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# Factorization in hard diffraction

## 1 Introduction

I start by reviewing one of the complications that produces seemingly incompatible ways of viewing hard diffraction. This is that some people like the target rest frame, where the dipole picture is most at home, while other people like the Breit frame, where hard-scattering factorization is the natural point of view.

Then I explain what factorization is, and review some of the complications, especially as concerns final-state interactions.

## 2 Dipoles v. pdfs in electroproduction

There are two distinct communities that differ in the reference frame they use and in the associated natural intuitions. The two views have to be compatible, since we are all discussing the same theory and some of the same phenomena. It is important to understand the compatibility of the two views and the strengths and limitations of the intuitive ideas, but this is quite non-trivial. In electroproduction, the views are:

1. Target rest frame. In this frame the virtual photon is of very high energy, and it normally dissociates into a (virtual) hadronic system long before the interaction with the target. The intuition comes from observing that time dilation implies that the time to cross the proton is much less than the formation time of the hadronic component of the virtual photon:

$$t_{\mathrm{cross}p}t_{\mathrm{formation}\mathrm{of}q\overline{q}}.$$
(1)
Taking the lowest-order, $`q\overline{q}`$ component gives the dipole model.
2. Breit frame. In this frame, the hard interaction with the virtual photon occurs over a short time and distance scale. The target is fast moving, time-dilated and Lorentz-contracted, so that the hard scattering occurs off a single quasi-free constituent of the target. Thus the transverse distances and times obey

$$(r_T,t)_{\mathrm{hard}\mathrm{sc}.}(r_T,t)_{\mathrm{evolution}\mathrm{of}\mathrm{target}}.$$
(2)
A factorization theorem is derived which relates the measured cross section to parton density functions (pdfs).

The predictive power of the dipole model  comes from the observation that the transverse structure of the $`q\overline{q}`$ dipole is frozen as it crosses the target. The important concepts are that of the light-front wave function of the virtual photon and the cross section for the dipole to scatter off the target. The picture is valid at the leading logarithm level, and, by the use of the optical theorem, relations are found between inclusive and diffractive cross sections. The model is also applied to real photon cross sections. Its precise quantitative validity is not clear.

The parton-density point of view gets its power from the observation that just before the hard scattering, the struck quark in the target is separated from the other constituents of the target and may be treated as independent. Important concepts are the number densities of quarks and gluons conditional on the diffracted proton. Also important are the hard-scattering coefficients and the DGLAP evolution of the pdfs, which are the same as in inclusive scattering. The results are valid for the whole leading power in $`Q`$, not just for the leading logarithms, and the perturbative part is known to at least the first non-leading order.

Of course the cross sections are the same in the two frames. However, the intuition in the two frames is very different. In particular, the time sequence of the scattering is different in the two frames. This is an important symptom that there is non-trivial physics in relating the two points of view. In particular it implies that the struck parton (in the pdf view), before it is struck, must have propagated over a space-like distance, for otherwise the time-sequence would have been preserved under a Lorentz transformation.

This indicates that the process is probing some interesting quantum mechanical properties of QCD related to the EPR phenomenon and Bell’s theorem. Although there are definite predictions from the theory, the interpretation of phenomena in terms of a microscopic sequence of cause and effect is frame (and observer) dependent.

The practitioners of the dipole picture gain information about non-perturbative physics by treating dipole cross sections similarly to hadronic cross sections, which gives a lot of useful, if only quantitative information. On the other hand, the practitioners of the pdf point of view are agnostic about non-perturbative physics; but they are able to make various non-trivial predictions from first principles that relate different cross sections.

## 3 Statement of factorization

Hard-scattering factorization is valid  in diffractive deep-inelastic scattering for the diffractive structure functions $`F_{2i}^{(D)}`$ themselves, and for subprocesses like jet production and heavy quark production. That is, it is valid for any process for which a factorization theorem is valid in inclusive scattering; diffraction simply differs by a requirement in the target fragmentation region. The factorization theorem for these diffractive processes states that the cross section differential in the relevant variables is of the form

$$d\sigma =\underset{i}{}𝑑\xi f_i^{(D)}(\xi ,x_{},t;\mu )𝑑\widehat{\sigma }_i,$$
(3)
up to corrections that are power suppressed in $`Q`$. Here:

1. The index $`i`$ is the flavor of the struck parton.
2. The variable $`\xi `$ is the fractional light-front momentum of the struck parton relative to the “Pomeron”, and $`t`$ and $`x_{}`$ have their usual definitions. Thus $`\xi =k^+/(x_{}p^+)`$, where $`k`$ is the momentum of the struck parton, and $`p`$ is the momentum of the target.
3. The hard-scattering coefficients $`d\widehat{\sigma }`$ are perturbatively calculable and are the same as for the corresponding fully inclusive cross sections.
4. The renormalization/factorization scale $`\mu `$ should be of order $`Q`$.
5. The diffractive pdf $`f_i^{(D)}`$ is to be interpreted as the number density of partons conditional on the observation of a diffracted proton in the final state.
6. It obeys the standard DGLAP equation for its $`\mu `$ dependence with the same kernels as for the fully inclusive pdfs.
7. The result does not only apply in the diffractive region $`x_{}1`$, but also at larger values of $`x_{}`$. The diffractive pdfs therefore are the same quantities as the extended fracture functions of Trentadue and Veneziano . Indeed any requirement may be applied in the target fragmentation region, relative to the target, and an obvious generalization of the theorem applies.

The proof of the factorization formula also appears to be valid for the direct photoproduction of jets, heavy quarks, etc. However, as we will see later, the factorization formula fails for hadron-hadron scattering and therefore for resolved photoproduction. (This also implies that the fracture function method fails for the same processes.) Since the separation between direct and resolved photoproduction is scheme-dependent beyond leading order, the quantitative accuracy of factorization in photoproduction is not completely clear.

Originally, the factorization formula was motivated by the model of Ingelman and Schlein , who used the common idea that diffraction is due to exchange of a “Pomeron”; they proposed that diffractive hard scattering should be treated as being ordinary hard scattering on a Pomeron target. Associated with this is the concept of parton densities in a Pomeron. Unfortunately, Regge theory in the form used by Ingelman and Schlein has not been derived from QCD, and indeed is probably false; this is indicated experimentally by the lack of universality of the Pomeron parameters between different diffractive processes. The factorization theorem that has actually been proved, and is stated above, is somewhat different; it has hard-scattering factorization but not Regge factorization. Non-perturbative Regge properties of the process are in the diffractive parton densities.

The diffractive parton densities have a simple interpretation in terms of light-front creation and annihilation operators of partons. If the ordinary inclusive parton densities are defined as

$$xf^{\mathrm{usual}}=\frac{d^2k_T}{2(2\pi )^3}\frac{p|a_{x,k_T}^{}a_{x,k_T}|p}{p|p},$$
(4)
then the diffractive parton densities are

$$\frac{x}{x_{}}f^{(D)}=\underset{X}{}\frac{d^2k_T}{2(2\pi )^3}\frac{p|a_{x,k_T}^{}|Xp^{}Xp^{}|a_{x,k_T}|p}{p|p}.$$
(5)
Here the sum over intermediate states is restricted to those obeying the correct diffractive condition. The extra factor of $`1/x_{}`$ on the left-hand side of the definition of the diffractive pdf arises because it is convenient to define $`f^{(D)}`$ as a number density in the fractional momentum of the parton relative to the Pomeron rather than relative to the proton. The factors of $`1/[2(2\pi )^3]`$ are associated with the normalization of the light-front operators.

In these definitions, there are some important complications concerning UV renormalization and particularly concerning the correct gauge-invariant definition of the annihilation and creation operators that I will not go into here.

These formulae can be expressed in terms of quark and gluon fields. For example the gauge-invariant definition of a diffractive quark density is

$$f^{(D)}=x_{}\underset{X}{}\frac{dy^{}}{4\pi }e^{ix_{}\beta p^+y^{}}p|\overline{\psi }(0,y^{},0_T)P(y^{})^{}|Xp^{}Xp^{}|\gamma ^+P(0)\psi (0)|p.$$
(6)
Here $`\psi `$ is the ordinary Dirac field for the quark, and $`P(y^{})`$ is the following path-ordered exponential of the gluon field:

$$P(y^{})=𝒫\mathrm{exp}\left(ig_y^{}^{\mathrm{}}𝑑y_{}^{}{}_{}{}^{}A^{}(0,y_{}^{}{}_{}{}^{},0_T)\right).$$
(7)
The path-ordered exponential generates an eikonal line in the Feynman-diagram representation of the parton density, and it can be interpreted physically as the struck parton after the hard interaction in the approximation of ignoring its deflection by final-state interactions.

