text:
# New approach for network monitoring and intrusion detection

## 1 Introduction

Information systems are threatened today as never before. Evolving network technologies have provided powerful information-transfer applications that have increased our reliance on computerized information systems at the same time that public access to the internet has increased the number and sophistication of those who seek to compromise these systems. The diversity of existing software are hardware devices make the problem of the network the protection very more difficult.

There are many approaches to study the attack tolerance of networks. These approaches usually include the study of dependance of the network stability on the network complexity and topology (see, for example  and references therein), and signature-based analysis technique and statistical analysis and modelling of network traffic (see, for example ). Some methods to study spatial traffic flows traversing the network  and correlation functions of irregular sequences of numbers occurring in the operation of computer networks  have been proposed recently.

In this paper we will not discuss properties related to network structure and topology, but rather concentrate on the information flow on the network. The main difference between this paper and the existing methods is that we are interested in general properties of information flow on a network. We suggest a new approach for network monitoring and intrusion detection based on complete network monitoring. The term “complete” will be clarified later. Since, the process of information exchange is extremely complicated for detailed analysis, we apply some methods for analysis of complex systems in physics to the information flow on networks. This gives us the powerful tools for the analysis and provides a guideline for the application of the obtained result for practical purposes.

We will start from a careful analysis of information exchange on networks to choose the appropriate method of the information flow description. It will give us the basis for network simulations in terms of mathematical description of information exchange processes. Also, the understanding of information flow on the network is necessary for real time network monitoring and for solutions of difficult problems of intrusion detection in real time.

## 2 Information flow description

To describe the information flow on a network, we work on the level of packets exchanging between computers. The structure of the packets and their sizes vary from each to another and depend on the process. In general each packet consists from a header and attached (encapsulated) data. Since the data part does not affect the packet propagation through the network we consider in this paper only information included in headers. We recall that the header consists of encapsulated protocols related to different layers of communications: from a link layer to an application layer. The information contained in the headers controls all network traffic. To extract this information one can use tcpdump utilities, developed with the standard of LBNL’s Network Research Group . This information is used to analyze network traffic, to find a signature of abnormal network behavior and to detect possible intrusions.

The important difference of the proposed approach from traditionally used methods is the presentation of information contained in headers in terms of well-defined mathematical functions. To do that we have developed software to read binary tcpdump files and to represent all protocol parameters as corresponding time-dependent functions. This gives us the opportunity to analyze complete information (or a chosen fraction of complete information: a combination of some parameters) for a chosen time and time window. The ability to vary the time window for the analysis is important since it gives the possibility to extract different scales in the time dependance of the system. Different scales have different sensitivities for particular modes of the system development and, for an example, could be sensitive to different methods of intrusions.

It should be noted that not all parameters are reliable for the description of the information flow. The protocol parameters for host-to-host communication could be divided into two separate groups in respect to the preservation or changing of their values during the packet propagation through the network. We call these two groups of parameters as dynamic and static. The dynamic parameters may be changed during the packet propagation through the network (internet). For example, a “physical” address of a computer, which is the MAC parameter of the Ethernet protocol, is a dynamic parameter because it can be changed if the packet has been re-directed by a router. On the other hand, the source IP address is an example of static parameter because it does not change its value during the packet propagation. To describe the information flow, we use only static parameters since they may carry intrinsic properties of the information flow neglecting the network (internet) structure.

Now, using packets as a fundamental objects for information exchange on network and being able to describe them in terms of functions of time for static parameters, we can apply methods, developed in physics and applied mathematics to study complex dynamical systems, for the network traffic analysis.

To demonstrate the power of these methods we recall an important result for future applications which has been obtained in the framework of the presented approach. It was shown that to describe the information flow on network one can use a small number (10 - 12) of parameters. In other words, the dimension of the information flow space is less or equal to 12 and the information flow properties are independent on network structure, size and topology. To estimate the dimension of the information flow on the network one can apply the algorithm for analysis observed chaotic data in physical systems suggested in paper(see also ref.and references therein). The main idea is related to the fact that any dynamical system with dimension $`N`$ can be described by the set of $`N`$ differential equations of the second order in configuration space or by the set of $`2N`$ differential equations of first order in phase space.

Assuming that the information flow can be described in terms of ordinary differential equations (or by discrete-time evolution rules) for some unknown functions in a (parametric) phase space, one can analyze a time dependance of given scalar parameter $`s(t)`$ which is related to the system dynamics (see, for details ref.). Then one can build $`d`$-dimensional vectors from the variable $`s`$ as

$$y^d(n)=[s(n),s(n+T),s(n+2T),\mathrm{},s(n+T(d1))]$$
(1)
at equal-distant time intervals $`T`$: $`s(t)s(Tn)s(n)`$, where $`n`$ is integer number to numerate $`s`$ values at different time. Now one can calculate a number of nearest neighbors in the vicinity of each point in the vector space and plot the dependance of the number of false nearest neighbors(FNN) as a function of time. The false nearest neighbors for the $`d`$-dimensional space are neighbors which move far away when we increase dimension from $`d`$ to $`d+1`$. This algorithm could be illustrated by the simple example for a two-dimensional circle. If we project the circle on one-dimensional space, we get interval with two degenerated points along the projection axis. Increasing the dimension by 1 we come to the original two-dimensional circle without the degeneracy. Thus, the degenerated points in 1-dimension which have moved to the opposite sides of the circle in 2-dimensions could be called a false nearest neighbors (FNN). Unfolding the space further, to 3-dimension, and further we will not get a false nearest neighbors anymore since a higher dimensional space covers the two-dimensional space to which the circle belongs.

The typical behavior a scalar parameter and corresponding FNN plot are shown on Figs. (1) and (2).

From the last plot one can see that the number of false nearest neighbors rapidly decreases up to about 10 or 12 dimensions. After that it shows a slow, if any dependance at all, on the dimension. This reflects the fact that by increasing the dimension $`d`$ step-by-step, the number of false nearest neighbors (FNN), which come due to projection of far away parts of the trajectory in higher dimensional space, is decreasing up to the level restricted by the system noise since the noise has infinite dimension.

The analysis of information flow on network has been done in paper for a wide set of different network configurations and it was shown that it’s is about 10 or 12. It means one needs not more than 12 independent parameters for a complete description of the information flow and that its dynamics can be described as a trajectory in a phase space with the dimension about 10 - 12. It is also important that this dimension does not depend on the network topology, its size, and the operating systems involved in the network. Therefore, this characteristic is an universal and may be applied for any network.

However, we do not know these independent parameters. Moreover, due to the complexity of the system it is natural that these unknown parameters, which are real dynamical degrees of freedom, have very complicated relations with the parameters contained in the network protocols. Fortunately, these technique provide very powerful methods to extract general information about behavior of dynamical complex systems. For example, the obtained time dependence of only one parameter, the protocol ID, shown on Fig.(1) is enough to reconstruct the trajectory of the information flow in its phase space. The projection of the trajectory on 3-dimensional space is shown on Fig. (3), and further three projections of the trajectory on the 2-dimensional spaces are shown on Fig.(4). One can see that the complete description of the network information traffic in terms of small number of parameters is possible and the the trajectory of information flow is rather well localized and will be a subject for further analysis and pattern recognition techniques.

Now we can obtain results for developing an approach to monitor the network in real time and to prevent possible intrusions.

## 3 Real Time Network Monitoring and Detection of Known Intrusions

The direct consequences of the proposed approach for the network traffic description provides the possibility of a real time network monitoring and detection of all known network attacks. This is because the complete information about network traffic at any given point of the network is collected from tcpdump binary output. All header parameters are converted into time dependant numerical functions. Therefore, each packet for host-to-host exchange corresponds to a point in the multidimensional parametric phase space. The set of these points (the trajectory) completely describes information transfer on the network. It is clear that this representation provides not only the total description of the network traffic at the given point but rather a powerful tool for analysis in real time. Let us consider some possible scenarios for the analysis.

Suppose we are looking for known network intrusions. The signature of the intrusion is a special set of relations between the header parameters. For example, the signature for the attempt to identify live hosts by those responding to the ACK scan includes a source address, an ACK and SYN flags from TCP protocol, a target address of internal network, sequences number, and source and destination port numbers. The lone ACK flag set with identical source and destination ports is the signature for the ACK scan, since the lone ACK flag set should be found only as the final transmission of the three-way handshake, an acknowledgement of receiving data, or data that is transmitted where the entire sending buffer has not been emptied. From this example one can see that the intrusion signature could be easily formulated in terms of logic rules and corresponding equations. Then, collecting the header parameters (this is the initial phase of network monitoring) and testing sets of them against the signatures (functions in terms of the subset of the parameters) one can filter out all known intrusions. Since we can collect any set of the parameters and easily add any signature function, it provides the way for a continuous upgrading of the intrusion detection system (IDS) built on these principles. In other words, such ID system is universal and can be used to detect all possible network intrusions by adding new filter functions or macros in the existing testing program. It is very flexible and easily upgradable. The flexibility is important, however, and in principle could be achieved even in existing “traditional” IDS’s. What is out of scope of traditional approaches is the minimization of possible false alarms and maximal optimized and controlled sensitivity to intrusion signals. These features are an intrinsic feature of our approach.

The important feature of the approach is the presentation of the parameters in terms of time dependant functions. This gives the opportunity to decrease the false alarm probability of the IDS as best possible for the particular network. This can be done using sophisticated methods already developed for noise reduction in time series. Moreover, representation of the protocol parameters as numerical functions provides the opportunity for detailed mathematical analysis and, as a consequence, for the optimization of the signal-to-noise ratio using not only time series techniques but also numerical methods for analysis of multi-dimensional functions. The combination of these methods provides the best possible way, in terms of accuracy of the algorithms and reliability of the obtained information, for detection of known intrusions in real time.

Also, the description of the information flow in terms of numerical functions gives the opportunity to monitor the network traffic for different time windows without missing information and without overflowing storage facilities. One can suggest some different ways to do it. One example is the use of a parallel computer environment (such as low cost powerful Linux clusters) for the simultaneous analysis of the decoded binary tcpdump output. In this case the numerical functions of the header parameters, being sent to different nodes of the cluster, will be analyzed by each node using similar algorithms but different scales for time averaging of signals (or functions). Thus each node has separate time window and, therefore, is sensitive to the network behavior in the particular range of time. Choosing time averaging scales for the nodes from microseconds to weeks, for example, one can trace and analyze the network traffic independently and simultaneously in all these time windows. It is worthwhile to remember that the optimal signal-to-noise ratio is achieved for each time window independently providing the best possible level of information traffic analysis for the whole network. There are at least three obvious advantages for this approach. The first one is the possibility to detect intrusions developed on different time scales simultaneously and in real time. The second one is the automatic decreasing of the noise from a short time fluctuations for long time windows due to time averaging. This provides detailed information analysis in each time window without lost information and, at the same time, discards all noise related information, drastically reducing the amount of information at the storage facilities. The third advantage is the possibility to use (in real time) output from short time scale analyzed data as an additional information for the long time scale analysis.

