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# 1 Introduction

## 1 Introduction

Duality is a powerful tool for analyzing dynamical aspects of field theories and string theories. Some dualities are exact. They assert that two seemingly different theories are physically equivalent. String theory with sufficiently many unbroken supersymmetries are believed to exhibit such exact duality relations, in the form of discrete symmetry relations acting on the space of couplings. These symmetries, and the fact that a large class of field theories can be formulated as decoupling limits of string theories, have been used to derive many examples of field theory dualities, as well as dual correspondences between field theories and supergravity theories. Similar considerations led to the understanding of duality relations among less familiar theories such as non-commutative gauge theories, non-commutative open string theories, and little string theories.

In this article, we consider the duality relations of non-commutative open string theories  in 1+1 dimensions with 16 supercharges. These theories can be formulated as a decoupling limit of bound states of D-strings and fundamental strings in type IIB string theory. The relevant duality relations follow from the $`SL(2,𝐙)`$ S-duality symmetry of type IIB string theory and the gauge theory/supergravity correspondence applied to $`(P,Q)`$ strings. Our aim is to use a combination of both these dualities to gain insight into the thermodynamic properties of the theory. Various authors have also considered aspects of S-duality in the context of NCOS theories  and their supergravity duals .

NCOS theory is closely related to ordinary 1+1-d super Yang-Mills theory in at least two different ways. First, for rational value of its string coupling $`G_o^2`$, it’s known to be S-dual to ordinary SYM theory with a non-zero electric flux, which therefore provides the proper ultraviolet definition of the theory. On the other hand, like any other known open string theory, NCOS theory reduces, at scales sufficiently below its string scale, to an effective low energy gauge theory. Near the NCOS string scale, however, this gauge theory description breaks down, and the system undergoes a phase transition into an effective matrix string theory phase . The formation of the matrix strings can be viewed as an ionization process of the non-commutative open strings, that escape via the Coulomb branch from the bound state with the D-strings.

On general grounds, different dual descriptions are never simultaneously weakly coupled, since two distinct weakly coupled theories are manifestly inequivalent. This means that for given temperature and couplings, one can expect that, among the set of theories related by duality, there typically exists one preferred description which is most weakly coupled. In this paper, we will use this intuition to map out the complete phase diagram of the 1+1-dimensional NCOS theory. The main new conclusions of our study are the following:

* In most studies done so far of the thermodynamics of 1+1-dimensional NCOS theory, the effective open string coupling constant was assumed to be fixed at some rational value $`G_o^2=P/Q`$. We will find, however, that $`G_o^2`$ can be any real positive number. This allows us to view NCOS theory as a continuous non-commutative deformation of ordinary gauge theory.
* Upon systematic consideration of the role of full $`SL(2,𝐙)`$ duality structure and the AdS/CFT correspondence, a remarkably elaborate phase structure emerges. Various $`SL(2,𝐙)`$ dual descriptions become preferred in disjoint regions of the phase diagram parameterized by temperature $`T`$ and the NCOS coupling constant $`G_o^2`$. These regions form a complicated fractal pattern.
* As a function of $`T`$, the theory can go through a cascade of alternating supergravity, gauge theory, and matrix string theory phases. The cascade proceeds via a series of $`SL(2,𝐙)`$ S-duality transformations, and depends sensitively on $`P`$ and $`Q`$. In particular, we find that the system may undergo a sequence of successive ionization and recombination transitions.

The fractal pattern seen in the phase diagram closely resembles the phase structure found for the supergravity duals of non-commutative Yang-Mills theories on a torus . There, the role of $`SL(2,𝐙)`$ was played by the Morita/T-duality group. The duality cascade, which involved only the supergravity descriptions, were found not to give rise to any observable thermodynamic effects, simply because the area of the horizon in Einstein frame is invariant under T-duality transformations. Here, the duality cascade will act among the gauge theory, matrix theory, and supergravity phases, giving rise to thermodynamically observable cross-over effects.

The organization of this paper is as follows. In section 2, we collect various preliminary facts regarding NCOS theory as decoupling limit of string theory and the form of the $`SL(2,𝐙)`$ S-duality transformations. In section 3, we analyze the role of supergravity dual and the Hagedorn transition for the theory corresponding to a given set of charges $`P`$ and $`Q`$. In section 4, we describe how the various dual descriptions fit together to form a continuous, though fractal, phase diagram. We conclude in section 5.

## 2 Preliminaries

### 2.1 Parameters of 1+1-d NCOS theory

In this subsection we introduce the parameter space of 1+1-d non-commutative open string theory.

Since 1+1-d NCOS theory is an interacting theory of open strings, it is specified by an open string coupling constant, $`G_o`$, and by the string tension, $`\alpha _{eff}^{}`$. In addition, we can introduce $`U(Q)`$ Chan-Paton factors, as well as turn on a discrete electric flux. In two dimensions, this flux behaves like a discrete $`\theta `$ parameter

$$\theta =\frac{2\pi P}{Q}$$
(2.1)
where $`P`$ is an integer ranging from zero to $`Q1`$. In the language of the underlying IIB string theory, $`P`$ and $`Q`$ count the number of fundamental and Dirichlet strings, respectively, that make up the bound state .

Just as in ordinary open string theory, we can expect that, in a suitable low energy regime, NCOS theory reduces to 1+1-d super Yang-Mills theory with $`U(Q)`$ gauge symmetry. The dimensionful gauge coupling $`g_{_{YM}}`$ is related to the NCOS coupling and string length via111Here and hereafter, we will ignore constant numerical factors of order one.

$$g_{_{YM}}^2=\frac{G_o^2}{\alpha _{eff}^{}}.$$
(2.2)
This infrared gauge theory should not be confused with the S-dual Yang-Mills theory in the ultraviolet of NCOS frequently discussed in the literature .

Since $`g_{_{YM}}^2`$, $`\alpha _{eff}^{}`$, and $`G_o^2`$ are related by (2.2), any two out of the three can be taken as the parameters defining the theory. For our purposes it will be convenient to think of NCOS theory as a modification of super Yang-Mills theory in the ultraviolet, induced by an irrelevant space-time non-commutativity perturbation. To emphasize this point of view, we will choose our parameters to be $`g_{_{YM}}^2`$ and $`G_o^2`$. We will see later that, contrary to some claims in the literature , $`G_o^2`$ can in fact take on arbitrary positive real values, which from the gauge theory perspective sets the scale of the non-commutativity parameter, in units set by $`g_{_{YM}}^2`$. Ordinary super Yang-Mills theory is recovered in the limit $`G_o^20`$, with $`g_{_{YM}}`$ held fixed.

To summarize, the set of independent parameters that we will use to parameterize non-commutative open strings in 1+1 dimensions are the following:

$$\{\text{}g_{_{YM}}^2,G_o^2,P,Q\}.$$
(2.3)
For the purpose of studying the action of $`SL(2,𝐙)`$ duality group on these parameters, it will sometimes be useful to separate the factor $`N`$ which is the greatest common divisor of $`P`$ and $`Q`$ and write

$$P=Np,Q=Nq$$
(2.4)
where $`p`$ and $`q`$ are relatively prime integers.

### 2.2 SYM Decoupling limit of (P,Q) strings

Here we recall the decoupling limit of the $`(P,Q)`$ string theory that produces 1+1-dimensional SYM theory, and introduce its supergravity dual.

Starting from the world sheet theory of a $`(P,Q)`$ string bound state in IIB string theory, we can consider the limit

$$g_s0$$
(2.5)
while focusing on physics taking place at energy scale or temperature of order

$$T^2g_{_{YM}}^2=\frac{g_s}{\alpha ^{}}.$$
(2.6)
In this limit, the world sheet theory reduces to 1+1 dimensional super Yang-Mills theory with gauge coupling $`g_{_{YM}}`$, gauge group $`U(Q)`$ and $`P`$ units of electric flux.

To formulate the corresponding near horizon supergravity geometry, we can start from the full IIB supergravity solution of the $`(P,Q)`$ string obtained by Schwarz in . This solution is parameterized by the asymptotic values of the string coupling and axion field, and by the two quantized charges $`P`$ and $`Q`$. Applying the scaling limit (2.5), while focusing on the range of radial coordinates parameterized by $`U=r/\alpha ^{}`$ with $`r`$ as in , gives

$`ds^2`$ $`=`$ $`\alpha ^{}\left({\displaystyle \frac{U^3}{g_{_{YM}}\sqrt{Q}}}(dt^2+dx^2)+{\displaystyle \frac{g_{_{YM}}\sqrt{Q}}{U^3}}(dU^2+U^2d\mathrm{\Omega }_7^2)\right)`$ (2.7)
$`e^\varphi `$ $`=`$ $`{\displaystyle \frac{g_{_{YM}}^3\sqrt{Q}}{U^3}}`$ (2.8)
$`\chi `$ $`=`$ $`{\displaystyle \frac{P}{Q}}`$ (2.9)
$`B_{NS}`$ $`=`$ $`0`$ (2.10)
$`B_{RR}`$ $`=`$ $`{\displaystyle \frac{\alpha ^{}U^6}{g_{_{YM}}^4Q}}.`$ (2.11)
The metric, the dilaton, and the two-form fields are exactly the same as the near horizon limit of the $`(0,Q)`$ string . The effect of the non-vanishing electric flux manifests itself only in the constant axion background (2.9).

The dual supergravity description of the $`(P,Q)`$ gauge theory is valid in the regime of couplings and scales where both the string coupling $`e^\varphi `$ and the curvature of the near-horizon geometry, measured in string units, remain small.

