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# Calculation of 𝐾→𝜋𝜋 decay amplitudes from 𝐾→𝜋 matrix elements in quenched domain-wall QCD Talk presented by J. Noaki

## 1 INTRODUCTION

Quantitative understanding of the $`K\pi \pi `$ decay including the $`\mathrm{\Delta }I=1/2`$ rule and the value of $`\epsilon ^{}/\epsilon `$ has been a long-standing issue in lattice QCD . Here we present a summary of our work  based on (i) the leading order chiral perturbation theory (ChPT) formula relating the $`K\pi \pi `$ decay amplitudes to the $`K\pi `$ matrix elements , (ii) domain-wall fermion action to ensure chiral symmetry at finite lattice spacings in principle, and (iii) the renormalization group (RG) improved gauge action for suppression of chiral breaking effects for moderate fifth dimensional lattice size over those for the standard plaquette gauge action . For a similar work using the plaquette gauge action we refer to Ref. .

## 2 NUMERICAL SIMULATION

The numerical task at hand is to calculate the matrix elements $`\pi ^+\left|Q_i^{(I)}\right|K^+`$ and $`0\left|Q_i^{(0)}\right|K^0`$ where $`Q_i^{(I)}(i=1,\mathrm{},10)`$ are the local 4-quark operators of isospin $`I=0,2`$ that appear in the effective weak Hamiltonian.

This calculation is carried out with the RG-improved gauge action at $`\beta =2.6`$, which corresponds to the scale $`1/a=1.94`$ GeV determined from the string tension $`\sqrt{\sigma }=440`$ MeV. For the domain-wall fermion action, we use the domain wall height $`M=1.8`$ and the fifth dimensional size $`N_s=16`$. We consider the case of degenerate $`u`$-$`d`$ and $`s`$ quark with a common mass $`m_f`$. Gauge configurations are generated independently for each value of $`m_f`$. Our statistics are summarized in Table 1 for the two lattice volumes and $`m_f`$ used in the calculation.

## 3 CHIRAL PROPERTIES

Our representative results for the $`K\pi `$ matrix elements are shown in Figs. 1 and 2. In terms of the lattice pion mass squared, $`m_M^2`$, the $`K\pi `$ matrix elements are expanded as

$`\pi ^+\left|Q_i^{(I)}\right|K^+=a_0+a_1m_M^2+a_2(m_M^2)^2`$
$`+a_3(m_M^2)^2\mathrm{ln}m_M^2+a_4(m_M^2)^3+\mathrm{}.`$ (1)
Checking the chiral property with a quadratic fit with the fit parameters $`(a_0,a_1,a_2)`$, we find the constant $`a_0`$ to be consistent with zero within statistical errors for most of matrix elements. The only exception is $`Q_1^{(2)}`$ as seen in Fig. 2. However, fits with the constraint $`a_0=0`$ such as a cubic one using $`(a_1,a_2,a_4)`$ or a form with the logarithm $`(a_1,a_2,a_3)`$ yield acceptable $`\chi ^2`$/DOF. We therefore consider that the chiral properties required for viability of the ChPT relations between the $`K\pi \pi `$ and $`K\pi `$ amplitudes hold well.

An open problem is a small value of the coefficient of the chiral logarithm term obtained in the fits, e.g., $`a_3/a_1=0.58\mathrm{GeV}^2`$ for $`Q_1^{(2)}`$, which is only about 25% of the prediction of chiral perturbation theory : $`3/(8\pi ^2f_\pi ^2)`$.

## 4 PHYSICAL RESULTS

We construct the $`K\pi \pi `$ decay amplitudes from the $`K\pi `$ matrix elements as described in Ref. . Renormalization of the lattice matrix elements is made with tadpole-improved perturbation theory at one-loop level  at the matching point $`q^{}=1/a`$. The renormalization group running from $`\mu =1/a`$ to $`m_c`$ (=1.3 GeV) is carried out for the $`N_f=3`$ theory with $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}=325`$ MeV . Combining these results with the Wilson coefficients lead to the physical results for the $`K\pi \pi `$ decay amplitudes $`A_I(I=0,2)`$.

In Fig. 3 we present $`\mathrm{Re}A_2`$, $`\mathrm{Re}A_0`$ and $`\omega ^1=\mathrm{Re}A_0/\mathrm{Re}A_2`$ as a function of $`m_M^2`$. We observe that the data from the volumes $`16^3`$ (open symbols) and $`24^3`$ (filled symbols) are consistent. Lines drawn are the fit curves for the quadratic (solid) function in $`m_M^2`$ or a form including chiral logarithm (dashed). The $`I=0`$ amplitude reaches only half of the experimental value in the chiral limit, and hence the $`\mathrm{\Delta }I=1/2`$ rule, i.e., $`\omega ^122`$, is reproduced only by about 50% in the chiral limit.

In Fig. 4 we plot $`P^{(3/2)}`$ and $`P^{(1/2)}`$, which are related to $`\epsilon ^{}/\epsilon `$ as  as

$`\epsilon ^{}/\epsilon =\mathrm{Im}(V_{\mathrm{ts}}^{}V_{\mathrm{td}})[P^{(1/2)}P^{(3/2)}].`$ (2)
Here we use our results only for the factor $`\mathrm{Im}A_{0,2}`$. substituting the experimental value for the real part of the amplitudes. Our results for $`\epsilon ^{}/\epsilon `$ is negative since $`P^{(3/2)}>P^{(1/2)}`$.

## 5 PENGUIN OPERATORS

Recently, Golterman and Pallante  pointed out a necessity of new operators to represent the penguin operators in (partially) quenched chiral perturbation theory, and gave a simple prescription to extract the physical contribution of $`Q_{5,6}`$ to the $`K\pi `$ and $`K0`$ matrix elements in this framework. Our preliminary analyses show that this modification, if employed, increases $`P^{(1/2)}`$ by about 10–50% depending on $`m_f`$, but this effect is too small to affect the negative value of $`\epsilon ^{}/ϵ`$ we have obtained.