## 4 Why is factorization useful?

1. Because of the universality of the (diffractive) pdfs between processes, and because of their DGLAP evolution, many predictions can be made from first principles, with the aid of perturbative hard-scattering calculations.
2. It isolates the irreducible non-perturbative information in the parton densities alone.
3. Hence any treatments of the non-perturbative part of the processes need only concern themselves with the diffractive pdfs alone; they do not need to make separate predictions for $`F_2^{(D)}`$, diffractive heavy quark production, diffractive jet production, etc.
4. The theorem is making non-trivial predictions about the dynamics of diffractive processes, in particular about the effect of final-state interactions. The non-triviality of the results is illustrated by the fact that the interactions making the diffracted hadron occur later than the hard scattering and by the lack of factorization in diffractive hadron-hadron scattering.
5. Since the diffractive gluon density is much larger than the diffractive quark densities , diffraction provides a gluon-rich target.
6. As mentioned in the previous section, there is an interesting space-time structure for the process. There is an ambiguity as to what causes what. This is likely to have interesting implications for understanding quantum mechanical states in non-perturbative QCD.

Some of the predictions of the factorization theorem are shown in figures 1 and 2. In these figures, recent data are compared with predictions using fits of diffractive pdfs to other data. The H1 fits were obtained purely from diffractive $`F_2^{(D)}`$, while the ACTW fits included also the earliest data on direct photoproduction of jets. The predictions work reasonably well, and in particular strongly confirm the need for a large diffractive gluon density.

## 5 Why is factorization valid ?

The leading regions for the amplitude for diffractive DIS are as shown in figure 3. There the hard subgraph $`H`$ contains lines all of which are off-shell by order $`Q^2`$ and it results in one or more jets going into the final state. Connected to it by essentially a single parton line is the target subgraph $`A`$, which consists of lines collinear to the target, and includes the outgoing diffracted proton. Finally, there is a soft subgraph $`S`$, which consists of lines that are of low energy with respect to both the jet and target subgraphs; it includes the final-state interactions responsible for the neutralization of the color of the partons initiating the jets.

Regions not of this form are power suppressed. Notably, situations in which extra partons are exchanged between the hard subgraph and either the target subgraph or the jet subgraphs are suppressed, because extra lines in the hard subgraph are then far off-shell. Of course, if the gluon density is too high, as in the saturation region, then the large gluon density can overcome this suppression.

The factorization theorem now follows, essentially as in the case of inclusive cross sections — see . However there are a number of complications to note:

1. Extra exchanges of collinear longitudinally polarized gluons between the hard subgraph and the collinear subgraphs are in fact allowed and unsuppressed, in some gauges, like the Feynman gauge. After an appropriate approximation, we use Ward identities to show that these contributions give the path-ordered exponentials in the gauge-invariant definition of the parton densities.
2. This argument does not directly apply to all the final-state interactions, as I now illustrate with the aid of figure 4. In the most obvious region of quasi-elastic scattering, the exchanged momentum has much smaller longitudinal momentum than transverse momentum: $`|k^+k^{}|k_T^2`$, and the approximations and the Ward identities simply do not apply. However, the only significant dependence on $`k^+`$ is in the propagator of the quark line emerging from the hard scattering:

$$\frac{1}{(lk)^2m^2+iϵ}\frac{1}{2l^{}k^++\text{transverse}+iϵ}.$$
(8)
The pole in $`k^+`$ is in the upper-half plane, so that the contour of integration can be deformed away from the pole.

The limit to the contour deformation is when $`k^+`$ is so big that the dependence of other propagators on $`k^+`$ is non-negligible. Then the line $`lk`$ is far off-shell, and we have a short-distance interaction, not a genuine final-state interaction, and the previous argument about the longitudinally polarized gluons and the Ward identities applies.
3. Even when there are more complicated interactions of the exchanged system and the jet, the singularities are only in the upper-half plane: this corresponds to the fact that the interactions are all in the final-state. Thus the above argument generalizes.
4. A slight generalization of the above argument applies when the gluon is soft and obeys $`k^+k^{}k_T^2`$. After the use of Ward identities, an application of unitarity is needed before factorization is obtained.

Note that the argument about the final-state interactions is non-perturbative and independent of the diffractive requirement on the cross section.

## 6 Exclusive diffraction

In this section I consider exclusive diffractive processes, for example deeply virtual Compton scattering (DVCS), which is $`e+pe^{}+\gamma +p^{}`$ at large $`Q`$, or inelastic meson production, $`e+pe^{}+M+p^{}`$, at large $`Q`$.

The same general idea as before applies  to the derivation of a factorization theorem, but now the derivation is applied to the amplitude. For deep-inelastic meson production the leading regions have the form shown in figure 5. The resulting theorem is that the amplitude has the form

$$=𝑑\xi 𝑑zf(\xi ,x_{},t,Q)H(\mathrm{})\psi (z,Q),$$
(9)
up to power-law corrections. Here $`H`$ is the perturbatively calculable hard-scattering coefficient, $`\psi `$ is the light-front wave function of the meson, and $`f`$ is a skewed parton density. Skewed parton densities  are defined just like ordinary parton densities except that they use off-diagonal matrix elements of the quark number operator instead of the expectation values. Schematically, therefore, we have

$$f=\text{normalization}d^2k_Tp^{}|a_{x,k_T}^{}a_{x,k_T}|p.$$
(10)
There are some varied conventions concerning the normalization factor. All the same complications concerning final-state interactions, etc, apply as for the factorization theorem for inclusive scattering.

Observe that the cross section is quadratic, not linear, in the skewed parton density.

## 7 Lack of factorization in diffractive hadron-hadron scattering

Factorization does not hold for hard processes in diffractive hadron-hadron scattering, contrary to the case in diffractive deep-inelastic scattering. The problem is that soft interactions between the two hadrons, and their remnants, occur in both the initial and final state. Thus the contour-deformation argument used in diffractive DIS no longer applies.

A more difficult argument is needed to give factorization , and this only applies to fully inclusive cross sections. Part of the argument involves a unitarity sum over both beam remnants, and this fails in the diffractive case. Even before the discovery of QCD, it was known  that factorization fails for diffractive hadron-hadron scattering. In addition, there is another potential mechanism the failure of factorization in QCD, the so-called coherent Pomeron mechanism .

The theoretically predicted failure of factorization is in fact observed experimentally. The cross section for diffractive dijet production at CDF  is about an order of magnitude below what factorization would predict given the diffractive parton densities measured at HERA — figure 6.

## 8 Conclusions

* Factorization is proved for diffractive DIS and related processes. It implies a separation of long- and short-distance phenomena, and makes non-trivial predictions.
* The proof involves a non-trivial demonstration that final-state interactions do not affect factorization.
* Factorization fails in diffractive hadron-hadron scattering. This is an experimentally verified consequence of QCD.
* There are non-trivial tests of factorization in diffractive DIS, for example, the prediction of dijet cross sections.
* It is interesting to fully understand the relation between the factorization/pdf approach and the dipole model.

I would like to thank DESY and the University of Hamburg for their hospitality and the Alexander von Humboldt foundation for an award. This work was supported in part by the U.S. Department of Energy under grant number DE-FG02-90ER-40577.

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# Particle Candidates of Ultrahigh Energy Cosmic RaysReview talk given at the Europhysics conference, HEP2001, Budapest, Hungary.

## 1 Introduction

As soon as the cosmic microwave backround radiation (CMBR) was discovered, Greisen and Zatsepin and Kuzmin independently pointed out that there should exist a cutoff in the primary cosmic ray spectrum . The physical basis of that cutoff is very well established. In fact, the physical process responsible for it was originally discovered by Enrico Fermi and his group in the fifties and has been extensively studied ever since. It is generally believed that the primary cosmic radiation at energies above, say, $`10^{17.5}`$eV or so, consists mostly of protons. The composition at these energies is discussed by Stecker in his excellent Erice lectures . Protons interact with the CMBR, produce electron pairs, photoproduce pions and lose about 30% of their energy per interaction. (The production rate of more than one pion is negligibly small.) This means that, unless protons are produced in our “cosmic backyard”, they cannot have energies exceeding some $`10^{19}`$eV or so (the so-called GZK cutoff). Else, if produced far away with energies sufficiently high to allow them to arrive here above the GZK cutoff, their interaction with the CMBR would ultimately produce an unacceptably high photon background at lower energies, see Stecker, loc. cit. for a review.