### 2.3 The NCOS decoupling limit of (P,Q) strings

Here we describe the decoupling limit of $`(P,Q)`$ string theory that produces 1+1-dimensional NCOS theory, and introduce its supergravity dual. A new element in our discussion is that, as a result of including the IIB axion field, the NCOS coupling $`G_o^2`$ is incorporated as a continuous free parameter.

1+1-dimensional NCOS theory arises from the world-sheet theory on the $`(P,Q)`$ string bound state in IIB theory upon taking the decoupling limit

$$g_s\mathrm{},g_s^2\alpha ^{}\mathrm{fixed}.$$
(2.12)
This limit is S-dual to the SYM limit (2.5). The NCOS parameters $`\alpha _{eff}^{}`$ and $`G_o^2`$ are related to the IIB parameters via

$$g_s^2\alpha ^{}=G_o^4\alpha _{eff}^{},\alpha ^{}\mathrm{tr}F=1\frac{\alpha ^{}}{2\alpha _{eff}^{}},$$
(2.13)
where $`F=ϵ^{01}F_{01}`$ is the $`U(Q)`$ Yang-Mills field strength on the D-string worldsheet. In the limit (2.12), $`\mathrm{tr}F`$ is automatically tuned to approach its critical value $`\alpha ^{}\mathrm{tr}F=1`$, at precisely such a rate that its electrostatic force counteracts the infinite fundamental open string tension, so as to produce a finite effective tension $`\alpha _{eff}^{}`$ of the NCOS strings.

To see this explicitly, consider the Born-Infeld effective lagrangian of the D-string bound state (omitting all fields except the 1+1-d gauge field)

$$=\frac{1}{g_s\alpha ^{}}\mathrm{tr}\sqrt{(1(\alpha ^{}F)^2)}+\chi \mathrm{tr}F.$$
(2.14)
Here we included the topological term associated with the constant axion field $`\chi `$. The compactness of the gauge group implies that the $`U(1)`$ part of the electric field $`P=\mathrm{tr}E`$ where $`E`$, defined as the canonical conjugate to the gauge field $`E=\frac{}{\dot{A}}`$, takes on integer values only. Inverting the relation

$$P\chi Q=\frac{\alpha ^{}\mathrm{tr}F}{g_s\sqrt{(1(\alpha ^{}F)^2)}}$$
(2.15)
reveals that the field strength indeed becomes near-critical in the NCOS limit (2.12)

$$\mathrm{tr}F\mathrm{\hspace{0.17em}1}\frac{Q^2}{2g_s^2(P\chi Q)^2}.$$
(2.16)
Furthermore, from the relations (2.13) defining the NCOS parameters, we read off that

$$G_o^2=\frac{Q}{|P\chi Q|}.$$
(2.17)
As claimed, the effective coupling $`G_o^2`$ can thus indeed attain arbitrary real, positive values. As we will see shortly, the existence of more general NCOS theories with a continuously varying coupling also naturally arises from S-duality symmetry of the underlying IIB string theory.

The full supergravity solution dual to the 1+1-d non-commutative open string theory, for arbitrary values of the parameters $`\{g_{_{YM}},G_o,P,Q\}`$, follows from the general expression obtained by Schwarz in , by applying the NCOS scaling limit (2.12). One finds

$`ds^2`$ $`=`$ $`\alpha ^{}\left(1+{\displaystyle \frac{U^6G_o^4}{g_{_{YM}}^6Q}}\right)^{1/2}\left({\displaystyle \frac{U^3}{g_{_{YM}}\sqrt{Q}}}(dx_0^2+dx_1^2)+{\displaystyle \frac{g_{_{YM}}\sqrt{Q}}{U^3}}(dU^2+U^2d\mathrm{\Omega }_7^2)\right),`$ (2.18)
$`e^\varphi `$ $`=`$ $`{\displaystyle \frac{g_{_{YM}}^3\sqrt{Q}}{U^3}}\left(1+{\displaystyle \frac{U^6G_o^4}{g_{_{YM}}^6Q}}\right),`$ (2.19)
$`\chi `$ $`=`$ $`{\displaystyle \frac{g_{_{YM}}^2PQ+G_o^2(G_o^2P+Q)U^6}{Q(g_{_{YM}}^6Q+G_o^4U^6)}},`$ (2.20)
$`B_{NS}`$ $`=`$ $`{\displaystyle \frac{\alpha ^{}G_o^2U^6}{g_{_{YM}}^4Q}},`$ (2.21)
$`B_{RR}`$ $`=`$ $`{\displaystyle \frac{\alpha ^{}(Q+G_o^2P)U^6}{g_{_{YM}}^4Q^2}}.`$ (2.22)
Here, relative to the notation used in , we made the identifications

$$g_s^2=\frac{G_o^6}{\alpha ^{}g_{_{YM}}^2},\chi _{\mathrm{}}=\frac{P}{Q}+\frac{1}{G_o^2},r^2=\frac{\alpha ^{}G_o^2U^2}{g_{_{YM}}^2}.$$
(2.23)
This dual supergravity description of $`(P,Q)`$ NCOS theory is valid in the regime of couplings and scales where both $`e^\varphi `$ and the curvature of the near-horizon geometry remain small.

### 2.4 SL(2,Z) duality of NCOS theory

In this subsection, we describe how $`SL(2,𝐙)`$ S-duality transformations act on the NCOS data $`g_{_{YM}}^2`$, $`G_o^2`$, $`P`$, and $`Q`$, and write the supergravity data in a more manifestly S-duality covariant form.

Before taking any decoupling limit, the $`(P,Q)`$ strings are permuted by the $`SL(2,𝐙)`$ S-duality symmetry of the IIB theory, via

$$\left(\begin{array}{c}\stackrel{~}{P}\\ \stackrel{~}{Q}\end{array}\right)=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\left(\begin{array}{c}P\\ Q\end{array}\right),$$
(2.24)
which leaves $`N=`$gcd$`(P,Q)`$ invariant. The string coupling $`g_s`$ and axion $`\chi `$ transform via

$$\stackrel{~}{\lambda }=\frac{a\lambda +b}{c\lambda +d},\lambda =\chi +\frac{i}{g_s}.$$
(2.25)
Evidently, S-duality does not preserve the super Yang-Mills decoupling limit; instead it is mapped onto the NCOS limit.

The NCOS limit, on the other hand, is in general preserved. The axion field $`\chi _{\mathrm{}}`$ transforms like

$$\stackrel{~}{\chi }_{\mathrm{}}=\frac{a\chi _{\mathrm{}}+b}{c\chi _{\mathrm{}}+d}$$
(2.26)
in the scaling limit. For generic values of $`\chi _{\mathrm{}}`$, the $`SL(2,𝐙)`$ transformed value is again finite, and thus the transformed theory is also a regular NCOS theory. Using the relations (2.13) and (2.17) with the IIB parameters, a straightforward calculation shows that the $`SL(2,𝐙)`$ transformation law for the NCOS parameters reads

$`\left(\begin{array}{c}\stackrel{~}{P}\\ \stackrel{~}{Q}\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\left(\begin{array}{c}P\\ Q\end{array}\right)`$ (2.33)
$`\stackrel{~}{g}_{_{YM}}^2`$ $`=`$ $`{\displaystyle \frac{g_{_{YM}}^2(cP+dQ)^3}{Q^3}},`$ (2.34)
$`\stackrel{~}{G}_o^2`$ $`=`$ $`{\displaystyle \frac{(cP+dQ)(cQ+(cP+dQ)G_o^2)}{Q^2}}.`$ (2.35)
These formulas closely resemble the Morita duality transformations of the parameters of non-commutative Yang-Mills theory .

Note that, in the special case that $`\chi `$ and $`G_o^2`$ are rational, there is always one particular $`SL(2,Z)`$ transformation for which the denominator in (2.26) vanishes, which implies that the transformed theory has $`\stackrel{~}{G}_o^2=0`$. Hence in this case the NCOS theory can be mapped back onto a commutative SYM theory. Conversely, this means that any NCOS theory with rational $`G_o^2`$ has a precise field theoretic definition via this equivalent SYM gauge theory. NCOS theories with irrational $`G_o^2`$, on the other hand, do not have such a UV definition; they need to be defined via the corresponding IIB decoupling limit (2.12).

In order to make the $`SL(2,𝐙)`$ multiplet structure of the supergravity background more manifest, it is convenient to go to the Einstein frame, where the metric becomes

$$ds^2=l_p^2\left(\frac{U^3}{g_{_{YM}}^3\sqrt{Q}}\right)^{1/2}\left(\frac{U^3}{g_{_{YM}}\sqrt{Q}}(f(U)dx_0^2+dx_1^2)+\frac{g_{_{YM}}\sqrt{Q}}{U^3}(f^1(U)dU^2+U^2d\mathrm{\Omega }_7^2)\right).$$
(2.36)
Here we have included the thermal factor

$$f(U)=1\frac{U_0^6}{U^6}.$$
(2.37)
This solution describes a non-extremal black string with a horizon located at $`U=U_0`$. It should therefore be interpreted as the supergravity dual of generic NCOS theory at a finite temperature $`T_0`$. The relation between $`U_0`$ and $`T_0`$ can be determined by analytically continuing the solution to Euclidean signature $`t=i\tau `$ and looking at the metric in the $`U`$ and $`\tau `$ coordinates near $`U=U_0`$. Introducing the coordinate

$$\rho ^21\frac{U_0^6}{U^6}$$
(2.38)
the metric near $`\rho =0`$ take the form

$$ds^2(d\rho ^2+\frac{9U_0^4}{g_{_{YM}}^2Q}\rho ^2d\tau ^2)$$
(2.39)
from which we infer that (up to factors of order one), the temperature $`T_0`$ equals

$$T_0\frac{U_0^2}{g_{_{YM}}\sqrt{Q}}.$$
(2.40)
This is the standard UV/IR relation for D1-branes .

