text:
# 1 Introduction

## 1 Introduction

Recently the D-branes on the group manifolds have attracted a great deal of attention. The D-branes of the WZW models have been studied by using the algebraic methods of the boundary conformal field theory or the geometric methods where the geometries of the associated D-branes are specified in terms of the gluing conditions for the currents . Owing to the conditions the endpoints of open strings are forced to stay on the (twined) conjugacy classes of the group. For the compact $`SU(2)`$ group a D2-brane wrapped on a two-sphere subspace of the three-sphere manifold has been shown to be stabilized against shrinking by the flux of worldvolume $`U(1)`$ gauge field . The stable spherical D2-brane configuration constructed by the geometric and semiclassical anaysis to the Dirac-Born-Infeld (DBI) action can be identified with a Cardy state which is a linear superposition of Ishibashi states in the boundary conformal field theory.

The D-branes on the noncompact group $`SL(2,R)`$ have been investigated by the geometric approach . Gluing the currents by the inner automorphisms leads to the regular conjugacy classes that are associated with a two-dimensional hyperbolic plane ($`H_2`$), the light cone and a de Sitter brane ($`dS_2`$) which describes a tachyonic unphysical D-string. On the other hand gluing the currents by an outer automorphism leads to the twined conjugacy class that is associated with a two-dimensional anti de Sitter brane ($`AdS_2`$) which is a physical D-string stretched between two points on the boundary of $`AdS_3`$. From the algebraic approach it has been indicated that the $`dS_2`$ brane corresponds to the continuous representation of $`SL(2,R)`$, while the $`H_2`$ and $`AdS_2`$ branes correspond to the discrete representation . Further there have been various studies of the classical motions and the spectrum of open strings attached to the $`AdS_2`$ branes  and the constructions of the Cardy states based on the discrete  and continuous representations .

In Ref.  the static $`AdS_2`$ brane configuration corresponding to a particular outer automorphism was constructed in the $`SL(2,R)`$ WZW model. In order to try to generalize this special $`AdS_2`$ brane on the $`SL(2,R)`$ manifold we will propose the other type of outer automorphism and show how the static or nonstatic D-brane configuration is described by the twined conjugacy class associated with this type of automorphism and satisfies the equation of motion for the DBI action of the D-string accompanied with the $`U(1)`$ gauge field. The generalization of these automorphisms is performed and the general time-dependent solutions are constructed. These stationary configurations are shown to be related to each other by the isometry group of the $`AdS_3`$ spacetime.

## 2 General $`AdS_2`$ branes

We consider the D-branes in the $`AdS_3`$ spacetime with the radius $`L`$ that is isomorphic to the group manifold of $`SL(2,R)`$ and is represented by the hyperboloid

$$(X^0)^2(X^3)^2+(X^1)^2+(X^2)^2=L^2$$
(1)
embedded in $`\mathrm{R}^{2,2}`$. A general group element can be parametrized as

$`g={\displaystyle \frac{1}{L}}\left(\begin{array}{cc}X^0+X^1& X^2+X^3\\ X^2X^3& X^0X^1\end{array}\right),`$ (4)
whose determinant is equal to one through (1). The metric on $`AdS_3`$, $`ds^2=(dX^0)^2(dX^3)^2+(dX^1)^2+(dX^2)^2`$ is expressed in the cylindrical coordinates $`(\tau ,\rho ,\varphi )`$

$$X^0+iX^3=L\mathrm{cosh}\rho e^{i\tau },X^1+iX^2=L\mathrm{sinh}\rho e^{i\varphi }$$
(5)
as

$$ds^2=L^2(\mathrm{cosh}^2\rho d\tau ^2+d\rho ^2+\mathrm{sinh}^2\rho d\varphi ^2)$$
(6)
and the Neveu-Schwarz antisymmetric tensor is given by

$$H=dB=L^2\mathrm{sinh}(2\rho )d\rho d\varphi d\tau .$$
(7)
The radial coordinate $`\rho `$, the angular coordinate $`\varphi `$ and the global time coordinate $`\tau `$ range over $`0\rho <\mathrm{},0\varphi <2\pi `$ and $`\mathrm{}<\tau <\mathrm{}`$, where the boundary of $`AdS_3`$ is at $`\rho \mathrm{}`$. The radius of $`AdS_3`$ is specified by the level of the $`SL(2,R)`$ current algebra as $`L^2|k|\alpha ^{}`$ in the semiclassical limit. Alternatively there are the Poincaré coordinates $`(t,x,u)`$ defined by

$$X^0+X^1=Lu,X^2\pm X^3=Luw^\pm ,X^0X^1=L\left(\frac{1}{u}+uw^+w^{}\right)$$
(8)
with $`w^\pm x\pm t`$. In these coordinates that range over the entire $`\mathrm{R}^3`$, the metric is expressed as

$$ds^2=L^2\left(\frac{du^2}{u^2}+u^2dw^+dw^{}\right),$$
(9)
where the boundary of $`AdS_3`$ is specified by $`|u|\mathrm{}`$. From the gluing condition $`J=R\overline{J}`$ identifying the left and right moving $`SL(2,R)`$ currents of the WZW model modulo the Lie algebra automorphism $`R`$, the worldvolumes of D-branes containing a fixed element $`g`$ of the group are represented by the ( twined ) conjugacy classes

$$𝒲_g^\omega =\{\omega (h)gh,{}_{}{}^{}hSL(2,R)\},$$
(10)
where $`\omega `$ is a group automorphism induced near the identity from $`R`$ . For the inner automorphism of $`SL(2,R)`$, $`\omega (h)=g_0^1hg_0`$ with $`g_0SL(2,R)`$ the worldvolumes of D-branes are characterized by the regular conjugacy classes and expressed as $`H_2`$, the light cone and $`dS_2`$. When $`\omega `$ is a nontrivial outer automorphism

$$\omega (h)=\omega _0^1h\omega _0,\mathrm{with}\omega _0=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),$$
(11)
where $`\omega _0`$ has minus one determinant so as not to be an element of $`SL(2,R)`$, the D-brane worldvolume lies on the twined conjugacy class

$$\mathrm{tr}(\omega _0g)=\frac{2X^2}{L}=2C$$
(12)
for some constant $`C`$ and describes the $`AdS_2`$ geometry, $`(X^0)^2+(X^3)^2(X^1)^2=L^2(1+C^2)`$ which is embedded in $`AdS_3`$. In Ref.  from the DBI action of a D-string the static $`AdS_2`$ brane solution was derived by analysing the continuity equation of the energy-momentum tensor or minimizing the energy of the static state in the Poincaré coordinates.

Instead of the particular outer automorphism (11) we first consider another choice

$$\omega _0=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),$$
(13)
whose determinant is minus one and manipulate directly the equation of motion for the DBI action. In this choice the outer automorphism is the operation that changes the sign of $`X^2`$ and $`X^3`$, while leaving $`X^0`$ and $`X^1`$ unchanged. The twined conjugacy class given by

$$\mathrm{tr}(\omega _0g)=\frac{2X^1}{L}=2C$$
(14)
with some constant $`C`$ yields the $`AdS_2`$ geometry expressed $`(X^0)^2+(X^3)^2(X^2)^2=L^2(1+C^2)`$. The DBI action of a D-string with tension $`T_D`$ is given by

$$I=d^2\sigma =T_Dd^2\sigma \sqrt{det(\widehat{g}+\widehat{B}+2\pi \alpha ^{}F)},$$
(15)
where $`\widehat{g}`$ and $`\widehat{B}`$ are the pullbacks of the WZW backgrounds to the D-string worldvolume and $`F`$ is the worldvolume $`U(1)`$ electric field. In the cylindrical coordinates from (14) the $`AdS_2`$ brane is described by

$$\mathrm{sinh}\rho \mathrm{cos}\varphi =C.$$
(16)
This $`AdS_2`$ brane is static as embedded by $`\rho =\mathrm{sinh}^1(C/\mathrm{cos}\varphi )`$. Therefore the static gauge $`\sigma ^0=\tau ,\sigma ^1=\varphi `$ forces the DBI action to be

$$I=T_D𝑑\tau 𝑑\varphi \sqrt{L^4\mathrm{cosh}^2\rho (\mathrm{sinh}^2\rho +(_\varphi \rho )^2)_{\varphi \tau }^2}.$$
(17)
From (7) we take a convenient gauge for the Neveu-Schwarz field to have $`B=L^2\mathrm{sinh}^2\rho d\varphi d\tau `$ so that the invariant combination $`_{\varphi \tau }`$ is given by $`_{\varphi \tau }=L^2\mathrm{sinh}^2\rho 2\pi \alpha ^{}\dot{A}_\varphi `$. Since the Wilson line $`A_\varphi `$ is a cyclic variable, its conjugate momentum is a quantized constant of motion

$$\frac{1}{2\pi }\mathrm{\Pi }_\varphi \frac{}{\dot{A}_\varphi }=\frac{2\pi \alpha ^{}T_D_{\varphi \tau }}{L^2\sqrt{D}}=q𝐙,$$
(18)
where $`D=\mathrm{cosh}^2\rho (\mathrm{sinh}^2\rho +(_\varphi \rho )^2)_{\varphi \tau }^2/L^4`$. The integer $`q`$ expresses the number of fundamental strings bound to the D-string, since an electric field on the D-string is equivalent to a fundamental string. The equation of motion for $`\rho `$ is given by

$`{\displaystyle \frac{\mathrm{sinh}^2\rho +\mathrm{cosh}^2\rho +(_\varphi \rho )^2}{\sqrt{D}}}`$ $``$ $`{\displaystyle \frac{1}{\mathrm{sinh}\rho \mathrm{cosh}\rho }}_\varphi \left({\displaystyle \frac{\mathrm{cosh}^2\rho _\varphi \rho }{\sqrt{D}}}\right)`$ (19)
$`=`$ $`{\displaystyle \frac{2(\mathrm{sinh}^2\rho +f)}{\sqrt{D}}},`$
where $`f2\pi \alpha ^{}F_{\varphi \tau }/L^2`$. Although we must solve simultaneously the nonlinear equations (18) and (19), here we will seek a condition for the configuration (16) to satisfy them. Through (18) the right hand side of the formidable-looking equation (19) is written in terms of the tension $`T_F`$ of the fundamental string as $`2qT_F/T_D`$. Moreover, from (18) $`D`$ is tautologically expressed as

$$D=\frac{1}{1+(\frac{qT_F}{T_D})^2}D_0$$
(20)
with $`D_0=\mathrm{cosh}^2\rho \mathrm{sinh}^2\rho +\mathrm{cosh}^2\rho (_\varphi \rho )^2`$. The substitution of (16) into $`D_0`$ yields $`D_0=(C^4+C^2)/\mathrm{cos}^4\varphi `$. This simplified expression can then be used to derive

$$\frac{C^2\sqrt{1+(\frac{qT_F}{T_D})^2}}{\mathrm{cos}^2\varphi \sqrt{D_0}}=\frac{qT_F}{T_D},$$
(21)
when (16) is substituted into the nonlinear equation (19). As long as $`q0`$, this equation can produce a solution $`C=\pm qT_F/T_D`$. We have demonstrated that the $`AdS_2`$ static configuration (16) indeed satisfies the stationary equation for the DBI action of a D-string only when $`C`$ takes the special value in proportion to $`q`$.

