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# Effective Temperatures of late L dwarfs and the onset of Methane signatures

## 1 Introduction

L dwarfs (Martín et al., 1997, 1998, 1999; Zapatero Osorio et al., 1999; Kirkpatrick et al., 1999, 2000) are dwarfs cooler than M dwarfs and hotter than the so called Methane or T dwarfs. They are defined by showing decreasing or no TiO and VO absorption in the optical and by not yet showing CH4 in the near infrared. There are two classification schemes for L dwarfs, the one by Martín et al. (1999) and the one by Kirkpatrick et al. (1999) which differ especially for late L dwarfs — which are the topic of this work. For the purpose of this paper we adopt the scheme by Kirkpatrick et al. (1999). The transition from M dwarfs to L dwarfs is observationally very smooth and theoretically well explained by gradually decreasing the effective temperature. The transition from L dwarfs to T dwarfs, however, is not as smooth. The original definition of L dwarfs deliberately left room between L dwarfs and cooler objects (Kirkpatrick et al., 1999). First estimates on the effective temperatures of late L dwarfs and on the first known Methane dwarf Gl229B did not clarify if there is a jump in effective temperature and if there is a missing population of objects between L dwarfs and Methane dwarfs. Recent analyses of L dwarfs and to some extend T dwarfs can be found in e.g. Allard et al. (1996); Marley et al. (1996); Tsuji et al. (1996); Tinney et al. (1998); Burrows et al. (2000); Basri et al. (2000); Pavlenko et al. (2000); Leggett et al. (2001). Those analyses range from optical to infrared analyses and they range from measuring low to high resolution spectra. However, the uncertainty about the effective temperatures and the transition to the T dwarfs remains.

One aspect of this transition is the onset of Methane absorption. L dwarfs do not show Methane absorption in the near infrared, however Gl229B and even Jupiter do. Recently, Noll et al. (2000) reported the detection of Methane at 3.3µm in late L dwarfs which seems to close the gap between L dwarfs and Methane dwarfs. And as discussed in Noll et al. (2000) it even makes the naming convention “Methane dwarf” ambiguous.

Regardless, the effective temperatures associated with late L dwarfs and the onset of Methane absorption is not clear, yet. Noll et al. (2000) estimated relatively high effective temperatures of about 1800 K for late L dwarfs, whereas other studies suggest effective temperatures as low as 1300 K for the latest L dwarfs (Kirkpatrick et al., 2000). Note that the effective temperature of Gl229B is estimated to be 900–1000 K (Allard et al., 1996; Marley et al., 1996), but that it is not the warmest T dwarf since earlier ones (e.g. Leggett et al., 2000; Burgasser et al., 2000, 2001) are known to exist. This work aims to clarify the effective temperatures of late L dwarfs and the onset of Methane absorption.

In the next two sections we describe the data and the models used in this work, respectively. In section 4 we present the analysis which consists of an optical spectral analysis, an infrared spectral analysis and an absolute flux analysis for the objects with known parallaxes. We discuss and conclude this work in section 5.

## 2 The data

The optical spectra for the stars of this sample are taken from Kirkpatrick et al. (1999) and Kirkpatrick et al. (2000). The K-band spectra used in this work were obtained at the Kitt Peak 4-meter telescope using the CRSP spectrograph. The spectra were reduced using standard techniques. The atmospheric water absorption was removed using nearby A type stars. See also Gizis et al. (2001) for details of the observations. The sample constitutes of all late ($``$ L6) L dwarfs that have both optical and K band spectra. The criterion L6 was physically relatively arbitrary. It was a rather technical criterion. We wanted to comfortably include the spectral range used in Noll et al. (2000) and we wanted to have a spectral range for which we have valid models. See Allard et al. (2001); Schweitzer et al. (2001) and sections 3 and 5 for a discussion of the validity of the applied models. Especially the respective sections of this paper will make this work also a case study for the validity of the AMES-Cond models.

Some of the stars also have known trigonometric parallaxes which are collected and tabulated in Kirkpatrick et al. (2000). All objects and their properties are listed in Table 1.

## 3 The models

The models used in this work are the so called AMES-Cond and AMES-Dusty models described in Allard et al. (2001). A detailed description can be found therein. The key features relevant for this study are the dust treatment and the latest line lists which are summarized in the next few paragraphs.

In the AMES-Cond models the dust is treated in the limiting case where the dust has formed in equilibrium and has rained out completely out of the atmosphere. This effectively removes the fraction of elements from the atmosphere that are bound in dust grains; see Allard et al. (2001) for a discussion. The AMES-Dusty models treat the dust in the other limiting case where the dust stays in the layer in which it forms and does not rain out at all. This effectively introduces a dust opacity due to the full dust content. To calculate the dust content we use the Gibbs free energy of formation from Sharp & Huebner (1990) and calculate the equilibrium concentration of all dust species available.

In earlier analyses, the models have been applied to low resolution optical and infrared spectra of M and L dwarfs (Leggett et al., 2001) and to optical low and high resolution spectra of early L dwarfs (Schweitzer et al., 2001). Earlier models have been applied to high resolution spectra of L dwarfs as well (Basri et al., 2000). The results from these works indicate that the assumption of complete rain out is valid for late L dwarfs. Therefore, we will primarily apply the AMES-Cond models in our analysis of the late L dwarfs. However, to further investigate the condition of complete rain out we also used infrared spectra of AMES-Dusty models in sections 4.2 and 4.4 as comparison.

The important opacity sources included in this work are the TiO(Schwenke, 1998), FeH(Phillips & Davis, 1993), CrH(Freedman, private comm., see also Allard et al., 2001), H2O(Partridge & Schwenke, 1997) and CH4(Husson et al., 1992) line lists. This means that all important opacity sources for (late) L dwarfs are treated with line lists and no longer with JOLA (Just Overlapping Line Approximation) opacities. However, we note that there are still uncertainties in the data for the H2O line list (Allard et al., 2000).

The spectra used for this analysis are calculated at a resolution of 2 Å. They are based on fully converged model structures that include depth depended line profiles and include all the opacities for all iterations (see e.g. Hauschildt et al., 1999; Allard et al., 2001, for details of the calculations).

## 4 Analysis

### 4.1 Optical spectra

We used a $`\chi ^2`$ fitting technique to determine the best fitting model spectra. It is described in Leggett et al. (2001) and has also been used in Schweitzer et al. (2001). As input we used a grid of AMES-Cond model spectra from $`T_{\mathrm{eff}}`$=1000 K to $`T_{\mathrm{eff}}`$=1700 K in steps of 100 K and from $`\mathrm{log}(g)`$=4.0 to $`\mathrm{log}(g)`$=6.0 in steps of 0.5 to determine which model results in the smallest $`\chi ^2`$ value. Since the observed spectra have a resolution of significantly less than R=1000 the standard resolution of 2 Å of our model spectra is sufficient for this analysis. However, the resolution of the observations is not high enough to analyze individual atomic lines. Therefore, the $`\chi ^2`$ method used in this work measures the goodness of the fit to the overall spectrum and weighting individual lines would not be allowed by the quality of the available data. We employ error bars for the measured values of 100 K in $`T_{\mathrm{eff}}`$and 0.5 dex in $`\mathrm{log}(g)`$. This reflects primarily the grid spacing. However, the three best fitting models do lie within these error bars. These error bars do not take into account any systematic errors due to uncertainties of the models.

The best fits to the optical spectra are shown in Figs.1 to 7 and the parameters for the best fitting models are summarized in Tab.1. As can be seen the models fit very well to the observations. The FeH and CrH bands at 8600 Å and the H2O bands at 9300 Å are well reproduced as well as the overall shape which is determined by the K I doublet at 7600 Å and the Na D doublet. Also the Rb I and Cs I are reproduced within the limits of the resolution.

The determined effective temperatures correlate with spectral type, as expected. The results might suggest a jump in effective temperature from L7 to L8 by 300K. However, this sample is too small to draw such conclusions, especially within the error bars of the fitting process. The determined gravities are $`\mathrm{log}(g)`$=5.0 or larger which means the objects are well contracted and not young anymore. This is expected for a field sample like this 2MASS sample and very similar to the results for $`\mathrm{log}(g)`$ obtained in Schweitzer et al. (2001).

### 4.2 Infrared spectra

We performed the same type of $`\chi ^2`$ fitting technique for the infrared spectra as we did for the optical spectra. The model grid for the infrared analysis had to encompass effective temperatures from 1300 K to 1900 K to obtain good fits. The resulting fits are shown in Figs. 8 to 14 and the best fitting parameters are listed in Tab. 1. For the K band spectra the resulting models were significantly hotter than the best fitting models for the optical spectra. However, results from previous (mostly optical) studies showed that AMES-Cond models are appropriate only for effective temperatures below about 1700 K, whereas our fitting process produced significantly hotter effective temperatures. Therefore, we also tried to fit the AMES-Dusty models to the K band spectra, but the resulting temperatures were about the same and the quality of the fits did not improve significantly. As a visual inspection showed, the shape of the K band AMES-Cond spectra is not very temperature sensitive and mostly dominated by CO and H2O absorption for models with $`T_{\mathrm{eff}}`$$``$1800 K. Below 1800 K, CH4 starts showing in the synthetic spectra which is further investigated in section 4.4.

### 4.3 Absolute flux comparisons

To clarify on the different effective temperatures we calculated absolute flux values for both synthetic spectra and synthetic magnitudes and compared them with observed data. The calculation of synthetic absolute flux values hinges on the knowledge of the radius of the object. However, according to Chabrier et al. (2000), the radius of a very low mass object is 0.1$`\pm `$0.03 R for an age older than 300Myrs and a mass between 0.01 M and 0.07 M. These are very conservative limits which are easily fulfilled for a random field sample like the presented 2MASS sample. Therefore, we used a radius of 0.1 R ($``$ 1 RJupiter) to calculate absolute flux values.

Such a large error in radius will introduce an even larger error in flux. However, the reason for doing this comparison is to compare flux values from the “cool” (1400K) models and from the “warm” (1700K) models. At these low effective temperatures the flux differences from the effective temperatures are much larger than the flux differences from the radius uncertainty. Therefore, we can use the absolute flux values to decide between the results for the effective temperatures from the optical fits and from the infrared fits.

Table 1 lists the observed KS magnitudes and KS magnitudes calculated from the measured trigonometric parallax the synthetic spectra with the best fitting parameters and the 2MASS KS response function. As can be seen, using the parameters from the optical low resolution spectra fitting give excellent agreement with observations. The synthetic magnitudes using the results from the infrared analysis are significantly brighter than the observed magnitudes.

The KS magnitude of 2MASSs J0850359+105716 is within the error bars of both the 1700 K model and the 1900 K model synthetic magnitudes and cannot be used to distinguish between the warm and cold models. For the two L8 dwarfs with parallaxes it would alternatively require an assumed radius of about 0.15 R to favour the synthetic magnitudes from the infrared fitting over the synthetic magnitudes from the optical fitting. However, according to Chabrier et al. (2000) this would correspond to objects younger than 50 Myrs and less massive than 0.02 M which have matching effective temperatures. This is extremely unlikely for a field sample like this one and would be in contradiction to recent age estimates for 2MASSW J1523226+301456 (Gl584C) of at least 1Gyr (Kirkpatrick et al., 2001).