Since temperature is a physical notion independent of the S-duality orbit, let us now choose to parameterize the radial coordinate by

$$T=\frac{U^2}{g_{_{YM}}\sqrt{Q}},$$
(2.41)
and introduce the $`SL(2,𝐙)`$ invariant combination

$$\gamma ^2=\frac{g_{_{YM}}^2}{Q^3}.$$
(2.42)
Replacing $`g_{_{YM}}^2`$ and $`U`$ by $`\gamma ^2`$ and $`T`$, the supergravity solution in Einstein frame becomes

$`ds^2`$ $`=`$ $`l_p^2\left({\displaystyle \frac{T}{\gamma }}\right)^{1/4}\left(T^2(dt^2+dx^2)+{\displaystyle \frac{1}{4T^2}}dT^2+d\mathrm{\Omega }_7^2\right)`$ (2.43)
$`\left(\begin{array}{c}B_{NS}\\ B_{RR}\end{array}\right)`$ $`=`$ $`l_p^2\left(\begin{array}{c}G_o^2\\ 1+\frac{G_o^2P}{Q}\end{array}\right)\left({\displaystyle \frac{T^3}{\gamma Q}}\right)`$ (2.48)
$`e^\varphi `$ $`=`$ $`{\displaystyle \frac{\gamma ^3Q^4+G_o^4T^3}{\gamma ^{3/2}Q^2T^{3/2}}}`$ (2.49)
$`\chi `$ $`=`$ $`{\displaystyle \frac{\gamma ^3PQ^4+G_o^2(G_o^2P+Q)T^3}{Q(\gamma ^3Q^4+G_o^4T^3)}}.`$ (2.50)
As expected, we see that the Einstein frame metric is S-duality invariant. The two-form fluxes and the axion and dilaton fields, on the other hand, transform covariantly.

In the following, we will identify the dilaton profile (2.49) as a function of the radial coordinate $`T`$ with the actual effective string coupling, in the given $`(P,Q)`$ frame, as a function of the physical temperature. The justification for this identification is that, at temperature $`T_0`$, most of the degrees of freedom of the supergravity can be thought of as being localized near the black string horizon at $`T=T_0`$. Indeed, provided we are in a regime where the supergravity description is valid, we can identify the thermodynamic entropy density of the NCOS theory with the Bekenstein-Hawking entropy of the black string

$$s=\frac{S}{V}=\frac{A_H}{l_p^8V}=\frac{T^2}{\gamma }.$$
(2.51)
This confirms that the NCOS matter can be thought of as forming the thermal atmosphere of the black string, and that the strength of interactions is governed by the effective string coupling $`e^\varphi `$ close to the horizon at $`T=T_0`$.

## 3 Phases of NCOS theory

In the previous section, we formulated NCOS both as a decoupled theory on a brane and as a supergravity dual. As we emphasized in the introduction, these two formulations of the same theory should complement one another, in the sense that depending on the circumstances, one or the other should single itself out as the preferred description of the system. Let us address this issue concretely by first fixing all of the parameters $`g_{_{YM}}^2`$, $`G_o^2`$, $`P`$ and $`Q`$, while varying the temperature.

For starters, the value of the dilaton needs to stay small in order for the theory to be weakly coupled. From the form of the dilaton given in (2.49), we find that this restricts the temperature to take value in the range $`e^\varphi 1`$, or

$$Q^2\left(\frac{1\sqrt{14G_o^4}}{2G_o^4}\right)\left(\frac{T}{\gamma }\right)^{3/2}Q^2\left(\frac{1+\sqrt{14G_o^4}}{2G_o^4}\right).$$
(3.1)
It is clear that $`G_o^2`$ must be less than $`1/2`$ for this region to exist, and that the region is bounded below at $`T^{3/2}=\gamma ^{3/2}Q^2`$. We will analyze what happens outside this range of temperatures in the following section.

Let us now explore the full range of validity of the $`(P,Q)`$ supergravity description. The general criteria for the effectiveness of supergravity description  dictate that the curvature radius as measured in the string frame metric should be large compared to the string length. The curvature radius of the background (2.43) can be estimated from the radius of the 7-sphere forming the black string horizon. Comparing this radius with the string length, we thus deduce that the supergravity approximation breaks down in the region

$$\frac{R^2}{\alpha ^{}}=\left(\frac{T}{\gamma }\right)^{1/4}e^{\varphi /2}1.$$
(3.2)
It can be seen that this region is completely contained inside of the range (3.1). Both regions are indicated in figure 1, for values of $`G_o^2`$ ranging from $`1/2`$ to $`1/2`$. For the vertical coordinate in the figure we have chosen $`T^{3/2}`$, so that the $`e^\varphi =1`$ boundary (3.1) takes the form of a circle, indicated by the black dashed line. The regime (3.2) is bounded by the red solid line, so that the supergravity description is valid in the region inside the black dotted line and outside the red solid line. Note that the ultraviolet is at the lower end of the figure.

Since the curvature radius of the supergravity is small inside the red circle, we can expect that the dual gauge theory description may take over in this region. This is most easily verified at the special vertical line at $`G_o^2=0`$, where the non-commutativity parameter is turned off. This line corresponds to ordinary 1+1 dimensional super Yang-Mills theory. The red line intersects the $`G_0^2=0`$ axis at $`T^2=g_{_{YM}}^2/Q`$, which is indeed exactly the point where the ’t Hooft coupling of the gauge theory is of order one. Moreover, since SYM theory in 1+1 dimensions is super-renormalizable, the gauge theory description remains valid for arbitrarily high energies; this is indicated in the figure 1 by the fact that the red circle is touching the abscissa.

Away from $`G_o^2=0`$, the effect of non-commutativity should manifest itself. Specifically, when starting from the infra-red (from above in the figure), we expect that when the temperature $`T`$ reaches the scale set by the NCOS string tension

$$T=\frac{1}{\sqrt{\alpha _{eff}^{}}}=\sqrt{\frac{g_{_{YM}}^2}{G_o^2}}$$
(3.3)
the theory must undergo a Hagedorn transition. Beyond this temperature, the system is most accurately described by a matrix string theory (MST) phase , that is a sigma model on $`𝐑^8/S_N`$ describing the eigenvalue dynamics of the matrix scalar fields of the SYM model. These matrix strings can be thought of as ionized NCOS strings, that due to the thermal fluctuations have managed to escape the D-string bound state via the Coulomb branch. A concrete quantitative check of this physical picture is provided by the fact that the effective tension of a long fundamental string that escapes to infinity in the supergravity geometry (2.18) coincides with the tension of the NCOS strings:

$$\frac{1}{2\alpha _{eff}^{}}=\frac{1}{\alpha ^{}}(\sqrt{g_{00}^sg_{11}^s}+B_{NS})=\frac{g_{_{YM}}^2}{2G_o^2}.$$
(3.4)
The range of temperatures in which this phase dominates is illustrated by the green shaded region in figure 1.

At even higher temperatures, one hits the boundary of the red region where the supergravity description again becomes valid. At that temperature, the long NCOS strings recombine with the D-string due to the strong gravitational attraction caused by the black hole geometry of the supergravity dual . The sequence of phases

$$\text{SUGRA}\text{ }\text{ }\text{NCOS}\text{ }\text{ }\text{MST}\text{ }\text{ }\text{SUGRA}$$
(3.5)
going up in temperature was also described in .

## 4 SL(2,Z) duality cascades

Our remaining task now is to describe what happens outside the black circle in figure 1. Clearly, since the effective string coupling is getting large there, we can expect that the system goes over into another S-dual regime. A small subtlety is that, because of the non-trivial axion background, a simple inversion will not necessarily map strong coupling to weak coupling. More general $`SL(2,𝐙)`$ transformations may be needed.

To address this issue in a systematic way, we will take advantage of the survey of $`SL(2,𝐙)`$ duality transformations of NCOS theory given in section 2. To begin, it will turn out to be convenient to exploit the S-duality equivalence and combine all theories into one single parameterization. The most convenient choice is to take as the base theory, the system with charges

$$P=0,Q=N$$
(4.1)
and couplings

$$g_{_{YM}}^2,G_o^2,$$
(4.2)
and parameterize all the dual theories by the element

$$\mathrm{\Lambda }=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)SL(2,𝐙)$$
(4.3)
which maps it to the system with couplings and charges

$$\stackrel{~}{g}_{_{YM}}^2=d^3g_{_{YM}}^2,\stackrel{~}{G}_o^2=d(c+dG_o^2),\stackrel{~}{P}=bN,\stackrel{~}{Q}=dN.$$
(4.4)
In other words, we can use $`g_{_{YM}}^2`$ to set the scale, and $`G_o^2`$ as the data parameterizing the $`SL(2,𝐙)`$ equivalence class, and $`c`$ and $`d`$ as the data parameterizing the specific elements of the $`SL(2,𝐙)`$ orbit.

In terms of these data, the dilaton profile (2.49) as a function of temperature takes the following form

$$e^\varphi =(c+dG_o^2)^2\left(\frac{T^{3/2}}{\gamma ^{3/2}N^2}\right)+d^2\left(\frac{\gamma ^{3/2}N^2}{T^{3/2}}\right).$$
(4.5)
At this point, it is convenient to introduce the dimensionless parameters

$$x=G_o^2,y=\frac{\gamma ^{3/2}N^2}{T^{3/2}}$$
(4.6)
to quantify the coupling and the temperature, respectively. Note, as we did in section 4, that $`y`$ scales like $`T^{3/2}`$ so small $`y`$ corresponds to large temperature. In terms of $`x`$ and $`y`$, the dilaton profile (4.6) becomes

$$e^\varphi =\frac{(c+dx)^2}{y}+d^2y.$$
(4.7)
Our task is to determine, for given value of the parameters $`x`$ and $`y`$, which effective theory provides the best description of the system. As a first step in this procedure, we will identify the pair of integers $`(c,d)`$ which minimizes the string coupling (4.7) at each given point in the $`(x,y)`$-plane. For this purpose, it is helpful to first draw the locus on the $`(x,y)`$-plane for which $`e^\varphi =1`$ for all possible integers $`(c,d)`$. These loci are circles and are illustrated in figure 2.a.