This work is supported in part by Grants-in- Aid of the Ministry of Education (Nos. 10640246,
10640248, 10740107, 11640250, 11640294,
11740162, 12014202, 12304011, 12640253,
12740133, 13640260). VL is supported by JSPS Research for the Future Program (No. JSPS-RFTF 97P01102). SE, KN and JN are JSPS Research Fellows.


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# Magnetic-field-induced collapse of charge-ordered nanoclusters and the Colossal Magnetoresistance effect in Nd0.7Sr0.3MnO3

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## Abstract

We report synchrotron x-ray scattering studies of charge/orbitally ordered (COO) nanoclusters in Nd0.7Sr0.3MnO3. We find that the COO nanoclusters are strongly suppressed in an applied magnetic field, and that their decreasing concentration follows the field-induced decrease of the sample electrical resistivity. The COO nanoclusters, however, do not completely disappear in the conducting state, suggesting that this state is inhomogeneous and contains an admixture of an insulating phase. Similar results were also obtained for the zero-field insulator-metal transition that occurs as temperature is reduced. These observations suggest that these correlated lattice distortions play a key role in the Colossal Magnetoresistance effect in this prototypical manganite.

. \]

Manganite perovskites of the chemical formula A1-xBxMnO3 (where A is a rare earth, and B is an alkali earth atom) have recently attracted considerable attention because they exhibit a number of interesting electronic properties . Perhaps the most dramatic of these is the magnetic-field-induced insulator-metal transition, often referred to as the Colossal Magnetoresistance (CMR) effect. In its most widely studied form, the CMR effect is a transition from a paramagnetic insulating (PI) to a ferromagnetic metallic (FM) phase. The very large difference between the electrical resistivities of the PI and FM phases lies at the core of the CMR effect, and considerable efforts have been spent in order to explain this difference . The metallic nature of the FM phase was first explained in the 1950’s in the framework of the double-exchange mechanism . In this model, itinerant $`e_g`$ electrons have their spins aligned with the localized $`t_{2g}`$ core spins of the Mn atoms by virtue of a strong Hund coupling, and the $`e_g`$ electrons can therefore hop easily between the ferromagnetically aligned Mn atoms. Conversely, the motion of the $`e_g`$ electrons is suppressed in the disordered paramagnetic environment, and the PI phase should, therefore, exhibit larger resistivity.

However, in the 1990’s it was pointed out that the change in resistivity was far too large to be explained by the double exchange model . Theoretical  and experimental  work has suggested that the high resistivity of the PI phase results in part from the presence of the lattice polarons that form when an $`e_g`$ electron localizes on a Mn3+ site, inducing a Jahn-Teller distortion of the MnO6 octahedron.

At low temperatures, the CMR manganites exhibit a variety of charge and orbitally ordered phases. Further, charge and orbital correlations are in many cases found even in the samples which do not show the corresponding long-range order, often giving rise to microscopically inhomogeneous states . In fact, short-range structural correlations were recently observed in the PI phase in La1-xCaxMnO3, La2-2xSr1+2xMn2O7, and Pr1-xCaxMnO3 manganites . These correlations are interpreted as arising from nanoscale regions possessing charge and orbital order and associated Jahn-Teller lattice distortions. The latter distortions form a periodic lattice modulation in the ordered regions, making it possible to detect these regions using x-ray and neutron scattering techniques. Because the characteristic correlation length of these regions is typically 10-20 $`\mathrm{\AA }`$, we refer to them as charge/orbitally ordered (COO) nanoclusters. The electrical resistivity has been shown to increase with the concentration of these correlated regions , indicating that they are insulating. Thus, in addition to the single polarons discussed above, correlated regions can contribute to the high resistivity of the PI phase.

The exact role of the COO nanoclusters in the magnetic-field induced insulator-metal transition (the CMR effect) is, however, currently not clear. In this work, we study the effects of a magnetic field on these structural correlations in a single crystal of Nd0.7Sr0.3MnO3 using x-ray diffraction. We find that as the sample undergoes a magnetic-field-induced insulator-metal transition, the structural correlations due to the COO nanoclusters are strongly suppressed. The COO nanoclusters, however, do not disappear completely in the conducting state, suggesting that this state consists of a mixture of metallic and insulating regions. Similar results were also obtained for the insulator-metal transition that occurs as the temperature is reduced in zero magnetic field. These observations suggest that the correlated lattice distortions play a key role in insulator-metal transitions in this prototypical manganite.

Single crystals of Nd0.7Sr0.3MnO3 were grown using the standard floating zone technique. The x-ray diffraction measurements were carried out at beamlines X22B and X22C at the National Synchrotron Light Source. The x-ray beam was focused by a mirror, monochromatized by a Ge (111) monochromator, scattered from the sample, and analyzed with a pyrolytic graphite crystal. The sample was mounted either in a closed-cycle refrigerator (T=10-450 K), or in a 13 Tesla superconducting magnet. In the former case, the x-ray energy was 10 keV and a vertical scattering geometry was employed, while in the latter 7.8 keV x-rays and a horizontal scattering geometry were utilized. In this paper, Bragg peaks are indexed in the orthorhombic Pbnm notation in which the longest lattice constant is $`c`$. The scattering vectors ($`h,k,l`$) are given in reciprocal lattice units.

Before presenting the field dependent data, we first discuss the zero-field behavior of Nd0.7Sr0.3MnO3. This compound is a paramagnetic insulator at high temperatures. With decreasing temperature, it undergoes a transition to a ferromagnetic metallic state at Tc$``$210 K, see Fig. 1(a). The properties of this compound are, therefore, similar to those of La0.7Ca0.3MnO3. In the latter compound, the PI state was found to exhibit short-range structural correlations with the reduced wave vector of ($`h,k,l`$)=(0, 0.5, 0) and a correlation length of several lattice constants . We find that Nd0.7Sr0.3MnO3 exhibits the same kind of structural correlations. Fig. 2(a) shows scans along the (4, $`k`$, 0) direction in the reciprocal space. A clear peak is seen at $`k`$=4.5 at T=210 K, just above Tc. The peak is observed on a sloping background which is attributed to the scattering due to single polarons , also known as Huang scattering, and to thermal-diffuse scattering. Similar data were taken at a number of temperatures. The results were fitted to a sum of a peak with the Lorentzian-square line shape, and a monotonically sloping background, the latter described by a power-law function. The intensity of the peak is proportional to both the concentration of the correlated regions and to the square of the magnitude of the lattice distortion in these regions. However, neutron measurements of the pair-distribution function (PDF) in related samples indicate that the magnitude of the lattice distortion does not change with temperature . Therefore, we interpret the temperature dependence of this peak as being simply proportional to the temperature dependence of the concentration of the correlated regions in the sample. The width of the peak is inversely proportional to the correlation length of these regions.