Figure 15 shows 2MASSW J1632291+190441 and 2MASSW J1523226+301456 and the respective best fitting models in astrophysical flux. The only scaling applied to the synthetic spectra are the distance and an assumed radius of 0.1 R. As can be seen, the flux agreement is excellent. 2MASSs J0850359+105716 is not shown since the best fitting model (AMES-Cond with $`T_{\mathrm{eff}}`$=1700K, $`\mathrm{log}(g)`$=5.5) scaled to the distance and 0.1 R has almost a factor two more flux than the observation. This is within the expected error range due to the radius uncertainty. Also, $`T_{\mathrm{eff}}`$=1700K is already close to the parameter region between the valid regimes of the AMES-Cond and AMES-Dusty models. In particular, AMES-Cond models (when leaving their applicable parameter range) have too much flux in the optical due to the lack of dust opacity. Again, using spectra with the parameters obtained from the infrared fitting results would be brighter by more than a factor of two (aside from the different spectral shape).

Since the infrared spectra are not absolute flux calibrated and since there are no optical magnitudes available we could not do a corresponding analysis for those quantities.

### 4.4 Methane behavior

As mentioned above, the AMES-Cond models start showing CH4 at 2.2µm for $`T_{\mathrm{eff}}`$$``$1800 K. This is the main reason why the K band fitting only yields effective temperatures above 1800 K. The AMES-Dusty models do not show CH4 at 2.2µm; not even at $`T_{\mathrm{eff}}`$=1500 K. Below that effective temperature, the AMES-Dusty models are no longer appropriate (see e.g Schweitzer et al., 2001; Allard et al., 2001) and their spectra are unrealistic.

However, late L dwarfs ($`T_{\mathrm{eff}}`$$``$1500 K according to our optical and flux analysis) do not show CH4 at 2.2µm. Yet, Noll et al. (2000) have recently reported the detection of CH4 at 3.3µm for late L dwarfs.

Therefore, we also investigated the 3.3µm spectral region and found the onset of CH4 to occur at an effective temperature of about 2200 K. This is about 400 K hotter than the onset of the 2.2µm band. The absorption onset at 3.3µm as well the absorption onset at 2.2µm are demonstrated in Fig. 16. As can be seen, the CH4 feature is visible at 2.2µm for $`T_{\mathrm{eff}}`$$``$1800K and at 3.3µm for $`T_{\mathrm{eff}}`$$``$2200K. The figure shows models with $`\mathrm{log}(g)`$=5.5, however, the result is the same for 4.5$``$$`\mathrm{log}(g)`$$``$6.0. Note, that our models are fully self consistent. Unlike the study in Noll et al. (2000) our spectra are a direct output from the model calculations.

The previous sections suggest that there is a systematic offset in the theoretical K band (and most likely other infrared band pass) spectra. They seem to show a typical late L dwarf shape at about 300-400 K too high temperatures. Therefore, the CH4 onset temperature of 2200 K at 3.3µm has to be taken with care. We are much more confident in the differential result than the absolute result. I.e. we are confident that the CH4 absorption at 3.3µm occurs at about 400 K higher effective temperatures than the CH4 absorption at 2.2µm. This is consistent with the 3.3µm band being a fundamental band and the 2.2µm band being an overtone band which only appears when sufficient amounts of CH4 have formed, i.e. at cooler temperatures.

## 5 Summary and discussion

We have performed a multi-wavelength analysis of late L dwarfs. From optical low resolution fits we determined effective temperatures for L6 to L8 dwarfs between 1700 K and 1400 K. From K band spectral analysis we determined effective temperatures between 1900 K and 1700 K. Comparing absolute flux values (K band magnitudes and absolute flux calibrated optical spectra), we find excellent agreement with the cooler effective temperatures. The mismatch for the K band spectra means that the shape looks too hot, but the flux is correct. Most prominently, the AMES-Cond models predict CH4 absorption at 2.2µm which is not observed.

This can be caused by several factors or a combination of them. For one, the dust is treated only in a limiting case. A more correct treatment which accounts for gravitational settling will change the temperature structure and opacity structure of the atmosphere and hence parts of the spectrum. As already discussed in Allard et al. (2001) and Schweitzer et al. (2001), the treatment of dust has a significant impact on the temperature structure. This together with the improved dust treatment will also change how the elements are distributed over the compounds and this results in different concentrations of CO and CH4 (the most prominent opacities in the K band). Secondly, there are known uncertainties in the H2O line list (Allard et al., 2000). The current water opacity distributes the flux in the J to K bandpasses incorrectly.

This has interesting consequences on the CH4 bands. We found that the onset of the band at 3.3µm appears at about 400 K higher temperatures than the onset of the 2.2µm band. The numbers for the respective effective temperatures have been derived from the AMES-Cond models. Previous studies (Schweitzer et al., 2001; Leggett et al., 2001) have only confirmed their validity for optical spectra of late L dwarfs. It appears from this study that the K band shape and the onset of CH4 seems to be reproduced at too high temperatures. As already discussed above, this sort of effect is consistent with an unrealistic temperature structure which necessarily arises from treating dust only in a limiting case.

The AMES-Dusty models seemed to reproduce realistic spectra in the optical and near infrared when applied to appropriate objects(Leggett et al., 2001; Schweitzer et al., 2001). However, as noted in this study, they do not predict any CH4 absorption. The future models we are currently working on (Allard et al., in preparation) will treat the dust formation and settling in a consistent fashion. These models will then have more realistic temperature structures and reproduce the spectral features more accurately. On the other hand, the excellent fits of the AMES-Cond models in the optical already suggest that the outer atmosphere is dust free.

From the range of previous estimates on the effective temperatures of late L dwarfs we derived relatively low effective temperatures. This leaves little room for objects between classes L and T. Although the optical spectra look significantly different, our study found strong theoretical evidence that CH4 absorption already takes place at late L type supporting the results from Noll et al. (2000). More high signal to noise spectra of L dwarfs in the L band and K band are needed to underpin these recent results.

We are grateful to Richard Freedman (NASA-Ames) who generously provided VO and CrH line lists for use in the current models. AS acknowledges support from NASA ATP grant NAG 5-8425 to the University of Georgia. JEG and JDK acknowledge the support of the Jet Propulsion Laboratory, California Institute of Technology, which is operated under contract with NASA. PHH acknowledges support in part from NASA ATP grant NAG 5-3018 and LTSA grant NAG 5-3619 to the University of Georgia and partial support from the Pôle Scientifique de Modélisation Numérique at ENS-Lyon. FA acknowledges support from CNRS. This work was also supported in part by NSF grants AST-9417242, AST-9731450, and NASA grant NAG5-3505 and an IBM SUR grant to the University of Oklahoma. Some of the calculations presented in this paper were performed on the IBM SP and the SGI Origin 2000 of the UGA UCNS, on the IBM SP of the San Diego Supercomputer Center (SDSC, with support from the National Science Foundation), on the Cray T3E and the IBM SP of the NERSC with support from the DoE, on the IBM SP2 of the French Centre National Universitaire Sud de Calcul (CNUSC). We thank all these institutions for a generous allocation of computer time.


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# Analysis of Velocity Fluctuation in Turbulence based on Generalized Statistics

## Abstract

The numerical experiments of turbulence conducted by Gotoh et al. are analyzed precisely with the help of the formulae for the scaling exponents of velocity structure function and for the probability density function of velocity fluctuations. These formulae are derived by the present authors with the multifractal aspect based on the statistics that are constructed on the generalized measures of entropy, i.e., the extensive Rényi’s or the non-extensive Tsallis’ entropy. It is shown, explicitly, that there exist two scaling regions, i.e., the upper scaling region with larger separations which may correspond to the scaling range observed by Gotoh et al., and the lower scaling region with smaller separations which is a new scaling region extracted first by the present systematic analysis. These scaling regions are divided by a definite length approximately of the order of the Taylor microscale, which may correspond to the crossover length proposed by Gotoh et al. as the low end of the scaling range (i.e., the upper scaling region).

47.27.-i, 47.53.+n, 47.52.+j, 05.90.+m

After the discovery of the Kolmogorov spectrum , there have been plenty of trials including  in order to understand the intermittent evolution of fluid in fully developed turbulence. Among them, the line based on a kind of ensemble theoretical approaches, initiated by the log-normal model , consists of the $`\beta `$-model (a uni-fractal dimensional analysis) , the p-model (a multifractal model) , the 3D binomial Cantor set model  and so on. On this line, an investigation of turbulence based on the generalized entropy, i.e., Rényi’s  or Tsallis’ , was started by the present authors . After a rather preliminary investigation of the p-model , it has been developed further to derive the analytical expression for the scaling exponents of velocity structure function , and to determine the probability density function (PDF) of velocity fluctuations  by a self-consistent statistical mechanical approach.

With the help of the analytical formulae derived in , we will analyze, in this paper, the PDF’s of velocity fluctuations observed in the beautiful DNS (i.e., the direct numerical simulation) conducted by Gotoh et al. . We will deal with the data at the Taylor microscale Reynolds number $`R_\lambda =381`$, since at this Reynolds number Gotoh et al. observed the PDF with accuracy up to order of $`10^910^{10}`$, in contrast with any previous experiments, real or numerical. We showed in  that our formulae can explain quite well the PDF’s observed in the real experiment by Lewis and Swinney  for turbulent Couette-Taylor flow at $`R_\lambda =270`$ $`(\mathrm{Re}=5.4\times 10^5)`$ produced in a concentric cylinder system in which, however, the PDF’s were measured only with accuracy of order of 10-5. Note that the success of the present theory in the analysis of this turbulent Couette-Taylor flow may indicate the robustness of singularities associated with velocity gradient even for the case of no inertial range. We have already made clear in  that the present theory can also explain quite well the PDF’s of longitudinal velocity fluctuations reported by Gotoh et al. , and have revealed the superiority of our PDF to the one derived in  when the accuracy is raised up to the order of 10-9. Assured by the success of these rather preliminary tests, we will apply our theory for further precise analyses of the data obtained in  including the PDF’s of transverse velocity fluctuations in addition to those of longitudinal fluctuations.

The basic equation describing fully developed turbulence is the Navier-Stokes equation $`\stackrel{}{u}/t+(\stackrel{}{u}\stackrel{}{})\stackrel{}{u}=\stackrel{}{}\left(p/\rho \right)+\nu ^2\stackrel{}{u}`$ of an incompressible fluid, where $`\rho `$, $`p`$ and $`\nu `$ represent, respectively, the mass density, the pressure and the kinematic viscosity. Our main interest is the correlation of measured time series of the streamwise velocity component $`u`$, say $`x`$-component, of the fluid velocity field $`\stackrel{}{u}`$ in the turbulent flow produced by a grid with size $`\mathrm{}_0`$ putting in a laminar flow. Within Taylor’s frozen flow hypothesis, the quantity of our interest reduces to $`\delta u(r)=|u(x+r)u(x)|`$ representing the spatial difference of the component $`u`$. We assume that in the downstream of the grid there appears a cascade of eddies with different sizes $`\mathrm{}_n=\delta _n\mathrm{}_0`$ where $`\delta _n=\delta ^n`$ $`(\delta >1,n=0,1,2,\mathrm{})`$. At each step of the cascade, say at the $`n`$th step, eddies break up into $`\delta `$ pieces producing an energy cascade with the energy-transfer rate $`ϵ_n`$ that represents the rate of transfer of energy per unit mass from eddies of size $`\mathrm{}_n`$ to those of size $`\mathrm{}_{n+1}`$.