At the time of this writing some $`20+`$ events have been observed of energies exceeding the GZK cutoff and they have generated a flurry of theoretical papers exceeding the number of events observed by at least a factor of two or more. (The highest energy published event is still the one reported by Fly’s Eye, see .111Since the time this talk was given, another event of comparable or somewhat higher energy was reported. See M. Teshima, talk presented at the Summer study on the future of Particle Physics, Snowmass, CO 2001) Clearly, it is unsatisfactory to have a small number of events observed in the trans-GZK category. However, with the Pierre Auger observatories, OWL and Airwatch becoming operational within the near future, this situation will change drastically. Should we get excited – if so, why?

There is a variety of attitudes adopted in connection with the reported trans-GZK events. Here is a sample based on our informal evaluation of a variety of papers and conversations with some colleagues.

* Denial. OK, some trans-GZK events have been reported. However, it is known that the primary cosmic ray (CR) spectrum is rapidly falling at energies larger than, say, $`10^{17}`$eV. In such a situation it is easy to overestimate the primary energy. Maybe, the problem will just go away with more events observed.
* Our backyard. The GZK cutoff can be overcome if there is a sufficient number of local sources of UHECR. Blanton etal.  made the reasonable assumption that the distribution of sources follows the distribution of galaxies. They find a local overdensity of $`2`$ and they conclude that for soft injection spectra this overdensity is insufficient to explain the observed flux around $`10^{20}`$eV.

Despite the original analysis of Elbert and Sommers , there may be individual sources of trans-GZK CR in our galactic neighborhood. In particular, CEN A has been conjectured as a possible source of such trans-GZK protons . With a distance of about 3.5Mpc, CEN A “just barely makes it” as a potential source. In contrast to older calculations, the thorough analysis of Stanev et al  results in a much smaller radius of the GZK sphere (about 14 Mpc or so) rather than about 50 Mpc as believed previously222The GZK sphere is a somewhat fuzzy notion: roughly speaking, it is the radius of the sphere within which a source has to lie in order to provide us with protons of $`10^{20}`$eV of energy. The work of Stanev et al. contains precise definitions. The difference between this work and previous ones lies in a careful accounting of intergalactic magnetic fields, which either were not treated or only in some sketchy way. A notable exception is ref. ..

In order to illustrate what is involved in ref. , consider the following simple model. Roughly speaking, a proton executes a random walk in the chaotic magnetic fields. Let $`L`$ denote the total path length necessary for the proton to lose a substantial fraction of its energy, i.e. the GZK length. Since the particle is ultrarelativistic, $`t=L`$ to a high degree of accuracy. The rms distance the proton travels in time $`t`$ is therefore given by

$$\sqrt{𝐱^2}\sqrt{\lambda t}\sqrt{\lambda L},$$

where $`\lambda `$ is the mfp of magnetic scattering; it is of the order of a few Mpc. Assuming, $`\lambda 5`$Mpc, and $`L=50`$Mpc, one gets $`\sqrt{𝐱^2}16\text{Mpc}`$. Considering the crudeness of all the approximations made here, this is in reasonable agreement with the result of ref. .

At present, it is not clear whether CEN A can account for the observed trans-GZK events. Like previous similar proposals, the CEN A hypothesis has been criticized, see e.g. ref. . In a sense, the controversy revolves around the question whether there are sufficiently strong random intergalactic magnetic fields to wash out the directionality of the UHECR arriving from a single source. An interesting test of the CEN A hypothesis was proposed by Anchordoqui et al., ref. . When the southern Auger Observatory will be operational, one should look for neutrons emitted by CEN A. At such energies, neutrons appear as stable particles. Being neutral, they are less affected by the magnetic fields on the way here than protons are.

Should the CEN A hypothesis (or some other similar one, e.g. M87 as a source) prove viable, the problem of trans-GZK cosmic rays will be resolved without invoking new particle physics or substantially new astrophysics.
* New physics and/or astrophysics. All works submitted to this meeting dealing with the problem of trans-GZK cosmic rays belong to this category. They represent approaches which, so far, have not been definitely eliminated either by accelerator based experiments (e.g. lower limits on the masses of superpartners) or by other physical or astrophysical arguments.

If the first two items mentioned above get somehow eliminated, then our answer is that yes, we should get excited: the trans-GZK CR are messengers of some new particle physics or new astrophysics. In the following sections, we discuss these works.

## 2 Z-bursts and Neutrino Clouds.

The original idea of Z-bursts was conceived by Fargion etal. and by Weiler, . The basic idea is beautifully simple and it needs no particle physics beyond the well established Standard Model.

The authors argue that neutrinos can penetrate the CMBR, because they have a very small magnetic moment and in scattering on a CMBR photon, the CMS energy, $`\sqrt{s}`$ is about 100MeV or so. There may be a halo of neutrinos around our galaxy. If neutrinos are massive, of mass $`m_\nu `$, an interaction between a neutrino coming from afar and a halo (anti) neutrino can excite the $`Z`$ resonance. The neutrino energy needed for that is about $`E=M_Z^2/2m_\nu `$. The, $`Z`$, in turn, decays into nucleons, roughly 35% of the time and voilá, we have the trans-GZK cosmic rays. Strictly speaking, the neutrinos in the halo need not be massive. For massless neutrinos, just replace $`m_\nu `$ by $`kT`$, with $`T=1.9^\mathrm{o}K`$. The trouble is that one needs inconceivably high neutrino energies if the neutrino mass is replaced by the thermal energy of a massless relic neutrino.

Waxman pointed out that the total energy carried by the high energy neutrino flux was dangerously close to the total luminosity of the Universe . Clustering or a high lepton asymmetry  is needed in order to make the Z-burst scenario work. Unfortunately, a large lepton asymmetry leaves its imprint on the CMBR and the latest observations appear to be incompatible with the asymmetry postulated by Gelmini and Kusenko .

Now McKellar etal.  in a paper submitted to this meeting argue that clustering in the neutrino halo can be accomplished if one revives the idea of neutrino clouds . The model is based on the assumption of a light scalar field weakly coupled to neutrinos. By performing a self consistent field calculation, the authors argue that the minimum of field energy is obtained if the neutrino beckground is not uniform, but clustered. This clustering phenomenon is somewhat similar to what is found in a realistic ferromagnet: the minimum of the free energy is obtained by forming domains instead of a completely homogeneously oriented spin array. This scenario has a chance to rescue the Z-burst model.

The authors consider a broad range of densities and cluster radii, within bounds imposed by the amount of dark matter in the solar system and upper bounds on the incident neutrino flux.

There are several questions to be answered, however, in this connection.

* Are there any other consequences? (For instance, imprint on the CMBR, cosmology, etc.) What is the cosmological density of the light scalar? Does it have an effect on nucleosynthesis?
* Several theoretical questions. Why a light scalar? Does it couple just to neutrinos (or just to $`\nu _e`$)? Does such a light scalar fit into any reasonable unification scheme?
* Can the postulated light scalar be emitted during ordinary weak processes? In particular, does the emission of a light scalar lead to a measurable distortion of the spectra, apparent lack of energy-momentum conservation etc. Our guess is that the lack of distortion of $`\beta `$ spectra and violation of energy–momentum conservation can pose a lower limit on the mass of the scalar and/or an upper limit on the strength of its coupling.

It is rather obvious at this point that further research is needed in order to determine the viability of the neutrino cloud model.

## 3 Topological Defects, X-particles, etc.: the Saga of Top-Down Models.

“Classic” (i.e. vintage $`1980`$’s) grand unified theories (GUTs) contain quite a few candidates of particles of masses around the GUT scale, ranging between (approximately) $`10^{11}`$GeV to $`10^{16}`$GeV. Those are supposed to have been produced – in the form of leptoquarks, etc. – soon after the Big Bang, typically right after inflation. If sufficiently stable, they may be around us and decay, in part, into UHE protons, thus explaining the trans-GZK cosmic ray flux. This mechanism was originally conjectured by the Chicago group of astroparticle physicists (then including the late David Schramm) and the developments are summarized in the comprehensive review paper of Bhattacharjee and Sigl, . For this reason, we can restrict ourselves to a very brief summary of the situation.

