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# Branched Polymers and Dimensional Reduction

## 1 Introduction

A branched polymer is usually defined \[Sla99\] to be a finite subset $`\{y_1,\mathrm{},y_N\}`$ of the lattice $`^{D+2}`$ together with a tree graph whose vertices are $`\{y_1,\mathrm{},y_N\}`$ and whose edges $`\{y_i,y_j\}`$ are such that $`|y_iy_j|=1`$ so that points in an edge of the tree graph are necessarily nearest neighbors. A tree graph is a connected graph without loops. Since the points $`y_i`$ are distinct, branched polymers are *self-avoiding*. The picture shows a branched polymer with $`N=9`$ vertices on a two-dimensional lattice.

Critical exponents may be defined by considering statistical ensembles of branched polymers. Define two branched polymers to be equivalent when one is a lattice translate of the other, and let $`c_N`$ be the number of equivalence classes of branched polymers with $`N`$ vertices. Some authors prefer to consider the number of branched polymers that contain the origin. This is $`Nc_N`$, since there are $`N`$ representatives of each class which contain the origin.

One expects that $`c_N`$ has an asymptotic law of the form

$$c_NN^\theta \mathrm{z}_c^N.$$

in the sense that $`lim_N\mathrm{}\frac{1}{\mathrm{ln}N}\mathrm{ln}[c_Nz_c^N]=\theta `$. The *critical exponent* $`\theta `$ is conjectured to be *universal*, meaning that (unlike $`\mathrm{z}_c`$) it should be independent of the local structure of the lattice. For example, it should be the same on a triangular lattice, or in the continuum model to be considered in this paper.

In 1981 Parisi and Sourlas \[PS81\] conjectured exact values of $`\theta `$ and other critical exponents for self-avoiding branched polymers in $`D+2`$ dimensions by relating them to the Yang-Lee singularity of an Ising model in $`D`$ dimensions. Various authors \[Dha83, LF95, PF99\] have also argued that the exponents of the Yang-Lee singularity are related in simple ways to exponents for the hard-core gas at the negative value of activity which is the closest singularity to the origin in the pressure. In this paper we consider these models in the continuum and show that there is an exact relation between the hard-core gas in $`D`$ dimensions and branched polymers in $`D+2`$ dimensions. We prove that the Mayer expansion for the pressure of the hard-core gas is exactly equal to the generating function for branched polymers.

Following \[Frö86\], we rewrite $`c_N`$ in a way that motivates the continuum model we will study in this paper. Let $`T`$ be an abstract tree graph on $`N`$ vertices labeled $`1,\mathrm{},N`$ and let $`y=(y_1,\mathrm{},y_N)`$ be a sequence of distinct points in $`^{D+2}`$. We say $`y`$ *embeds* $`T`$ if $`y_{ij}:=y_iy_j`$ has length one for all *edges* $`\{i,j\}`$ in the tree $`T`$. This condition holds for $`y`$ if and only if it holds for any translate $`y^{}=(y_1+u,\mathrm{},y_N+u)`$. Therefore it is a condition on the class $`[y]`$ of sequences equivalent to $`y`$ under translation. Then

$$c_N=\frac{1}{N!}\underset{T,[y]}{}1_{y\text{ embeds }T}$$

*Proof:* $`_T1_{y\text{ embeds }T}`$ is a symmetric function of $`y_1,\mathrm{},y_N`$ because a permutation $`\pi `$ of $`\{1,\mathrm{},N\}`$ induces a permutation of tree graphs in the range of the sum. Therefore, in the right-hand side of the claim, we can drop the $`\frac{1}{N!}`$ and sum over representatives $`(y_1,\mathrm{},y_N)`$ of $`[y]`$ whose points are in lexicographic order. Then the vertices in the abstract tree $`T`$ may be replaced by points according to $`iy_i`$ and the claim follows. ∎

The two systems to be related by dimensional reduction are

The Hard-Core Gas. Suppose we have “particles” at positions $`x_1,\mathrm{},x_N`$ in a rectangle $`\mathrm{\Lambda }^D`$. Let $`x_{ij}=x_ix_j`$ and define the *Hard-Core Constraint*:

$$J(\{1,\mathrm{},N\},𝐱)=\{\begin{array}{cc}1\text{ if all }|x_{ij}|1\hfill & \\ 0\text{ otherwise }\hfill & \end{array}.$$

By definition, the  *Partition Function* for the *Hard-Core Gas* is the following power series in $`\mathrm{z}`$:

$$Z_{\text{HC}}(\mathrm{z})=\underset{N0}{}\frac{z^N}{N!}(d^Dx)^NJ(\{1,\mathrm{},N\},𝐱).$$
(1.1)
where each $`x_i`$ is integrated over $`\mathrm{\Lambda }`$. For $`D=0`$, $`\mathrm{\Lambda }`$ is an abstract one-point space and the integrals can be omitted. Then, the hard-core constraint eliminates all terms with $`N>1`$ and the partition function reduces to $`1+\mathrm{z}`$.

Branched Polymers in the Continuum. A *Branched Polymer* is a tree graph $`T`$ on vertices $`\{1,\mathrm{},N\}`$ together with an embedding into $`^{D+2}`$, *i.e.* positions $`y_i^{D+2}`$ for each $`i=1,\mathrm{},N`$, such that

* If $`ijT`$ then $`|y_{ij}|=1`$;
* If $`ijT`$ then $`|y_{ij}|1`$.

Define the weight $`W(T)`$ of a tree by

$$W(T):=\underset{ijT}{}\begin{array}{c}\underset{}{d\mathrm{\Omega }(y_{ij})}\\ \begin{array}{c}\text{surface measure}\\ \text{on unit ball}\end{array}\end{array}\underset{ijT}{}11_{\{|y_{ij}|1\}}$$
(1.2)
where the integral is over $`^{[D+2]N}/^{D+2}`$, or, more concretely, $`y_1=0`$. If $`N=1`$, $`W(T):=1`$. The *generating function* for branched polymers is

$$Z_{\text{BP}}(\mathrm{z})=\underset{N=1}{\overset{\mathrm{}}{}}\frac{\mathrm{z}^N}{N!}\underset{T\text{ }\text{on}\{1,\mathrm{},N\}}{}W(T).$$
(1.3)
Our main theorem is

###### Theorem 1.1.

For all $`\mathrm{z}`$ such that the right-hand side converges absolutely,

$$\underset{\mathrm{\Lambda }^D}{lim}\frac{1}{|\mathrm{\Lambda }|}\mathrm{log}Z_{\mathrm{HC}}(\mathrm{z})=2\pi Z_{\mathrm{BP}}\left(\frac{\mathrm{z}}{2\pi }\right).$$

where $`lim`$ is omitted when $`D=0`$.

The expansion of the left-hand side as a power series in $`\mathrm{z}`$ is known \[Rue69\] to be convergent for $`|\mathrm{z}|`$ small.

Consequences for Critical Exponents. For $`D=0,1`$ the left-hand side can be computed exactly, and so we obtain exact formulas for the weights of polymers of size $`N`$ in dimension $`d=D+2=2,3`$:

###### Corollary 1.2.

$$\frac{1}{N!}\underset{T\mathrm{on}\{1,\mathrm{},N\}}{}W(T)=\{\begin{array}{cc}N^1(2\pi )^{N1}\hfill & \mathrm{if}d=2\hfill \\ \frac{N^{N1}}{N!}(2\pi )^{N1}\hfill & \mathrm{if}d=3\hfill \end{array}.$$
(1.4)
*Proof:* For $`D=0`$ the left-hand side of (1.4) is $`\mathrm{log}(1+\mathrm{z})`$, and so

$$Z_{\text{BP}}(\mathrm{z})=\frac{1}{2\pi }\mathrm{log}(12\pi \mathrm{z})=\underset{N=1}{\overset{\mathrm{}}{}}\frac{1}{2\pi N}(2\pi \mathrm{z})^N,$$

which leads to the $`d=2`$ result. For $`D=1`$, the pressure $`lim_{\mathrm{\Lambda }^D}|\mathrm{\Lambda }|^1\mathrm{log}Z_{\text{HC}}(\mathrm{z})`$ of the hard-core gas is also computable (see \[HH63\], for example). It is the largest solution to $`xe^x=\mathrm{z}`$ for $`\mathrm{z}>\stackrel{~}{\mathrm{z}}_c:=e^1`$, and thus $`2\pi Z_{\text{BP}}\left(\frac{\mathrm{z}}{2\pi }\right)=T(\mathrm{z})`$. Here $`T(\mathrm{z})=\text{Lambert}W(\mathrm{z})`$ is the tree function, whose $`N^{\text{th}}`$ derivative at $`0`$ is $`N^{N1}`$ (see \[CGHJK\]). Hence,

$$Z_{\text{BP}}(\mathrm{z})=\frac{1}{2\pi }T(2\pi \mathrm{z})=\underset{N=1}{\overset{\mathrm{}}{}}\frac{N^{N1}}{2\pi N!}(2\pi \mathrm{z})^N.$$

One can check directly from the definition above that the volume of the set of configurations available to dimers and trimers is indeed $`\pi `$, $`4\pi ^2/3`$, respectively in $`d=2`$ and $`2\pi ,6\pi ^2`$ respectively in $`d=3`$. For larger values of $`N`$, Corollary 1.2 describes a new set of geometric-combinatoric identities for disks in the plane and for balls in $`^3`$.

From Corollary 1.2 we see immediately that the critical activity $`\mathrm{z}_c`$ for branched polymers in dimension $`d=2`$ is exactly $`\frac{1}{2\pi }`$, and that $`\theta =1`$. For $`d=3`$, Stirling’s formula may be used to generate large $`N`$ asymptotics:

$$\frac{1}{N!}\underset{T\mathrm{on}\{1,\mathrm{},N\}}{}W(T)=(2\pi )^{N\frac{1}{2}}e^{(N+1)}N^{\frac{3}{2}}(1+O(N^1)).$$

Hence $`\mathrm{z}_c=\frac{e}{2\pi }`$ and $`\theta =\frac{3}{2}`$.

For $`D=2`$, the pressure of a gas of hard disks is not known, but if we assume the singularity at negative activity is in the same universality class as that of Baxter’s model of hard hexagons on a lattice \[Bax82\], then the pressure has a leading singularity of the form $`(\mathrm{z}\stackrel{~}{\mathrm{z}}_c)^{2\alpha _{\text{HC}}}`$ with $`\alpha _{\text{HC}}=\frac{7}{6}`$ \[Dha83, BL87\]. We may define another critical exponent $`\gamma _{\text{BP}}`$ from the leading singularity of $`Z_{\text{BP}}(\mathrm{z})`$:

$$\left(\mathrm{z}\frac{d}{d\mathrm{z}}\right)^2Z_{\text{BP}}(\mathrm{z})(\mathrm{z}\mathrm{z}_c)^{\gamma _{\text{BP}}},\text{or equivalently}\text{ }Z_{\text{BP}}(\mathrm{z})(\mathrm{z}\mathrm{z}_c)^{2\gamma _{\text{BP}}}.$$

Theorem 1.1 implies that the singularity of the pressure of the hard-core gas and the singularity of $`Z_{\text{BP}}`$ are the same, so

$$\gamma _{\text{BP}}=\alpha _{\text{HC}}.$$
(1.5)
Hence we expect that $`\gamma _{\text{BP}}=\frac{7}{6}`$ in dimension $`d=4`$. In general, if the exponent $`\theta `$ is well-defined, then it equals $`3\gamma _{\text{BP}}`$ by an Abelian theorem. Thus $`\theta `$ should equal $`\frac{11}{6}`$ in $`d=4`$.

These values for $`\theta (d)`$ for $`d=2,3,4`$ agree with the Parisi-Sourlas relation

$$\theta (d)=\sigma (d2)+2$$
(1.6)
\[PS81\] when known or conjectured values of the Yang-Lee edge exponent $`\sigma (D)`$ are assumed \[Dha83, Car85\] (see Section 2). Of course, the exponents are expected to be universal, so one should find the same values for other models of branched polymers (*e.g.*, lattice trees) and also for animals.

