is derived by using the boundary string field theory .

As before, we assume the flux tube solution along the $`x^1`$-direction and concentrate only on $`F_{01}=E_1`$. The Gauss’ law constraint (2.7) can be solved by

$$D_1=f\frac{\stackrel{~}{V}}{\stackrel{~}{V}𝑑S}.$$
(2.32)
and the minimized energy per unit length is given as

$$W=\sqrt{f^2+(\stackrel{~}{V}𝑑S)^2}+\frac{\sqrt{f^2+(\stackrel{~}{V}𝑑S)^2}}{\stackrel{~}{V}𝑑S}(_\mu \varphi )^2𝑑S,$$
(2.33)
where $`\stackrel{~}{V}=V/g_s`$. Around the tachyonic vacuum333The phrase tachyonic vacuum refers to the vacuum after the tachyon condensates. , $`\stackrel{~}{V}<<1`$ and

$$W=f+\frac{(\stackrel{~}{V}𝑑S)^2}{2f}+\frac{f}{\stackrel{~}{V}𝑑S}(_\mu \varphi )^2𝑑S.$$
(2.34)
As seen from (2.32), the flux tube can exist only in the region where $`\stackrel{~}{V}0`$. In this sense, $`\stackrel{~}{V}`$ indeed plays a similar role to the dielectric constant near the tachyonic vacuum. Note that even if $`\stackrel{~}{V}<<1`$, $`D_1`$ can remain finite according to (2.32). Thus we expect that the flux tube configuration satisfies both the minimum energy condition and the Gauss’ law constraint. Moreover, as mentioned in the previous subsection, this flux tube correctly couples to the $`B`$-field. These facts seem to suggest that the flux tube is exactly the closed string at the tachyonic vacuum where the flux tube is confined via the dielectric effect caused by the tachyon potential. However, the expression of $`W`$ implies that the flux tube in this case is unstable under the ‘fattening’ transformation described in the previous subsection. In fact, it is easy to see that if we make the transformation (2.27) satisfying (2.28) with $`\epsilon `$ replaced by $`\stackrel{~}{V}`$, the first and second term in (2.34) are invariant, while the last kinetic term decreases. Therefore, the configuration of $`\varphi `$ spreads and eventually becomes flat. The flux tube is unstable. Since the tachyon potential (2.13) is known to be exact , this fact suggests that the kinetic term should be modified if the flux tube really plays a role of the fundamental string at the tachyonic vacuum. Indeed, compared to the potential term, there is no good reason yet why the kinetic term can be still represented in terms of the open string metric as in (2.31) even near the tachyonic vacuum. In fact, the trouble in (2.34) originates from the fact that $`\stackrel{~}{V}`$ plays both roles of the potential and of the dielectric constant. Thus one of the resolutions of this problem may be a modification in the kinetic term in (2.31).

## 3 Other Models

In this section, we construct other gauge theories in which the fundamental string and the branes are realized as classical configurations. The string is described by a confined flux tube solution in the bulk and is deconfined on the branes. As origins of confinement other than the dielectric effect, we employ the non-Abelian gauge field and the vortex line. It turns out that for each confinement mechanism, it is possible to construct a gauge theory with this property.

### 3.1 Confinement via the Non-Abelian Gauge Field

Let us construct a four-dimensional non-Abelian gauge theory in which a confined flux tube in the bulk becomes deconfined on a domain wall of the scalar field coupled to the gauge field. For example, the Lagrangian is given by

$$=\frac{1}{4g^2}F_{\mu \nu }^aF^{a\mu \nu }+|D_\mu \mathrm{\Phi }|^2(\frac{v^2}{2}+\eta ^2)|\mathrm{\Phi }|^2\frac{\kappa }{2}(|\mathrm{\Phi }|^2)^2+\frac{1}{2}(_\mu \eta )^2\lambda (\eta ^2v^2)^2,$$
(3.1)
where $`F_{\mu \nu }^a`$ is the $`SU(2)`$ gauge field strength, $`\mathrm{\Phi }`$ is a complex scalar field in the adjoint representation of $`SU(2)`$, and $`\eta `$ is a real (neutral) scalar field. This model has already been considered in . As shown in , $`\eta `$ has a stable domain wall solution

$$\eta _0=v\mathrm{tanh}(\sqrt{2\lambda }vx).$$
(3.2)
In the bulk away from the domain wall, $`\eta =\pm v`$. In this case the potential for $`\mathrm{\Phi }`$ has a positive mass term. Thus the bulk gauge field is the standard non-Abelian one and is in the confinement phase. Therefore, the string can be realized as a confined flux tube. On the other hand, at the core of the domain wall, $`v/\sqrt{2}<\eta <v/\sqrt{2}`$, $`\mathrm{\Phi }`$ has the negative mass term and consequently the $`SU(2)`$ gauge symmetry is spontaneously broken down to $`U(1)`$. Thus the flux is deconfined on the brane.

In this example, we have a stable brane (3.2). It is also possible to construct an unstable brane solution by changing the form of the potential for $`\eta `$. For example, if we take an $`\eta ^3`$ potential, there exists a lump solution. Then it is possible to adjust parameters in such a way that $`v/\sqrt{2}<\eta <v/\sqrt{2}`$ is satisfied only inside the unstable brane.

### 3.2 Confinement via the Vortex Line

The second model is based on the Abelian Higgs model in which magnetic charges are confined by the vortex line proposed in . The Lagrangian is

$$=\frac{1}{4}F_{\mu \nu }F^{\mu \nu }+|D_\mu \mathrm{\Phi }|^2(\frac{v^2}{2}\eta ^2)|\mathrm{\Phi }|^2\frac{\kappa }{2}(|\mathrm{\Phi }|^2)^2+\frac{1}{2}(_\mu \eta )^2\lambda (\eta ^2v^2)^2.$$
(3.3)
This model is different from the one in the last subsection in that $`F_{\mu \nu }`$ is the Abelian gauge field and the sign in front of the mass term for $`|\mathrm{\Phi }|`$ is opposite. In this case in the bulk the magnetic charges are confined via the vortex line. This flux tube can be identified as a fundamental string in the bulk. Inside the brane the potential for $`\mathrm{\Phi }`$ is the stable one, hence we have the standard Abelian gauge field in the Coulomb phase.