In essence, if — and that is an important if — X-particles of any kind can be made sufficiently stable to survive until the present epoch, their decay products can supply the highest energy protons responsible for the trans-GZK cosmic rays.333A model for (meta-)stabilizing superheavy particles has been proposed by Ellis etal. . In that model metastability is accomplished because the superheavy particles decay via higher dimensional operators. An interesting variation on this theme includes a recent article by Blasi etal.  , in which, besides decay, annihilation of superheavy particles is also considered. In essence, those authors conclude that an annihilation cross section of the order of the usual strong interaction cross sections (10 to a 100 mb) is needed in the annihilation scheme. Alternatively, a lifetime of $`10^{20}`$yr is needed if the UHECR are to be produced through the decay of some X-particle. There is no known (weakly broken) symmetry to protect the X-particle from decaying rapidly. If this mechanism is to be a viable one, it is likely that the long decay lifetime is due to a higher dimensional operator as proposed in ref. . A recent detailed account of this approach can be found in ref.  with appropriate references to earlier work.

The papers by Fodor and Katz  put an interesting twist on the X–particle saga. Instead of guessing on the basis of various theoretical considerations what the mass of the X-particle might be, they attempt to fit the available data by letting the mass of the X-particle float and be determined by the fitting procedure. In this way, they end up with a mass of $`M_X10^{14.6}`$GeV iun contrast to the value, $`M_X10^{12}`$GeV used in ref. . Other hypotheses, for instance a heavy leptoquark decaying into a quark and lepton would further increase the fitted $`M_X`$. Fodor and Katz point out that their fitted mass value leads to no contradiction with the observed X-ray and soft gamma ray background. However, should they consider other X-particles (like the leptoquark just mentioned) they may run into trouble with the EGRET results. A careful discussion of this question is given in the review of Bhattarcharjee and Sigl already cited. Fodor and Katz also give $`\chi ^2`$ values for a variety of models including the standard model (SM) or minimal SUSY standard model (MSSM) by placing the X-particles into our own galaxy or making them extragalactic. Their best fit is either an extragalactic SM or MSSM X-particle. However, it may be prudent to await the arrival of some more data before such details can be extracted.

Another worry is based on the result of ref. . As mentioned before, those authors find a geodesic GZK distance about a factor of 4 or so than previously believed. Hence, the density of X-particles has to be increased by a factor of about 45. Does this not overclose the Universe? However, Fodor and Katz assume a uniform distribution of X-particles. In reality, however, X-particles cluster around galaxies, due to the gravitational attraction of the latter. Hence, the danger of overclosing the Universe is, perhaps, avoided.

Fodor and Katz obtain an X particle mass which is, roughly, two orders of magnitude smaller than the “canonical” SUSY GUT mass, but it is about two orders of magnitude larger than a possible intermediate mass scale of the order of $`10^{12}`$GeV, occurring in some SUGRA models. Normally, it is hard to maintain mass differences of this magnitude in a theory unless the small mass is protected by some symmetry. No such symmetry is known. It is unclear how the hierarchy problem raised by the result of Fodor and Katz can be avoided.

## 4 A String Inspired Model.

It has been realized a few years ago that, internal consistency of string theories requires that strings live in a multidimensional space (typically, d=10 for superstrings), the connection between a string scale and the Planck scale is less rigid than hitherto believed . Although the original conjecture of TeV scale quantum gravity and millimeter size compactified extra dimensions is all but excluded now, it is useful to keep in mind such models as a paradigm from which useful features can be abstracted. At present, there is no internally consistent, phenomenologically viable string model known in which even the basic features of the dynamics – including a mechanism of compactification – would be satisfactorily understood.

Nevertheless, various string models have so many attractive properties that one is tempted to abstract their robust features and see whether some reasonable conjectures can be made once CMS energies of colliding particles reach the string scale. For the sake of argument, let us have a string scale of the order of a 100TeV in mind. This can be reached in UHE cosmic ray interactions: for instance, the “gold plated” Flye’s Eye event has about 600TeV in the CMS.

Basically, two new phenomena are beginning to be observed around the string scale.

* A large number of excitations begins to show up with, presumably, increasing widths. As a consequence, at least some cross sections exhibit a rapid rise towards a value which saturates unitarity. The excitations are, in essence, of two types.

1. Kaluza-Klein (K-K) type excitations if the extra dimensions are compactified. Similar excitations may take place if we live on a brane and the extra dimensions are not compactified, see : there are brane fluctuations. The common feature of these excitations is that their level density grows like a power of the CMS energy; hence, at best, a cross section (for instance the $`\nu N`$ cross section) can grow only as a power of the energy. This is inadequate for explaining the trans-GZK cosmic rays, see Kachelriess and Plümacher.
    2. The string excitations. It is widely known that the density of states in the excitation spectrum of strings grows asymptotically as $`\mathrm{exp}(a\sqrt{s})`$ for $`sM_s^2`$, see, for instance, Polchinski’s  book on string theory. It is less widely known that the low lying excitations exhibit a more rapid rise of the density of states, typically, $`\mathrm{exp}(bs)`$, where $`b`$ is some model dependent constant. (Unlike the constant $`a`$, related to the central charges of the underlying conformal field theory, at present we do not know how to interpret the constant $`b`$ in terms of the specific conformal field theory considered.)
* There appears to be a unification of interactions. In fact, as far as one can tell, once the energy gets into the string regime (after the first few excitations), all couplings are the same. There remain questions, of course, for instance, “is the unification mass equal to the characteristic string mass, $`M_s`$? Perhaps there are factors of order unity between the two scales. We assume that they are the same, for lack of a really good model.

From the point of view of guessing a useful phenomenology, one conjectures that, in essence, there are three regimes of the future theory.

1. The low energy regime characterized by the fact that coefficients of non renormalizable operators in an effective field theory, proportional to some positive power of $`s/M_s^2`$ are small.
2. The transition regime, in which K-K excitations drive the coupling constants towards a common value, as discussed, e.g. by Dienes, ref.
3. The string regime proper, with all interactions unified and cross sections, in essence governed by their unitary limits.

It was pointed out some time ago  that neutrinos could be ideal primaries of the trans-GZK cosmic rays since they have an essentially infinite mean free path in the CMBR. If one can arrange for a stronger than SM interaction with air nuclei, one could perhaps solve the puzzle of the trans-GZK events. The scenario sketched above provides the appropriate mechanism. In collisions with a CMBR photon, a neutrino of, say $`E=10^{21}`$eV, has typically $`\sqrt{s}200`$MeV or so: this is deep in the low energy regime even of the SM. By contrast, in interactions with a nucleon in an air nucleus, one has roughly $`\sqrt{s}10^3`$TeV. Thus, we might be in the regime of unified interactions and string excitations .

Unlike some other scenarios, this one is predictive. One can easily understand in qualitative terms one of the most robust predictions . It is known that in typical GUT schemes (the GUT group always containing $`SU(3)_\mathrm{c}SU(2)_\mathrm{L}U(1)_Y`$), the dominant decay mode of the leptoquark excited in a $`\nu `$ nucleon interaction is a lepton and a quark. Therefore, the shower starts as if one had a lepton induced and a hadron induced shower running parallel to each other. In the unified regime the shower tends to be enriched in quarks, due to the fact that quarks carry 3 times as many degrees of freedom as leptons do. However, the energy gets spread over many particles early in the development of the shower and, consequently, most of the evolution is governed by SM physics. Due to the fact that the leptonic component develops by means of low multiplicity interactions444Counting electrons and photons on the same footing, the average multiplicity in a lepton - nucleus interaction is very close to 2., the fluctuations are larger in a neutrino induced “anomalous” shower than in a proton (or nucleus) induced one.

In order to obtain a quantitative handle on this, the ALPS555Adaptive Longitudinal Profile Simulation Monte Carlo algorithm  was run both for proton induced showers and for “anomalous” ones. The anomalous showers were modelled along the lines just sketched; more details can be found in ref. . Figure 1 displays the average profiles of a few showers with different impact parameters as it is suitable for orbiting detectors. (Recall that the impact parameter is given by $`b=R_{}+h`$, where $`h`$ stands for the height above the surface of the Earth.) In the example shown, $`M_s=30`$TeV was chosen. Conservatively, we assumed a $`\nu `$-nucleon cross section 1/2 of a hadronic one.

One could “tweak” the various parameters in order to bring the $`p`$-induced and “anomalous” profiles; here we chose not to do so. However, the qualitative properties are clear.

Most importantly, the shapes of the shower profiles are quite similar to each other. (This is good, otherwise we would already know that our scheme cannot explain the trans-GZK events.) The number of electrons at shower maximum appears to be smaller than in a proton induced shower. By adjusting some parameters, that difference can be made smaller. In any case, due to fluctuations, it is hard to tell on an event-by event basis what the number of electrons at $`X_{max}`$ should be.