Let us estimate how many parameters are used to describe signatures of currently known intrusions. One analyzes the comprehensive (but probably not a complete) list of known attacks: smurf , fraggle , pingpong , ping of death , IP Fragment overlap , BrKill , land attack , SYN flood attack , TCP session hijacking , out of band bug , IP unaligned timestamp , bonk , OOB data barf  and vulnerability scans (FIN and SYN & FIN scanning) . The frequencies of the parameters involved in signatures for these intrusions are shown on Fig.(5) and the numeration of the parameters is explained in Table 1. One can see that the small number of parameters that are used for signatures of intrusions. This fact simplifies the procedure of the analysis.

## 4 Detection of Unknown Intrusions

The suggested approach could be considered as a powerful and promising method for network monitoring and detection of known network intrusions. However, there is an even more important feature: the ability to detect previously unknown attacks on a network in a wide range of time scales. This ability is based on the method of description of information exchange on networks in terms of the exchange of packets provided by the header parameters as described in terms of numerical functions of time (or a trajectory in multi-dimensional phase space) as well as on existing methods in theoretical physics for the analysis of dynamics of complex systems. These methods lead to a very useful result for the dimensionality of the information flow space. Since the number of parameters used in packet header is high (of the order of hundreds), the practical search for unknown (even abnormal) signal would be a difficult problem if possible at all. Therefore, the reported result  on the small dimension of the parametric space of the information flow is a crucial point for the practical approach for the detection of unknown intrusions.

To build a real time intrusion detection system, which is capable of detecting unknown attacks, we exploit the fact that one needs to analyze only a small number of parameters. Furthermore, as it is known from complex systems theory, the choice of the parameters is not important unless they are sensitive to the system behavior. The last statement needs to be explained in more detail. Generally, hundreds different parameters could be encapsulated in the packets headers. The question is which parameters we need to choose for the right description of the information flow. One can think, following the discussion in the previous section, that we need to make our choice from the known quoted 17 parameters. It may be a good guess. However, the number 17 is bigger than the dimension of the phase space which we are taking in mind, and it could be a suspicion that hackers will invent new attacks with new signature parameters which are not included in the set presented in the previous section. The right answer on these remarks follows from complex systems theory: for complete system description one needs only the number of parameters equal to the phase space dimension (more precisely, the smallest integer number which is larger than fractal dimension of the phase space). It could be set of any parameters which are sensitive to the system dynamics (and the 17 discussed parameters could be good candidates). We do not know, and do not suppose to know, the real set of parameters until the theory of network information flow is developed or a reliable model for information flow description is suggested. Nevertheless, a method developed to study non-linear complex systems provides tools to extract the essential information about the system from the analysis of even a small partial set of the “sensitive” parameters. As an example, one can refer to the Fig.(3) which show the 3-dimensional projection of the reconstructed trajectory from the time dependent behavior of only one parameter (the protocol ID) shown on Fig.(1). It means that the complete description of the network information flow could be obtained even from one “sensitive” parameter.

It should be noted that it is certainly not enough to analyze one parameter for intrusion detection in realistic situation. In the worst case, some analysis can be done using one parameter, but the reliability, signal-to-noise ratio and time efficiency of the analysis will be rather poor for it to be used as a search for an unknown attack. However, the above extreme example demonstrates the power of the method. The proper approach is to use as many parameters as possible (up to the dimension of the phase space). In that case one can reach the optimal sensitivity to an intrusion signal and speed up the analysis procedure.

One of the ways to the realize this approach is to use the multi-window method discussed in the previous section with the proper data analysis for each time scale. The method of analysis is out of the scope of the current paper and will be reported elsewhere. We will review only the general idea and the problems related to this analysis. To detect unknown attacks (unusual network behavior) we use a deviation of signals from the normal regular network behavior. For these purposes one can use a pattern recognition technique: as well to establish a normal behavior patterns so as to measure a possible deviation from the normal pattern. However, the pattern recognition problem is quite difficult for this analysis. According to our knowledge, it is technically impossible to achieve reliable efficiency in pattern recognition for rather large, such as a 10 dimensional space. On other hand, for our purposes, we cannot extract reliable information from the analysis of one parameter. Therefore, one can choose the optimal (compromised) solution to use pattern recognition technique in the informational flow subspaces with low dimensions. One can choose these subspaces as cross sections of the total phase space defined by applying appropriate constraints on some header parameters. In this case, we will have reasonable ratio of signal-to-noise and will simplify and also improve reliability for the pattern recognition technique. For pattern recognition we suggest useing a 2-3 dimensional wavelet analysis chosen on basis of detailed study of the information traffic on the set of networks. The wavelet approach is promising because it simultaneously drastically reduces the computational time and memory requirements (which is very important for multidimensional analysis) and because it can be used for additional effective noise reduction technique.

## 5 Conclusions

We suggest a new approach for real time network monitoring which is based on the application of complex systems theory for information flow analysis on networks. The synthesis of the network traffic description, in terms of numerical time dependant functions, and methods of theoretical physics, for the study of complex systems, provides not only a robust method for network monitoring with detection of known intrusions, but it looks very promising for developing real systems for detection of unknown intrusions.

To apply innovative technology approaches that are measurably effective against practical attacks it is necessary to detect and identify the attack on reconnaissance stage. As an element for the future technology we presented the study of the possibility of building an automatic intrusion detector system, based on new methods of data analysis and pattern recognition. The system will be able to help maintain a high level of confidence in the protection of the networks.

We thank staff of Advanced Solutions Group for technical support. This work was supported by the DARPA Information Assurance and Survivability Program and is administered by the USAF Air Force Research Laboratory via grant F30602-99-2-0513, as modified.


format: text

text:
# Comment on “Multiple scattering in a reflecting cavity: Application to fish counting in a tank [J. Acoust. Soc. Am. 109, 2587-2597 (2001)]”

\[

## Abstract

This paper presents a comment on the recent work on fish counting in a tank (J. Acoust. Soc. Am. 109, 2587-2597 (2001)). It is pointed out that there are ambiguities with the counting method.

PACS numbers: 43.30.Gv, 43.80.Ev

\]

In a recent paper, de Rosny and Roux proposed a method for counting fish in a tank, an important issue for the fisheries community. As far as we know, this is the first published report on counting fish in a tank. We recognize that the fish information may have been detected by the method. However, in its present form of data analysis, we believe that the foundations for the analysis are questionable. As a matter of fact, their approach has failed to provide reasonable scattering properties of fish. The reasons are elaborated below.

(1) The multiple scattering in a reflecting cavity. The basis for the fish counting method in  is described by Fig. 1 of . The analysis relies on the treatment of the multiple scattering picture in this figure. In the context, the authors argued that the effect of the reflecting boundaries of a tank can be regarded as mirrors, and thus acoustic scattering in such a system is regarded as a medium of scatterers and their images without the boundaries. The multiple reflections make the system equivalent to a system of infinite size.

The first ambiguity in the later development is that effects from the images of the acoustic sources are not considered in . Although the images of the sources are shown in Fig. 1, their possible effects are not discussed anywhere in . In addition, the reflection from the water surface is not taken into account either. The presence of the water surface also acts as a mirror, giving rise to interactions between the scatterers and their images due to this mirror. It is worth pointing out that the water surface acts as a pressure release plane, which has different effects from the presumably total-reflecting side boundaries of the tank.

The second ambiguity lies in the way how the multiple scattering among the scatterers and the images in Fig. 1 is accounted for, a crucial problem in the analysis. In , the authors wrote down two formulas in Eqs. (1) and (2) for total and coherent intensity as a result of the multiple scattering; here we note that in  Eqs. (1) and (2) have been mistakenly regarded as the coherent intensity and incoherent intensity respectively - the detailed information about the definitions of these quantities can be referred to . With reference to , it is ready to verify that both Eqs. (1) and (2) are actually the results of the multiple scattering when wave propagates in a cloud of completely independent random scatterers (Refer to, e. g. Chapter 14 in ). In the system such as many scatterers in a reflecting cavity, the scatterers and their images are not independent scatterers. Thus Eqs. (1) and (2) are not applicable to the present case. There is a rich body of literature on acoustic scattering by bodies in the presence of boundaries (e. g. ). Correlated scatterers can give rise to interference between multiply scattered waves that is absent in a group of independent scatterers. Take the simplest case of an object near a boundary as example. The multiple scattering from a scatterer and its image differs from the scattering from two actual scatterers. This can be easily inferred from, for example, Ref. .

(2) The mathematical derivation. The results of Ref.  rely mainly on its Eq. (4). In writing down this equation, the authors made the assertion “Eq. (3) can be written (as Eq. (4)) by changing from a space variable to a time variable”, then Eq. (4) is obtained. But no details were given. The derivation from Eq. (3) to Eq. (4) is mathematically unclear. Eq. (3) denotes how wave is attenuated after travelling a distance, but Eq. (4) represents the time evolution of backscattered signals. The former is a forward propagating process, while the later is a backscattering process. The link between the two is not obvious. In fact, the time evolution of backscattered signals has been detailed in Chapter 5 of . It is not evident how the time series of the ratio between the coherent and the total backscattered signals can be represented by a simple equation like Eq. (4).

(3) The experimental results. The method of  yields doubtful scattering properties of fish. The main goal of  is to obtain accurate total scattering cross section of fish. Two fish species are measured: zebra fish with length about 1 cm at 400 kHz and 35 cm long striped bass at 12.8 kHz. Take the bass fish as the example. According to , the total scattering cross section of the strip bass is $`4\pi R^2`$ with $`R3.8`$ cm, leading to $`\sigma _s181`$ cm2. This value is much larger than what would be expected for a fish of 35 cm length. The reasons follow.

First, the total scattering cross section is a computable quantity. According to the optical theorem, the total cross section can be calculated from the imaginary part of the forward scattering function of a scatterer

$$\sigma _t=\sigma _s+\sigma _a=\frac{4\pi }{k}\text{Im}[f(0)],$$
(1)
where $`f(0)`$ is the scattering function in the forward scattering direction, $`\sigma _s`$ and $`\sigma _a`$ are the total scattering cross section and the absorption cross section respectively; the absorption can be caused by such effects as thermal exchange or viscosity of the scatterer. For frequencies above the resonance of the fish swimbladder like the cases considered in , the absorption due to the swimbladder is negligible. Furthermore the acoustic absorption due to fish bodies is also negligible. Therefore we have

$$\sigma _s\sigma _t=\frac{4\pi }{k}\text{Im}[f(0)].$$
(2)
This applies to scattering by both fish swimbladders and fish bodies. The advances in modelling acoustic scattering by fish allow for reasonable estimates of fish scattering cross sections. Fish scattering models can be referred to, e. g., the textbook. Indeed, the optical theorem has been applied to existing experimental measurements of various fish scattering cross sections, yielding encouraging agreements. Applying the method in , we estimate that the total scattering cross section for a 35 cm long fish at 12.8 kHz is around 30 - 40 cm2, depending on the aspect ratio used in the modelling. This is much smaller than the value obtained in . It is our experience that the scattering properties vary only slightly for different fish species with the same length.