A Generalization: Soft Polymers and the Yukawa Gas. We define

$$Z_v(\mathrm{z})=\underset{N0}{}\frac{\mathrm{z}^N}{N!}(d^Dx)^N\underset{1i<jN}{}e^{v(|x_{ij}|^2)},$$

where $`x_i\mathrm{\Lambda }^D`$ and $`v(r^2)`$ is a differentiable, rapidly decaying, spherically symmetric two-particle potential. The inverse temperature, $`\beta `$, has been included in $`v`$. With $`w(x)v(|x|^2)`$, let us assume $`\widehat{w}(k)>0`$ for a repulsive interaction. Then there is a corresponding branched polymer model in $`D+2`$ dimensions with

$$W_v(T):=\underset{ijT}{}\left[2v^{}(|y_{ij}|^2)d^{D+2}y_{ij}\right]\underset{1i<jN}{}e^{v(|y_{ij}|^2)}.$$
(1.7)
Note that by assumption, $`v^{}(r^2)`$ is rapidly decaying, so the monomers are stuck together along the branches of a tree. The polymers are softly self-avoiding, with the same weighting factor as for the Yukawa gas, albeit in two more dimensions. Defining, as before,

$$Z_{\text{BP},v}=\underset{N1}{}\frac{\mathrm{z}^N}{N!}\underset{T\mathrm{on}\{1,\mathrm{},N\}}{}W(T),$$

we will prove

###### Theorem 1.3.

For all $`\mathrm{z}`$ such that the right-hand side converges absolutely,

$$\underset{\mathrm{\Lambda }^D}{lim}\frac{1}{|\mathrm{\Lambda }|}\mathrm{log}Z_v(\mathrm{z})=2\pi Z_{\mathrm{BP},v}\left(\frac{\mathrm{z}}{2\pi }\right).$$
(1.8)
Note that by the sine-Gordon transformation \[KUH63, Frö76\]

$$Z_v(\mathrm{z})=\mathrm{exp}\left(𝑑x\widehat{\mathrm{z}}e^{i\phi (x)}\right)𝑑\mu _w(\phi ),$$
(1.9)
where $`d\mu _w`$ is the Gaussian measure with covariance $`w`$, and $`\widehat{\mathrm{z}}:=\mathrm{z}e^{v(0)/2}`$. Thus Theorem 1.3 gives an identity relating certain branched polymer models and $`\widehat{\mathrm{z}}e^{i\phi }`$ field theories. As discussed in Section 2, an expansion of $`\widehat{\mathrm{z}}e^{i\phi }`$ about the critical point reveals an $`i\phi ^3`$ term (along with higher order terms), so we have a direct connection between branched polymers and the field theory of the Yang-Lee edge.

Green’s Function Relations and Exponents. Green’s functions are defined through functional derivatives as follows. In the definition (1.1) of the hard-core partition function $`Z_{\text{HC}}`$ each $`dx_j`$ is replaced by $`dx_j\mathrm{exp}(h(x_j))`$ where $`h(x)`$ is a continuous function on $`\mathrm{\Lambda }`$. Let $`h=\alpha h_1+\beta h_2`$. Then there exists a measure $`G_{\text{HC},\mathrm{\Lambda }}(dx_1,dx_2;\mathrm{z})`$ on $`\mathrm{\Lambda }\times \mathrm{\Lambda }`$ such that

$$\frac{}{\alpha }\frac{}{\beta }|_{\alpha =\beta =0}\mathrm{log}Z_{\text{HC}}=G_{\text{HC},\mathrm{\Lambda }}(dx_1,dx_2;\mathrm{z})h_1(x_1)h_2(x_2)$$

This measure is called a density-density correlation or 2-point Green’s function because $`G_{\text{HC},\mathrm{\Lambda }}(d\stackrel{~}{x}_1,d\stackrel{~}{x}_2;\mathrm{z})`$ equals the correlation of $`\rho (d\stackrel{~}{x}_1)`$ with $`\rho (d\stackrel{~}{x}_2)`$ where $`\rho (d\stackrel{~}{x})=\delta _{x_j}(d\stackrel{~}{x})`$ is a random measure interpreted as the empirical particle density at $`\stackrel{~}{x}`$ of the random hard-core configuration $`\{x_1,\mathrm{},x_N\}`$. (The underlying probability distribution on hard-core configurations is known as the Grand Canonical Ensemble; $`Z_{\text{HC}}(\mathrm{z})`$ is its normalizing constant, *c.f.* (1.1).) For $`\mathrm{z}`$ in the interior of the domain of convergence of the power series $`Z_{\text{BP}}`$, term by term differentiation is legitimate and the weak limit as the volume $`\mathrm{\Lambda }^D`$ of $`G_{\text{HC},\mathrm{\Lambda }}(dx_1,dx_2;\mathrm{z})`$ exists. It is a translation-invariant measure which we write as $`G_{\text{HC}}(dx;\mathrm{z})dx_1`$, where $`x=x_2x_1`$. These claims are easy consequences of our identities but we omit the details since they are known \[Rue69\].

For branched polymers we define $`\widehat{W}(T)`$ by changing the definition (1.2) of the weight $`W(T)`$ by (i) including an extra Lebesgue integration over $`y_1=(x_1,z_1)\widehat{\mathrm{\Lambda }}`$, where $`\widehat{\mathrm{\Lambda }}`$ is a rectangle in $`^{D+2}`$, and (ii) inserting $`_j\mathrm{exp}(h(y_j))`$ under the integral. Then $`\widehat{Z}_{\text{BP}}`$ is defined by replacing $`W(T)`$ by $`\widehat{W}(T)`$ in (1.3). We define the finite-volume branched polymer Green’s function as a measure by taking derivatives at zero with respect to $`\alpha `$ and $`\beta `$ when $`h=\alpha h_1+\beta h_2`$. The derivatives can be performed term by term and the infinite volume limit as $`\widehat{\mathrm{\Lambda }}^{D+2}`$ is easily verified to be

$$G_{\text{BP}}(d\stackrel{~}{y}_1,d\stackrel{~}{y}_2;\mathrm{z}):=\underset{N=1}{\overset{\mathrm{}}{}}\frac{\mathrm{z}^N}{N!}\underset{T\text{ }\text{on}\{1,\mathrm{},N\}}{}_{(^{D+2})^N}\underset{ijT}{}d\mathrm{\Omega }(y_{ij})\rho (d\stackrel{~}{y}_1)\rho (d\stackrel{~}{y}_2)$$
(1.10)
where $`\rho (d\stackrel{~}{y})=\delta _{y_j}(d\stackrel{~}{y})`$. This can be written as $`G_{\text{BP}}(d\stackrel{~}{y};\mathrm{z})d\stackrel{~}{y}_1`$ where $`\stackrel{~}{y}=\stackrel{~}{y}_2\stackrel{~}{y}_1`$.

###### Theorem 1.4.

If $`\mathrm{z}`$ is in the interior of the domain of convergence of $`Z_{\text{BP}}`$, then for all continuous compactly supported functions $`f`$ of $`x^D`$,

$$_^Df(x)G_{\mathrm{HC}}(dx;\mathrm{z})=2\pi _{^{D+2}}f(x)G_{\mathrm{BP}}(dy;\frac{\mathrm{z}}{2\pi }),$$

where $`y=(x,z)^{D+2}`$.

In effect, $`G_{\text{HC}}`$ can be obtained by integrating $`G_{\text{BP}}`$ over the two extra dimensions. Note that $`G_{\text{BP}}(dy;\mathrm{z})`$ is invariant under rotations of $`y`$. Therefore, we can define a distribution $`G_{\text{BP}}(t;\mathrm{z})`$ on functions with compact support in $`^+`$ by $`f(t)G_{\text{BP}}(t;\mathrm{z})𝑑t=G_{\text{BP}}(dy;\mathrm{z})f(|y|^2)`$. $`G_{\text{HC}}(t;\mathrm{z})`$ is defined analogously. Then Theorem 1.4 implies that, in dimension $`D1`$,

$$G_{\text{BP}}(t;\frac{\mathrm{z}}{2\pi })=\frac{1}{2\pi ^2}\frac{d}{dt}G_{\text{HC}}(t;\mathrm{z}).$$
(1.11)
where the derivative is a weak derivative. A similar theorem holds for Green’s functions associated with soft polymers and the Yukawa gas.

For $`t>1`$, which is twice the hard-core radius, $`G_{\text{HC}}(t;\mathrm{z})`$ and $`G_{\text{BP}}(t;\mathrm{z})`$ are functions, so one may define correlation exponents $`\nu `$ and $`\eta `$ from the asymptotic form of the Green’s functions as $`\mathrm{z}\mathrm{z}_c`$. The correlation length $`\xi _{\text{HC}}(\mathrm{z})`$ is defined from the rate of decay of $`G_{\text{HC}}`$:

$$\xi _{\text{HC}}(\mathrm{z})^1:=\underset{x\mathrm{}}{lim}\frac{1}{x}\mathrm{log}|G_{\text{HC}}(x^2;\mathrm{z})|.$$

assuming the limit exists. Then the correlation length exponent $`\nu _{\text{HC}}`$ is defined if $`\xi _{\text{HC}}(\mathrm{z})(\mathrm{z}\stackrel{~}{\mathrm{z}}_c)^{\nu _{\text{HC}}}`$ as $`\mathrm{z}\stackrel{~}{\mathrm{z}}_c:=2\pi \mathrm{z}_c`$. One can then send $`x\mathrm{}`$ and $`\mathrm{z}\stackrel{~}{\mathrm{z}}_c`$ while keeping $`\widehat{x}:=x/\xi (\mathrm{z})`$ fixed. If there is a number $`\eta _{\text{HC}}`$ such that the scaling function

$$K_{\text{HC}}(\widehat{x}):=\underset{x\mathrm{},\mathrm{z}\stackrel{~}{\mathrm{z}}_c}{lim}x^{D2+\eta _{\text{HC}}}G_{\text{HC}}(x^2;\mathrm{z})$$
(1.12)
is defined and nonzero (at least for $`\widehat{x}>0`$), then $`\eta _{\text{HC}}`$ is called the anomalous dimension. Similar definitions can be applied in the case of branched polymers when considering the behavior of $`G_{\text{BP}}(y^2;\mathrm{z})`$ as $`\mathrm{z}\mathrm{z}_c`$ ($`D`$ is replaced with $`d=D+2`$ in (1.12)). Then (1.11) implies that for $`D1`$,

$`\xi _{\text{BP}}(\mathrm{z})`$ $`=`$ $`\xi _{\text{HC}}\left({\displaystyle \frac{\mathrm{z}}{2\pi }}\right)`$ (1.13)
$`\nu _{\text{BP}}`$ $`=`$ $`\nu _{\text{HC}}`$ (1.14)
$`\eta _{\text{BP}}`$ $`=`$ $`\eta _{\text{HC}}`$ (1.15)
$`K_{\text{BP}}(\widehat{x})`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}\left[\widehat{x}K_{\text{HC}}^{}(\widehat{x})(D2+\eta _{\text{HC}})K_{\text{HC}}(\widehat{x})\right],`$ (1.16)
assuming the hard-core quantities are defined.

In conclusion, we see from (1.5), (1.14), (1.15) that the exponents $`\gamma _{\text{BP}}`$, $`\nu _{\text{BP}}`$, $`\eta _{\text{BP}}`$ are equal to their hard-core counterparts $`\alpha _{\text{HC}}`$, $`\nu _{\text{HC}}`$, $`\eta _{\text{HC}}`$ in two fewer dimensions. If the relation $`D\nu _{\text{HC}}=2\alpha _{\text{HC}}`$ holds for $`D6`$ (hyperscaling conjecture) then a dimensionally reduced form of hyperscaling will hold for branched polymers (*c.f.* \[PS81\]):

$$(d2)\nu _{\text{BP}}=2\gamma _{\text{BP}}.$$

For $`D=1`$ one has $`\alpha _{\text{HC}}=\frac{3}{2}`$, $`\eta _{\text{HC}}=1`$, $`K_{\text{HC}}(\widehat{x})=c\widehat{x}^2e^{\widehat{x}}`$ \[BI\]. Thus our results prove that the branched polymer model $`Z_{\text{BP}}(\mathrm{z})`$ has exponents $`\gamma _{\text{BP}}=\frac{3}{2}`$, $`\nu _{\text{BP}}=\frac{1}{2}`$, $`\eta _{\text{BP}}=1`$, and scaling function

$$K_{\text{BP}}(\widehat{x})=c\widehat{x}^1e^{\widehat{x}}$$
(1.17)
in three dimensions. Equation (1.17) was conjectured by Miller \[Mil91\], under the assumption that a relation like (1.11) holds between branched polymers in $`d=3`$ and the one-dimensional Ising model near the Yang-Lee edge (see section 2).

For $`D=2`$, the conjectured value of $`\alpha _{\text{HC}}`$ is $`\frac{7}{6}`$, as mentioned above. Hyperscaling and Fisher’s relation $`\alpha _{\text{HC}}=\nu _{\text{HC}}(2\eta _{\text{HC}})`$ then lead to conjectures $`\nu _{\text{HC}}=\frac{5}{12}`$, $`\eta _{\text{HC}}=\frac{4}{5}`$. Assuming these are correct, the results above imply the same values for branched polymers in $`d=4`$.

In high dimensions ($`d>8`$) it has been proven that $`\gamma _{\text{BP}}=\frac{1}{2}`$, $`\nu _{\text{BP}}=\frac{1}{4}`$, $`\eta _{\text{BP}}=0`$ (at least for spread-out lattice models) \[HS90\],\[HS92\],\[HvdHS\]. While our results do not apply to lattice models, they give a strong indication that the corresponding hard-core exponents have the same (mean-field) values for $`D>6`$.

## 2 Background and Relation to Earlier Work

In this section we consider theoretical physics issues raised by our results.