In Figure 2 we display the rms deviation of $`X_{max}`$ for both proton induced and “anomalous” showers.

The result of the simulation clearly displays the feature we just discussed in qualitative terms: “anomalous” showers have larger fluctuations in the electron number, hence, given sufficient statistics, a distinction can be made between proton induced showers (presumably, coming from nearby) and neutrino induced ones.

## 5 Discussion.

At present, the situation is delightfully confusing, to some measure due to the unhealthy ratio of theoretical papers to trans-GZK events observed. The situation will change drastically in the next few years. HiRes and AGASA will continue observing. The Pierre Auger observatory and the planned orbiting detectors will be functioning. Hence, the event rate of trans-GZK showers is expected to be in the thousands per year. From the theoretical point of view, all scenarios submitted to this meeting (and others not submitted) have some advantages and disadvantages and various degrees of falsifiability (in Popper’s sense). Perhaps the scheme discussed last represents the most radical departure from established Standard Model physics. At the same time, it has the highest degree of falsifiability. The obvious disadvantage of that scheme is that, at present, calculations are very difficult: as shown in an elegantly simple paper by Cornet et al , weakly coupled string theories in the tree approximation are unlikely to explain trans-GZK phenomena. Most probably, we’ll have to learn how to handle strongly coupled string theories — or whatever will supercede them.

Let us end with an optimistic conclusion. We may have seen hints at physics beyond the Standard Model or at least, some interesting new astrophysics. The jury is still out on what the correct explanation is. In the meantime, we have a lot of work to do.

We thank D. Fargion, B. McKellar, S. Sarkar and T. Weiler for useful comments and discussions.


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# Multifractal wavelet filter of natural images

## I Introduction

Given the complexity and degree of redundancy of natural images, the early visual system had to find good coding procedures to represent the visual stimuli internally. To achieve this goal, the visual system must have learnt the regularities present in the environment where the organism lived . If there are image features that tend to appear together, a cell responding quasi-optimally to them is rather likely to exist. To find such a representation one has first to understand the statistical properties of visual scenes common in the environment. In particular, the relevance of the second order statistics has been pointed out some time ago , and internal representations that eliminate these correlations have been discussed . However, even if whitening represents an improvement of the code, it still leaves much geometrical structure that should be dealt with more properly . A more systematic study of statistical regularities that go beyond the two-point correlations has began rather recently . A novel approach to understand the statistical properties of natural images has been proposed in  where the non-gaussian statistics of changes in contrast has been characterized and explained by means of a stochastic multiplicative process: Contrast changes at a given scale are obtained from those at a coarser scale by multiplication with an independent random variable. This implies a linear relation between the logarithms of the variables at two different scales (this property has also been discussed in , although the existence of a multiplicative process was not noticed). A very rich geometrical structure has emerged from those studies: contrast changes are organized in such a way that pixels in the image can be classified according to the strength of the singularities of the contrast gradient . It was also checked that the multiplicative process is present in very different sets of images and in color natural images .

In this work we show that when those findings are taken into account in an image model there appears a very compact representation of the visual world. In particular, a wavelet filter that guarantees that variations in contrast at different scales are related by a multiplicative process can be derived experimentally from a dataset of natural images, with the only assumption of the existence of such a filter. Furthermore, the code that it defines has eliminated a great deal of redundancy.

## II Wavelet basis and multiresolution analysis

We start by considering the projection of the contrast $`c(\stackrel{}{x})`$ on a dyadic wavelet set $`\stackrel{~}{\mathrm{\Psi }}_{j\stackrel{}{k}}(\stackrel{}{x})=\stackrel{~}{\mathrm{\Psi }}(2^j\stackrel{}{x}\stackrel{}{k})`$. The wavelet $`\mathrm{\Psi }_{j\stackrel{}{k}}`$ focuses on the details of the image at the scale $`r`$, where $`r=2^j`$, $`j𝒵`$, at the sampling points $`\stackrel{}{x}_0=2^j\stackrel{}{k}`$. Here $`\stackrel{}{k}(k_1,k_2)`$, with $`k_1,k_2𝒵`$. If $`\stackrel{~}{\mathrm{\Psi }}`$ defines a wavelet basis, the wavelet projections $`T_{\stackrel{~}{\mathrm{\Psi }}}^rc(\stackrel{}{x}_0)`$ of the field of luminosity contrast,

$$T_{\stackrel{~}{\mathrm{\Psi }}}^rc(\stackrel{}{x}_0)=r^2𝑑\stackrel{}{x}\stackrel{~}{\mathrm{\Psi }}_r(\stackrel{}{x}\stackrel{}{x}_0)c(\stackrel{}{x})=r^2\stackrel{~}{\mathrm{\Psi }}_{r,\stackrel{}{x}_0}|c$$
(1)
characterize completely the image. This is the reason of the name “multiresolution analysis”: the wavelet projection is a description of $`c(\stackrel{}{x})`$ at the point $`\stackrel{}{x}_0`$ when the image is observed at a variable scale $`r`$. This type of analysis reaches a compromise between localization in position and in spatial frequency . If the discrete basis is complete, then the contrast can be expanded in a wavelet basis orthogonal to $`\stackrel{~}{\mathrm{\Psi }}`$ using the wavelet projections as coefficients. The dual basis $`\mathrm{\Psi }_{j\stackrel{}{k}}`$ verifies that:

$$\stackrel{~}{\mathrm{\Psi }}_{j\stackrel{}{k}}|\mathrm{\Psi }_{j^{}\stackrel{}{k}^{}}=\mathrm{\hspace{0.33em}2}^{2j}\delta _{jj^{}}\delta _{\stackrel{}{k}\stackrel{}{k}^{}}$$
(2)
and the contrast $`c(\stackrel{}{x})`$ can then be expressed as:

$$c(\stackrel{}{x})=\underset{j,\stackrel{}{k}}{}\alpha _{j\stackrel{}{k}}\mathrm{\Psi }_{j\stackrel{}{k}}(\stackrel{}{x})$$
(3)
where $`\alpha _{j\stackrel{}{k}}=T_{\stackrel{~}{\mathrm{\Psi }}}^{2^j}c(2^j\stackrel{}{k})=2^{2j}\stackrel{~}{\mathrm{\Psi }}_{j\stackrel{}{k}}|c`$. The wavelet basis generated by $`\mathrm{\Psi }`$ will be called the representation basis. Its dual basis, defined by $`\stackrel{~}{\mathrm{\Psi }}`$ will be referred to as the analizer basis. Once one of these basis is known, the other is completely defined by eq. (2).

### A Multiscaling in natural images

In  it was experimentally proved that there exists a certain class of wavelets, such that some of their low order moments are zero, for which:

$$|T_{\stackrel{~}{\mathrm{\Psi }}}^rc|^p=\alpha _pr^{\tau _p^c}$$
(4)
(the angular brackets denote the average over an ensemble of images), a property known as Self-Similarity (SS). It was also found  that the SS exponents $`\tau _p`$ have a non-trivial dependence on $`p`$ which can be explained by means of a stochastic multiplicative process (see e.g. ). In terms of the wavelet coefficients $`\alpha _{j\stackrel{}{k}}`$, this process is expressed as:

$$\alpha _{j\stackrel{}{k}}=\eta _{j\stackrel{}{k}}\alpha _{j1,\left[\frac{\stackrel{}{k}}{2}\right]}$$
(5)
where $`\left[\stackrel{}{\kappa }\right]`$ denotes the vector with components given by the integer part (rouding down) of those of $`\stackrel{}{\kappa }`$. In  eq. (5) was understood in the statistical sense, where the variables $`\eta _{j\stackrel{}{k}}`$ are statistically independent of the $`\alpha _{j1,\left[\frac{\stackrel{}{k}}{2}\right]}`$. The SS exponents $`\tau _p`$ define completely the distribution of the random variables $`\eta _{j\stackrel{}{k}}`$ and vice-versa. Besides, the distribution of the $`\eta `$’s depends only on the ratio between the two scales of the wavelet projections . Here this ratio has been fixed at 2 for any pair of consecutive scales. This implies that all the $`\eta _{j\stackrel{}{k}}`$’s are identically distributed.