In the dual picture, the electric flux is confined in the bulk and deconfined on the brane. This model is proposed in . However, in this case the electric flux is dual to the magnetic one which is introduced by hand in order to cancel a singularity arising from a singular gauge transformation. In this sense, the electric flux tube is not a classical solution, but a kind of background.

We conclude this section by making a remark on the confinement in the bulk and deconfinement on the brane. In the context of the tachyon condensation in open string theory, it is most likely that the bulk confinement is realized by the dielectric effect as described by the previous section. However, a variety of models in this section which realize the same situation suggest that this is a quite universal phenomenon.

## 4 Discussions

In this section we discuss a relation between our model and the IIB matrix model. Motivated by (2.1), let us consider a variant of the IIB matrix model

$$S=\frac{1}{4}\text{Tr}\epsilon (Y)[A_\mu ,A_\nu ]^2\frac{1}{2}\text{Tr}(\overline{\psi }\mathrm{\Gamma }^\mu [A_\mu ,\psi ])+V(Y),$$
(4.1)
where $`A_\mu `$ and $`Y`$ are bosonic $`N\times N`$ Hermitian matrices, and $`\psi `$ is a fermionic $`N\times N`$ matrix. $`\epsilon (Y)`$ and $`V(Y)`$ are assumed to be given as (2.15) and (2.13) respectively. We see in (4.1) that $`\epsilon (Y)`$ plays a role of the dielectric function and the dynamics of $`Y`$ is governed by the potential $`V(Y)`$. Of course the action is for the Yang-Mills field, but we may still expect that we have a confined Abelian flux tube in this model due to $`\epsilon (Y)`$. For example, as shown in , if we expand (4.1) around a following classical solution for $`A_\mu `$:

$$[\widehat{A}_\mu ,\widehat{A}_\nu ]=iB_{\mu \nu },$$
(4.2)
then the matrix model becomes the noncommutative $`U(1)`$ gauge theory with the dielectric function $`\epsilon (Y)`$. In this theory, $`\epsilon (Y)`$ is expected to confine a flux tube as well as in the commutative model considered in section 2. This confined tube should be also stable by the argument given in section 2.4. Thus we have a classical solution corresponding to a fundamental string in a kind of IIB matrix model. Electric and magnetic flux tube solutions in the noncommutative $`U(1)`$ gauge theories have been also obtained in e.g. , but the confinement problem has not been fully addressed.

This type of model with $`\epsilon (Y)Y^1`$ and $`V(Y)Y`$ has been proposed in  as a nonperturbative regularization of the Schild action  of type IIB superstring. In their formulation, $`Y`$ is introduced to play the same role as $`\sqrt{g}`$ in the Schild action. It is also pointed out in  that $`Y^1`$ can be regarded as the dielectric function proposed in . In this sense, our model is quite similar to the one in  although the potentials are different because of the different motivations.

It must be emphasized that the above interpretation of a classical flux tube solution as the fundamental string in the IIB matrix model is conceptually different from the one in . It would be interesting to clarify their direct relationship.

Acknowledgments

We would like to thank S. Iso for useful discussions. The work of T.K. was supported in part by JSPS Research Fellowships for Young Scientists.


text:
# The fragmentation of expanding shells: cloud formation rates and masses

## 1. Introduction

The time evolution of the gravitational collapse of perturbations in decelerating, isothermal shocked layers has been examined numerically and analytically using linearized equations by Elmegreen (1994). In this paper, we continue with nonlinear analysis of the gravitational instability of spherically symmetric shells expanding into the stationary homogeneous medium. We modify the approach adopted by Fuchs (1996) who described the fragmentation of uniformly rotating self-gravitating disks. The inclusion of higher order terms helps to determine with better accuracy when, where and how quickly the fragmentation happens. Formation rates and the mass distribution function of fragments are derived from simulations and compared to the observed mass spectrum of molecular clouds.

## 2. Hydrodynamical and Poisson equations on the surface of a thin shell

Equations as derived by Wünsch & Palouš (2001) are

$$\frac{m}{t}+(,m\stackrel{}{v})=AV\rho _0,$$
(1)
$$\frac{1}{A}\frac{d(m\stackrel{}{v})}{dt}=c^2\mathrm{\Sigma }\mathrm{\Sigma }\mathrm{\Phi },$$
(2)
$$\mathrm{\Delta }\mathrm{\Phi }=4\pi G\mathrm{\Sigma }\delta (z),$$
(3)
where $`V`$ is the expansion velocity of the shell, $`m`$ is mass in the area $`A`$ on the surface of the shell, and $`\stackrel{}{v}`$ denotes a two dimensional velocity of surface flows. $`\mathrm{\Sigma }`$ is the surface density, $`c`$ is the constant isothermal sound speed inside the cold shell, $`\mathrm{\Phi }`$ is the gravitational potential generated by the mass distribution in the shell, G is the gravitational constant and $`\delta (z)`$ is a delta function of the space coordinate $`z`$ perpendicular to the surface of the shell.

### 2.1. The linear solution

The solution of linearized Eq. (1 - 3) may be written in the form of exponential functions for the perturbations: $`\mathrm{\Sigma }_{1L}`$ (perturbed surface density) and $`\stackrel{}{v}e^{i\omega t}`$. The shell starts to be gravitationally unstable when

$$\omega =i\frac{3V}{R}\sqrt{\frac{V^2}{R^2}+\frac{\eta ^2c^2}{R^2}\frac{2\pi G\mathrm{\Sigma }_0\eta }{R}}$$
(4)
is purely imaginary and negative. $`R`$ denotes the radius and $`\mathrm{\Sigma }_0`$ the unperturbed surface density of the shell. $`\omega `$ is the angular frequency, in the case of instability $`i\omega `$ gives the perturbation growth rate, and $`\eta `$ the wave number of perturbations. The time evolution of $`\mathrm{\Sigma }_0`$ and of $`\mathrm{\Sigma }_{1L}`$, is shown in Fig. 1 for shell expanding in the homogeneous medium of the constant volume density 1 cm-3 and average atomic weight 1.3. The total energy released is $`10^{53}`$ erg and $`c`$ = 1 km s-1.