Three classes of models are relevant to this discussion. Branched polymers and repulsive gases were defined in section 1. We also consider the Yang-Lee edge $`h_\sigma (T)`$, defined for the Ising model above the critical temperature as the first occurrence of Lee-Yang zeroes \[YL52\] on the imaginary magnetic field axis. The density of zeroes is expected to exhibit a power-law singularity $`g(h)|hh_\sigma (T)|^\sigma `$ for $`|\text{Im }h|>|\text{Im }h_\sigma (T)|`$ \[KG71\]. This should lead to a branch cut in the magnetization, a singular part of the same form, and a free-energy singularity of the form $`(hh_\sigma (T))^{\sigma +1}`$. In zero and one dimension, the Ising model in a field is solvable and one obtains $`\sigma (0)=1`$, $`\sigma (1)=\frac{1}{2}`$ \[Fis80\]. Above six dimensions, a mean-field model of this critical point should give the correct value of $`\sigma `$. Take the standard interaction potential

$$V(\phi )=\frac{1}{2}r\phi ^2+u\phi ^4+h\phi ,$$

and let $`h`$ move down the imaginary axis. The point $`\phi _h`$ where $`V^{}(\phi _h)=0`$ moves up from the origin, and when $`h`$ reaches the Yang-Lee edge $`h_\sigma (r,u)`$, one finds a critical point with $`V^{}(\phi _{h_c})=V^{\prime \prime }(\phi _{h_c})=0`$. One can easily see that $`|\phi _h\phi _{h_c}||hh_c|^{1/2}`$, which means that $`\sigma =\frac{1}{2}`$ in mean field theory. Note that the expansion of $`V(\phi +\phi _{h_c})`$ then begins with a $`\phi ^3`$ term with purely imaginary coefficient.

The repulsive-core singularity and the Yang-Lee edge. The singularity in the pressure found for repulsive lattice and continuum gases at negative activity is known as the repulsive-core singularity. Our Theorem 1.1 relates this singularity to the branched polymer critical point. Poland \[Pol84\] first proposed that the exponent characterizing the singularity should be universal, depending only on the dimension. Baram and Luban \[BL87\] extended the class of models to include nonspherical particles and soft-core repulsions. The connection with the Yang-Lee edge goes back to two articles: Cardy \[Car82\] related the Yang-Lee edge in $`D`$ dimensions to directed animals in $`D+1`$ dimensions, and Dhar \[Dha83\] related directed animals in $`D+1`$ dimensions to hard-core lattice gases in $`D`$ dimensions. Another indirect link arises from the hard hexagon model which, as explained above, has a free-energy singularity of the form $`(\mathrm{z}_c\mathrm{z})^{2\alpha _{\text{HC}}}`$ with $`\alpha _{\text{HC}}=\frac{7}{6}`$. Equating $`2\alpha _{\text{HC}}`$ with $`\sigma +1`$ leads to the value $`\sigma (2)=\frac{1}{6}`$, which is consistent with the conformal field theory value for the Yang-Lee edge exponent $`\sigma `$ \[Car85\].

More recently, Lai and Fisher \[LF95\] and Park and Fisher \[PF99\] assembled additional evidence for the proposition that the hard-core repulsive singularity is of the Yang-Lee class. In the latter article, a model with hard cores and additional attractive and repulsive terms was translated into field theory by means of a sine-Gordon transformation. When the repulsive terms dominate, a saddle point analysis leads to the $`i\phi ^3`$ field theory. We can simplify this picture by considering an interaction potential $`w(xy)`$ with $`\widehat{w}(k)>0`$, $`d^Dk\widehat{w}(k)<\mathrm{}`$. Then the sine-Gordon transformation (1.9) leads to an interaction $`\widehat{\mathrm{z}}e^{i\phi }`$, where $`\phi `$ is a Gaussian field with covariance $`w`$ and $`\widehat{\mathrm{z}}:=\mathrm{z}e^{w(0)/2}`$. In a mean-field analysis, $`\phi `$ is assumed to be constant, and with $`r=(\widehat{w}(0))^1`$ we obtain a potential

$$V(\phi )=\widehat{\mathrm{z}}e^{i\phi }+\frac{1}{2}r\phi ^2.$$

If we put $`\phi =ix`$, the saddle-point equation is

$$\frac{\widehat{\mathrm{z}}}{r}=xe^x,$$

which has two solutions for $`e^1<\frac{\widehat{\mathrm{z}}}{r}<0`$. When $`\widehat{\mathrm{z}}=\widehat{\mathrm{z}}_c=\frac{r}{e}`$, the two critical points coincide at $`\phi _{\widehat{\mathrm{z}}_c}`$ such that $`V^{}(\phi _{\widehat{\mathrm{z}}_c})=V^{\prime \prime }(\phi _{\widehat{\mathrm{z}}_c})=0`$. Expanding about this point gives an $`i\phi ^3`$ field theory, plus higher-order terms. Complex interactions play an essential role here, since for real models, stability considerations prevent one from finding a critical theory by causing two critical points to coincide—normally at least three are needed, as for $`\phi ^4`$ theory. Observe that for $`\widehat{\mathrm{z}}\widehat{\mathrm{z}}_c`$ small and positive, the critical point $`\phi _{\widehat{\mathrm{z}}}`$ satisfies $`\phi _{\widehat{\mathrm{z}}}\phi _{\widehat{\mathrm{z}}_c}(\widehat{\mathrm{z}}\widehat{\mathrm{z}}_c)^{\frac{1}{2}}`$. Hence this sine-Gordon form of the Yang-Lee edge theory also has $`\sigma =\frac{1}{2}`$ in mean field theory.

Branched polymers and the Yang-Lee edge. In \[PS81\], Parisi and Sourlas connected branched polymers in $`d`$ dimensions with the Yang-Lee edge in $`d2`$ dimensions (see also \[Frö86\]). Working with the $`n0`$ limit of a $`𝝋^3`$ model, the leading diagrams are the same as those of a $`\phi ^3`$ model in imaginary random magnetic field. Dimensional reduction \[PS79\] relates this to the Yang-Lee edge interaction $`i\phi ^3`$ in two fewer dimensions. The free-energy singularities should coincide, so $`2\gamma _{\text{BP}}(d)=\sigma (d2)+1`$, therefore $`\theta (d)=3\gamma _{\text{BP}}(d)=\sigma (d2)+2`$. There are some potential flaws in this argument. First, a similar dimensional reduction argument for the Ising model in a random (real) magnetic field leads to value of 3 for the lower critical dimension \[PS79, KW81\], in contradiction with the proof of long-range order in $`d=3`$ \[Imb84, Imb85\]. See \[BDD98\] for a discussion of this issue. Second, nonsupersymmetric terms were discarded in the Parisi-Sourlas approach; also in Shapir’s work on the lattice \[Sha83\]. Though irrelevant in the renormalization group sense, such terms could interfere with dimensional reduction. Finding a more rigorous basis for dimensional reduction continues to be an important issue; for example Cardy’s recent results on two-dimensional self-avoiding loops and vesicles \[Car01\] depend on a reduction of branched polymers to the zero-dimensional $`i\phi ^3`$ theory.

Our Theorems 1.1 and 1.3 provide an exact relationship between branched polymers and the repulsive-core singularity in two fewer dimensions. When combined with the solid connection between repulsive gases and the Yang-Lee edge, they leave little room to doubt the Parisi-Sourlas claims for branched polymers. In terms of exponents, we have $`2\gamma _{\text{BP}}(d)=2\alpha _{\text{HC}}(d2)=\sigma (d2)+1`$, and the Parisi-Sourlas relation (1.6) follows as above.

## 3 A Fundamental Theorem of Calculus

Suppose $`f(𝐭)`$ is a smooth function of compact support of a collection $`𝐭=(t_{ij}),(t_i)`$ of variables

$$\begin{array}{c}\underset{}{(t_{ij})_{1i<jN}}\\ \text{ bond variables}\end{array}\text{ and }\begin{array}{c}\underset{}{(t_i)_{1iN}}\\ \text{ vertex variables}\end{array}.$$

A subset $`F`$ of bonds $`\{ij|1i<jN\}`$ is called a *Graph* on *vertices* $`\{1,\mathrm{},N\}`$. A subset $`R`$ of vertices is called a set of *roots*. *Forests* are graphs that have no loops. Note that the empty graph is a forest by this definition. The connected components of a forest are *trees*, provided we declare that the graph with no bonds and just one vertex is also a tree.

$`f^{(F,R)}(𝐭)`$ denotes the derivative with respect to the variables $`t_{ij}`$ with $`ijF`$ and $`t_i`$ with $`iR`$. Let $`z_1,\mathrm{},z_N`$ be complex numbers, $`z_{ij}=z_iz_j`$ and set

$$t_{ij}=|z_{ij}|^2,t_i=|z_i|^2.$$

###### Theorem 3.1.

(Forest-Root Formula)

$$f(\mathrm{𝟎})=\underset{(F,R)}{}_^Nf^{(F,R)}(𝐭)\left(\frac{d^2z}{\pi }\right)^N,$$
(3.1)
where $`F,R`$ is summed over all forests $`F`$ and all sets $`R`$ of roots constrained by the condition that each tree in $`F`$ contains exactly one root from $`R`$. $`d^2z=dudv`$ where $`z=u+iv`$.

This result is a generalization of Theorem 3.1 in \[BW88\]. That paper and this one rely on Lemma 6.1, an idea which is common to all of the papers \[PS79, PS80, Lut83, AB84\]. The proof will be given in Section 6. The assumption of compact support simplifies our discussion here. But having proven the theorem in this case it holds, by taking limits, for any function which decays to zero at infinity and whose first derivatives are continuous and integrable.

## 4 A Tree Formula for Connected Parts

Let $`J`$ be a function on finite subsets $`X`$ of $`\{1,2,\mathrm{}\}`$. The connected part of $`J`$ is a new function $`J_c`$ on finite subsets, uniquely defined by solving

$$J(X)=\underset{\{X_1,\mathrm{}X_n\},\mathrm{a}\mathrm{partition}\mathrm{of}X}{}J_c(X_1)\mathrm{}J_c(X_n)$$
(4.1)
recursively, starting with $`J_c(X)=J(X)`$ if $`|X|=1`$.

###### Corollary 4.1.

Let $`J(X)=J(X,𝐭)`$ depend on auxiliary parameters $`t_{ij}0`$ for each unordered pair $`\{i,j\}X`$, $`ij`$. Assume that

$$J(XY)=J(X)J(Y)$$
(4.2)
for disjoint sets $`X,Y`$ whenever $`t_{ij}`$ is sufficiently large for all $`iX`$, $`jY`$, or vice versa. Then

$$J_c(X,\mathrm{𝟎})=\underset{T\mathrm{on}X}{}\left(\frac{1}{\pi }\right)^{N1}_{^N/}J^{(T)}(X,𝐭),$$
(4.3)
where $`N=|X|`$ denotes the number of vertices in $`X`$. The integral is over $`z_i`$, $`i=1,\mathrm{},N`$ with simultaneous translations $`z_iz_i+c`$ of all vertices factored out, and $`t_{ij}=|z_iz_j|^2`$.

Remark. This result was first proven for two-body interactions in \[BW88\]. A simpler proof based on the Forest-Root formula will be given here for arbitrary $`J(X)`$.

*Proof:* Replace the labels $`\{1,\mathrm{},N\}`$ in the Forest-Root formula by the elements of $`X`$. Let $`g`$ be a smooth, decreasing, compactly supported function with $`g(0)=1`$. Apply the Forest-Root Formula (3.1) to

$$f((t_{ij}),(t_i))=J(X,(t_{ij}))\underset{i}{}g(\epsilon t_i),$$

and let $`\epsilon >0`$ tend to zero. Then Corollary 4.1 is proved by the following considerations:

1. A forest $`F`$ on a set of vertices $`X`$ uniquely determines a partition of $`X`$, each subset being the vertices in one of the trees of $`F`$. Therefore,

$$\underset{F}{}(\mathrm{})=\underset{\{X_1,\mathrm{},X_n\},\mathrm{a}\mathrm{partition}\mathrm{of}X}{}\underset{F,\mathrm{compatible}\mathrm{with}\{X_1,\mathrm{},X_n\}}{}(\mathrm{}).$$
2. Consider any tree $`T`$ of $`F`$, and let $`r`$ be its root. There is a factor $`\epsilon g^{}(\epsilon t_r)`$ from the root derivative at $`r`$. Each of the other factors $`g(\epsilon t_i)`$ for $`ir`$ can be replaced by $`g(\epsilon t_r)`$ because hypothesis (4.2) makes any $`t_{ij}`$-derivative vanish for $`t_{ij}\text{const}`$. This forces all $`z_i`$, with $`i`$ a vertex in $`T`$, to be equal to within $`O(1)`$, and all $`g(\epsilon t_i)`$ to be equal to within $`O(\epsilon )`$.
3. From the last item, and the sum over $`r`$ in $`T`$ (which comes from the sum over $`R`$), there arises a factor $`(\epsilon N(T)/\pi )g^{}(\epsilon t_r)g^{N(T)1}(\epsilon t_r)`$ for each tree. (Here $`N(T)=|T|+1`$ denotes the number of vertices in $`T`$.) This is a very “flat” probability density on $``$. The trees are distributed in $`z`$-space according to the product of these probability densities.
4. As $`\epsilon 0`$ the probability that any pair of trees are within distance $`o(\epsilon ^1)`$ tends to zero. Thus, except for a set of vanishingly small measure, $`J(X,t)`$ factors into a product of terms, one for each tree on an $`X_i`$.
5. In the limit $`\epsilon 0`$, $`_R_^Nf^{(F,R)}(d^2z/(\pi ))^X`$ equals the product over trees $`TF`$ of factors

$$I(T):=\left(\frac{1}{\pi }\right)^{|T|}_{^{N(T)}/}J^{(T)}(X_T,𝐭),$$

where $`X_T`$ is the set of vertices in $`T`$.
6. The sum over forests factors into independent sums over trees on each of the $`X_i`$. It follows that $`\mathrm{\Sigma }_{T\mathrm{on}X}I(T)`$ solves the recursion (4.1); therefore it must be $`J_c(X,\mathrm{𝟎})`$.