In this work we go beyond those results by showing that natural images posses an intrinsic wavelet for which eq. (5) is fulfilled point by point. This means that the equality holds for any image, at any scale and position and that the variables $`\eta _{j\stackrel{}{k}}`$ can be extracted directly from:

$$\eta _{j\stackrel{}{k}}=\frac{\alpha _{j\stackrel{}{k}}}{\alpha _{j1,\left[\frac{\stackrel{}{k}}{2}\right]}}$$
(6)
In order to obtain these variables and to verify their statistical properties, one has first to determine this wavelet. Under the assumptions that the $`\eta `$’s obtained from eq. (6) are scale independent and equally distributed variables, the representation wavelet $`\mathrm{\Psi }`$ can be experimentally obtained from a statistical analysis of the image ensemble. This will be shown in the next section. The validity of these two hypothesis on the $`\eta `$’s has to be verified a posteriori, once the wavelet is known. This is done in Section IV as follows: first the the analizer wavelet $`\stackrel{~}{\mathrm{\Psi }}`$ is obtained from the representation wavelet $`\mathrm{\Psi }`$. In turn, $`\stackrel{~}{\mathrm{\Psi }}`$ can be used to evaluate the coefficients $`\alpha _{j\stackrel{}{k}}`$’s and from them the $`\eta _{j\stackrel{}{k}}`$’s. Once these are known it is finally checked that they are indeed scale-independent, identically distributed random variables, so checking the self-consistency of the multiplicative process model.

## III The representation mother wavelet

We suppose that the contrast field obtained from our image dataset can be expanded as a superposition of wavelets, eq.(3), and that the $`\alpha _{j\stackrel{}{k}}`$’s verify eq. (5), where the $`\eta _{j\stackrel{}{k}}`$’s are scale independent equally distributed variables. Since the images have finite size we will take $`j0`$ where $`\mathrm{\Psi }_{0\stackrel{}{0}}`$ covers the whole image and it represents the mother wavelet, $`\mathrm{\Psi }_{0\stackrel{}{0}}\mathrm{\Psi }`$. For the same reason, the range of $`\stackrel{}{k}=(k_1,k_2)`$ at the scale $`j`$ is bounded as: $`k_1,k_2=0,1,\mathrm{},2^j1`$.

Averaging $`c(\stackrel{}{x})`$ at each point $`\stackrel{}{x}`$, it is found that the average contrast can be represented as a simple wavelet superposition: $`𝒞(\stackrel{}{x})c(\stackrel{}{x})\alpha _{0\stackrel{}{0}}_{j,\stackrel{}{k}}\overline{|\eta |}^j\mathrm{\Psi }_{j\stackrel{}{k}}(\stackrel{}{x})`$. Here $`\overline{|\eta |}`$ is the first order moment of the distribution of the $`|\eta |`$’s, and we have used the assumptions that all the $`\eta _{j\stackrel{}{k}}`$’s have the same marginal distribution and are independent across the scales. By Fourier transforming this field, $`\widehat{𝒞}(\stackrel{}{f})`$, one easily obtains the Fourier transform of the representation wavelet, $`\widehat{\mathrm{\Psi }}(\stackrel{}{f})`$, that reads:

$$\widehat{\mathrm{\Psi }}(\stackrel{}{f})=\frac{1}{\alpha _{0\stackrel{}{0}}}\left[\widehat{𝒞}(\stackrel{}{f})\frac{\overline{|\eta |}}{4}\frac{\mathrm{\Lambda }(\stackrel{}{f})}{\mathrm{\Lambda }(\frac{\stackrel{}{f}}{2})}\widehat{𝒞}(\frac{\stackrel{}{f}}{2})\right]$$
(7)
where $`\mathrm{\Lambda }(\stackrel{}{f})=(1e^{2\pi if_1})(1e^{2\pi if_2})`$. This expression is very appealing. The right hand side compares the average contrast at two consecutive scales (related by a factor $`2`$), and it expresses that the wavelet is obtained as an observation of the scale transformation properties of the images. The average $`\overline{|\eta |}`$ has an a priori known value: $`\overline{|\eta |}=\frac{1}{2}`$ . This allows to use eq. (7) with no a priori knowledge about the data.

To obtain experimentally the representation wavelet, eq. (7) was applied to a large ensemble of natural images. The data were 200 $`1024\times 1024`$ images selected at random from van Hateren’s dataset . Figure 1 shows the representation wavelet obtained with this procedure. It exhibits two clear features: it is right-left symmetric and roughly up-down antisymmetric with a sharp central discontinuity (see Figure 2). The first property is expected: our world remains statistically unchanged when it is reflected from left to right. The rough up-down antisymmetry and the related discontinuity are probably due to the sharp contrast between the sky and the ground.

## IV The projection into the experimental basis

Once the analizer wavelet is obtained, it can be used to evaluate the coefficients $`\alpha _{j\stackrel{}{k}}`$ and from them, using eq. (6), the coefficients $`\eta _{j\stackrel{}{k}}`$. Then, it is possible to check whether the $`\eta _{j\stackrel{}{k}}`$ are scale-independent, identically distributed variables. In the affirmative case, this fact self-consistently demonstrates that eq. (7) is the intrinsic wavelet we are looking for. It is immediate to check that the signs of the $`\eta `$’s are independent of their absolute values, $`|\eta |`$, and also scale-independent, so it is only necessary to verify the independence of the $`|\eta |`$’s.

The mutual dependence among the $`|\eta _{j\stackrel{}{k}}|`$’s was estimated by computing the correlation coefficients between two $`|\eta |`$’s. As the number of possible pairs is very large, only two types of correlations were considered, which should be maximal by construction: those between consecutive scales ($`j1`$ and $`j`$) at equivalent positions, and those between consecutive spatial positions ($`\stackrel{}{k}`$ and $`\stackrel{}{k}+\stackrel{}{d}`$, where the components of $`\stackrel{}{d}`$ take only the values $`0`$ and $`1`$) at a fixed scale $`j`$.

Both correlation coefficients, denoted as $`\rho _j`$ and $`\rho _{j\stackrel{}{d}}`$ respectively, take values in $`[1,1]`$ and give a dimensionless measure of the degree of statistical dependence. The observed values of $`\rho _j`$ are very close to $`0`$ ($`|\rho _j|<10^2,j>2`$), what confirms rather well the independence of the $`\eta _{j\stackrel{}{k}}`$’s under changes of scale. On the contrary, the correlation coefficients $`\rho _{j\stackrel{}{d}}`$ are by no means negligible, although they are extremely short-ranged: the variables $`\eta _{j\stackrel{}{k}}`$ and $`\eta _{j\stackrel{}{k}^{}}`$ are independent when they are more than one pixel apart; after that distance the two-point correlation $`\rho _{j\stackrel{}{d}}`$ decays dramatically. It is important to remark that there is no need of spatial independence of the $`\eta _{j\stackrel{}{k}}`$’s in our wavelet model. For this reason, although short-ranged, the observed dependence is a significant source of information about the remaining statistical structure at a fixed resolution layer. On the other hand, the $`\eta `$’s define a system of almost completely independent variables.

To confirm the validity of the wavelet representation, eqs. (3) and (7), one has still to check that the $`\eta `$’s are identically distributed. Figure 3 exhibits the distribution of $`\mathrm{ln}|\eta _j|`$ for different scales $`j`$. The correspondence between them is really very good.

## V Wavelet transparency and decorrelation

It has been frequently argued that the the signal that arrives to the primary visual cortex has been already decorrelated in previous stages of the visual system . In this case, V1 would take care of coding more complex aspects of images. In this regard, the way in which the mother wavelet is constructed guarantees a remarkable property of transparency to the power spectrum: it defines a code that is somewhat independent of the second order statistics of the images. The power spectrum of natural images exhibits a power law behaviour, $`S(\stackrel{}{f})f^{(2ϵ)}`$ . Under the assumption of translational invariance, the application of the decorrelating filter to the contrast is equivalent to multiplication in the Fourier domain by $`f^{1\frac{ϵ}{2}}`$. Denoting the decorrelated contrast as $`𝐃c(\stackrel{}{x})`$, it is immediate to see that it has a representation similar to eq. (3):

$$𝐃c(\stackrel{}{x})=\underset{j\stackrel{}{k}}{}\alpha _{j\stackrel{}{k}}^{}𝐃\mathrm{\Psi }_{j\stackrel{}{k}}(\stackrel{}{x}),$$
(8)
where $`𝐃\mathrm{\Psi }`$ indicates the application of the decorrelating operator to the representation wavelet and $`\alpha _{j\stackrel{}{k}}^{}=2^{j(1\frac{ϵ}{2})}\alpha _{j\stackrel{}{k}}`$. Defining now $`\eta _{j\stackrel{}{k}}^{}=2^{1\frac{ϵ}{2}}\eta _{j\stackrel{}{k}}`$ it is concluded that the decorrelated images also posses a random multiplicative process. The new representation wavelet $`𝐃\mathrm{\Psi }`$ can be obtained from an ensemble of decorrelated images by means of eq. (7). It is known that the value of the exponent $`ϵ`$ has fluctuations from image to image . The relevance of the wavelet transparency is that if the visual stimulus has been decorrelated before it reaches V1, this area can use the type of filters described in this paper regardless of the precise exponent of the power spectrum.