### 2.2. The nonlinear analysis

Wünsch & Palouš (2001) include quadratic terms into equations for the evolution of perturbations. The time evolution of the perturbed maximum surface density including nonlinear terms, $`\mathrm{\Sigma }_{1NL}`$, is given in Fig. 1. As another result of the nonlinear analysis Fig. 2 shows the spatial distribution of the surface density and velocity vectors of the surface flows resulting from mode interactions.

## 3. Time evolution of fragments and their mass spectrum

After the time when the shell becomes unstable, the mass of the fragment decreases as its size decreases. Later, the inflow of mass begins to dominate (surface flows are shown in Fig. 2) and the fragment mass grows. Masses of individual fragments are between a few times $`10^3M_{}`$ and $`1.5\times 10^6M_{}`$ with the highest frequency around $`m_{frag}10^4M_{}`$. Another consequence of the dispersion relation (4) is that the most massive fragments, corresponding to the smallest unstable wave number $`\eta `$, form very slowly. Therefore, the most massive clouds are created at the latest stages of the shell evolution. The mass spectrum of fragments is shown in Fig. 1. Its decreasing part can be approximated with a power law $`dN/dm_{frag}m_{frag}^\alpha `$ where $`\alpha =1.4`$. This is quite close to the observed mass spectrum of GMC in the Milky Way. Combes (1991) gives $`\alpha =1.5`$. NANTEN survey of the CO emission of the LMC (Fukui, 2001) gives steeper slope: $`\alpha =1.9`$, which may be connected to higher level of random motions in the LMC compared to the Milky Way, which restricts the formation of late time massive fragments in the LMC and steepens their mass spectrum.

Acknowledgements The authors gratefully acknowledge financial support by the Grant Agency of the Academy of Sciences of the Czech Republic under the grant No. A 3003705 and support by the grant project of the Academy of Sciences of the Czech Republic No. K1048102.

## References

Combes F. 1991, ARA&A29, 195

Elmegreen, B. G. 1994, ApJ427, 384

Fuchs, B. 1996, MNRAS287, 985

Fukui Y. 2001, this proceedings

Wünsch R., & Palouš J. 2001, A&A, in press


text:
# TESTS OF SU(3) SYMMETRY-BREAKING FOR BARYONIC BETA TRANSITIONS IN THE STANDARD MODEL ∗

## Abstract

It is generally assumed that deviations from flavor SU(3) symmetry arise entirely from quark mass-differences, reflected in the mass splittings between strange and nonstrange members of the same SU(3) multiplet. Under this assumption, a parametrization is proposed which expresses the ratios of Gamow-Teller to Fermi matrix elements for nucleon and hyperon beta decays entirely in terms of two SU(3)-invariant coupling constants $`F`$ and $`D`$ and two parameters $`\gamma `$ and $`\delta `$ representing SU(3) breaking effects. Therefore, in principle, measurement of this ratio for any four beta-transitions should yield all four parameters. Available data do not show any evidence for SU(3) breaking. Improved measurements, also for transitions not previously measured, would provide more stringent tests.

preprint:   INPP-UVA-01-03 hep-ph/0106105
Introduction

In the Standard Model, based on gauge-interactions of leptons and quarks, if one ignores the influence of more massive quarks belonging to the third family, charge-changing weak interactions of strange and non-strange hadrons are induced by the current $`\overline{u}\gamma _\alpha (1+\gamma _5)d_c`$ with

$$d_c=d\mathrm{cos}\theta +s\mathrm{sin}\theta ,$$
$`(1)`$
where the particle symbols represent the quark fields and the single parameter  $`\theta `$ characterizes the intrinsic difference in strength between the weak couplings of strangeness-changing and strangeness-conserving currents. Had $`d`$ and $`s`$ quarks been degenerate in mass, $`d_c`$ and its orthogonal partner $`s_c`$ would have been equally valid choices for the basis states $`(d,s)`$ of charge-(-1/3) quarks, and there would have been no need to introduce $`\theta `$ at all. From this viewpoint, the charged weak current transforms like a SU(2) generator, as it would be required to if it solely induced $`du`$ transitions. However, for reasons not yet understood, it operates in a SU(2) subspace \[of the SU(3) space spanned by $`(u,d,s)`$ states\] which is skewed with respect to the SU(2) space spanned by the (nearly) degenerate $`(u,d)`$ states . $`\mathrm{\Delta }`$S=1 weak interactions occur only because the direction in (flavor)- SU(3) space chosen by the charged weak current, lies outside the subspace which is orthogonal to the direction containing the more massive $`s`$ quark.

The description of baryonic beta-transitions in this theory requires, in addition to the parameter $`\theta `$ mentioned above - which we shall take as already determined from comparison of strange and non-strange meson decays - an additional parameter to determine the relative contribution of two different ways to construct a SU(3)-octet matrix-element between the initial and final baryon octet states, even in the limit of exact SU(3) symmetry . In the Standard Model, this parameter $`F/D`$ would be determined by the quark structure of the baryon states which, regrettably, is only poorly known, basically because we do not yet have a reliable way to calculate hadronic strong-interaction effects. For this reason, empirical knowledge of this parameter is of great interest. The value deduced from global analyses of hyperon and nucleon beta-decays has been combined  with measurements of deep inelastic electron or muon scattering from polarized nucleon targets, to make inferences about the distribution of spin within the nucleon. Because the deduced distributions do not conform to theoretical expectations, various  proposals have been advanced to resolve this so-called “spin crisis”. Among these is the suggestion  that the effects of SU(3) symmetry-breaking, arising from quark mass-differences, may be so large as to invalidate the values of $`F/D`$ deduced from the analysis of hyperon beta-decays, which did not take into account such effects. The aim of this brief report is to present an analysis of baryonic beta-transitions, $`including`$ effects of mass-differences, extending the earlier perturbative discussions , which appears to be more convenient for the present purpose. Applied to the available data, we find no evidence for significant departure from the SU(3)-symmetric results, in agreement with our results  from a purely perturbative analysis published earlier. Four relatively well-measured baryonic beta-transitions permit a unique determination of the parameters $`F`$ and $`D`$, and two additional parameters describing SU(3)-breaking effects, in our approach.