The circle corresponding to $`(c,d)=(0,1)`$ is the one drawn earlier in figure 1; the rest are its generalizations to other values of $`(c,d)`$. Inside each of the circles, the corresponding string coupling $`g_s=e^\varphi `$ is smaller than 1. None of the circles overlap, so if a point $`(x,y)`$ happens to be inside a $`(c,d)`$ circle, the most weakly coupled theory is the one labeled by $`(c,d)`$. There are some points, however, which are not covered by the circles. Here we can not apply $`SL(2,𝐙)`$ duality to make the string coupling less than one. However, since we are only interested in identifying the dual theory which minimizes the dilaton, we can take the freedom to extend the circular regions in such a way that adjoining $`(c,d)`$ cells have the same value of the dilaton along the boundary. The resulting $`(c,d)`$ cells, which now fill the entire $`(x,y)`$ plane, are illustrated in figure 2.b.

These $`(c,d)`$ regions on the phase diagram have an identical structure to that found in  in the context of non-commutative gauge theory on a torus, where the role of $`SL(2,𝐙)`$ was played by the Morita equivalence relation. As was emphasized in , these phase structures also bear very interesting resemblance to the phase structure of lattice spin models with $`\theta `$ parameters considered in . Similar structures have also appeared in the context of dissipative Hofstadter model  and quantum Hall systems .

The analysis of the phase structure in each of the $`(c,d)`$ cells will closely parallel our earlier discussion in section 3. In particular, we expect that within each of the cells, we can identify three different regions, corresponding to the effective gauge theory phase, matrix string phase, and the supergravity phase. The respective ranges of validity of these different phases are summarized in the phase diagram displayed in figure 3.

Let us highlight some of the features of this phase diagram.

* The vertical axis is proportional to $`T^{3/2}`$, so that the ultraviolet corresponds to the bottom, and the infrared to the upper end of the figure. Each vertical slice corresponds to the $`(0,N)`$ NCOS theory with given $`G_o^2`$.
* For every rational value of $`G_o^2`$, there is a $`(c,d)`$ cell touching the horizontal axis at $`y=0`$. At this point

$$\stackrel{~}{G}_o^2=d(c+dG_o^2)=0,$$
(4.8)
it corresponds to an ordinary super Yang-Mills theory, with gauge group $`U(dN)`$ and electric flux $`P=bN`$.
* Starting from a given SYM gauge theory with E-flux, one can flow upwards in $`y`$ toward the infrared. It is possible that the system then crosses over into another $`(c,d)`$ cell, and reaches another effective gauge theory phase. This effective gauge theory is deformed with an irrelevant non-commutative perturbation, proportional to the effective tension of the corresponding NCOS phase. This sequence of phases has been described in . What we see here, however, is that the sequence of phases does not necessarily stop here: by going further toward the infrared, one can potentially cross many more $`(c,d)`$ cells before reaching the deep infrared region at $`y=\mathrm{}`$.
* The number of $`SL(2,𝐙)`$ transformations involved in the flow from the UV to the IR depends sensitively on the rationality of $`G_o^2`$. Irrational values of $`G_o^2`$ require infinitely many $`SL(2,𝐙)`$ transformation in the ultraviolet region, as indicated by the fractal phase pattern illustrated in figure 3.
* Since the ionization/recombination phase transition associated with the Hagedorn scale takes place in each of the $`(c,d)`$ cells, the system can undergo these transitions multiple times as the temperature is varied monotonically.

As a concrete illustration of this type of duality cascade, let us consider a given theory with parameters

$$P=0,Q=N,G_o^2=\frac{1}{n_1\frac{1}{n_2}}$$
(4.9)
corresponding in the ultra-violet to a $`U(N(n_1n_21))`$ super Yang-Mills theory with $`Nn_1`$ units of electric flux. The SYM degrees of freedom, however, are weakly coupled in the far UV only. In particular, since electric flux creates a mass gap in two dimensions, one expects that towards the infra-red, the $`U(Q)`$ gauge symmetry gets broken to $`U(N)`$. Ultimately, the system will flow towards $`U(N)`$ matrix string theory.

It is instructive to trace all the intermediate phases between the UV gauge theory phase and the IR matrix string phase. They are listed in figure 4, where we have also indicated the behavior of the entropy in all different phases. It will turn out that the phases are well separated provided that $`n_2Nn_1N^21`$.

Starting from the infra-red, flowing down towards the UV, the system first follows the successive phases outlined in  and . Continuing further towards the UV, however, the theory again enters a supergravity phase. At the point where $`e^\varphi =1`$, we now need to apply the S-duality transformation

$$\left(\begin{array}{cc}\hfill 0& \hfill 1\\ \hfill 1& \hfill n_1\end{array}\right),$$
(4.10)
connecting to an NCOS theory with charges $`(N,Nn_1)`$. Then, after a similar sequence of supergravity, gauge theory, and matrix string theory phases, the duality cascade continues via the S-duality transformation

$$\left(\begin{array}{cc}\hfill 0& \hfill 1\\ \hfill 1& \hfill n_2\end{array}\right)$$
(4.11)
which finally takes us to a commutative theory with charges $`(P,Q)=(Nn_1,N(n_1n_21))`$.

## 5 Conclusions

In this article, we investigated the full phase structure of non-commutative open string theories in 1+1 dimensions and found a rich fractal structure closely resembling the phase structure of non-commutative gauge theory on a torus. The most striking conclusion of our analysis is that, with increasing temperature, the system can undergo multiple transitions between alternating gauge theory, matrix string theory, and supergravity phases.

A comment is in order regarding the nature of the thermodynamic transitions at the various phase boundaries. Since we are working in 1+1 dimensions, strictly speaking there should not be any phase transition, unless possibly when we take the large $`N`$ limit. At large but finite $`N`$, it is more appropriate to refer to the transitions between the different phases as “crossovers.” It is conceivable, however, that in the $`N\mathrm{}`$ limit, some of the crossovers (in particular the Hagedorn transition) may actually become true phase transitions. Even without sharp transitions, however, the duality cascade described in this article should have many observable consequences.

For rational values of $`G_o^2`$, the thermodynamics described here is that of ordinary super Yang-Mills theory with some electric flux. It would be interesting to see if it is possible to reproduce some of our results more directly via other techniques. For example, it may be possible to find signatures of these phase transitions in the behavior of the thermal partition function of the gauge theory or of the two-point function of the stress energy tensor . Perhaps a computation on the lattice or DLCQ methods  can provide some useful insights.

Much of the $`SL(2,𝐙)`$ structure of NCOS theory in 1+1 dimension can rather straightforwardly be generalized to higher dimensions. There are several important differences, however. In 3+1 dimensions, for example, $`g_{_{YM}}^2`$ is a freely adjustable dimensionless quantity. Therefore, the full phase diagram will be three dimensional, parameterized by $`g_{_{YM}}^2`$, $`G_o^2`$, and $`T`$ (measured in units of the NCOS string length). A preliminary study indicates that the cross sections with constant $`g_{_{YM}}^2`$ display an analogous structure as describe here, whereas the cross sections for constant $`G_0^2`$ look similar to the phase diagram described in  for the case of small $`G_o^2`$. It should be instructive to map out the full multi-dimensional phase structure also for these higher dimensional cases.

Another interesting open question about the 1+1-dimensional case is what happens in the case of irrational $`G_o^2`$. In this case the system does not have any known UV definition. Nonetheless, at any finite temperature, it can be approximated to arbitrary precision by a sequence of rational $`G_o^2`$ theories, which do have a UV description. It would be very interesting to find out whether the irrational theory allows for an independent UV fixed point description.

## Acknowledgements

We would like to thank M. Berkooz, S. Gubser, N. Itzhaki, and E. Rabinovici for useful remarks and discussions. We also thank ITP, Santa Barbara and the Amsterdam String Workshop, where part of this work was done. The work of AH is supported in part by the Marvin L. Goldberger fellowship and the DOE under grant No. DE-FG02-90ER40542, and that of H.V. and C.S.C. is supported by NSF-grant 98-02484.


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# Crashes, Recoveries, and ‘Core-shifts’ in a Model of Evolving Networks

## Abstract

A model of an evolving network of interacting molecular species is shown to exhibit repeated rounds of crashes in which several species get rapidly depopulated, followed by recoveries. The network inevitably self-organizes into an autocatalytic structure, which consists of an irreducible ‘core’ surrounded by a parasitic ‘periphery’. Crashes typically occur when the existing autocatalytic set becomes fragile and suffers a ‘core-shift’, defined graph theoretically. The nature of the recovery after a crash, in particular the time of recovery, depends upon the organizational structure that survives the crash. The largest eigenvalue of the adjacency matrix of the graph is an important signal of network fragility or robustness.
PACS numbers: 89.75.Fb, 87.23.Kg, 64.60.Cn, 05.65.+b

Sanjay Jain∗,†,‡,¶ and Sandeep Krishna∗,¶

Centre for Theoretical Studies, Indian Institute of Science, Bangalore 560 012, India

Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM 87501, USA

Jawaharlal Nehru Centre for Advanced Scientific Research, Bangalore 560 064, India

Emails: jain@cts.iisc.ernet.in, sandeep@physics.iisc.ernet.in

The dynamics of crashes and recoveries has been the subject of several empirical and modeling studies in macroevolution (for reviews, see ) and finance . The main attempt of most models has been to reproduce quantitatively the observed statistics of event sizes. However, it is also worthwhile to ask whether large events share other common features, or signatures, that precede the event or characterize the kind of systemic transformation caused by them. Here we present a structural analysis, based on network properties, of events that occur in a model  in which populations of molecular species co-evolve with their network of catalytic interactions . We find large crashes to be associated with a particular kind of structural change in the network, which we call a ‘core-shift’, and identify network characteristics that signal the system’s susceptibility to crashes. This kind of analysis might be useful for other models of biological and social evolution.