The Reynolds number $`\mathrm{Re}`$ of the system is given by $`\mathrm{Re}=\delta u_0\mathrm{}_0/\nu =(\mathrm{}_0/\eta )^{4/3}`$ where $`\eta =(\nu ^3/ϵ)^{1/4}`$ is the Kolmogorov scale  with the energy input rate $`ϵ`$ to the largest eddies of size $`\mathrm{}_0`$, i.e., $`ϵ_0=ϵ`$. Here, we introduced the notation $`\delta u_n=\delta u(\mathrm{}_n)`$ representing the velocity difference across a distance $`r\mathrm{}_n`$. Then, our main interest in the following reduces to the fluctuation of velocity difference $`\delta u_n`$ corresponding to the size of the $`n`$th eddies in the cascade. Note that the dependence of the number of steps $`n`$ on $`r/\eta `$, within the analysis where intermittency is not taken into account , is given by

$$n=\mathrm{log}_\delta r/\eta +(3/4)\mathrm{log}_\delta \mathrm{Re}.$$
(1)
For homogeneous and isotropic turbulence, there is a relation between the Taylor microscale Reynolds number $`R_\lambda `$ and the Reynolds number $`\mathrm{Re}`$ : $`R_\lambda ^2=A\mathrm{Re}`$ where $`A`$ is a real number of the order of $`0.0110`$ depending on the experimental setup.

For high Reynolds number $`\mathrm{Re}1`$ or for the situation where effects of the kinematic viscosity can be neglected compared with those of the turbulent viscosity, the Navier-Stokes equation for incompressible fluid is invariant under the scale transformation : $`\stackrel{}{r}\lambda ^{\alpha /3}\stackrel{}{u}`$, $`\stackrel{}{u}\lambda \stackrel{}{r}`$, $`t\lambda ^{1\alpha /3}t`$ and $`\left(p/\rho \right)\lambda ^{2\alpha /3}\left(p/\rho \right)`$. Here, the exponent $`\alpha `$ is an arbitrary real quantity which specifies the degrees of singularity in the velocity gradient $`\left|u(x)/x\right|=lim_{\mathrm{}_n0}|u(x+\mathrm{}_n)u(x)|/\mathrm{}_n=lim_{\mathrm{}_n0}\delta u_n/\mathrm{}_n`$. This can be seen with the relation $`\delta u_n/\delta u_0=(\mathrm{}_n/\mathrm{}_0)^{\alpha /3},`$ which leads to the singularity in the velocity gradient  for $`\alpha <3`$, since $`\delta u_n/\mathrm{}_n^{\alpha /3}=\mathrm{const}.`$. We also have the relation $`ϵ_n/ϵ=\left(\mathrm{}_n/\mathrm{}_0\right)^{\alpha 1}`$.

Let us determine the probability $`P^{(n)}(\alpha )d\alpha `$ to find at a point in physical space an eddy of size $`\mathrm{}_n`$ which has a value of the degree of singularities in the range $`\alpha \alpha +d\alpha `$. Assuming that each step in the cascade is statistically independent, i.e., $`P^{(n)}(\alpha )=[P^{(1)}(\alpha )]^n`$, our task reduces to determine $`P^{(1)}(\alpha )`$. In order to proceed, we have assumed  that the underlying statistics describing the intermittent evolution of fully-developed turbulence is the one given by the Rényi entropy  $`S_q^\mathrm{R}[P^{(1)}(\alpha )]=\left(1q\right)^1\mathrm{ln}𝑑\alpha P^{(1)}(\alpha )^q`$, or by the Tsallis entropy  $`S_q^\mathrm{T}[P^{(1)}(\alpha )]=\left(1q\right)^1\left(𝑑\alpha P^{(1)}(\alpha )^q1\right)`$. Taking an extremum of these entropies with appropriate constraints, i.e., the normalization of distribution function: $`𝑑\alpha P^{(1)}(\alpha )=\text{const.}`$ and the $`q`$-variance being kept constant as a known quantity: $`\sigma _q^2=(\alpha \alpha _0)^2_q=(𝑑\alpha P^{(1)}(\alpha )^q(\alpha \alpha _0)^2)/𝑑\alpha P^{(1)}(\alpha )^q`$, we have

$$P^{(1)}(\alpha )\left[1(\alpha \alpha _0)^2/(\Delta \alpha )^2\right]^{1/(1q)}$$
(2)
with $`(\Delta \alpha )^2=2X/[(1q)\mathrm{ln}2]`$. The Rényi entropy has an information theoretical basis, and has the extensive character as the usual thermodynamical entropy does. On the other hand, the Tsallis entropy is non-extensive, and therefore it provides us with one of the attractive trials for generalized statistical mechanics which deals with, for example, systems with long range correlations with a hierarchical structure where the usual extensive characteristics in statistical mechanics are not applicable. Note that the distribution functions which give an extremum of each entropy have a common structure (see (2) for the present system where $`q1`$) in spite of different characteristics of these entropies, and that the values of $`\alpha `$ are restricted within the range $`[\alpha _{\mathrm{min}},\alpha _{\mathrm{max}}]`$, where $`\alpha _{\mathrm{max}}\alpha _0=\alpha _0\alpha _{\mathrm{min}}=\mathrm{\Delta }\alpha `$. Note that $`\sigma _q^2=2X/[(3q)\mathrm{ln}2]`$.

By making use of an observed value of the intermittency exponent $`\mu `$ as an input, the quantities $`\alpha _0`$, $`X`$ and the index $`q`$ can be determined, self-consistently, with the help of the three independent equations, i.e., the energy conservation: $`ϵ_n=ϵ`$, the definition of the intermittency exponent $`\mu `$: $`ϵ_n^2=ϵ^2\delta _n^\mu `$, and the scaling relation: $`1/(1q)=1/\alpha _{}1/\alpha _+`$ with $`\alpha _\pm `$ satisfying $`f(\alpha _\pm )=0`$ . Here, the average $`\mathrm{}`$ is taken with $`P^{(n)}(\alpha )`$. The scaling relation is a generalization of the one derived first in  to the case where the multifractal spectrum has negative values. For the region where the value of $`\mu `$ is usually observed, i.e., $`0.13\mu 0.40`$, the three self-consistent equations are solved to give the approximate equations $`\alpha _0=0.9989+0.5814\mu `$, $`X=2.848\times 10^3+1.198\mu `$ and $`q=1.507+20.58\mu 97.11\mu ^2+260.4\mu ^3365.4\mu ^4+208.3\mu ^5`$. These equations are slightly different from those given in , since the region of $`\mu `$ has been extended a little bit.

If we put $`q=1`$ from the beginning, i.e., starting with the Boltzmann-Shannon entropy, and take an extremum with the same constraints given above for $`q=1`$, we have a Gaussian distribution function. The parameters $`\alpha _0`$ and $`X`$ are then determined by two conditions, i.e., energy conservation and the definition of the intermittency exponent. The obtained results  completely coincide with those in the log-normal model . Therefore, the present approach can be interpreted as an extension of the one in the log-normal model.

It is known that in turbulent flow there are two mechanisms to rule its dissipative evolution, i.e., the one controlled by the kinematic viscosity that takes care thermal fluctuations, and the other by the turbulent viscosity that is responsible for intermittent fluctuations related to the singularities in velocity gradient. Therefore, it may be reasonable to assume that the probability $`\Pi ^{(n)}(x_n)dx_n`$ to find the scaled velocity fluctuation $`|x_n|=\delta u_n/\delta u_0`$ in the range $`x_nx_n+dx_n`$ can be divided into two parts:

$$\Pi ^{(n)}(x_n)dx_n=\Pi _\mathrm{N}^{(n)}(x_n)dx_n+\Pi _\mathrm{S}^{(n)}(|x_n|)dx_n.$$
(3)
Here, the normal part PDF $`\Pi _\mathrm{N}^{(n)}(x_n)`$ stemmed from thermal dissipation, and the singular part PDF $`\Pi _\mathrm{S}^{(n)}(|x_n|)`$ from multifractal distribution of the singularities. The latter is derived through $`\Pi _\mathrm{S}^{(n)}(|x_n|)dx_n=P^{(n)}(\alpha )d\alpha `$ with the transformation of the variables: $`|x_n|=\delta _n^{\alpha /3}`$.

The $`m`$th moments of the velocity fluctuations, defined by $`|x_n|^m=_{\mathrm{}}^{\mathrm{}}𝑑x_n|x_n|^m\Pi ^{(n)}(x_n)`$, are given by

$$|x_n|^m=2\gamma _m^{(n)}+(12\gamma _0^{(n)})a_m\delta _n^{\zeta _m}$$
(4)
where $`a_{3\overline{q}}=\{2/[C_{\overline{q}}^{1/2}(1+C_{\overline{q}}^{1/2})]\}^{1/2}`$ with $`C_{\overline{q}}=1+2\overline{q}^2(1q)X\mathrm{ln}2`$, and

$$2\gamma _m^{(n)}=_{\mathrm{}}^{\mathrm{}}𝑑x_n|x_n|^m\Pi _\mathrm{N}^{(n)}(x_n).$$
(5)
We used the normalization: $`1=1`$. The quantity

$$\zeta _m=\alpha _0m/32Xm^2/\left[9\left(1+C_{m/3}^{1/2}\right)\right]\left[1\mathrm{log}_2\left(1+C_{m/3}^{1/2}\right)\right]/(1q)$$
(6)
is the so-called scaling exponent of the velocity structure function, whose expression was derived first by the present authors . In this paper, we will use the formula (6) in order to extract the value of the intermittency exponent $`\mu `$ for the best fit to the measured scaling exponents by the method of least squares.

There usually appears an asymmetry (a negative skewness) in the PDF’s of the longitudinal velocity fluctuations, but this is not so vivid in the PDF’s of the transverse ones (see, for example, Fig. 15 and Fig. 16 in ). Assuming that the singularities in the velocity gradient may contribute mainly to the symmetric part, we will deal with the symmetric part of the PDF’s of velocity fluctuations in the following.