## VI Conclusions

We have shown that images can be represented as multiresolution objects in terms of an appropriate wavelet basis $`\mathrm{\Psi }`$, in which each resolution level is an independent image. One of the advantages of this representation is that it is based on the observed properties of the contrast gradient , what in turn leads to an automatic reduction of the redundancy. At the same time the spatial correlations at a given scale are short-ranged, but still informative.

Once the wavelet is known, it is possible to devise a compression technique based on the properties of this representation. This would have two important advantages with respect to other wavelet representations (see e.g. ): first that the scale layers are independent, and second that there exists a simple model for the distribution of coeficcients  that can be used in the coding.

These results have been obtained with the simplest wavelet expansion, but the tools presented in this work can be taken as the starting point to look for more realistic visual filters. This search should be directed by the experimental observation that cells in V1 are edge detectors. From this perspective, the expansion in eq. (3) should be generalized to include an orientational degree of freedom. Filters of this type have been proposed in  and found from an independent component analysis of natural images  . These studies should be combined with the use of overcomplete basis, this introduces redundancy but the representation becomes stable under small changes in the images

This analysis could also be carried out over any physical system with multiscaling properties, eq. (4) (for instance, turbulent flows in fully developed turbulence ). For all these systems eq. (7) could be applied to obtain the associated representation wavelet $`\mathrm{\Psi }`$. However, it would be necessary to check the statements of scale independence and identical distribution for the projection coefficients $`\eta _{j\stackrel{}{k}}`$. If both properties hold, the compact code so obtained would be a valuable tool, and the interpretation of the possible remaining structure at each scale very meaningful.

### Acknowledgements

This work was funded by a Spanish grant PB96-0047. A. Turiel is financially supported by a fellowship from the Spanish Ministry of Education.


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# High Temperature Asymptotics in Terms of Heat Kernel Coefficients: Boundary Conditions with Spherical and Cylindrical Symmetries

## Abstract

The high temperature asymptotics of the Helmholtz free energy of electromagnetic field subjected to boundary conditions with spherical and cylindrical symmetries are constructed by making use of a general expansion in terms of heat kernel coefficients and the related determinant. For this, some new heat kernel coefficients and determinants had to be calculated for the boundary conditions under consideration. The obtained results reproduce all the asymptotics derived by other methods in the problems at hand and involve a few new terms in the high temperature expansions. An obvious merit of this approach is its universality and applicability to any boundary value problem correctly formulated.

The Casimir calculations at finite temperature prove to be a nontrivial problem specifically for boundary conditions with nonzero curvature. Investigation of the high temperature limit, i.e. the classical limit, in this problem is of independent interest . For this goal a powerful method of the zeta function technique and the heat kernel expansion can be used. It is essential that for obtaining the high temperature asymptotics of the thermodynamic characteristics it is sufficient to know the heat kernel coefficients and the determinant for the spatial part of the operator governing the field dynamics. This determinant is the derivative of its zeta function in zero, whereas the Casimir energy at zero temperature is given by this zeta function in the point $`\frac{1}{2}`$. This is an essential merit of this approach. This high temperature expansion in terms of the heat kernel coefficients and the zeta function determinant is known for a long time , but did not receive the due attention and has to our knowledge not been used in the case of boundary conditions. The present study seeks to fill the gap in this area and to demonstrate the universality and efficiency of this approach by treating a number of nontrivial boundary conditions for the electromagnetic field. We present here only the basic results of our calculations.

Starting point in our consideration is the general high temperature expansion of the free energy initially given in  and recently discussed in , Sec. 5.1.3,

$`F(T)`$ $``$ $`{\displaystyle \frac{T}{2}}\zeta ^{}(0)+a_0{\displaystyle \frac{T^4}{\mathrm{}^3}}{\displaystyle \frac{\pi ^2}{90}}{\displaystyle \frac{a_{1/2}T^3}{4\pi ^{3/2}\mathrm{}^2}}\zeta _R(3){\displaystyle \frac{a_1}{24}}{\displaystyle \frac{T^2}{\mathrm{}}}+{\displaystyle \frac{a_{3/2}}{(4\pi )^{3/2}}}T\mathrm{ln}{\displaystyle \frac{\mathrm{}}{T}}{\displaystyle \frac{a_2}{16\pi ^2}}\mathrm{}\left[\mathrm{ln}\left({\displaystyle \frac{\mathrm{}}{4\pi T}}\right)+\gamma \right]`$ (2)
$`{\displaystyle \frac{a_{5/2}}{(4\pi )^{3/2}}}{\displaystyle \frac{\mathrm{}^2}{24T}}T{\displaystyle \underset{n3}{}}{\displaystyle \frac{a_n}{(4\pi )^{3/2}}}\left({\displaystyle \frac{\mathrm{}}{2\pi T}}\right)^{2n3}\mathrm{\Gamma }(n3/2)\zeta _R(2n3).`$
Here $`\gamma `$ is the Euler constant and $`\zeta _R(s)`$ is the Riemann zeta function. The quantities under the logarithm sign in expansion (2) are dimensional, but upon collecting similar terms with account for the logarithmic ones in $`\zeta ^{}(0)`$ it is easy to see that finally the logarithm function has a dimensionless argument.

It is worth noting that the zeta function determinant, i.e., $`\zeta ^{}(0)`$, does not enter the asymptotic expansion for the internal energy which is completely defined only by the heat kernel coefficients. In view of this, the first term in the asymptotics of the free energy in Eq. (2) is referred to as a pure entropic contribution . Its physical origin is till now not elucidated. The entropic term is a pure classical quantity because it does not involve the Planck constant $`\mathrm{}`$. This classical contribution to the asymptotics seems to be derivable without appealing to the notion of quantized electromagnetic field.

The heat kernel coefficients needed for construction of the expansion (2) will been calculated as the residua of the corresponding zeta functions. For the boundary conditions under consideration the explicit expressions for the zeta functions have been derived in our papers . The zeta function determinants involved in Eq. (2) are calculated in Ref.  using the methods of Ref. . For a simple calculation of the relevant heat kernel coefficients see also Ref.

A perfectly conducting spherical shell of radius $`R`$ in vacuum. The first six heat kernel coefficients in this problem are:

$`a_0=0,a_{1/2}=0,a_1=0,{\displaystyle \frac{a_{3/2}}{(4\pi )^{3/2}}}={\displaystyle \frac{1}{4}},a_2=0,{\displaystyle \frac{a_{5/2}}{(4\pi )^{3/2}}}={\displaystyle \frac{c^2}{160R^2}}.`$ (3)
Furthermore

$$a_j=0,j=3,4,5,\mathrm{}.$$
(4)
The exact value of $`\zeta ^{}(0)`$ is derived in

$$\zeta ^{}(0)=\left(\frac{1}{2}\frac{\gamma }{2}+\frac{7}{6}\mathrm{ln}2+6\zeta _R^{}(1)\right)+\left(\frac{5}{8}+\frac{1}{2}\mathrm{ln}\frac{R}{c}+\mathrm{ln}2+\frac{\gamma }{2}\right)=0.38429+\frac{1}{2}\mathrm{ln}\frac{R}{c}.$$
(5)
As a result we have the following high temperature asymptotics of the free energy

$$F(T)=\frac{T}{4}\left(0.76858+\mathrm{ln}\tau +\frac{1}{960\tau ^2}\right)+𝒪(T^3),$$
(6)
where $`\tau =RT/(\mathrm{}c)`$ is the dimensionless ‘temperature’. The expression (6) exactly reproduces the asymptotics obtained in Ref.  by making use of the multiple scattering technique (see Eq. (8.39) in that paper).

A compact ball with $`c_1=c_2`$. In this case the spherical surface delimits the media with “relativistic invariant” characteristics i.e., the velocity of light is the same inside and outside the ball . Here there naturally arises a dimensionless parameter

$$\xi ^2=\left(\frac{\epsilon _1\epsilon _2}{\epsilon _1+\epsilon _2}\right)^2=\left(\frac{\mu _1\mu _2}{\mu _1+\mu _2}\right)^2,$$
(7)
where $`\epsilon _1`$ and $`\epsilon _2`$ ($`\mu _1`$ and $`\mu _2`$) are permittivities (permeabilities) inside and outside the ball. As usual we perform the calculation in the first order of the expansion with respect to $`\xi ^2`$.