Fig. 1(b) shows the intensity of the (4, 4.5, 0) peak as a function of temperature. As observed in La0.7Ca0.3MnO3 , this intensity always decreases with decreasing resistivity \[Fig. 1(a)\]. This behavior is consistent with a picture in which the $`e_g`$ electrons in the correlated regions are localized: as the nanoclusters disappear, the resistivity decreases. Interestingly, the data of Fig. 1(b) show that the lattice correlations do not disappear even at the lowest temperatures, deep in the FM phase. The FM phase, therefore, must be inhomogeneous, always containing insulating COO nanoclusters. Hence, it appears that the insulator-metal transition in this compound is a complex process in which the insulating phase gradually disappears as the volume fraction of the metallic phase grows. One possible description of this process can be given in terms of percolative two-fluid model discussed in Ref. . Similar descriptions based on the results of small-angle neutron scattering and tunneling spectroscopy measurements were also proposed in Refs. . Our observations are also consistent with the results of the neutron PDF measurements in related samples . The latter measurements showed that local Jahn-Teller lattice distortions, albeit at a small concentration, are present in the FM phase. Our data demonstrate that at least some of these distortions stem from the COO nanoclusters.

Fig. 1(c) shows the correlation length of the ordered nanoclusters, which is defined as the inverse half-width-at-half-maximum of the (4, 4.5, 0) peak. This correlation length is between 2 and 3 lattice constants and does not depend on temperature, to within errors. The above definition would give the correct correlation length for exponentially decaying correlations and a Lorentzian line shape. Note, however, the actual size of the correlated regions depends on the precise form of the correlation function – which is currently unknown. For example, simple calculations of the structure factor for perfectly ordered clusters of a finite size show that in such a case the correlation length, as defined above, would underestimate the cluster size by as much as a factor of two.

We now turn to the main question of this paper–the role of the COO nanoclusters in the CMR phenomenon. To study the effects of a magnetic field on the nanoclusters, x-ray experiments were carried out in a magnetic field at T=215 K, just above the Curie temperature. Figure 3(a) illustrates that at T=215 K, the application of a magnetic field results in a substantial drop of the electrical resistivity. X-ray scans at the (4, 4.5, 0) peak position taken at this temperature in various magnetic fields are shown in Fig. 2(b). The intensity of the correlated peak arising from the COO nanoclusters clearly diminishes with increasing field. However, the correlations remain present in the material even at the highest fields, deep in the metallic phase, as was also the case at low temperatures in the FM phase in zero field. Therefore, as in the latter case, the magnetic-field-induced conducting state is inhomogeneous, and the field-induced insulator-metal transition may proceed via a complex process involving coexistence of conducting and insulating phases.

The data of Fig. 2(b) were analyzed in the same manner as the temperature-dependent data. The fitted intensity of the correlated peak and the correlation length of the ordered nanoclusters are shown in Figs. 3(b), and (c), respectively. The correlated regions exhibit a correlation length of 2-3 lattice constants, and their concentration, which is proportional to the amplitude of the (4, 4.5, 0) peak, decreases with the increasing field, tracing the behavior of the resistivity. Interestingly, the size of the correlated regions does not change as the magnetic field is varied, to within errors. As discussed above, this size also does not depend on temperature in zero magnetic field. Further, this same cluster size was previously obtained for La0.7Ca0.3MnO3 samples . These observations suggest that there is an intrinsic mechanism defining the size of the nanoclusters common to all these materials.

To explain the effect of the magnetic field on the correlated lattice distortions, we first need to understand crystallographic and magnetic structure of the COO nanoclusters. Several possible model structures describing the observed lattice correlations have been proposed. In one model , the correlated domains are described as small regions possessing the CE-type charge and orbital ordering with its checker-board-type charge order and the characteristic orbital ordering . This picture is based on the observed lattice modulation wave vector, which is the same for the long-range ordered CE-type structure and for the short-range correlations in La0.7Ca0.3MnO3 and Nd0.7Sr0.3MnO3. In addition, in Pr0.7Ca0.3MnO3 these correlations were observed to directly evolve into large regions possessing the CE-type order. A uniform magnetic field is known to destroy CE-type order , and hence such a model is consistent with our measurements. Other descriptions of the correlated regions, such as correlated polarons, and a bipolaron model, have also been proposed . In addition, in layered manganites, short-range structural correlations were observed at a different wave vector. These correlations were described as a charge density wave arising from nesting properties of the Fermi surface . We are currently unaware of any predictions for the effect of a magnetic field in these models.

The data of Figs. 1-3 show that the COO nanoclusters are suppressed in the ferromagnetic metallic phase independent of whether the insulator-metal transition is induced with a magnetic field or by changing the temperature. Together with the observed correlation between the concentration of the nanoclusters and the electrical resistivity, these data strongly suggest that the nanoclusters play a key role in insulator-metal transitions in Nd0.7Sr0.3MnO3.

Finally, we note that, in contrast to the intensity of the (4, 4.5, 0) peak, the intensity of the sloping background in Fig. 2(b) does not show any significant change as a function of applied magnetic field ($`\mathrm{\Delta }I/I<5\%`$). As discussed above, this sloping background is attributed to the scattering due to single polarons , and to thermal-diffuse scattering. A quantitative estimate of the thermal-diffuse contribution requires a full calculation of the lattice dynamics that is beyond the scope of this paper. Without this, we cannot make an accurate estimate of the changes in the single polaron concentration in the applied field. However, the data of Fig. 2(b) suggest that the change in the concentration of single polarons in the applied field is not significant, which in turn implies that single polarons play a less important role in the CMR effect than the COO nanoclusters. Further experimental and theoretical work is needed to put this suggestion on a quantitative basis.

