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# 1 Introduction

## 1 Introduction

Since Kolmogorov’s presentation of his theory of three-dimensional fully developed turbulence in 1941 (see  for a modern account), there has been a vigorous continuing investigation aimed at verifying its accuracy and testing for possible deviations. While its main predictions ($`k^{5/3}`$ spectrum of velocity fluctuations, universality of the exponents of structure functions in the inertial range) are verified to a good approximation, there are clear deviations. The most notable is the nonlinear dependence of the exponents $`\zeta _q`$ of the structure functions as a function of their order $`q`$, which is a hallmark of multifractality . There is also a strong interest in testing Kolmogorov’s universality assumptions that all the small-scale statistical properties are uniquely and universally determined by the scale $`\mathrm{}`$, the mean energy dissipation rate $`\overline{ϵ}`$ and the viscosity (see  for recent evidence of the contrary) and that there is a well-defined limit at infinite Reynolds number (see  for alternative scenarios).

Kolmogorov’s K41 hypotheses “were bas ed physically on Richardson’s idea  of the existence in the turbulence flow of vortices of all possible scales…”  and turbulence phenomenology is often cast in terms of a cartoon depicting a cascade of the energy introduced into the largest eddies of size $`\mathrm{}_0`$ and “cascading” down a hierarchy of eddies of size $`\mathrm{}_n=\mathrm{}_0/\gamma ^n`$ where $`\gamma >1`$ (often taken equal to $`2`$ but without particular significance:  bottom of page 103) at the same rate $`ϵ`$ and being eventually removed by dissipation at the smallest scales. To our knowledge, Novikov was the first to point out in 1966 that, if the discrete hierarchy of the cascade is taken seriously with a specific $`\gamma `$, the structure functions in turbulence should contain log-periodic oscillations . His argument was that, if an unstable eddy in a turbulent flow typically breaks up into smaller eddies of about half or a third of its size ($`\gamma =2`$ or $`3`$), but not into eddies ten or twenty times smaller, then one can suspect the existence of a preferred scale factor $`\gamma `$, hence the log-periodic oscillations. Smith et al.  confirmed on explicit geometrical examples involving generalizations of the triadic Cantor set that log-periodic corrections to scaling arise in fractal models with lacunarity, i.e., having a prefered scaling ratio $`\gamma `$ between scales. Shell models construct explicitly a discrete scale invariant set of equations on a hierarchy of shells $`k_n=2^nk_0`$ in momentum space whose solutions are marred by unwanted log-periodicities (see for instance  for a refinement addressing the problem).

Oscillations in log-log plots of structure functions and other quantities are often observed but do not seem to be stable and depend on the nature of the global geometry of the flow and recirculation  as well as the analyzing procedure. In his book (, pages 130-131), Frisch discusses the possible existence of such log-periodic corrections and points out that the “extended self-similarity” technique  which has significantly improved the accuracy of exponents may be useful in particular because it overcomes the distortions stemming from the undulations which appear to be correlated across the different orders of structure functions (see Appendix B).

Hints of the presence of log-periodic undulations decorating the power laws can be observed in Fig. 8 of Ref.  which studied the multifractal nature of turbulent energy dissipation, in Fig. 5.1 p.58 and Fig. 8.6 p.128 of Ref. , Fig. 3.16 p.76 of Ref. , Fig. 1b of Ref.  and Fig. 2b of Ref.  (to list a few). However, these barely perceptible undulations are far from proving the existence of a genuine discrete hierarchical cascade in three-dimensional flows, a la Richardson-Kolmogorov, as they are in general considered as “noise”. Furthermore, if it exists, the scale ratio $`\gamma `$ has not be constrained.

A preliminary attempt has dealt with another type of turbulence, namely freely decaying 2-D turbulence , in which experimental evidence and theoretical arguments suggest that the time-evolution of freely decaying 2-D turbulence is governed by a discrete time scale invariance rather than a continuous time scale invariance. The number of vortices, their radius and their separation display log-periodic oscillations as a function of time with an average log-frequency of $`45`$ corresponding to a preferred scaling ratio of $`1.21.3`$. Since the statistical significance for each data set taken separately is not good when comparing with a large variety of different stochastic processes taken as null-hypothesis , Ref.  argued about a good statistical significance of this log-periodic oscillations on the basis of the coincidence of three highest peaks of the periodogram analysis which occur at log-frequencies far from the most probable frequencies occurring solely from noise. An alternative possibility is that the log-periodicity results from the long-range correlations in fractional Gaussian like-noise with Hurst exponent of the order of $`H0.3`$. This case stresses the difficulty and complication of determination of the significance level of a log-periodic signal.

The theory and practice of log-periodicity and its associated complex exponents has advanced significantly in the last few years . It has become clear in the 1980s that complex exponents and log-periodicity appears as soon as a given physical problem is formulated on a discretely hierarchical geometry or network. More interestingly, only recently has it been realized that discrete scale invariance (DSI) and its associated complex exponents may appear “spontaneously” in Euclidean systems , i.e., without the need for a pre-existing geometrical hierarchy. Systems where self-organized DSI has been reported include Laplacian growth models , rupture in heterogeneous systems , earthquakes , animals , biased diffusion in percolating systems  as well as in financial time series preceding crashes . In addition, general field theoretical arguments  indicate that complex exponents are to be expected generically for out-of-equilibrium and/or quenched disordered systems. This together with Novikov’s argument suggest to revisit log-periodicity in turbulent signals. Demonstrating unambiguously the presence of log-periodicity and thus of DSI in turbulent time-series would provide an important step towards a direct demonstration of the Richardson-Kolmogorov cascade or at least of its hierarchical imprint.

The present paper presents the results of such an investigation on the log-periodic oscillations of the energy dissipation rate in 3-dimensional fully developed turbulence. In section 2, we explain where lie the difficulties of this enterprise and what are the classical traps of standard averaging methods. We stress in particular that standard ensemble averaging destroy the putative log-periodic undulations in the limit of large sample sizes. To address this problem, we explain our new “canonical” averaging methodology for extracting a possible log-periodic signal in turbulence time series and test it on synthetic examples. In section 3, we present the result of our analysis for different orders of the moments of the energy dissipation rate. In particular, we discuss the sensitivity of the results with respect to the filtering parameters of our technique. Appendix A presents a study of the dependence of the bandwidth selectivity of the Savitsky-Golay filter as a function of its parameters $`M`$ (order of polynomial fit) and $`2N_L+1`$ (number of points) using the smoothing procedure. Appendix B proposes a simple multifractal model accounting for the observation that the same set of log-frequencies, within numerical accuracy, are found independently of the moment orders varying from $`q=1`$ to $`19`$.

## 2 “Canonical” averaging of undulations with noisy phases

### 2.1 Characterization of the effect of averaging on the detection of log-periodicity

If discrete scale invariance (DSI) exists in turbulence, this should be reflected in the existence of a hierarchy of characteristic scales $`\mathrm{},\mathrm{}/\gamma ,\mathrm{}/\gamma ^2,\mathrm{}`$ where $`\gamma `$ is a preferred scaling ratio and $`\mathrm{}`$ is a macroscopic scale.

Actually, this naive picture has to be revised to account for dynamical effects. If it exists, let us imagine that the energy cascade starts over some region at some instant from some scale $`\mathrm{}_a`$ and then proceeds down the scales over a few generations of the hierarchy. It will probably be interrupted by various competing processes that break down the localness of the interactions due for instance to the influence of very thin shear layers  or slender vortex filaments . Later, at another time in some other region, another energy cascade may start from some other scale $`\mathrm{}_b`$ and then proceeds downwards over a different number of generations of the hierarchy. If this picture has some element of truth, there is an immediate consequence with respect to the detectability of log-periodicity associated with these transient cascades:

1. such log-periodic undulations will be transient in a long time series;
2. different burst of log-periodic oscillations will have different phases.

Indeed, consider a pure log-periodic signal

$$S(r)=\mathrm{cos}(2\pi f\mathrm{ln}r\psi _a)$$
(1)
of a structure function or moment as a function of scale $`r`$, where

$$f=1/\mathrm{ln}\gamma $$
(2)
is the log-frequency. The phase $`\psi _a`$ can be redefined as $`\psi _a=2\pi f\mathrm{ln}\mathrm{}_a`$ such that the undulation becomes $`\mathrm{cos}(2\pi f\mathrm{ln}(r/\mathrm{}_a))`$. The values $`r_0=\mathrm{}_a,r_1=\mathrm{}_a/\gamma ,r_2=\mathrm{}_a/\gamma ^2,\mathrm{}`$ of the scale $`r`$ corresponding to the maxima of the cosine function provide the discrete scales of the underlying cascade, which are all proportional to the “root” length scale $`\mathrm{}_a`$. If a second cascade is triggered from a slightly different scale $`\mathrm{}_b`$, the resulting oscillation $`\mathrm{cos}(2\pi f\mathrm{ln}r\psi _b)`$ with the same log-frequency will be out-of-phase compared to the first one with a phase shift $`\psi _a\psi _b=2\pi f\mathrm{ln}(\mathrm{}_a/\mathrm{}_b)`$. This scenario suggests that, while the physics of the cascade may be universal with an universal scaling factor $`\gamma `$, the phases are sensitively dependent on the specific scale from which a given transient cascade nucleates. As the cascade may be dynamically triggered from a variety of scales $`\mathrm{}_a`$ from the integral scale and deep in the inertial range, the corresponding phases are expected to be non-universal. Averaging a signal over several such transient cascades will thus wash out the information by “destructive interferences” of the log-periodic oscillations, giving them the appearance of noise.

A similar situation has already been documented in other systems. Numerical simulations on Laplacian growth models  and renormalization group calculations  have taught us that the presence of noise or disorder modifies the phase in the log-periodic oscillations in a sample specific way leading to a “destructive interference” upon averaging. As sample-to-sample log-periodic undulations are destroyed by averaging over a long record, this is related to the self-averaging property .

### 2.2 Existing methods for detecting log-periodicity

Up to now, four different methods have attempted to improve on standard averaging techniques which, in our context, may “throw away the baby with the bath”.

1. A first method consists in fitting data with a power law decorated by the log-periodic corrections as done to improve the determination of the time of occurrence of rupture , of earthquakes  and of financial crashes . This parametric approach has the drawback of becoming unstable when too much noise is present.
2. The second idea is to avoid performing any average altogether and, studying the main log-frequency of each realization, to construct their distribution over the whole set of realizations. This was used in an early attempt to demonstrate the presence of DSI structure in growing diffusion-limited-aggregation clusters .
3. The third non-parametric approach uses the fact that a periodogram obtained with the Lomb method  (see also below for more details) gives the power spectrum as a function of log-frequency independently of the phase of the undulations. As a consequence, if there is a genuine peak, even with a lot of noise, performing a Lomb periodogram for each sample and then averaging the Lomb periodograms will tend to make the genuine peak stand out of the noise if there are sufficiently many independent samples. This is the method used for the analysis of 2-D freely decaying turbulence  already mentioned.
4. Ref.  have adapted to the problem of log-periodic oscillation the novel so-called “canonical” averaging scheme proposed in  based on the determination of a realization-dependent effective critical point obtained from, e.g., a maximum susceptibility criterion. Conceptually, the method re-sets the nucleus scale $`\mathrm{}_a`$ of the cascade in different realizations to approximately the same value and then only afterwards perform the averaging. The non-parametric method has been tested successfully on diffusion limited aggregation clusters and on a model of rupture . For the problem of diffusion-limited aggregation, “canonical” averaging amounts to average at fixed numbers of particles per cluster. In the rupture problem, a maximum rate of released energy is used to determine the position of the realization-specific critical control parameter which is then used to perform an average over many different realizations at fixed reduced distance from the critical rupture. Ref.  suggested to adapt this idea to turbulence by dividing a long turbulence time series into intervals of length equal to a turn-over time and rephasing the structure functions estimated over each such time interval by identifying a scale at which the dissipation rate is locally the largest.