A clear test of our suggested method would be to see if $`other`$ as yet poorly measured beta transitions of hyperons are well-described by the same set of four parameters. Section 2 outlines our method of analysis. The assumptions underlying our calculation are stated, and the resulting formula for $`g_A/g_V`$ for baryonic beta-transitions is worked out for the cases of interest. By applying this to the available data, we find the best values for $`F`$ and $`D`$; two additional parameters, representing SU(3)-breaking effects in our method of analysis, are found to be not distinguishable from zero, within the reported errors of measurement. Our conclusions are summarized in Section 3.

2. Baryonic Beta-Transitions including SU(3) Breaking

We shall assume that beta-transitions between octet baryons are induced by vector and axial-vector charged weak currents, coupled to corresponding V-A currents of leptons. In the Standard Model, these currents involve transitions between the basic quarks, and therefore transform as (flavor)-SU(3) octet operators. Under the assumption that all deviations from flavor-SU(3) symmetry arise from differences between the masses of strange and non-strange quarks , the matrix-elements of the weak current will transform in the same way under charge-conjugation as they would in the symmetric limit. With the Cabibbo current:

$$j_W^\mu =\overline{q}\frac{\lambda _W}{2}\gamma ^\mu (1+\gamma _5)q$$
$`(2)`$
where

$$\lambda _W=(\lambda _1+i\lambda _2)\mathrm{cos}\theta +(\lambda _4+i\lambda _5)\mathrm{sin}\theta $$
$`(3)`$
and $`\theta `$ is Cabibbo’s angle and the $`\lambda `$-matrices are defined in , the generalization of the assumption that “first-class” currents  are the only ones that occur, is

$$(G^{}P)J_\alpha (G^{}P)^1=J_\alpha $$
$`(4)`$
where $`G^{}=C.e^{i\pi I_2^{}}`$ with $`I_2^{}=F_2\mathrm{cos}\theta +F_5\mathrm{sin}\theta `$, as would be the case in the Standard Model. In the allowed approximation , which suffices to describe the existing data, the general form of the baryonic matrix-elements, linear in the weak current and in $`\mu `$ (defined below), with the stated transformation properties, is

$$M=a\lambda _W\overline{𝐁}𝐁+b\lambda _W𝐁\overline{𝐁}+c(\lambda _W𝐁\mu \overline{𝐁}\lambda _W\overline{𝐁}\mu 𝐁)+d(\lambda _W𝐁\mu \overline{𝐁}+\lambda _W\overline{𝐁}\mu 𝐁)$$
$`(5)`$
where $`X`$ Tr(X) and B is the matrix representing the baryon octet:

$$𝐁=\left(\begin{array}{ccc}\frac{1}{\sqrt{2}}\mathrm{\Sigma }^0+\frac{1}{\sqrt{6}}\mathrm{\Lambda }^0& \mathrm{\Sigma }^+& p\\ \mathrm{\Sigma }^{}& \frac{1}{\sqrt{2}}\mathrm{\Sigma }^0+\frac{1}{\sqrt{6}}\mathrm{\Lambda }^0& n\\ \mathrm{\Xi }^{}& \mathrm{\Xi }^0& \frac{2}{\sqrt{6}}\mathrm{\Lambda }^0\end{array}\right).$$
$`(6)`$
In the SU(3) symmetric limit, the only possible SU(3)-octet matrix-elements between octet baryons are those given by the first two terms in Eq.(5). The effects of SU(3)-symmetry breaking are included in the terms containing

$$\mu =(I\sqrt{3}\lambda _8)/3.$$
$`(7)`$
The use of the idempotent operator $`\mu `$ instead of $`\lambda _8`$ offers the advantage that higher powers are automatically included .

It is known  that the effects of SU(3)-breaking, represented here by the operator $`\mu `$, do not appear in first order for the vector coupling, and we shall disregard them accordingly. If we extend to the Gell-Mann-Le’vy-Cabibbo current, Eq.(2), the notion of the Conserved Vector Current, then the general form of the vector ( Fermi ) matrix-element will be further constrained by the requirement $`b=a`$ in Eq. (5). With these assumptions, Eq.(5) yields, for the ratio $`r`$ of Gamow- Teller  to Fermi matrix-elements for the four best-measured beta- transitions :

$$r_1=(g_A/g_V)_{np}=F+D+\gamma ,$$
$`(8a)`$
$$r_2=(g_A/g_V)_{\mathrm{\Lambda }p}=F+D/3+2(\gamma +\delta )/3,$$
$`(8b)`$
$$r_3=(g_A/g_V)_{\mathrm{\Sigma }^{}n}=FD,$$
$`(8c)`$
$$r_4=(g_A/g_V)_{\mathrm{\Xi }^{}\mathrm{\Lambda }}=FD/3+2(\gamma \delta )/3.$$
$`(8d)`$
It will be seen that these formulas require, in addition to the two SU(3) parameters $`F`$ and $`D`$, called for in the symmetric limit, only two further parameters  $`\gamma `$ and $`\delta `$ to describe the effects of SU(3)-breaking. In principle, all four parameters are uniquely determined by the four $`g_A/g_V`$ ratios.