In conclusion, we report x-ray diffraction studies of the temperature- and magnetic-field-dependent behavior of charge/orbitally ordered nanoclusters in a single crystal of Nd0.7Sr0.3MnO3. We find that the field-induced insulator-metal transition (the CMR effect) in this compound, which is a typical CMR manganite, is accompanied by the destruction of the COO nanoclusters. The COO nanoclusters, however, do not completely disappear in the conducting state, suggesting that this state is inhomogeneous and always contains an admixture of the insulating phase. We argue that these observations point to the important role of correlated lattice distortions in the CMR effect.

We are grateful to B. G. Kim for magnetic susceptibility measurements, and to Y. J. Kim, A. J. Millis, and C. S. Nelson for important discussions. This work was supported by the NSF under grants No. DMR-0093143, DMR-9802513, and by the DOE under contract No. AC02-98CH10886.


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# Rectification and Phase Locking For Particles on Two Dimensional Periodic Substrates

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## Abstract

We show that a novel rectification phenomena is possible for overdamped particles interacting with a 2D periodic substrate and driven with a longitudinal DC drive and a circular AC drive. As a function of DC amplitude, the longitudinal velocity increases in a series of quantized steps with transverse rectification occurring near these transitions. We present a simple model that captures the quantization and rectification behaviors.

\]

Particles transported through periodic potentials under an AC drive exhibit a remarkable variety of nonlinear behavior. One of the most intensely studied phenomena found in these systems is the phase-locking that occurs when the external AC frequency matches the frequency of motion over the periodic potential, such as the well-known Shapiro steps observed in the V(I) curves of Josephson-junction arrays . Phase locking steps in transport curves are also seen in other systems such as charge density waves  and vortices in superconductors with periodic substrates . If the potential through which the particle moves is asymmetric, a rectification or ratchet effect can occur  in both thermal  and deterministic ratchets . The ratchet effect has been studied in the context of biological motors  and can be utilized for practical applications such as particle segregation , atom transport in optical lattices , and fluxon removal in superconducting devices . In deterministic ratchets, as a function of AC amplitude, a complex series of phases appear in which rectification in either direction and current reversals can occur .

In this work we study a novel form of rectification and phase locking for an overdamped particle without thermal effects moving in a 2D periodic substrate under an applied longitudinal DC drive ($`𝐟_{DC}`$) and two AC drives: $`𝐟_{AC}^x`$ in the longitudinal direction 90 degrees out of phase from $`𝐟_{AC}^y`$ in the transverse direction. For AC amplitude $`A`$ large enough that the stationary ($`𝐟_{DC}=0`$) particle orbit encircles at least one substrate potential maximum, we find that the longitudinal velocity increases in a series of steps as $`𝐟_{DC}`$ increases, and that near the transition between two steps a rectification in the transverse direction occurs. The steps correspond to drives at which the particle motion forms orbits commensurate with the substrate period. The transverse rectification occurs when the DC drive imposes an asymmetry on the particle orbit, interfering with the commensuration and allowing particles to “leak” through the substrate in the transverse direction. The rectification is predominantly in one direction; however, reversals of the rectification also occur. We capture the qualitative features of the steps and rectification with a simple model, and show that our results are generic. The behavior we describe can be observed in vortices in superconductors with periodic pinning, as well as overdamped charged particles such as colloids interacting with periodic substrates. In addition, the rectification could be useful for particle species segregation, such as in polydisperse colloidal systems.

As a model for vortices in superconductors or colloids in solution, we consider an overdamped particle moving in 2D interacting with a repulsive periodic substrate according to the equation of motion: $`𝐟_i=𝐟_s+𝐟_{DC}+𝐟_{AC}=\eta 𝐯_i`$, with $`\eta =1`$. The force from the substrate, a square array of side $`a`$, is $`𝐟_s=U(r)`$; the form of $`U(r)`$ is discussed below. We consider a system of size $`8a\times 8a`$. The DC drive $`𝐟_{DC}`$ is applied along the symmetry axis of the pinning array, in the $`x`$ or longitudinal direction. The AC drive is $`𝐟_{AC}=A\mathrm{sin}(\omega _At)\widehat{𝐱}+B\mathrm{cos}(\omega _Bt)\widehat{𝐲}`$. Note that there is no DC driving component in the $`y`$ or transverse direction. We fix $`w_A/w_B=1.0`$ and $`A=B`$, and examine both the longitudinal time averaged particle velocity $`<V_x>`$ and the transverse velocity $`<V_y>`$. $`𝐟_{DC}`$ is increased from 0 to $`1.0`$ in increments of $`0.0001`$, with $`3\times 10^5`$ time steps spent at each drive to ensure a steady state.

To model specific systems, we consider periodic substrate potentials created by pinned particles, such as vortices in a periodic array of holes  or magnetic dots . Once all the holes are filled with a vortex, any remaining vortices sit in the interstitial regions between holes. An unpinned vortex experiences a smooth periodic substrate created by the interactions with the pinned vortices. Phase locking of AC and DC driven interstitial vortices can occur, and has been observed in experiments  and simulations . For $`𝐟_{AC}=0`$, there is a finite DC depinning threshold for the interstitial vortices. For $`𝐟_{DC}=0`$, two crossed AC drives with small amplitudes $`A`$ cause the vortex to move in a circle in the interstitial regions. At increasing $`A`$, there are stable vortex orbits which encircle one pinned vortex, then four, nine, and so on. We concentrate on $`A`$ large enough to generate orbits encircling one or more pinned vortices. For the pinned particles, we use the potential for vortices in a thin film superconductor, $`U(r)=\mathrm{ln}(r)`$, and employ a

summation technique  for the long range interaction. We have also considered potentials for unscreened or screened charges with interaction of $`U(r)=1/r`$ and $`U(r)=e^{\kappa r}/r`$, respectively.