With the help of the new variable

$$\xi _n=\delta u_n/\delta u_n^2^{1/2}=x_n/x_n^2^{1/2}=\overline{\xi }_n\delta _n^{\alpha /3\zeta _2/2},$$
(7)
scaled by the variance of velocity fluctuations, the PDF $`\widehat{\Pi }^{(n)}(|\xi _n|)`$, introduced through $`\widehat{\Pi }^{(n)}(|\xi _n|)d\xi _n=\Pi ^{(n)}(|x_n|)dx_n,`$ is given by

$`\widehat{\Pi }^{(n)}(\xi _n)`$ $`=`$ $`\widehat{\Pi }_<^{(n)}(\xi _n)\text{for }|\xi _n|\xi _n^{}`$ (8)
$`\widehat{\Pi }^{(n)}(\xi _n)`$ $`=`$ $`\widehat{\Pi }_<^{(n)}(\xi _n)\text{for }\xi _n^{}|\xi _n|\overline{\xi }_n\delta _n^{\alpha _{\mathrm{min}}/3\zeta _2/2}.`$ (9)
Here, $`\overline{\xi }_n=[2\gamma _2^{(n)}\delta _n^{\zeta _2}+(12\gamma _0^{(n)})a_2]^{1/2}`$. Assuming that, for smaller velocity fluctuations $`|\xi _n|\xi _n^{}`$, the contribution to the PDF of the velocity fluctuations comes mainly from thermal fluctuations related to the kinematic viscosity, we take for the PDF $`\widehat{\Pi }_<^{(n)}(\xi _n)`$ a Gaussian function , i.e.,

$$\widehat{\Pi }_<^{(n)}(\xi _n)=\overline{\Pi }_\mathrm{S}^{(n)}\text{e}^{[1+3f^{}(\alpha ^{})][(\xi _n/\xi _n^{})^21]/2}$$
(10)
with $`\overline{\Pi }_\mathrm{S}^{(n)}=3(12\gamma _0^{(n)})/(2\overline{\xi }_n\sqrt{2\pi X|\mathrm{ln}\delta _n|})`$. On the other hand, we assume that the main contribution to $`\widehat{\Pi }_<^{(n)}(\xi _n)`$ may come from the multifractal distribution of singularities  related to the turbulent viscosity, i.e., $`\widehat{\Pi }_<^{(n)}(\xi _n)=\widehat{\Pi }_\mathrm{S}^{(n)}(|\xi _n|)`$:

$$\widehat{\Pi }_<^{(n)}(\xi _n)=\overline{\Pi }_\mathrm{S}^{(n)}\frac{\overline{\xi }_n}{|\xi _n|}\left[1\left(\frac{3\mathrm{ln}\left|\xi _n/\xi _{n,0}\right|}{\mathrm{\Delta }\alpha |\mathrm{ln}\delta _n|}\right)^2\right]^{n/(1q)}$$
(11)
with $`|\xi _{n,0}|=\overline{\xi }_n\delta _n^{\alpha _0/3\zeta _2/2}`$. The point $`\xi _n^{}`$ was defined by $`\xi _n^{}=\overline{\xi }_n\delta _n^{\alpha ^{}/3\zeta _2/2}`$ where $`\alpha ^{}`$ is the solution of $`\zeta _2/2\alpha /3+1f(\alpha )=0`$, and $`\widehat{\Pi }_<^{(n)}(\xi _n)`$ and $`\widehat{\Pi }_<^{(n)}(\xi _n)`$ were connected at $`\xi _n^{}`$ under the condition that they should have the same value and the same derivative there. Here,

$$f(\alpha )=1+(1q)^1\mathrm{log}_2\left[1\left(\alpha \alpha _0\right)^2/\left(\mathrm{\Delta }\alpha \right)^2\right]$$
(12)
is the multifractal spectrum , derived by the relation $`P^{(n)}(\alpha )\delta _n^{1f(\alpha )}`$ , that reveals how densely each singularity, labeled by $`\alpha `$, fills physical space.

Now, we proceed to analyze the data of DNS conducted by Gotoh et al.  for fully developed turbulence. In the following theoretical analyses, we will take $`\delta =2`$ for the number of pieces of ”eddies” generated at each step in the energy cascade. In Fig. 1 and Fig. 2, we put, respectively, the measured scaling exponents $`\zeta _m^\mathrm{L}`$ for longitudinal velocity fluctuations and $`\zeta _m^\mathrm{T}`$ for transverse ones at $`\mathrm{R}_\lambda =381`$ (closed circles) . The scaling exponents (6) derived by the present theory are given by a solid line in each figure. There are also represented, as references, the predictions of K41 (dotted line) , of She-Leveque (dashed line)  and of the log-normal model (short-dashed line) . We determine, self-consistently, the values of the intermittency exponent $`\mu `$ by fitting the formula (6) with the ten observed values of the scaling exponents, $`\zeta _m^\mathrm{L}`$ and $`\zeta _m^\mathrm{T}`$, with the help of the method of least squares. The determined values of $`\mu `$ are listed in Table I with the values of the corresponding parameters $`q`$, $`\alpha _0`$ and $`X`$. The latter three parameters are obtained by the $`\mu `$-dependent functions that are given in this paper as the solutions of the self-consistent equations. Note that the theoretical lines thus determined locate within the experimental error bars at each ten observed points. Therefore, the relation $`\mu =2\zeta _6`$ is satisfied within the experimental error bars. We obtain $`\alpha _+\alpha _0=\alpha _0\alpha _{}=0.6818`$ (0.8167), $`\Delta \alpha =1.160`$ (1.566) for the longitudinal (transverse) fluctuations.

There is an argument that the scaling exponents $`\zeta _2^\mathrm{L}`$ for the longitudinal velocity structure function and $`\zeta _2^\mathrm{T}`$ for the transverse function should be equal for the isotropic and incompressible turbulence. In Table I, we see that $`\zeta _2^\mathrm{L}=0.696`$ and $`\zeta _2^\mathrm{T}=0.707`$ within the present theoretical analysis, which give, respectively, 1.696 and 1.707 for the exponent of the Kolmogorov spectrum which is $`5/3=1.\dot{6}`$ in K41 . The small deviation (1%) between $`\zeta _2^\mathrm{L}`$ and $`\zeta _2^\mathrm{T}`$ can be attributed to the finite sample size and the small amount of flow anisotropy . The scaling exponent $`\zeta _4`$ of the fourth order moment, related to the second order pressure structure function, is reported in  as $`\zeta _4^\mathrm{L}=1.30\pm 0.02`$ and $`\zeta _4^\mathrm{T}=1.26\pm 0.03`$ at $`R_\lambda =381`$. These values are comparable with the ones in Table I, i.e., $`\zeta _4^\mathrm{L}=1.277`$ and $`\zeta _4^\mathrm{T}=1.256`$ derived by the present theory.

The comparison between measured PDF’s of the velocity fluctuations at $`R_\lambda =381`$ by DNS  and those obtained by the present analysis  is given in Fig. 3 for longitudinal fluctuations and in Fig. 4 for transverse ones. In order to extract the symmetrical part from the DNS data, we took mean average of those on the left hand side and on the right hand side. The symmetrized data are described by closed circles. The solid lines are the curves $`\widehat{\Pi }^{(n)}(\xi _n)`$ given by (10) and (11) with the values of parameters in Table I. The values of $`\xi _n^{}`$ are about 1 to 1.5. The separations $`r/\eta =\mathrm{}_n/\eta `$ are, from top to bottom: 2.38, 4.76, 9.52, 19.0, 38.1, 76.2, 152, 305, 609 and 1220 for DNS  data. On the other hand, the number $`n`$ of steps in the cascade for longitudinal (transverse) fluctuations are, from top to bottom: 21.5, 20.0, 16.8, 14.0, 11.8, 10.1, 9.30, 8.10, 7.00 and 6.00 (20.0, 18.2, 14.6, 11.4, 9.30, 7.90, 6.80, 5.60, 4.70 and 4.00). These values are obtained by the method of least squares with respect to the logarithm of PDF’s for the best fit of our theoretical formulae (10) and (11) to the observed values of the PDF’s by discarding those points which have observed values less than 10-9 (10-8) since they scatter largely in the logarithmic scale. We see an excellent agreement between the measured PDF’s and the analytical formula of PDF derived by the present self-consistent theory.

The dependence of $`n`$ on $`r/\eta `$ for longitudinal (transverse) fluctuations, extracted from Fig. 3 (Fig. 4), is shown in Fig. 5 (a) (Fig. 5 (b)) by solid and dashed lines. These lines are obtained by the method of least squares within linear fits, and are given by

$`n`$ $`=`$ $`1.050\times \mathrm{log}_2r/\eta +16.74(\text{for }\mathrm{}_c^\mathrm{L}r),`$ (13)
$`n`$ $`=`$ $`2.540\times \mathrm{log}_2r/\eta +25.08(\text{for }r<\mathrm{}_c^\mathrm{L})`$ (14)
with the crossover length $`\mathrm{}_c^\mathrm{L}/\eta =48.26`$ for longitudinal fluctuations, and

$`n`$ $`=`$ $`0.9896\times \mathrm{log}_2r/\eta +13.95(\text{for }\mathrm{}_c^\mathrm{T}r),`$ (15)
$`n`$ $`=`$ $`2.820\times \mathrm{log}_2r/\eta +23.87(\text{for }r<\mathrm{}_c^\mathrm{T})`$ (16)
with the crossover length $`\mathrm{}_c^\mathrm{T}/\eta =42.57`$ for transverse fluctuations. We see that $`\mathrm{}_c^\mathrm{T}/\eta \mathrm{}_c^\mathrm{L}/\eta `$, and that these crossover lengths have values close to the reported value of the Taylor microscale $`\lambda /\eta =38.33`$ in  at $`R_\lambda =381`$. The value of $`\mathrm{}_c^\mathrm{T}/\eta `$ is very close to the one in Fig. 31 of . Whereas, the values of $`\mathrm{}_c^\mathrm{L}/\eta `$ is different from the one obtained in  where Gotoh et al. got the relation $`\mathrm{}_c^\mathrm{L}/\eta 2\mathrm{}_c^\mathrm{T}/\eta `$ within their analyses. In spite of the difference in the values of $`\mathrm{}_c^\mathrm{L}/\eta `$, the inequality $`\mathrm{}_c^\mathrm{T}/\eta <\mathrm{}_c^\mathrm{L}/\eta `$ may be attributed to a manifestation of the incompressible nature of the fluid under consideration as interpreted in . Notice that this kind of crossover was not observed in the analysis  of the experiment conducted by Lewis and Swinney  for turbulent Couette-Taylor flow.

The equations (13) and (15) have the slope close to $`1`$ with respect to $`\mathrm{log}_2r/\eta `$ that is consistent with (1) for $`\delta =2`$. Therefore, we conclude that the upper scaling region $`\mathrm{}_c^\mathrm{L}/\eta r/\eta 1220`$ ($`\mathrm{}_c^\mathrm{T}/\eta r/\eta 1220`$) found within the present systematic analysis can be interpreted as the inertial range for longitudinal (transverse) fluctuations. Note that this inertial range for longitudinal fluctuations is wider than the longitudinal scaling range $`2\lambda /\eta r/\eta 220.7`$ observed in  at $`R_\lambda =381`$. The latter estimate was done by looking for the flat region of the observed $`\zeta _m^\mathrm{L}`$ with respect to the separation $`r/\eta `$. The existence of the crossover length was observed first by Gotoh et al. in the analyses of their DNS data  as the low end of the scaling range for the longitudinal or the transverse fluctuations, and was attributed to the existence of structure of this order in turbulence, e.g., a shear layer or a vortex tube.

It is remarkable that in Fig. 5 we can see, within the present self-consistent analysis, the existence of another new scaling region, the lower scaling region, i.e., $`2r/\eta \mathrm{}_c^\mathrm{L}/\eta `$ ($`2r/\eta \mathrm{}_c^\mathrm{T}/\eta `$) for longitudinal (transverse) velocity fluctuations. It may be interesting to point out that the slope in (14) and (16) can be $`1`$ with respect to $`\mathrm{log}_\delta r/\eta `$ with $`\delta =\delta ^\mathrm{L}=1.33`$ for longitudinal fluctuations and with $`\delta =\delta ^\mathrm{T}=1.28`$ for transverse ones, respectively. Therefore, in this lower scaling region, it can be interpreted that eddies break up, effectively, into $`\delta ^\mathrm{L}`$ ($`\delta ^\mathrm{T}`$) pieces at each step of the energy cascade for longitudinal (transverse) fluctuations.