### 2.3 Our new improved “canonical” averaging procedure

Here, we present a novel extension of the fourth method that turns out to perform extremely well. We now describe and illustrate it on simple synthetic data before turning to the full-fledge analysis of a long turbulent time series. Since our goal is to detect log-periodicity in the structure function for which the natural variable is the logarithm of the scale, we can rephrase the problem into one of detecting a periodic undulation in a noisy time series.

Consider for the sake of presentation, a signal similar to (1). Posing $`t\mathrm{ln}r`$, we have the following “time” series

$$y(t)=\mathrm{cos}(2\pi ft+\psi (t)),$$
(3)
where the phase $`\psi (t)`$ is now time varying to account for the variation of the scale of the nucleus of the cascade described above. Here, we do not show tests with additive noise as this standard situation was studied in  and is relatively easily addressed with the Lomb periodogram spectral analysis (see also below). We thus focus our attention on the most difficult situation of random phases.

To be specific, let us assume that $`\psi (t)`$ undergoes a random walk

$$\psi (t)=\psi (tdt)+2\pi \sqrt{f}A\mathrm{ran}(t),$$
(4)
where $`\mathrm{ran}(t)`$ is a Gaussian random number of zero mean and of variance $`dt`$. With this parameterization (4), over $`N`$ periods $`1/f`$ of the deterministic component, the phase wanders by an amplitude of the order of $`2\pi A\sqrt{N}`$ which is rapidly larger than $`2\pi `$ if $`A`$ is comparable to $`1`$ as we discuss here. This random phase modulation can also be seen as a multiplicative noise acting on the signal $`(\mathrm{cos}(2\pi ft),\mathrm{sin}(2\pi ft))`$ in the complex plane since $`\mathrm{cos}(2\pi ft+\psi (t))=\mathrm{cos}\psi \mathrm{cos}(2\pi ft)\mathrm{sin}\psi \mathrm{sin}(2\pi ft)`$. In the absence of the deterministic signal $`2\pi ft`$ in the cosine in expression (3), the random process $`y(t)`$ has a correlation function which can be evaluated exactly: $`\mathrm{cos}(\psi (t+\tau ))\mathrm{cos}(\psi (t))\mathrm{cos}(\psi (t+\tau ))\mathrm{cos}(\psi (t))=e^{2\pi ^2A^2\tau }`$ with a characteristic correlation time $`1/2\pi ^2A^2`$.

Figure 1 shows one realization with $`100`$ points of the time series (3,4) with $`f=1,A=0.3`$ generated numerically with $`dt=0.1`$ in the time interval $`[0,10]`$. This corresponds to a correlation time $`1/2\pi ^2A^2=0.44`$. This value $`A=0.3`$ thus corresponds to a very strong phase disorder, so strong that the time series appears very random. Figure 2 shows a standard spectral analysis (Fourier spectrum) of a long time series with $`2000`$ points in the time interval $`[0,200]`$. It is clear that the random walk of the phase $`\psi (t)`$ destroys completely the information of the existence of an underlying deterministic component at the frequency $`f=1`$: the figure shows a completely noisy spectrum.

Figure 3 shows the result of the third method listed in section 2.2: we take the long time series with $`2000`$ points in the time interval $`[0,200]`$ and divide it in $`20`$ contiguous time series of $`100`$ points each that are similar to that represented in Fig. 1. We perform on each of these $`20`$ time series a Lomb periodogram analysis and then average these $`20`$ Lomb periodograms. The Lomb periodogram analysis performs local least-square fits of the data by sinusoids centered on each data point of the time series . The Lomb periodogram usually out-performs significantly other spectral methods for unevenly sampled and relatively short signals . Figure 3 provides already a significant improvement over the standard Fourier analysis of Fig. 2, as a quite broad but rather clear peak centered approximately on $`f=1`$ can be distinguished. However, its statistical significance is not convincing since the hypothesis that it could result just from random occurrences can not be rejected by standard statistical tests .

Our new method consists in the following steps.

1. Rather than analyzing the long time series of $`2000`$ points, we divide it again in $`20`$ contiguous time series of $`100`$ points each: $`[1,100];[101,200];\mathrm{}[1+n\times 100,(n+1)\times 100];\mathrm{};[1901,2000]`$. These two numbers $`20`$ and $`100`$ are rather arbitrary and can be modified by and large. We need however a sufficient number of times series to average over as discussed below and a sufficient number of points in each time series to carry at least a few oscillations.
2. On each sub-time series of $`100`$ points, we apply the Savitsky-Golay filter  over a running window of size $`N_L+N_R+1`$ (with $`N_L`$ points to the left and $`N_R`$ points to the right of a running point) by fitting a polynomial of order $`M`$. We take $`N_L=N_R`$ (symmetric filter) and vary $`N_L`$ between $`5`$ and $`10`$ and $`M`$ between $`4`$ and $`7`$, both by unit increments. This provides a total of $`24`$ filtered versions of each sub-time series of $`100`$ points. The Savitsky-Golay filter has the advantage of providing smoothing without loss of resolution and of avoiding the distortion of the moments of the signal of all orders up to the order of the polynomial. We vary $`N_L`$ and $`M`$ over rather broad intervals to check for the sensitivity of this filtering process and to avoid the occurrence of spurious frequencies that may be created by the filter (see Appendix A).
3. For each of the $`24`$ filtered versions of each sub-time series of $`100`$ points, we use its local polynomial representation to calculate analytically its local derivative by simply differentiation the polynomial associated with each point along the time series. The step constructs an observable which is sensitive to the phase.
4. For each time series of the derivative, we identify the time $`t_{\mathrm{max}}`$ of the local maximum closest to its middle point. This is analogous to identifying a local maximum of the control parameter of the “canonical” averaging method described above .
5. We then translate the origin of time of each derivative time series to this time $`t_{\mathrm{max}}`$. This is the “re-phasing” step.
6. For a given $`N_L`$ and $`M`$, we perform the average of the $`20`$ time series derivatives. Varying $`N_L`$ between $`5`$ and $`10`$ and $`M`$ between $`4`$ and $`7`$, both by unit increments, provides a total of $`24`$ averaged time series derivatives that are shown in Fig. 4. This is the “canonical” averaging step. The figure is not unlike the local correlation structure $`g(r)`$ obtained in the probing of the local order of liquids around a representative molecule. In particular, the oscillations decay in amplitude as a function of the distance to the central peak. Note that our choice of rephasing the local maximum closest to its middle point (and not other point) of each time series provides the best choice in order to observe a maximum number of oscillations.
7. For each of the $`24`$ averaged time series derivatives, we perform a Lomb periodogram analysis in order to extract the most probable frequency of each signal. Figure 5 shows the corresponding $`24`$ Lomb spectra. A significant fraction of the $`24`$ Lomb spectra exhibit a very strong and statistically significant thin peak at the correct frequency $`f=1\pm 0.05`$. Other spurious peaks are also present: they result from the interplay between Savitsky-Golay smoothing procedure and the phase noise.
8. To confirm that the information on the existence of the deterministic signal at the frequency $`f=1`$ is present in each of the $`24`$ Lomb spectra, Fig. 6 shows the average over these $`24`$ Lomb spectra in Fig. 5. A very clear peak at $`f=1.03\pm 0.1`$ is obtained with an amplitude twice as big as the background.

We have presented here our new method on an extreme case of phase disorder. For smaller disorder, for instance already with $`A=0.1`$, the signal obtained with our method is overwhelming while the direct Fourier spectral analysis or even the third method of direct Lomb averaging provide still unconclusive proof of the existence of a deterministic frequency.

We now present the application of this technique for the detection of log-periodicity in the moments of the energy dissipation rate.

## 3 Detection of log-periodicity in the moments of the energy dissipation rate

### 3.1 Standard preliminary tests on the experimental data

Very good quality high-Reynolds turbulence data have been collected at the S1 ONERA wind tunnel by the Grenoble group from LEGI . We use the longitudinal velocity data obtained from this group to check for the possible presence of log-periodic undulation in moments of the energy dissipation rate. Figure 7 shows a typical sample of the time series of the streamwise component of the flow velocity, denoted as $`v`$ hereafter in this work.

The mean velocity of the flow is approximately $`v=20\mathrm{𝚖𝚜}^\mathrm{𝟷}`$ (compressive effects are thus negligible). The root-mean-square velocity fluctuations is $`v_{\mathrm{𝚛𝚖𝚜}}=1.7\mathrm{𝚖𝚜}^\mathrm{𝟷}`$, leading to a turbulence intensity equal to $`I=v_{\mathrm{𝚛𝚖𝚜}}/v=0.0826`$. This is sufficiently small to allow for the use of Taylor’s frozen flow hypothesis. The integral scale is approximately $`4𝚖`$ but is difficult to estimate precisely as the turbulent flow is neither isotropic nor homogeneous at these large scales.

The Kolmogorov microscale $`\eta `$ is given by  $`\eta =\left[\frac{\nu ^2v^2}{15(v/t)^2}\right]^{1/4}=0.195\mathrm{𝚖𝚖}`$, where $`\nu =1.5\times 10^5𝚖^\mathrm{𝟸}𝚜^\mathrm{𝟷}`$ is the kinematic viscosity of air. $`v/t`$ is evaluated by its discrete approximation with a time step increment $`t=3.5466\times 10^5𝚜`$ corresponding to the spatial resolution $`\delta _{\mathrm{}}=0.72\mathrm{𝚖𝚖}`$ divided by $`v`$.

The Taylor scale is given by  $`\lambda =\frac{vv_{\mathrm{𝚛𝚖𝚜}}}{(v/t)^2^{1/2}}=16.6\mathrm{𝚖𝚖}`$. The Taylor scale is thus about $`85`$ times the Kolmogorov scale. The Taylor-scale Reynolds number is $`Re_\lambda =\frac{v_{\mathrm{𝚛𝚖𝚜}}\lambda }{\nu }=2000`$. This number is actually not constant along the whole data set and fluctuates by about $`20\%`$.

We have analyzed a total number of about $`𝒩=1.4\times 10^7`$ data points provided in $`200`$ segments of $`2^{16}=65536`$ data points. In order to implement our detection method presented in section 2.3, we have re-partitioned the total data set of $`𝒩`$ points into $`N`$ “records” of length $`L`$. In the sequel, we present results for $`N=100`$ records of length $`L=2^{17}130,000`$ data points ($`N\times L=𝒩`$) and for $`N=20`$ records of $`L=5\times 2^{17}655,000`$ data points. Having $`N=100`$ (or $`N=20`$ respectively) such records will allow us to test for the reproductivity and stationarity of the results. Each of the $`N`$ records of length $`L`$ is then itself subdivided into “samples” of $`2^{11}=2,048`$ data points. We thus have $`64`$ (respectively $`320`$) samples per record for $`L=2^{17}`$ (respectively for $`L=5\times 2^{17}`$). Taking an integral scale of $`\mathrm{}_0=4𝚖`$ with one point per $`0.72\mathrm{𝚖𝚖}`$, a complete turnover covers approximately $`2\mathrm{}_0/\delta _{\mathrm{}}10^5`$ data points. Each sample thus covers a finite fraction ($`1/5`$) of a turn-over time.