For the twined conjugacy class (12) the $`AdS_2`$ static configuration given by

$$\mathrm{sinh}\rho \mathrm{sin}\varphi =C$$
(22)
satisfies the stationary equation only when $`C=\pm qT_F/T_D`$ that is obtained from

$$\frac{C^2\sqrt{1+(\frac{qT_F}{T_D})^2}}{\mathrm{sin}^2\varphi \sqrt{D_0}}=\frac{qT_F}{T_D}$$
(23)
with $`D_0=(C^4+C^2)/\mathrm{sin}^4\varphi `$. The obtained $`C`$ in the cylindrical coordinates agrees with $`C`$ for the static $`AdS_2`$ brane solution $`u=C/x`$ in the Poincaré coordinates .

Here we turn to the Poincaré coordinates. For the twined conjugacy class (14) the $`AdS_2`$ brane configuration is specified by

$$\left(\frac{1}{u}+C\right)^2+x^2t^2=1+C^2.$$
(24)
From it $`u`$ is so expressed in terms of $`t`$ and $`x`$ as

$$u=\frac{1}{\pm \sqrt{A}C},\mathrm{with}At^2x^2+C^2+1$$
(25)
that the $`AdS_2`$ brane is nonstatic. We choose a gauge for the Neveu-Schwarz potential to be $`B=L^2u^2dxdt`$. Hence the gauge invariant two-form is given by $`=L^2(u^2+f)dxdt`$ with $`f=2\pi \alpha ^{}F_{xt}/L^2`$. A static gauge $`\sigma ^0=t,\sigma ^1=x`$ is taken so that the DBI action for a D-string is expressed as

$$I=T_DL^2𝑑t𝑑x\sqrt{D},$$
(26)
where $`D=u^4+(_xu)^2(_tu)^2(u^2+f)^2`$. The equation of motion for the $`U(1)`$ gauge field gives the Gauss constraint

$$\frac{2\pi \alpha ^{}T_D_{xt}}{L^2\sqrt{D}}=q𝐙,$$
(27)
where $`q`$ is the number of electric flux quanta turned on along the $`AdS_2`$. On the other hand the equation of motion for $`u`$ is provided by

$$\frac{2u^3}{\sqrt{D}}+_t\left(\frac{_tu}{\sqrt{D}}\right)_x\left(\frac{_xu}{\sqrt{D}}\right)=\frac{2u(u^2+f)}{\sqrt{D}},$$
(28)
whose right hand side simplifies to $`2uqT_F/T_D`$ due to the Gauss constraint (27). From (27) $`D`$ is also equivalently rewritten by

$$D=\frac{1}{1+(\frac{qT_F}{T_D})^2}D_0,\mathrm{with}D_0=u^4+(_xu)^2(_tu)^2.$$
(29)
Plugging the nonstatic configuration (25) into $`D_0`$ we have also a simplified expression $`D_0=(1+C^2)/A(\pm \sqrt{A}C)^4`$. Owing to this expression the nonlinear equation (28) into which (25) is substituted, becomes to take the compact form

$$\pm \frac{2Cu\sqrt{1+(\frac{qT_F}{T_D})^2}}{\sqrt{1+C^2}}=\frac{2uqT_F}{T_D}.$$
(30)
In view of this expression we extract $`C=\pm qT_F/T_D`$ whose sign corresponds to the the sign of (30). Thus we have an $`AdS_2`$ brane classical solution in the Poincaré coordinates

$$u=\pm \frac{1}{\sqrt{t^2x^2+(\frac{qT_F}{T_D})^2+1}\frac{qT_F}{T_D}},$$
(31)
which exhibits the motion of one D-string bound to $`q`$ fundamental strings.

Now we consider the other choice for the outer automorphism

$$w_0=\left(\begin{array}{cc}\mathrm{sin}\theta & \mathrm{cos}\theta \\ \mathrm{cos}\theta & \mathrm{sin}\theta \end{array}\right),$$
(32)
which interpolates between $`w_0=\sigma _1`$ in (11) and $`w_0=\sigma _3`$ in (13) where $`\sigma _1`$ and $`\sigma _3`$ are the Pauli matrices. The twined conjugacy class characterized by

$$\mathrm{tr}(w_0g)=\frac{2(\mathrm{sin}\theta X^1+\mathrm{cos}\theta X^2)}{L}=2C$$
(33)
specifies the D-brane worldvolume which is expressed as the hyper surface

$$(X^0)^2+(X^3)^2(\mathrm{sec}\theta X^1LC\mathrm{tan}\theta )^2=L^2(1+C^2)$$
(34)
for $`\mathrm{cos}\theta 0`$ or

$$(X^0)^2+(X^3)^2(\mathrm{cosec}\theta X^2LC\mathrm{cot}\theta )^2=L^2(1+C^2)$$
(35)
for $`\mathrm{sin}\theta 0`$. In the cylindrical coordinates the Eq. (33) reads

$$\mathrm{sinh}\rho \mathrm{sin}(\varphi +\theta )=C,$$
(36)
which is generated by making a rotation of the $`\varphi `$-direction by $`\theta `$ from the $`AdS_2`$ solution (22) associated with $`\omega _0=\sigma _1`$. If we make the following choice for $`\omega _0`$

$$\omega _0=\left(\begin{array}{cc}\mathrm{sinh}\phi & \mathrm{cosh}\phi \\ \mathrm{cosh}\phi & \mathrm{sinh}\phi \end{array}\right),$$
(37)
which is not connected to (13) but reduced to (11) at $`\phi =0`$, the worldvolume geometry of D-brane is described by

$$\mathrm{sinh}\phi \mathrm{cosh}\rho \mathrm{cos}\tau +\mathrm{cosh}\phi \mathrm{sinh}\rho \mathrm{sin}\varphi =C.$$
(38)
Since in the cylindrical coordinates $`\rho `$ is the involved function of $`\tau `$ and $`\varphi `$, we will analyse this type of configuration in the Poincaré coordinates by making the more general parametrization.

Let us consider the following general outer automorphism expressed in terms of four real parameters as

$$\omega _0=\left(\begin{array}{cc}\alpha & \beta \\ \gamma & \delta \end{array}\right),\mathrm{with}\alpha \delta \beta \gamma =1,$$
(39)
which includes (32) and (37) as special cases. The worldvolume of D-brane lying on the twined conjugacy class $`\mathrm{tr}(w_0g)=2C`$ in the Poincaré coordinates is given by

$$u=\frac{\delta }{\pm \sqrt{A}C}$$
(40)
with $`AC^2\delta (\alpha +\beta w^{}+\gamma w^++\delta w^+w^{})`$. In order to see that this general trajectory is indeed the solution of the stationary nonlinear equation for the DBI action, we calculate $`D_0`$ in (29) similarly as

$$D_0=\frac{\delta ^4(C^2+\beta \gamma \alpha \delta )}{A(\pm \sqrt{A}C)^4},$$
(41)
where remarkable cancellations happen without using $`\alpha \delta \beta \gamma =1`$ and obtain a simple equation for $`C`$ from (28)

$$\pm \frac{C\sqrt{1+(\frac{qT_F}{T_D})^2}}{\sqrt{\beta \gamma \alpha \delta +C^2}}=\frac{qT_F}{T_D}.$$
(42)
For $`\alpha \delta \beta \gamma =1`$, the constant $`C`$ is so evaluated as $`\pm qT_F/T_D`$ again that we have a general class of nonstatic solutions

$$u=\pm \frac{\delta }{\sqrt{(\frac{qT_F}{T_D})^2\delta (\alpha +\beta w^{}+\gamma w^++\delta w^+w^{})}\frac{qT_F}{T_D}}.$$
(43)
If we make a choice $`\alpha \delta \beta \gamma =1`$ instead, the D-brane worldvolume belongs to the regular conjugacy class. From (42) we derive $`C^2=(qT_F/T_D)^2`$ which implies that $`q`$ becomes imaginary and this solution represents an unphysical brane with the supercritical electric field in the same way as the $`dS_2`$ brane. From the general expression (43) the stationary solutions for the choices (32) and (37) are respectively given by

$`u`$ $`=`$ $`\pm {\displaystyle \frac{1}{\sqrt{t^2(x\mathrm{cot}\theta )^2+(1+C_0^2)\mathrm{cosec}^2\theta }C_0\mathrm{cosec}\theta }},\mathrm{for}\mathrm{sin}\theta >0,`$
$`u`$ $`=`$ $`\pm {\displaystyle \frac{1}{\sqrt{t^2(x+\mathrm{coth}\phi )^2+(1+C_0^2)\mathrm{cosech}^2\phi }C_0\mathrm{cosech}\phi }},\mathrm{for}\phi >0`$ (44)
with $`C_0qT_F/T_D`$. In the limits $`\theta 0`$ and $`\phi 0`$ these time-dependent solutions are confirmed to reduce to the same static solution $`u=\pm C_0/x`$ that is associated with $`\omega _0=\sigma _1`$. If we consider the more general case that $`\omega _0`$ is parametrized as (39) but with $`\alpha \delta \beta \gamma =z<0`$ for $`z1`$, $`C`$ is obtained by $`C=\pm C_0\sqrt{z}`$ from (42). Hence we have the general solutions also expressed by (43) where $`qT_F/T_D`$ is replaced by $`\sqrt{z}qT_F/T_D`$. They agree with the solutions obtained by starting with the parametrization

$$\omega _0=\frac{1}{\sqrt{z}}\left(\begin{array}{cc}\alpha & \beta \\ \gamma & \delta \end{array}\right),$$
(45)
whose determinant is minus one. Therefore it is sufficient to restrict ourselves to the $`det\omega _0=1`$ sector. When we combine a special outer automorphism $`\omega _0=\sigma _1`$ in (11) with the general inner automorphism specified by $`h`$ we have $`\mathrm{tr}(\omega _0hgh^1)=2C`$ that describes the D-brane worldvolume chracterized by a combined automorphism $`\omega _0^{}=h^1\sigma _1h`$. The general parametrization of $`h`$

$$h=\left(\begin{array}{cc}p& q\\ r& s\end{array}\right),\mathrm{with}psqr=1$$
(46)
leads to

$$\omega _0^{}=\left(\begin{array}{cc}rspq& s^2q^2\\ p^2r^2& (rspq)\end{array}\right),$$
(47)
which povides some class of outer automorphism since its determinant is minus one and its trace is zero. The outer automorphisms such as (13) and (32) belong to the class of (47) but the other outer automorphism (37) does not belong to it.