Assuming that (1) with $`\delta =2`$ is applicable in the ”inertial range” $`\mathrm{}_c^\mathrm{T}/\eta ,\mathrm{}_c^\mathrm{L}/\eta r/\eta \mathrm{}_0/\eta `$, we can extract from (13) and (15) the values of the Reynolds number $`\mathrm{Re}^\mathrm{L}=5.236\times 10^6`$ for longitudinal eddies, and of $`\mathrm{Re}^\mathrm{T}=7.113\times 10^5`$ for transverse eddies. If we adopt the relation $`R_\lambda ^2=A^\mathrm{L}\mathrm{Re}^\mathrm{L}=A^\mathrm{T}\mathrm{Re}^\mathrm{T}`$ , we have $`A^\mathrm{L}=0.02772`$ and $`A^\mathrm{T}=0.2041`$.

In this paper, we showed how precisely the formulae, derived by our theory , can explain the data observed in the DNS . We found, explicitly, that there exist two scaling regions, i.e., the upper scaling region with larger separations which may correspond to the scaling range observed by Gotoh et al., and the lower scaling region with smaller separations which is a new scaling region extracted first by the present systematic analysis. These scaling regions are divided by a definite length approximately of the order of the Taylor microscale $`\lambda `$, that may correspond to the crossover length introduced by Gotoh et al.  as the length at which a scaling behavior of the structure functions ceases due to the effect of kinematic viscosity. We also saw that the inertial range (the upper scaling region) for longitudinal fluctuations is wider than the scaling range extracted by Gotoh et al. . The discovery of the lower scaling region by the present analysis may tell us that the distribution of singularities of the velocity gradient in physical space is robust enough to produce a scaling behavior even in the dissipation range. In other words, the system of turbulence may have an intrinsic scaling property, applicable in a wider region than the inertial range, whose origin can be attributed to the multifractal distribution of the singularities in the velocity gradient. A study of the PDF’s for velocity derivatives by the present analysis is one of the attractive open problems and is now in progress. It is also one of the attractive future problems to provide with a dynamical approach based on the aspect given by the present ensemble theoretical approach in order to interpret, especially, the lower scaling region. These will be reported elsewhere.

The authors are grateful to Prof. T. Gotoh for enlightening discussion and his kindness to show his data prior to publication. The authors would like to thank Prof. C. Tsallis and Dr. A.K. Rajagopal for their fruitful comments with encouragement.


text:
# Electron fractionalization induced dephasing in Luttinger liquids

## Abstract

Using the appropriate fractionalization mechanism, we correctly derive the temperature (T) and interaction dependence of the electron lifetime $`\tau _F`$ in Luttinger liquids. For strong enough interactions, we report that $`(T\tau _F)g`$, with $`g1`$ being the standard Luttinger exponent; This reinforces that electrons are not good quasiparticles. We immediately emphasize that this is of importance for the detection of electronic interferences in ballistic 1D rings and carbon nanotubes, inducing “dephasing” (strong reduction of Aharonov-Bohm oscillations).

PACS. 73.23.-b - Electronic transport in mesoscopic systems

PACS. 71.10.Pm - Fermions in reduced dimensions (anyons, composite fermions, Luttinger liquid, etc.)

Introduction.— Recently, Pham et al. reconsidered the spectrum of the Luttinger liquid (LL), originally understood in terms of plasmons (density fluctuations), and within the context of bosonization gave an alternative and precise description in terms of “fractional quasiparticles”. These correspond to genuine excitations of LLs with non-zero charge or/and current with respect to the ground state (with no plasmon excited). The most famous example is the charge-1/3 excitation for the fractional Quantum Hall effect at filling $`\nu =1/3`$, revealed in resonant tunneling and shot-noise type experiments. These could also be observed in carbon nanotubes. The current of one-dimensional (1D) quantum wires is naturally carried by fractional modes. More precisely, if one injects an extra spinless right-moving electron at a time $`t=0`$ at a point $`x=0`$, this will irrefutably decompose into two counter-propagating modes (the true quasiparticles), namely a charge $`Q_+=(1+g)/2`$ state going to the right at the plasmon velocity $`u`$ and a charge $`Q_{}=(1g)/2`$ state going to the left at the velocity $`u`$; $`g<1`$ is the Luttinger parameter depending on interactions between electrons. An electron does not propagate at the Fermi velocity.

Here, we are concerned by deriving an appropriate definition of the electron lifetime $`\tau _F`$ in LLs (at a finite temperature T), taking into account that “fractionalization” is the main source of (intrinsic) electron decoherence. We already stress that $`\tau _F`$ is the time needed for the propagator of the counter-going mode $`Q_{}`$ to vanish at the position of the right-going mode $`Q_+`$, i.e., at $`xu\tau _F`$: The probability amplitude to find the electron -i.e., the two modes simultaneously- at a distance close to the decoherence length $`L_F=u\tau _F`$, then vanishes. We will show that

$$\tau _F^1=\pi T\text{(}\frac{g+g^1}{2}1\text{)}.$$
(1)
For strong enough interactions, we find $`(T\tau _F)1`$ yielding that an electron is not a good (Landau) quasiparticle in 1D. Remember the main difference with a two-dimensional (2D) Fermi liquid, where $`\tau _F`$ is rather the time over which a thermally excited electron (here, a Landau quasiparticle) simply loses its phase coherence due to collisions with other electrons; In 2D, $`\tau _F^1T^2\mathrm{ln}T`$ nicely statisfies the standard Fermi liquid criterion $`(T\tau _F)1`$. The electron lifetime will be also investigated in the case of fermions with spin.

This work is relevant for the understanding of Aharonov-Bohm (AB) type experiments in mesoscopic 1D interferometers. We show that the probability of electronic interferences through a ballistic ring with a four-terminal geometry, described by a Luttinger theory, will be reduced by a factor $`\mathrm{exp}(2\widehat{\tau }/\tau _\varphi )`$ where $`\tau _\varphi =\tau _F`$; $`\widehat{\tau }`$ is the time that an electron spends in each arm of the ring. Like for 2D (clean) Fermi liquids, the “dephasing” time $`\tau _\varphi `$ is a key parameter determining the electron lifetime; We keep the traditional word dephasing time to name $`\tau _\varphi `$ in the formula above even though in LLs the latter is related to the electron fractionalization (orthogonality catastrophe) and not to loss of phase coherence. Recent experiments on 1D small ballistic rings and on multi-walled carbon nanotubes in the quasi-ballistic regime report a phase-breaking time $`\tau _\varphi 1/T`$, in agreement with our prediction.

Fractional Quasiparticles.— First, we consider spinless fermions in 1D (e.g., electrons in strong magnetic field). The whole physics is embodied in the Luttinger bosonized Hamiltonian

$$H_{Lut}=\frac{u}{2}_0^L𝑑x\frac{1}{g}(_x\varphi )^2+g(_x\theta )^2.$$
(2)
The electron system of size $`L`$ is first governed by density fluctuations (bosons), or plasmons. The mode $`\varphi `$ is related to the electron density $`(\rho \rho _o)=_x\varphi /\sqrt{\pi }`$ ($`\rho _o`$ is the mean density) and $`\theta `$ is the usual superfluid phase. The parameter $`u=v_F/g`$ depicts the plasmon velocity and $`g`$ measures the strength of the interaction between electrons; For free electrons $`g=1`$ $`(u=v_F)`$ and for repulsive interactions $`g<1`$. But, in fact, we have the more generic expansions:

$`\theta (x)`$ $`=`$ $`\theta _0+{\displaystyle \frac{\sqrt{\pi }}{L}}Jx+{\displaystyle \frac{1}{\sqrt{L}}}{\displaystyle \underset{q0}{}}\theta _q\mathrm{exp}iqx,`$ (3)
$`\varphi (x)`$ $`=`$ $`\varphi _0{\displaystyle \frac{\sqrt{\pi }}{L}}Qx+{\displaystyle \frac{1}{\sqrt{L}}}{\displaystyle \underset{q0}{}}\varphi _q\mathrm{exp}iqx,`$ (4)
where $`J`$ and $`Q`$ (integral) describe the current and the charge which are eventually injected in the (electron) system above the ground state: This also allows fractional non-bosonic excitations in LLs which can be nicely identified using the chiral separation $`\mathrm{\Theta }_\pm =\theta \varphi /g`$; The index $`\pm `$ refers to the direction of propagation (right/left). Then,

$$H_{Lut}=H_++H_{}=\frac{ug}{4}_0^L𝑑x(\mathrm{\Theta }_+)^2+(\mathrm{\Theta }_{})^2,$$
(5)
with $`[H_+,H_{}]=0`$. The equations of motion $`u_x\mathrm{\Theta }_\pm =_t\mathrm{\Theta }_\pm `$ guarantee $`\mathrm{\Theta }_\pm (x,t)=\mathrm{\Theta }_\pm (xut)`$. From Eq.(4), the non-bosonic part of the Hamiltonian reads $`H_\pm =(u\pi /Lg)Q_{\pm }^{}{}_{}{}^{2}`$ with $`Q_\pm =(Q\pm gJ)/2`$ and the true quasiparticles -associated to $`Q0`$ and/or $`J0`$\- are simply described by the (chiral vertex) operators

$$_\pm ^{Q_\pm }(x,t)=\mathrm{exp}[i\sqrt{\pi }Q_\pm \mathrm{\Theta }_\pm (x,t)].$$
(6)
Their Fourier transforms are indeed exact eigenstates of $`H_\pm `$. Remember that in LLs, a quasiparticle carries an irrational charge $`Q_\pm =(Q\pm gJ)/2`$. In pure current processes (i.e., $`Q=0`$) we get $`Q_\pm =\pm gJ/2`$. This traduces that $`J/2`$ pairs of Laughlin quasiparticle and quasihole with charge $`\pm g`$ and velocity $`u`$, are generated and the true current reads $`J_R=g(uJ)`$. Such quasiparticles with charge-1/3 have been revealed using resonant tunneling and shot-noise experiments in Quantum Hall fluids for filling factor $`\nu =g=1/3`$. Below, we are rather interested in other fractionally-charged excitations. We add an extra right-going spinless electron at the position $`x=0`$ at the time $`t=0`$: This is a mixed $`Q=1`$ (charge) and $`J=1`$ (current) excitation, with no plasmon excited. According to Eq.(6), this electron decomposes into a charge $`Q_+=(1+g)/2`$ state going to the right and a charge $`Q_{}=(1g)/2`$ state moving to the left. This “splitting” process guarantees a short decoherence time for the electron at finite temperature.