We have checked that the turbulent velocity time series recovers the standard scaling laws previously reported in the literature with similar quality. In particular, we have verified the validity of the power-law scaling $`E(k)k^\beta `$ with an exponent $`\beta `$ very close to $`\frac{5}{3}`$ over a range more than two decades, similar to Fig. 5.4 of  provided by Y. Gagne and M. Marchand on a similar data set from the same experimental group. Similarly, we have checked carefully the determination of the inertial range by combining the scaling ranges of several velocity structure functions  (see also Fig. 8.6 of ). Conservatively, we are led to a well-defined inertial range $`60\mathrm{}/\eta 2000`$.

### 3.2 Moments of the energy dissipation rate

Using Taylor’s hypothesis which replaces a spatial variation of the fluid velocity by a temporal variation measured at a fixed location, the rate of kinetic energy dissipation at position $`i`$ is

$$ϵ_i\left[\left(v_{i+1}v_i\right)/\delta _{\mathrm{}}\right]^2,$$
(5)
where $`\delta _{\mathrm{}}`$ is the resolution (translated in spatial scale) of the measurements. The total dissipation rate $`E_{\mathrm{}}`$ in a spatial domain $`\mathrm{\Omega }`$ of size $`\mathrm{}`$ is

$$E_{\mathrm{}}=\delta _{\mathrm{}}\underset{\mathrm{\Omega }_i\mathrm{\Omega }}{}ϵ_i,$$
(6)
where $`\mathrm{\Omega }_i`$ is the $`i`$th sub-piece of linear dimension $`\delta _{\mathrm{}}`$ in $`\mathrm{\Omega }`$, such that $`\mathrm{\Omega }_i\mathrm{\Omega }_j=\mathrm{\Phi }`$ for $`ij`$ and $`_i\mathrm{\Omega }_i=\mathrm{\Omega }`$. We use normalized energy dissipation $`E_{\mathrm{}}/E_L`$, where $`L`$ is the size of the system, and normalized scale $`\mathrm{}/\eta `$.

We study the $`q`$-th moment of the normalized energy dissipation rate

$$M_q(\mathrm{})=\left(E_{\mathrm{}}/E_L\right)^q,$$
(7)
as a function of the scale $`\mathrm{}`$. The summation in (7) is performed over all domains of size $`\mathrm{}`$ within the system of size $`L`$. The signature of multifractal scaling is that the scaling law

$$M_q(\mathrm{})\left(\mathrm{}/\eta \right)^{\tau (q)},$$
(8)
is expected to hold in the inertial range with moment exponents $`\tau (q)`$ that are non-linear functions of $`q`$. Using standard arguments , the multifractal spectrum $`f(\alpha )`$ is the Legendre transform of $`\tau (q)`$. The validity of these power laws (8) and multifractality have been verified with a good accuracy in experiments . We have reproduced these results reliably. As already mentioned, one can discern sometimes some small noisy oscillations, which are suggestive of log-periodicity.

### 3.3 Canonical averaging of the moment exponents

In order to test for the possible existence of DSI, we apply the methodology explained in section 2.3 to each of the $`N`$ records of length $`L=2^{17}`$. We estimate the moments $`M_q(\mathrm{})`$ defined by (8) in the range $`\mathrm{}/\eta [216,1840]`$ which is well within the inertial range for each sample. The lower boundary $`216`$ is $`3.6`$ times larger than the lower bound $`60`$ of the inertial range previously discussed, in order to avoid the effect of very small scales that make the signal more noisy.

1. Given a record of length $`L=2^{17}`$ (resp. $`L=5\times 2^{17}`$), we cut it into $`64`$ (resp. $`320`$) samples of size $`2^{11}`$ points.
2. We then calculate the local moment exponent $`\tau (q,\mathrm{ln}(\mathrm{}/\eta ))`$ as the logarithmic derivative of $`M_q(\mathrm{})`$ with respect to $`\mathrm{}/\eta `$:

$$\tau (q,\mathrm{ln}(\mathrm{}/\eta ))=\frac{d\mathrm{ln}(M_q(\mathrm{}))}{d\mathrm{ln}(\mathrm{}/\eta )}.$$
(9)
3. For each sample, we then identify the sample-dependent reduced scale $`\mathrm{}_c/\eta `$ closest to the central point of the scale-interval of the analysis at which $`\tau (q,\mathrm{ln}(\mathrm{}/\eta ))`$ is maximum.
4. We rephase all functions $`\tau (q,\mathrm{ln}(\mathrm{}/\eta ))`$ of the variable $`\mathrm{ln}(\mathrm{}/\eta )`$ of each sample so that their $`\mathrm{}_c/\eta `$ coincide. This allows us to define the reduced variable $`\mathrm{\Delta }\mathrm{ln}(\mathrm{}/\eta )\mathrm{ln}(\mathrm{}_c/\eta )`$ such that all functions $`\tau (q,\mathrm{\Delta })`$ are rephased at $`\mathrm{\Delta }=0`$.
5. We then average these rephased functions $`\tau (q,\mathrm{\Delta })`$. This defines the function (local average exponent)

$$D(\mathrm{\Delta })=\tau (q,\mathrm{\Delta }),$$
(10)
where the average is performed over the different samples in one record at fixed $`\mathrm{\Delta }=\mathrm{ln}(\mathrm{}/\eta )\mathrm{ln}(\mathrm{}_c/\eta )`$ (where $`\mathrm{ln}(\mathrm{}_c/\eta )`$ vary from sample to sample and $`\mathrm{ln}(\mathrm{}/\eta )`$ is adjusted accordingly).
6. We then perform several comparative analysis to check the quality of the results discussed in the following.

### 3.4 Results

First, let us stress that our results presented below have been found to yield the same set of log-frequencies, within numerical accuracy, independently of the moment orders varying from $`q=1`$ to $`19`$. Appendix B proposes a simple multifractal model explaining this observation. The standard deviation of the log-frequencies discussed below determined from the $`N=100`$ records of length $`L=2^{17}`$ shows that it is larger for $`q=1`$ and reaches a plateau at $`q=3`$. We have thus chosen to present the following results for $`q=3`$.

Figure 8 shows the canonically averaged local log-derivative $`D(\mathrm{\Delta })`$ defined in (10) as a function of $`\mathrm{\Delta }`$ (left panels) and their corresponding Lomb periodograms (right panels) for three choices of the Savitsky-Golay filter parameters $`N_L`$ and $`M`$. This analysis is performed over the $`64`$ samples of a single record of length $`L=2^{17}`$ points.

Rather strong periodic oscillations can be observed on the local average exponent $`D(\mathrm{\Delta })`$, which results in the high Lomb peaks in the right panels which have good statistical significance . As expected, the central oscillation at $`\mathrm{\Delta }=0`$ is the largest and the undulations on both side decay as a result of the progressively increasing destructive interference due to noise. One can also note a slight left-right asymmetry that we attribute to the stronger noise affecting the small scales ($`\mathrm{\Delta }<0`$) compared to the large scales ($`\mathrm{\Delta }>0`$).

While the undulations and their Lomb spectra seem convincing, there is a problem that seems at first sight to destroy the evidence of a genuine log-periodicity: the periods of the oscillations are strongly dependent upon the parameters $`N_L`$ and $`M`$ of the Savitsky-Golay filter (see Appendix A): it would thus seem that we are quantifying spurious oscillations created by the massaging of the data. A similar effect has been found earlier associated with the construction of cumulative quantities . In order to understand the possible origin of the strong variations in significant log-frequencies as a function of $`N_L`$ and $`M`$ and following Ref. , we have collected the two most significant log-frequencies (two highest Lomb peaks) of all the $`2400`$ Lomb periodograms available from our analysis of $`100`$ independent records by the $`24`$ possible filters (spanning $`N_L=510`$ and $`M=47`$) used for each record. Fig. 9(a) (respectively (b)) shows the histogram of the log-frequencies associated with the largest (respectively second largest) Lomb peaks. The vertical dashed lines correspond to log-frequencies equal respectively to $`f_1=1.44,f_2=2f_1=2.89,f_3=3f_1=4.33,f_4=4f_1=5.77`$ and $`f_5=5f_1=7.21`$. These values correspond respectively to increasing harmonics of a fundamental frequency $`f_1=1/\mathrm{ln}\gamma `$ associated with the scale ratio $`\gamma =2`$. Remarkably, similar histograms (but with smaller amplitudes for the peaks at $`f_2`$ and $`f_3`$) are also obtained by collecting the frequencies corresponding to the third and fourth largest Lomb peaks among the $`2400`$ available Lomb periodograms. The existence of these $`5`$ harmonic frequencies is thus a very robust feature. Another evidence of the quality of the description in terms of $`5`$ harmonics of a fundamental frequency, we represent in Fig. 10 the value of the frequency measured at the $`n`$th maximum of the histogram shown in Fig. 9(a) as a function of the order $`n`$ of the maximum. The straight line shows the excellent linear fit to the equation $`f_n=nf_1`$, where the sole adjustable parameter $`f_1`$ is found equal to $`f=1.62\pm 0.1`$. This value corresponds to a prefered scaling ratio of the cascade equal to $`\gamma =1.85\pm 0.1`$.

We are now in position for explaining the strong variations in the position of the Lomb peaks observed in Fig. 8. Since each filter has a different passing-band (see Appendix A), for a periodic signal which has harmonics of a fundamental frequency with strong amplitudes, these different harmonics will be differently expressed by the different filters. This is what we observe in Fig. 8. The two top panels correspond to the filter with $`(N_L=10,M=4)`$ which selects preferentially the fundamental frequency $`f_1`$. The two middle panels correspond to the filter with $`(N_L=9,M=5)`$ which selects preferentially the second harmonic $`f_2=2f_1`$. Finally, the two bottom panels correspond to the filter with $`(N_L=8,M=7)`$ which selects preferentially the third harmonics $`f_3=3f_1`$. Furthermore, the fact that the second or third harmonics have a larger amplitude than the fundamental frequency is not a surprise and is found for instance in multifractal measures constructed on DSI fractal geometries .

The limited bandwidth of each filter and their selection of different harmonics is further quantified by Table 1 which explores the range of values $`N_L`$ from $`5`$ to $`10`$ and $`M`$ from $`4`$ to $`7`$, corresponding to a total of $`24`$ filters. Each filter is applied to each of the $`N=100`$ records of length $`L=2^{17}`$ to obtain the canonically averaged $`D(\mathrm{\Delta })`$ from which we obtain the corresponding $`100`$ log-frequencies as explained in section 3.3. The average $`f`$ of these $`100`$ log-frequencies and their standard deviation $`\sigma _f`$ are given as a function of $`M`$ and $`N_L`$ in Table 1. $`f`$ increases with increasing $`M`$ and/or decreasing $`N_L`$, an expected property of the Savitsky-Golay filter (see Appendix A). This is not however where lies the potentially useful information. To retrieve it, we identify ten pairs $`(M,N_L)`$, specifically $`(4,6)`$, $`(4,7)`$, $`(4,10)`$, $`(5,8)`$, $`(5,9)`$, $`(5,10)`$, $`(6,8)`$, $`(6,9)`$, $`(6,10)`$, and $`(7,8)`$, whose $`\sigma _f0.3`$, i.e., such that there is good confidence in the determination of a log-frequency. Interestingly, these ten pairs give three groups of log-frequencies: (1) eight pairs marked by astroids ($``$) have an averaged log-frequencies in the range $`2.712.99`$; (2) one pair marked by the star ($``$) has $`f=4.37`$; (3) one pair marked by the circle ($``$) has $`f=1.79`$. These three frequency bands are in good agreement with the values for the harmonics $`f_1=1.44`$, $`f_2=2f_1=2.89`$ and $`f_3=3f_1=4.33`$ already discussed.