In Fig. 1(a) we show the longitudinal velocity $`V_x/(a\omega )`$ versus $`𝐟_{DC}`$ for a particle in a system with $`U(r)=\mathrm{ln}(r)`$, and $`A=B=0.36`$. For these parameters, at $`𝐟_{DC}=0`$ the particle encircles one pin for $`0.29<A<0.4`$. As shown, $`V_x`$ increases in quantized steps with step heights of $`\mathrm{\Delta }V_x=a\omega `$. We label a step $`n`$ according to the value of $`V_x`$ on the step, $`V_x=na\omega `$. The widths of the integer steps varies with $`A`$ and $`\omega `$ in an oscillatory manner. There are also some fractional steps with heights $`\mathrm{\Delta }V_x=(p/q)a\omega `$ where $`p`$ and $`q`$ are integers such that $`p/q<1.0`$.

In Fig. 1(b) we show the transverse velocity $`V_y/(a\omega )`$ versus $`𝐟_{DC}`$. Since there is no net DC force in the transverse direction, $`V_y=0`$ for most values of $`𝐟_{DC}`$. Near the steps in $`V_x`$, however, $`V_y`$ is nonzero, indicating that rectification is occurring. The first rectification, in the positive $`y`$ direction, occurs at the $`n=01`$ step, while at the $`n=12`$ step the rectification is in the negative $`y`$ direction. For the higher steps, positive rectification regions with increasing widths appear, while near the $`n=78`$ step there are regions of negative rectification.

Some of the rectification phases have very well defined heights of $`\mathrm{\Delta }V_y=\omega a`$. These include the positive rectification phases at $`34`$, $`45`$, and $`56`$, as well as the negative rectification phases at $`67`$ and $`78`$. On these rectification plateaus, we find that the particle moves in only one type of orbit. The other rectification phases do not have a well defined height, including $`01`$, $`23`$, as well as some portions of the $`67`$ and $`78`$ regions. In these phases, for any fixed $`𝐟_{DC}`$ the particle jumps intermittently between different rectifying orbits with transverse velocities $`(p/q)a\omega `$.

For all of the rectifying regions, if the polarity of the

AC drive is reversed, $`V_x`$ remains unchanged while $`V_y`$ changes to $`V_y`$. If the waiting time between DC drive increments is increased, the results are unchanged. The phases described here remain stable when the system is started from a fixed $`𝐟_{DC}`$ value, and are not transient phenomena. We have considered various system sizes with even and odd numbers of lattice constants $`a`$. As the system size varies, certain orbits become incommensurate with the system length and precess spatially; however, the velocity curves are not affected by the system size.

In Fig. 2 we illustrate representative non-rectifying particle orbits for $`V_x`$ steps of $`n=0,1,2,4,5`$, and $`8`$. For $`n=0`$ \[Fig. 2(a)\], $`V_x=0`$, and the particle moves in a confined square orbit which encircles one pin. For $`n=1`$ \[Fig. 2(b)\] there is a net motion in $`V_x`$, and the particle circles around one pin before moving over to the next plaquette. For $`n=2`$ \[Fig. 2(c)\] the orbit does not encircle a pin but forms a small loop which repeats every second plaquette. For $`n=4`$ and $`n=5`$ \[Fig. 2(d,e)\], orbits similar to $`n=2`$ occur, with the loop motion now repeating at every fourth or fifth plaquette, respectively. A similar process continues up through the $`n=7`$ step. For the $`n=8`$ step \[Fig. 2(f)\] and above, the particle is moving fast enough that the transverse width of the orbit is less than $`a`$, and no loops appear.

Figure 3 shows representative rectifying orbits. The particle orbits differ below and above a given step, as illustrated in Fig. 3(a,b) for the $`n=34`$ step. Below the step \[Fig. 3(a)\], the particle moves $`3a`$ in the $`x`$ direction and $`a`$ in the positive $`y`$ direction in a single period. A loop forms when the particle moves in the $`y`$ direction. Above the step \[Fig. 3(b)\], the particle moves $`4a`$ in the $`x`$ direction but still only $`a`$ in the $`y`$ direction in one period;

therefore, $`V_y`$ does not change at the $`V_x`$ jump. In Fig. 3(c), below the $`n=45`$ step, an orbit similar to that of Fig. 3(a) appears, except that the particle moves $`4a`$ in the $`x`$ direction in each period. The rectifying orbit above the $`45`$ step resembles that of Fig. 3(b), with the particle moving $`5a`$ in the $`x`$ direction in one period. In Fig. 3(d) ($`𝐟_{DC}=0.454`$) we show the negative rectification phase below the $`n=78`$ step. Here the particle jumps $`a`$ in the negative $`y`$ direction every seventh plaquette through a small kink. We do not observe loops in the trajectories for the negatively rectifying phases. Figure 3(e) ($`𝐟_{DC}=0.465`$) illustrates trajectories for a particle in the negative rectification region close to the $`n=78`$ step. The particle does not move in a specific orbit, but jumps intermittently over time between different orbits with $`V_y=(p/q)a\omega `$; however, $`V_x`$ remains fixed. Similar intermittent trajectory patterns appear in the rectifying phases near $`n=01`$, $`12`$, and $`23`$. Intermittent patterns occur only on the lower steps; above the $`n=8`$ step, only stable rectifying trajectories occur, as illustrated in Fig. 3(f) ($`𝐟_{DC}=0.514`$).

Rectifying phases occur for any $`A`$ large enough that the particle trajectory at $`𝐟_{DC}=0`$ encircles more than one pin. We have measured $`V_y/a\omega `$ for the same system shown in Fig. 1, but with an orbit at $`A=0.42`$ that encircles four pins. As in Fig. 1, steps in $`V_x`$ and transverse rectification in $`V_y`$ appear, but the step heights are now $`\mathrm{\Delta }V_x=2a\omega `$. We find that as $`A`$ is further increased, orbits that stably encircle $`p^2`$ pins, with $`p`$ integer, produce steps of height $`\mathrm{\Delta }V_x=pa\omega `$. We obtain very similar results for substrates with a $`1/r`$ or $`e^{\kappa r}/r`$ interaction.

The quantization of the particle velocity on the plateaus and the intermittent transitions between orbits can be explained using general properties of nonlinear maps. Define a map $`(x,y)(x^{}+n_xa,y^{}+n_ya)`$, from the position of the particle at the start of a period to that at the end, where we may restrict to $`0x,y,x^{},y^{}a`$, with $`n_x,n_y`$ integer. If there is a stable fixed point, $`(x,y)=(x^{},y^{})`$, then the particle translates by $`(n_xa,n_ya)`$ in time $`\omega ^1`$ and so has average velocity $`V_x,V_y`$ quantized in multiples of $`a\omega `$, as found above. If the $`qth`$ power of the map has a stable fixed point, there are instead steps of fractional heights $`(p/q)a\omega `$.