Second, there exist experimental data on acoustic scattering on fish of similar length. For example, the previous experiment data on Saithe fish of 35.1 cm length yields a total scattering cross section around 30 cm2, in the same order as the theoretical value. This experiment was carried out at a frequency higher than 12.8 kHz used in . From the modelling, this would lead to a slightly higher value in the total scattering cross section than that at 12.8 kHz. It is therefore reasonable to conclude that the total scattering cross section for a 35 cm long fish at 12.8 kHz would be in the order of a few tens of square centimeters, which is considerably smaller than that obtained in .

In conclusion, the method in  requires further development and elaboration in order to be applicable to counting fish in an aquatic tank.

Acknowledgments Dr. P.-G. Luan is thanked for bringing Ref.  to our attention. We thank Dr. Tim Stanton (WHOI) for useful correspondence. The work received support from the National Science Council through a grant to ZY.


text:
# Flat-band excitonic states in Kagome lattice on semiconductor surfaces

## 1 Introduction

Recent surface techniques to fabricate and arrange quantum wires on the semiconductor surface have enabled to synthesize the artificial two-dimensional lattice systems such as square and triangle lattices. For example, C. Albrecht $`etal`$. produced a square lattice by arranging InAs wires on GaInAs (001) surface and showed that a butterfly energy spectra is seen in the case of applying the magnetic field.  Among various lattices, a Kagome lattice is located at the special position because of the appearance of complete flat bands in the electronic spectra.  Since the density of states of such flat bands is macroscopically large and the electronic correlation remarkably works when the half of a flat band is occupied by electrons through the application of the gate voltage, the surface ferromagnetism is predicted for nonmagnetic semiconductor surfaces  and the experimental challenges to realize a Kagome lattice is now in progress. In this view, one can also expect that a Kagome lattice shows an exotic optical properties, which have never been studied yet. In this paper, we investigated the excitonic properties of the Kagome lattice. Most remarkable finding is that the exciton binding energy on the Kagome lattice is extremely large; larger than that in one-dimensional system. By changing the dimensionality of the lattice system, it is shown that such large binding energy originates from the flatness of the lowest-conduction and highest-valence bands in the Kagome lattice. Moreover, by calculating the binding energies of charged exciton and biexciton, we show that the excitons are easy to form charged exciton. We expect that the present results will give useful information for the optical detection of the flat bands.

## 2 Model and Method

The local spin density functional calculation showed that when quantum wires are arranged on the semiconductor surfaces in the way to form a Kagome lattice, the lower conduction-band electrons are mainly localized around the cross points of the quantum wires.  This enables us to reasonably assume that the electronic structures of electrons and holes in the lower conduction and higher valence bands are well described by employing the tight-binding model, where electrons and holes are located on the cross points of quantum wires and transfer along the wires. This situation is schematically shown as solid lines in Fig.1(b). Then the model Hamiltonian becomes

$`H={\displaystyle \underset{m,n}{}}t_{mn}^a\widehat{a}_m^{}\widehat{a}_n{\displaystyle \underset{m,n}{}}t_{mn}^b\widehat{b}_m^{}\widehat{b}_n{\displaystyle \underset{m,n}{}}U_{mn}^{ab}\widehat{a}_m^{}\widehat{a}_m\widehat{b}_n^{}\widehat{b}_n,`$

where $`\widehat{a}_n`$ and $`\widehat{b}_n`$ represent the annihilation operators of an electron and a hole at the $`n`$ site, respectively, and $`t_{mn}^a`$ and $`t_{mn}^b`$ are transfer energies of these carriers from the $`n`$ site to the $`m`$ site. $`U_{mn}^{ab}`$ is the Coulomb attraction energy between an electron and a hole, for which we adopted the following form;

$$U_{mn}^{ab}=\{\begin{array}{cc}U_0\hfill & r=0\hfill \\ U_1/r\hfill & r0,\hfill \end{array}$$

where $`r_{mn}`$is the distance between $`m`$ and $`n`$ sites.  Here we assumed that the lattice constant is unity. The employment of this form of Coulomb energy is equivalent to the introduction of the cut-off parameter in one-dimensional systems to avoid the divergence and corresponds to the screening around the on-site.  The excitonic states are obtained as the lowest-energy bound eigenstates of this Hamiltonian. The exciton binding energy is calculated as the difference of energy between the lowest energy states with and without the Coulomb energy. The Hamiltonian is numerically diagonalized by the Lanchos method for Kagome lattice of the finite size as large as $`18\times 18`$. Since we are interested in qualitative features of excitons, in the calculation, the parameters are chosen adequately as $`U_0`$=0.1, $`U_1`$=0.75$`U_0`$, and $`t_{mn}^a=t_{mn}^b=1.0.`$

## 3 Caluclated results and Disscussions

### 3.1 Binding energy of exciton

First, we consider the exciton binding energy on the Kagome lattice. In order to characterize the Kagome system, we compare binding energies among various lattices. Two-dimensional Kagome, square, and triangle lattices and one-dimensional one are shown in Figs.1(a) to 1(c) as solid lines, respectively. It should be noticed here that, by introducing transfer energies, $`t^{}`$, along broken lines in Figs.1(b) and 1(c) and gradually changing their valves from $`t^{}=0`$ to $`t^{}=1`$, one can obtain Kagome and triangle lattices from one-dimensional and Kagome ones, respectively. This treatment enables us to study the effect of the continuous dimension reduction of a lattice on the exciton binding energy from two to one by way of a Kagome lattice. In the followings, we also consider these lattice systems between triangle and one-dimensional lattices with varying the transfer energies, $`t^{}`$ .

Figure 2 shows the calculated binding energies of exciton for various lattices. It is well known that the exciton binding energy becomes large as the dimensionality of the system decreases. As expected from this result, the binding energies in two-dimensional triangle and square lattices are smaller than one-dimensional lattice. However, in spite that the bond connection decreases in a one-dimensional lattice compared to a Kagome one, the exciton binding energy in the Kagome lattice is much larger than the one-dimensional one. To clarify the excitonic feature furthermore, the calculated exciton wave functions are shown in Fig.3 for Kagome, one-dimensional, and triangle lattices. This figure represents the spatial distribution of a hole as a function of the distance, $`r`$, between a hole and an electron when the electron is fixed on the $`r`$=0 site, where the distance, $`r`$, is measured in units of lattice constant and taken along one direction. As seen in Fig.3 the excitonic radius is extremely small, around two lattice sites, in the Kagome lattice, being much smaller than the other lattices discussed in this paper. Apparently, these results reflect the localized nature of flat-band states, i.e. the conduction-band electron and valence-band hole states in the Kagome lattice.

Next, we consider the variation of exciton binding energy when the magnetic field is applied perpendicular to the surface. In the tight-binding model, the magnetic field effect is introduced into the Hamiltonian by multiplying the transfer energy $`t_{mn}`$ by the phase factor, $`\mathrm{exp}[i\frac{2\pi e}{hc}_n^m𝑨𝑑𝒓]`$ ,where $`𝑨`$ is the vector potential. In the case of no Coulomb interaction, with increasing the magnetic field, the flat band becomes dispersive and its position leaves from the conduction-band bottom to the conduction-band top, which also applies to the valence band. Figure 4 shows the calculated exciton binding energy as a function of magnetic field, where the magnetic field corresponds to the flux in the unit cell of Kagome lattice and is measured in the unit of flux quantum. In insert, we also display the schematic band dispersion of the conduction band in the cases of zero and one flux quantum. It is seen that the exciton binding energy is the largest in the case of no magnetic field and suddenly decreases with applying the magnetic field. This indicates that one can largely control the binding energy of exction by using a Kagome lattice, and the flatness of the lowest-conduction and highest-valence bands is essential to the large exciton binding energy. Moreover, we note that the binding energy with magnetic field shows complicated variation and changes between those of one and two-dimensional lattices, the reason of which has not been clarified yet.

### 3.2 Stability of exciton

Then we consider the stability of excitonic state. Since the radius of flat-band exciton is extremely small as shown above, the high exciton density is expected when the system is highly excited. Thus, we consider the stability of exciton by calculating the binding energies of charged exciton and biexciton, which are made of two electrons and one hole, and two electrons and two holes, respectively. The binding energies of these exciton complexes are calculated in a similar way to that of exciton, where the similar Coulomb repulsion interaction is introduced between electrons or holes. Moreover, we treat electrons and holes as spinless fermions, thus the exciton complexes corresponding to spin-singlet states. The calculated binding energies of the exciton, charged exciton and biexceion are shown in Fig.5. It is seen that the biexciton is unstable, while the charged exciton becomes stable. This might be related to the localized nature of carriers in a Kagome lattice. However, the detailed analysis is now processing and will be published elsewhere.

## 4 Conclusion

We have investigated the excitonic properties in Kagome lattice system by using the exact diagonalization of a tight binding model. The following features are clarified. (1) The exciton binding energy in the Kagome lattice is much larger than those in another two-dimensional systems, such as triangle and square lattices, and even the one-dimensional one. Furthermore the exciton radius is extremely small in the Kagome lattice, compared with the other lattices discussed in this paper. (2) The exciton binding energy is the largest in the case of no magnetic field, and suddenly decreases with applying the magnetic field. (3) When we treat electrons and holes as spinless fermions, the biexciton is unstable, while the charged exciton becomes stable.

## 5 Acknowledgement

The authors would like to thank Dr. K. Ishida for many helpful discussions.

## 6 Reference

 C. Albrecht, J .H. Smet, K. von Klizing, D. Weiss, V. Umansky and H. Schweizer, Phys. Rev. Lett. 86, (2001) 147.

 A. Mielke and H. Tasaki, Commun. Math. Phys. 158, (1993) 341.

 K. Shiraishi, H. Tamura and H. Takayanagi, Appl. Phys. Lett. 78, (2001) 3702.

 K. Ishida, Phys. Rev. B. 49, (1994) 5541.


text:
# 1 Introduction

## 1 Introduction

The standard QCD perturbative expansion in powers of the renormalization group improved coupling is plagued by several deficiencies. The series is divergent and even Borel non-summable, having a zero convergence radius - and coefficients exhibiting asymptotically factorial growth and nonalternating signs -. The truncated, fixed order perturbative expansion is afflicted with the problem of renormalization scheme dependence and violates explicitly, due to the Landau singularities, the rigorous momentum plane analyticity imposed by general principles for confined theories . Several resummations or reformulations of the perturbative expansion have been considered recently, trying to cure or reduce these deficiencies. Modified expansions which eliminate the unphysical singularities in the momentum plane were proposed in , . Reformulations of the perturbation theory attempting to reduce the renormalization scheme dependence of the truncated series were also proposed by several authors, using concepts like minimal sensitivity , effective charge ,  or Padé approximants in the complex plane of the coupling constant -.