From these equations, we obtain the following relations between $`F`$, $`D`$, and the two additional parameters $`\gamma `$, and $`\delta `$, required to describe SU(3) breaking, and the reported $`g_A/g_V`$ ratios:

$$F=2(r_1+r_3)\frac{3}{2}(r_2+r_4),$$
$`(9a)`$
$$D=2r_1+r_3\frac{3}{2}(r_2+r_4),$$
$`(9b)`$
$$\gamma =3[(r_2+r_4)(r_1+r_3)],$$
$`(9c)`$
$$\delta =\frac{1}{2}(3r_22r_1r_3).$$
$`(9d)`$
The Gell-Mann-Le’vy-Cabibbo hypothesis, - that the weak currents should transform as SU(3) octets, - would require that, in the absence of SU(3) breaking effects, each of the two parameters $`\gamma `$ and $`\delta `$ should vanish. Inserting the current values  for the $`r_j`$ ( $`j=14`$ ),

$$r_1=1.2670\pm 0.0035,$$
$`(10a)`$
$$r_2=0.718\pm 0.015,$$
$`(10b)`$
$$r_3=0.340\pm 0.017,$$
$`(10c)`$
$$r_4=0.25\pm 0.05,$$
$`(10d)`$
in Eqs.(9a)-(9d), we find

$$F=0.402\pm 0.085,$$
$`(11a)`$
$$D=0.742\pm 0.080,$$
$`(11b)`$
$$\gamma =0.123\pm 0.164,$$
$`(11c)`$
$$\delta =0.020\pm 0.024,$$
$`(11d)`$
which shows that, within the stated errors, there is no significant evidence for the SU(3)- breaking effects suggested by some authors. It will be seen that the parameter $`\delta `$ is determined with relatively high precision and imposes quite a strict limit on possible SU(3) breaking. Because of the large error associated with the reported value (10d), for the ratio of $`g_A/g_V`$ for the $`\mathrm{\Xi }^{}\mathrm{\Lambda }`$ transition, the determinations (11a)$``$(11c) for $`F`$, $`D`$, and $`\gamma `$ from Eqs. (9a)$``$(9c) are subject to correspondingly larger uncertainties. In particular, the value of $`F/D`$ deduced from Eqs. (11a) and (11b), while consistent with the values given by earlier investigations  and used in the nucleon spin-structure analyses  \[assuming exact SU(3) symmetry\], has an uncertainty which is an order of magnitude larger than the error quoted by the cited authors. Although our calculations do not fully support their optimistic estimation of error, uncertainties of $`F`$ and $`D`$ smaller than those quoted in Eqs. (11a) and (11b) could be justified as follows.

Eqs. (11) show that errors associated with the quantities $`F`$, $`D`$, and $`\gamma `$ are much larger than those for $`\delta `$. They arise almost entirely from the poorly determined ratio $`r_4`$, Eq. (10d), of $`g_A/g_V`$ for $`\mathrm{\Xi }^{}\mathrm{\Lambda }`$ transitions, which does not enter the calculation, Eq. (9d), for $`\delta `$. Using available data, we have shown that the SU(3)-breaking parameter $`\delta `$ differs from zero by less than one standard deviation. The following remarks can be made:

* If we were to accordingly set $`\delta =0`$, then only three parameters would remain to be determined. The first impulse, to use the more accurate data for $`r_1`$, $`r_2`$, and $`r_3`$ to solve for $`F`$, $`D`$ and $`\gamma `$, turns out to be unfeasible. Eqs. (8a)$``$(8c) are no longer linearly independent if $`\delta =0`$, as shown explicitly in Eq. (9d). Therefore, one $`must`$ include $`r_4`$ to solve for $`F`$, $`D`$ and $`\gamma `$. While it is a matter of choice whether one chooses $`r_2`$ or $`r_3`$ as the redundant datum, the solution obtained by solving (8a),(8c), and (8d) yields a smaller error for $`F`$ than if (8a), (8b), and (8d) were used . The first set of results for $`F`$, $`D`$, and $`\gamma `$ is shown, together with a least-squares fit to all four Eqs.(8a)-(8d), in the second column of Table I.
* If the SU(3)-breaking parameter $`\gamma `$ is $`assumed`$ to be similarly small, then an analysis neglecting both $`\gamma `$ and $`\delta `$ requires only 2 $`r`$-values to determine $`F`$ and $`D`$ individually. Using the relatively well-measured $`g_A/g_V`$ ratios ($`r_1`$, $`r_3`$) \[rather than ($`r_1`$, $`r_2`$) \] reported in Eqs. (10a) and (10c), the solution is listed on the right side of the third column of Table I, and compared to a least-squares fit to all four $`r`$-values.
* The linear dependence of Eqs. (8a)-(8c), when $`\delta `$ is $`assumed`$ to be zero, suggests the following approach to their solution. By combining these equations, we find

$$r_1r_3=2D+\gamma =1.607\pm 0.017$$
$`(8e)`$
and

$$r_1r_2=(2D+\gamma )/3=0.549\pm 0.015$$
$`(8f)`$
Defining the left-hand sides as $`x_3`$ and $`x_2`$, respectively, we see that the equations require $`3x_2`$ and $`x_3`$ to coincide. In the absence of other information, the most reasonable procedure is to take the weighted mean of $`3x_2`$ and and $`x_3`$ as the best estimate for $`2D+\gamma `$. Thus, we obtain

$$2D+\gamma =1.612\pm 0.016$$
$`(8g)`$
Combined with

$$4D+\gamma =3(r_1r_4)=3.051\pm 0.150$$
$`(9e)`$
which follows from Eqs.(9b) and (9c) when $`\delta =0`$, we obtain the solutions

$$D=0.720\pm 0.075$$
$`(11e)`$
$$\gamma =0.173\pm 0.154,$$
$`(11f)`$
which, combined with Eq. (8c), yield

$$F=0.380\pm 0.077$$
$`(11g)`$
in substantial agreement with the least-squares fit shown in Table I to the data (8a)-(8d) under the assumption that SU(3)-breaking in baryonic beta-transitions can be represented by the sole parameter $`\gamma `$.