As $`𝐟_{DC}`$ increases, the periodic orbit becomes unstable, and a different periodic orbit with larger $`V_x`$ appears. This new orbit will be the next stable periodic orbit at higher drive. The transition to the new orbit can occur in one of three ways. (1) If both periodic orbits are stable simultaneously, the particle velocity will depend on the initial conditions in the transition regime. This was not observed. (2) The second periodic orbit could become stable at the same time that the first orbit becomes unstable. This behavior, which gives rise to infinitely sharp jumps in $`V_x`$, is not generic and hence not expected. (3) There can be a finite range of drive containing no stable periodic orbits. Over this range, the average velocity is not quantized. If, however, some orbits are close to stable, the particle will spend long times in these orbits, giving rise to intermittent behavior. This behavior is consistent with what we observe.

We now turn to a specific toy model illustrating some of these ideas. Consider a particle in a lattice of repulsive sites with $`a=1`$, where the potential minima between repulsive sites are at integer $`x`$ and $`y`$ values. The $`y`$ position of the particle is constrained to take only integer values, but the $`x`$ position can be any real value. To model the translation of the particle through the lattice, we separate the $`x`$ and $`y`$ motion, so that the particle moves first (i.) right, then (ii.) down, then (iii.) left, then (iv.) up. (i.): We apply the rule $`xx+v_r`$. (ii.): If $`x`$ is within $`0.25`$ of an integer, $`x`$ is set to that integer and $`y`$ is decremented by one. (iii.): Apply $`xxv_l`$. (iv.): As in (ii.) except $`y`$ is incremented by one. Here $`v_r`$ and $`v_l`$ are the velocity of the particle in the rightward and leftward parts of the cycle, respectively. In steps (ii.) and (iv.), the particle will only move to a new $`y`$ position if it reaches the minima between sites at the correct phase of the driving period, when transverse motion is possible. In this case, the particle slips into the next row and the $`x`$ coordinate of the particle is set to midway between the pinning sites. In Fig. 4 we show the time-averaged velocities $`V_x`$ and $`V_y`$ obtained with this model for fixed $`v_l=1.15`$ and increasing $`v_r`$, representing increasing $`𝐟_{DC}`$. As shown, this simple model produces both plateaus and ratcheting behavior. The sharp jumps in the velocity values are due to the discontinuity of the map function,

as in case (2) above; for smoother map functions, these jumps acquire a small but finite width. More complicated maps produce richer behavior, including occasional regimes of negative $`V_y`$.

The ratcheting behavior in both the model and simulations occurs near transitions in $`V_x`$ when the number of pinning centers the particle passes in one period changes, making it possible for the particle to interact asymmetrically with the pinning sites. For a clockwise orbit, the particle moves rapidly on the upper portion of the orbit, and is likely to scatter off the pinning site below when the orbit does not quite match $`na`$. On the lower part of the orbit, however, the particle is moving more slowly, and is likely to slip between the pinning sites above in spite of a small mismatch. The particle thus tends to ratchet in the positive $`y`$ direction. If the DC drive is reversed, downward motion should be preferred, as we observe.

Finally, we note that much of this behavior is specific to two or more dimensions. Consider a map $`xx^{}`$, subject to $`x+ax^{}+a`$ and $`\mathrm{d}x^{}/\mathrm{d}x0`$, true for overdamped motion in one dimension. It can then be shown that it is not possible to have stable periodic orbits with different values of the current. Systems with Shapiro steps do not exhibit jumps.

The phases we have described should be experimentally observable for vortex motion in superconductors with periodic pinning arrays and Josephson-junction arrays for low flux filling or rational filling fractions where vortex-vortex interactions are reduced. The rectifying properties discussed here can also be a powerful tool for species separation. For example, colloids with different charges or DC mobilities driven through a periodic array would be active ratchets since the rectified velocities can be controlled by $`n\omega a`$, unlike thermal ratchets which rely on Brownian motion. Another system in which the longitudinal velocity steps and transverse rectification could be observed is electrons undergoing classical cyclotron orbits in anti-dot arrays  for orbits where electrons encircle at least one anti-dot.

In conclusion, we have found that a novel form of rectification and phase locking occurs for a particle with a DC drive in the longitudinal direction and circular AC drive moving in a periodic substrate where the amplitude of the AC drive is large enough that the particle can encircle at least one substrate potential maximum. We find that the longitudinal velocity increases in a series of steps of height $`n\omega a`$. Along these steps the particle moves in orbits that are commensurate with the periodicity of the substrate. For regions near the longitudinal step, transitions to rectification in either transverse direction occurs. We have specifically demonstrated this model for vortices in superconductors with periodic pinning arrays and overdamped charge particles. With a simple toy model we have shown that the qualitative features of the phase locking and rectification can be captured.

Acknowledgments—We thank M. Chertkov and Z. Toroczkai for useful discussions. This work was supported by US DOE W-7405-ENG-36.


text:
# Particle Spectrum in Modified NMSSM

## Acknowledgments

The authors are grateful to D. I. Kazakov, L. B. Okun, and M. I. Vysotsky for stimulating discussions. Our work was supported by the Russian Foundation for Basic Research (RFBR) (projects ## 00-15-96786 and 00-15-96562).


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# Periodic orbit analysis of an elastodynamic resonator using shape deformation

## Abstract

We report the first definitive experimental observation of periodic orbits (POs) in the spectral properties of an elastodynamic system. The Fourier transform of the density of flexural modes show peaks that correspond to stable and unstable POs of a clover shaped quartz plate. We change the shape of the plate and find that the peaks corresponding to the POs that hit only the unperturbed sides are unchanged proving the correspondence. However, an exact match to the length of the main POs could be made only after a small rescaling of the experimental results. Statistical analysis of the level dynamics also shows the effect of the stable POs.