Note also that there are pairs, say $`(M=5,N_L=7)`$ and $`(M=6,N_L=7)`$, leading to very large standard deviations and values for $`f`$ that are far from any of the frequencies $`f_1`$, $`2f_1,3f_1,4f_1,\mathrm{}`$. This apparent negative result actually hides a remarkable confirmation of our previous presentation. Indeed, Fig. 11(a) shows the detected log-frequencies $`f`$ of the $`100`$ different records calculated for different orders $`q`$ of the moments of the energy dissipation rate for $`(M=5,N_L=10)`$. Note first that the determined frequency for $`q=1`$ fluctuates more than for higher moment orders $`q>1`$, which justifies our investigation of different moment orders. Secondly, the arrow shows a large fluctuation occurring for record 74: while most of the records are tuned to the frequency $`f_2=2f_1`$, record 74 selects $`f_1`$ as its best log-frequency. This provides a mechanism in which the competition between the different first frequencies can lead to an average in between as found in Table 1 for $`(M=5,N_L=7)`$ and $`(M=6,N_L=7)`$. Figure 11(b) shows all the Lomb periodograms obtained for record 74: we directly visualize in this case the strong competition between the two first log-frequencies $`f_1`$ and $`f_2`$, strengthening the case for the existence of a discrete set of log-frequencies.

Table 2 offers another perspective to this analysis by showing the relative deviations $`\sigma _f/f`$ of the average log-frequencies shown in Table 2. To illustrate the robustness of the recovery of the main harmonics of the fundamental frequency $`f_1`$, let us select only those log-frequencies determined with a relative precision better than $`0.10`$. We find now two classes of pairs $`(M,N_L)`$ of filters. The first class contains $`(4,6)`$, $`(4,7)`$, $`(5,8)`$, $`(5,9)`$, $`(5,10)`$, $`(6,8)`$, $`(6,9)`$ and $`(6,10)`$ and is marked by the astroid ($``$) and corresponds to $`f2.712.99`$. The second class contains (2) $`(5,6)`$, $`(6,6)`$ and $`(7,8)`$ and is marked by the stars ($``$) and corresponds to $`f4.314.37`$.

Increasing the size $`L`$ of the records improves the quality of the signal. This is first quantified by Figs. 12-15 in which the dashed lines corresponding to $`L=5\times 2^{17}`$ give larger and thinner peaks that the continuous lines obtained for $`L=2^{17}`$ (see below). This confirms the role of our canonical averaging procedure which improves in quality as the number of samples used in the averaging increases. Table 3 gives the log-frequencies $`f`$ and their corresponding relative deviations $`\sigma _f/f`$ as a function of $`M`$ and $`N_L`$ of the Savitsky-Golay filter for the $`N=20`$ records of length $`L=5\times 2^{17}`$. Comparing Table 3 ($`L=5\times 2^{17}`$) with Tables 1 and 2 ($`L=2^{17}`$), we find that a larger $`L`$ leads to a clearer determination of the harmonics log-frequencies. For instance, keeping all frequencies such that the relative error $`\sigma _f/f`$ is less than $`0.1`$, we find that all the determined log-frequencies now very close the exact values of the harmonics of $`f_c=1.44`$. This confirms an important expectation of our canonical averaging procedure: using more samples will definitely improve its efficiency for extracting some hidden fundamental log-frequency and/or it harmonics.

Figures 12-15 summarize our analysis by presenting the Lomb periodogram obtained by averaging over the $`N=100`$ (respectively $`N=20`$) records of length $`L=2^{17}`$ (respectively $`L=5\times 2^{17}`$), for each of the $`24`$ Savitsky-Golay filters described above. All the five harmonics of the fundamental frequency $`f_1`$ discussed above are seen to correspond to the main peaks of the Lomb periodograms with a good approximation. It is expected that their amplitude should vary with the filter, in response to the frequency selection of each filter. It is quite remarkable however to obtain such a strong coherence of the peaks over all the filters. This coherence is further demonstrated by taking the average over all $`24\times N`$ Lomb periodograms ($`24`$ filters for each of the $`N`$ records) which is shown in Fig. 16. Notice the good agreement between the values of the log-frequencies corresponding to the peaks and the prediction from DSI with a root scaling ratio $`\gamma =2`$ (shown as the dashed vertical lines). We attribute the only significant deviation observed for the first harmonics $`f_1`$ to a combination of two factors: (1) the amplitude of the Lomb peak is small and its maximum is thus mechanically biased by the existence of the second large peak at $`f_2`$; (2) as we have seen, different filters have different bandwidth and the averaging of a relatively low signal will lead to unavoidable distortions.

### 3.5 Statistical significance

The statistical significance of a Lomb peak requires in principle the specification of the properties (distribution function and dependence) of the noise decorating the signal. The simplest and most often used noise is the Gaussian white noise for which the statistical significance level of the highest Lomb peak can be determined analytically . It gives an approximately exponentially decaying false-alarm probability:

$$Pr\left(>z\right)=1\left(1e^z\right)^M^{}M^{}e^z,$$
(11)
where $`M^{}`$ is proportional to the number of data points.

In practice, noise is almost never Gaussian white noise with often much fatter tails of the distribution and possible short or long-range correlations. Extensive numerical simulations have investigated the impact of heavy-tailness, of correlations and of the interplay between them on the significance level of a Lomb periodogram peak . It was found that the worst case leading to high false-alarm probabilities correspond to a persistent fractional Brownian noise with large Hurst exponent. Consider for instance the highest Lomb peak with height $`16.5`$ presented in Fig. 14(f) as the dashed line, obtained with $`52`$ data points. According to the simulations of Ref. , this can be translated into a false-alarm probability of $`0.1\%`$ and a statistical confidence of $`99.9\%`$, ever for the worst case of a strongly persistent fractional Gaussian noise with Hurst exponent $`H=0.9`$. For a Lomb peak of height $`10`$ as shown in Fig. 14(b) as the dashed lines, the confidence level is about $`99.95\%`$ for a fractional Brownian noise with $`H=0.7`$ and $`0.99`$ with $`H=0.8`$.

We have performed additional simulations to test whether the five log-frequency harmonics obtained from the Lomb peaks in Figs. 12-15 of the turbulent data could result from the strongest case of spurious log-periodicity , namely when the noise exhibits a strong persistence with long-range correlations. We would like to compare the probability for obtaining a large Lomb peak in a purely synthetic fractional Brownian noise with a large Hurst exponent, using exactly the canonical averaging procedure used for analyzing the turbulence data. It is known  that, the larger $`H`$ is, the stronger are the spurious log-periodic undulations. Specifically, we use fractional Gaussian noises of Hurst exponent $`H=0.99`$ to replace the original fluctuations decorating the leading power law of the moments for each sample and follow exactly the same analysis procedure as for the turbulence data. We generated $`100`$ data sets of fractional Gaussian noises with the Hurst exponent $`H=0.99`$, each set having 61 data points. The Lomb periodograms averaged over $`100`$ samples, corresponding to different $`M`$ and $`N_L`$ of the Savitsky-Golay filter, are shown in Fig. 17. Compared with Figs. 12-15, the main feature of the Lomb periodograms in Fig. 17 is that there are no harmonics visible and the extracted frequencies appear completely random. This is in strong contrast with the analysis for the turbulence data which exalts the five log-periodic frequency harmonics. Moreover, the histogram of the total $`2400`$ log-frequencies corresponding to the highest peaks of the $`24\times 100`$ Lomb periodograms, shown in Fig. 18, does not indicate that any frequency is playing a special role. The same qualitative results are found when varying the Hurst exponent $`H`$ between $`0.5`$ to $`0.99`$.

In summary, while the Savitsky-Golay filter leads to strong spurious log-periodic components in the fractional Gaussian noises with high Hurst exponent, their large dispersion from one filter to the other rules out that such a noise can be at the origin of the log-periodicity uncovered from our analysis. In addition, since the fractional Gaussian noises with high Hurst exponents are by far the processes leading to the largest spurious log-periodicity, this test also excludes all reasonable types of noise investigated previously , such as for GARCH(1,1) noise with Student distributions with different numbers of degrees of freedom, for power law noises, for Lévy stable noise as well as of course for independent Gaussian noise.

## 4 Conclusions

We have presented the results of a search for the existence of log-periodic oscillations decorating the moments of the energy dissipation rate in experimental data at high Reynolds number ($`2500`$) of three-dimensional fully developed turbulence. We have proposed a simple dynamical representation of the Richardson-Kolmogorov cartoon of a cascade that explains why standard averaging techniques erase by their construction the possible existence of log-periodic corrections to scaling associated with a discrete hierarchy. We have introduced a novel “canonical” averaging methodology for extracting a possible log-periodic signal in turbulence time series and have tested it on synthetic examples constructed to capture the interplay between a weak log-periodic component and rather strong multiplicative and phase noises. The many tests presented confirm the remarkable observation of statistically significant log-periodic correction to scaling, with a prefered scaling ratio for length scales compatible with the value $`\gamma =2`$. A strong confirmation of this result is provided by the identification of up to $`5`$ harmonics of the fundamental log-periodic undulations, associated with up to $`5`$ levels of the underlying hierarchical dynamical structure.

Acknowledgments: The experimental turbulence data obtained at ONERA Modane were kindly provided by Y. Gagne. We are grateful to J. Delour and J.-F. Muzy for help in pre-processing these data. This work was partially supported by NSF-DMR99-71475 and the James S. Mc Donnell Foundation 21st century scientist award/studying complex system.

## Appendix A: Study of the bandwidth selectivity of the Savitsky-Golay filter

By construction, the Savitsky-Golay filter has a finite bandwidth, i.e., it not only filters out high frequencies but also enhances preferentially an intermediate frequency band whose determination depends on its two parameters, the order $`M`$ of the fitting polynomial and the number $`2N_L+1`$ over which this fit is performed. Let us make this remark quantitative.

Consider a periodic function with four harmonics of the fundamental frequency $`f_c`$

$$y(t)=\mathrm{cos}(2\pi f_ct)+\mathrm{cos}(4\pi f_ct)+\mathrm{cos}(6\pi f_ct)+\mathrm{cos}(8\pi f_ct)+e,$$
(12)
where $`f_c=1/\mathrm{ln}2`$, $`t`$ is evenly spaced in $`[1,1]`$ with $`61`$ points and the noise $`e`$ is normally distributed with zero mean and standard deviation $`\sigma _e=3`$. This choice is reasonably close to the situation found the turbulence data, in that several harmonics and noise compete with similar amplitudes.