## 3 $`SL(2,R)_L\times SL(2,R)_R`$ transformations

We elucidate the relations among the above solutions. The metric (9) in the Poincaré coordinates is rewritten in terms of $`y=1/u`$ as

$$ds^2=\frac{L^2}{y^2}(dy^2+dw^+dw^{}),$$
(48)
where the $`AdS_3`$ boundary is at $`y=0`$. In Ref.  it was presented that the $`AdS_3`$ metric (48) has the following $`SL(2,R)_L\times SL(2,R)_R`$ isometry group. The $`SL(2,R)_L`$ transformation is given by

$`w^+`$ $``$ $`w_{}^{+}{}_{}{}^{}={\displaystyle \frac{aw^++b}{cw^++d}},w^{}w_{}^{}{}_{}{}^{}=w^{}+{\displaystyle \frac{cy^2}{cw^++d}},`$
$`y`$ $``$ $`y^{}={\displaystyle \frac{y}{cw^++d}}`$ (49)
with real $`a,b,c,d`$ obeying $`adbc=1`$, while the $`SL(2,R)_R`$ transformation is

$`w^+`$ $``$ $`w_{}^{+}{}_{}{}^{}=w^++{\displaystyle \frac{cy^2}{cw^{}+d}},w^{}w_{}^{}{}_{}{}^{}={\displaystyle \frac{aw^{}+b}{cw^{}+d}},`$
$`y`$ $``$ $`y^{}={\displaystyle \frac{y}{cw^{}+d}}.`$ (50)
Both the transformations map the $`AdS_3`$ boundary at $`y=0`$ to itself and act on the boundary as the usual conformal transformations of $`1+1`$ dimensional Minkowski spacetime. In the $`SL(2,R)_L`$ transformation the actions on $`y`$ and $`w^{}`$ are translated into $`uu^{}=u(cw^++d)`$ and $`w^{}w_{}^{}{}_{}{}^{}=w^{}+c/u^2(cw^++d)`$ for the metric (9), while the action on $`w^+`$ is not altered. Under the $`SL(2,R)_L`$ transformation the static solution of the form $`u=C/x=2C/(w^++w^{})`$ for (12) corresponding to the choice $`\omega _0=\sigma _1`$ in (11) is mapped to

$$u^{}=\frac{2C}{(acw_{}^{+}{}_{}{}^{})w_{}^{}{}_{}{}^{}(bdw_{}^{+}{}_{}{}^{})\frac{c}{u^2}},$$
(51)
which reads

$$u^{}=\frac{c}{\pm \sqrt{C^2+c(b+aw_{}^{}{}_{}{}^{}+dw_{}^{+}{}_{}{}^{}cw_{}^{+}{}_{}{}^{}w_{}^{}{}_{}{}^{})}C}.$$
(52)
Under the $`SL(2,R)_R`$ transformation with $`uu^{}=u(cw^{}+d)`$ the static solution is similarly mapped to

$$u^{}=\frac{c}{\pm \sqrt{C^2+c(b+dw_{}^{}{}_{}{}^{}+aw_{}^{+}{}_{}{}^{}cw_{}^{+}{}_{}{}^{}w_{}^{}{}_{}{}^{})}C}.$$
(53)
If we choose

$$\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),$$
(54)
whose determinant is equal to one, both the transformed solutions (52), (53) are identical to the nonstatic solution of the form (25) corresponding to the choice $`\omega _0=\sigma _3`$ in (13). It is interesting to note that the $`SL(2,R)_L`$ transformed solution (52) is just identical to the general form of solution (40), if we choose

$$\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)=\left(\begin{array}{cc}\beta & \alpha \\ \delta & \gamma \end{array}\right),$$
(55)
whose determinant is equal to one through the relation $`\alpha \delta \beta \gamma =1`$ in (39). In the same way the $`SL(2,R)_R`$ transformed solution (53) also agrees with the general form of solution (40), when the transformation parameters are chosen as

$$\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)=\left(\begin{array}{cc}\gamma & \alpha \\ \delta & \beta \end{array}\right),$$
(56)
which has unit determinant. Thus there are nontrivial $`SL(2,R)_L\times SL(2,R)_R`$ actions on the $`\omega _0=\sigma _1`$ solution that give not only the $`\omega _0=\sigma _3`$ solution but also the general class of solutions.

## 4 Conclusions

We have observed that in the $`SL(2,R)`$ WZW model the $`AdS_2`$ brane configuration specified by an outer automorphism $`\omega _0=\sigma _3`$ is static in the cylindrical coordinates and nonstatic in the Poincaré coordinates, which is compared to the $`AdS_2`$ brane configuration specified by $`\omega _0=\sigma _1`$ that is static in both the coordinates. By manipulating the DBI action of a D-string carrying the $`U(1)`$ electric field in the $`AdS_3`$ spacetime we have demonstrated that these static and nonstatic configurations satisfy amazingly the involved nonlinear equation of motion, only when the parameter $`C`$ chracterizing the shape of each trajectory takes the same quantized value. These classical solutions are labelled by the integer $`q`$, the number of fundamental strings which provides the quantized $`C`$. From the general outer automorphism we have found a family of time-dependent analytic solutions to the formidable-looking DBI equation. As far as the determinant of $`\omega _0`$ that specifies the general outer automorphism is minus one, the parameter $`C`$ associated with the general class of nonstatic solutions is independent of the parametrization of $`\omega _0`$. This general outer automorphism is more wide class than the automorphism generated by combining a special outer automorphism specified by $`\omega _0=\sigma _1`$ and the general inner automorphism. We have shown that the nontrivial static and nonstatic configurations are transformed to each other by the isometry group $`SL(2,R)_L\times SL(2,R)_R`$ of $`AdS_3`$ spacetime in the Poincaré coordinates.

Our demonstration of the nontrivial solutions is expected to give a clue to the construction of the similar time-dependent classical analytic solutions for the DBI action of the low-dimensional D-branes such as D-string and D2-brane with the $`U(1)`$ gauge field in the noncompact part $`AdS_{p+2}`$ of the near horizon geometry created by the D$`p`$-branes in the string theory. The $`U(1)`$ electric field may play an important role for the existence of such classical solutions and simplification of the nonlinear DBI equation of motion.


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# Transitions from deterministic to stochastic diffusion

## Abstract

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding different types of time-dependent noise to this model we compute the diffusion coefficient from simulations. We find that there is a crossover from deterministic to stochastic diffusion under variation of the perturbation strength related to different asymptotic laws for the diffusion coefficient. Typical signatures of this scenario are suppression and enhancement of normal diffusion. Our results are explained by a simple theoretical approximation.

PACS numbers: 05.60.Cd, 05.45.Ac, 05.40.Jc

To understand diffusion in noisy maps, that is, in time-discrete dynamical systems where the deterministic equations of motion are perturbed by noise, figures as a prominent problem in recent literature. The most simple example of such models are one-dimensional chaotic maps on the line. In seminal contributions by Geisel and Nierwetberg , and by Reimann et al. , scaling laws have been derived for the diffusion coefficient yielding suppression and enhancement of diffusion with respect to variation of the noise strength. Related results have been obtained in Refs. . However, all these results apply only to the onset of diffusion where the scaling laws are reminiscent of a dynamical phase transition, and not much appears to be known far away from this transition point. In such more general situations, only perturbations by a nonzero average bias have been studied . Related models are deterministic Langevin equations, in which the interplay between deterministic and stochastic chaos has been analyzed , however, without focusing on diffusion coefficients. Non-diffusive noisy maps have furthermore been investigated by refinements of cycle expansion methods .

In this work we study the transition scenario from deterministic to stochastic diffusion in the most simple type of chaotic dynamical systems, which are piecewise linear maps on the line. Particularly, we are searching for signatures of deterministic and stochastic dynamics in the diffusion coefficient as a function of the strength of time-dependent stochastic noise. In this aspect our work appears to be related to the recent dispute on a possible distinction between chaotic and stochastic diffusion in experiments , where some of the theoretical models studied are very similar to the one introduced below.

We define our system as follows: The unperturbed map is given by the equation of motion

$$x_{n+1}=M_a(x_n),$$
(1)
where $`a\text{}`$ is a control parameter and $`x_n`$ is the position of a point particle at discrete time $`n`$. $`M_a(x)`$ is continued periodically beyond the interval $`[1/2,1/2)`$ onto the real line by a lift of degree one, $`M_a(x+1)=M_a(x)+1`$. We assume that $`M_a(x)`$ is anti-symmetric with respect to $`x=0`$, $`M_a(x)=M_a(x)`$. The map we study as an example is defined by $`M_a(x)=ax`$, where the uniform slope $`a`$ serves as a control parameter. The Lyapunov exponent of this map is given by $`\lambda =\mathrm{ln}a`$ implying that for $`a>1`$ the dynamics is chaotic. We now apply two types of annealed disorder to this map, (i) noisy slopes : we add the random variable $`\mathrm{\Delta }a_n`$, $`n\text{}`$, to all slopes $`a`$ making them time-dependent in form of

$$M_{a+\mathrm{\Delta }a_n}(x)=(a+\mathrm{\Delta }a_n)x,$$
(2)
or (ii) noisy shifts : we add the random variable $`\mathrm{\Delta }b_n`$, $`n\text{}`$, as a time-dependent uniform bias yielding

$$M_{a,\mathrm{\Delta }b}(x)=ax+\mathrm{\Delta }b_n.$$
(3)
In both cases we assume that the random variable $`\mathrm{\Delta }_n\{\mathrm{\Delta }a_n,\mathrm{\Delta }b_n\}`$ is independent and identically distributed according to a distribution $`\chi _d(\mathrm{\Delta }_n)`$, where $`d\{da,db\}`$ is again a control parameter. In the following we will consider two different types of such distributions, namely random variables distributed uniformly over an interval of size $`[d,d]`$ ,

$$\chi _d(\mathrm{\Delta }_n)=\frac{1}{2d}\mathrm{\Theta }(d+\mathrm{\Delta }_n)\mathrm{\Theta }(d\mathrm{\Delta }_n),$$
(4)
and dichotomous or $`\delta `$-distributed random variables ,

$$\chi _d(\mathrm{\Delta }_n)=\frac{1}{2}(\delta (d\mathrm{\Delta }_n)+\delta (d+\mathrm{\Delta }_n)).$$
(5)
Since $`|\mathrm{\Delta }_n|d`$, we denote $`d`$ as the perturbation strength. As an example, we sketch in Fig. 1 our model for noisy slopes. We now define the diffusion coefficient as

$$D(a,d)=\underset{n\mathrm{}}{lim}\frac{1}{2n}(<x_n^2>_{\rho _0}<x_n>_{\rho _0}^2),$$
(6)
with

$$<x_n^k>_{\rho _0}=𝑑xd(\mathrm{\Delta }_0)d(\mathrm{\Delta }_1)\mathrm{}d(\mathrm{\Delta }_{n1})\rho _0(x)\chi (\mathrm{\Delta }_0)\chi (\mathrm{\Delta }_1)\mathrm{}\chi (\mathrm{\Delta }_{n1})x_n^k,$$
(7)
where $`\rho _0(x)`$ denotes the initial distribution of an ensemble of moving particles, $`x_0x`$, $`k\text{}`$, and $`\mathrm{\Delta }_j,j\{1,\mathrm{},n1\}`$, is the random variable. Note that in computer simulations it suffices to generate a single series of random variables instead of evaluating all the integrals in Eq. (7). To obtain better numerical convergence for noisy shifts the current squared in Eq. (6) was subtracted at any time step while Eqs. (4),(5) imply that the long-time average over the random variable $`\mathrm{\Delta }_n`$ does not yield any bias. In Refs.  it was shown that the unperturbed map Eq. (1) exhibits normal diffusion if $`a>2`$, and the same was found recently by adding a bias $`b`$ . Correspondingly, for the types of perturbations defined above diffusion should always be normal if $`(ada)>2`$, as was confirmed in simulations. Hence, the central question is what happens to the parameter-dependent diffusion coefficient $`D(a,d)`$ under variation of the two control parameters $`a`$ and $`d`$ in case of the above two types of noise.