## 5 Proof of the Main Results

We prove Theorem 1.1 (relation between the hard-core gas and branched polymers) by applying the tree formula for the connected parts to the Mayer expansion:

###### Theorem 5.1.

\[May40\] The formal power series for the logarithm of the partition function is given by

$$\mathrm{log}Z_{\mathrm{HC}}(\mathrm{z})=\underset{N1}{}\frac{\mathrm{z}^N}{N!}(d^Dx)^NJ_c(\{1,\mathrm{},N\},𝐱).$$
(5.1)
*Proof of Theorem 1.1:* The Hard-Core Constraint for particles with labels in $`X`$ can be written as

$$J(X,𝐱)=\underset{ijX}{}11_{\{|x_{ij}|^21\}}.$$

Let

$$J(X,𝐱,𝐭)=\underset{ijX}{}11_{\{|x_{ij}|^2+t_{ij}1\}}.$$

Replace each indicator function by a smooth approximation and apply Corollary 4.1, noting that

$$11_{\{|x_{ij}|^2+z_{ij}\overline{z}_{ij}1\}}$$

is a hard-core condition in $`D+2`$ dimensions, and each $`t_{ij}`$-derivative becomes $`\frac{1}{2}`$ surface measure when the smoothing approximation is removed by taking a limit outside the integrals. If we put $`y_i=(x_i,z_i)`$, a $`(D+2)`$-dimensional vector, then, by Theorem 5.1,

$`\mathrm{log}Z_{\text{HC}}(\mathrm{z})`$ (5.2)
$`=`$ $`{\displaystyle \underset{N1}{}}{\displaystyle \frac{\mathrm{z}^N}{N!}}{\displaystyle \underset{T\mathrm{on}\{1,\mathrm{},N\}}{}}\left({\displaystyle \frac{1}{\pi }}\right)^{N1}{\displaystyle 𝑑x_1\underset{ijT}{}\left[\frac{1}{2}d\mathrm{\Omega }(y_{ij})\right]\underset{ijT}{}11_{\{|y_{ij}|1\}}},`$
where the integral is over $`(x_1,\mathrm{},x_N)\mathrm{\Lambda }^N`$ and $`(z_2,\mathrm{},z_N)^{2[N1]}`$ and $`z_1=0`$. Consider the integrations over $`y_2,\mathrm{},y_N`$. (i) By the monotone convergence theorem the infinite volume limit as $`\mathrm{\Lambda }^D`$ exists for each term in the sum over $`N`$. (ii) By translation invariance the limit is independent of $`x_1`$ which is set equal to zero. (iii) Division by $`|\mathrm{\Lambda }|`$ cancels the remaining $`dx_1`$ integration over $`\mathrm{\Lambda }`$. (iv) By absolute convergence of the sum over $`N`$ the infinite volume limit can also be exchanged with the sum over $`N`$. Theorem 1.1 is proved. ∎

A similar argument can be used to prove Theorem 1.3. It is necessary to relax the condition (4.2) in Corollary 4.1. The proof of Corollary 4.1 remains valid if $`J`$ has a clustering property:

$$J(XY)J(X)J(Y)\text{ when all }t_{ij}\mathrm{}\text{ for }iX,jY,$$

and if a similar statement holds with $`(\frac{}{t})^F`$applied. This is satisfied for

$$J(X,𝐱,𝐭)=\underset{ijX}{}e^{v(|x_{ij}|^2+t_{ij})}=\underset{ijX}{}e^{v(|y_{ij}|^2)},$$

provided $`v`$, $`v^{}`$ vanish at infinity. We further assume that $`v^{}(|y|^2)`$ is an integrable function of $`y^{D+2}`$. When evaluating $`J^{(T)}`$ in (4.3), the factors $`v^{}(|y_{ij}|^2)`$ ensure convergence of (1.7). An extra factor of $`2`$ has been inserted in (1.7) so that the combination $`\frac{\mathrm{z}}{2\pi }`$ appears in (1.8). ∎

*Proof of Theorem 1.4:* If $`dx_j`$ is replaced by $`\mathrm{exp}(h(x_j))dx_j`$ in the definition (1.1) of $`Z_{\text{HC}}`$ the proof of (5.2) generalizes to

$`\mathrm{log}Z_{\text{HC}}(\mathrm{z}e^h)`$
$`=`$ $`{\displaystyle \underset{N1}{}}{\displaystyle \frac{\mathrm{z}^N}{N!}}{\displaystyle \underset{T\mathrm{on}\{1,\mathrm{},N\}}{}}\left({\displaystyle \frac{1}{\pi }}\right)^{N1}{\displaystyle 𝑑x_1\underset{ijT}{}\left[\frac{1}{2}d\mathrm{\Omega }(y_{ij})\right]\underset{ijT}{}11_{\{|y_{ij}|1\}}\underset{j}{}\mathrm{exp}(h(x_j))},`$
where the integral is over $`(x_1,\mathrm{},x_N)\mathrm{\Lambda }^N`$ and $`(z_1,\mathrm{},z_N)^{2N}/^2`$. We differentiate with respect to $`\alpha ,\beta `$ at zero with $`h=\alpha h_1+\beta h_2`$ and $`h_i`$ compactly supported. The left-hand side becomes the finite-volume Green’s function $`G_{\text{HC},\mathrm{\Lambda }}(d\stackrel{~}{y}_1,d\stackrel{~}{y}_2;\mathrm{z})`$ integrated against the test functions $`h_1(\stackrel{~}{x}_1)`$ and $`h_2(\stackrel{~}{x}_2)`$, and the right-hand side becomes

$$2\pi \underset{N=1}{\overset{\mathrm{}}{}}\frac{1}{N!}\left(\frac{\mathrm{z}}{2\pi }\right)^N\underset{T\text{ }\text{on}\{1,\mathrm{},N\}}{}\underset{ijT}{}d\mathrm{\Omega }(y_{ij})\rho (h_1)\rho (h_2),$$

where $`\rho (h)=h(x_j)`$ and the integral is over $`x_j\mathrm{\Lambda }`$ for $`j=1,\mathrm{},N`$ and $`(z_1,\mathrm{},z_N)^{2N}/^2`$. The integration over $`^{2N}/^2`$ can be rewritten as an integral over $`^{2N}`$ by replacing $`\rho (h_1)`$ by $`h_1(x_j)\delta (z_j)`$. The test functions localize at least one $`x_j`$ in their support, so as in the proof of Theorem 1.1 the infinite volume limit $`\mathrm{\Lambda }^D`$ exists by the monotone and dominated convergence theorems. The limit is easily verified to be

$$G_{\text{BP}}(d\stackrel{~}{y}_1,d\stackrel{~}{y}_2;\mathrm{z})h_1(\stackrel{~}{y}_1)\delta (\stackrel{~}{z}_1)h_2(\stackrel{~}{y}_2)$$

and this proves Theorem 1.4. ∎

The generalization of Theorem 1.4 to $`n`$-point functions is straightforward. On the branched polymer side of the identity all but one of the points are integrated over two extra dimensions. In Fourier space, this means that branched polymer Green’s functions equate to hard-core Green’s functions when all components of momenta for the extra dimensions are set to zero.

## 6 Proof of the Forest-Root Formula

Define the differential forms

$$\tau _{ij}=z_{ij}\overline{z}_{ij}+dz_{ij}d\overline{z}_{ij}/(2\pi i),$$

$$\tau _i=z_i\overline{z}_i+dz_id\overline{z}_i/(2\pi i).$$

Forms are multiplied by the wedge product. Suppose $`g(t_1)`$ is a smooth function on the real line. Then we define a new form by the Taylor series

$$g(\tau _1)=g(z_1\overline{z}_1)+g^{}(z_1\overline{z}_1)dz_1d\overline{z}_1/(2\pi i),$$

which terminates after one term because all higher powers of $`dz_1d\overline{z}_1`$ vanish. More generally, given any smooth function of the variables $`(t_i),(t_{ij})`$, we define $`g(\tau )`$ by the analogous multivariable Taylor expansion. By *definition*, integration over $`^N`$ of forms is zero on all forms of degree not equal to $`2N`$.

The following lemma exploits the supersymmetry of this setup to localize the evaluation of integrals on $`^N`$ to the origin. It will be proven in section 7.

###### Lemma 6.1.

(supersymmetry and localization) For $`f`$ smooth and compactly supported,

$$_^Nf(\tau )=f(0).$$

Let $`G`$ be any graph on vertices $`\{1,2,\mathrm{},N\}`$. Define

$$(dzd\overline{z})^G=\underset{ijG}{}dz_{ij}d\overline{z}_{ij},$$

and analogously, for $`R`$ any subset of vertices

$$(dzd\overline{z})^R=\underset{iR}{}dz_id\overline{z}_i.$$

The Taylor series that defines $`f(\tau )`$ can be written in the form

$$f(\tau )=\underset{G,R}{}f^{(G,R)}(z\overline{z})\left(\frac{dzd\overline{z}}{2\pi i}\right)^G\left(\frac{dzd\overline{z}}{2\pi i}\right)^R,$$

where $`G`$ is summed over all graphs and $`R`$ is summed over all subsets of vertices.

* $`(dzd\overline{z})^G=0`$ if $`G`$ contains a loop $`L`$ because $`_{ijL}z_{ij}=0`$. Therefore $`G`$ must be a forest.
* $`(dzd\overline{z})^F(dzd\overline{z})^R`$ has degree $`2N`$ iff $`R`$ has the same number of vertices as there are trees in $`F`$. This is because a tree on $`m`$ vertices has $`m1`$ lines.
* Each tree contains exactly one vertex from $`R`$, because, if $`T`$ is a tree which include two vertices $`a,b`$ from $`R`$ then $`(dzd\overline{z})^T(dzd\overline{z})^R=0`$ since $`z_az_b`$ is a sum of $`z_{ij}`$ over $`ij`$ in the path in $`T`$ joining $`a`$ to $`b`$.

By these considerations Theorem 3.1 is reduced to

###### Lemma 6.2.

$$\left(\frac{dzd\overline{z}}{2\pi i}\right)^F\left(\frac{dzd\overline{z}}{2\pi i}\right)^R=\frac{d^2z_1}{\pi }\mathrm{}\frac{d^2z_N}{\pi }.$$

*Proof:* Suppose, by changing the labels if necessary, that vertices are labeled in such a way that as one traverses any path in $`F`$ starting at a root $`r`$, the vertices one encounters have increasing labels. Thus, in the figure, $`r<i<j`$. Let $`j=N`$. Then $`z_{ij}`$ may be replaced by $`z_j`$ because

$$dz_j=\underset{kl\text{ in path}}{}dz_{kl}+dz_{\text{root}},$$

and $`(dzd\overline{z})^F(dzd\overline{z})^R`$ already contains $`dz_{\text{root}}`$ and the other terms in the path. This argument may be repeated for $`j`$ decreasing through $`N1,N2,\mathrm{}1`$. The lemma then follows from the fact that if $`z=x+iy`$, then $`dzd\overline{z}=2idxdy`$. ∎

## 7 Equivariant Flows and Dimensional Reduction

Proof of Lemma 6.1 (the supersymmetry/localization lemma). We prove the identity $`_^Nf(\tau )=f(0)`$ first in the special case $`N=1`$ so that $`f(\tau )=f(\tau _1)`$:

$$_{}f(\tau _1)=\begin{array}{c}\underset{}{_{}f(z_1\overline{z}_1)}\\ 0\text{ }\text{by definition}\end{array}+_{}f^{}(z_1\overline{z}_1)𝑑z_1𝑑\overline{z}_1/(2\pi i)$$

$$=2_0^{\mathrm{}}f^{}(r^2)r𝑑r=f(0).$$

Note that this proof for $`N=1`$ generalizes to the case where $`f`$ depends only on vertex variables $`\tau _1,\mathrm{},\tau _N`$. The remaining argument is a reduction to this case borrowing ideas from the proof of the Duistermaat-Heckmann theorem in \[AB84\], as explained in \[Wit92\].