We generate $`10`$ times series of $`61`$ points with $`t`$ regularly spaced in $`[1,1]`$. For each of these times series, we choose one pair $`(M,N_L)`$ and apply the Savitsky-Golay filter. We then apply the Lomb periodogram technique on the resulting smoothed time series to obtain a Lomb spectrum. We average the $`10`$ Lomb spectra and identify the frequency of the largest peak which is reported in the Table 4. Actually, we show the ratios of the extracted frequencies to $`f_c`$. Remarkably, $`17`$ frequencies among the $`24`$ (i.e., $`71\%`$) are found to within less than $`10\%`$ from one of the harmonics $`f_c,2f_c,3f_c`$. The $`7`$ remaining frequencies are within less than $`20\%`$ from one of the harmonics $`f_c,2f_c,3f_c`$. The second observation is that, indeed, a given filter $`(M,N_L)`$ amplifies selectively on average one harmonics at the expanse of the other. Interestingly, when increasing the noise amplitude $`\sigma _e`$, the fourth harmonic $`4f_c`$ is also sampled by a few filters. Obviously, when the amplitude of the noise is very large, spurious frequencies are selected but come with a low statistical significance. With large noise and some combinations of the amplitudes of the harmonics in (12), the artifactual frequency $`f_m=1.5/\mathrm{ln}2`$ appears; its origin has been unravelled in Ref.  as corresponding to the most probable noise structure. For very large noise, we can also identify a kind of effective non-linear coupling between the frequencies leading to combinations of the harmonics .

We have performed many tests with pure noise, with a single cosine plus noise and with several harmonics plus noise. In the first case, the frequencies obtained as the maxima of the Lomb spectra do not exhibit any prefered value and fluctuate broadly from realization to realization. With a single oscillatory signal, we see a clear peak in the Lomb spectrum, broadened by the disorder. In the case of several harmonics of a fundamental frequency, we find that one of the harmonics in general dominates each Savitsky-Golay filter, allowing us to detect all the relevant harmonics by using many different filters.

## Appendix B: A simple multifractal model with discrete scale invariance (DSI) independent of the moment order $`q`$

Our analysis of the log-periodic undulations decorating the power law of the moments of the dissipation rate suggests that the log-frequency of these undulations is independent of the order of the moments used in the analysis. Here, we propose a simple multifractal model with DSI which exhibits this property.

Consider a simple cascade process of the type introduced by the Russian school and studied by Mandelbrot (see  and references therein), with however one simple modification emphasizing DSI. Each large eddy $``$ of size $`r`$ is assumed to transfer the fraction $`m_i`$ of its energy to to $`n`$ small eddies $`_𝐢`$ of size $`r_i=r/\gamma _i`$, $`i=1,2,\mathrm{},n`$, where the pair $`(m_i,\gamma _i)`$ each are one of $`n`$ different fixed values $`(m_1,\gamma _1),(m_2,\gamma _2),\mathrm{},(m_n,\gamma _n)`$ respectively. Each small eddy of size $`r_i`$ in turn transfers a fraction $`m_j`$ to each of its $`n`$ daughters of size $`r_i/\gamma _j`$, where $`m_j`$ and $`\gamma _j`$ are drawn from the same fixed set $`(m_1,\gamma _1),(m_2,\gamma _2),\mathrm{},(m_n,\gamma _n)`$. This deterministic multiplicative cascade process continues down to the dissipation scale and creates a self-similar multifractal measure with multipliers and characteristic scaling ratios $`m_i`$ and $`\gamma _i`$, respectively. We do not restrict the model to obey the space-filling condition $`_{i=1}^n1/\gamma _i=1`$ .

Using the self-similarity of the cascade process, we can write

$$M_q(;\mathrm{})=\underset{i=1}{\overset{n}{}}M_q(_i;\mathrm{}),$$
(13)
where $`M_q(;\mathrm{})`$ is the $`q`$th-order moment of the energy dissipation rate defined on eddy $``$. According to the self-similarity of the multinomial measure, we have

$$M_q(_𝐢;\mathrm{})=m_i^qM_q(_i;\gamma _i\mathrm{}).$$
(14)
Combining Eqs. (13) and (14) and removing the reference to a specific eddy $``$ gives the following discrete scale invariant equation

$$M_q(\mathrm{})=\underset{i=1}{\overset{n}{}}M_q(\gamma _i\mathrm{})m_i^q.$$
(15)
For statistically self-similar measures, Eq. (15) is modified by inserting in each term at the r.h.s. of equation (15) the specific probabilities of the realizations among the $`n`$ scenarios at each step of the cascade,

Equation (15) generalizes the equation $`M_q(\mathrm{})=m^qM_q(\gamma \mathrm{})`$ embodying the discrete scale invariance of simple fractals constructed using the iteration of a deterministic rule such as the triadic Cantor set or the Sierpinsky gasket. This equation is discussed in Ref.  in relation with so-called “fractal strings”. Looking for a scaling solution $`M_q(\mathrm{})\mathrm{}^{\tau (q)}`$, the exponents $`\tau (q)`$ are the solutions of

$$\underset{i=1}{\overset{n}{}}\gamma _i^{\tau (q)}m_i^q=1$$
(16)
and form an infinite countable set of complex numbers. For the “lattice” case where there is a common root $`\gamma `$ and there are integers $`k_i`$ such that

$$\gamma _i=\gamma ^{k_i},$$
(17)
the solution of (15) can be explicited analytically.

Substituting Eq. (17) into Eq. (15), we have

$$M_q(\mathrm{})=\underset{i=1}{\overset{n}{}}M_q(\gamma ^{k_i}\mathrm{})m_i^q,$$
(18)
whose solution is

$$M_q(\mathrm{})=C(\mathrm{})\mathrm{}^{\tau (q)},$$
(19)
where $`C(\mathrm{})`$ is a universal function and the case of $`C(\mathrm{})=\mathrm{𝚌𝚘𝚗𝚜𝚝}.`$ recovers the familiar power law given in Eq. (8). It is easy to verify that if $`C(\mathrm{})`$ is a periodic function of the variable $`\mathrm{ln}(\mathrm{})`$ with the log-period $`\mathrm{ln}(\gamma )`$, i.e.,

$$C(\mathrm{})=C(\gamma ^{k_i}\mathrm{}),$$
(20)
then Eq. (19) is the solution of Eq. (15). Without loss of generality, we can rewrite the general solution as

$$M_q(\mathrm{})=\psi _q\left[\mathrm{ln}(\mathrm{})/\mathrm{ln}(\gamma )\right]\mathrm{}^{\tau (q)}.$$
(21)
This implies that $`M_q(\mathrm{})`$ is log-periodic. We emphasize that $`\psi _q`$ is $`q`$-dependent, while the log-period $`\mathrm{ln}(\gamma )`$ of $`M_q(\mathrm{})`$ is independent of $`q`$. Another important implication is that, given a unique prefered scaling ratio $`\gamma =\mathrm{exp}(1/f)`$, it is possible to have a set of characteristic scaling ratios $`\gamma _i`$ satisfying the lattice condition expressed by Eq. (17) which describe an infinite recursion of the multifractal measure.


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# References

BRANS-DICKE WORMHOLE AND SPACE-TIME FOAM
A. G. AGNESE AND M. LA CAMERA
*Dipartimento di Fisica dell’Università di Genova
Istituto Nazionale di Fisica Nucleare, Sezione di Genova
Via Dodecaneso 33, 16146 Genova, Italy*
*E-mail: agnese@ge.infn.it ; lacamera@ge.infn.it*

It is generally believed that the space-time continuum will be replaced by a more fundamental level of description at length scales smaller than the Planck length $`l_P`$, where the classical description breaks down to a “quantum foam”  and the space-time topology fluctuates over a spatial distance comparable with $`l_P`$.

Moreover in recent papers Amelino-Camelia  and Ng and van Dam , basing on a gedanken timing experiment originally devised by Salecker and Wigner , argue that such a distance could be much greater that Planck length. As a consequence quantum gravity effects could be probed with current or future interferometers designed for the gravitational-wave detectors.

In this communication, starting from a different point of view, we give some arguments which can lead, already when distances vary at the Planck scale, to dramatic effects near the event horizon of the Schwarzschild vacuum solution now perturbed by the corresponding fluctuations of space-time. We will show that the metric breaks down, even for large masses, in correspondence of the surface which should have been the event horizon, so it becomes unpossible not only to define an event horizon but even to foresee which singularity has replaced it. These facts signal the need of a fully quantum description of gravity in the presence of distances suitable for the Planck regime even if surfaces are much greater than $`l_P^2`$ and the gravitational field in their neighbourhood is weak.

To achieve this goal we start by considering the static spherically symmetric vacuum solution of the Brans-Dicke theory of gravitation .

The related calculations were performed by us in Ref. , working in the Jordan frame, where the action is given (in units $`G_0=c=1`$) by

$$S=\frac{1}{16\pi }d^4x\sqrt{g}\left[\mathrm{\Phi }R\frac{\omega }{\mathrm{\Phi }}^\alpha \mathrm{\Phi }_\alpha \mathrm{\Phi }\right]$$
(1)
and with a suitable choice of gauge. Here we quote only the results relevant for the following.

The line element can be written as

$$ds^2=e^{\mu (r)}dr^2+R^2(r)d\mathrm{\Omega }^2e^{\nu (r)}dt^2$$
(2)
where $`d\mathrm{\Omega }^2=d\vartheta ^2+\mathrm{sin}^2\vartheta d\phi ^2`$ and, in the selected gauge:

$`R^2(r)=r^2\left[1{\displaystyle \frac{2\eta }{r}}\right]^{1\gamma \sqrt{2/(1+\gamma )}}`$ (3a)
$`e^{\mu (r)}=\left[1{\displaystyle \frac{2\eta }{r}}\right]^{\gamma \sqrt{2/(1+\gamma )}}`$ (3b)
$`e^{\nu (r)}=\left[1{\displaystyle \frac{2\eta }{r}}\right]^{\sqrt{2/(1+\gamma )}}`$ (3c)
Here $`\gamma `$ is the post-Newtonian parameter

$$\gamma =\frac{1+\omega }{2+\omega }$$
(4)
and

$$\eta =M\sqrt{\frac{1+\gamma }{2}}$$
(5)
Finally the scalar field is given by

$$\mathrm{\Phi }(r)=\mathrm{\Phi }_0\left[1\frac{2\eta }{r}\right]^{(\gamma 1)/\sqrt{2(1+\gamma )}}$$
(6)
while the effective gravitational coupling $`G(r)`$ equals

$$G(r)=\frac{1}{\mathrm{\Phi }(r)}\frac{2}{(1+\gamma )}$$
(7)
the factor $`2/(1+\gamma )`$ being absorbed, as in Ref. , in the definition of $`G`$.

Departures from Einstein’s theory of General Relativity appear only if $`\gamma 1`$, a possibility consistent with experimental observations which estimate it in the range $`10.0003<\gamma <1+0.0003`$ corresponding to the dimensionless Dicke coupling constant $`|\omega |>3000`$.

When $`\gamma <1`$ and $`r2\eta `$, then $`R(r)`$, $`e^{\nu (r)}`$ and $`G(r)`$ go all to zero. Therefore we have a singularity with infinite red-shift and gravitational interaction decreasing while approaching the singularity.

When $`\gamma >1`$, the null energy condition (NEC) is violated  and a wormhole solution is obtained  with throat at

$$r_0=\eta \left[1+\gamma \sqrt{\frac{2}{1+\gamma }}\right]=M\left[\gamma +\sqrt{\frac{1+\gamma }{2}}\right]$$
(8)
to which corresponds the value $`R_0`$ given by equation (3a). It is easy to verify that $`r_0>2\eta `$ and $`R_0>0`$. Now the singularity is beyond the throat and is smeared on a spherical surface, asymptotically large but not asymptotically flat, of radius $`R(r)\mathrm{}`$ as $`r2\eta `$ and where also the red-shift and $`G(r)`$ become infinitely large .