For $`da=0`$ it was shown that the unperturbed diffusion coefficient $`D(a,0)`$ is a fractal function of the slope $`a`$ as a control parameter , as is depicted again in Fig. 1. Included are results from computer simulations for uniformly distributed noisy slopes at different values of the perturbation strength $`da`$ . As expected, the fractal structure gradually smoothes out by increasing $`da`$. Qualitatively the same result is obtained by applying noisy shifts . Fig. 1 may be compared to the corresponding result for quenched slopes Fig. 1 in Ref. . Apart from numerical uncertainties, there are clear differences in the critical behavior close to the onset of diffusion. However, for small enough perturbation strength and large enough $`a`$ the results look qualitatively similar indicating that in this limit quenched and annealed diffusion may be treated on the same footing.

More evidence for this statement is obtained from a trivial approximation for the perturbed diffusion coefficient, which we motivate starting from dichotomous noisy slopes. Naive reasoning suggests that, at arbitrary fixed parameters $`a`$ and $`da`$, the perturbed diffusion coefficient $`D(a,da)`$ can be approximated by simply averaging over the unperturbed diffusion coefficient $`D(a,0)`$ at respective values of the slopes $`ada`$ and $`a+da`$ yielding $`D_{\mathrm{app}}(a,da)=(D(ada,0)+D(a+da,0))/2`$. This heuristic argument can be straightforwardly extended to the random distribution Eq. (4) as well as to any other type of uncorrelated noise yielding the generalized expression

$$D_{\mathrm{app}}(𝒑,𝒅)=d(𝚫)\chi _d(𝚫)D(𝒑+𝚫,0).$$
(8)
Here $`𝒑`$ is a vector of control parameters such as $`𝒑=\{a,b\}`$ in case of the map above, $`𝒅`$ is the corresponding vector of perturbation strengths, and $`𝚫`$ is the vector of perturbations such as $`𝚫=\{\mathrm{\Delta }a,\mathrm{\Delta }b\}`$ for noisy shifts and slopes. Further generalizations of this equation, for example, to arbitrary moments as defined in Eq. (7), are straightforward. Applying this formula to the case of quenched slopes discussed in Ref.  reproduces the diffusion coefficient approximation Eq. (6) therein, which was obtained in the limit of small perturbation strength. The corresponding approximations for uniform noisy slopes are depicted in Fig. 1 as lines. They show that even for the rather large perturbation strength $`da=1`$ the agreement between theory and simulations is excellent. This confirms that, in the limit described above, quenched and annealed disorder generating normal diffusion can indeed approximately be treated in the same way.

Let us now look at the diffusion coefficient for a given value of $`a`$ as a function of $`da`$. Fig. 1 shows that approximately at odd and even integer slopes the fractal diffusion coefficient $`D(a,0)`$ exhibits a local maximum or minimum, respectively. Since Eq. (8) represents an average over the unperturbed solution in a local environment $`[ada,a+da]`$ it predicts local suppression and enhancement of diffusion at odd and even integer slopes, respectively, under variation of the perturbation strength $`da`$. This has already been conjectured in Ref.  and has been verified in Ref.  for quenched slopes. We first check this hypothesis for noisy slopes around the local maximum of $`D(a,0)`$ at $`a=7`$ distributed according to Eqs. (4),(5). Figs. 2 (a), (b) depict again results obtained from computer simulations in comparison to Eq. (8). As predicted, in both cases there is suppression of diffusion for small enough $`da`$. For dichotomous noise the perturbed diffusion coefficient increases on a coarse scale by exhibiting multiple, fractal-like suppression and enhancement on finer scales. For uniform perturbations there is a pronounced crossover from suppression to enhancement on a coarse scale, by again exhibiting oscillations on a fine scale. In both cases the agreement between simple theory and simulations is excellent for small enough $`da`$, whereas clear systematic deviations particularly in case of dichotomous noise are visible for larger $`da`$. Note that if $`a\mathrm{\Delta }a_n<2`$ particles are getting trapped within a box at a respective time step $`n`$, and that for $`a\mathrm{\Delta }a_n<1`$ the map is non-chaotic. In the first case simulations and simple reasoning suggest that the perturbed map still exhibits normal diffusion. However, as soon as $`ada<1`$ numerical results indicate that there is no normal diffusion anymore . This appears to be due to the contracting behavior of the non-chaotic map resulting in localization of particles. The oscillatory behavior of the diffusion coefficient in Fig. 2 (a) just below this transition point is not yet understood.

Employing Eq. (8) we now analyze noisy shifts. The unperturbed two-parameter diffusion coefficient $`D(a,b,0)`$ has been calculated numerically exactly for the map under consideration in Ref. . Results for the perturbed diffusion coefficient $`D(a,db)D(a,0,db)`$ are presented in Fig. 3 (a) for dichotomous noise and (b) for uniform perturbations, both starting from $`D(a,0)`$ at $`a=6`$. In both cases the perturbed diffusion coefficient exhibits strong enhancement of diffusion for small enough perturbation strength due to the fact that the unperturbed diffusion coefficient at $`a=6`$ is approximately identical with a local maximum in the $`(a,b)`$ parameter plane . For dichotmous perturbations it suffices to show results for $`0<db<0.5`$ only. Translation and reflection symmetry of the map imply that this function is mirrored in the interval from $`0.5<db<1`$, and that the full sequence in $`0<db<1`$ is periodically repeated for higher values of $`db`$. As in the corresponding case of noisy slopes, the perturbed diffusion coefficient increases on a coarse scale by exhibiting multiple fractal-like suppression and enhancement on a fine scale. In case of uniform perturbations there is a pronounced crossover to an approximately constant diffusion coefficient for larger $`db`$.

Before calculating the stochastic limit of the diffusion coefficient we provide a simple analytical justification for the heuristic approximation Eq. (8). For sake of simplicity, we demonstrate it only for noisy slopes, $`\mathrm{\Delta }_n\mathrm{\Delta }a_n`$. Noisy shifts as well as quenched disorder can be treated along the same lines . Let us start from the definition of the diffusion coefficient Eq. (6) where $`<x_n>=0`$. Let $`\mathrm{\Delta }a_n`$ be uniformly distributed in $`[da,da]`$, $`\mathrm{\Delta }a_0\mathrm{\Delta }a`$. In case of $`da0`$ all random variables are bounded by $`\mathrm{\Delta }a_n=\mathrm{\Delta }a+ϵ`$, $`2daϵ2da`$. We now put this expression into the perturbed equation of motion Eqs. (1),(2), as contained in Eq. (6), which we write as $`x_{n+1,a+\mathrm{\Delta }a_n}=M_{a+\mathrm{\Delta }a_n}(x_n)`$. As a first step we now take the limit $`ϵ0`$ resulting in the expression for the mean square displacement

$`<x_n^2>`$ $`=`$ $`{\displaystyle 𝑑xd(\mathrm{\Delta }a)d(\mathrm{\Delta }a_1)\mathrm{}d(\mathrm{\Delta }a_{n1})\rho _0(x)\chi (\mathrm{\Delta }a)\chi (\mathrm{\Delta }a_1)\mathrm{}\chi (\mathrm{\Delta }a_{n1})x_{n,a+\mathrm{\Delta }a_{n1}}^2}`$ (9)
$`=`$ $`{\displaystyle 𝑑xd(\mathrm{\Delta }a)\rho _0(x)\chi (\mathrm{\Delta }a)x_{n,a+\mathrm{\Delta }a}^2(ϵ0)}.`$ (10)
As a second step we exchange the time limit contained in Eq. (6) with the integration over $`d(\mathrm{\Delta }a)`$ yielding

$`D_{app}(a,da)`$ $`=`$ $`\underset{n\mathrm{}}{lim}{\displaystyle \frac{<x_n^2>}{2n}}`$ (11)
$`=`$ $`{\displaystyle d(\mathrm{\Delta }a)\chi _{da}(\mathrm{\Delta }a)\underset{n\mathrm{}}{lim}𝑑x\rho _0(x)\frac{x_{n,a+\mathrm{\Delta }a}^2}{2n}}`$ (12)
$`=`$ $`{\displaystyle d(\mathrm{\Delta }a)\chi _{da}(\mathrm{\Delta }a)D(a+\mathrm{\Delta }a,0)},`$ (13)
where we have used that the unperturbed diffusion coefficient was defined as

$$D(a,0)=\underset{n\mathrm{}}{lim}𝑑x\rho _0(x)x_{n,a}^2.$$
(14)
We have thus verified our previous approximation Eq. (8) for noisy slopes in the limit of small perturbation strength. A similar derivation can be carried out for noisy shifts arriving again at Eq. (8) in case of very small perturbation strength. For quenched shifts it is known that a normal diffusion coefficient does not exist , thus any approximation by Eq. (8) must fail. Indeed, it turns out that in this case taking the limit $`ϵ0`$ fundamentally changes the properties of the dynamical system and is thus no valid operation .

Finally, we calculate the parameter-dependent stochastic diffusion coefficient related to the map with noisy slopes. Starting from the definition Eq. (14) the complete loss of memory in the unperturbed map is modeled by  (i) replacing the distance $`x_n`$ a particle travels by $`n`$ times the distance a particle travels at any single time step, $`n\mathrm{\Delta }x=n(M_a(x)x)`$, and (ii) neglecting any memory effects in the probability density on the unit interval by assuming $`\rho _0(x)=1`$. Then Eq. (14) yields

$$D_{rw}(a)=\frac{(a1)^2}{24}.$$
(15)
As was shown in Refs. , this equation correctly describes the asymptotic parameter dependence of the deterministic diffusion coefficient for $`a\mathrm{}`$ thus explaining the increase of $`D(a,0)`$ in Fig. 1 on a coarse scale. On this basis, the corresponding result for noisy slopes is easily calculated by using Eq. (15) as the functional form for $`D(a+\mathrm{\Delta }a,0)`$ in the approximation Eq. (13) reading

$$D_{rw}(a,da)=D_{rw}(a,0)+\mathrm{\Delta }a^2/c,$$
(16)
where $`c=24`$ for dichotomous noise Eq. (5) and $`c=72`$ for uniform noise Eq. (4). Eq. (16) thus confirms the common sense expectation that noise should typically enhance diffusion and represents the stochastic limit of the diffusion coefficient. This equation is depicted in Fig. 2 (a), (b) in form of dashed lines. In case of dichotomous noise the correlations are apparently large enough such that even for large perturbation strength $`da`$ there is no transition to the stochastic limit, whereas in case of uniform noisy slopes the diffusion coefficient approaches the stochastic solution asymptotically in $`da`$ thus verifying the existence of a transition from deterministic to stochastic diffusion. That such a distinct transition behavior exists in these models was already conjectured in Ref. . Analogous calculations for noisy shifts yield Eq. (15) for all values of $`db`$ reflecting the fact that for large enough $`a`$ the stochastic diffusion coefficient should not depend on the bias. This result is shown in Fig. 3 (b) and again confirms an asymptotic approach of the diffusion coefficient to the stochastic limit under variation of $`db`$. Based on the known result of the existence of a fractal diffusion coefficient for the unperturbed $`D(a,b,0)`$ we conjecture that the typical transition scenario in this type of systems consists of (multiple) suppression and enhancement of diffusion. We finally note that Eqs. (15),(16) are closely related to the approximation outlined in Ref. , and to the simple heuristic argument given by Reimann  by which he explains the suppression of deterministic diffusion by noise in the climbing sine map near a crisis; more details will be discussed elsewhere .