There is a flow on $`^N`$: $`z_je^{2\pi i\theta }z_j`$. Let $`V`$ be the associated vector field and let $`i_V`$ be the associated interior product which is an anti-derivation on forms. By definition $`i_Vdz_i=2\pi iz`$ and $`i_Vd\overline{z}_i=2\pi i\overline{z}`$. Let $`_V`$ be the associated Lie derivative on forms. It is a derivation on forms,

$$_Vdz_i=\frac{d}{d\theta }|_{\theta =0}d(e^{2\pi i\theta }z_i)=2\pi idz_i$$

and $`_Vd\overline{z}_i=2\pi id\overline{z}_i`$. Define the antiderivation $`Q=d+i_V`$ and note that $`Q^2=di_V+i_Vd=_V`$ by Cartan’s formula for $`_V`$.

1. $`\tau _{ij}=Qu_{ij}`$ with $`u_{ij}=z_{ij}d\overline{z}_{ij}/(2\pi i)`$ .
2. $`Q\tau _{ij}=Q^2u_{ij}=_Vu_{ij}=0`$ because $`u_{ij}`$ is invariant under the flow.
3. For any smooth function $`g`$, $`Qg(\tau )=g^{(ij)}(\tau )Q\tau _{ij}=0`$ .
4. Fix any bond $`ij`$ and define $`f(\beta ,\tau )`$ by replacing $`\tau _{ij}`$ in $`f(\tau )`$ by $`\beta \tau _{ij}`$. Then

$$\frac{d}{d\beta }f(\beta ,\tau )=d\text{ (some form)}+\text{(a form of degree }<2N\text{)},$$

because the $`\beta `$-derivative is $`f^{(ij)}(\beta ,\tau )\tau _{ij}`$ which equals

$$f^{(ij)}(\beta ,\tau )Qu=Q(f^{(ij)}(\beta ,\tau )u),$$

and $`Q=d+i_V`$ and $`i_V`$ lowers the degree by one.
5. $`\frac{d}{d\beta }_^Nf(\beta ,\tau )=0`$ because the integral annihilates the part of lower degree and also annihilates the part in the image of $`d`$ by Stokes’ theorem.

Thus every $`\tau _{ij}`$ in $`f`$ can be deformed to $`0`$ and Lemma 6.1 is reduced to the case where $`f`$ is a function only of $`(\tau _1,\tau _2,\mathrm{},\tau _N)`$. ∎

Acknowledgment

We thank Gordon Slade for helpful comments and questions that improved the paper.


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# Exploring Brown Dwarf Disks

## 1 Introduction

The last few years have seen an enormous progress in our understanding of sub-stellar mass objects, as more and more objects in the mass range of brown dwarfs (BD; $`M_{}`$$`\mathrm{¡}\mathrm{}0.75`$ $`M_{}`$) and giant planets ($`\mathrm{¡}\mathrm{}`$ 0.015 $`M_{}`$) are found, both in the field and in regions of recent star formation (Basri B00 (2000); Lucas & Roche LR00 (2000); Zapatero Osorio et al. ZOea00 (2000)). It is now clear that “free-floating” very low mass objects exist. Do they form, as low-mass stars do, from the collapse of a molecular core? This, although apparently very reasonable, is not the only possibility. Alternative hypotheses have been suggested; for example that BD form in gravitationally unstable regions of protostellar disks (Pickett et al. Pk00 (2000)) or that they are stellar embryos, whose further growth is prevented by dynamical ejections from small stellar systems (Reipurth & Clarke RC01 (2001)).

A full understanding of the formation mechanism(s) of sub-stellar objects will take time. At present, it is timely to begin to explore the properties of BD systems in regions of star formation and compare them to the much better known pre-main–sequence low-mass stars, the T Tauri stars (TTS). The most important clue to a formation mechanism involving accretion from a parental core is the presence of a circumstellar disk. Claims of evidence of excess emission in the near (Oasa et al. OTS99 (1999); Muench et al. MLAL01 (2001)) and mid-IR (Comerón et al. CNK00 (2000)) in BD or BD-candidates in star-forming regions are beginning to appear in the literature. Hα (Comerón et al. CRN99 (1999); Comerón et al. CNK00 (2000)) and X-ray emission (Neuhauser & Comerón NC98 (1998); Comerón et al. CNK00 (2000)) are seen in some very low mass objects. Muzerolle et al. (Mea00 (2000)) detect evidence of magnetospheric accretion at a very low rate $`5\times 10^{12}`$ $`M_{}`$ yr-1 in the spectrum of the M6 object V410 Anon 13, whose mass is estimated in the range 0.04–0.06 $`M_{}`$.

In very cold BD, the most convincing evidence of excess emission, the accepted signature of circumstellar disks, can only be obtained in the mid-IR. There are at present very few bona-fide BD (i.e., stars with spectroscopical classification) with measured mid-IR excess. Comerón et al. (CNK00 (2000)) list a small group of BD detected in the mid-IR survey of Cham I at 6.7 and 14.3 $`\mu `$m by ISO (Persi et al. Pea00 (2000)). Of these, only three have detections in both bands, the one with the lowest mass being Cha H$`\alpha `$1, a M7.5 star with mass 0.04–0.05 $`M_{}`$.

In this paper, we show that disk models analogous to those developed for TTS can well account for the observed spectral energy distribution (SED) of these three stars, providing strong support to the idea that BD form like the more massive TTS. We will also speculate somewhat on the derived disk properties, and on the possibility of extending this kind of study to objects of lower mass.

## 2 Disk Models

We have computed the emission expected from a circumstellar disk heated by the irradiation of the central star following the method outlined by Chiang & Goldreich (CG97 (1997); CG97), which has been successfully applied to pre-main–sequence TTS and Herbig Ae stars (Natta et al. 2000a ; Nea01 (2001); Chiang et al. Cea01 (2001)). CG97 consider flared disks, in hydrostatic equilibrium in the vertical direction, and make a number of simplifying assumptions which permit the computation of the resulting SED in a quick and efficient fashion. Although not entirely self-consistent, such models provide a good first approximation to the SED, more than sufficient for the purpose of this paper.

We have taken for the various model parameters values typical of pre-main–sequence stars, scaled down where necessary. We have assumed that the circumstellar disk extends inwards to $`R_{}`$, has outer radius $`R_\mathrm{D}`$= 100 AU, total mass $`M_\mathrm{D}`$=0.03 $`M_{}`$(Natta et al. 2000b ), power-law surface density $`\mathrm{\Sigma }R^{1.5}`$; the dust in the disk midplane has opacity $`\kappa =0.01(1.3\mathrm{mm}/\lambda )`$ cm2 g-1 (Beckwith et al. Bea90 (1990)). On the disk surface, we assume the mixture of carbonaceous and silicate grains that provides a good fit to the mid-IR emission of pre-main–sequence stars (see Natta et al. Nea01 (2001) for details). Most of these parameters are either irrelevant for the determination of the mid-IR flux, or appear in combinations, and cannot be individually constrained by the data available (see, for a discussion, Chiang et al. Cea01 (2001)). At this stage, only the most “standard” assumptions are justified.

The stellar properties have been determined by Comerón et al. (CNK00 (2000)). The most important parameter for the disk SED calculation is the stellar luminosity and, to a lesser degree, the ratio $`M_{}`$/$`R_{}`$, that controls the disk flaring angle (roughly $``$($`R_{}`$/$`M_{}`$)4/7; CG97). We have used in displaying the results of our calculations the model stellar atmospheres of Allard et al. (Aea00 (2000); Aea01 (2001)). When comparing them with the broad-band visual and near-infrared photometry, we found good agreement only for values of the effective temperatures significantly lower than the spectroscopically determined values of Comerón et al. (CNK00 (2000)). We do not know if this effect has any significance, given the uncertainties on the temperature scale in this mass range. In any case, our effective temperatures are well within the range of values expected for field brown dwarfs of similar spectral type (see, for example, Leggett et al. Lea01 (2001)), and their exact value is unimportant for the disk SED determination. The extinction and luminosity we derive are identical to the Comerón et al. values for Cha H$`\alpha `$1 and Cha H$`\alpha `$2, while they are definitely higher for Cha H$`\alpha `$9, for which we estimate a luminosity of 0.018 $`L_{}`$ as compared with Comerón et al. value of 0.0056 $`L_{}`$. The adopted values of the stellar parameters are given in the figure captions. We have not re-determined the stellar masses, for which we used the Comerón et al. estimates.

The most interesting of the three stars is Cha H$`\alpha `$1 which has the lowest mass of the three (about 0.04–0.05 $`M_{}`$). The results are shown in Fig. 1. The disk predictions fit extremely well the observed points at all available wavelengths.

The results for the other two stars are shown in Fig. 2 and 3, respectively. Our standard disk model fits rather well the observed photometric points, although we note a tendency of the 14.3 $`\mu `$m point to lie slightly below the model predictions. This discrepancy, however, is only 20% for Cha H$`\alpha `$2 and 25% (2$`\sigma `$) for Cha H$`\alpha `$9. For this star, we show in Fig. 3 the predictions of the same disk model seen with an inclination angle of 75 deg (dashed line). The flux is only slightly reduced, since it is dominated at most wavelengths by emission of optically thin material (see Fig. 1 and 2). The dot-dashed line shows the SED predicted by a geometrically flat disk seen face-on (dot-dashed line). While the difference at long wavelengths is very large, the mid-infrared flux would still be consistent with the ISO measurements. One point worth to notice is that in these low luminosity objects the mir-IR is emitted by the inner disk, and the ISO points would not be consistent with a disk inner hole larger than about 3 $`R_{}`$.

The results shown in Fig. 1, 2 and 3 provide good evidence that the same kind of disks which reproduce the properties of pre-main–sequence stars exist around lower-mass objects, including a bona-fide BD such as Cha H$`\alpha `$1. In all three cases, the disks need to be optically thick in the mid-infrared. This, however, sets only a weak constraint on the mass of the disk, which remains optically thick at 14.3 $`\mu `$m as long as $`M_\mathrm{D}`$$`\mathrm{¿}\mathrm{}1.5\times 10^6\kappa _{14.3\mu m}`$ $`M_{}`$, where $`\kappa _{14.3\mu m}`$ is in units of cm2 g-1. For $`\kappa _{14.3\mu m}310`$ (Henning & Stognienko HS96 (2000)), this limit translates into $`M_\mathrm{D}`$$`\mathrm{¿}\mathrm{}10^5`$ $`M_{}`$, or $`\mathrm{¿}\mathrm{}2\times 10^4`$ $`M_{}`$, about ten times lower than the smallest measured ratios in pre-main–sequence stars (Natta et al. 2000b ). The disk mass, and, to some extent, its size, can be better determined from millimeter data. For a typical value $`M_\mathrm{D}`$$``$0.03 $`M_{}`$, we predict for Cha H$`\alpha `$1 a 1.3mm flux of 3 mJy, well within the range of existing millimeter telescopes.

Cha H$`\alpha `$1 has spectral type M7.5 and mass of 0.04–0.05 $`M_{}`$. Of course, one would like to extend our knowledge of circumstellar disks to even lower mass objects, such as are currently being discovered in the Orion Nebula Cluster (ONC; Lucas & Roche LR00 (2000)) and in $`\sigma `$ Orionis (Zapatero Osorio et al. ZOea00 (2000)). Fig. 4 shows the predicted SED for objects of lower and lower mass, as labelled, assuming an age of 2 Myr. Photospheric effective temperatures and luminosities are from Baraffe et al. (Bea98 (1998)) and Burrows et al. (Bea01 (2001)). Given the heuristic purpose of this figure, we have assumed that the stellar emission can be described by a black body at $`T_{}`$. This, as already noted, does not affect the calculations of the disk emission, but is a poor description of the photospheric spectrum. As a consequence, the SEDs in Fig. 4 are not realistic at wavelengths shorter than $``$4 $`\mu `$m, where the photospheric emission dominates.

Our calculations show that in nearby star forming regions it will be possible to detect disks around young sub-stellar objects with current instrumentation. Modern mid-infrared cameras at large telescopes have a 10 $`\mu `$m sensitivity allowing detection of disk emission from systems more massive than $``$10 MJ. The upcoming space missions (SIRTF, HERSCHEL and especially NGST) will allow to detect disk emission around planetary-mass objects in the ONC and the $`\sigma `$ Orionis clusters. Dust spectroscopy in the mid-infrared, as obtained by ISO for luminous pre-main–sequence A stars (see Waelkens et al. WISO96 (1996)), is beyond the capability of even the largest ground-based telescopes, but for the most massive and nearby BD; in principle SIRTF and NGST will allow the observation of the spectra of lower mass or more distant objects, although the former satellite may be seriously affected by confusion problems. Perhaps the most interesting observations, determining the amount of circumstellar material around these objects and possibly probing the disk kinematics, will be those in the millimeter-wave range. As noted above, our disk model for Cha H$`\alpha `$1 predicts a continuum flux (about 3 mJy at 1.3 mm) well within the range of detectability with current instrumentation. To detect disks around less massive and more distant systems and to attempt the detection of molecular line emission in order to study the disk kinematics, we will need to wait for the ALMA array to be operational.

## 3 Conclusions

The presence and properties of disks around very low mass objects, which are being discovered in regions of star formation, are of crucial importance for understanding their formation. If disks exist, and if their properties are analogous to those of disks around TTS, we can conclude that the formation mechanism of TTS, by collapse and accretion of a molecular core, is very likely to extend to the lowest mass objects.