Other attempts to go beyond the conventional perturbative expansion are motivated by the large order behaviour of perturbation theory -. The perturbation theory is intrinsically ambiguous, due to the infrared regions of the Feynman diagrams. According to current views , the perturbative ambiguity will be compensated in the complete theory by the nonperturbative contributions. But the estimate of this intrinsic ambiguity is made difficult by the fact that the series is divergent, and the higher terms dramatically spoil the accuracy of the result above a certain order. If one succeeded to replace the usual perturbative expansion by a convergent series (each new term improving the accuracy of the approximation instead of spoiling it), the intrinsic ambiguity of perturbation theory would be better defined. In the present work we address this problem and propose a new, non-power perturbative expansion in QCD, using the principle of analytic continuation in the Borel complex plane.

Although the perturbative series in QCD is not Borel summable, since the conditions for Borel summability ,  are not satisfied, the notion of Borel transform of the QCD correlators is nevertheless useful, as its singularities in the Borel plane contain much physical information. The infrared (IR) and ultraviolet (UV) renormalons and the instantons define a generic doubly-cut Borel plane, which provides an intuitive measure of the ambiguities of the perturbation theory.

The conformal mapping of the Borel plane was suggested in  as a technique to reduce or eliminate the ambiguities (power corrections) due to the large momenta in the Feynman integrals. Such conformal mappings, which move the UV renormalons further from the origin ,  exploit however only in part the known singularity structure in the Borel plane. An optimal mapping, which performs the analytic continuation in the whole doubly-cut Borel plane, was considered in our previous papers ,  (similar mappings were applied later in , ). By means of this technique, we defined in  a non-power perturbative expansion in QCD in terms of a new set of functions that fully exploit the location of the singularities in the Borel plane.

In the present paper we study the properties of these expansion functions, denoted below as $`W_n(a)`$, and the role of the modified expansion for a better understanding of the ambiguities inherent in perturbative QCD. The results are impressive: in contrast to the perturbative powers $`a^n`$, the new functions $`W_n(a)`$ provide a convergent expansion of the correlator in a large domain of the coupling constant complex plane, and share in addition certain important properties with the expanded correlator itself.

The paper is organized as follows: in section 2 we recall the basic facts known about the singularities of the QCD correlation functions in the Borel plane and discuss the method of optimal conformal mapping. We use for illustration the Adler function in massless QCD, but the generalization to other cases is straightforward. In section 3 we define the functions $`W_n(a)`$ and the modified perturbative expansion replacing the standard series in powers of the coupling constant. We investigate the analytic properties of the expansion functions in the complex $`a`$-plane, their asymptotic expansions for small $`a`$, and the convergence conditions for the new expansion. In the concluding section 4, we point out the specific merits of the modified expansion for defining the intrinsic ambiguity of perturbation theory.

## 2 Conformal mapping of the Borel plane

### 2.1 Singularities in the Borel plane

We consider the Adler function in massless QCD

$$D=4\pi ^2s\left(\frac{\mathrm{d}}{\mathrm{d}s}\right)\mathrm{\Pi }(s),$$
(1)
where $`\mathrm{\Pi }(s)`$ is the amplitude of the electromagnetic current–current correlation function

$`\mathrm{\Pi }^{\mu \nu }(p)=i{\displaystyle \mathrm{d}^4x\mathrm{e}^{ipx}0|\mathrm{T}(j^\mu (x)j^\nu (0))|0}`$
$`=(g^{\mu \nu }p^2p^\mu p^\nu )\mathrm{\Pi }(s),s=p^2.`$ (2)
In perturbative QCD, the function $`D`$ can be formally expanded in powers of the renormalized coupling constant $`\alpha _s(\mu ^2)`$

$$D=\underset{n=0}{\overset{\mathrm{}}{}}D_n\left(\frac{\alpha _s(\mu ^2)}{\pi }\right)^n,$$
(3)
where the coefficients $`D_n`$ depend on the external momentum squared $`s`$, and are renormalization scheme and scale dependent. Certain classes of Feynman diagrams suggest that they are factorially increasing with $`n`$, therefore the series (3) is divergent, and has to be given a precise meaning.

Among various summation techniques of power series , , the Borel method received much interest in recent years, although the mathematical conditions required for its use are not satisfied in QCD , . As mentioned in the Introduction, even if the Borel summation method is not applicable it is useful to examine and exploit the singularity structure of the Borel transform, as it contains important physical information. In the present paper we use the Borel transform to define an improved perturbative expansion, using in addition the principle of analytic continuation.

The Borel transform of the Adler function is defined by the power series

$$B(u,s)=\underset{n=0}{\overset{\mathrm{}}{}}b_nu^n,$$
(4)
with $`b_n`$ related to the original perturbative coefficients appearing in (3) by

$$b_n=\frac{D_n}{\beta _0^nn!},$$
(5)
where $`\beta _0`$ is the first coefficient of the $`\beta `$ function. Then the Adler function given by the series (3) can be formally expressed as the Laplace transform

$$D(s,a)=\frac{1}{a}\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^{u/a}B(u,s)du,$$
(6)
where $`a=\beta _0\alpha _s(\mu ^2)/\pi `$.

The Borel transform $`B(u,s)`$ is scheme and scale dependent. As discussed in , in the large $`N_f`$ limit the momentum dependence can be factorized as

$$B(u,s)=\left(\frac{s\mathrm{e}^C}{\mu ^2}\right)^uB_0(u),$$
(7)
where $`C`$ is a scheme-dependent constant. The power factor in (7) combines with the exponential in (6) in a renormalization scheme and scale independent quantity, the remaining factor $`B_0(u)`$ also being scheme and scale independent. The validity of a similar factorization beyond the large $`N_f`$ limit is an open question . However, it is generally assumed that the position of the singularities of the function $`B(u,s)`$ in the Borel $`u`$ plane is independent of renormalization scheme and scale, and also of the external momenta (as discussed in , this is expected to be the case at least in the so-called ”regular schemes”).

The method developed in the present paper is based on the analytic continuation in the Borel plane, requiring therefore the knowledge of the singularity structure in this plane. We shall assume that the location of the singularities of the Borel transform is known and is independent of the renormalization scheme. For the Adler function, the coefficients $`D_n`$ are assumed to have the specific large order increase

$$D_n\underset{k}{}C_kn!n^{\delta _k}\left(\frac{\pi \beta _0}{k}\right)^n,$$
(8)
where the $`k`$ in the sum are integers, with $`C_k`$ and $`n_k`$ depending in general on $`s`$ and $`\mu ^2`$. This behaviour leads to branch point singularities for the function $`B`$ in the $`u`$-plane, along the negative axis (the ultraviolet renormalons) and the positive axis (the infrared renormalons). Specifically, the branch cuts are situated along the rays $`u1`$ and $`u2`$ (see Fig. 1), and the nature of the first branch points was established in  and in . The additional singularities due to the instanton–anti-instanton pairs  are situated at larger positive values of $`u`$, and will not influence the method discussed in this paper.

### 2.2 Optimal conformal mapping

The singularities of the Borel transform produce the perturbative ambiguities of the QCD correlators. For the Adler function, the Taylor expansion (4) of the Borel transform converges on the disk $`|u|<1`$ that reaches the nearest singularity, which is the first UV renormalon. The corresponding power correction ambiguity is however related to large momenta in the Feynman diagrams, and can be minimized or eliminated in QCD within perturbation theory. As suggested in Ref. , this can be achieved by an analytic continuation outside the convergence circle, by means of a conformal mapping. This method was investigated in , , using the mapping

$$v(u)=\frac{\sqrt{1+u}1}{\sqrt{1+u}+1},$$
(9)
and the corresponding expansion

$$B(u,s)=\underset{n=0}{\overset{\mathrm{}}{}}d_nv^n(u),$$
(10)
instead of the power series (4). The mapping (9) transforms the UV cut $`u1`$ in the $`u`$-plane onto the unit circle $`|v|=1`$ in the $`v`$ plane, while the IR cut $`u2`$ remains inside the disk $`|v|<1`$ (see Fig. 2). As a consequence, the series (10) converges inside the small circle, which touches the image of the lowest IR renormalon in the $`v`$-plane. Thus, although the UV ambiguities (power corrections) are in principle eliminated by this method, the series (10) remains divergent along the positive semiaxis, the IR cut being outside the convergence circle.

The analytic continuation of the perturbative Borel transform into the whole holomorphy domain $`𝒟`$ can be performed by an optimal conformal mapping, $`w(u)`$, which maps the whole $`𝒟`$ onto the unit disk . For the Adler function this mapping is

$$w(u)=\frac{\sqrt{1+u}\sqrt{1u/2}}{\sqrt{1+u}+\sqrt{1u/2}}.$$
(11)
The two branch points of $`w(u)`$, $`u=1`$ and $`u=2`$, coincide with the lowest branch points of the Borel transform $`B(u,s)`$, while the corresponding two cuts, $`u1`$ and $`u2`$, cover the other branch points of $`B`$. As shown in Fig. 3, these two rays are mapped by (11) onto the boundary circle of the unit disk $`|w|=1`$ in the $`w`$plane. The inverse of the mapping (11) is

$$u=\frac{8w}{3w^22w+3}=\frac{8w}{3(w\zeta )(w\zeta ^{})},$$
(12)
where $`\zeta =(\sqrt{2}+i)/(\sqrt{2}i)`$ and its complex conjugate $`\zeta ^{}`$ are the images of $`u=\mathrm{}`$ on the unit circle.

As proposed in , we expand $`B`$ in powers of the variable $`w`$

$$B(u,s)=\underset{n=0}{\overset{\mathrm{}}{}}c_nw^n(u),$$
(13)
where the coefficients $`c_n`$ can be obtained from the coefficients $`b_k`$, $`kn`$, using Eqs. (4) and (11). By expanding $`B(u,s)`$ according to (13) one makes full use of its holomorphy domain, because the known part of it (i.e. the first Riemannian sheet) is mapped onto the convergence disk111The conformal mapping used here is confined to the first sheet. If the branch point structure and analyticity on other sheets were known, a multi-sheet mapping could be used which simultaneously uniformizes several branch points .. The series (13) converges inside the whole disk $`|w|<1`$, i.e., in the whole cut $`u`$ plane, up to the cuts. A very important property, proved in , is that the expansion (13) has the fastest asymptotic (large-order) convergence rate, compared to any other expansion in powers of a variable that maps only a smaller part of the holomorphy domain onto the unit disk. We recall that the large-order convergence rate of a power series is equal to that of the geometrical series with the quotient $`r/R`$, $`r`$ being the distance of the point from the origin, and $`R`$ the convergence radius. The proof given in  consists in comparing the magnitudes of the ratio $`r/R`$ for a certain point in different complex planes, corresponding to different conformal mappings. When the whole analyticity domain $`𝒟`$ of the function is mapped on a disk, the value of $`r/R`$ is minimal .