Electron lifetime.— Now, we precisely build the latter in an appropriate manner. First, the electron operator at $`x=0`$ at $`t=0`$ must be rewritten in terms of the good quasiparticles

$$\mathrm{\Psi }_+^{}(0,0)=\mathrm{exp}\text{[}i\sqrt{\pi }(\varphi +\theta )(0,0)\text{]}=_+^{\frac{1+g}{2}}(0,0)_{}^{\frac{1g}{2}}(0,0).$$
(7)
We check that the electron is a good eigenstate only for $`g=1`$: $`Q_+=1`$ and $`Q_{}=0`$. Below, we investigate how the wave packets associated to the two counter-propagating “fractons” evolve in space and time. For that issue, we compute their Green’s functions. At a finite temperature T $`(\beta =1/T)`$, we find the following bosonic correlators

$$<\mathrm{\Theta }_\pm (x,\tau )\mathrm{\Theta }_\pm (0,0)\mathrm{\Theta }_\pm (x,\tau )^2>=\frac{1}{g\pi }\mathrm{ln}\text{(}\frac{\pi /(u\beta )}{\mathrm{sin}(\frac{\pi }{\beta }[\tau i\frac{x}{u}])}\text{)},$$
(8)
where $`\tau =it`$ is the usual Matsubara time (We neglect finite size effects). This results in

$`<(_+^{\frac{1+g}{2}})^{}(x,\tau )_+^{\frac{1+g}{2}}(0,0)>`$ $`=`$ $`\mathrm{exp}\text{(}\pi {\displaystyle \frac{(1+g)^2}{4}}<\mathrm{\Theta }_+(x,\tau )\mathrm{\Theta }_+(0,0)\mathrm{\Theta }_+(x,\tau )^2>\text{)}`$ (9)
$`=`$ $`\text{[}{\displaystyle \frac{\pi }{(u\beta )}}\text{]}^{\gamma +1}\text{[}\mathrm{sin}({\displaystyle \frac{\pi }{\beta }}[\tau i{\displaystyle \frac{x}{u}}])\text{]}^{\gamma 1}.`$ (10)
For convenience, we have redefined $`\gamma =1/2+(g+g^1)/4>0`$. Similarly, we get

$$<(_{}^{\frac{1g}{2}})^{}(x,\tau )_{}^{\frac{1g}{2}}(0,0)>=\text{[}\frac{\pi }{(u\beta )}\text{]}^\gamma \text{[}\mathrm{sin}(\frac{\pi }{\beta }[\tau +i\frac{x}{u}])\text{]}^\gamma .$$
(11)
This provides us a clear understanding of the right-going electron Green’s function, as:

$$<\mathrm{\Psi }_+(x,t)\mathrm{\Psi }_+^{}(0,0)>=<(_+^{\frac{1+g}{2}})^{}(x,t)_+^{\frac{1+g}{2}}(0,0)>\times <(_{}^{\frac{1g}{2}})^{}(x,t)_{}^{\frac{1g}{2}}(0,0)>.$$
(12)
This identification is in fact essential to correctly evaluate the electron lifetime in LLs; See note in .

More precisely, the right-moving fractional charge $`Q_+=(1+g)/2`$ propagates at the plasmon sound velocity $`u`$. Its Green’s function indeed possesses a resonance for $`\tau =ix/u`$ $`(t=x/u)`$. Thus, in a time $`t>0`$, $`Q_+`$ will be located at a certain position $`xut`$. On the other hand, the probability amplitude that the counter-propagating charge $`Q_{}=(1g)/2`$ reaches the same position $`x>0`$ (close to $`ut`$) at the time $`t`$, decreases exponentially with time at finite temperature:

$$<(_{}^{\frac{1g}{2}})^{}(x,t)_{}^{\frac{1g}{2}}(0,0)>|_{xut>0}\text{[}\mathrm{sinh}(\frac{\pi }{\beta }2t)\text{]}^\gamma \mathrm{exp}(\frac{\pi }{\beta }2\gamma t).$$
(13)
Such a decay for $`xut>0`$ simply traduces that the mode $`Q_{}`$ goes to the left. Using Eq.(10), we find that at the time $`\tau _F`$, defined as

$$\tau _F^1=\frac{\pi }{\beta }2\gamma =_t\mathrm{ln}<(_{}^{\frac{1g}{2}})^{}(x,t)_{}^{\frac{1g}{2}}(0,0)>|_{xut},$$
(14)
the probability amplitude to recombine the electron at a point close to the decoherence $`L_F=u\tau _F`$, vanishes:

$$G_+\text{(}xut,t\text{)}=<\mathrm{\Psi }_+(x,t)\mathrm{\Psi }_+^{}(0,0)>|_{xut}e^{t/\tau _F}\times G_+^o\text{(}xut,t\text{)}.$$
(15)
Here, $`G_+^o`$ refers to the Green’s function in the absence of fractionalization. Remember that the temporal (exponential) decay of the overlap between the right moving and the left moving fractons is taken to define the electron lifetime $`\tau _F`$. In the above equation, we get the constraint $`xut`$ highlighting the fact that fractional charges propagate at the plasmon velocity, and not at the Fermi velocity $`v_F`$. This is equivalent to rewrite $`\mathrm{\Psi }_+(x,t)=_qc_q(t)e^{t/\tau _F}e^{iqx}`$; the annihilation operator $`c_q(t)`$ evolves like in a Fermi gas and the sum is restricted to the states in the vicinity of the Fermi level. Each level-q close to the Fermi level then acquires the same decoherence time: $`\tau _F=(2\pi \gamma T)^1`$. This is the correct lifetime for a spinless electron in LLs.

Application.— Now, we like to repeat that this work is of special importance for the analysis of AB type experiments in ballistic 1D interferometers. For simplicity, a four-terminal geometry is assumed and contacts are supposed to be perfect. Here, an injected electron can enter either of the two arms of the ring, and then may interfere with itself; To compute the probability of electronic interferences through such a ballistic ring we can simply use the following Landauer type formula rewritten in our many-body language: $`𝒯(\mathrm{\Phi })=2\mathrm{}e\text{(}G_{+1}^{}(L,\widehat{\tau })G_{+2}(L,\widehat{\tau })\mathrm{exp}(2i\pi \mathrm{\Phi }/\mathrm{\Phi }_o)\text{)}`$, where $`\mathrm{\Phi }`$ is the magnetic flux enclosed to the ring and $`\mathrm{\Phi }_o`$ is the flux quantum. The propagator $`G_{+j}(L,\widehat{\tau })`$ naturally corresponds to the electron transmission amplitude (at the Fermi energy) through each arm $`(j=1,2)`$ of size L in the semi-classical time $`\widehat{\tau }L/u`$. We neglect dynamical effects assuming $`T\omega `$ (frequency). We have absorbed the magnetic flux in a standard manner by rescaling $`G_{+j=1,2}(L,\widehat{\tau })\mathrm{exp}(i\pi \mathrm{\Phi }/\mathrm{\Phi }_o)G_{+j}(L,\widehat{\tau })`$. This takes into account the phase accumulated by the total electron in the ring. When each arm of the ring is described by a Luttinger theory (due to interactions), then from Eq.(15) this leads to $`G_{+j}(L,\widehat{\tau })\mathrm{exp}(\widehat{\tau }/\tau _\varphi )=\mathrm{exp}(L/L_\varphi )`$ where $`\tau _\varphi =\tau _F`$ and $`L_\varphi =L_F1/T`$. Thus, due to electron fractionalization (in each arm), $`𝒯(\mathrm{\Phi })`$ will be diminished by a factor $`\mathrm{exp}(2\widehat{\tau }/\tau _F)=\mathrm{exp}(2L/L_F)`$. The related conductance then reads

$$𝒢(\mathrm{\Phi })=(e^2/h)𝒯(\mathrm{\Phi })e^{2\pi \gamma TL/u}\mathrm{cos}(2\pi \mathrm{\Phi }/\mathrm{\Phi }_o).$$
(16)
Like for 2D (clean) Fermi liquids, the electron lifetime strongly reduces AB oscillations. This may explain the recent experiments by Hansen et al. in ballistic 1D rings and by Schönenberger et al. in multi-walled carbon nanotubes in the quasi-ballistic regime. We agree on the approximation of the dephasing time made in Ref. for weak interactions between electrons (Fig.1). At $`T=0`$ the overlap between the two fractons which constitute the electron only yields a power-law decay with time; See Eq.(13). But, we cannot rigorously give a ruling on the behavior of $`𝒢(\mathrm{\Phi })`$ as a function of L since here we both neglect dynamical and finite size effects.

Spinful case.— Let us now briefly discuss the situation of fermions with spin. Here, the electron spectrum exhibits both spin-charge and chiral decomposition. The plasmon Hamiltonians exhibit the same form as in Eq.(2). We denote $`u_s`$ and $`u_c`$ the plasmon velocities for each sector (in general $`u_cu_s`$) while $`g_c`$ and $`g_s`$ are the two Luttinger parameters. Fractional modes from the charge sector are now described by the operators

$$C_\pm ^{Q_{c,\pm }}(x,t)=e^{i\sqrt{\frac{\pi }{2}}Q_{c,\pm }\mathrm{\Theta }_\pm ^c(x,t)},$$
(17)
where $`\mathrm{\Theta }_\pm ^c=\theta _c\varphi _c/g_c`$. Spin excitations $`𝒮_\pm ^{Q_{s,\pm }}`$ are defined in an identical manner, and $`Q_{c/s,\pm }=(Q_{}+\tau Q_{})/2\pm g_c(J_{}+\tau J_{})/2`$; $`\tau =+1`$ for $`Q_c`$ and $`\tau =1`$ for $`Q_s`$. Suppose we add in a spin-up electron going to the right. This is a mixed $`Q_{}=J_{}=1`$ and $`Q_{}=J_{}=0`$ excitation, which will then split into four fractional parts. First, a right-moving charge $`Q_{c,+}=(1+g_c)/2`$ propagating at velocity $`+u_c`$ and a right-moving spin (with a spin component) $`S_+^z=Q_{s,+}/2=(1+g_s)/4`$ propagating at velocity $`u_s`$. Second, a counter-propagating charge $`Q_{c,}=(1g_c)/2`$ with velocity $`u_c`$ and a counter-propagating spin $`S_{}^z=(1g_s)/4`$ with velocity $`u_s`$. We can naturally identify

$$\mathrm{\Psi }_+^{}(0,0)=\text{(}C_+^{\frac{1+g_c}{2}}𝒮_+^{\frac{1+g_s}{2}}C_{}^{\frac{1g_c}{2}}𝒮_{}^{\frac{1g_s}{2}}\text{)}(0,0).$$
(18)
The lifetime for this spin-up electron going to the right is now defined as

$$e^{t/\tau _F}=<(C_{}^{\frac{1g_c}{2}})^{}(x,t)C_{}^{\frac{1g_c}{2}}(0,0)>\times <(𝒮_{}^{\frac{1g_s}{2}})^{}(x,t)𝒮_{}^{\frac{1g_s}{2}}(0,0)>|_{xu_ctu_st>0}.$$
(19)
We neglect corrections in $`𝒪(u_cu_s)`$ assuming not too strong interactions. The probability amplitude to recombine the four “fractons” (=the injected spin-up electron) at the same point $`x`$ close to $`u_ctu_st`$, indeed vanishes for $`t=\tau _F`$. A straightforward calculation gives $`\tau _F^1\pi (\gamma _c+\gamma _s)/\beta `$ where $`\gamma _\tau =(g_\tau +g_{\tau }^{}{}_{}{}^{1})/41/2`$. The decoherence length $`L_F`$ is $`L_F^1\pi T(\gamma _c/u_c+\gamma _s/u_s)`$. Equating $`g_c=g_s=g`$ and $`u_c=u_s=u`$, this corresponds to situations in strong magnetic field; We nicely reproduce the preceding result for spinless fermions. At zero magnetic field, one gets $`g_s=1`$ and $`g_c=g`$, and $`\tau _F`$ becomes maximum because the spin part doesnot split due to SU(2) invariance (Fig.1).