The system is a directed graph with $`s`$ nodes labeled $`iS\{1,2,\mathrm{},s\}`$, represented by its adjacency matrix $`C(c_{ij})`$. If there exists a directed link from node $`j`$ to node $`i`$ in the graph then $`c_{ij}=1`$, else $`c_{ij}=0`$. Each node represents a molecular species in a prebiotic pond and $`c_{ij}=1`$ means that $`j`$ is a catalyst for the production of $`i`$. The dynamical variables are the ‘relative population vector’ of the species $`𝐱\{(x_1,\mathrm{},x_s)|0x_i1,_{i=1}^sx_i=1\}`$, which is a fast variable, and the graph itself (or $`C`$), which is a slow variable. Initially, each $`c_{ij}`$ for $`ij`$ is independently chosen to be unity with a probability $`p`$ and zero with a probability $`1p`$. To exclude self-replicating species, $`c_{ii}0`$ for all $`i`$. Each $`x_i`$ is chosen randomly in $`[0,1]`$ and all $`x_i`$ are rescaled so that $`_{i=1}^sx_i=1`$. With $`C`$ fixed, $`𝐱`$ is evolved according to

$$\dot{x}_i=\underset{j=1}{\overset{s}{}}c_{ij}x_jx_i\underset{k,j=1}{\overset{s}{}}c_{kj}x_j$$
(1)
until it reaches its attractor (always a fixed point ), denoted $`𝐗`$. (1) is an idealization of rate equations for catalyzed reactions in a well stirred chemical reactor. The set $``$ of nodes with the least $`X_i`$ is determined, i.e, $`=\{iS|X_i=min_{jS}X_j\}`$. A node, denoted $`k`$, is picked randomly from $``$ and for every $`ik`$ $`c_{ik}`$ and $`c_{ki}`$ are independently reassigned to unity with probability $`p`$ and zero with probability $`1p`$, irrespective of their earlier values. This corresponds to removing the node $`k`$ and all its links from the graph and replacing it by a new node $`k`$ with random links to and from the other nodes. $`c_{kk}`$ is set to zero, $`x_k`$ is set to a small constant $`x_0`$, all other $`x_i`$ are perturbed by a small amount from their existing value $`X_i`$, and all $`x_i`$ are rescaled so that $`_{i=1}^sx_i=1`$. This captures, in an idealized way, the impact of a periodic fluctuation like a tide or flood, which can wash out one of the least populated species in the pond (extremal selection ), and bring in a new molecular species whose catalytic links with those in the pond are random (introduction of novelty). Then $`𝐱`$ is again evolved to its new attractor, another graph update is performed, and so on.

Fig. 1 shows the number of populated species in the attractor (i.e., species with $`X_i>0`$), $`s_1`$, as a function of time for three runs with different $`p`$ values. Time is represented by $`n`$, the number of graph updates. Three regimes or phases of behaviour can be observed. First, the ‘random phase’ in which $`s_1`$ fluctuates about a low value. Second, the ‘growth phase’, when $`s_1`$ shows a clear rising tendency (occasionally punctuated by drops). Third, the ‘organized phase’ where $`s_1`$ stays close to its maximum value, $`s`$. The average time spent in each phase depends upon $`p`$ and $`s`$. In this letter we investigate the large and sudden drops in $`s_1`$, visible in Fig. 1 (mentioned briefly in ). These ‘crashes’ in the organized and growth phases are followed by ‘recoveries’, in which $`s_1`$ rises on a certain timescale. Fig. 2 shows the probability distribution $`P(\mathrm{\Delta }s_1)`$ of changes in the number of populated species, $`\mathrm{\Delta }s_1(n)s_1(n)s_1(n1)`$. The asymmetry between rises and drops as well as fat tails in the distribution of fluctuations are evident. For low $`p`$ the probability of large drops is an order of magnitude greater than intermediate size drops (also see Fig. 1) .

An autocatalytic set (ACS) is said to be a set of species which contains a catalyst for each of its members . Here it is a subgraph each of whose nodes has at least one incoming link from a node of the same subgraph. (A subgraph is a subset of nodes together with all their mutual links.) For example in Fig. 3, the subgraph formed by nodes 40, 93, 36, 51 is not an ACS, but that formed by 40, 93, 36, 51, 63 is. The subgraph of all black nodes is also an ACS. Let $`\lambda _1(C)\lambda _1`$ be the largest eigenvalue of $`C`$. It can be shown  that (i) if the graph does not have an ACS then $`\lambda _1=0`$, and if it does then $`\lambda _11`$. (ii) $`𝐗`$ is an eigenvector of $`C`$ with eigenvalue $`\lambda _1`$. (iii) The set of nodes for which $`X_i>0`$ is uniquely determined by $`C`$, independent of (generic) initial condition on $`𝐱`$. (iv) If $`\lambda _11`$ the subgraph formed by the set in (iii) constitutes an ACS, which will be referred to as the ‘dominant ACS’. (We find X from these algebraic properties, rather than numerically integrating (1).)

In the random phase the graph has no ACS (in Fig. 1 this phase coincides with $`\lambda _1=0`$). The graph remains random because non ACS structures are not robust . This phase continues on average for a time $`\tau _a=1/p^2s`$ until at some graph update a small ACS appears by chance and the growth phase begins (in Fig. 1, $`\lambda _1`$ jumps from zero to one at that very time step, and in general, at the beginning of every growth phase). A small ACS is robust. (iv) implies that members of the ACS do well populationally compared to species outside it, hence the latter are replaced in subsequent graph updates. When the new species receives a link from the existing dominant ACS, the latter typically expands and $`s_1`$ increases. This growth and self-organization continues over a timescale $`\tau _g\mathrm{ln}s`$ where $`\tau _g=1/p`$ until the dominant ACS spans the entire graph and $`s_1`$ becomes equal to $`s`$ (see Fig. 3) . That marks the beginning of the organized phase. Note that the entire graph in Fig. 3 is an ACS. In a fully spanned ACS the least populated species must be a member of the ACS. Now competition between members of the dominant ACS becomes important and can lead to fragility and rupture of the organization.

Let us define a crash as a graph update event $`n`$ for which $`\mathrm{\Delta }s_1(n)<s/2`$, i.e., an event in which a significant number (arbitrarily chosen as $`s/2`$) of the species go extinct. In runs with $`s=100,p=0.0025`$ totaling 1.55 million iterations we observed 701 crashes. It is evident from Fig. 1 that crashes typically take place at or near $`\lambda _1=1`$. This can be understood by taking a closer look at the structure of the dominant ACS.

The dominant ACS consists of a ‘core’ and a ‘periphery’. The core of a dominant ACS is the maximal subgraph, $`Q`$, from each of whose nodes all nodes of the dominant ACS can be reached along some directed path. The rest of the dominant ACS is its periphery. For an example see Fig. 3. When the dominant ACS consists of two or more disjoint subgraphs the above definition applies to each component separately . This distinction between core and periphery is useful in the context of the above dynamics. For example, the ratios of $`X_i`$ values of the core nodes are unchanged if any periphery node or link is removed from the dominant ACS, but removing or adding any node or link to the core in general changes all $`X_i`$ ratios. For any subgraph $`A`$ define $`\lambda _1(A)`$ to be the largest eigenvalue of the submatrix of $`C`$ corresponding to $`A`$. Then, it can be shown that $`\lambda _1(Q)`$ is the same as the largest eigenvalue of the whole graph, $`\lambda _1`$. The core (of each component) is an irreducible subgraph (i.e., one which contains at least two nodes and a directed path from each of its nodes to each of its other nodes). It follows from the Perron-Frobenius theorem that if some links are added to the core (with possibly additional nodes) $`\lambda _1`$ increases, and if removed from the core, $`\lambda _1`$ decreases. Thus $`\lambda _1`$ is a measure of the core size and multiplicity of pathways or ‘redundancy’ within it. $`\lambda _1=1`$ corresponds to the case where the core (of every disjoint component of the dominant ACS) has exactly one cycle. Such a core has no internal redundancy; the removal of any link from it will cause the ACS property (of that component) to disappear.

This is one, purely graph theoretical, reason why the organization is fragile in the vicinity of $`\lambda _1=1`$. Another reason is dynamical: when $`\lambda _1>1`$ the core nodes are better protected against selection by virtue of their larger populations, whereas at $`\lambda _1=1`$ they are more vulnerable. The reason is as follows: Since $`𝐗`$ is an eigenvector of $`C`$ with eigenvalue $`\lambda _1`$, when $`\lambda _10`$ it follows that for nodes that belong to the dominant ACS, $`X_i=(1/\lambda _1)_jc_{ij}X_j`$. In particular, if a node $`i`$ of the dominant ACS has only one incoming link (from the node $`j`$, say) then $`X_i=X_j/\lambda _1`$, i.e., $`X_i`$ is ‘attenuated’ with respect to $`X_j`$ by a factor $`\lambda _1`$. The periphery of an ACS is a tree like structure emanating from the core, with most nodes having a single incoming link, for small $`p`$. Consider for example Fig. 3, in which the entire graph is an ACS with $`\lambda _1=1.31`$, and focus in particular on the chain of nodes $`444524295289865478`$. The farther down such a chain a periphery node is, the lower is its $`X_i`$ because of the cumulative attenuation. For such an ACS with $`\lambda _1>1`$ the ‘leaves’ of the periphery tree will typically be the species with least $`X_i`$ (and node 78 in Fig. 3 is one such). However, when $`\lambda _1=1`$ there is no attenuation. Periphery nodes will not have lower $`X_i`$ than core nodes and some may have higher if they have more than one incoming link. Thus at $`\lambda _1=1`$ the core is not protected and in fact will always belong to $``$ if the ACS spans the graph. $`\lambda _1`$ is known to be of significance in other complex systems as well .