This paper presents the first attempt to test quantitatively this hypothesis. We have modeled the emission expected from disk models of properties identical to those of TTS for three objects in Chamaeleon I. These objects have been studied spectroscopically by Comerón et al. (2000), who attributed to them spectral types M7.5–M6 and masses in the range 0.04–0.09 $`M_{}`$. The lowest mass object (Cha H$`\alpha `$1) is certainly a bona-fide BD. These objects are of particular importance because they have been detected at 6.7 and 14.3 $`\mu `$m by ISO (Persi et al. 2000), providing a unique (until now) possibility to constrain the disk properties of BD. Inspection of Fig.1 to 3 shows that it is extremely difficult to infer the existence of disks from near-infrared photometry, where the emission is largely dominated by the stellar photosphere.

In all three cases, and in particular in the most interesting object Cha H$`\alpha `$1, optically thick, flared disks are required to account for the mid-infrared fluxes. The disks are heated by the central star, and we expect that relatively small grains on the disk surface contribute significantly to the observed mid-infrared emission. If higher spectral resolution data in this range were available, we predict that one would observe the 10 $`\mu `$m silicate feature in emission. Such disks are identical to those around TTS, just scaled to the appropriate stellar parameters.

This result seems to us very interesting. It provides a first indication that the TTS formation mechanism (from a collapsing core via an accretion disk) extends to objects of 0.04–0.05 $`M_{}`$. It does not, however, rule out the possibility that BD are ejected stellar embryos, as suggested by Reipurth & Clarke (2001). In their model, the embryos may keep a small circumstellar disk, of few AU size. The existing data, limited to wavelengths shorter than $`15`$ $`\mu `$m, can only set a limit to the disk radius of $`R_\mathrm{D}`$$`\mathrm{¿}\mathrm{}`$1 AU. There are two ways to proceed, the first and more obvious is to detect the millimeter emission of at least some BD, which will be well below detection in the embryo hypothesis. The second is to search for other BD and planetary mass objects in the mid-infrared. A high frequency of disks is not predicted by the Reipurth & Clarke model, since the small, truncated disks, associated with the embryos, not fed by any surrounding core, will rapidly disappear.

###### Acknowledgements.

This work was partly supported by ASI grant ARS 1/R/27/00 to the Osservatorio di Arcetri.


text:
# Peak Effect of 𝐽_𝑐 and Nonlinear 𝐸-𝐽 Characteristies of High-𝑇_𝑐 Superconductors This work is supported by the Ministry of Science and Technology of China (NKBRSF-G 19990640) and the Chinese NSF.

## Abstract

The critical current density $`J_c`$ in high-$`T_c`$ superconductors (HTS) often shows a maximum at field far above the self-field. We study this peak effect (PE) with the nonlinear $`IV`$ response of type-II superconductors and find analytical equation of $`J_c`$ in the dependence of field and temperature. This equation is compared with some experimental data of R-Ba-Cu-O single crystals with fair agreement.

PACS: 74.60.Jg, 74.60.Ge, 74.62.b, 74.72.-h

The vortex matter becomes mobile when the driving current density exceeds some critical value Jc. In high-Tc superconductor RBa2Cu$`{}_{3}{}^{}O_{7\delta }^{}`$ (R=Y, Gd, Tm and Nd) Jc often shows a maximum at applied magnetic fields far above the self-field. This peak effect is of great interest from both fundamental amd technological aspects and studied extensively -. Scaling behavior in the form $`J_c(B,T)/J_c(B_p,T)=f(B/B_p)`$ with peak field $`B_p`$ has been observed in twinned and twin-free YBa2Cu3O7-δ single crystals . Prominent PE of $`J_c`$ with the scaling behavior of the pinning force $`F_p`$ in the form $`F_p/F_{pmax}=f(B/B_{irr})`$ has been observed in NdBa2Cu3O7-δ single crystals , where $`B_{irr}`$ is the irreversibility field. Gurevich and Vinokur showed that PE could be interpreted by the nonlinear transport properties of type-II superconductors with macroscopic inhomogeneities . Otterlo et al. explained PE by phase transitions between a stiffer and softer vortex phase . Nevertheless, comparison of models study with pertinent experimental data is still lacking. In present work we derive the analytical function of $`J_c(B)`$ from the nonlinear materials equation of HTS and compare it with experiments.

One of the central issues of physics of the mixed state in type-II superconductors is thermally activated vortex creep characterized by highly nonlinear electric-current density ($`EJ`$) characteristics below the critical current density $`J<J_c`$. This kind of characteristics is usually expressed as

$$E(J)=J\rho _fe^{U(J,B,T)/kT}$$
(1)
with $`\rho _f\rho _nB/B_{c2}`$ the flux-flow resistivity estimated by Bardeen and Stephen .

Different models used different types of $`U(J)`$ which are suggested to approximate the real barrier. For instance, the Anderson-Kim model with $`U(J)=U_c(1J/J_{c0})`$, the logarithmic barrier $`U(J)=U_c\mathrm{ln}(J_{c0}/J)`$, and the inverse power-law $`U(J)=U_c\mathrm{ln}[(J_{c0}/J)^\mu 1]`$. It is recently shown , if one makes a common modification to the different model barriers $`U(J)`$ as

$$U(J)U(J_pJE(J)/\rho _f)$$
(2)
The corresponding modified materials equation. (1) leads to a common nonlinear form as

$$y=x\mathrm{exp}[\gamma (1+yx)^p]$$
(3)
with $`x`$ and $`y`$ the normalized current density and electric field respectively. $`\gamma `$ is a parameter characterizing the symmetry breaking of the pinned vortices system and $`p`$ is an exponent.

In connection with the Anderson-Kim model

$`E(J)=2\nu _0B\mathrm{exp}[(U_0W_V)/kT]\mathrm{sinh}(W_L/kT)`$

or

$$E(J)=J\rho _f\mathrm{exp}[(U_0W_V+W_L)/kT]$$
(4)
We have in Eq. (3) $`p=1`$, $`\gamma =U_0/kT,`$ $`x=W_V/kT`$ and $`y=W_L/kT`$. $`W_V`$ is the dissipation energy due to flux moving. From the result of Bardeen and Stephen:

$$W_V=\eta vA=E(J)BA/\rho _f$$
(5)
with the viscous drag coefficient $`\eta =BB_{c2}/\rho _n=B^2/\rho _f`$. $`A`$ is the product of the volume of vortex bundles and the range of pinning force.

$`W_L`$ is the work done by Lorentz force.

$$W_L=JBA$$
(6)
The critical current density $`J_c`$ is defined by a certain criterion $`E(J_c)E_c`$. From upper equation. $`\left(\text{4}\right)`$, $`\left(\text{5}\right)`$ and $`\left(\text{6}\right)`$ we get:

$$J_c=J_{c0}[1\frac{kT}{U_0}\mathrm{ln}(\frac{\nu _0B}{E_c})+\frac{E_c}{\rho _fJ_{c0}}]$$
(7)
where$`J_{co}`$ is the critical current density without the help of thermal activation.

$$J_{c0}=U_0/BA,$$
(8)
and $`\mathrm{ln}(\nu _0B/E_c)`$ is a slow varying function of the magnetic field $`B`$; therefore, we set $`\mathrm{ln}(\nu _0B/E_c)=\mathrm{ln}(E_0/E_c)`$ as a constant. From Eq. $`\left(\text{7}\right)`$ and according to the criterion about $`E_c`$, the irreversible field $`B_{irr}`$ can be defined as:

$`U_0(T,B_{irr})=kT\mathrm{ln}(E_0/E_c).`$

When $`BB_{irr}`$, $`J_cE_c/\rho _f`$, the system will turn into flux flow region. The critical current density can be expressed as

$$J_c=J_{c0}\left[1\frac{U_0(T,B_{irr})}{U_0(T,B)}+\frac{E_cB_{c2}}{\rho _nBJ_{c0}}\right]$$
(9)
We assume that the dependence of the pinning potential $`U_0`$ on temperature and field can be separated as

$$U_0(T,B)=\alpha (T)B^l(1b)^m,bB/B_{c2}.$$
(10)
and note that the factor $`BA`$ in Eq. $`\left(\text{8}\right)`$ has the form

$$BA\left[1\frac{T}{T^{}(B)}\right]^{3\nu }\left[1\zeta \left(\frac{B}{B_{irr}}\right)^l\left(\frac{1b}{1b^{}}\right)^m\right]^{3\nu }$$
(11)
where $`\zeta \alpha (T)/\alpha [T^{}(B)]`$ is a slow variable and $`b^{}B_{irr}/B_{c2}`$. Substitute Eqs. $`(\text{10},\text{11})`$ into $`\left(\text{9}\right)`$, we have

$`J_c`$ $`=`$ $`\alpha ^{^{}}(T)\left[1\zeta (C1)^m\left({\displaystyle \frac{B}{B_{irr}}}\right)^l\left(C{\displaystyle \frac{B}{B_{irr}}}\right)^m\right]^{3\nu }\left({\displaystyle \frac{B}{B_{irr}}}\right)^l\left(C{\displaystyle \frac{B}{B_{irr}}}\right)^m`$ (13)
$`\times \left[1(C1)^m\left({\displaystyle \frac{B}{B_{irr}}}\right)^l\left(C{\displaystyle \frac{B}{B_{irr}}}\right)^m+{\displaystyle \frac{E_c}{J_{c0}\rho _n}}{\displaystyle \frac{1}{b}}\right]`$
where $`CB_{c2}/B_{irr}`$ and $`\alpha ^{^{}}(T)C^mB_{irr}^l\alpha (T)`$. The scaling form of the numerical solutions of Equation $`(\text{13})`$ are shown in Fig. 2 with prominent peaks form like that observed in  Fig. 1. The comparison of Eq. (13) with the experimental data of Ref.  in the scaling form is shown in Fig. 2 where we see a fair agreement.

In summary, we show a common nonlinear electric field-current density ($`EJ`$) characteristics equation. And from this equation we can get a clear expression of critical current density $`J_c`$. The widely observed peak effect can be well understood by this equation. Furthermore, we found that the peak effect under different temperature can be scaled as well.

This work is supported by the Ministry of Science and Technology of China (NKBRSF-G19990640) and the Chinese NSF.


text:
# Extracting forward strong amplitudes from elastic differential cross sections

## I INTRODUCTION

In the scattering of a charged particle from a nucleus, the measured elastic differential cross section is the square of a scattering amplitude, $`F_{el}(\theta )`$, which is the sum of a Coulomb amplitude $`f_c(\theta )`$ and a strong amplitude $`F_N(\theta )`$,

$$F_{el}(\theta )=f_c(\theta )+F_N(\theta ),$$
(1)
Many outstanding issues of strong interaction physics may be addressed if one can determine $`F_N(\theta )`$ from the experimental data. For example, for pion and kaon beams, medium modifications of the underlying projectile-nucleon scattering amplitude are of great current interest , and efforts are being made to extract this information from scattering data. Typically, modern analyses utilize sophisticated optical model codes  based on microscopic models of the underlying dynamics, in which direct comparisons are made between the differential cross sections calculated by the codes and measured differential cross sections.

We wish to emphasize that for pion-nucleus scattering, especially in the GeV range of energies and for kaon-nucleus scattering at energies above several hundred MeV, it is extremely valuable for the theorists to have precise information on the $`\mathrm{𝑎𝑚𝑝𝑙𝑖𝑡𝑢𝑑𝑒}`$ $`F_N(\theta )`$ for $`\theta 0^{}`$. Measurements of $`d\sigma _{el}/d\mathrm{\Omega }(\theta )`$ at small $`\theta `$ contain this information through the interference of the Coulomb and strong interactions in Eq. 1. Determinations of Re$`F_N(0)`$ and Im$`F_N(0)`$ are strong constraints on the underlying models. We make the case in this paper that the considerable inconsistency existing in currently available data sets  can be remedied at existing facilities with appropriate measurement strategies. We hope that our results will facilitate precise measurements of $`d\sigma _{el}/d\mathrm{\Omega }(\theta )`$ at small $`\theta `$ at these laboratories.

The issues involved in designing measurement strategies may be examined through application of optical models such as those mentioned above. However, a much simpler approach is possible due to the fact that  for $`\pi `$-nucleus scattering at energies above the $`\mathrm{\Delta }_{33}`$ resonance ($`T_\pi 300`$ MeV) and K+-nucleus scattering at all energies, the region over which the Coulomb amplitude is an appreciable fraction of the strong amplitude extends from a few degrees out to angles generally beyond ninety degrees. This is an ideal situation for utilizing Coulomb-nuclear interference in a model independent way to extract the strong amplitude from elastic differential cross section measurements.

To accomplish this, elastic differential cross section data needs to be taken in the near forward direction. Such measurements do not require a large amount of beam time; the measurements are all made at angles where the differential cross section is quite large. A set of data spanning a large energy region at reasonably spaced energy intervals is thus possible. Data taken with $`P_{lab}`$ at intervals of 25 MeV/c from 300 MeV/c to 1 GeV/c would take less time than is required for the measurement of a single differential cross section out to a reasonable angle. This is because the differential cross section is diffractive and thus falls exponentially with angle. Points with decent statistics at large angles where the cross section has typically fallen by four orders of magnitude require more beam time than do a large number of measurements at small angles.