When $`\gamma =1`$ exactly, one has Schwarzschild solution of General Relativity

$$ds^2=\frac{dr^2}{1{\displaystyle \frac{2M}{r}}}+r^2d\mathrm{\Omega }^2(1\frac{2M}{r})dt^2$$
(9)
where it appears a black-hole with event horizon at $`R(r)=r=2M`$.

If future measurements will establish that $`\gamma 1`$ and if the Jordan frame is the physical frame, then the strong equivalence principle is violated (due to exotic matter in the case $`\gamma >1`$) and it will possible to decide on the type of singularity occurring. Moreover gravitation shall be better described by a suitable generalization of Einstein’s theory.

Here we first assume $`\gamma =1`$ exactly but then we introduce a fluctuation in the Schwarzschild metric by imposing a violation of the strong equivalence principle, of the order of the Planck length $`l_P`$, which comes from the following variation of the gravitational radius :

$$2\eta =2M\pm \frac{l_P}{2}$$
(10)
Making use of Equation (5) one obtains for $`\gamma `$, at first order in $`l_P/M`$

$$\gamma =1\pm \frac{l_P}{M}$$
(11)
so from Equation (4) the dimensionless coupling constant $`\omega `$ turns out to be $`|\omega |M/l_P`$. To make an example, in the case of a solar mass $`M_{{\scriptscriptstyle }}`$ this would amount to a fluctuation of $`\mathrm{\Delta }M_{{\scriptscriptstyle }}/M_{{\scriptscriptstyle }}10^{38}`$.

It may be useful to rewrite, in this approximation, the metric coefficients of the Brans-Dicke line element:

$`R^2(r)=r^2\left[1{\displaystyle \frac{2M\pm {\displaystyle \frac{l_P}{2}}}{r}}\right]^{\frac{3l_p}{4M}}`$ (12a)
$`e^{\mu (r)}=\left[1{\displaystyle \frac{2M\pm {\displaystyle \frac{l_P}{2}}}{r}}\right]^{1\frac{3l_P}{4M}}`$ (12b)
$`e^{\nu (r)}=\left[1{\displaystyle \frac{2M\pm {\displaystyle \frac{l_P}{2}}}{r}}\right]^{1\frac{l_P}{4M}}`$ (12c)
Here the upper sign refers to the case $`\gamma >1`$ and the lower one to the case $`\gamma <1`$. It is apparent that, while in the case $`\gamma =1`$ the event horizon is fixed at $`r_S=2M`$, in the presence of space-time fluctuations one may have, taking the extreme values of $`\gamma `$ given by Equation (11), either a naked singularity at $`r_<=2Ml_P/2`$ if $`\gamma =1l_P/M`$ or a wormhole with a throat at $`r_0=2M+(5/4)l_P`$ if $`\gamma =1+l_P/M`$; in this latter case we have beyond the throat at $`r_>=2M+l_P/2`$ another singularity which is asymptotically large but not asymptotically flat. We recall that $`r_<`$ and $`r_>`$ are the limits between which we required to fluctuate the metric. When $`r`$ exceeds $`2M`$ by several units of $`l_P`$ the solution of the field equations behaves as in the Schwarzschild case, but when $`r`$ varies around $`2M`$ in an interval containing all the possible singularities one is faced with different interchanging behaviours which are unpredictable on classical grounds. In this latter case the proper distance from the singularity of a point near to $`2M`$ is proportional to $`\sqrt{Ml_P}`$. To make a numerical example in the case $`\gamma >1`$, the proper radial distance of $`r_>`$ (to which corresponds an infinite value of the standard radial coordinate $`R`$) from $`r_0`$ (to which corresponds the location $`R_0`$ of the throat) is

$$L=_{r_>}^{r_0}e^{\mu (r)/2}𝑑r2.51\sqrt{Ml_P}$$
(13)
and the proper volume comprised between the radii is

$$V=4\pi _{r_>}^{r_0}R^2(r)e^{\mu (r)/2}𝑑r36\pi \sqrt{M^5l_P}$$
(14)
Numerical values for a solar mass are $`L=\mathrm{3.9\hspace{0.17em}10}^{16}m`$ and $`V=\mathrm{3.4\hspace{0.17em}10}^{10}m^3`$. So, if it is correct to introduce space-time fluctuations by means of the Brans-Dicke scalar field, then it would be needed a full quantum theory of gravitation to describe not only the kind and the evolution of the singularities but also the space-time that surrounds them at distances much greater than the Planck length. If the scenario we have proposed here is realistic, it should turn out to be a good candidate both as a source of strong gravity waves and as a central engine required for the production of gamma ray bursts.


text:
# NIR and Optical Structural Parameters of Galaxies in the Cluster AC118 at z=0.31

## 1. Introduction

Numerous photometric surveys are currently done on wide areas of the sky with ground-based telescopes. They are providing an enormous output of data that, in particular, are quickly improving our knowledge of distant galaxies. In addition to integrated quantities like magnitudes and colours, the possibility of extracting galaxy structural information would significantly increase their scientific outcome.

Structural parameters have been recently derived for distant galaxies from HST photometry in optical wave bands (Kelson et al. 2000, and references therein). Jørgensen et al. (1999) proved that structural parameters can be still derived from ground–based data up to z=0.18. We now extend the redshift range and present the first measurement of NIR effective radii at z=0.31.

## 2. The Data

We obtained photometry in the V, R, I, K bands for the cluster of galaxies AC118 with the ESO NTT telescope (EMMI and SOFI) during four observing runs (October 1998 – September 2000). Here we will make use of the optical and K-band images, and HST (WFPC2-F702W) archive data to derive surface photometry for a sample of cluster members.

The data reduction and photometric calibration were performed following the standard procedures and are described elsewhere. The sample of cluster members were selected via photometric redshifts.

## 3. Structural Parameters

Galaxy sizes at intermediate redshifts are comparable with the typical seeing of ground-based images ($`1^{\prime \prime }`$). To obtain reliable estimates of the galaxy structural parameters, it is therefore crucial to take into account the effects of the Point Spread Function (PSF).

This is usually performed 1) by a one dimensional fitting approach (see Saglia et al. 1997) and 2) by two–dimensional fitting methods (see e.g. van Dokkum & Franx 1996). In case 1) the integrated light curve or the galaxy intensity profile are constructed by an elliptical fit of the galaxy isophotes and fitted with a proper model. Due to the small galaxy size in ground-based images, the isophotal fit has to be done with few pixels and the brightness profiles consist of very few data points. In the two–dimensional approach, a direct fit of the galaxy brightness distribution is performed without any intermediate step. Because of these reasons, we adopted the two-dimensional approach (see Figure 1).

## 4. Optical and NIR Effective Radii

Structural parameters were derived in the optical wave bands for galaxies brighter than R=21 mag. The effective radii derived from the HST (F702W) and from the NTT (R) images are compared in Figure 2 (left panel). The fitted parameters are fully consistent, with a dispersion of $``$40%, that is the typical uncertainty on effective radii measurements (see Kelson et al. 2000). This result shows that reliable structural parameters of galaxies can be still derived from ground–based observations at z$``$0.3.

The right panel of Figure 2 shows the ratios of the NIR to the optical effective radii. The K–band (rest-frame H) effective radii turn out to be $``$50% smaller than those measured in the R–band (rest-frame V). This implies the presence of strong internal (optical-NIR) colour gradients in galaxies at z=0.31. Following Sparks & Jørgensen (1993, eq. 21) we obtain $`\mathrm{\Delta }`$(R-K)/$`\mathrm{\Delta }`$log(r)$``$-0.28 at z=0.31. When compared with the local (z$``$0) value $`\mathrm{\Delta }`$(V-H)/$`\mathrm{\Delta }`$log(r)$``$-0.18 (Scodeggio et al. 1998, see also Peletier et al. 1990), this result implies that the colour gradients of galaxies decreased by a factor $``$1.5 since z=0.31 (or $``$4.5 Gyr). In a forthcoming paper we will make a more reliable comparison between optical and NIR structural parameters by extending the sample to $``$100 cluster galaxies.

## References

Jørgensen, I., Franx, M., Hjorth, J., van Dokkum, P.G. 1999, MNRAS, 308, 833

Kelson, D.D., Illingworth, G.D., van Dokkum, P.G., Franx, M. 2000, ApJ, 531, 137

Peletier, R. F., Valentijn, E. A., Jameson, R. F. 1990, A&A, 233, 62

Saglia, R.P., et al. 1997, ApJS, 109, 79

Scodeggio, M., et al. 1998, MNRAS, 301, 1001

Sparks, W.B., & Jørgensen, I. 1993, AJ, 105, 1753

van Dokkum, P.G., & Franx, M. 1996, MNRAS, 281, 985


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# Eternally accelerating universe without event horizon

## References

W. Fischler, A. Kashani-Poor, R. McNees and S. Paban, JHEP 0107 (2001) 003.

S. Hellerman, N. Kaloper and L. Susskind, JHEP 0106 (2001) 003.

S. Perlmutter et al., Astrophys. J. 483 (1997) 565; S. Perlmutter et al. (The Supernova Cosmology Project), Nature 391 (1998) 51; P.M. Garnavich et al. Astrophys. J. Lett. 493 (1998) L53; B.P. Schmidt, Astrophys. J. 507 (1998) 46; A.G. Riess et al. Astrophys. J. 116 (1998) 1009.

T. Banks, Cosmological breaking of supersymmetry or little Lambda goes back to the future, hep-th/0007146; E. Witten, Quantum gravty in DeSitter space, hep-th/0106109 .

T. Banks and W. Fischler, M-theory observables for cosmological space-times, hep-th/0102077 .

Xiao-Gang He, Accelerating universe and event horizon, astro-ph/0105005; S.M. Carroll, Phys. Rev. Lett. 81 (1998) 3067.

J.D. Barrow, R. Bean and J. Mageijo, Mon. Not. R. Astron. Soc. 316 (2000) L41 .

See related works in: S.M. Carroll, Dark energy and the preposterous universe, astro-ph/0107571; J.W. Moffat, astro-ph/0108201; T. Chiuet and Xiao-Gang He, The accelerating universe: A gravitational explanation, astro-ph/0107453; E.H. Gudmundsson and G. Bjornsson, Dark energy and the observable universe, astro-ph/0105547 (Astrophys. J., en press); J. Ellis, N.E. Navromatos and D.V. Nanopoulos, String theory and an accelerating universe, hep-th/0105206 .

L.D. Landau and E.M. Lifshitz, Teoría Clásica de Campos (Reverté, Barcelona, Spain, 1966).

A.D. Chernin, D.I. Santiago and A.S. Silbergleit, Interplay between gravity and quintessence: A set of new GR solutions, astro-ph/0106144 .

S.W. Hawking and G.F.R. Ellis, The Large Scale Structure of Space-Time (Cambridge Univ. Press, Cambridge, UK, 1972).

B.P. Schmidt et al. Astrophys. J. 509 (1998) 54.