Mechanical wave systems show localization and band gaps similar to solid state systems raising the possibility of applications . An issue of current interest is if techniques developed in the analysis of quantum wave systems with chaotic classical counterparts can be applied to elastodynamic systems. The first experiments on elastodynamic systems were conducted with aluminum blocks and a statistical analysis was carried out . Waves can propagate in transverse and longitudinal modes in a solid and the application of analysis techniques developed in the context of quantum systems is not straightforward. There are two main approaches to analyzing quantum wave systems. The first is a statistical approach where the properties of the eigenvalues can be compared to the universal predictions of random matrix theory (RMT) . The second semiclassical approach uses the periodic orbits (POs) in the system as a framework to understand the structure of the eigenvalues . In recent experiments it has been shown that the flexural modes of plates show statistical properties described by RMT . However, the experimental observation of POs in elastodynamic systems has proven to be difficult.

A semiclassical theory using the biharmonic equation for the flexural modes of a thin plate suggests that a close correspondence between the modes and ray orbits may be expected for the elastodynamic system because of the similarity of the governing wave equations . However, experiments indicate that higher order corrections are required to capture the dispersion relation in plates at higher frequencies . Therefore the biharmonic equation is not always a good approximation for the flexural modes of a plate in a regime where semiclassical analysis can be applied. We reported in an earlier study using a clover shaped plate that the statistical properties indeed show deviations from universality due to the presence of stable POs, but the result of the periodic orbit analysis was unclear . Earlier studies with aluminum blocks have also yielded ambiguous results for the periodic orbits .

In this paper, we report the first detailed experimental study of the signatures of the periodic orbits in the spectral properties of an elastodynamical system. We perform measurements on a clover shaped quartz plate which has both stable and unstable POs (see Table I). Fourier transform is performed on the flexural density of modes using recently developed theoretical results for the dispersion relation . To test the robustness of the peaks, we change one of the parameters which defines the shape of the plate in small steps that also alters some of the POs. The peaks corresponding to POs which do not hit the perturbed side are observed to remain unchanged. Furthermore, the peaks corresponding to the POs which hit the perturbed side are observed to change, proving the correspondence. An exact match to the length of the main POs could be made only after a small rescaling of the experimental results. We also analyze the statistical properties of the elastodynamical resonances under parametric variation using the parametric number variance $`v(x)`$ and the velocity autocorrelation $`c(x)`$.

In the experiments, a fused quartz plate of thickness $`h=1.5875`$ mm with dimensions given in the caption to Table I is used. The plate is kept on three piezoelectric transducers (one transmitter and two receivers) and the vibrations of the plate are measured using a HP4395A Network Analyzer. Therefore the plate vibrates freely inside the chamber, the only contacts are through tiny ruby spheres that are attached to the transducers which do not perturb the resonances. The plate and the transducers are placed inside a temperature controlled chamber at 300 K and at a pressure below $`10^1`$ Torr to prevent losses due to air damping. A more detailed description of the experimental setup can be found in Ref. .

The vibrational modes of a thin plate can be divided into flexural and in-plane modes. These two types of modes obey different dispersion relations and it is therefore important to separate them before analyzing the data. To experimentally isolate the flexural class of modes, we increase the pressure inside the chamber, and measure the resonance spectrum at $``$ 300 Torr. The $`Q`$-factor of the flexural modes which is about $`10^5`$ decreases, whereas the $`Q`$-factor for the in-plane modes are unchanged . Thus the resonances corresponding to the flexural modes are identified.

In the first series of experiments, we sanded off material at one of the edges of the plate \[indicated by thick line in the inset to Fig. 1(a)\] in 61 small steps. This causes PO number 3 (shown in Table I) to decrease in length while PO number 4 remains unchanged. The flexural modes were measured for each step in a frequency interval between 52 kHz (mode number 80) and 352 kHz (mode number 605) with a frequency resolution of 5/8 Hz. We note that all modes in this frequency regime are two dimensional as the wavelength is much greater than the thickness of the plate. In the second series of experiments, the same edge is first sanded at an angle to completely destroy PO number 3 and the resulting shape is shown in the inset to Fig. 1(b). Then the same edge is sanded in 60 small steps and the flexural modes in the frequency interval between 52 kHz (mode number 78) and 252 kHz (mode number 398) are measured.

The change in the flexural modes as a function of mass removed $`m`$ due to sanding is shown in Fig. 1 for the two series of experiments (the total mass of the unperturbed plate was 21.35140 g). We observe that a number of modes are observed to split in Fig. 1(a) because the C4v point group symmetry of the shape of the plate is broken. One may expect some modes that are quantized about unperturbed PO number 4 to remain unchanged. However, none of the modes are observed to remain constant.

According to theoretical expectations, $`|F(l)|^2`$ versus length $`l`$ should show strong peaks at values corresponding to the length of the POs of the ray system which are listed in Table I. Therefore to check for the signatures of the POs in the elastodynamical spectra, we calculate the square of the Gaussian-weighted Fourier transform for all the 121 sets of flexural modes using

$$|F(l)|^2=\left|4\sqrt{\frac{\beta }{\pi }}_0^{k_{max}}\frac{e^{\beta k^2}}{k^r}e^{ikl}\rho (k)𝑑k\right|^2,$$
(1)
where $`\rho (k)`$ represents the density of modes $`_{in}\delta (kk_i)`$, $`n`$ is the total number of modes in a spectrum, and $`k_i`$ denotes the wavenumber of the $`i`$th mode. The parameter $`\beta `$ is chosen such as $`e^{\beta k_{max}^2}=0.01`$, a value sufficiently small to reduce the spurious oscillations of the peaks due to finite size effects, and $`r=0`$ following Ref. .

A new dispersion relation that relates the wavenumber $`k`$ to the frequency $`f`$ for plates has been calculated in Ref.  and is given by:

$$k=\frac{12^{1/4}}{h\sqrt{\kappa }}\sqrt{\mathrm{\Omega }}(1+a_1\mathrm{\Omega }+a_2\mathrm{\Omega }^2),$$
(2)
where $`\kappa =\sqrt{2/(1\nu )}`$, $`\mathrm{\Omega }=2\pi fh/c_s`$, and $`\nu `$ is the Poisson’s ratio. For fused quartz, $`\nu =0.16`$, $`c_s=3750`$ ms-1, $`a_1=0.177`$, and $`a_2=9.40\times 10^3`$. Until these recent results, only the first term in the expansion given in Eq. 2 was used to calculate $`k`$.