The primary purpose of the present work is to assess the feasibility of measuring the real and imaginary parts of the forward scattering amplitude with sufficient accuracy to clarify the issues alluded to above. Our secondary purpose is to present enough of the details of the argument and analysis so that the experimentalists can optimally design such an experiment.

In Sect. II, we review a simple procedure for extracting the strong amplitude from the elastic differential cross section and provide a summary of the results of our analysis (details are given in the Appendices) based on this method. We utilize the model of Refs.  to generate theoretical elastic differential cross sections at a set of angles. These results constitute model data to which we add statistical or systematic errors of various magnitudes. The momentum-space model of  produces results which are very similar to the measured elastic differential cross sections for $`\pi `$  and for $`K^+`$ . We thus believe that the analysis done here on these model data sets is directly applicable to real data. In Section III we discuss underlying physics issues involved. The final section summarizes the paper and presents our overall conclusions.

## II PROCEDURE AND RESULTS

To use Coulomb-nuclear interference to extract the forward strong amplitude from the elastic differential cross section, we envision making an expansion of $`F_N(\theta )`$ and fitting the coefficients of the various terms to data. In order to determine this amplitude most effectively, certain questions need to be addressed. These would include the following: what is the optimal angular range over which measurements should be made; to what order should one expand the strong amplitude; how important is it to measure to the most forward-possible angle; how do statistical and systematic errors affect the extracted values of the strong forward amplitude; and, most importantly, how stable and reliable is the method for extracting the forward strong amplitude? We define the procedure we use for answering these questions in Sect. II.A and present our results in Sect. II.B, below.

### A Procedure

The nuclear amplitude $`F_N(\theta )`$ that we will use for our analysis is defined in terms of the $`\mathrm{𝑝𝑜𝑖𝑛𝑡}`$ Coulomb scattering amplitude $`f_{c,pt}(\theta )`$,

$$F_{el}(\theta )=f_{c,pt}(\theta )+F_N(\theta ).$$
(2)
Alternatively, we could define the nuclear amplitude relative to the extended Coulomb amplitude or introduce the strong amplitude related to $`F_N(\theta )`$ through the Bethe phase . All such definitions are mathematically equivalent, and we choose to work with the definition (the one corresponding to Eq. 2) that simplifies the empirical analysis. Since we anticipate the use of this amplitude as a constraint on the optical model, all three nuclear amplitudes are equally suitable for this purpose.

The simplest procedure for obtaining $`F_N(0)`$ is based on a Taylor series expansion of $`F_N(\theta )`$ in powers of $`\mathrm{sin}^2\theta /2`$. Truncating the series after three terms, we then have six real parameters, $`A_R`$, $`B_R`$, $`C_R`$, $`A_I`$, $`B_I`$, and $`C_I`$ defined by:

$$F_N(\theta )=A_R\left(1B_R\mathrm{sin}^2\theta /2C_R\mathrm{sin}^4\theta /2\right)+iA_I\left(1B_I\mathrm{sin}^2\theta /2C_I\mathrm{sin}^4\theta /2\right).$$
(3)
The experimental differential cross section minus the point Coulomb differential cross section is given by $`d\sigma _N/d\theta `$

$`{\displaystyle \frac{d\sigma _N}{d\theta }}(\theta )`$ $``$ $`{\displaystyle \frac{d\sigma _{el}}{d\theta }}(\theta ){\displaystyle \frac{d\sigma _{c,pt}}{d\theta }}(\theta )`$ (4)
$`=`$ $`|F_N(\theta )|^2+2\mathrm{Re}\left[f_{c,pt}(\theta )F_N^{}(\theta )\right],`$ (5)
where $`d\sigma _{el}/d\theta `$ is the experimental elastic differential cross section and $`d\sigma _{c,pt}/d\theta `$ is the point Coulomb differential cross section. The various expansion parameters of $`F_N(\theta )`$ given in Eq. 3 may then be determined by a fit of Eq. 5 to the forward angle experimentally measured differential cross sections, $`d\sigma _{el}/d\theta `$.

This work assesses the above procedure for extracting the forward strong amplitude based on theoretically generated model data sets. We utilize the the momentum-space theory of Ref.  to generate the model data. To study the effects of statistical errors, Gaussian distributed errors are added to the theoretically generated model data. To understand the effects of systematic errors, these data sets are renormalized both upward and downward. We do the analysis for both $`\pi ^{}`$ and $`K^+`$ at $`P_{lab}=500`$ Mev/c and 1 GeV/c. This study demonstrates that the extraction of the forward strong amplitude, both the real and imaginary part, is feasible, and we provide the information needed to optimally design an experiment.

The strong interaction amplitude extrapolated to zero degrees is then given by $`F_N(0)=A_R+iA_I`$. As we have stated, once $`F_N(0)`$ is obtained, it may be used in conjunction with optical model descriptions such as those of Ref.  to constrain the underlying microscopic models. If desired, the real and imaginary parts of the strong amplitude may be extracted directly  from $`A_R`$ and $`A_I`$ using a Bethe-phase analysis . Note that the real part of the forward strong amplitude can also be extracted from transmission experiments , a technique that has been applied  to resonance energy $`\pi `$-nucleus scattering.

### B Results

The details of the assessment of the above procedure for obtaining $`F_N(0)`$ are provided in the Appendices. In order to determine the feasibility of an experiment, we examine the angular range over which data should be taken (Appendix 1), the effects of statistical (Appendix 2) and systematic (Appendix 3) errors, and the importance of taking very forward angle points (Appendix 4). These details should prove valuable for the design of an experiment. Here we summarize our results. Our goal is to extract the forward amplitude, i.e. $`A_I`$ and $`A_R`$. In the Appendices we also provide some guidance on the possibility of extracting the next term in the expansion, $`B_I`$ and $`B_R`$.

We find in Appendix 1 that there is a substantial angular region over which the strong and Coulomb amplitudes are reasonably comparable. We also find that there is an angular region where the strong amplitude is linear in $`\mathrm{sin}^2\theta /2`$. We explored going beyond linear order in the expansion by extending the angular region of the measurements. This extension did not improve the ability to extract the forward amplitude. The smallest angle of this region determined by requiring the magnitude of the Coulomb amplitude to be twice the size of the strong amplitude. This implies, for both pions and $`K^+`$, that $`\theta _{min}=4^{}`$ for 500 MeV/c and $`\theta _{min}=2^{}`$ for 1 GeV/c. The maximum angle is determined by the conditions that the linear approximation hold and that the extrapolation yield an accuracy to, say, better than 1%. This would require a measurement out to about $`16^{}`$.

In Appendix 2 we find that the magnitude of the error in the extracted forward amplitude is proportional to the statistical errors in the data. For $`\pi ^{}`$ the percent error in $`A_I`$ is approximately equal to the percent error in the data. The error in $`A_R`$ is of the same magnitude, but, because the value of $`A_R`$ is much smaller, it corresponds to larger percent error in this quantity. The situation is different for $`K^+`$. The percent error in $`A_R`$ is approximately three times the error in the data at both energies examined, while for $`A_I`$ it is seven times at 500 MeV/c and three times at 1 GeV/c.

Because the cross sections are large throughout the angular region for these experiments, it is easy to have the statistical errors much smaller than the systematic errors. For systematic errors above about 10%, the analysis becomes nonlinear and is not reliable, as discussed in Appendix 3. Systematic errors of 5% or less do yield reliable results. For $`\pi ^{}`$ scattering at 500 MeV/c, each 1% systematic error yields only 0.3% error in the extrapolation for $`A_R`$ and 0.5% for $`A_I`$. At 1 GeV/c, the behavior of $`A_I`$ is nonlinear, but stable. There is never more than 0.7% error in the extracted value for each 1% systematic error. The error in $`A_R`$ is comparable in magnitude to the error in $`A_I`$, which, again, corresponds to a much larger percent error in $`A_R`$ at 1 GeV/c. For $`K^+`$ each 1% systematic error produces at 500 MeV/c an error of 5.7% for $`A_I`$, 1.5% for $`A_R`$, and at 1 GeV/c an error of 1.4% for $`A_I`$ and 3% for $`A_R`$. Systematic errors below 5% would very significantly constrain theories for both pions and $`K^+`$.

Since the normalization of the incident beam can be a large source of systematic error, a special setup that would allow for measurements into the far forward direction would be desirable. Measurements at the very forward angles where the Coulomb scattering becomes dominant would allow the normalization of the beam to be determined by comparing the measurements to the known Coulomb amplitude.

Finally, the forward-most points are the most difficult to take and yet we would expect them to be the most important in controlling the extrapolation to $`\theta =0^{}`$. We examine in Appendix 4 the consequences of increasing the errors on the first two experimental points at $`\theta _{min}`$ and $`\theta _{min}+0.5^{}`$, or eliminating them altogether. For statistical errors of 1% or 2%, the removal of these data points roughly doubles the magnitude of the errors in the extracted quantities, with the exception of $`A_R`$ for the $`K^+`$ where at 500 MeV/c the extracted value is little affected and at 1 GeV/c it increases by a factor of three. The forward points taken with good statistics and with systematic errors no worse than the remaining points can, in general, reduce errors by a factor of two or more.

## III Discussion

The strong amplitude at zero degrees as a function of energy contains information which is complimentary to that obtained by measuring exclusive cross sections as a function of angle. The imaginary part of the forward strong amplitude is related through unitarity to the total cross section. Its extraction from differential cross section measurements is an experimental check on the consistency of two independent experimental measurements, elastic scattering and transmission experiments. Because it is independent of the total cross section, the real part of the forward strong amplitude provides new information to help decide among competing models. Moreover, the real part of the strong amplitude at zero degrees is a quantity that is not driven by small corrections to the theory, such as is the exact depth of the minima in the diffraction pattern. It is a qualitative feature of the reaction, which like the total cross section, puts constraints on the theory at the qualitative level.

There is a growing body of evidence  that the kaon interaction with a nucleon is enhanced in the nuclear medium compared to that in free space. Several phenomenological analyses  of this data have been performed, but a consistent picture of the underlying physics has not yet emerged. Measurement of the strong forward scattering amplitude for kaon-nucleus elastic scattering as a function of energy would provide an independent check on the total cross section measurements. Since the real part of the forward amplitude contains new information, it would presumably help determine the underlying physics behind the in-medium increase in the interaction.

The situation is somewhat different for the pion. The $`\pi `$-nucleon interaction is dominated by a number of overlapping resonances. Evidence from photo-reactions indicate the existence of an in-medium modification  of the resonances (their mass, width, and coupling constants). In Ref. , modifications of the properties of the excited hadrons were taken from the photo-reaction  and the effects on $`\pi `$-nucleus total reaction cross sections were predicted and compared with data from . From that work (see also ) one would conclude that there is a medium enhanced two-body cross section for the $`\pi `$ similar to that found for the $`K^+`$. However, because of the inconsistencies referred to above , this result is not as convincing as one would like. Data of the type that we discuss here, namely precise $`\pi `$-nucleus elastic scattering in the forward direction from 300 MeV/c to 1 GeV/c, could resolve the existing discrepancy and provide a critical quantitative characterization of the medium effect for pions.

The data would provide, at the same time, the real part of the forward strong amplitude as a new and important clue to the underlying dynamics. For the $`\pi ^{}`$, models suggest that $`F_N(0)`$ may pass through zero just below 1 GeV/c . This situation presents an interesting physics opportunity arising from the fact that this zero is strongly associated with a zero in the real part of a two-body amplitude dominated by numerous resonances centered at various energies throughout the GeV region. The signs and magnitudes of the real parts of the corresponding partial waves contributing to the amplitude occur in such a way that their sum vanishes close to 1 GeV/c. The precise energy at which this amplitude crosses zero for a nuclear target would thus be a sensitive measure of medium-induced mass shifts for this set of resonances.

## IV Summary and Conclusions

We find that for intermediate energy $`\pi `$ and $`K^+`$ elastic scattering there is a region near the forward direction where Coulomb-nuclear interference allows reliable extraction of the strong forward amplitude. We find that statistical and systematic errors in the data are reflected in an understandable and predictable way in the errors in the extracted value of $`F_N(0)`$, as long as the errors are kept at less than about 5%. We provide guidance for the angular region over which to take the data. The accuracy of the extrapolation to zero degrees is sensitive to how far forward one can take data, as is demonstrated in Tables II and III of Appendix 2. In addition, taking data to even smaller angles where the known Coulomb interaction dominates could be a way to control the systematic error associated with beam normalization.

New data making use of such an analysis could resolve limitations of and outstanding disagreements among various data sets that exist. For example, in Ref.  the elastic differential cross section data  for $`\pi ^{}`$ scattering from 12C at $`P_{lab}=610`$, 710, 790, and 895 MeV/c was used to extract the zero-degree elastic scattering amplitude. The total cross sections determined from the imaginary part of the zero-degree amplitude were consistently lower than those  measured by transmission experiments. Additionally, the real part of the zero degree scattering amplitude was found to have an energy dependence that is not present in theoretical calculations . There exist other elastic differential cross section measurements for pions  but the quality of these data do not allow a stable extraction of the forward strong scattering amplitude. The data  on elastic $`K^+`$–nucleus scattering is even more limited. Although the results produced total cross sections that were consistent with transmission measurements , in order to extract the forward strong amplitude from the data of , model assumptions had to be made.