We now present evidence that crashes are indeed due to changes in the structure of the core. Define the core overlap, denoted $`Ov(C,C^{})`$, between two graphs $`C`$ and $`C^{}`$ (whose nodes are labeled) as the number of common links in the cores $`Q`$ and $`Q^{}`$ of their dominant ACSs (i.e., the number of ordered pairs of nodes $`(i,j)`$ such that $`Q_{ij}`$ and $`Q_{ij}^{}`$ are both non-zero.) If either $`C`$ or $`C^{}`$ does not have an ACS, $`Ov(C,C^{})`$ is by definition zero. A graph update event at time $`n`$ will be called a core-shift if $`Ov(C_{n1},C_n)=0`$ ($`C_n`$ is the graph at time $`n`$). Fig. 4 shows that most (612) of the 701 crashes were core-shifts. (If a crash is defined as an event in which more than $`90\%`$ of the species become extinct, then there are 235 crashes in these runs of which 226 are core-shifts.) Of the remaining 89 crashes 79 were ‘partial core-shifts’ and 10 were events in which the core remained unchanged.

In the 612 core-shifts, the average number of incoming plus outgoing links is 2.27 for all nodes in the graph, 2.25 for the node that is hit and 1.25 for the new node. Thus the nodes whose exchange causes the crash are not excessively rich in links (and the hit node is always the least populated). ‘Nondescript’ nodes such as these cause system wide crashes because of their critical location in a small core (the average core size at the 612 core-shifts is 6.3 nodes) that is responsible for the coherence and sustenance of the whole network . Core-shifts in which the ACS is completely destroyed typically cause the largest damage (of 612 core-shifts these are 136 in number, with $`|\mathrm{\Delta }s_1|=98.2\pm 1.2`$). The remaining 476 in which an ACS exists after the core-shift have $`|\mathrm{\Delta }s_1|=75.0\pm 14.2`$. The former constitute an increasing fraction of the crashes at smaller $`p`$ values, causing the upturn in $`P(\mathrm{\Delta }s_1)`$ at large negative $`\mathrm{\Delta }s_1`$ for small $`p`$ (Fig. 2).

Let $`\tau _s`$ denote the time for which the system stays in the organized phase until a core-shift occurs. $`\tau _s`$ increases with $`p`$ but its quantitative dependence on $`p`$ and $`s`$ remains an open question. After a crash if there is no ACS the graph usually becomes a random graph in order $`s`$ time steps. It takes on average $`\tau _a=1/p^2s`$ time steps before a new ACS forms . Once an ACS appears it grows exponentially across the graph on a time scale $`\tau _g=1/p`$. After crashes in which an ACS survives the recovery time scale is just $`1/p`$. The asymmetry between positive and negative changes in $`s_1`$ is a natural consequence of different processes being involved in the two cases.

It is characteristic of natural evolution that as different structures arise in the system the nature of the selective pressure on existing structures, and hence their effective dynamics, changes. In the present system we likewise see an effectively random graph evolution when there is no ACS, a self-organizing growth phase when an ACS, a small cooperative and hence robust structure, arises, and competition within the ACS resulting in its eventual fragility when a fully autocatalytic graph is formed. A different system in which the selective pressures and dynamics change as new structures arise is discussed in . Robust yet fragile structures also arise in highly designed systems . In the present model the appearance of different structures dynamically generates different time scales: $`\tau _a`$ in the random phase, $`\tau _g`$ in the growth phase, and the survival time of the core, $`\tau _s`$, in the organized phase. These multiple structures and timescales arise endogenously, i.e., they are all consequences of the same underlying dynamical rules.

We thank O. Narayan for a discussion and drawing our attention to . S.J. acknowledges the Associateship of Abdus Salam International Centre for Theoretical Physics, Trieste, and hospitality of the Max Planck Institute for Mathematics in the Sciences, Leipzig. This work was supported in part by a grant from the Department of Science and Technology, Government of India.

Figure legends
Figure 1. The number of populated species, $`s_1`$ (continuous line), and the largest eigenvalue of $`C`$ (whose significance is discussed later in the text), $`\lambda _1`$ (dotted line), versus time, $`n`$. The $`\lambda _1`$ values shown are $`100`$ times the actual $`\lambda _1`$ value. Runs shown have $`s=100`$, and (a) $`p=0.001`$, (b) $`p=0.0025`$ and (c) $`p=0.005`$.

Figure 2. Probability distribution of changes in the number of populated species. $`P(\mathrm{\Delta }s_1)`$ is the fraction of time steps in which $`s_1`$ changes by an amount $`\mathrm{\Delta }s_1`$ in one time step in an ensemble of runs with $`s=100`$ and $`p=0.001,0.0025,0.005`$. Only time steps where an autocatalytic set initially exists are counted.

Figure 3. The structure of the graph at $`n=2885`$ for the run in Fig. 1b, when the dominant ACS spanned the entire graph for the first time. Node numbers $`i`$ from $`1`$ to $`100`$ are shown in the circles representing the nodes. Black circles correspond to nodes in the ‘core’ of the ACS, and grey to the ‘periphery’, defined in the text.

Figure 4. Frequency, $`f`$, of core overlaps in crashes for runs with $`s=100,p=0.0025`$. The $`x`$-axis displays the value of $`Ov(C_{n1},C_n)`$ in crashes (i.e., in the 701 events with $`\mathrm{\Delta }s_1(n)<50`$).

Figure 2.

Figure 3.

Figure 4.


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# Gravitational lensing statistical properties in general FRW cosmologies with dark energy component(s): analytic results

## I Introduction

The Hubble expansion, the Cosmic Microwave Background Radiation(CMBR) and the primordial Big Bang Nucleosynthesis(BBN) are three cornerstones of the standard hot Big Bang cosmological model. Recently these three kinds of observations have been making a strong case for the existence of a nearly uniform component of dark energy with negative pressure: More than twenty experiments of CMBR measurements have now covered three orders of magnitude in multipole number, and are beginning to define the position of the first acoustic peak at a value that is consistent with a flat universe; However, the deuterium abundance measured in four high redshift hydrogen clouds seen in absorption against distant quasars  combined with baryon fraction in galaxy clusters from X-ray data give a low matter density universe, $`\mathrm{\Omega }_m0.3`$$`0.4`$; The discrepancy between the low matter density and a flat universe is observationally resolved by high redshift Ia type supernovae (SNeIa) observations, which implies an accelerating universe driven by a dark, exotic form of energy component. For a recent review of observational evidence for the dark energy component, reader is referred to Ref. . It seems that determining the amount and nature of the dark energy is emerging as one of the most important challenges in cosmology.

The simplest possibility for the dark energy component is cosmological constant $`\mathrm{\Lambda }`$ or equivalently vacuum energy. In the past, a nonzero cosmological constant has been advocated and then with the improved observational data discarded several times. Due to this checked history and the difficulty in understanding the observed $`\mathrm{\Lambda }`$ in the framework of modern quantum field theory, now most physicists and astronomers prefer other candidates for dark energy, including a frustrated network of topological defects such as strings or walls and an evolving scalar field referred to by some as quintessence etc. As shown in literatures, it is difficult to discriminate against these different possibilities either by the SNeIa data alone or only by the CMBR data. This led some authors to consider the combination of the SNeIa measurements with the anisotropy of CMBR or the large scale structures.

Because of the potential importance of probing the dark energy component and uncertainties of present constraints, it is worthy of examining various cosmological tests for dark energy component(s). It has been long shown that gravitational lensing statistics is an efficient tool for determining cosmological parameters. Some authors have even given the general expressions for the optical depth and average image separation in general Friedman-Robertson-Walker (FRW) cosmological models. But these expressions are complicated and thereby hard to apply in practice. Furthermore, they didn’t involve general dark energy component(s). We reconsider here gravitational lensing statistical properties, such as the optical depth of multiple image, the expectation value of image separation and the probability distribution of image separation, in general FRW cosmologies with various matter and energy components. We also calculate the age of the universe and distance measures, such as the luminosity distance and the angular diameter distance, which are often involved in classical cosmological tests. In some cases we are able to give formulae that are simpler than those found elsewhere in the literature, which could make the cosmological tests for dark energy component(s) more convenient.

The paper is organised as follows: In section 2, we summarize kinematics and dynamics of general FRW cosmologies with dark energy component(s); In section 3, we derive expressions for the age of the universe and the various distance measures; In section 4, using the comoving distance, we generalize and simplify lensing formulae; Results and discussion are given in section 5.