## 3 Modified QCD perturbative expansion

### 3.1 Non-power expansion functions in QCD

The expansion (13) of the Borel transform suggests to expand the Adler function in the series

$$D(s,a)=\underset{n=0}{\overset{\mathrm{}}{}}c_nW_n(a),$$
(14)
where the functions $`W_n(a)`$ are defined as Laplace transforms of $`w^n(u)`$ :

$$W_n(a)=\frac{1}{a}\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^{u/a}w^n(u)du,n=0,1,2,\mathrm{}.$$
(15)
At each finite truncation order $`N`$, the expansion (14) is obtained by inserting the series (13) into the Laplace integral (6) and exchanging the order of summation and integration. This procedure is trivially allowed at any finite integer $`N0`$. For $`N\mathrm{}`$, however, the new expansion (14) represents a nontrivial step out of perturbation theory, replacing the perturbative powers $`a^n`$ by the functions $`W_n(a)`$. As proved in , the expansion (14) converges under certain rather general conditions (we discuss this point below in subsection 3.4). The convergence of the series (14) is our key argument in favor of the stepping out of the standard perturbation theory.

Our procedure is an obvious generalization of the conformal mapping method proposed in  for Borel summable functions. Formally, the expansion (14) is obtained from the standard perturbative expansion (3) by replacing the coefficients $`b_n`$, appearing in the Taylor series (4), by the coefficients $`c_n`$ of the improved expansion (13), and the perturbative functions $`n!a^n`$ (which multiply the coefficients $`b_n`$) by the new functions $`W_n(a)`$ defined by the integral (15). Actually, this integral is not well-defined since the branch-point $`u=2`$ is encountered along the integration range. This is a manifestation of the intrinsic ambiguity of the perturbation theory produced by the infrared renormalons. In defining the functions $`W_n`$, we shall use the same prescription as the one adopted in (6) for the correlator $`D`$ itself. We shall consider in particular the functions

$$W_n^{(\pm )}(a)=\frac{1}{a}\underset{𝒞_\pm }{}\mathrm{e}^{u/a}w^n(u)du,n=0,1,2,\mathrm{},$$
(16)
where $`𝒞_+`$ ($`𝒞_{}`$) are lines parallel to the real positive axis, slightly above (below) it, and the principal value (PV) prescription

$$W_n^{(PV)}(a)=\frac{1}{2}[W_n^{(+)}(a)+W_n^{()}(a)].$$
(17)
In what follows we shall examine the expansion functions $`W_n(a)`$, showing that in many respects they resemble the expanded function $`D(s,a)`$ itself.

### 3.2 Analytic properties of $`W_n(a)`$ in the complex $`a`$-plane

The problem of the analytic properties of the QCD correlators in the coupling constant plane is very complex. ’t Hooft  and Khuri  showed that renormalization group invariance and the multiparticle branch-points on the timelike axis of the momentum plane $`s=p^2`$ imply a complicated accumulation of singularities near the point $`a=0`$. Since the proof uses a nonperturbative argument (multiparticle states generated by confinement in massless QCD), it is difficult to see this feature in perturbation theory, even in partial resummations that take into account infinite classes of Feynman diagrams.

In the present subsection we shall discuss the analytic properties of the expansion functions $`W_n(a)`$ defined by the integrals (16). Since the integrand is bounded, $`|w^n(u)|<1`$, the integrals converge for $`\mathrm{Re}a>0`$, i.e. $`\pi /2+\delta \psi \pi /2\delta `$, for $`\delta >0`$ arbitrarily small, where $`\psi `$ is the phase of $`a`$ ($`a=|a|\mathrm{e}^{i\psi }`$). Let us consider the functions $`W_n^{(+)}(a)`$ and take first $`a`$ complex in the first quadrant, i.e. $`0<\psi <\pi /2`$. Then we can rotate the integration contour $`𝒞_+`$ in (16) towards the upper quadrant by an angle $`\psi `$, since the integrand is analytic. More exactly, we apply the Cauchy theorem for a closed contour going along $`𝒞_+`$ up to $`|u|=R`$, continued with the sector of the circle $`u=R\mathrm{e}^{i\varphi }`$, with $`0<\varphi <\psi `$, and the segment $`u=\tau \mathrm{e}^{i\psi }`$, with $`0<\tau <R`$. This gives

$`{\displaystyle \frac{1}{a}}{\displaystyle \underset{0}{\overset{R}{}}}\mathrm{e}^{u/a}w^n(u)du+{\displaystyle \frac{Ri}{a}}{\displaystyle \underset{0}{\overset{\psi }{}}}\mathrm{e}^{i\varphi }\mathrm{exp}\left[{\displaystyle \frac{R\mathrm{e}^{i(\varphi \psi )}}{|a|}}\right]w^n(R\mathrm{e}^{i\varphi })d\varphi =`$
$`{\displaystyle \frac{\mathrm{e}^{i\psi }}{a}}{\displaystyle \underset{0}{\overset{R}{}}}\mathrm{e}^{\tau /|a|}w^n(\tau \mathrm{e}^{i\psi })d\tau ={\displaystyle \underset{0}{\overset{R/|a|}{}}}\mathrm{e}^tw^n(ta)dt.`$ (18)
The second integral on the first line can be estimated as follows

$$\frac{R}{|a|}\underset{0}{\overset{\psi }{}}\mathrm{exp}\left[\frac{R\mathrm{cos}(\varphi \psi )}{|a|}\right]d\varphi \psi \frac{R}{|a|}\mathrm{exp}\left[\frac{R\mathrm{cos}\psi }{|a|}\right],$$
(19)
because $`|w(u)|<1`$ and $`0<\varphi <\psi `$. Since $`\psi <\pi /2`$, the expression (19) vanishes for $`R\mathrm{}`$. Taking this limit in (3.2) one obtains the equality

$$W_n^{(+)}(a)=\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tw^n(ta)dt,0<\psi <\pi /2.$$
(20)
Let us take now $`a`$ in the fourth quadrant, i.e. $`\pi /2<\psi <0`$. A representation of the form (20) can be obtained by making a rotation of the integration contour into the fourth quadrant up to the negative angle $`\psi `$. But this rotation is not allowed for the contour $`𝒞_+`$, since one encounters the branch cut of the integrand $`w^n(u)`$. By Cauchy theorem it is however easy to relate $`W_n^{(+)}`$ to the function $`W_n^{()}`$, defined by an integral along the contour $`𝒞_{}`$. Taking into account the discontinuity of the function $`w(u)`$ defined in (11), we have

$$W_n^{(+)}(a)=W_n^{()}(a)+\frac{2i}{a}\underset{2}{\overset{\mathrm{}}{}}\mathrm{e}^{u/a}\mathrm{Im}[w^n(u)]du,$$
(21)
where

$$\mathrm{Im}[w^n(u)]=\left(\frac{4+u}{3u}\right)^n\underset{p=0}{\overset{[\frac{n1}{2}]}{}}(1)^pC_n^{2p+1}\left[\frac{\sqrt{(1+u)(u/21)}}{1+u/4}\right]^{2p+1},$$
(22)
is the imaginary part for $`u>2`$ when $`u`$ approaches the cut from above. It is convenient to make the change of variable $`u=2+y`$ in the last integral of (21), writing it as

$$2i\frac{\mathrm{e}^{\frac{2}{a}}}{a}\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^{y/a}f_n(y)dy,$$
(23)
where we denoted

$$f_n(y)=\left(\frac{1+y/6}{1+y/2}\right)^n\underset{p=0}{\overset{[\frac{n1}{2}]}{}}(1)^pC_n^{2p+1}\left[\frac{\sqrt{(3+y)y/2}}{3/2+y/4}\right]^{2p+1},$$
(24)
From (22) it follows that the $`f_n(y)`$ are algebraic functions, with poles and branch points for $`y0`$ and cuts which can be taken along $`y<0`$, so the integral (23) is defined. Moreover, we can rotate the integration axis to the lower quadrant, up to the angle $`\psi <0`$. This rotation is allowed also for the function $`W_n^{()}`$, leading to a representation identical with the r.h.s. of (20). Collecting all the terms we obtain the expression

$$W_n^{(+)}(a)=\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tw^n(ta)dt+2\mathrm{i}\mathrm{e}^{\frac{2}{a}}\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tf_n(ta)dt,\pi /2<\psi <0.$$
(25)
We can use similar arguments for the functions $`W_n^{()}`$: the contour $`𝒞_{}`$ can be rotated towards the fourth quadrant for negative $`\psi `$, giving

$$W_n^{()}(a)=\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tw^n(ta)dt,\pi /2<\psi <0,$$
(26)
while for $`\psi >0`$ one must first cross the real axis, picking up the contribution of the discontinuity of the integrand. This gives

$$W_n^{()}(a)=\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tw^n(ta)dt2\mathrm{i}\mathrm{e}^{\frac{2}{a}}\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tf_n(ta)dt,0<\psi <\pi /2.$$
(27)
For the PV prescription defined in (17), we obtain from Eqs. (20) and (27):

$$W_n^{(PV)}(a)=\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tw^n(ta)dti\mathrm{e}^{\frac{2}{a}}\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tf_n(ta)dt,0<\psi <\pi /2,$$
(28)
and from Eqs. (25) and (26):

$$W_n^{(PV)}(a)=\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tw^n(ta)dt+i\mathrm{e}^{\frac{2}{a}}\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^tf_n(ta)dt,\pi /2<\psi <0.$$
(29)
The expressions (20) and (25) - (29) define holomorphic functions in the right half plane $`\mathrm{Re}a>0`$, outside the real positive axis. When the coupling approaches this axis from above, i.e., for $`a+iϵ`$, with $`a>0`$ and $`ϵ>0`$, the expression (28) becomes

$$W_n^{(PV)}(a+iϵ)=\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^t\mathrm{Re}[w^n(ta)]dt,$$
(30)
since, by the definition (24), the imaginary part of the first integral is exactly cancelled by the last term in (28). Similarly, for $`aiϵ`$ the expression (29) gives

$$W_n^{(PV)}(aiϵ)=\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^t\mathrm{Re}[w^n(ta)]dt,$$
(31)
where we used the reality condition $`w(u)=w^{}(u^{})`$ obvious from (11). Thus, the functions $`W_n^{(PV)}(a)`$ have no discontinuity along the positive axis, where they take real values.