We conclude with a few remarks: (1) It would be interesting to study the problem of noisy maps with non-zero average bias along the same lines. Ref.  shows that the unperturbed map does not exhibit linear response for $`b0`$, thus we conjecture that adding noise generates a transition to Ohm’s law. (2) In the recent Ref.  a rather general mechanism of noise suppression by noise has been reported. Whether there is a more detailed relation between the argument outlined in this reference and the phenomena discussed here appears to be an open question. (3) Our approach may be useful to investigate the impact of noise on the diffusion coefficient in more complex time-continuous systems as well. In particular, we are thinking of models such as the standard map, particle billiards, or inertia ratchets, where irregular transport coefficients have already been reported and studied under the impact of noise . However, these analyses were not performed from the point of view of suppression and enhancement of diffusion, or by looking for transitions to the stochastic limit.

The author thanks N. Korabel and S. Denisov for interesting discussions on noisy maps. He is also grateful to G. Radons, H. van Beijeren, J.R. Dorfman, and T. Tel for helpful remarks.


text:
# Bar-driven dark halo evolution: a resolution of the cusp–core controversy

## 1 Introduction

The cold dark matter (CDM) model for structure formation has had a wide range of successes in explaining the observed universe. However, particularly at small scales, several vexing problems remain. Perhaps the most widely discussed shortcoming concerns the central density profiles of galaxies. Cold dark matter structure formation simulations predict a universal cuspy halo profile (Navarro et al., 1997, hereafter NFW). This profile, $`\rho r^\gamma (1+r/r_s)^{\gamma 3}`$ or $`\rho r^\gamma (1+(r/r_s)^{3\gamma })^1`$ with $`\gamma =1`$, was first presented by NFW based on a suite of collisionless n-body simulations with different initial density fluctuation spectra and cosmological parameters. More recent work debates the value of $`\gamma `$ (Moore et al., 1998; Jing and Suto, 2000), but most estimates are in the range $`1<\gamma <1.5`$. Even before the discovery of a universal density profile, several authors pointed out the apparent discrepancy between the cuspy central density profiles predicted by dissipationless numerical simulations and those inferred from the rotation curves of galaxies (Moore, 1994; Flores and Primack, 1994; Burkert, 1995). Although some recent observational evidence claims a marginal consistency with such cuspy dark matter profiles (van den Bosch and Swaters, 2001), most do not (Côté et al., 2000; de Blok et al., 2001; Blais-Ouellette et al., 2001).

This led to a flurry of papers trying to explain the discrepancy. Given the numerous other successes of the CDM model most of these explanations involved altering the model only at small scales, which would only affect the cuspiness of the dark matter density profile. Some changed the fundamental nature of the dark matter particle itself: collisional dark matter (Spergel and Steinhardt, 2000), decaying dark matter (Cen, 2001), fluid dark matter (Peebles, 2000), repulsive dark matter (Goodman, 2000), and annihilating dark matter (Kaplinghat et al., 2000). Others changed the temperature of the dark particle from cold to warm to reduce the small scale power, i.e. warm dark matter (Hogan and Dalcanton, 2000; Colín et al., 2000; Eke et al., 2001; Avila-Reese et al., 2001; Bode et al., 2001), while others altered the shape of the spectrum at small scales by changing inflation (Kamionkowski and Liddle, 2000). At the most extreme, some authors suggested that the only solution was to change the nature of gravity itself (de Blok and McGaugh, 1998).

The simulations that predicted the existence of the central dark matter cusp (Navarro et al., 1997; Moore et al., 1998; Jing and Suto, 2000) only included the dark matter component. By using rotation curve analyses and light profiles, the same techniques used to infer the above mentioned discrepancy, we know that the central regions of most galaxies are dominated by a baryonic component (van Albada and Sancisi, 1986). The dynamics of the baryonic component can be quite different than that of dark matter owing to its dissipative nature: baryons can shock and cool. Furthermore, even a dissipationless, stellar baryonic component can have a markedly different geometry than pure dark matter since it originally formed from a dissipative component. These different dynamical properties and the subsequent interactions of the baryonic component with the dark matter could greatly affect the dark matter structure.

Since it is commonly assumed that the addition of a baryonic component would cause the dark matter to adiabatically contract (Blumenthal et al., 1986) thereby exacerbating the observed discrepancy, the complications caused by the baryonic component are usually dismissed. Even so, both Binney et al. (2001) and El-Zant et al. (2001) discuss mechanisms by which the baryonic component might produce a core. Much of the baryonic component will cool and likely form a disk (Fall and Efstathiou, 1980). Disk bars and strong grand-design structure can strongly interact with the dark matter (Weinberg, 1985; Hernquist and Weinberg, 1992) by transferring angular momentum to the spheroid-halo component. Quoting from Hernquist and Weinberg (1992)

“Cosmological simulations of \[dark\] halo formation from plausible initial conditions generally yield halos whose density structure resembles that of \[a Hernquist profile\] (Dubinski and Carlberg, 1991). While somewhat uncertain, it would appear that this result is in conflict with observed rotation curves of at least some galaxies where the dark matter halos apparently have significant core regions with roughly constant density (e.g. Flores et al. (1993)). The simulations reported here \[of rotating bars\] provide, in principle, a mechanism for developing cores in halos long after they form.”

It is this mechanism that we explore in this paper. We present a brief description and simulations of the mechanism in §2 and in §3 we discuss the dynamics in more detail along with other implications.

## 2 The Mechanism

In an equilibrium dark matter halo the average orbit is highly eccentric ($`e0.5`$ on average) and, therefore, has low angular momentum for its energy. Very little energy is required to remove the cusp; a minor addition of angular momentum provides enough circularization to exclude an eccentric orbit from the central region. The pattern of a rotating bar has enough angular momentum, if transferred to the cusp, to remove it altogether. Our basic picture is as follows:

1. Start with a forming galaxy. CDM simulations predict that its dark matter distribution will be cuspy (e.g. an NFW profile).
2. As the galaxy continues to form, smooth accretion of gas and stochastic merging and dissipation is followed by the settling of the baryons into a mostly gaseous, cold disk.
3. As the disk becomes more massive and centrally concentrated, at some point it will overwhelm the halo support and form a bar as seen in simulations of galaxy formation that include a dissipative baryonic component (Katz and Gunn, 1991; Steinmetz, 1997). Since the disk is mostly gaseous and cold and the halo is quite disturbed, it makes it easy to form a very strong bar. Simulations suggest that for Milky Way sized galaxies early bars have semi-major axes approaching 10 kpc (Steinmetz, 1997).
4. The rotating bar pattern excites a gravitational wake in the dark matter. The wake trails the bar causing the bar to slow its rotation and transfer its angular momentum to the dark matter (Weinberg, 1985). This forms a core in the dark matter distribution. The 10 kpc primordial bar will remove the cusp out to $``$5 kpc in $``$1.5 gigayears.
5. After the formation of the core early on, a classic stellar bar may form and experience low torque in the current epoch.

It is easy to estimate that a strong bar can have important consequences for halo evolution. A non-axisymmetric bar force is dominated by its quadrupole component. A toy model for a rotating gravitational quadrupole is two masses in orbit at the same distance from the center of a galaxy but at opposite position angles. We can use the Chandrasekhar dynamical friction formula to estimate the time scale for transferring all of the bar’s angular momentum to the halo. The answer is a few bar rotation periods (see Weinberg, 1985). Since the total angular momentum in the bar approaches that of the dark matter halo within the optical radius, we conclude that the evolution of the dark matter halo induced by a bar can be significant. These estimates have been further refined by Hernquist and Weinberg (1992) and Debattista and Sellwood (1998, 2000) using n-body simulations.

The evolution of the halo may be estimated analytically using a perturbation expansion of the collisionless Boltzmann equation and a solution of the resulting initial value problem. The zeroth-order solution specifies the equilibrium galaxy and the first-order solution determines the linear response of the galaxy to some perturbation. The second-order solution contains the first non-transient change in the underlying distribution. By taking the limit for the evolution time scale to be much larger than an orbital time, the transient contribution can be made arbitrarily small. However, we are often interested in intermediate time scales. Explicit comparisons with n-body simulations shows that this approximation is acceptable even for a small number of orbital time scales. Mathematical details can be found in Weinberg (1985, 2001b).

Figure 1a shows the perturbation theory prediction for the evolution of the density profile. The simulation is of a bar in an NFW profile with a concentration of 20. The disk contains half the mass within the bar radius and the bar contains 30% of the disk mass. We choose the corotation radius to be the NFW scale length and the bar radius is chosen to be 0.5 scale lengths. The results described below are only weakly sensitive to this choice. The bar figure is represented by a homogeneous ellipsoid with axis ratios of 1:0.5:0.05. We derive the bar force from the quadrupole term of the gravitational potential of the ellipsoid. Ignoring the higher order multipoles in the bar potential does not greatly change the results but does cause us to slightly underestimate the evolution (Hernquist and Weinberg, 1992).

The angular momentum transfer to the dark matter takes place at commensurabilities between the pattern speed and orbital frequencies and is dominated by a few strong resonances. The torque pushes the inner halo orbits to higher angular momentum and energy, removing gravitational support for the inner cusp. The halo expands and flattens the cusp. After a few bar rotation times (several hundred million years) the central cusp is flattened, but not enough to match the observations.

Although the perturbative approach yields more accurate results, free from the numerical noise inherent in n-body simulations, they are only valid in the linear regime. Hence, we perform n-body simulations using a parallel implementation with the Message Passing Interface (MPI), of the algorithm described in Weinberg (1999), a self consistent field (SCF) technique. This algorithm defines a set of orthogonal functions whose lowest-order member is the unperturbed profile itself. Each additional member in the series probes successively finer scales. Because all scales of interest here can be represented with a small number of degrees of freedom, the particle noise is low.