Thus, according to our analysis, the “spin crisis” cannot be blamed on the effects of SU(3)-breaking and its resolution must be sought elsewhere. A critical test of our proposed method of analysis requires better data, and application to transitions other than those listed in Eqs.(8). In principle, measurement of $`g_A/g_V`$ for four different baryonic beta-decays uniquely determines the couplings $`F`$ and $`D`$ which survive in the symmetric limit, and two parameters $`\gamma `$ and $`\delta `$ representing SU(3)-breaking effects arising from mass-splittings. Measurement of additional beta-transitions would over-determine the fit and provide a test of the theoretical description proposed here to take account of the SU(3)-breaking effects which must arise from mass-splittings. It is probable that these may become available in the foreseeable future . As examples of application to possible future data, we calculate $`g_A`$ for $`\mathrm{\Sigma }^\pm \mathrm{\Lambda }`$,

$$(g_A)_{\mathrm{\Sigma }^\pm \mathrm{\Lambda }}=D+\delta =0.722\pm 0.084,$$
$`(12a)`$
and $`g_A/g_V`$ for $`\mathrm{\Xi }^{}\mathrm{\Sigma }^0`$,

$$(g_A/g_V)_{\mathrm{\Xi }^{}\mathrm{\Sigma }^0}=F+D=1.144\pm 0.012,$$
$`(12b)`$
using the parameters found in Eqs. (11). The equality of the matrix-elements for $`\mathrm{\Sigma }^\pm \mathrm{\Lambda }`$ decays is required by the assumption that they arise from mirror-conjugate components of the same isovector weak current. Similarly, isospin invariance requires the $`r`$-value for $`\mathrm{\Xi }^0\mathrm{\Sigma }^+`$ to be equal to the one, Eq.(12b), for $`\mathrm{\Xi }^{}\mathrm{\Sigma }^0`$.

After this note had been written, we came across the paper by the KTeV Collaboration  reporting the decay $`\mathrm{\Xi }^0\mathrm{\Sigma }^+e^{}\overline{\nu }_e`$, which obtained

$$(g_A/g_V)_{\mathrm{\Xi }^0\mathrm{\Sigma }^+}=1.32\pm 0.20,$$
$`(12d)`$
which is consistent with our expectation (12b).

Note that the value

$$F/D=0.542\pm 0.128,$$
$`(13)`$
deduced from Eqs. (11a) and (11b) is consistent with the representative value: $`F/D=0.575\pm 0.016`$ given in , and used in the spin-structure analyses .

3. Summary

Effects of flavor-SU(3) breaking, arising from quark mass-differences, on hyperon beta-decays have been phenomenologically analyzed. A scheme is presented which requires two additional parameters to describe the effects of SU(3) breaking in the allowed approximation. Application to the available data indicates that such effects have not yet been clearly established, and therefore the values of $`F`$ and $`D`$ deduced from earlier analyses, ignoring SU(3)-breaking effects, do not require any drastic revision. One of these parameters $`\delta `$ is found to be consistent with zero, within one standard deviation, at a level of accuracy comparable to the $`g_A/g_V`$ determinations. Test of the parametrization proposed in this paper, and demonstration of SU(3)-breaking effects in hyperon beta-decays, requires better data, and also for transitions beyond those taken into account in our numerical analysis.

Acknowledgments

This work was supported in part by the U. S. Department of Energy and the Institute of Nuclear and Particle Physics, University of Virginia. PK thanks the Saha Institute of Nuclear Physics, Calcutta, and XS thanks Fudan University and Zhejiang University for hospitality during part of this work.


text:
# Implications of new CMB data for neutralino dark matter

## Acknowledgments

We are grateful to Michal Brhlik, Gi-Chol Cho, Toby Falk and Francis Halzen for beneficial discussions. This research was supported in part by the U.S. Department of Energy under Grants No. DE-FG02-95ER40896 and No. DE-FG03-98ER41066, and in part by the University of Wisconsin Research Committee with funds granted by the Wisconsin Alumni Research Foundation.


text:
# Growing Dynamics of Internet Providers.

\[

## Abstract

In this paper we present a model for the growth and evolution of Internet providers. The model reproduces the data observed for the Internet connection as probed by tracing routes from different computers. This problem represents a paramount case of study for growth processes in general, but can also help in the understanding the properties of the Net. Our main result is that this network can be reproduced by a self-organized interaction between users and providers that can rearrange in time. This model can then be considered as a prototype model for the class of phenomena of aggregation process in social networks.

\]

Networks are systems composed by elementary units, the nodes, connected by directed or undirected links. The number of links pointing to a node, $`k`$, is known as the degree of the node, whose distribution gives the network connectivity. This simple structure is almost ubiquituous in Nature, and the reason of such a success is often linked to the optimization of some cost function. For example, in all transport processes networks are selected to efficiently distribute the quantities of interest among the sites connected. Networks could also be used to describe both the spreading of information or diseases  and physical structures as, for example, river basins , biological distribution networks (vascular systems) and some properties of the hardware layout of Internet. A detailed discussion of such networks and some models are described in Ref..

Here, we present some experimental measures of the network of Internet providers and we propose a simplified model in order to explain them. It is worth to note that this network does not correspond to the one composed by the web pages. This network is composed by the physical connections of the computers and the measures come from the analysis of the data provided by the Internet Mapping Project  Hereafter we are going to discuss only this particular system and we do not want to describe neither web pages network nor other social systems. Recently, some statistical properties of the connectivity of this physical network of Internet have been investigated. For such a system, a tree-like structure has been found by checking the routers connections from a starting point. Despite the bias introduced by observing the Net from a single node, some statistical feature can be established, as the power law distribution of the degree. Here, instead we are focusing on the possible dynamics behind the formation of such a structure. The main results from the data analysis is the power-law distribution of site degree showing the absence of a particular scale. It would be tempting then, to assume that such scale-free distribution has been originated by some sort of optimization of the supply present in the providers market. This is the main idea inspiring our dynamical model that should mimic the evolution of a system of users and providers. The model we propose here is in close relationship with a prototype growth model introduced by Simon  and recently improved  in order to explain the widespread occurrence of fractal behaviour in several cases ranging from the web-pages statistics  to scientific citation actors in the same movie cast . Some of the networks considered displays these scale-free properties, as a result of some optimization, as, for example, for the blood vessels  or the river basins . In others, a ”Small World” phenomenon arises , and through suitable shortcuts all the points are connected one each other in few steps. Together with the numerical analysis upon real social networks, a strong effort is provided by the physicists’ community to find suitable theoretical models for such systems.