## II Kinematics and dynamics of general FRW cosmologies with dark energy component(s)

For general FRW cosmologies, the metric of spacetime is described by (in the $`c=1`$ unit):

$$ds^2=dt^2+R^2(t)\left[d\chi ^2+f^2(\chi )(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)\right],$$
(1)
where $`f(\chi )=\chi `$ for a flat universe ($`k=0`$), $`f(\chi )=\mathrm{sin}\chi `$ for a closed universe ($`k=+1`$), and $`f(\chi )=\mathrm{sinh}\chi `$ for an open universe ($`k=1`$). Defining the scale factor $`a(t)=R(t)/R_0`$, $`a=1`$ today, and the Friedmann equation takes the form

$$\begin{array}{cc}\left(\frac{\dot{a}}{a}\right)^2& =\frac{8\pi G}{3}_i\rho _i\frac{k}{a^2R_0^2}\hfill \\ & \\ \frac{\ddot{a}}{a}& =\frac{4\pi G}{3}_i(\rho _i+3p_i)\hfill \end{array}$$
(2)
where the dot represents derivatives with respect to $`t`$, and $`i`$ includes all components of matter or energy in the universe, e.g., $`i=m`$ for the total nonrelativistic matter, $`r`$ for the total radiation component, $`\mathrm{\Lambda }`$ for the cosmological constant ($`\rho _\mathrm{\Lambda }\mathrm{\Lambda }/(8\pi G)`$), $`c`$ for the cold dark matter, $`h`$ for the hot dark matter, $`b`$ for the baryons and $`x`$ for some unknown exotic component. If the effective equation of state for the $`i`$-th component is parameterized as $`\omega _i=p_i/\rho _i`$, its density scales as $`\rho _ia^{n_i}`$ where $`n_i=3(1+\omega _i)`$. For instance, nonrelativistic matter scales as $`\rho _ma^3`$ while relativistic matter, such as radiation, changes as $`\rho _ra^4`$, and vacuum energy(cosmological constant) is invariant ($`\rho _\mathrm{\Lambda }a^0`$) as the universe expands. Eq.(2) tells us that all components of matter or energy and a curvature term conspire to drive the universal expansion. It is convenient to assign symbols to their respective fractional contributions at the present epoch. Defining parameters

$$\mathrm{\Omega }_i=\frac{8\pi G}{3H_0^2}\rho _{i0},\mathrm{\Omega }_k=\frac{k}{R_0^2H_0^2},$$
(3)
where $`H_0`$ is the Hubble constant and zero subscripts refer to the present epoch. Eq.(2) implies a relation

$$1=\underset{i}{}\mathrm{\Omega }_i+\mathrm{\Omega }_k.$$
(4)
The parameters $`\mathrm{\Omega }_i,\mathrm{\Omega }_k`$ can be used to rewrite equation (2) at a general time

$$\frac{1}{a}\frac{da}{dt}=H_0\left(\underset{i}{}\mathrm{\Omega }_ia^{3(1+\omega _i)}+\mathrm{\Omega }_ka^2\right)^{1/2}.$$
(5)
## III The age of the universe and distance measures

Equation (5) can be easily used to calculate the age of the universe. The age is the integral of the time up to the present epoch in terms of the normalized scale factor $`a`$:

$$H_0t_0=_0^1\frac{da}{a\left[_i\mathrm{\Omega }_ia^{3(1+\omega _i)}+\mathrm{\Omega }_ka^2\right]^{1/2}}.$$
(6)
By a trivial change of the integral variable from $`a`$ to redshift $`z`$, the age expression reduces to

$$H_0t_0=_0^{\mathrm{}}\frac{dz}{(1+z)\left[_i\mathrm{\Omega }_i(1+z)^{3(1+\omega _i)}+\mathrm{\Omega }_k(1+z)^2\right]^{1/2}}.$$
(7)
It has been shown that the natural cosmological distance for the analysis of gravitational lensing statistics is the comoving distance. The distance a light ray travels can be calculated as follows. Light rays follow null geodesics where $`ds^2=0`$ so that $`dt^2=R_0^2a^2d\chi ^2`$. With Eq.(2) and the relation $`a(t)=(1+z)^1`$, the comoving distance is

$$\chi =\{\begin{array}{cc}_0^z\frac{dz}{\sqrt{_i\mathrm{\Omega }_i(1+z)^{3(1+\omega _i)}}}\hfill & (k=0),\hfill \\ & \\ \left|\mathrm{\Omega }_k\right|^{1/2}_0^z\frac{dz}{\sqrt{_i\mathrm{\Omega }_i(1+z)^{3(1+\omega _i)}+\mathrm{\Omega }_k(1+z)^2}}\hfill & (k=\pm 1).\hfill \end{array}$$
(8)
Most of classical cosmological tests involve the standard candle (e.g. SNeIa) or standard ruler (e.g. radio source). Therefore both luminosity distance $`D^L`$ and angular diameter distance $`D^A`$ are often used. They are related to the comoving distance as

$$D^LR_0^2f(\chi )/R(t),D^AR(t)f(\chi ).$$
(9)
They are simply related to the measurable, the redshift $`z`$, through Eq.(8) with the following form

$$D^L=(1+z)^2D^A=\{\begin{array}{cc}H_0^1(1+z)\chi \hfill & k=0,\hfill \\ H_0^1(1+z)\left|\mathrm{\Omega }_k\right|^{1/2}\mathrm{sin}\chi \hfill & k=+1,\hfill \\ H_0^1(1+z)\left|\mathrm{\Omega }_k\right|^{1/2}\mathrm{sinh}\chi \hfill & k=1,\hfill \end{array}$$
(10)
Finally, one often needs to calculate volume element of the universe. In order to take into account the cosmic expansion, it is more convenient to use comoving volume than the traditional physical volume. Within the shell $`d\chi `$ at $`\chi `$, $`dV`$ reads

$$dV=4\pi R_0^3f^2(\chi )d\chi =4\pi H_0^3\{\begin{array}{cc}\chi ^2d\chi \hfill & k=0,\hfill \\ \left|\mathrm{\Omega }_k\right|^{3/2}\mathrm{sin}^2\chi d\chi \hfill & k=+1,\hfill \\ \left|\mathrm{\Omega }_k\right|^{3/2}\mathrm{sinh}^2\chi d\chi \hfill & k=1.\hfill \end{array}$$
(11)
## IV Gravitational lensing statistical properties of singular isothermal spheres

### A Optical depth for multiple image

First of all, we consider the lensing cross-section due to a specific galaxy. Following Ref. , we model the mass density profile of the total galaxy matter as the singular isothermal sphere (SIS). The dimensionless cross-section of multiple image for a point source located at $`z_s`$ produced by a single SIS galaxy at $`z_d`$ is

$$\widehat{\sigma }=\pi \theta _E^2,\theta _E4\pi \sigma ^2\frac{D_{ds}^A}{D_s^A},$$
(12)
where $`D_s^A`$ and $`D_{ds}^A`$ are the angular diameter distances from the observer to the source and from the lens to the source respectively, $`\theta _E`$ is the angular radius of Einstein ring and $`\sigma `$ is the velocity dispersion of the lensing galaxy. Using the comoving distance gives

$$\widehat{\sigma }=16\pi ^3\sigma ^4\left[\frac{f(\chi _s\chi _d)}{f(\chi _s)}\right]^2.$$
(13)
Now, let’s consider the contributions of an ensemble of galaxies having different luminosities and redshifts. The present-day galaxy luminosity function can be described by the Schechter function

$$\varphi _i(L)dL=\varphi _i^{}(L/L_i^{})^{\alpha _i}\mathrm{exp}(L/L_i^{})d(L/L_i^{}),$$
(14)
where $`i`$ indicates the morphological type of galaxies: $`i`$=(E, S0, S). The above expression can be converted into the velocity dispersion distribution through the empirical formula between the luminosity and the central dispersion of local galaxies $`L/L_i^{}=(\sigma /\sigma _i^{})^{g_i}`$. Finally, the optical depth of multiple image by galaxies at redshifts ranging from 0 to $`z_s`$ for the distant sources like quasars at $`z_s`$ is

$$\tau (z_s)=\left(\underset{i=E,S0,S}{}F_i\right)T(z_s),$$
(15)
The parameter $`F_i`$ represents the effectiveness of the $`i`$-th morphological type of galaxies in producing double images, which reads

$$F_i16\pi ^3H_{0}^{}{}_{}{}^{3}n_{0i}\sigma ^4=16\pi ^3H_{0}^{}{}_{}{}^{3}\varphi _i^{}\gamma _i\left(b_i\sigma _i^{}\right)^4(L/L_{})^{\alpha _i+4/g_i}\mathrm{exp}(L/L_{})𝑑L/L_{},$$
(16)
where $`\gamma _i`$ is the galaxy morphological composition and $`b_i`$ is the velocity bias between the velocity dispersion of stars and of dark matter particles. The above equation can be further written as

$$F_i=16\pi ^3H_{0}^{}{}_{}{}^{3}\varphi _i^{}\gamma _i\left(b_i\sigma _i^{}\right)^4\mathrm{\Gamma }(\alpha _i+4/g_i+1),\mathrm{if}L(0,\mathrm{}),$$
(17)
if the integral is performed from $`0`$ to $`\mathrm{}`$. In practice, the galaxy luminosities have the minimum and maximum limits, and, therefore, Eq.(17) is the maximum estimate of $`F_i`$. The $`z_s`$ dependent factor $`T(z_s)`$ is

$$T(z_s)=\left(H_0R_0\right)^3_0^{\chi _s}\left[\frac{f(\chi _s\chi _d)}{f(\chi _s)}\right]^2f^2(\chi _d)𝑑\chi _d.$$
(18)
For general FRW cosmologies with various matter and energy components, an analytic expression is found:

$$T(z_s)=\{\begin{array}{cc}\frac{\chi _s^3}{30},\hfill & (k=0),\hfill \\ \left|\mathrm{\Omega }_k\right|^{3/2}\left[\frac{1}{8}(1+3\mathrm{cot}^2\chi _s)\chi _s\frac{3}{8}\mathrm{cot}\chi _s\right],\hfill & (k=+1),\hfill \\ \left|\mathrm{\Omega }_k\right|^{3/2}\left[\frac{1}{8}(1+3\mathrm{coth}^2\chi _s)\chi _s\frac{3}{8}\mathrm{coth}\chi _s\right],\hfill & (k=1),\hfill \end{array}$$
(19)
where $`\chi _s`$ can be calculated through Eq.(8).