The initial conditions are a Monte Carlo realization of the exact isotropic phase space distribution function for the NFW profile, determined by Eddington inversion (see Binney and Tremaine, 1987, Chap. 4), using 4,000,000 equal mass particles. As we discuss below this number of particles is sufficient to give a converged result. Furthermore, when simulated without a bar disturbance this realization does not evolve and remains in equilibrium. The rotating bar disturbance, with the same strength and size as in the perturbative calculation, is again represented by the quadrupole term of gravitational potential of the ellipsoid. It is turned on adiabatically over four bar rotation times to avoid sudden transients. The use of the quadrupole term only, the first contributing multipole after the monopole, ensures that the dark matter halo remains in approximate equilibrium as the bar perturbation is applied. The early n-body evolution, shown in Figure 1b, is similar to the results from the perturbative approach. The inner evolution follows the analytic predictions up to five bar rotation times. At this point, approximately 30% of the available angular momentum in the bar pattern has been transferred to the halo. Subsequent evolution is more rapid, presumably due to the non-linear response of the near-resonant orbits, although the details remain to be investigated. A similar super-linear increase in torque was reported by Hernquist and Weinberg (1992). The cusp within $`0.5`$ bar radii is completely removed after only 7 bar rotations. At this time the bar pattern has lost all of its original angular momentum, the stars in the bar have lost $`25`$% of their angular momentum, and the disk as a whole has lost only $``$8% of its original angular momentum, and the disk as a whole has lost only $``$8% of its original angular momentum.

## 3 Discussion

### 3.1 Dynamics

In the previous section we mentioned that one can estimate the dynamical friction decay time of a rotating bar by applying the Chandrasekhar dynamical friction formula to a toy model for the bar consisting of two masses in orbit at the same distance from the center of the galaxy but at opposite position angles. This physical argument is a gross simplification, however. The Chandrasekhar dynamical friction formula is derived by considering the momentum transfer of stars gravitationally scattered by a traveling body. The problem is much more complicated in a halo where individual orbits are quasiperiodic. The gravitational wake, i.e. the response of the dark halo to the bar, is not as simple as the Chandrasekhar formula would lead one to believe. A given orbit may encounter the rotating perturbation many times. If the precession frequency leads or trails the pattern, the net torque applied to this orbit will be zero on average. This appears to be in conflict with dynamical friction but really it is not. The bar will only receive a net torque if the gravitational wake either trails or leads the bar pattern and this can only occur if some of the orbital actions are changed, something that can only occur at or near resonances. At exact commensurabilities between the orbital and pattern frequencies individual orbits receive kicks breaking symmetry, resulting in a density response that trails the bar. To have this symmetry broken requires gradients in the phase space density at the positions of these resonances.

In Figure 2, we plot the actual gravitational wake induced by a bar in an n-body simulation. It is similar to the simulations described above but uses an NFW halo realized with $`10^7`$ equal mass particles and is plotted after 5 bar pattern rotations. This figure shows the halo density distortion in response to the bar. The bar’s size and phase are shown schematically. The bar pattern leads the wake and therefore the bar torques the halo.

The location in the halo of the peak angular momentum transfer depends on the halo profile itself in two ways. First, the torqued orbits will be near commensurabilities between the orbital frequencies and the pattern speed. These commensurabilities or resonances take the form $`l_r\mathrm{\Omega }_r+l_\varphi \mathrm{\Omega }_\varphi =m\mathrm{\Omega }_{bar}`$ where the three values of $`\mathrm{\Omega }`$ are the radial, azimuthal and pattern frequencies, respectively, $`l_r`$ and $`l_\varphi `$ are integers and $`m`$ is the azimuthal multipole index. For the $`l=m=2`$ multipole, we will denote a particular resonance by the tuple $`(l_r,l_\varphi )`$. Low-order (high-order) resonances have small (large) values of $`|l_r|`$ or $`|l_\varphi |`$. Second, a net torque requires a differential in phase space density on either side of a particular resonance. It is not the dark matter density of the inner halo but a large phase space gradient that is key to a large bar torque. In fact, if the bar were located in an infinitely large homogeneous core, no matter how dense, there would be no net torque, in contrast to the predictions of the simple toy model. If the bar is inside the halo core, then there will be very few nearby resonances with a differential in phase space density and the torque would be diminished; the dominant resonant orbits in this case would be at or beyond the core radius. Conversely, if the bar is in a dark matter cusp, orbits near and inside the bar radius cover a large range of frequencies. There are low-order resonances deep in the cusp where the phase space gradient is large. The torqued cusp orbits move to larger radii, decreasing the cusp density and decreasing the overall depth of the potential well. Both of these effects cause the cusp to expand overall. Thus, the formation of a bar will naturally eliminate an inner cusp.

Linear theory allows us to explicitly identify the dominant resonances and the angular momentum transfer to halo orbits for models both with and without cores. The overall torque is dominated by one or two resonances in each case. For the NFW profile, the torque is dominated by the resonance $`(1,2)`$; this is analogous to an inner Lindblad resonance. This resonance does not occur for a comparable King (1966) model. The first contributing resonance for the King model is $`(2,2)`$ near the location of the core radius. Higher-order resonances that occur at larger radii are well confined to a single characteristic radius (close to vertical in Fig. 3. However, the $`(1,2)`$ resonance is unique. It always exists in a cusp as $`r0`$ because $`\mathrm{\Omega }_r2\mathrm{\Omega }_\varphi `$ as the orbital angular momentum $`J`$ approaches zero. Therefore there is always some value of $`J`$ for which $`\mathrm{\Omega }_r+2\mathrm{\Omega }_\varphi =2\mathrm{\Omega }_{bar}`$ even though $`\mathrm{\Omega }_r`$ and $`\mathrm{\Omega }_\varphi `$ both diverge for small $`r`$. For this reason, the $`(1,2)`$ resonance can affect orbits deep within a cusp, dramatically changing the inner profile. For a model with a core, the core expands somewhat as angular momentum is transferred toward the outer halo but otherwise remains qualitatively similar to its initial state.

Since bar instability is ubiquitous in self-gravitating disks, continued accretion and cooling is likely to precipitate a bar instability in the forming inner gas disk early on. Once the rotating bar forms, its body angular momentum can be transferred to the halo as described above, flattening and removing the inner cusp. It is possible for this process to occur in stages with multiple bars; at each stage the inner core will grow. There will be a transition in the magnitude of the torque and a slowing of halo evolution when the inner $`(1,2)`$ resonance is finally eliminated.

### 3.2 Implications

Because the bar–cusp coupling depends on near-resonant dynamics, simulations with very high resolution will be required to resolve the dynamics properly. We are confident in our n-body results since they agree with the exact perturbative results in the linear regime, once we have enough particles to reach convergence. To test for convergence we ran a suite of simulations with increasing particle number from $`10^4`$ through $`4\times 10^7`$ and determined that, for our SCF expansion method, we obtained convergence in the evolution for particle numbers $`4\times 10^6`$. This class of potential solver (see Clutton-Brock, 1972, 1973; Kalnajs, 1976; Fridman and Polyachenko, 1984; Hernquist and Ostriker, 1992) suppresses small scale fluctuations. Direct summation approaches (e.g. Kawai et al., 2000, GRAPE), tree codes (Barnes and Hut, 1986) and grid based codes (Sellwood and Merritt, 1994; Pearce and Couchman, 1997) have more inherent small scale noise and will most likely require even higher particle numbers to obtain the same convergence. Note that even if the resonances are not resolved, these simulations will still exhibit significant torque. Our suite of simulations shows that the overall torque increases as the particle number decreases111If the orbit diffusion becomes large enough, it is plausible that the torque will decrease to zero, however.! These same simulations give us good agreement with Chandrasekhar’s formula. Such agreement is not a good indication that one is observing the correct dynamics. Conversely, the Chandrasekhar formula works well in simulations with low to moderate particle number because the resonances are obliterated by artificial diffusion and, therefore, are well represented by simple scattering. In short, it is difficult to see resonant effects in n-body simulations because the diffusion rate is high for moderate numbers of particles. Astronomical sources of noise such as orbiting substructure, decaying spiral waves, lopsidedness, etc. do not produce enough small scale noise to affect this resonant evolution but instead produce large scale deviations from equilibrium that will not drive significant relaxation in the inner halo within several orbital times (see Weinberg, 2001b, a, for estimates of these timescales).

The evolution of bars within dark halos has recently been studied by Debattista and Sellwood (1998, 2000). They simulated bars in dark halos by constructing a strong bar from a Q-unstable disk and then following its evolution. They found that the bars rapidly transferred angular momentum to the massive (non-rotating) halos as predicted by Weinberg (1985). On the other hand, a few direct and a wider variety of indirect inferences from observations indicate that galaxies today harbor rapidly rotating bars. Hence, Debattista & Sellwood concluded that dark matter halos must have low density (or large cores) to be consistent with observations and could not have cusps. These results are consistent with our scenario. As the disk matures and becomes stellar rather than gas dominated, a normal stellar bar may form through secular growth or instability. The first generation of bar evolution would have eliminated the inner halo torque by removing the cusp and, hence, be consistent with the Debattista and Sellwood (2000) arguments.

The bar torque will affect the kinematics of the bulge. Kormendy (1982) finds that bulges of SB galaxies have sufficient spin to be rotationally flattened. However, triaxial galaxy bulges appear to be kinematically midway between an isothermal and rotationally-supported disk component. The bulge length scale is smaller the classic bar length and much smaller than the length of a strong primordial bar. Because the bulge profile is not supported by relatively low-energy eccentric orbits, the bulge will not be subject to the strong density evolution predicted here.

Most of the evidence against central dark matter cusps in galaxies concerns dwarf galaxies, particularly those with low surface brightness (Côté et al., 2000; de Blok et al., 2001; Blais-Ouellette et al., 2001) since these systems offer more precise rotation curve decompositions. One might not expect strong bars to form in such systems and, hence, for the mechanism proposed here not to have much relevance. However, the same analysis used to indicate the lack of a central dark matter cusp also shows that these low surface brightness galaxies are deficient in baryons by three or four times compared to normal galaxies (van den Bosch and Swaters, 2001). If a strong bar forms in a gas rich disk of a dwarf galaxy, much of the gas will lose substantial amounts of angular momentum and be driven towards the center (Roberts et al., 1979). This dense cold gas would then be expected to undergo a strong starburst and, owing to the shallow potential well of the dwarf galaxy, much of the gas would be expelled as a wind (Dekel and Silk, 1986). The remaining galaxy would be one of low surface brightness possessing a core in its dark matter distribution. Our bar mechanism, therefore, not only provides a natural explanation for the existence of dark matter cores but for the existence of low surface brightness dwarfs as well; those dwarf galaxies that had the strongest bars will have the largest cores and lowest surface brightness. There is also some evidence that larger, high surface brightness galaxies also have cores in their central dark matter distributions, although such determinations are much more difficult (Debattista and Sellwood, 2000; Binney and Evans, 2001).