The set of data is obtained through a computer instruction that allows to trace the route from one terminal to any allowed address in the Internet domain. The $`UNIX`$ command traceroute records all the nodes through which the target is reached from the starting point where the command is run. These paths can change over time for the following reasons. Firstly the routes reconfigure since the path is variable according to the traffic at the moment or more generally according to the availability of the connection. Secondly the whole structure is physically evolving due to the new connections that take place. Nevertheless the main statistical properties of this structure remain constant in time even if the total number of connections increases. These data can be put in a tree-like structure such that providers are organized in levels: the main providers on the top level are linked to secondary providers, that provide the connection to successive levels down to the common user level. The degree of the providers can now be computed over all the levels of the network. The main result is that the Probability Density Function (PDF) to find a node with degree $`k`$ scales following a power law (see Fig.1) where the exponent $`\gamma `$ is equal to $`2.2`$.

$$P(k)=k^\gamma $$
(1)
Since a similar value, is also known to describe the power-law distribution of links in web pages, it is possible that a similar evolution holds for both of them.

In particular, we propose a mechanism that describes the development of the connections between two subsequent levels in a network. In our model, two different classes of nodes are present, representing providers and users (that, possibly, could act as providers for a lower level of users). Sites representing providers can have several links, pointing to other sites corresponding to users. Users, on the other hand, have a single link, pointing to their provider. They are not allowed to have more than one provider. By iterating this microscopical interaction level by level one could, in principle, recover the whole tree-structure of the network. At each time step, a node is added to the network. The new node can be either a provider with a probability $`r`$ or a user with probability $`1r`$. When a provider is added, $`D(t)`$ users in the network are chosen at random, and rewired to the new provider. Links to the previous providers are then removed. We assume that the integer number $`D(t)`$ is a random variable with Poisson distribution and mean value $`d`$. This aims to mimic the fact that a real provider decides to enter the network when it expects to acquire a certain number of connected users, $`d`$ on average, according to some microeconomical optimization rule. The randomness of $`D(t)`$ takes into account inexact forecasts about the number of rewiring users.

This addition of a provider does not change the total number of links in the network. Instead, when a user is added it is linked through a new link to an existing provider. Then, the addition of a user increases by one the total number of links. The probability that a provider acquires a new user is proportional to its degree, that is, the number of users it is linked to. This rule known as ”richer gets richer condition” is at the basis of the typical behaviour observed in scale-free networks differently from the features shown by ordinary random graph. We call $`k_i(t)`$ the degree of the $`i`$-th provider (introduced at time $`t_i`$) and

$$K(t)=\underset{i}{}k_i(t)$$
(2)
the total number of links (and users) in the network, at time $`t`$. A user is added at a rate $`(1r)`$ per time step and is connected to a provider with probability proportional to its degree. Then, the $`i`$-th provider acquires a new link with a probability $`(1r)k_i/K`$. A provider is added with probability $`r`$ at each time step. Each user has the same probability $`1/K`$ to be rewired to the new provider. Thus, a provider with degree $`k_i`$ loses $`l`$ users ($`l>0`$) with “binomial” probability $`P_C(l)`$

$$P_C(l)=r\left(\begin{array}{cccc}D(t)& & & \\ l& & & \end{array}\right)(k_i/K)^l(1k_i/K)^{D(t)l},$$
(3)
whose mean value is $`D(t)k_i/K`$. The degree of a provider does not change with the remaining probability $`(1r)(1k_i/K)+r(1k_i/K)^{D(t)}`$. Since new links are created at rate $`(1r)`$ per time step, the number of links at time $`t`$ is $`K(t)=(1r)t`$, for large $`t`$ values. Thus, one can compute the time evolution of the average connectivity $`\overline{k_i}(t)`$ over many realizations of the model. To do that, we assume that the correlation between $`k(t)`$ and $`D(t)`$ can be neglected and that the two average can be taken independently and $`D(t)`$ be replaced by $`d`$ in the mean value of eq. (3):

$$\overline{k_i}(t+1)=\overline{k_i}(t)+(1r)\frac{\overline{k_i}(t)}{K(t)}rd\frac{\overline{k_i}(t)}{K(t)},$$
(4)
where the second term in the right hand side of this equation corresponds to the addition of a new user, and the third term corresponds to the subtraction of links after the birth of a new provider. This equation can be written in the continuous limit as

$$\frac{d\overline{k_i}}{dt}=\frac{1(d+1)r}{(1r)t}\overline{k_i};$$
(5)
This, with the boundary condition $`k_i(t_i)=d`$, gives

$$\overline{k_i}(t)=d\left(\frac{t}{t_i}\right)^\sigma $$
(6)
where

$$\sigma =\frac{1(d+1)r}{1r}.$$
(7)
One can see that $`k_i(t)/K(t)`$ goes to $`0`$ as $`t`$ goes to $`\mathrm{}`$ for all $`i`$, showing that no node grows in degree as fast as the whole network. The stability of the network is then assured. The dynamical behavior described in equation (6) is in good agreement with the numerical simulations of the model, whose dynamical properties are shown in the inset of Fig.1 for a single provider. By means of this relation between time and degree, we can now compute the probability that a provider has a degree less than $`k`$, $`P(k_i<k)`$. We assume that $`P(k_i<k)P(\overline{k_i}<k)`$. Solving equation (6) for $`t_i`$, one can see that

$$\overline{k_i(t)}<k\frac{t_i}{t}>\left(\frac{k}{d}\right)^{\frac{1r}{1(d+1)r}}.$$
(8)
This means that providers with a degree less than a given value $`k`$ are those ones which have been added to the network after a corresponding time, and have not had time enough to develop a cluster of $`k`$ users around them. Since nodes are added at a uniform rate,