Summary.— We have, in this short paper, derived the first appropriate definition of the electron lifetime in LLs based on the correct fractionalization picture. For strong enough interactions, we find $`(T\tau _F)=g1`$: This really traduces that the electron is not a good Landau quasiparticle. Approaching the aboslute zero, the electron lifetime drastically increases reflecting that the wave packets of the fractionally-charged modes become very extended. We still emphasize that $`\tau _F1/T`$ can be detected, from AB type experiments, in any ballistic 1D system described by a Luttinger theory. We think that this provides a clear understanding of the “dephasing” time(s) recently observed in small 1D ballistic rings and in multi-walled carbon nanotubes above 10-20K. Again, although we use the word “dephasing” time, here the reduction of AB oscillations must be related to the electron fractionalization and not to loss of (electron) phase coherence. We will ponder the effect of coupling to an external environment elsewhere. It would also be worth to focus on the lifetime of the fractional quasiparticles in LLs.

We would like to thank M. Büttiker, A. Hansen, L. Ioffe, K.-V. Pham, C. Schönenberger, and G. Seelig for discussions. This work was supported by the Swiss National Science Foundation.


text:
# Tolstoy’s Mathematics in “War and Peace”

## 1 Introduction

It is interesting to consider the excursions of mathematicians and scientists into prose and poetry, and conversely and less known, the explorations of poets and novelists into mathematics.

An example of the first is Luitzen E.J. Brouwer’s excursion into literature and environmentalism , an appeal avant la lettre to save the earths natural environment from human polution. In particular he wants to abolish the technology that enables man’s supremacy over nature and the physics and mathematics that makes this possible. Only pure (‘intuitionistic’) mathematics that by its nature is unapplied and unapplicable for evil purposes, and which is the ultimate creation of the noble mind, should be saved.

In another direction, the great Russian mathematician Andrei N. Kolmogorov was particularly interested in the form and structure of the poetry by the Russian author Pushkin . He also remarks : “what real meaning is there, for example, in asking how much information is contained in ‘War and Peace’? Is it reasonable to include this novel in the set of ‘possible novels,’ or even to postulate some probability distribution for this set? Or, on the other hand, must we assume that the individual scenes in this book form a random sequence with ‘stochastic relations’ that damp out quite rapidly over a distance of several pages?

The answer to the latter question is decidly ‘no’. There is a ubiquitous general theme in ‘War and Peace’, namely, the idea that single individuals cannot influence in any sense the course of history (contrary to what is assumed in common history writing), but that the course of history is determined by the confluence of myriad motions of the infinitesimally small individual human acts of free will, much as a flock of birds wheels about in unision without any apparent governor. Here we have individual humans as interchangeable atoms of ideal gas that in combination determine effects on macroscopic scales such as heat and pressure, as in the nineteenth century statistical physics of H. von Helmholtz. It serves to justify egalitarian doctrine. Helmholtz is also the author of the unrelated whitticism, so true and so unknown to politicians and managers of science: “ Whoever in the pursuit of science, seeks after immediate practical utility may rest assured that he seeks in vain,” .

It is unknown and perhaps unlikely that the great Russian novelist Count Leo Nikolayevich Tolstoy was aware of Helmholtz’s work (or directly related work); however he may have been exposed to Laplace’s  Essay exposing the world as a mechanistic ensemble of moving and colliding particles that by their combined microscopic actions produce macroscopic effects. This is all the more likely because of the immense influence of Laplace’s work, combined with Tolstoy’s interest in justice and believable testimony in his role as country noble passing judgement on his people. The Essay in fact treats in great detail matters of believable testimony and probability of proper justice—this was a time when relevant matters mattered.

An issue for Tolstoy is unknowability and uncertainty: he is not really seeking a usable model so much as a reductio ad absurdum to show the futility of the quest for explanations of wars’ outcomes. All in all, this is not a matter of saying that the future is in the laps of the gods, but rather that it is deterministic and determined precisely, but practically and possibly in principle unknowable by humans. Much like Laplace’s viewpoint in the Essay where a demon knowing the positions and velocities of all particles can perfectly predict the future and reconstruct the past, while to the imperfect human mind not all information can be available in a snapshot and so it is reduced to ignorance or at best probabilistic reasoning.

The author of ‘War and Peace’ had an intense interest in mathematical approaches to the sciences, as appears from his proposals to found sociology, history, and the science of war as a mathematical discipline, much like mathematician John von Neumann proposed to found the science of economy as a mathematical discipline in .

Tolstoy’s views on the matter are set forth at great length in ‘War and Peace’, by many regarded as the greatest novel in any language. Based on, or perhaps called upon as justification for, Tolstoy’s egalitarian philosophy, it is set forth passionately in long interludes littered through the later parts of this great novel. Recall that the book is ostensibly about the doings and adventures of a group of aristocratic people, and in the descriptions of great battles, at the time of Napoleon’s invasion in the bleak reaches of great Russia. Closer inspection reveals that one of the main themes of the tale is the insignificance and expendability of the particular heros—like Napoleon—in the sweep of history: the events would have infolded in the same way irrespective of the so-called main figures. We base our treatment on Rosemary Edmonds 1957 translation into English published in Penguin Classics (part I, 1972 printing; part II, revised 1978 printing). I will refer to the page numbers as \[WP, xx\].

## 2 Mathematical Sociology

Tolstoy disagrees with the view of history that ascribes the evolution of events to individuals:

“One might have supposed that the historians, who ascribe the actions of the masses to the will of one man, would have found it impossible to fit the flight of Napoleon’s armies into their theory, considering that during this period of the campaign \[in Russia\] the French did all they could to bring about their own ruin, and that not a single movement of that rabble of men $`\mathrm{}`$ betrayed a hint of rhyme or reason. But no! Mountains of volumes have been written by historians $`\mathrm{}`$ \[with\] accounts of Napoleon’s masterly arrangements and deeply considered plans $`\mathrm{}`$” \[WP, 1266\]

Not only that individuals cannot be the main governors of the making of History, but:

“It is beyond the power of the human intellect to encompass all the causes of a phenomenon.” $`\mathrm{}`$ “the human intellect $`\mathrm{}`$ snatches at the first comprehensible approximation to a cause and says: ‘There is the cause’.” Tolstoy goes on \[WP, 1168\] to explain “in historical events (where the actions of men form the subject of observation) the primeval conception of a case was the will of the gods, succeeded later on by the will of those who stand on the historical foreground—the heroes of history.”

On page \[WP, 1342\] Tolstoy continues to unmask common misconceptions of traditional views of History:

“Why did things happen thus, and not otherwise? Because they did so happen. ‘Chance created the situation; genius made use of it,’ says history. But what is chance? What is genius? The words chance and genius do not denote anything that actually exists, and therefore they cannot be defined. These two words merely indicate a certain degree of comprehension of the phenomena. I do not know why a certain event occurs; I suppose that I cannot know: therefore I do not try to know, and I talk about chance. I see a force producing effects beyond the scope of ordinary human agencies; I do not understand why this occurs, and I cry genius.”

Now we come to the true view of history, in the spirit of the so successful natural sciences. The “unreasonable effectiveness of mathematics in science” as phrased by E. Wigner, must be extended avant la lettre to sociology and political history \[WP, 977\]:

“To elicit the laws of history we must leave aside kings, ministers, and generals, and select for study the homogeneous, infinitesemal elements which influence the masses. No one can say how far it is possible for a man to advance in this way to an understanding of the laws of history; but it is obvious that this is the only path to that end, and that the human intellect has not, so far, applied in this direction one-millionth of the energy which historians have devoted to describing the deeds of various kings, generals and ministers, and propounding reflections of their own concerning those deeds.”

How then is this proper view of history obtained? Tolstoy discusses the continuity of motion that was captured in laws by dividing continuity into units. He observes that this can be done in a wrong way, \[WP, 974\]:

“Take, for instance, the well-known sophism of the ancients which set out to prove that Achilles would never catch up with the tortoise that had the start on him, even though Achilles traveled ten times as fast as the tortoise: by the time Achilles has covered the distance that separated him from the tortoise, the tortoise has advanced one-tenth of that distance ahead of him. While Achilles does this tenth the tortoise gains a hudredth, and so on ad infinitum. This problem appeared to the ancients insoluble. The absurdity of the finding (that Achilles can never overtake the tortoise) follows from arbitrarily separating the motion into separate units, whereas the motion of Achilles and the tortoise was continuous.

By adopting smaller and smaller units of motion we only approximate the solution of the problem but never reach it. It is only by admitting infinitesimal quantities and their progression up to a tenth, and taking the sum of that geometrical progression, that we arrive at the solution of the problem.”

Now we come to the heart of the matter: Tolstoy’s proposal of a differential and integral analysis of history \[WP, 974–975\]:

“A new branch of mathematics, having attained the art of reckoning with infinitesimal, can now yield solutions to other more complex problems of motion which before seemed insoluble. This new branch of mathematics, which was unknown to the ancients,111Apart from Archimedes and Eudoxos \[PV\]. by admitting the conception, when dealing with problems of motion, of the infinitely small and thus conforming to the chief condition of motion (absolute continuity), corrects the inivitable error which human intellect cannot but make if it considers separate units of motion instead of continuous motion. In the investigation of the laws of historical movement precisely the same principle operates.

The march of humanity, springing as it does from an infinite multitude of individual wills, is continuous. The discovery of the laws of this continuous movement is the aim of history. But to arrive at these laws of continuous motion resulting from the sum of all those human volitions, human reason postulates arbitrarily, separated units. The first proceeding of a historian is to select at random a series of successive events and examine them apart from others, though there is and can be no beginning to any event, for an event flows without break in continuity from another. The second method is to study the actions of some one man—a king or a commander—as though their actions represented the sum of many individual wills; whereas the sum of the individual wills never finds expression in the activity of a single historical personage.

$`\mathrm{}`$ Only by assuming an infinitesimal small unit for observation—a differential of history (that is, the common tendencies of men)—and arriving at the art of integration (finding the sum of the infinitesimals) can we hope to discover the laws of history.”

## 3 Mathematics of War

The causality involved in war defies simple analysis, Tolstoy says, but is reached by the integration of the infinitesimal individual causes, \[WP, 1184\]:

“An infinite amount of freely acting forces (and nowhere is a man freer than during a life and death struggle) influence the course taken by a battle, and that course can never be known beforehand and never coincides with the direction it would have taken under the impulsion of any single force.

If simultaneously and variously directed forces act on a given body, the direction which that body will take cannot be the course of anyone of the forces individually—it will always follow an intermediate, as it were, shortest path, or what is presented in mechanics by the diagonal of a parallelogram of forces.”

In \[WP, 1223—1224\] Tolstoy outlines the mathematics of war and goes into an explicit calculation that is patently false:

“Military science says, the greater the numbers \[of an army\] the greater the strength. $`\mathrm{}`$ For militray science to make this assertion is like defining energy in mechanics by reference to the mass only. It is like saying that the momenta of moving bodies will be equal or unequal according to the equality or inequality of their masses. But momentum (or ‘quantity of motion’) is the product of mass and velocity. So in warfare the strength of an army is the product of its mass and of something else, some unknown factor $`x`$.”