Even if our proposed bar mechanism does not explain the lack of observed central dark matter cusps in all cases, it will still have a profound effect on the structure and evolution of almost all galaxies. Hence, both to understand galaxy formation and evolution and to make predictions from theory it is necessary to resolve these dynamical processes. For example: it changes the predicted dark matter densities at the solar radius and would change the predicted dark matter detection rates (see Stiff et al., 2001, and references therein), it could change the rotation velocities used in Tully-Fisher predictions and perhaps improve the agreement of theory with observations (Navarro and Steinmetz, 2000); it could change disk scale lengths (Steinmetz and Navarro, 1999); and it could make satellite galaxies easier to tidally disrupt by decreasing their central densities (Moore et al., 1999). Some of these consequences are qualitatively discussed in Binney et al. (2001) but it is hard to address many of these issues quantitatively with the simplified simulations presented here. In the future, we plan to perform simulations with self consistent disks and bars, eventually including gas dynamics, to investigate these issues.

The lack of an observed central dark matter cusp in galaxies is a consequence of simple dynamical evolution and does not require a fundamental change to the nature of dark matter or galaxy formation. The difference in evolutionary end states may be the result of strong star formation feedback evacuating the more weakly bound central potentials, lack of strong accretion events and mergers after the primordial bar has disappeared, or a combination of the two. Indeed, such stochastic processes naturally predict the inferred dispersion in present day profiles. However, to correctly resolve these important dynamical processes in ab initio calculations of galaxy formation remains a daunting task, requiring at least 4,000,000 halo particles using our SCF code, and requiring many times more particles when using noisier tree, direct summation, or grid based techniques—the usual methods employed in such calculations.

We wish to thank Eric Linder, Ariyeh Maller and David Weinberg for useful discussions. This work was supported in part by NSF AST-9802568 and AST-9988146, and by NASA LTSA NAG5-3525.


text:
# Indices for SSPs with enhanced mix of 𝛼-elements

## 1. Introduction

Over the years, much effort has been spent to interpret main properties of Ellipticals galaxies such as the age, metallicity, and chemical properties. To this aim, Tantalo et al. (1998) (TCB98) have developed the so-called $`\mathrm{\Delta }`$-Method to get the metallicity, age, and enhancement-degree for a sample of galaxies. Since the isochrones adopted by TCB98 were with solar partition of elements, in this study by using isochrones based on $`\alpha `$-enhanced stellar models (see Salasnich et al. 2000 for all details on these models) and calibrations of indices in which the effect of different \[$`\alpha `$/Fe\] ratios are simultaneously taken into account, we seek to improve upon a point of weakness in the previous analysis.

## 2. How the different mixture of $`\alpha `$-elements will affect the indices ?

In presence of a certain amount of enhancement in the $`\alpha `$-elements one has to suitably modify the relationship between the total metallicity $`Z`$ and the iron content $`[Fe/H]`$. This can be expressed by the following relation in which $`\mathrm{\Gamma }`$ is the Degree of Enhancement

$$\left[\frac{Fe}{H}\right]=\mathrm{lg}\left(\frac{Z}{\mathrm{Z}_{}}\right)\mathrm{lg}\left(\frac{X}{\mathrm{X}_{}}\right)+\mathrm{\Gamma }$$
(1)
For solar metallicity and solar-scaled isochrones ($`\mathrm{\Gamma }=0.0`$), \[Fe/H\] is $`=0.0`$, whereas in the case of $`\alpha `$-enhanced isochrones with solar metallicity the real abundance is \[Fe/H\]$`=0.3557`$.

In the analysis below, we have calculated two different sets of SSPs indices following two different procedures for including the effects of the enhancement of $`\alpha `$-elements on the line strength indices. BC: by using the empirical calibration for $`\mathrm{Mg}_2`$ given by Borges et al. (1995) as in TCB98. TC: by using the index corrections according eq.(6) of Trager et al. (2000).

## 3. Conclusions

Fig.1 shows, the results for the $`\mathrm{Mg}_2`$ index corrected according TC and BC method in left-panel and right-panel respectively (see Tantalo et al. 2001, for more details). In both cases indices tend to flatten out at old ages (say above 3Gyr), whereas they are strongly depend on metallicity and enhancement.

The major drawback of the new indices is their age-degeneracy beyond 3Gyr. Therefore removing the classical age-metallicity degeneracy is a cumbersome affair. A preliminary determination of the age by means of $`\mathrm{\Delta }`$-Method of TCB98 does not lead either to a unique solution or acceptable ages (too old).

Despite the above age-degeneracy, in Tantalo et al. (2001) using a minimum-distance procedure, we have estimated the age, metallicity , and $`\mathrm{\Gamma }`$ for a sample of galaxies. The ranges spanned by age, metallicity, and $`\mathrm{\Gamma }`$ are now compatible with estimates derived from other, independent methods (Trager et al. 2000).

## References

Borges, C.A., Idiart, T.P., de Freitas-Pacheco, J.A. & Thevein, F. 1995, ApJ, 110, 2408

Salasnich, B., Girardi, L., Weiss, A. & Chiosi, C. 2000, A&A, 361,1023

Tantalo, R., Chiosi, C., & Bressan, A. 1998, in A&A, 333, 419 (TCB98)

Tantalo, R. & Chiosi, C. 2001, submitted

Trager, S.C., Faber, S.M., Worthey, G. & González, J.J. 2000, ApJ, 119, 164


text:
# Correlation Differences in Heartbeat Fluctuations During Rest and Exercise

\[

## Abstract

We study the heartbeat activity of healthy individuals at rest and during exercise. We focus on correlation properties of the intervals formed by successive peaks in the pulse wave and find significant scaling differences between rest and exercise. For exercise the interval series is anticorrelated at short time scales and correlated at intermediate time scales, while for rest we observe the opposite crossover pattern — from strong correlations in the short-time regime to weaker correlations at larger scales. We suggest a physiologically motivated stochastic scenario to explain the scaling differences between rest and exercise and the observed crossover patterns.

\]

One of the important questions in the analysis of complex physiological time series is how such series reflect the dynamical properties associated with the underlying control mechanism . Recently, it was found, e.g., that the fluctuations of the heart interbeat intervals reveal long-range power-law correlations  and hidden scale-invariant structure  which may be useful for diagnosis and prognosis . Here we study the correlation (scaling) properties of heartbeat dynamics as reflected by the pulse wave measured from the finger .

Previous studies of long interbeat interval series have focused primarily on 24h  and 6h  records, which include periods of rest as well as periods of a more intensive physical activity. However, heartbeat dynamics can change dramatically with physical activity. Thus important differences in cardiac regulation associated with rest and exercise may not be clearly seen when analyzing records which mix together rest and exercise regimes. Here we consider rest and exercise activities separately. We focus on the correlations in the interpulse interval (IPI) series derived from the pulse wave signal during rest and exercise (Fig. 1a). By studying the changes in the correlation properties we wish to achieve a better understanding of the physiological mechanism that regulates heartbeat dynamics at rest and during physical exercise.

We analyze 21 records from healthy subjects. Each record includes 4 different stages of physical activity denoted as rest1, exercise1, rest2 and exercise2 (Fig. 1b). At the first stage (rest1) we measure the IPI under normal rest conditions. At the next stage (exercise1) subjects are asked to run on a treadmill. After a short recovery, during which subjects sit down to recover their heart rate, a new rest-exercise episode (denoted as rest2 and exercise2) is followed.

To study the correlation properties of the IPI series during rest and exercise stages we use the detrended fluctuation analysis (DFA)  which is a method developed to avoid spurious detection of correlations that are artifacts of trends related to nonstationarity. The DFA procedure consists of the following steps. We first integrate the IPI series to construct the profile $`Y(k)=_{i=1}^k(IPI_iIPI)`$ where $`IPI`$ is the series average. Next, we divide the integrated signal, $`Y(k)`$, into equal windows of size n and find the local trend in each window by a least-squares polynomial fit. The order of the polynomial fit specifies the order of the DFA . Then we calculate the average of the square distances around the local trend. This procedure is repeated to obtain the root mean square fluctuation function $`F(n)`$ for different window sizes $`n`$. A power-law relation between $`F(n)`$ and $`n`$, $`F(n)n^\alpha `$, indicates the presence of scaling in the series. According to random walk theory, the scaling exponent $`\alpha `$ is related to the autocorrelation function exponent $`\gamma `$ ($`C(n)n^\gamma `$ when $`0<\gamma <1`$) and to the power spectrum exponent $`\beta `$ ($`S(f)1/f^\beta `$) by $`\alpha =1\gamma /2=(\beta +1)/2`$ . The value $`\alpha =0.5`$ indicates that there are no (or finite-range) correlations in the data. When $`\alpha <0.5`$ the signal is anti-correlated, meaning that large values are most probable to be followed by small values. The case of $`\alpha >0.5`$ indicates the existence of persistent behavior in the time series, meaning that large values are most probable to be followed by large values. The higher $`\alpha `$ is, the stronger are the correlations in the signal.

We also study the correlation properties of the sign series $`sign(\mathrm{\Delta }IPI)`$ , derived from the IPI increments $`\mathrm{\Delta }IPI_i=IPI_{i+1}IPI_i`$ . Fig. 1c and Fig. 1d show representative examples of sign series obtained from rest and exercise stages respectively. For exercise, the signs of IPI increments tend to alternate rapidly, indicating a strong anticorrelated behavior. At rest stage, on the other hand, the signs alternate every several points, and thus this dynamics may be characterized by a more correlated behavior.

Due to the fact that during exercise the IPI series exhibits strong short-range anticorrelations, we first integrate the IPI series for all rest and exercise episodes (in addition to the integration built in the DFA method), to avoid inaccurate estimation of the scaling exponents for exercise segments. Because of the apparent linear decrease of the IPI during the exercise stage (Fig. 1b), the extra integration introduces a parabolic trend. To eliminate the effect of this parabolic trend in the exercise stage, we perform $`3^{\mathrm{rd}}`$ order DFA  on the integrated IPI series. The integration procedure is not necessary for evaluating $`\alpha `$ for the rest episodes, since they exhibit correlated behavior .

In Fig. 2a we present the fluctuation function, $`F(n)`$, of the integrated IPI series  for rest and exercise segments of a typical subject. For all 21 individuals we observe a characteristic crossover around $`n20`$ where there is a change in the correlation behavior between short and intermediate scales regimes. We denote the scaling exponent of the short-range regime as $`\alpha _1`$ (estimated for scales $`8n14`$) and the scaling exponent of the intermediate regime as $`\alpha _2`$ (estimated for $`30n300`$). The type of crossover is different for rest and exercise: for the rest $`\alpha _1>\alpha _2`$, while for the exercise $`\alpha _1<\alpha _2`$. The fluctuation functions for rest and exercise stages construct a “fish”-like curve (Fig. 2).