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# Archeops: a large sky coverage millimeter experiment for mapping Cosmic Microwave Background anisotropies

## 1 Introduction: the Cosmic Microwave Background radiation

The Cosmic Microwave Background (CMB hereafter) is the oldest observable electromagnetic radiation of our Universe. It was emitted about 300000 years after the Big Bang (z $``$ 1000), when the Universe became transparent to photons. The main cause for this radiation is the combination of hydrogen atoms at this time from the proton and electron plasma. Thus the light emitted was hot ($``$ 3000 K) but became gradually colder with the expansion of the Universe, until being observed nowadays in the millimeter domain (2.73 K). This radiation was discovered in 1965 by Penzias & Wilson in radiowaves. The CMB is a very isotropic blackbody emission, but exhibits small fluctuations ($`10^4`$ relative), whose large angular scales were observed by the COBE satellite (Smoot et al. 1992). The primordial quantum fluctuations were amplified by physical processes in the cosmic soup at that time, such as acoustic wave phenomena. These processes, and the way the information came to us today, are highly dependent on the cosmological parameters of the Universe, so that the CMB map aspect and the CMB power spectrum shape can provide powerful informations about the characteristics, history and fate of our Universe. These fluctuations are also the origin of the large-scale structure of the Universe (cluster and galaxy formation, by gravitational collapse).

## 2 The Archeops experiment

Archeops is a balloon-borne experiment designed to fly in the stratosphere to avoid the atmospheric contamination. The telescope is two-mirror off-axis tilted Gregorian, with a primary mirror providing an effective aperture of 1.5 meters. Twenty-two bolometers measure the millimeter and submillimeter radiation in four frequency bands centered on 143 GHz (2.1 mm), 217 GHz (1.4 mm), 353 GHZ (850 $`\mu m`$) and 545 GHz (550 $`\mu m`$). These detectors are installed on the focal plane stage cooled at 0.1 K by helium dilution techniques. The instrumental setup and the calibration are detailed in Benoît et al. (2001).

Several recent balloon-borne experiments have concentrated on the small angular scales of the CMB, such as BOOMERANG (De Bernardis et al. 2000) and MAXIMA (Hanany et al. 2000). The main scientific goal of Archeops is rather to investigate a broad band of angular scales, in order to make the link between the COBE full-sky survey and the small-scales experiments of today and the near future. For this the aim is to map a large part of the sky ($``$ 30 %) with unprecedented angular resolution (5’-10’). To achieve this goal, the scanning strategy is as follows: the gondola rotates at 2 rpm, allowing the beam to make large circles on the sky. These circles slowly shift with respect to the sky, because of the rotation of the Earth and the moving of the balloon on the Earth. Because of the high sensitivity needed, the experiment has to fly during the night. Since we want as long flights as possible in order to increase the total integration time, the polar night is the best. That is why the Esrange base in Kiruna (Swedish Lappland) has been chosen for launching Archeops. However, the first (technological) flight was done from Trapani (Sicily) in July 1999, and gave 4 hours of data. The first scientific flight was done from Kiruna in January 2001, and gave 8 hours of data. Longer flights are possible with normal atmospheric conditions, and expected for the winter 01/02.

## 3 Sky coverage of the Kiruna flight

We present in Fig. 1 a simulated map at 2 mm (143 GHz) containing the CMB (including the dipole due to the Earth movement towards the cosmic fluid) and the Galaxy, which are the two major components of the millimeter sky. On this map, we have overimpressed the sky coverage of the Kiruna scientific flight. The projection is Galactic Mollweide centered on the Galactic anticenter. This map shows that a large part of the CMB fluctuations sky has been observed by Archeops. The data are still being analyzed.


text:
# Investigating the Light Scalar Mesons

## I Introduction

The ”hydrogen atom” problem of meson spectroscopy is the study of the pion in terms of its fundamental constituents. Typically, this difficult problem is finessed by using an effective Lagrangian treatment of the composite field which includes the important feature of (almost) spontaneously broken chiral symmetry. Then one explains the presumed next highest mass meson– the rho– as a $`q\overline{q}`$ bound state and continues up the spectrum. But nowadays there is increasing support for the existence of the old ”sigma” resonance which may be lighter than the rho. If this is true it certainly seems worthwhile to pause and examine the issue in detail. It is also a difficult problem because the sigma is in an energy range just above where one expects chiral perturbation theory to be practical but well below where asymptotic freedom permits a systematic perturbative QCD expansion.

In this talk a recent paperbfmns  on the subject will be discussed. Other work is referenced in that paper and in other contributions h2001  to this conference. First, a brief review of our previous results based on the non linear chiral Lagrangian will be given. Then we try to check the form of these results by using the linear sigma model. This model, while less general, provides the usual physical intuition about the problem as it contains a scalar nonet linked to the pseudoscalars.

## II Brief review of our previous work using the nonlinear chiral Lagrangian

Pi pi scatteringpipi . It was noted that the $`I=J=0`$ partial wave amplitude up to about 1 GeV could be simply explained as a sum of four pieces: i. the current algebra ”contact” term, ii. the $`\rho `$ exchange diagram iii. a non Breit Wigner $`\sigma `$ pole diagram and exchange, iv. an $`f_0(980)`$ pole in the background produced by the other three. This is illustrated in a step by step manner for the real part $`R_0^0`$ in Figs. 1, 2 and 3.

We see in Fig. 1 that the “current algebra” piece starts violating the unitarity bound, $`|R_0^0|1/2`$ at about 0.5 GeV and then runs away. However the inclusion of the $`\rho `$ meson exchange diagrams turns the curve in the right direction and improves, but does not completely cure, the unitarity violation. These pieces, which do not involve any unknown parameters, give encouragment to our hope that the cooperative interplay of various pieces can explain the low energy scattering. In order to fix up Fig. 1 we note that the real part of a resonance contribution vanishes at the pole, is positive before the pole and negative above the pole. Thus a scalar resonance with a pole roughly about 0.5 GeV ( above which $`R_0^0`$ in Fig. 1 needs a negative contribution to stay below $`1/2`$) should do the job. The result of including such a $`\sigma `$ pole , with three parameters, is shown in Fig. 2. Now note that the predicted $`R_0^0(s)`$ in Fig. 2 vanishes around 1 GeV. Thus the phase $`\delta `$ at 1 GeV (assumed to keep rising) is about $`90^o`$. Considering this as a background phase for the known $`f_0(980)`$, the real part of the $`f_0(980)`$ contribution will get reversed in sign (Ramsauer–Townsend effect). As Fig. 3 shows this is the missing piece needed to give a simple explanation of the $`J=I=0`$ $`\pi \pi `$ scattering up to about 1 GeV.

Pi K scatteringbfss . In this case the low energy amplitude is taken to correspond to the sum of a current algebra contact diagram, vector $`\rho `$ and $`K^{}`$ exchange diagrams and scalar $`\sigma (560)`$, $`f_0(980)`$ and $`\kappa (900)`$ exchange diagrams. The situation in the interesting $`I=1/2`$ s-wave channel turns out to be very analogous to the $`I=0`$ channel of s-wave $`\pi \pi `$ scattering. Now a non Breit Wigner $`\kappa `$ is required to restore unitarity; it plays the role of the $`\sigma (560)`$ in the $`\pi \pi `$ case. We found that a satisfactory description of the 1-1.5 GeV s-wave region is also obtained by including the well known $`K_0^{}(1430)`$ scalar resonance, which plays the role of the $`f_0(980)`$ in the $`\pi \pi `$ calculation.

Putative light scalar nonetputative . The nine states associated with the $`\sigma (560)`$, $`\kappa (900)`$, $`f_0(980)`$ and $`a_0(980)`$ are required in order to fit experiment in our model. What do their masses and coupling constants suggest about their quark substructure? Clearly the mass ordering of the various states is inverted compared to the ”ideal mixing”okubo  scenario which approximately holds for most meson nonets. This means that a quark structure for the putative scalar nonet $`N_a^bq_a\overline{q}^b`$ is unlikely since the mass ordering just corresponds to counting the number of heavier strange quarks. Then the degenerate $`f_0(980)`$ and $`a_0(980)`$ which must have the structure $`N_1^1\pm N_2^2`$ would be lightest rather than heaviest. However the inverted ordering will agree with this counting if we assume that the scalar mesons are schematically constructed as $`N_a^bT_a\overline{T}^b`$ where $`T_aϵ_{acd}\overline{q}^c\overline{q}^d`$ is a ”dual” quark (or anti diquark). This interpretation is strengthened by consideration putative  of the scalars’ coupling constants to two pseudoscalars. That shows $`\sigma N_3^3+`$ ”small”, so it is a predominantly non-strange particle in this picture. Furthermore the states $`N_1^1\pm N_2^2`$ now would each have two strange quarks and would be expected to be heaviest. The four quark picture was first suggested a long time agojaffe  on dynamical grounds.

Mechanism for next heavier scalar nonetbfs . Of course, the success of the phenomenological quark model suggests that there exists, in addition, a nonet of “conventional” p-wave $`q\overline{q}`$ scalars in the 1+ GeV range. The experimental candidates for these states are $`a_0(1450)(I=1)`$, $`K_0^{}(1430)(I=1/2)`$ and for $`I=0`$, $`f_0(1370)`$, $`f_0(1500)`$ and $`f_0(1710)`$. These are enough for a full nonet plus a glueball. However it is puzzling that the strange $`K_0^{}(1430)`$ isn’t noticeably heavier than the non strange $`a_0(1450)`$ and that they are not lighter than the corresponding spin 2 states. These and another puzzle may be solved in a natural waybfs  if the heavier p-wave scalar nonet mixes with a lighter $`qq\overline{q}\overline{q}`$ nonet of the type mentioned above. The mixing mechanism makes essential use of the ”bare” lighter nonet having an inverted mass ordering while the heavier ”bare” nonet has the normal ordering. A rather rich structure involving the light scalars seems to be emerging. At lower energies one may consider as a first approximation, ”integrating out” the heavier nonet and retaining just the lighter one.

## III The picture in a 3 flavor linear sigma model

In bfmns  we employed the conventional chiral field $`M=S+i\varphi `$, where $`S`$ is a hermitian matrix of nine scalars and $`\varphi `$ is a hermitian matrix of nine pseudoscalars. The Lagrangian density is,

$$=\frac{1}{2}Tr(_\mu M_\mu M^{})V_0+A_a(M_{aa}+M_{aa}^{}).$$
(1)
The three $`A_a`$’s are numbers proportional to the (current) quark masses. $`V_0`$ may be considered to be an arbitrary function of the chiral $`SU(3)\times SU(3)`$ invariants constructed from $`M`$ and $`M^{}`$. Note that most consequences at tree level follow just from chiral symmetry, irrespective of the form of $`V_0`$.

Pi pi scattering amplitude. The computed $`I=J=0`$ partial wave amplitude at tree level has the form,

$$T_{0tree}^0(s)=cos^2\psi [\alpha (s)+\frac{\beta (s)}{m_{BARE}^2(\sigma )s}]+sin^2\psi [\stackrel{~}{\alpha }(s)+\frac{\stackrel{~}{\beta }(s)}{m_{BARE}^2(\sigma ^{})s}],$$
(2)
where $`\alpha (s)`$,$`\beta (s)`$ etc. are given in connection with Eq (3.2) of bfmns . $`\psi `$ is a mixing angle between the two $`I=0`$ scalars, denoted as $`\sigma `$ and $`\sigma ^{}`$. The subscript ”BARE” on their masses means the value at tree level. If $`V_0`$ is general, the three quantities $`\psi `$, $`m_{BARE}(\sigma )`$ and $`m_{BARE}(\sigma ^{})`$ may be chosen at will. However if $`V_0`$ is taken to be renormalizable there is only one arbitrary parameter (say $`m_{BARE}(\sigma )`$) in the theory when the input set (say $`m_\pi ,m_K,m_\eta ,m_\eta ^{},F_\pi `$) is fixed.