The expressions (28) and (29) can be analytically continued from the right half plane to the left one, $`\mathrm{Re}a<0`$, up to the negative real axis, since the integrals converge and the integrands have no singularities along the integration contours. When $`a`$ approaches the negative real axis, the imaginary part of the first term in Eq. (28) (or (29)) is given by the cut of $`w(u)`$ along the negative axis, and it is no longer cancelled by the imaginary part of the last term, given by the expression (24) analytically continued to negative values of the argument. So, the functions $`W_n^{(PV)}(a)`$ have branch cuts for $`a<0`$. The real analyticity of the function $`w(u)`$ implies however the equality

$$W_n^{(PV)}(a+iϵ)=(W_n^{(PV)}(aiϵ))^{}.$$
(32)
Therefore, the $`W_n^{(PV)}(a)`$ are real analytic functions in the whole complex $`a`$-plane, except for a cut along the real negative axis and an essential singularity at $`a=0`$, seen explicitly in the representations (28) and (29).

For other prescriptions the reality conditions written above are not satisfied. Thus, approaching the positive real axis from above and from below in (20) and (25), respectively, we obtain

$$W_n^{(+)}(a\pm iϵ)=\underset{0}{\overset{\mathrm{}}{}}\mathrm{e}^t\{\mathrm{Re}[w^n(ta)]+i\mathrm{Im}[w^n(ta)]\}dt,$$
(33)
with $`\mathrm{Im}[w^n(t)]`$ defined in (22). The functions $`W_n^{(+)}(a)`$ have no discontinuity along the positive axis, but they are complex for positive values of the coupling. They can also be extended into the whole complex plane, except for the essential singularity at $`a=0`$ and a branch cut along the negative axis.

At each finite order of truncation in (14), the expanded function

$$D^{[N]}(s,a)=\underset{n=0}{\overset{N}{}}c_nW_n(a)$$
(34)
will have the same analyticity properties as the $`W_n(a)`$. Thus, in the PV prescription, the $`D^{[N]}(s,a)`$ have a branch cut along the negative real axis and an essential singularity at the origin $`a=0`$. It is instructive to see what are the consequences for the momentum plane analyticity, taking the renormalization point $`\mu ^2=s>0`$ and the one loop expression of the running coupling $`a(s)=1/\mathrm{ln}(s/\mathrm{\Lambda }^2)`$. With the usual definition of the logarithm on the first sheet ($`\mathrm{ln}(s)>0`$ for $`s<0`$), the positive real axis $`a>0`$ corresponds to the part $`s<\mathrm{\Lambda }^2`$ of the space-like axis in the $`s`$-plane. We obtained no branch cuts in this region, in agreement with the requirements of unitarity and causality for QCD . On the other hand, the negative real axis $`a<0`$ corresponds to the Landau region $`\mathrm{\Lambda }^2<s<0`$. The $`W_n(a)`$ have a branch cut along this region, obtained explicitly by analytic continuation using the representations (28) and (29). So, in finite orders, the new expansion (14), calculated outside the Landau region, can be analytically continued inside the Landau region, where it exhibits a branch cut. Similar properties were obtained in the large $`\beta _0`$ limit in .

### 3.3 Asymptotic expansion of $`W_n(a)`$ for small $`a`$

In this subsection we investigate the perturbative expansion of the functions $`W_n(a)`$ in powers of $`a`$. As shown in the previous subsection, $`W_n(a)`$ have singularities at $`a=0`$, so their Taylor expansions around the origin will be divergent series. We take first $`a`$ real and positive. The asymptotic expansion is obtained by applying Watson’s lemma . Specifically, we consider the Taylor expansion

$$w^n(u)=\underset{k=n}{\overset{\mathrm{}}{}}\xi _k^{(n)}u^k,$$
(35)
which is convergent for $`|u|<1`$. The sum begins with $`k=n`$ since, as follows from (11), the derivatives $`(w^n)^{(k)}(0)`$ vanish for $`k<n`$ (in particular $`\xi _n^{(n)}=(3/8)^n`$). Choosing a positive number $`X<1`$, we can express $`w^n(u)`$ for $`0uX`$ as

$$w^n(u)=\underset{k=n}{\overset{N}{}}\xi _k^{(n)}u^k+R_N^{(n)},$$
(36)
with a bounded remainder

$$|R_N^{(n)}|<M_nu^{N+1}.$$
(37)
We write now $`W_n(a)`$ as

$$W_n(a)=\frac{1}{a}\underset{0}{\overset{X}{}}\mathrm{e}^{u/a}w^n(u)du+\frac{1}{a}\underset{X}{\overset{\mathrm{}}{}}\mathrm{e}^{u/a}w^n(u)du,$$
(38)
and insert in the first term the expansion (36). This gives

$$W_n(a)=\frac{1}{a}\underset{0}{\overset{X}{}}\mathrm{e}^{u/a}\underset{k=n}{\overset{N}{}}\xi _k^{(n)}u^k\mathrm{d}u+\frac{M_n}{a}\underset{0}{\overset{X}{}}\mathrm{e}^{u/a}\theta _nu^{N+1}du+\frac{1}{a}\underset{X}{\overset{\mathrm{}}{}}\mathrm{e}^{u/a}w^n(u)du,$$
(39)
where $`|\theta _n|<1`$. Since $`|w^n(u)|<1`$, the last term in (39) is bounded as

$$\left|1/a\underset{X}{\overset{\mathrm{}}{}}\mathrm{e}^{u/a}w^n(u)du\right|<\mathrm{e}^{X/a}.$$
(40)
On the other hand, for fixed $`k>0`$ we have

$$\frac{1}{a}\underset{0}{\overset{X}{}}\mathrm{e}^{u/a}u^kdu=k!a^k\frac{1}{a}\underset{X}{\overset{\mathrm{}}{}}\mathrm{e}^{u/a}u^kdu.$$
(41)
In the last term we make the change of variable $`u=X(1+y)`$ and use the inequality $`(1+y)^k\mathrm{e}^{ky}`$ for $`k>0`$ , which implies that the following estimates

$`{\displaystyle \frac{1}{a}}{\displaystyle \underset{X}{\overset{\mathrm{}}{}}}\mathrm{e}^{u/a}u^kdu={\displaystyle \frac{X^{k+1}}{a}}\mathrm{e}^{X/a}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\mathrm{e}^{Xy/a}(1+y)^kdy`$
$`{\displaystyle \frac{X^{k+1}}{a}}\mathrm{e}^{X/a}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\mathrm{e}^{y(X/ak)}dy={\displaystyle \frac{X^{k+1}}{a(X/ak)}}\mathrm{e}^{X/a},`$ (42)
are valid for fixed $`k`$ and small $`a`$. Therefore Eq. (41) can be written as

$$\frac{1}{a}\underset{0}{\overset{X}{}}\mathrm{e}^{u/a}u^kdu=k!a^k+O\left(\mathrm{e}^{\frac{X}{a}}\right).$$
(43)
By using this estimate in (39) and taking into account the inequality (40), we obtain

$$W_n(a)=\underset{k=n}{\overset{N}{}}\xi _k^{(n)}k!a^k+\stackrel{~}{M}_n(N+1)!a^{N+1}+O\left(\mathrm{e}^{\frac{X}{a}}\right),$$
(44)
where $`\stackrel{~}{M}_n`$ is independent of $`N`$. One has therefore the asymptotic series

$$W_n(a)\underset{k=n}{\overset{\mathrm{}}{}}\xi _k^{(n)}k!a^k,a0_+.$$
(45)
It is easy to extend the above arguments for complex values of $`a`$ in the right half-plane, $`|\psi |\pi /2\delta `$ with $`\delta >0`$.

The expansion (45) is independent of the prescription required in the definition of $`W_n`$. (It is formally obtained by inserting the expansion (35) in Eq. (15) and integrating term by term from 0 to $`\mathrm{}`$.) We notice that the first term of each $`W_n(a)`$ is proportional to $`n!a^n`$ with a positive coefficient, thereby retaining a fundamental property of perturbation theory. But the series (45) are divergent: indeed, since the expansions (35) have their convergence radii equal to 1, then for any $`R>1`$ there are infinitely many $`k`$ such that $`|\xi _k^{(n)}|>R^k`$ . Actually, the divergence of the series (45) is not surprising, in view of the analyticity properties derived in the previous section.

For illustration we give below the expansions of the first $`W_n(a)`$

$`W_1(a)`$ $``$ $`0.375a0.187a^2+0.457a^31.08a^4+4.32a^5+\mathrm{},`$
$`W_2(a)`$ $``$ $`0.281a^20.422a^3+1.58a^45.80a^5+29.78a^6+\mathrm{},`$
$`W_3(a)`$ $``$ $`0.316a^30.949a^4+5.04a^525.95a^6+167.99a^7+\mathrm{}.`$ (46)
The higher powers of $`a`$ become quickly important in (46), the expansion coefficients eventually adopting factorial growth. For instance, the 5th-order coefficients in (46) all equal 5 approximately, while the 10th-order ones are between $`5\times 10^4`$ and $`9\times 10^4`$, with alternating signs. The functions $`W_n(a)`$ have divergent perturbative expansions, resembling the expanded QCD correlation function $`D`$.

Although the series (46) are divergent, the functions $`W_n(a)`$ are well-defined (once a prescription has been adopted), and bounded in the right half plane $`\mathrm{Re}a>0`$:

$$|W_n(a)|\frac{1}{|a|}_0^{\mathrm{}}\mathrm{e}^{u\mathrm{Re}a/|a|^2}|w^n(u)|du<\frac{|a|}{\mathrm{Re}a},$$
(47)
since $`|w^n(u)|<1`$. For $`a`$ real and positive the right hand side of (47) is equal to unity. We indicate in Figs. 4 and 5 the shape of the first functions $`W_n`$, calculated with the PV prescription, for real values of $`a`$.

### 3.4 Large-order behaviour of $`W_n(a)`$ and convergence conditions

The convergence of the series (14) is not a priori obvious. Indeed, the expansion (13) of the Borel transform in powers of $`w`$ converges for points $`|w|<1`$ arbitrarily close to the integration axis, but not necessarily on the boundary. Intuitively, one may expect that the convergence depends on the strength of the singularities of the Borel transform.