We apply a similar scaling analysis to sign series derived from rest and exercise segments of the IPI signal (Fig. 2b). The sign series do not have any global trend, like the original IPI series have; thus, in this case it is enough to use $`2^{\mathrm{nd}}`$ order DFA. For sign series we calculate the short-range scaling exponent $`\alpha _1`$ in the range $`6n12`$ and intermediate exponent $`\alpha _2`$ in the range $`20n60`$ .

|  | original IPI series | | $`sign(\mathrm{\Delta }IPI)`$ | |
| --- | --- | --- | --- | --- |
|  | $`\alpha _1`$ | $`\alpha _2`$ | $`\alpha _1`$ | $`\alpha _2`$ |
| rest1 | 1.42 $`\pm `$ 0.35 | 0.78 $`\pm `$ 0.16 | 0.47 $`\pm `$ 0.19 | 0.17 $`\pm `$ 0.11 |
| rest2 | 1.43 $`\pm `$ 0.30 | 0.75 $`\pm `$ 0.17 | 0.38 $`\pm `$ 0.26 | 0.15 $`\pm `$ 0.12 |
| ex1 | -0.04 $`\pm `$ 0.26 | 1.07 $`\pm `$ 0.18 | -0.17 $`\pm `$ 0.05 | 0.41 $`\pm `$ 0.09 |
| ex2 | -0.14 $`\pm `$ 0.17 | 1.11 $`\pm `$ 0.16 | -0.21 $`\pm `$ 0.06 | 0.41 $`\pm `$ 0.1 |
| whole | 1.21 $`\pm `$ 0.25 | 0.91 $`\pm `$ 0.12 | 0.23 $`\pm `$ 0.15 | 0.22 $`\pm `$ 0.07 |

We obtain a complete separation between rest and exercise for the original and sign series in the short range (Fig. 3) and an almost complete separation for the intermediate-range scaling exponents (Table I). The p-values for the original and sign series (obtained by the paired samples Student’s t-test ) are less than $`10^{10}`$ for the short-range regime and less than $`10^4`$ for the intermediate regime. We find that our results are robust and do not change significantly with repetitive rest and exercise stages (Table I).

To illustrate the importance of considering separately rest and exercise episodes, we perform our analysis also on the entire IPI records which include rest and exercise episodes altogether (Fig. 1b). We find indeed that the scaling of the whole record reflects neither the correlation properties of rest, nor of exercise (see Table I).

The significant differences between the values of $`\alpha _1`$ (Fig. 3) and the different crossover patterns for rest and exercise stages (Fig. 2) may offer some insight on the underlying physiological mechanism controlling the heartbeat dynamics. The heart rhythm is regulated mainly by the parasympathetic (PS) and the sympathetic (SM) branches of the autonomic nervous systems . PS impulses slow the heart rate while SM impulses accelerate it. The interaction between these two branches is reflected by the time organization of the IPI series (Fig. 1b).

The principle of homeostasis (dynamic equilibrium) asserts that physiological systems seek to maintain a constant output in spite of continuous perturbations . However, healthy systems even at rest display highly irregular dynamics (see Fig.1b) . In a recent work Ivanov et al.  proposed a general approach based on the concept of stochastic feedback to account for the complex fractal variability in biological rhythms. In this framework the time evolution of a physiologic system, e.g. the heartbeat dynamics, can be represented by a random walk biased toward some preferred “attracting” levels. Both the SM and PS systems controlling the heart rhythm generate attracting levels which bias the walker (modelling the interbeat interval series) in opposite directions leading to complex heartrate fluctuations. Although these attracting levels change in time, according to the response of the intrinsic physiological mechanism, they can vary in a limited range only, thus keeping the walker away from extreme values.

Based on this general approach we suggest a schematic scenario that explains the different crossover patterns of the IPI fluctuations for rest and exercise (Fig. 2). At rest both the SM and PS systems are active, and each of them attracts the walker toward its own level (Fig.4a). Since the response time of the PS system is shorter than that of the SM system , we assume that the preferred attracting level of the PS system alters more rapidly that the one related to the SM system. This scenario can account for the crossover observed for the rest stage (Fig.2). When the walker is between the two attracting levels, each level imposes a bias in an opposite direction. Thus the walker is able to move in both directions until he crosses any of the two levels after which he is pulled back. This model scheme reproduces the crossover in the scaling behavior (Fig.2) from a larger value of the correlation exponent at short scales, where the fluctuations of the walker are not bounded, to a lower value of the exponent at large time scales, where the dynamics of the walker is bounded by the SM and PS attracting levels.

During exercise the SM system dominates  and the dynamics can be described effectively by a single attracting level (Fig.4b). In this case the walker fluctuates around this level producing an anticorrelated behavior at short time scales. However, since the attracting level changes with time and since the walker follows these changes, the fluctuations in the random walk increase at intermediate time scales, causing a crossover to a more correlated behaviour. This scheme accounts for the observed crossover pattern in the scaling of the IPI fluctuations from an anticorrelated behavior with small value of the corretalion exponent at short time scales to a correlated behavior characterized by a larger value of the exponent at large time scales (Fig.2). Our scenario can also explain the remarkable difference in the amplitude of the fluctuations at rest and during exercise (see Fig.1b). When two attracting levels bias the walker (a situation in our scenario corresponding to rest) the fluctuations are larger compared to the exercise stage when there is a single dominant attracting level (Fig.4).

A “fish” structure similar to Fig. 2 (but with different scaling exponents) was observed when comparing healthy subjects with congestive heart failure patients . These results support our scenario, since for heart failure patients there are evidences of SM dominance , resembling the state of the autonomic nervous system under physical exercise.

In summary, we study correlations in heartbeat fluctuations during rest and exercise. We show that the significant scaling differences and the different crossover patterns between rest and exercise (Fig. 2) can be explained based on the “attractive levels” scenario. We, therefore, conclude that the interaction between the competing branches of the autonomic nervous system underlies the correlation properties of heartbeat.

We wish to thank J.W. Kantelhardt and J.M. Hausdorff for helpful discussions. This work was supported by the Binational Israel-USA Science Foundation and the NIH/National Center for Research Resources (P41 RR13622).


text:
# A new order parameter with renormalized Polyakov loops This work was supported by DFG Grant No. FOR 339/1-2.

## 1 INTRODUCTION

It is believed that hadronic matter undergoes a confinement/deconfinement phase transition at sufficiently high temperatures $`T`$ and/or densities $`n_B`$. In lattice calculations the expectation value of the Polyakov loop $`L`$ is treated as an order parameter for this phase transition. Physically, however, this quantity has no meaning since $`T\mathrm{ln}|L|`$ refers to the free energy of an isolated heavy quark and contains divergent self-energy contributions. Instead of $`T\mathrm{ln}|L|`$ a meaningful determination of the free energy of a heavy quark pair is proposed in . We use this determination to construct a physical order parameter for the mentioned phase transition. As a first test of our investigation we refer to lattice studies of the pure $`SU(3)`$ theory .

## 2 COLOR AVERAGING AT DIFFERENT ENERGY SCALES

We have calculated the color averaged free energy $`F_{av}`$ of a static heavy quark pair using Polyakov loop correlations  and the color singlet free energy $`F_s`$ using the time-like closed Wilson loops  at finite temperature. The color averaged free energy is related to the color singlet ($`F_s`$) and octet ($`F_o`$) contributions: $`\text{exp}(F_{av}/T)=1/9\text{exp}(F_s/T)+8/9\text{exp}(F_o/T)`$. In a static system the internal energy reduces to the potential $`V`$ and therefore the free energy $`F`$ refers to the potential, $`F=VTS`$, where we assume that the entropy $`S`$ may stay $`R`$-dependent ($`R`$: distance). In a perturbative treatment of QCD the singlet is of attractive while the octet potential is of repulsive Coulomb form . In the hadronic phase additional linear terms contribute to the potentials and signal confinement.

For $`RT<<1`$, the repulsive octet contribution to the color averaged free energy is exponentially suppressed and the linear terms become negligible; hence we find

$`\underset{RT0}{lim}\left\{F_{av}(R,T)F_s(R,T)\right\}`$ $`=`$ $`T\mathrm{ln}9.`$ (1)
Due to this relation both free energies coincide at $`T=0`$. Moreover (1) predicts a singlet-like behavior of $`F_{av}`$ at short distances . We argue that the difference $`T\mathrm{ln}9`$ is caused by the difference of the entropy contributions; $`\mathrm{ln}9`$ has the typical form of entropies if one identifies $`9`$ with the sum over the nine possible color configurations: $`S_sS_{av}=\mathrm{ln}9`$.

For $`RT>>1`$ and $`T>T_c`$, the contributions from the potentials become negligible and the color averaging leads to $`S_{av}=\mathrm{ln}\left\{1/9\text{exp}(S_s)+8/9\text{exp}(S_o)\right\}.`$ For $`T<T_c`$, however, the contributions from the potentials and entropies to $`F_{av}`$ cannot easily be separated because of the linear confining terms in the potentials.

We have studied (1) with our lattice data  in terms of the difference $`(F_{av}F_s)/T`$ in Fig. 1a. The data approach the value $`\mathrm{ln}9`$ in both phases at distances $`RT<0.1`$. At these distances the averaged potential behaves like a singlet one. At large $`RT`$, however, the difference vanishes although $`F_{av}`$ and $`F_s`$ separately approach non-zero constants for $`T>T_c`$ and diverge for $`T<T_c`$. We note that the deviations of $`(F_{av}F_s)/T`$ from $`\mathrm{ln}9`$ at large RT indicate that octet contributions to the averaged free energy are important at all temperatures. In fact, Fig. 1a and the above mentioned considerations suggest $`S_{av}=S_s=S_o`$ for large $`R`$ and $`T>T_c`$.

## 3 THE RENORMALIZED POLYAKOV LOOP

In  the renormalized free energy of a heavy quark pair is obtained by matching the lattice data to the $`T=0`$ potential at short distances. With respect to (1) $`F_{av}`$ and $`F_s`$ coincide at large distances and yield the free energy of an infinitely separated quark pair (Fig. 1a). We suggest that $`L^{ren}\text{exp}(F_{av}(\mathrm{})/2T)`$, where $`F_{av}(\mathrm{})`$ has to be taken from normalized data, can be used as an order parameter for the deconfinement phase transition. Our results are shown in Fig. 1b where we have taken the $`F`$-values at $`R_0=0.55fm`$ rather than at infinity due to the finite physical size of the lattices used in our simulation. The order parameter nearly vanishes below $`T_c`$ and increases rapidly above $`T_c`$ indicating the phase transition. We expect $`L^{ren}`$ to have a well defined continuum limit because the short distance normalization to the $`T=0`$ potential is independent of the lattice cut-off . In fact, through this short distance matching we have defined a renormalized Polyakov loop $`L^{ren}`$.

## 4 CONCLUSIONS

We have shown that color averaging influences the free energy in both phases. Thus there exists a non-vanishing octet contribution to $`F_{av}`$ in the confinement phase. Our data indicate that the entropy contributions to the free energy is $`R`$ and $`T`$ dependent, which makes a straight forward extraction of the potential from free energies difficult. We have constructed an order parameter for the deconfinement phase transition which has a well defined continuum limit. It is an interesting question how the discontinuity of the first order $`SU(3)`$ transition becomes visible in this order parameter.