As pointed out by Kochaneck, although the parameters ($`\varphi _i^{},L_i^{},\alpha _i;\sigma _i^{},g_i;\gamma _i`$) of galaxies are updated due to recent surveys there are still large uncertainties with them. Therefore we treat $`F_iF_i`$ as normalized factor. One may expect to determine both the dark energy amount and its equation of state. It is necessary to consider general flat universe models ($`\mathrm{\Omega }_m;\mathrm{\Omega }_x,\omega _x`$) with $`\mathrm{\Omega }_m+\mathrm{\Omega }_x=1`$. Generally, the optical depth of gravitational lensing depends on the amount of dark energy $`\mathrm{\Omega }_x`$ as well as its equation of state $`\omega _x`$. The larger the dark energy amount is, the higher the gravitational lensing probability will be; the more negative the dark energy pressure is, the higher the optical depth will be.

### B Average image separation

In addition to optical depth, other interesting quantities for lensing statistics are the mean image separation produced by a specified SIS at a given $`z_d`$ with velocity dispersion $`\sigma `$ and its average over the distributions of lens velocity dispersion and lens redshift. The angular separation of the two images produced by SIS is

$$\mathrm{\Delta }\theta =2\theta _E=8\pi \sigma ^2\frac{f(\chi _s\chi _d)}{f(\chi _s)}$$
(20)
which doesn’t depend on impact parameter, and hence implies

$$\overline{\mathrm{\Delta }\theta }=\mathrm{\Delta }\theta \mathrm{for}\mathrm{SIS}$$
(21)
where $`\overline{\mathrm{\Delta }\theta }`$ is the mean image separation for the SIS lens at $`z_d`$ with velocity dispersion $`\sigma `$. The average image separation is obtained by

$$<\overline{\mathrm{\Delta }\theta }>=\frac{1}{\tau }\overline{\mathrm{\Delta }\theta }𝑑\tau $$
(22)
We take into account the lens redshift distribution as well as the lens velocity dispersion distribution. The latter was generally neglected in literatures. Then the average image separation reduces to

$$<\overline{\mathrm{\Delta }\theta }>=\frac{1}{\tau }\left(\underset{i=E,S0,S}{}F_i^{}\right)\mathrm{\Theta }(z_s),$$
(23)
where

$$F_i^{}128\pi ^4H_{0}^{}{}_{}{}^{3}n_{0i}\sigma ^6=128\pi ^4H_{0}^{}{}_{}{}^{3}\varphi _i^{}\gamma _i\left(b_i\sigma _i^{}\right)^6(L/L_{})^{\alpha _i+6/g_i}\mathrm{exp}(L/L_{})𝑑L/L_{},$$
(24)
if the above integral is performed from $`0`$ to $`\mathrm{}`$, it can be further written as

$$F_i^{}128\pi ^4H_{0}^{}{}_{}{}^{3}\varphi _i^{}\gamma _i\left(b_i\sigma _i^{}\right)^6\mathrm{\Gamma }(\alpha +6/g_i+1),\mathrm{if}L(0,\mathrm{}),$$
(25)
and the $`z_s`$ dependent factor $`\mathrm{\Theta }(z_s)`$ is

$$\mathrm{\Theta }(z_s)\left(H_0R_0\right)^3_0^{\chi _s}\left[\frac{f(\chi _s\chi _d)}{f(\chi _s)}\right]^3f^2(\chi _d)𝑑\chi _d.$$
(26)
For general FRW cosmologies with various matter and energy components, an analytic expression is found:

$$\mathrm{\Theta }(z_s)=\{\begin{array}{cc}\frac{\chi _s^3}{60},\hfill & (k=0),\hfill \\ \left|\mathrm{\Omega }_k\right|^{3/2}\frac{2}{15}\mathrm{sin}^3\chi _s\left[(43\mathrm{sin}^2\chi _s)+\mathrm{cos}\chi _s(4+\mathrm{sin}^2\chi _s)\right],\hfill & (k=+1),\hfill \\ \left|\mathrm{\Omega }_k\right|^{3/2}\frac{2}{15}\mathrm{sinh}^3\chi _s\left[(43\mathrm{sinh}^2\chi _s)+\mathrm{cosh}\chi _s(4+\mathrm{sinh}^2\chi _s)\right],\hfill & (k=1),\hfill \end{array}$$
(27)
where $`\chi _s`$ can be calculated through Eq.(8) as before. If we define $`\mathrm{\Delta }\theta _{}_iF_i^{}/_iF_i`$, which is determined completely by the intrinsic characteristic parameters of galaxies describing its statistical properties, the average image separation then becomes

$$<\overline{\mathrm{\Delta }\theta }>=\mathrm{\Delta }\theta _{}\mathrm{\Theta }(z_s)/T(z_s),\mathrm{\Delta }\theta _{}\left(\underset{i=E,S0,S}{}F_i^{}\right)÷\left(\underset{i=E,S0,S}{}F_i\right).$$
(28)
Thus for an open or closed universe, the average image separation for the SIS lens depends on $`\chi _s`$ (or the source redshift), while for a flat universe, it doesn’t but takes a constant value $`<\overline{\mathrm{\Delta }\theta }>=\mathrm{\Delta }\theta _{}/2`$. This fact has been suggested to test directly the curvature of the universe.

### C Probability distribution of image separation

Another useful quantity of lensing statistics is the probability distribution of image separation, which is reconsidered here for general cosmologies with various matter and energy components. The differential optical depth for multiple imaging a background object like a quasar by lenses at position between $`\chi _d`$ and $`\chi _d+d\chi _d`$ and with luminosity from $`L`$ to $`L+dL`$ is

$$d^2\tau _i=\gamma _i\varphi _i(L)dL\widehat{\sigma }R_0^3f^2(\chi _d)d\chi _d.$$
(29)
By change of the variable from luminosity to angular separation, the differential optical depth becomes

$$\begin{array}{cc}\frac{d^2\tau _i}{d\mathrm{\Delta }\theta d\chi _d}=\hfill & \pi ^2(8\pi )^{g_i(\alpha _i1)/21}\gamma _ig_i\varphi _i(b_i\sigma _i)^{g_i(\alpha _i1)}S(\mathrm{\Delta }\theta )\mathrm{\Delta }\theta ^{g_i(1\alpha _i)/2+1}\hfill \\ & \\ & \mathrm{exp}\left\{[8\pi (b_i\sigma _i)^2]^{g_i/2}\left[\frac{f(\chi _s\chi _d)}{f(\chi _s)}\right]^{g_i/2}\mathrm{\Delta }\theta ^{g_i/2}\right\}\left[\frac{f(\chi _s\chi _d)}{f(\chi _s)}\right]^{g_i(\alpha _i1)}R_0^3f^2(\chi _d)\hfill \end{array}$$
(30)
where we have taken into account the angular resolution bias by the function $`S(\mathrm{\Delta }\theta )`$, which varies for different lens observations and surveys. Then, the probability distribution of image separations becomes

$$\frac{dP}{d\mathrm{\Delta }\theta }=\frac{1}{\tau }_0^{\chi _s}\underset{i}{}\left(\frac{d^2\tau _i}{d\mathrm{\Delta }\theta d\chi _d}\right)d\chi _d$$
(31)
which in general case depends on $`\chi _s`$ (or $`z_s`$, the redshift of the source). However for a flat universe, the above integral scales as $`\chi _s^3`$. Combining Eq.(15) and 19, one concludes that the probability distribution of image separations is independent of $`\chi _s`$, regardless of the functional form of the angular resolution bias. Hence the cumulative distribution of image separations can be easily calculated from $`dP/d\mathrm{\Delta }\theta `$ as

$$P(\mathrm{\Delta }\theta )=_0^{\mathrm{\Delta }\theta }\left(\frac{dP}{d\mathrm{\Delta }\theta ^{}}\right)𝑑\mathrm{\Delta }\theta ^{}$$
(32)
## V Results and Discussions

As shown above, it is easy to analytically calculate the optical depth for multiple image (Eq.(15) and (19)), average image separation (Eq.(28), (19) and (27)) and probability distribution of image separations (Eq.(31)), as well as the age of the universe (Eq.(7)) and the luminosity (angular diameter) distance (Eq.(10)), if the matter and energy components in the universe are given in terms of ($`\mathrm{\Omega }_i,\omega _i`$). It is shown that the lensing statistical properties depend sensitively on the dark energy amount and its equation of state and hence provide an independent probe for the dark energy.

In the above lensing calculations, we have assumed that the comoving number density of galaxies is constant. However, this may not hold true for the realistic situation. The influence of galaxy evolution on the lensing statistics should also be taken into account. We have considered this effect by using the galaxy merging model proposed by Broadhurst et al. (1992), since the scenario of galaxy merging can account for both the redshift distribution and the number counts of galaxies at optical and near-infrared wavelengths. There are two effects arising from the galaxy merging: The first is that there are more galaxies and hence more lenses in the past. The second is that galaxies are typically less massive in the past and hence less efficient as lenses. As a result of two effects, the total cross-section remains roughly unchanged.

Although the evidence for the existence of a nearly uniform component of dark energy with negative pressure in the universe has been consistently provided by several astronomical observations, we at present know a little about it. It needs more cosmologcial constraints on dark energy to determine its amount and nature. The simple formulae we derived here could make the cosmological tests for dark energy component(s) more convenient.

###### Acknowledgements.

I thank X. P. Wu for careful reading of the manuscript and helpful discussions. This work was supported by the National Natural Science Foundation of China, under Grant No. 19903002.