We have provided criteria that will enable the optimal design of an experiment. Since the imaginary part of $`F_N(0)`$ is related by unitarity to the total cross section, this quantity will provide an independent check on its measured values. The real part of $`F_N(0)`$ is a quantity which would offer considerable constraint on theories. It would provide information on the important question of the medium modification of the properties of both the target nucleons and, in the case of $`\pi `$ scattering, the produced excited nucleons. For $`\pi `$ scattering, the energy at which the real part of the amplitude passes through zero would be a good measure of medium-induced mass shifts of the excited hadrons. In this case data for both $`\pi ^+`$ and $`\pi ^{}`$ would be valuable; a consistent theoretical treatment of these two cases would indicate that all of the Coulomb effects had been adequately accounted for.

A convincing understanding of the underlying physics that is determining intermediate energy meson-nucleus reactions will require a consistent interpretation of a number of reactions. In addition to elastic scattering and total cross sections that are the subject of this work, this would include quasielastic scattering of kaons  and pions, both with  and without  charge exchange. The measurement of Re $`F_N(0)`$ would be an important ingredient in this broader program.

###### Acknowledgements.

The work of DJE is supported, in part, by the U.S. Department of Energy under grant DE-FG02-96ER40975. The Southeast Universities Research Association (SURA) operates the Thomas Jefferson National Accelerator Facility under DOE contract DE-AC05-84ER40150. The work of MBJ was supported, in part, by the US Department of Energy under contract No. W-7405-ENG-36. The work of CMC was supported, in part, by the ROC National Science Council under grant NSC 86-2112-M-129-001. CMC and DJE would like to thank the Los Alamos National Laboratory for their hospitality during part of this work.

##

### 1 Angular range

The first question is to determine the angular region over which $`f_{c,pt}(\theta )`$ and $`F_N(\theta )`$ are comparable in size. In Figs. 1-4 we plot the theoretical values for the real and imaginary parts of $`f_{c,pt}(\theta )`$ and $`F_N(\theta )`$ versus $`k^2\mathrm{sin}^2\theta /2`$ for elastic scattering of $`\pi ^{}`$ and $`K^+`$ from 12C at $`P_{lab}=`$ 500 MeV/c and 1 GeV/c. First, we see that in general the amplitudes are non-zero and of comparable size for at least a part of the angular region depicted. The exception to this is Re $`F_N(\theta )`$ for $`\pi ^{}`$ at 1 Gev/c. For the pion, Re $`F_N(0)`$ passes through zero at a momentum just below 1GeV/c and is thus small and not of a typical size at 1 GeV/c. One also notices that Im $`f_{c,pt}(\theta )`$ goes to zero for increasing $`\theta `$ as expected. From Eq. 5 we see that the measured cross section is still dependent on both the real and imaginary parts of $`F_N(\theta )`$ and thus our methodology is still valid even though the Coulomb amplitude has become nearly real. We will find that it is the convergence of the Taylor series that determines the maximum angle $`\theta _{max}`$ out to which data need be taken. We also see that there is a significant range over which the strong amplitude is nearly linear in $`\mathrm{sin}^2\theta /2`$. If the goal is to extract $`A_R`$ and $`A_I`$, then a linear expansion which includes only $`A`$’s and $`B`$’s should suffice.

For the minimum angle $`\theta _{min}`$ at which to take data, we adopt the criteria that the point Coulomb amplitude $`f_{c,pt}(\theta _{min})`$ be approximately one half of the strong amplitude $`F_N(\theta _{min})`$. Points where the Coulomb amplitude is dominant will carry little information about the strong amplitude and thus should not be included in the analysis. From Figs. 1-4, we find that for both pions and $`K^+`$ this implies $`\theta _{min}=4^{}`$ at 500 MeV/c and $`\theta _{min}=2^{}`$ at 1 GeV/c. Because the physical size of a spectrometer can limit how far forward measurements can be made, we revisit in Appendix 4 the question of how important are the small angle data points for determining $`F_N(0)`$.

Given $`\theta _{min}`$, what is the optimal value for the maximum angle $`\theta _{max}`$ at which to take data? The answer to this question will depend on the accuracy to which one wishes to work. Our point of view will be that we wish to learn both the real and the imaginary part of $`F_N(0)`$, i.e. $`A_I`$ and $`A_R`$. To find $`\theta _{max}`$, we generate theoretical values of $`d\sigma _N/d\theta `$ at a discrete set of points $`\theta _i`$. We then fit  the polynomial expansion for $`F_N(\theta _i)`$ to determine the expansion coefficients. As we increase the number of points, and hence the value of $`\theta _{max}`$, the values of $`A_R`$ and $`A_I`$ from the fit will increasingly differ from the exact values. The results of these calculations are given in Figs. 5-8 for $`\pi ^{}`$ elastic scattering from 12C at 500 Mev/c and 1 GeV/c, and similarly in Figs. 9-12 for $`K^+`$. The curves were generated with $`\theta _i`$ starting at $`\theta _{min}`$ and then taking evenly spaced points at intervals given by $`\delta \theta =0.5^{}`$. In each figure the solid line represents the results of using two terms, i.e. the $`A`$’s and $`B`$’s, in the Taylor series; the dashed lines use three terms. Given a desired accuracy for $`A_R`$ or $`A_I`$, the value of $`\theta _{max}`$ can be determined from these graphs. For example, we have included on the graphs as dotted lines the exact value of $`A\pm `$ 1%. Using two terms in the expansion and insuring that the value of $`A_R`$ is valid to better than 1%, Fig. 5 suggests that at 500 MeV/c one must use fewer than 23 points. Here 23 points corresponds to $`\theta _{max}=\theta _{min}+23\times \delta \theta =4^{}+23\times 0.5^{}=15.5^{}`$. Utilizing a three-term expansion, this becomes 48 points ($`\theta _{max}=28^{}`$). Looking at Fig. 6 one finds that for $`A_I`$ at 500 MeV/c, a 1% error gives 22 points ($`\theta _{max}=16^{}`$) for a two term expansion and 45 points ($`\theta _{max}=26.5^{}`$) for the three-term expansion.

We have found that in fitting to the model data, even in the case of no statistical errors, there are multiple local minima in $`\chi ^2`$ as a function of the expansion coefficients. However, for the cases we examined in this work, the absolute minimum always corresponded to parameters which go continuously to the exact answer as the model data was improved. Thus for the level of errors we have investigated the technique is stable.

### 2 Effect of statistical errors

To understand the role statistical errors in the data have in generating errors in the extracted value of $`F_N(0)`$, we generate model data by adding Gaussian distributed random errors to each of the values of the cross section $`d\sigma /d\theta (\sigma _i)`$. We do this ten times to generate ten model data sets. We utilize a two term expansion and thus extract $`A_R`$, $`A_I`$, $`B_R`$, and $`B_I`$ for each of these data sets. From the ten sets we can get the average of each extracted parameter and its standard deviation. We do this entire process three times, setting the errors in the model data to produce standard deviations of 1%, 2%, and 5%.

The results are presented in Table I, where the results are given for $`\pi ^{}`$ and $`K^+`$ elastic scattering from 12C at $`P_{lab}=500`$ MeV/c and 1 GeV/c. From this table, some general guidelines can be determined concerning the errors in the extracted expansion coefficients as a function of the errors in the data. For $`\pi ^{}`$ the percent error in $`A_I`$ is approximately equal to the percent error in the data. This is not surprising as $`A_I`$ is the dominant term in the expansion. The error for $`A_R`$ is roughly equal in absolute magnitude to the error for $`A_I`$. Since $`A_R`$ is smaller than $`A_I`$ the percent error in $`A_R`$ is larger. One might also wish to reliably extract the $`B`$ coefficients. The percent error in the $`B_I`$ coefficient is approximately five times larger than the percent error in the data. The $`B_R`$ coefficient is poorly determined; it would take an exceptionally precise experiment to learn anything about it. Adding in the $`C`$ coefficients to the expansion and including data to larger angles was found not to improve the situation. We do not recommend working with a three-term expansion.

For $`K^+`$ elastic scattering the situation is somewhat different. The values of $`A_R`$ and $`A_I`$ are comparable. The percent error in $`A_R`$ is approximately three times the percent error in the data; the percent error in $`A_I`$ is approximately seven times the percent error in the data at 500 MeV/c and three times at 1 GeV/c. As was the case for $`\pi ^{}`$, it does not appear possible to extract a reliable value of $`B_R`$. At $`P_{lab}=500`$ MeV/c, the value of $`B_I`$ can be determined only at the level of its magnitude and sign, while at 1 GeV/c it can be determined at the level of a percent error that is ten times the percent error of the data.

### 3 Effect of systematic errors

Since the data is to be taken in the forward direction where count rates are high, it should be possible to have the statistical errors smaller than the systematic errors, particularly if good quality data can be taken at $`\theta _{min}`$. To study the effects of systematic errors, we take the model data and increase it uniformly by 5% and by 10%. We have also decreased the model data uniformly by 5% and 10% and find results that generally indicate a reasonably linear effect.

In Table IV we present results for $`\pi ^{}`$ and $`K^+`$ elastic scattering from 12C at $`P_{lab}=500`$ MeV/c and 1 Gev/c when we increase and decrease the model data by 5% and 10%. The first thing to note is that if the systematic errors are too large the error in the extracted coefficients can become a nonlinear function of the size of the systematic error. This occurs here for $`+10`$% systematic error and $`\pi ^{}`$ and $`K^+`$ scattering at 500 MeV/c as can be seen in the behavior of $`A_I`$. Experiments should thus keep the systematic errors at 5% or less to avoid this possibility.

For $`\pi ^{}`$ scattering at 500 MeV/c, the value of $`A`$ is particularly stable; for every 1% systematic error in the measured cross section, there is only 0.3% error in the extracted value of $`A_I`$ and 0.5% error in the extracted value of $`A_R`$. The errors in the extracted values of $`A_I`$ for $`\pi ^{}`$ at 1 GeV/c are not linear. However, the sign of the nonlinearity is such that it leads to a stable value for $`A_I`$. For each 1% systematic error there is never more than a 0.7% error in the extracted value of $`A_I`$. As noted earlier for $`\pi ^{}`$ at 1 GeV/c, the value of $`A_R`$ is atypically small thus giving errors which on a percentage basis are large. There is a 14% error in the extracted value of $`A_R`$ for each 1% systematic error. If one takes a typical value for $`A_R`$ over this energy region of 3.0 fm, then one finds that the error in $`A_R`$ is 2% for every 1% systematic error.

For $`K^+`$ scattering at 500 MeV/c we find that every 1% of systematic error produces 5.7% error in the extracted value of $`A_I`$ and 1.5% in the extracted error of $`A_R`$. At 1 GeV/c these become 1.4% for $`A_I`$ and 3% for $`A_R`$. For $`K^+`$ the value of $`A_R`$ can more accurately be determined at 500 MeV/c and this gradually changes as the momentum increases so that $`A_I`$ is more accurately determined at 1 GeV/c.

### 4 Importance of the most forward data points

Since the data is being extrapolated to zero degrees, the first few data points at the smallest angles might hold a special significance. At the same time, the most forward data points can be the most poorly determined as they often involve a larger background caused, for example, by the beam scattering off the spectrometer. To better understand this, we have repeated the above analysis with the first two data points having larger errors than the rest. In Table II we show results where the errors for the data are set at 1% with the exception of the first two points which have errors of 2% or 5%.

Increased errors on the first two data points increases the errors on the extracted values of the $`A`$’s noticeably. Roughly, the errors in the extracted values of the $`A`$’s is doubled by having an error of 2% or 5% on the first two data points. This result led us to examine what happens if these first two data points were removed from the data set. Does it have a positive effect to include very forward data points knowing they are inferior or would it be a better strategy to include only the most reliable data points? The results with the two most forward points removed are given in Table III.

For $`\pi ^{}`$ the removal of the first two data points roughly doubles the error for the extracted value of $`A_I`$ when the errors in the data are 1% or 2%. For $`A_R`$ this is also true at $`P_{lab}=500`$ Mev/c but at 1 GeV/c the increase in the error for $`A_R`$ is closer to a factor of three to four. As noted earlier, Re $`F_N(0)`$ is atypically small for this case and thus the errors in its determination are of a typical size but are a large fraction of the actual value. For $`K^+`$ a similar result holds. The error in the value of $`A_I`$ is increased by somewhat more than a factor of two. The error in $`A_R`$ at 500 MeV/c, however, is little affected, while at 1 GeV/c the increase is roughly a factor of three. If the data has a 5% error, the errors on the extracted values of the parameters are sufficiently large that it is difficult to see a pattern in the change caused by the removal of the first two points.

In general, poor quality data for the first several points is slightly better than not including the points. In both cases, the first several points taken with good statistics improves significantly the quality of the parameters extracted from the data reducing the errors by a factor of two or more.