The zeta function for this boundaries, obtained in Ref. , affords the exact values of heat kernel coefficients up to $`a_3`$

$$a_0=a_{1/2}=a_1=0,a_{3/2}=2\pi ^{3/2}\xi ^2,a_2=0,a_{5/2}=0,a_3=0.$$
(8)
The zeta determinant in this problem turns out to be given by multiplication of the content of the second parentheses in Eq. (5) by $`\xi ^2`$

$$\zeta ^{}(0)=\xi ^2\left(0.35676+\frac{1}{2}\mathrm{ln}\frac{R}{c}\right).$$
(9)
The high temperature asymptotics for free energy reads

$$F(T)=\xi ^2\frac{T}{4}\left(\gamma +\mathrm{ln}4\frac{5}{4}+\mathrm{ln}\tau \right)+𝒪(T^3)=\xi ^2\frac{T}{4}\left(0.71352+\mathrm{ln}\tau \right)+𝒪(T^3).$$
(10)
The asymptotics (10) completely coincide with analogous formula obtained in Refs.  by the mode summation method combined with the addition theorem for the Bessel functions.

A pure dielectric ball. In this case the heat kernel coefficients $`a_0`$ and $`a_{1/2}`$ prove to be nonvanishing . Their contributions to the high temperature asymptotics should be removed because the Stefan-Boltzmann constant should not be renormalized. For the next coefficients we have

$$a_1=a_2=0,a_{3/2}=\pi ^{3/2}\mathrm{\Delta }n^2,a_{5/2}=0,$$
(11)
where $`\mathrm{\Delta }n=n_1n_2=n_1n_2(c_2c_1)/c(c_2c_1)/c`$, $`n_i`$ and $`c_i`$ are the refractive index and the velocity of light inside ($`i=1`$) and outside ($`i=2`$) the ball, and $`c`$ is the velocity of light in the vacuum. It is assumed that $`c_1`$ and $`c_2`$ differ from $`c`$ slightly, therefore $`c_2c_1`$ and $`\mathrm{\Delta }n`$ are small quantities. Making use of the technique developed in Ref.  one obtains the following expression for the zeta function determinant

$$\zeta ^{}(0)=\frac{\mathrm{\Delta }n^2}{4}\left(\frac{7}{8}+\mathrm{ln}\frac{R}{c}+\mathrm{ln}4+\gamma \right).$$
(12)
The high temperature asymptotics of free energy reads

$$F(T)=\frac{\mathrm{\Delta }n^2}{8}T\left(\mathrm{ln}4\tau +\gamma \frac{7}{8}\right)+𝒪(T^2).$$
(13)
It is worth comparing these results with analogous asymptotics obtained by different methods. In Ref.  at the beginning of calculations the first term of expansion of the internal energy was derived. The subsequent integration of the thermodynamic relation gave the correct coefficient of the logarithmic term in the asymptotics of free energy (13). Barton  managed to deduce the asymptotics (13) except for the contributions proportional to negative powers of $`T`$. One should keep in mind that our parameter $`\mathrm{\Delta }n`$ corresponds to $`2\pi \alpha n`$ in the notations of Ref. . The asymptotics (13) contain the $`R`$-independent terms. As far as we know the physical meaning of such terms remains unclear.

A perfectly conducting cylindrical shell. The heat kernel coefficients are

$$a_0=a_{1/2}=a_1=a_2=0,\frac{a_{3/2}}{(4\pi )^{3/2}}=\frac{3}{64R},\frac{a_{5/2}}{(4\pi )^{3/2}}=\frac{153}{8192}\frac{c^2}{R^3}.$$
(14)
The zeta function determinant in this problem is calculated in

$$\zeta ^{}(0)=\frac{0.45711}{R}+\frac{3}{32R}\mathrm{ln}\frac{R}{2c}.$$
(15)
The free energy behavior at high temperature is the following

$$F(T)=\frac{T}{R}\left(0.22856+\frac{3}{64}\mathrm{ln}\frac{\tau }{2}\frac{51}{65536\tau ^2}\right)+𝒪(T^3).$$
(16)
The high temperature asymptotics of the electromagnetic free energy in presence of perfectly conducting cylindrical shell was investigated in Ref. . To make the comparison handy let us rewrite their result as follows

$$F(T)\frac{T}{R}\left(0.10362+\frac{3}{64R}\mathrm{ln}\frac{\tau }{2}\right).$$
(17)
The discrepancy between the terms linear in $`T`$ in Eqs. (16) and (17) is due to the double scattering approximation used in Ref.  (see also below). Our approach provides an opportunity to calculate the exact value of this term (see Eq. (16)).

A compact infinite cylinder with $`c_1=c_2`$. By making use of the relevant zeta function found in Ref.  one obtains the heat kernel coefficients

$`a_0=a_{1/2}=a_1=a_2=a_j=0,j=3,4,\mathrm{},`$ (18)
$`{\displaystyle \frac{a_{3/2}}{(4\pi )^{3/2}}}={\displaystyle \frac{3\xi ^2}{64R}},{\displaystyle \frac{a_{5/2}}{(4\pi )^{3/2}}}=\xi ^2{\displaystyle \frac{c^2}{R^3}}{\displaystyle \frac{45}{8192}}.`$ (19)
The corresponding zeta function determinant is calculated in Ref.

$$\zeta ^{}(0)=\frac{\xi ^2}{R}\left(0.20483+\frac{3}{32}\mathrm{ln}\frac{R}{2c}\right).$$
(20)
Now we can write the high temperature asymptotics for free energy

$$F(T)=\xi ^2\frac{T}{R}\left(0.10242\xi ^2\frac{3}{64}\mathrm{ln}\tau +\frac{15}{65536\tau ^2}\right)+𝒪(T^3).$$
(21)
Putting in Eq. (21) $`\xi ^2=1`$ we arrive at the double scattering approximation for a perfectly conducting cylindrical shell (17).

A pure dielectric cylinder. In this problem the first three heat kernel coefficients prove to be nonzero . Their contributions to the high temperature asymptotics should be canceled by respective redefinition of the parameters in the general expression for free energy of such a cylinder (in the same way as it has been done for a pure dielectric ball). The next coefficients are given by

$$a_2=0,a_{3/2}=\frac{3\pi ^{3/2}}{16Rc_2^2}(c_1c_2)^2,\frac{a_{5/2}}{(4\pi )^{3/2}}=\frac{857}{61440}\frac{(c_1c_2)^2}{R^3}.$$
(22)
On this basis we can write the high temperature asymptotics for internal energy in the problem at hand

$$U(T)=\mathrm{\Delta }n^2\frac{3}{128}\frac{T}{R}\left(1\frac{857}{17280\tau ^2}\right)+𝒪(T^2),$$
(23)
where $`\mathrm{\Delta }n=n_1n_2(c_2c_1)/c`$. In view of considerable technical difficulties we shall not calculate the zeta function determinant for a pure dielectric cylinder. We recover the respective asymptotics for free energy by integrating the appropriate thermodynamic relation using Eq. (23). Pursuing this way we introduce a new constant of integration $`\alpha `$ that remaines undetermined

$$F(T)=\mathrm{\Delta }n^2\frac{3}{128}\frac{T}{R}\left(\alpha +\mathrm{ln}\tau +\frac{857}{34560\tau ^2}\right)+𝒪(T^2).$$
(24)
To sum up we have demonstrated efficiency and universality of the high temperature expansions in terms of the heat kernel coefficients for the Casimir problems with spherical and cylindrical symmetries. All the known results in this field are reproduced in a uniform approach and in addition a few new asymptotics are derived (an exact asymptotics for a perfectly conducting cylindrical shell, for a compact cylinder with $`c_1=c_2`$, and for a pure dielectric infinite cylinder).

As the next step in the development of this approach one can try to retain the terms exponentially decreasing when $`T\mathrm{}`$. These corrections are well known, for example, for thermodynamic functions of electromagnetic field in the presence of perfectly conducting parallel plates . In order to reveal such terms, first of all the exponentially decreasing corrections should be retained in the standard asymptotic expansion for the heat kernel.

As in all the Casimir calculations taking into account the material characteristics of the boundaries, in the approach under consideration the renormalization procedure should be formulated exactly in the framework of the high temperature expansions (2). The explicit divergencies are not encountered here, but nevertheless the renormalization should be carried out as it was shown in this paper when considering a pure dielectric ball and dielectric cylinder.