$`P(k_i<k)`$ $``$ $`P(t_i/t>(k/d)^{\frac{1r}{1(d+1)r}})=`$ (9)
$`=`$ $`1\left({\displaystyle \frac{k}{d}}\right)^{\frac{1r}{1(d+1)r}}.`$ (10)
We can then write for the PDF $`p(k)=dP(k_i<k)/dk`$, which yields

$$p(k)k^\gamma ;$$
(11)
where

$$\gamma =\frac{2(d+2)r}{1(d+1)r}.$$
(12)
12 provides us with an upper bound on $`r`$, since one can see that the exponent diverges at $`r=\frac{1}{d+1}`$. Numerical simulations, as shown in Fig.1, follow the predicted behavior. We recall here that the external parameters $`r`$ and $`d`$ are estimated by statistical surveys of the Internet. Through the traceroute procedure one can describe the connection to the outlet by means of a tree-like structure. However, the iteration of this procedure does not show the whole structure of a given region of Internet, since cross-links between sites at the same distance are not seen. Yet, some statistical property of the considered network can still be established. We assume that traceroute shows only a given fraction $`\mu <1`$ of the real number $`k`$ of links pointing to a site. This, however, does not affect the shape of the distribution (if it is a scale-free one) and the reliability of our statistical survey. We then call $`k_{eff}=\mu k`$ the apparent degree of a site. By the traceroute picture of the physical network of Internet, the degree distribution density $`q(k_{eff})`$ shows a power-law behavior

$$q(k_{eff})k_{eff}^\alpha $$
(13)
where $`\alpha 2.2`$. For the considerations made above, the exponent found by the traceroute analysis is a good approximation of the real value. This value is slightly different from the $`2.48`$ recovered by the analysis of Ref.. We believe that this difference arises mainly from the growth of the Internet, (that is now very different from that at the time). This enables us to write $`\gamma 2.2`$. The connectivity $`k`$ cannot be computed by traceroute, since the fraction $`\mu `$ is unknown. Nevertheless, $`k`$ is provided in other published statistical analysis , according to which the connectivity is $`3.4`$. Nevertheless, we checked that for the first layers ifo the data analyzed the measured value is not that far from the above one. We also notice a decrease of the connectivity with the distance from the source of traceroute. We decide here to focus on the first levels that can be effectively probed by this analysis. If we assume that our model describes the way a network is built at each level, the predicted value for $`k`$ is

$$k=1+\frac{1r}{r}.$$
(14)
The unity in the right hand side takes into account that each site has a provider and a link that points to it, this is not considered in our model and must be explicitly added. The second term is the ratio between users and providers in our model.

This equation provides us with the value of $`r0.29`$. Replacing this value into equation (12) one can recover the value of $`d0.41`$. Such a value of $`d`$, smaller than $`1`$, shows that our model describes the real structure of Internet when some provider is introduced without rewiring any user, as it is suggested by the third term in the right hand side of equation (4). If a new providers is born and no user get rewired, the provider is sentenced to death, since a provider without users cannot survive.

Until now computation has been done in the limit hypothesis of connection between users and only one provider. One can study through numerical simulation the behaviour when users are allowed to be linked with different users. In this case, when a provider is added, users rewired to it keep their old provider connection.

In our model, the possibility to be connected to several users corresponds to neglecting the third term in equation (4), which takes into account the probability for a provider to lose a user due to a newborn provider, and replacing $`K(t)`$, the total number of links, by

$$K(t)=[1+r(d1)]t,$$
(15)
since now one link is added when a user is added, and $`d`$ links, on average, when a provider is added. Performing the same computation as above, one would expect to obtain a scale-free degree distribution, with an exponent

$$\gamma =\frac{2+r(d2)}{1r}.$$
(16)
This behavior is confirmed by simulations, as can be seen in Fig.2. In addition, we simulated the case in which providers merge at a uniform rate. We assume that at each time step, providers are added at a rate $`r`$, with a probability $`f<r`$ a randomly chosen provider vanishes and users connected to it are rewired to another provider, according to the “richer-gets-richer” rule, and users are introduced with probability $`u=1rf`$. The assumption made on $`f`$ is needed to avoid the extinction of almost all provider as each merging decreases by $`1`$ the number of provider. If the merging rate is higher than the birth rate of new providers the number of providers rapidly tends to $`1`$. As well as in the previous versions of the model, this growing network displays a scale-free distribution of degree. This result is shown in the lower part of Fig.2, where we plotted the degree distribution for different values of $`r`$ and constant $`f`$. This scale free behaviour characteristic of “social” networks, has been recently explained by means of two ingredients: firstly, the number of nodes has to grow in time and secondly the nodes with greater degree are advantaged in acquiring new links. This model gives an exponent $`\gamma =3`$, while the real exponents found in the social networks considered above are in the range between $`2`$ and $`3`$. Since then, other models of growing networks have been proposed, whose degree distribution are closer to the real ones in the corresponding real network . The model we introduced describes the dynamical development of a network composed by two classes of nodes, as it is the case in the Internet connections between providers and users. In fact, the physical structure of Internet is made of superposed levels of nodes, corresponding to providers, subproviders, or users at the lowest level, whose distribution of degree has been recently found to show a power law behavior. The model exhibits the same scale-free shape depending on the external parameters $`r`$, i.e. the providers fraction in the total number of nodes, and $`d`$, the average number of users who join a new born provider. The parameters can be naturally tuned to realistic values to recover the exact exponent of the tail of the distribution of the degree.

We acknowledge the support of EU contract FMRXCT980183.