It is instructive to first go back to the widely treated two flavor case. This corresponds to choosing $`\psi =0`$ in (2). Then $`m_{BARE}(\sigma )`$ is the only unknown parameter. Near threshold, if $`m_{BARE}(\sigma )`$ is not too low, the amplitude is the ”current algebra” result which agrees fairly well with experiment. It is a small quantity which emerges from an almost complete cancellation of the pole and non pole terms in (2). One would like to keep this result and utilize the effect of the sigma at higher energies. Since there is a true pole in (2) it seems reasonable to regulate this in the usual way by adding a term $`im\mathrm{\Gamma }`$ in the pole denominator. However, as Achasov and Shestakov as  pointed out, this regulation completely destroys the good current algebra result. They instead adopt the K matrix approach (whereas the usual solution is to adopt the non linear model instead since the derivative coupling of the $`\sigma `$ there suppresses the pole contribution near threshold). In this way the tree amplitude is not only regularized but made exactly unitary. One calculates the amplitude in terms of its tree value as:

$$T=\frac{T_{tree}}{1iT_{tree}}.$$
(3)
When $`T_{tree}`$ is small, $`TT_{tree}`$ so the behavior near threshold will now not be spoiled. At the other extreme, when $`T_{tree}`$ gets very large $`Ti`$.

Note that the pole position, $`z`$ of the unitarized $`T`$ will typically correspond to mass and width (via $`z=m^2im\mathrm{\Gamma }`$) which differ from $`m_{BARE}`$ and the starting perturbative width. Which one should be chosen? Since $`T`$ in (3) evidently has the structure of a ”bubble sum” in field theory it seems reasonable to regard the K matrix unitarization as an approximation to including the ”radiative corrections”. Then, as in usual field theory, the pole found is interpreted as giving the physical mass and width while the values of $`m_{BARE}`$ and $`\mathrm{\Gamma }_{BARE}`$ would have no special significance. For the two flavor model we verified the result of as  that a choice of $`m_{BARE}(\sigma )`$ around 0.8 to 1.0 GeV would result in a physical $`m(\sigma )`$ around 0.45 GeV and fit the first bump in Fig. 3. The physical mass is not very sensitive to the exact choice of bare mass and also the physical width is very greatly reduced. The predicted mass in this model is a bit less than the one we found in the non linear model reviewed in the previous section, but this is readily understandable as being due hss2  to the neglect of vector mesons in the present model.

Three flavor linear model amplitude. The procedure was simply to use the full two pole tree amplitude (2) in the unitarization formula (3). We were not able to fit the entire $`T_0^0`$ amplitude shown in Fig. 3 up to about 1.2 GeV in the renormalizable model (which contains only the single unknown parameter $`m_{BARE}(\sigma )`$). However it is easy to find a fit in the chiral model with general $`V_0`$, in which we were able to choose the three parameters $`m_{BARE}(\sigma )=0.847`$ GeV, $`m_{BARE}(\sigma ^{})=1.300`$ GeV and $`\psi =48.6^o`$. The physical isoscalar masses (after unitarization) turned out to be 0.457 GeV and 0.993 Gev associated with respective widths 0.632 GeV and 0.05 GeV. Again these represent large shifts from the bare values. For illustrative purposes the unitarized amplitude is reasonably approximated as

$$T_0^0const.+\frac{0.167+0.210i}{s(0.2090.289i)}+\frac{0.053+0.005i}{s(0.9860.051i)}.$$
(4)
Neither the first ($`\sigma `$) pole nor the second ($`f_0(980)`$) pole is precisely of Breit Wigner type. However the $`f_0(980)`$ pole approximates a Breit Wigner except for an overall minus sign, which corresponds to the well known ”flipping” of this resonance.

We similarly studied the $`I=0,J=1/2`$ scattering amplitude to find the properties of the $`\kappa `$ resonance in the linear model. The bare mass of the $`\kappa `$ is fixed once the input parameters are given. To allow us to vary this quantity (in a range where the $`\pi \pi `$ scattering is not much affected) we chose the alternative input set $`(m_\pi ,m_K,m_\eta ^{},F_\pi ,F_K)`$ and varied $`F_K`$. In this case, because the $`K_0^{}(1430)`$ is not included in the model we can only fit the data up to about 1 GeV. It was found that the best fit corresponded to the bare $`\kappa `$ mass about 1.3 GeV. After unitarization the physical kappa mass turned out to be about 0.800 GeV and this didn’t change much as the bare value was varied from 0.9 to 1.3 GeV. Unitarization also substantially narrowed the physical kappa width. Furthermore, as for the case of the $`\sigma `$ the $`\kappa `$ pole is not of Breit Wigner type. An analogous calculation was carried out to study the properties of the $`a_0(980)`$ as observed in $`\pi \eta `$ scattering. A summary shown in Table 1 compares the physical widths obtained in this linear model with those obtained in the non linear model. In the cases of the $`f_0(980)`$ and the $`a_0(980)`$ the entries were taken from the Particle Data Group rpp , with which the non linear model calculations agree.

Clearly, the complex pole positions and nature of the poles (non Breit Wigner for $`\sigma `$ and $`\kappa `$ and ”Ramsauer Townsend” for $`f_0(980)`$) of the scalar nonet in the linear sigma model are similar to those obtained previously (putative scalar nonet) using a non linear chiral Lagrangian with a different ”local” regulation. This statement makes heavy use of the unitarization of the three flavor linear model; otherwise the $`f_0(980)`$ and $`\kappa `$ might be considered too high and wide to belong to a light scalar nonet. In particular, the $`\kappa `$ clearly cannot be identified with the $`K_0^{}(1430)`$ in this unitarized linear sigma model.

Speculation on scalar quark structure (Section V of bfmns ). At an intuitive level one might expect the scalar nonet, being the ”chiral partner” of the light pseudoscalar nonet, to have a quark- anti quark structure. It was stressed putative  however that in the more general non linear Lagrangian approach (e.g. ccwz ) the scalar and pseudoscalar transformation properties are decoupled. Only the flavor SU(3) transformation property, not the chiral one, of the scalars is fixed in the effective non-linear Lagrangian treatment. Features, mentioned above, like isoscalar mixing angle and mass ordering suggest in fact the $`qq\overline{q}\overline{q}`$ structure for the light scalars as an initial approximation.

How might this kind of scenario play out in the linear model where the chiral properties of the scalars and the pseudoscalars are clearly linked? Even there, the quark substructure implied by the $`SU(3)\times SU(3)`$ transformation properties of the chiral matrix $`M`$ in (1) is not unique bfmns  (However the $`U(1)_A`$ transformations do distinguish between $`q\overline{q}`$ and $`qq\overline{q}\overline{q}`$). There are three different ”four quark” structures with the same transformation properties. Physically, they correspond to making the chiral mesons as a) meson meson ”molecule” b) spin 0 diquark -spin 0 anti diquark and c) spin 1 diquark - spin 1 anti diquark. Actually these three are not linearly independent. Thus the molecule iw  and diquark- anti diquark jaffe  pictures are not clearly distinguished at the effective Lagrangian level. Presumably, large changes in the properties of the scalars due to unitarization in the effective theory must be counted as ”four quark” admixtures at the underlying level.

In detail, the schematic structure for the matrix $`M(x)=S+i\varphi `$ realizing a $`q\overline{q}`$ composite in terms of quark fields $`q_{aA}(x)`$ can be written

$$M_a^{(1)b}=\left(q_{bA}\right)^{}\gamma _4\frac{1+\gamma _5}{2}q_{aA},$$
(5)
where $`a`$ and $`A`$ are respectively flavor and color indices. For the ”molecule” model a) the schematic quark structure with the same $`SU(3)_L\times SU(3)_R`$ transformation property is,

$$M_a^{(2)b}=ϵ_{acd}ϵ^{bef}\left(M^{(1)}\right)_e^c\left(M^{(1)}\right)_f^d.$$
(6)
In the spin 0 diquark - spin 0 anti diquark case the same transformation property is realized with,

$$M_g^{(3)f}=\left(L^{gA}\right)^{}R^{fA},$$
(7)
where

$`L^{gE}=ϵ^{gab}ϵ^{EAB}q_{aA}^TC^1{\displaystyle \frac{1+\gamma _5}{2}}q_{bB},`$
$`R^{gE}=ϵ^{gab}ϵ^{EAB}q_{aA}^TC^1{\displaystyle \frac{1\gamma _5}{2}}q_{bB},`$ (8)
in which $`C`$ is the charge conjugation matrix of the Dirac theory. Finally the spin 1 diquark - spin 1 anti diquark case c) has the schematic structure,

$$M_g^{(4)f}=\left(L_{\mu \nu ,AB}^g\right)^{}R_{\mu \nu ,AB}^f,$$
(9)
where

$`L_{\mu \nu ,AB}^g=L_{\mu \nu ,BA}^g=ϵ^{gab}q_{aA}^TC^1\sigma _{\mu \nu }{\displaystyle \frac{1+\gamma _5}{2}}q_{bB},`$
$`R_{\mu \nu ,AB}^g=R_{\mu \nu ,BA}^g=ϵ^{gab}q_{aA}^TC^1\sigma _{\mu \nu }{\displaystyle \frac{1\gamma _5}{2}}q_{bB},`$ (10)
and $`\sigma _{\mu \nu }=\frac{1}{2i}[\gamma _\mu ,\gamma _\nu ]`$.

Now, as discussed before, the realistic situation is likely to contain substantial mixing between scalar $`q\overline{q}`$ and $`qq\overline{q}\overline{q}`$ nonets. To explore this we formulated a linear sigma model containing both a $`q\overline{q}`$ chiral matrix $`M=S+i\varphi `$ and a $`qq\overline{q}\overline{q}`$ chiral matrix $`M^{}=S^{}+i\varphi ^{}`$. This is a very complicated system so we started with a ”toy model” in which all current quark masses are neglected and only a minimum number of non derivative terms are included. In addition to two minimal kinetic terms as in (1), we took the simplified potential,

$$V_0=c_2\mathrm{Tr}\left(MM^{}\right)+c_4\mathrm{Tr}\left(MM^{}MM^{}\right)+d_2\mathrm{Tr}\left(M^{}M^{}\right)+e\mathrm{Tr}\left(MM^{}+M^{}M^{}\right).$$
(11)
Here $`c_2`$, $`c_4`$ and $`d_2`$ are positive real constants. The $`M`$ matrix field is chosen to have a wrong sign mass term so that there will be spontaneous breakdown of chiral symmetry. A pseudoscalar octet will thus be massless. The mixing is controlled by the parameter $`e`$. It is amusing to note that there will then be an induced $`qq\overline{q}\overline{q}`$ condensate $`S^{}`$ in addition to the usual $`q\overline{q}`$ condensate $`S`$.

We found that it is easy to obtain a situation where the the next highest state above the predominantly $`q\overline{q}`$ Nambu Goldstone pseudoscalar octet is a predominantly $`qq\overline{q}\overline{q}`$ scalar octet. Still heavier is the predominantly $`qq\overline{q}\overline{q}`$ pseudoscalar while heaviest of all is the $`q\overline{q}`$ scalar octet. Of course, SU(3) symmetry breaking and unitarization would be expected to modify this picture. It seems very interesting to further pursue a model of this type. There is evidently a possibility of learning a lot about non perturbative QCD from the light scalar system.

We would like to thank Francesco Sannino and Masayasu Harada for fruitful collaboration. One of us (J.S.) would like to thank the organizers for arranging a stimulating and enjoyable conference. The work has been supported in part by the US DOE under contract DE-FG-02-85ER40231.