We investigated the convergence problem in , by estimating the behaviour of $`W_n(a)`$ for large $`n`$ with the method of steepest descent , . The function $`W_n^{(+)}(a)`$ defined in (16) can be written as

$$W_n^{(\pm )}(a)=\underset{𝒞_\pm }{}\mathrm{e}^{F_n(u)}du,$$
(48)
where

$$F_n(u)=\frac{u}{a}n\mathrm{ln}w(u).$$
(49)
The saddle points of the integrand are given by the equation

$$\frac{w^{}(u)}{w(u)}=\frac{1}{an},$$
(50)
which has four complex solutions. The technique applied in  consists in rotating the integration axis in the complex $`u`$-plane, without crossing singularities, up to the nearest saddle points (located in the first (fourth) quadrant for $`𝒞_+`$ ( $`𝒞_{}`$ ), respectively). Omitting the details given in , we quote the asymptotic behaviour of $`W_n^{(+)}(a)`$ for $`n\mathrm{}`$

$$W_n^{(+)}(a)n^{\frac{1}{4}}\zeta ^n\mathrm{e}^{2^{3/4}(1+i)(n/a)^{1/2}},n\mathrm{},$$
(51)
with $`\zeta `$ defined below (12). Similarly, the large $`n`$ behaviour of $`W_n^{()}(a)`$ is

$$W_n^{()}(a)n^{\frac{1}{4}}(\zeta ^{})^n\mathrm{e}^{2^{3/4}(1i)(n/a)^{1/2}},n\mathrm{}.$$
(52)
These expressions are valid for complex $`a`$, $`a=|a|\mathrm{e}^{\mathrm{i}\psi }`$, where $`\psi `$ satisfies the inequality

$$|\psi |<\pi /6.$$
(53)
The convergence of the expansion (14) depends on the ratio

$$\left|\frac{c_nW_n^{(\pm )}(a)}{c_{n1}W_{n1}^{(\pm )}(a)}\right|.$$
(54)
As discussed in , if the coefficients $`c_n`$ satisfy the condition

$$|c_n|<C\mathrm{e}^{ϵn^{1/2}}$$
(55)
for any $`ϵ>0`$, then the expansion (14) converges for $`a`$ complex in the domain

$$\mathrm{Re}[(1\pm i)a^{1/2}]>0,$$
(56)
which is equivalent to $`|\psi |\pi /2\delta `$. Since the condition (53) is more restrictive, it follows that, if the condition (55) is satisfied, the series (14) converges in the sector defined by (53).

The coefficients $`c_n`$ are obtained by inserting into the Taylor series (4) the expansions in powers of $`w`$ of the function $`u(w)`$ defined in (12). A precise estimate of the behaviour of the $`c_n`$ starting from a general form of the standard perturbative coefficients $`D_n`$ is difficult to obtain. In the special case of a Borel transform with branch point singularities, considered in , one can derive the generic behaviour

$$|c_n|C^{}n^\xi =C^{}\mathrm{e}^{\xi \mathrm{ln}n},\xi >0,$$
(57)
which satisfies the convergence condition (55). Whether this bound is valid or not in general in QCD is an open problem, but (57) nevertheless represents a rather conservative assumption.

In subsection 3.2 we established analyticity properties for the functions $`W_n(a)`$ in the complex $`a`$ plane. The expanded function $`D(s,a)`$ will be holomorphic in the domain where the series (14) converges uniformly. Using the results of subsection 3.2, we conclude that $`D(s,a)`$ is expected to be holomorphic inside the sector (53) of the complex $`a`$-plane, with an essential singularity at the origin. This region is larger than the horn shaped domain found in  and . The difference can be easily understood: indeed, the multiparticle singularities of the correlators in the momentum plane for $`s\mathrm{}`$, essential for the horn shaped boundaries preventing the analytic continuation near $`a=0`$ , , cannot appear in perturbative massless QCD, which is the frame adopted here.

## 4 Concluding remarks

In the present paper we used the analytic continuation in the Borel plane to define a modified perturbative expansion in QCD, the $`n`$-th order coefficient $`c_n`$ being calculable from the standard perturbative coefficients $`D_k`$, $`kn`$. The new expansion functions $`W_n(a)`$ replacing the powers of the coupling constant are defined in (15) as the Laplace transforms of the $`n`$-th power of the function $`w(u)`$, which performs the conformal mapping of the whole doubly-cut Borel plane onto a unit disk.

The definition of the integral (15) is ambiguous due to the branch cut $`u2`$ along the integration path. We propose to define $`W_n(a)`$ by choosing the same prescription as that used to define the expanded function $`D(s)`$ itself, (6), so as to make the $`W_n(a)`$ resemble $`D(s)`$ as much as possible. The form of the $`W_n(a)`$ is not accidental or chosen ad hoc: it is imposed by the analyticity properties of the Borel transform, which in turn are determined by the information contained in the perturbative coefficients of the QCD correlation functions at all orders.

We proved that

/i/ the functions $`W_n(a)`$ are analytic in the complex $`a`$-plane, with essential and branch point singularities at $`a=0`$ (subsection 3.2),

/ii/ their expansions in powers of the coupling constant $`a`$ are asymptotic divergent series, the lowest order term of $`W_n(a)`$ being proportional to $`a^n`$ (subsection 3.3), and

/iii/ the expansion (14) of the correlation function in terms of the $`W_n(a)`$ set converges under plausible conditions, such that are expected to be satisfied in perturbative QCD (subsection 3.4, see also our previous paper ). By this we avoid the fatal divergence of the standard perturbative expansion: for the new expansion in terms of the $`W_n(a)`$, the addition of higher-order terms does not damage the result, as is the case with the series in powers of $`a`$. The convergence property is the main merit of the new expansion.

The prescription required for calculating the Laplace integral in the definition (15) reflects the intrinsic ambiguity of perturbation theory, which originates from the infrared regions of the Feynman diagrams and is manifest in the presence of the IR renormalon cut. Once a definition of the perturbative ambiguity is adopted (as the difference between two integration prescriptions, for instance), the series (14) provides a systematic calculation of this ambiguity at higher orders, since the expansion in terms of the $`W_n(a)`$ is convergent. This is to be contrasted with the standard expansion, where the ambiguity is defined in a less precise way by truncating the series at some finite order, beyond which the terms start to increase. Unlike in this procedure, the effects of the UV and IR parts of the Feynman diagrams have been disentangled in our approach.

Thus, using the analytic continuation in the Borel plane, we have been able to separate two problems that are usually interconnected: the divergence of the series (which can be solved within perturbation theory), and the problem of the intrinsic infrared ambiguity of perturbation theory. This ambiguity, expressed in the prescription dependence of the correlator and the expansion functions $`W_n(a)`$, can be removed only when nonperturbative effects are included.

Acknowledgements: The authors thank Prof. S. Randjbar-Daemi and the High Energy Section of the Abdus Salam International Centre for Theoretical Physics in Trieste for hospitality. One author (J.F.) is indebted to Prof. G. Altarelli for hospitality at the CERN Theory Division. Interesting discussions with Dr. Ivo Vrkoč on the mathematical aspects of this work (in particular his advice on the methods used in subsection 3.2) are gratefully acknowledged. This paper was partially supported by the Romanian Academy, under the Grant 49/2000, and by the Ministry of Industry and Trade of the Czech Republic, project RP-4210/69.


text:
# DESY 01-166 October 2001 Separating perturbative and non-perturbative contributions to the plaquetteTalk given by P. Rakow at Lattice 2001, Berlin.

## 1 INTRODUCTION

There is a long history of trying to extract a non-perturbative gluon condensate from lattice calculations of the plaquette . Thanks to the work of  we have a much longer perturbation series for the plaquette than for any other lattice quantity. On the other hand, the plaquette is one of the most ultra-violet dominated quantities, which means that any non-perturbative contribution is likely to be very small compared with the perturbative part.

Conventionally one expects that the non-perturbative part of the plaquette is proportional to $`a^4`$, and related to the gluon condensate introduced in

$$P_{MC}=P_{pert}a^4\frac{\pi ^2}{6^2}\left[\frac{b_0g^3}{\beta (g)}\right]\frac{\alpha }{\pi }GG$$
(1)
where $`b_0`$ is the first coefficient of the $`\beta `$-function. However one study has reported a non-perturbative contribution scaling like $`a^2`$ .

The Monte Carlo quenched plaquette, $`P_{MC}`$, can be measured very accurately. The difficult part in determining the condensate is finding the sum of the perturbative series $`P_{pert}1_np_ng^{2n}`$. (We use $`g^2`$ as our expansion parameter, rather than $`\beta ^1`$.) We know the first few terms in this series from conventional lattice perturbation theory calculations. Di Renzo et al. have managed to calculate many more terms in the series by a clever stochastic method . Since this is the only lattice quantity with a long perturbation series, it gives us a unique opportunity to see how the coefficients behave at large $`n`$. The calculations, which were done on a $`24^4`$ lattice, reproduced the three known terms correctly.

## 2 EXTRAPOLATING THE SERIES

To estimate any non-perturbative contributions to the plaquette, we need to know the sum of the perturbation series to one part in $`10^3`$ or better. We quickly see that for interesting couplings ($`g^21`$) 10 loops is not enough, and that we need a good estimate of the contribution from higher order terms.

To extrapolate to higher loops, we need to know how the coefficients depend on $`n`$. A good way of determining this behaviour is to look at $`r_n`$, the ratio of adjacent coefficients. In statistical mechanics, $`r_n`$ is often plotted against $`1/n`$ rather than $`n`$. This is because this gives a straight line for a series with a power-law behaviour,

$`(1ux)^q=`$
$`1qux+\mathrm{}+{\displaystyle \frac{\mathrm{\Gamma }(nq)}{\mathrm{\Gamma }(n+1)\mathrm{\Gamma }(q)}}(ux)^n+\mathrm{}`$
so that

$$c_n/c_{n1}=u[1(1+q)/n]$$
(3)
where the $`c_n`$ are the coefficients in the Taylor expansion.

The plot, Fig. 1, is almost linear, though there is a little curvature, which is taken into account by making a fit of the form

$$r_n\frac{p_n}{p_{n1}}=u\left(1\frac{1+q}{n+s}\right),$$
(4)
with $`u=0.961(9)`$, $`q=0.99(7)`$, $`s=0.44(10)`$. This series converges for $`|g^2|<|u|^1`$. At first sight it might seem surprising that a series with a power-law singularity describes the data well. However, it is known that the specific heat of lattice gauge theories has a sharp peak in the cross-over region between strong and weak coupling (for an example, see ). If this feature dominates the series, a fit like eq.(4) is reasonable.

To estimate the higher-order terms in the series,  use a different extrapolation, based on renormalon ideas about the asymptotic form of the series. Their formula for the coefficients is quite complicated, for full detail, see . They assume that there is a scheme in which renormalon behaviour (factorial growth of the coefficients) applies, and that the coupling in this scheme is related to the usual lattice coupling by a transformation of the type

$$\frac{1}{g_{\mathrm{ren}}^2}=\frac{1}{g^2}\frac{r}{6}\frac{r^{}}{6^2}g^2.$$
(5)
Using the coefficients known at the time (up to $`n=8`$) Burgio et al. made a fit for $`r`$ and $`r^{}`$ which leads to the dashed line shown in Fig. 2. Although this renormalon fit has about the right value near $`n8`$, it does not reproduce the $`n`$-dependence as well as the fit eq.(4).