He goes on to debate what this unknown $`x`$ may stand for and rejects the common explanations, especially the interpretation of $`x`$ as the amount of genius of the commanding general. He goes on to say that \[WP, 1224\]:

“We must accept the unknown and see it for what it is: the more or less active desire to fight and face danger. Only then, expressing the known historical facts by means of equations, shall we be able to compare the relative values of the unknown factor; only then may we hope to arrive at the unknown itself.

If ten men, batalions or divisions, fighting fifteen men, batallions or divisions, beat the fifteen—that is, kill or capture them all while losing four themselves, the loss will have been four on one side and fifteen on the other. Therefore, the four are equal to the fifteen, and we may write $`4x=15y`$. In other words, $`x`$ is to $`y`$ as 15 is to 4. Though this equation does not yet give us the absolute value of the unknown factor, it does give us a ratio between two unknowns. And by putting a whole variety of historical data (battles, campaigns, periods of warfare, and so on) into the form of such equations, a series of figures will be obtained which must involve the laws inherent in equations and will in time reveal them.”

This argument of Tolstoy is remarkable. He compares the loss of the conquering army with the total of the vanquished army—perhaps on the grounds that the vanquished army is totally lost. Testing the idea by inserting more extreme figures, such as that an army of 1.000.000 men beats a small army of 10 men, while the conquering army looses one man, we obtain the equation $`x=10y`$. This means that the fighting spirit of the million-men army exceeded necessarily the fighting spirit of the minuscule ten-men army tenfold. The problem with Tolstoy’s reasoning here is that he equates the ratio of the loss of the conquering army (irrespective of the size of the total army) and the total of the beaten army (however small) with the ratio of the fighting spirit of the beaten army and that of the conquering army. In our opinion this reasoning is hard to defend in general as is shown by substituting extrem numbers as above. The general drift of the argument is of course reasonable. Note that (contrary to the intention of the author) the variables $`x`$ and $`y`$ may contain the quality of the commanders (much as the quality of performance of a good symphony orchestra greatly depends on the quality of the conductor).

## 4 Conclusion

It is seldom the case that a great author deems fit to incorporate extensive discussions about mathematical foundations of social sciences in a major literary novel. It is much more common that scientists strive for literary redemption. Tolstoy is one of the rare examples of the former. In fact, he gives definite proposals to mathematize history, sociology, and the sciences of war in line with the rational inclination of the nineteenth century.

## Appendix A Infinitesimal methods in Tolstoy

Above we have extracted a few salient parts of “War and Peace” advocating the use of the methods of the calculus to study history. We used only fragments to keep the pace; nonetheless it may be useful to provide some more complete quotations in an appendix. The following fragments of “War and Peace” are taken from the Virginia Tech gopher site.

### A.1 Third book, Third part, Chapter 1

Absolute continuity of motion is not comprehensible to the human mind. Laws of motion of any kind become comprehensible to man only when he examines arbitrarily selected elements of that motion; but at the same time, a large proportion of human error comes from the arbitrary division of continuous motion into discontinuous elements. There is a well known, so-called sophism of the ancients consisting in this, that Achilles could never catch up with a tortoise he was following, in spite of the fact that he traveled ten times as fast as the tortoise. By the time Achilles has covered the distance that separated him from the tortoise, the tortoise has covered one tenth of that distance ahead of him: when Achilles has covered that tenth, the tortoise has covered another one hundredth, and so on forever. This problem seemed to the ancients insoluble. The absurd answer (that Achilles could never overtake the tortoise) resulted from this: that motion was arbitrarily divided into discontinuous elements, whereas the motion both of Achilles and of the tortoise was continuous.

By adopting smaller and smaller elements of motion we only approach a solution of the problem, but never reach it. Only when we have admitted the conception of the infinitely small, and the resulting geometrical progression with a common ratio of one tenth, and have found the sum of this progression to infinity, do we reach a solution of the problem.

A modern branch of mathematics having achieved the art of dealing with the infinitely small can now yield solutions in other more complex problems of motion which used to appear insoluble.

This modern branch of mathematics, unknown to the ancients, when dealing with problems of motion admits the conception of the infinitely small, and so conforms to the chief condition of motion (absolute continuity) and thereby corrects the inevitable error which the human mind cannot avoid when it deals with separate elements of motion instead of examining continuous motion.

In seeking the laws of historical movement just the same thing happens. The movement of humanity, arising as it does from innumerable arbitrary human wills, is continuous.

To understand the laws of this continuous movement is the aim of history. But to arrive at these laws, resulting from the sum of all those human wills, man’s mind postulates arbitrary and disconnected units. The first method of history is to take an arbitrarily selected series of continuous events and examine it apart from others, though there is and can be no beginning to any event, for one event always flows uninterruptedly from another.

The second method is to consider the actions of some one man- a king or a commander- as equivalent to the sum of many individual wills; whereas the sum of individual wills is never expressed by the activity of a single historic personage.

Historical science in its endeavor to draw nearer to truth continually takes smaller and smaller units for examination. But however small the units it takes, we feel that to take any unit disconnected from others, or to assume a beginning of any phenomenon, or to say that the will of many men is expressed by the actions of any one historic personage, is in itself false.

It needs no critical exertion to reduce utterly to dust any deductions drawn from history. It is merely necessary to select some larger or smaller unit as the subject of observation- as criticism has every right to do, seeing that whatever unit history observes must always be arbitrarily selected.

Only by taking infinitesimally small units for observation (the differential of history, that is, the individual tendencies of men) and attaining to the art of integrating them (that is, finding the sum of these infinitesimals) can we hope to arrive at the laws of history.

The first fifteen years of the nineteenth century in Europe present an extraordinary movement of millions of people. Men leave their customary pursuits, hasten from one side of Europe to the other, plunder and slaughter one another, triumph and are plunged in despair, and for some years the whole course of life is altered and presents an intensive movement which first increases and then slackens. What was the cause of this movement, by what laws was it governed? asks the mind of man.

The historians, replying to this question, lay before us the sayings and doings of a few dozen men in a building in the city of Paris, calling these sayings and doings ”the Revolution”; then they give a detailed biography of Napoleon and of certain people favorable or hostile to him; tell of the influence some of these people had on others, and say: that is why this movement took place and those are its laws.

But the mind of man not only refuses to believe this explanation, but plainly says that this method of explanation is fallacious, because in it a weaker phenomenon is taken as the cause of a stronger. The sum of human wills produced the Revolution and Napoleon, and only the sum of those wills first tolerated and then destroyed them.

”But every time there have been conquests there have been conquerors; every time there has been a revolution in any state there have been great men,” says history. And, indeed, human reason replies: every time conquerors appear there have been wars, but this does not prove that the conquerors caused the wars and that it is possible to find the laws of a war in the personal activity of a single man. Whenever I look at my watch and its hands point to ten, I hear the bells of the neighboring church; but because the bells begin to ring when the hands of the clock reach ten, I have no right to assume that the movement of the bells is caused by the position of the hands of the watch.

Whenever I see the movement of a locomotive I hear the whistle and see the valves opening and wheels turning; but I have no right to conclude that the whistling and the turning of wheels are the cause of the movement of the engine.

The peasants say that a cold wind blows in late spring because the oaks are budding, and really every spring cold winds do blow when the oak is budding. But though I do not know what causes the cold winds to blow when the oak buds unfold, I cannot agree with the peasants that the unfolding of the oak buds is the cause of the cold wind, for the force of the wind is beyond the influence of the buds. I see only a coincidence of occurrences such as happens with all the phenomena of life, and I see that however much and however carefully I observe the hands of the watch, and the valves and wheels of the engine, and the oak, I shall not discover the cause of the bells ringing, the engine moving, or of the winds of spring. To that I must entirely change my point of view and study the laws of the movement of steam, of the bells, and of the wind. History must do the same. And attempts in this direction have already been made.

To study the laws of history we must completely change the subject of our observation, must leave aside kings, ministers, and generals, and the common, infinitesimally small elements by which the masses are moved. No one can say in how far it is possible for man to advance in this way toward an understanding of the laws of history; but it is evident that only along that path does the possibility of discovering the laws of history lie, and that as yet not a millionth part as much mental effort has been applied in this direction by historians as has been devoted to describing the actions of various kings, commanders, and ministers and propounding the historians’ own reflections concerning these actions.

### A.2 Fourth book, Second part, Chapter 8

A countless number of free forces (for nowhere is man freer than during a battle, where it is a question of life and death) influence the course taken by the fight, and that course never can be known in advance and never coincides with the direction of any one force.

If many simultaneously and variously directed forces act on a given body, the direction of its motion cannot coincide with any one of those forces, but will always be a mean- what in mechanics is represented by the diagonal of a parallelogram of forces.

If in the descriptions given by historians, especially French ones, we find their wars and battles carried out in accordance with previously formed plans, the only conclusion to be drawn is that those descriptions are false.

### A.3 Second epilogue, Chapter 11

History examines the manifestations of man’s free will in connection with the external world in time and in dependence on cause, that is, it defines this freedom by the laws of reason, and so history is a science only in so far as this free will is defined by those laws.

The recognition of man’s free will as something capable of influencing historical events, that is, as not subject to laws, is the same for history as the recognition of a free force moving the heavenly bodies would be for astronomy.

That assumption would destroy the possibility of the existence of laws, that is, of any science whatever. If there is even a single body moving freely, then the laws of Kepler and Newton are negatived and no conception of the movement of the heavenly bodies any longer exists. If any single action is due to free will, then not a single historical law can exist, nor any conception of historical events.

For history, lines exist of the movement of human wills, one end of which is hidden in the unknown but at the other end of which a consciousness of man’s will in the present moves in space, time, and dependence on cause.

The more this field of motion spreads out before our eyes, the more evident are the laws of that movement. To discover and define those laws is the problem of history.

From the standpoint from which the science of history now regards its subject on the path it now follows, seeking the causes of events in man’s freewill, a scientific enunciation of those laws is impossible, for however man’s free will may be restricted, as soon as we recognize it as a force not subject to law, the existence of law becomes impossible.

Only by reducing this element of free will to the infinitesimal, that is, by regarding it as an infinitely small quantity, can we convince ourselves of the absolute inaccessibility of the causes, and then instead of seeking causes, history will take the discovery of laws as its problem.

The search for these laws has long been begun and the new methods of thought which history must adopt are being worked out simultaneously with the self-destruction toward which- ever dissecting and dissecting the causes of phenomena- the old method of history is moving. ¡br¿All human sciences have traveled along that path. Arriving at infinitesimals, mathematics, the most exact of sciences, abandons the process of analysis and enters on the new process of the integration of unknown, infinitely small, quantities. Abandoning the conception of cause, mathematics seeks law, that is, the property common to all unknown, infinitely small, elements.

In another form but along the same path of reflection the other sciences have proceeded. When Newton enunciated the law of gravity he did not say that the sun or the earth had a property of attraction; he said that all bodies from the largest to the smallest have the property of attracting one another, that is, leaving aside the question of the cause of the movement of the bodies, he expressed the property common to all bodies from the infinitely large to the infinitely small. The same is done by the natural sciences: leaving aside the question of cause, they seek for laws. History stands on the same path. And if history has for its object the study of the movement of the nations and of humanity and not the narration of episodes in the lives of individuals, it too, setting aside the conception of cause, should seek the laws common to all the inseparably interconnected infinitesimal elements of free will.

### Acknowledgements

I thank Peter Gács and Tom Koornwinder for their comments.