The resulting fit for the $`p_n`$ is shown in Fig.3, and compared with the renormalon-inspired fit. Eq.(4) describes the coefficients from 2 loops onward very well, while the renormalon fit shows much less curvature than the data. The new extrapolation predicts larger coefficients for the unknown terms in the perturbation series. That means that there will be a smaller condensate left after subtracting $`P_{pert}`$.

## 3 THE GLUON CONDENSATE

Using the 8 coefficients which they had then, and estimating the remainder of the perturbative series from their renormalon fit,  produced values for the non-perturbative part of the plaquette for $`\beta `$ between 6.0 and 7.0. The surprising result was that $`\mathrm{\Delta }P`$, the difference between the perturbative plaquette and the Monte Carlo result, was not proportional to $`a^4\mathrm{\Lambda }^4`$ as conventionally expected, but to $`a^2\mathrm{\Lambda }^2`$.

In Fig. 4 we compare $`\mathrm{\Delta }P`$ using our estimate of the perturbative plaquette, and using the estimate from . We see that we have a far smaller condensate left over, and that there is no longer much support for the unconventional $`a^2`$ slope.

In Fig. 5 we see that $`\mathrm{\Delta }P`$ scales roughly as $`a^4`$, as expected from eq.(1). However the errors (mainly from the uncertainty in summing the perturbation series) are very large. The dashed lines show the values of the gluon condensate expected according to various sum-rule estimates . Using the force scale $`r_0`$ to set our length scale gives

$$\frac{\alpha }{\pi }GG0.03(2)\mathrm{GeV}^4,$$
(6)
which is similar to phenomenological estimates such as $`0.012`$ GeV4  or 0.024(8) GeV4 .

## 4 CONCLUSIONS

We can see from Figs 1-3 that the power law fit, eq.(4), describes the known perturbative coefficients better than the renormalon fit .

If we use eq.(4) to estimate the sum of the perturbative series, we find a number very close to the full plaquette as measured in Monte Carlo calculations. So any non-perturbative contribution to the plaquette is very small.

The non-perturbative contribution to the plaquette does not look proportional to $`a^2\mathrm{\Lambda }^2`$, but rather appears to be proportional to $`a^4\mathrm{\Lambda }^4`$, with about the same order of magnitude as the phenomenological gluon condensate.

Asymptotically, the renormalon behaviour could still be right. The renormalon asymptote predicts $`r_nnb_0/2`$, which does not catch up with eq.(4) until $`n25`$.

Acknowledgements: This work was supported by the DFG and the BMBF.


text:
# Exploration of sea quark effects in two-flavor QCD with the 𝑂(𝑎)-improved Wilson quark action Talk presented by S. Hashimoto

## 1 Introduction

While encouraging results are being accumulated on the effect of dynamical quarks in the light hadron spectrum , further effort is needed to establish its presence and magnitude with precision. In this study we explore the sea quark effects in two-flavor QCD with the $`O(a)`$-improved Wilson fermion. In particular, we analyze the strange vector meson masses in detail, for which quenched QCD fails to reproduce the experimental values . Since the hadron spectrum may be distorted by a finite box size especially for light sea quark masses, we carry out simulations with three volumes in order to identify the finite size effect.

Another point of our study is a test of chiral perturbation theory for pseudoscalar meson masses and decay constants. The appearance of the chiral logarithm in the quark mass, which depends only on the number of active flavors, provides a definite test of the sea quark effect.

## 2 Two-flavor QCD simulations

The JLQCD collaboration has been performing a two-flavor QCD simulation with the standard glue and the $`O(a)`$-improved Wilson quark actions at $`\beta =5.2`$ . The improvement coefficient $`c_{\mathrm{sw}}`$ is determined nonperturbatively  as $`c_{\mathrm{sw}}`$=2.02, which we confirmed in the course of this study. We choose five values of the hopping parameter $`\kappa `$ ($`\kappa `$ = 0.1340, 0.1343, 0.1346, 0.1350, and 0.1355) to cover the range $`m_{PS}/m_V`$ = 0.8–0.6. The effective lattice spacing determined through the static quark potential changes from $`a^1`$ = 1.6 GeV to 2.0 GeV as the sea quark mass decreases.

In order to detect finite size effects we perform simulations on three lattices $`12^3\times 48`$, $`16^3\times 48`$, and $`20^3\times 48`$. The simulations run through 3000 HMC trajectories for each $`\kappa `$. An additional 3000 trajectories is performed with a better preconditioning  for the $`20^3`$ lattice. Some earlier results on the $`16^3`$ lattice were already presented at the last lattice conference .

## 3 Vector meson mass

We plot results for degenerate pseudoscalar and vector meson masses on three lattice volumes in Figure 1 together with quenched data. Finite-size effects badly affect the masses on the smallest volume ($`12^3`$) except for the heaviest point. The next largest lattice ($`16^3`$) suffers less, but we still find significant difference from the largest lattice ($`20^3`$) at the lightest data point, which corresponds to $`m_{PS}/m_V`$ 0.6. The effect is about 3% (1.9 $`\sigma `$) for pseudoscalar and 5% (2.0 $`\sigma `$) for vector mesons. Our observation implies that the effective lattice extent (at finite sea quark mass) should be kept larger than 2 fm in order to avoid finite size effects in (lowest lying) light meson masses for $`m_{PS}/m_V`$ 0.6–0.7. A similar study indicates that the corresponding spatial extent for baryons is at least 2.5 fm.

In Figure 1 we normalize masses by $`r_0`$ to absorb the change of effective lattice spacing for different sea quark masses. We find a significant curvature for the $`20^3`$ lattice, in contrast to the quenched case for which no signal of curvature is observed. By a quadratic fit to reach the chiral limit we obtain $`r_0m_\rho `$ = 1.86(4), consistent with the phenomenological value $`r_0`$ = 0.49 fm.

Strange meson masses are obtained by measuring non-degenerate mesons for which sea and valence quark masses are different. Taking the chiral limit for sea quark we obtain $`K`$-$`K^{}`$-like and $`\eta `$-$`\varphi `$-like combinations. Using the $`K`$ meson mass as input for the strange quark mass we obtain $`m_K^{}/m_\rho `$ = 1.15(1) and $`m_\varphi /m_\rho `$ = 1.29(2). These results are significantly higher than the quenched results and closer to the experimental values.

The $`J`$ parameter  may be calculated for a fixed sea quark mass varying valence quark masses. The results are plotted in Figure 2 as a function of $`(r_0m_{PS})^2`$. Compared to the quenched estimate, the two-flavor value of $`J`$ is slightly higher and shows a trend of increase toward the chiral limit. The $`J`$ parameter can also be constructed from the $`K`$-$`K^{}`$-like and $`\eta `$-$`\varphi `$-like combinations. These are consistent with the phenomenological estimate as shown in Figure 2.

## 4 Test of chiral perturbation theory

In order to obtain a controlled chiral limit of the lattice data, chiral perturbation theory (ChPT) may be used as a guide. Prior to adopting this strategy, it is worth testing if lattice data are consistent with the chiral behavior predicted by ChPT, especially the chiral logarithms.

For $`N_f`$ flavors of degenerate quarks with a mass $`m_S`$, the pseudoscalar meson mass $`M_{\mathrm{SS}}`$ to one-loop order of ChPT is  given by

$`{\displaystyle \frac{M_{\mathrm{SS}}^2}{2B_0m_S}}=1+{\displaystyle \frac{1}{N_f}}y_{\mathrm{SS}}\mathrm{ln}y_{\mathrm{SS}}`$ (1)
$`+y_{\mathrm{SS}}[(2\alpha _8\alpha _5)+N_f(2\alpha _6\alpha _4)]`$
with $`y_{\mathrm{SS}}=2B_0m_S/(4\pi f)^2`$. While the low energy constants $`\alpha _i`$ are unknown parameters, the chiral log term $`y_{\mathrm{SS}}\mathrm{ln}y_{\mathrm{SS}}`$ appears with a definite coefficient depending only on the number of flavors.

Figure 3 shows the unquenched and quenched results for $`M_{\mathrm{SS}}^2/2m_S`$. While there is a visible difference between the two sets of results, the two-flavor data do not show the curvature expected from the chiral logarithm shown by a dashed curve. The situation is the same for the chiral behavior of the pseudoscalar decay constant.

We also perform a test for non-degenerate mesons using the partially quenched ChPT (PQChPT)  by considering a ratio for which the low energy constants cancel

$$\frac{\left(\frac{M_{\mathrm{VS}}^2}{m_V+m_S}\right)^2}{\frac{M_{\mathrm{SS}}^2}{2m_S}\frac{M_{\mathrm{VV}}^2}{2m_V}}=1+\frac{y_{\mathrm{SS}}}{N_f}t,$$
(2)
where $`t\mathrm{ln}\frac{y_{\mathrm{VV}}}{y_{\mathrm{SS}}}+1\frac{y_{\mathrm{VV}}}{y_{\mathrm{SS}}}`$. The subscript $`V`$ denotes a valence quark whose mass may be different from the sea quark mass. In our preliminary results we find that the coefficient of $`t`$, the chiral logarithm term, is much smaller than expected. A similar result is also observed for the decay constants.

A possible reason for the deficit of the chiral logarithm is that the sea quark mass in our simulations is still too large to be described by ChPT. In fact, if one introduces a singlet meson $`\eta ^{}`$ into PQChPT  the chiral logarithm is substantially suppressed unless $`M_{\mathrm{SS}}^2`$ is much smaller than $`m_0^2/3`$, the additional mass for the singlet meson. In our simulation, however, $`M_{\mathrm{SS}}^2/(m_0^2/3)`$ is $`O(1)`$.

## 5 Conclusions

In the two-flavor QCD simulation we find an evidence of the sea quark effect in the strange vector meson masses. A large enough lattice volume, at least (2 fm)3, is necessary to identify the sea quark effect without suffering from the finite size effect. On the other hand, the lattice data for the pseudoscalar meson masses and decay constants fail to reproduce the chiral logarithms, suggesting that the sea quark mass corresponding to $`m_{PS}/m_V`$ 0.6 is still too large to be described by ChPT. We are currently accumulating further statistics to confirm these findings.

Numerical simulations are performed on Hitachi SR8000 model F1 supercomputer at KEK under the Supercomputer project No. 66 (FY 2001). This work is also supported in part by the Grant-in-Aid of the Ministry of Education (Nos. 10640246, 11640294, 12014202, 12640253, 12640279, 12740133, 13640260, and 13740169). K-I.I. and N.Y. are supported by JSPS.