The $`|F(l)|^2`$ was obtained for each of the 121 sets of data and is plotted against $`0.92\times l`$ in Fig. 2. A number of strong peaks are observed. The locations and the strength of some of the peaks change while others remain constant. As noted earlier, the first series of perturbation decreases the length of the PO number 3 while keeping the PO number 4 constant. Indeed we observe in Fig. 2(a) that the peak at the length corresponding to these orbits splits with one peak shifting to a lower value and the other remaining unchanged (see Inset to Fig. 3 for detail). After the plate is perturbed to destroy PO number 3, the corresponding peak in Fig. 2(b) is observed to disappear.

We note that even the amplitude of the peaks changes in a way which is in agreement with the idea that the area of the tori associated with that PO contributes to the amplitude of the peak. For example the amplitude of the peak at 20.3 cm is decreasing as the plate is sanded and one of the tori is slowly destroyed (see Fig. 3). The amplitude is constant in the second series of experiments after the PO number 3 is completely destroyed (see Fig. 2(b)).

However while making a comparison with the actual length of the POs, we find that the peaks in the $`|F(l)|^2`$ occur at a slightly higher value. This is the reason for the factor $`0.92`$ which multiplies the length $`l`$ while presenting the results in Fig. 2. The source of this factor is unclear and does not appear to correspond to errors in the values of $`\nu `$ and $`c_s`$. After the scaling, several other peaks can be matched with the POs listed in Table I. Furthermore, it can be noted that the peaks corresponding to the POs which hit only the unperturbed dimensions are observed to be unchanged, while others are observed to change.

We note that because the peaks are somewhat shifted our earlier study in which we examined only the $`|F(l)|^2`$ for one set of data was inconclusive. By parametrically varying the modes and examining the Fourier transform of each set of modes, we are able to now say with confidence that the peaks in the $`|F(l)|^2`$ correspond to the POs of the elastodynamic system.

We also note that if the $`k`$ is calculated using only the first term in the dispersion relation given in Eq. 2, then the correspondence is not observed. Therefore the corrections to the dispersion relation which takes into account the three dimensional nature of the plate are necessary to make the correspondence. It is possible that an addition correction in the theoretical formula is required to account for the slight scaling which is still required to get an exact match.

We further analyze the statistical properties of the eigenvalues under parametric variation using the parametric number variance $`v(x)`$ and the velocity autocorrelation $`c(x)`$. Deviations may be expected from the universal forms for chaotic systems calculated using the 0-d nonlinear $`\sigma `$-model  because of the presence of stable POs. Most systems in nature have both stable and unstable POs, and therefore it is interesting to know the nature of the deviations. Therefore we also investigate the properties of the eigenvalues under parametric variation. The phase space explored by ray trajectories inside the clover geometry has been discussed in detail in Ref. . The clover geometry has both chaotic and integrable regions in its phase space and it is therefore an example of a mixed system. To analyze the data, we normalize the energy $`E`$ corresponding to the flexural modes in units of the local mean level spacing $`\mathrm{\Delta }`$ to obtain the normalized energy $`\epsilon =E/\mathrm{\Delta }`$ and the parameter $`m`$ in units of the square root of the local mean squared slope to give the rescaled external parameter $`x=\sqrt{\left(\frac{d\epsilon }{dm}\right)^2}m`$.

The parametric number variance $`v(x)`$ which measures the collective motion of levels under parametric variation  is defined as $`v(x)=(n(\epsilon ,x^{})n(\epsilon ,x^{}+x))^2,`$ where $`n(\epsilon ,x)`$ is the staircase function which counts the number of energy levels at fixed $`x`$ with energy lower than $`\epsilon `$, the average is over the normalized parameter $`x^{}`$ and $`\epsilon `$. $`v(x)`$ for the clover shaped plate with C4v point group symmetry and the plate without any symmetries is plotted in Fig. 4(a). $`v(x)`$ for the plate without symmetries is observed to be greater than the universal form for a completely chaotic system . Greater deviations are present in case of the data corresponding the first series of experiments, where the symmetry of the plate is being broken and degeneracies lifted.

To study the oscillations of the eigenvalues during perturbation, we calculated the velocity autocorrelation $`c(x)=\frac{\epsilon (x^{})}{x^{}}\frac{\epsilon (x^{}+x)}{x^{}}`$, where the average is over the parameter $`x^{}`$ and the energy $`\epsilon `$. For this correlator no analytical results exist for the intermediate values of $`x`$ therefore we compare our results to a curve numerically calculated by Mucciolo  which agrees with the analytical results in the limit of large and small $`x`$ . This form also agrees with the correlations observed in the spectra of plates with shapes that are completely chaotic . The result for $`c(x)`$ for the two series of experiments is shown in Fig. 4(b). The curve corresponding to the clover shaped plate without symmetries deviates from the universal results similar to that of $`v(x)`$. Therefore the presence of stable POs makes the oscillations slightly more irregular compared to the completely chaotic case which leads to smaller anti-correlations. Because of the added effect of breaking symmetry, the deviations from the universal results are even greater in the first series corresponding to Fig. 1(a).

In summary, the study provides the first conclusive evidence of the relevance of the periodic orbits in the analysis of elastodynamic systems. The ability to make this correspondence was possible only because of the systematic changes in the peaks of the Fourier transform due to shape deformation. However, even after using the improved relation for the dispersion relation, small discrepancy between the actual location of the peaks and the length of the periodic orbits is observed. We have further shown that the presence of the stable periodic orbits causes the level motions to fluctuate differently than the universal forms for completely chaotic systems.

We thank Olivier Brodier, Kristian Schaadt, and Taimur Ellahi for assistance in setting up the experiments, and Joel Norton for technical assistance. This work was supported by Research Corporation. A.K. was partially supported by a Alfred P. Sloan Fellowship.


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# Spin models on Platonic solids and asymptotic freedom

## Abstract

We consider a two-dimensional $`\sigma `$-model with discrete icosahedral/dodecahedral symmetry. We present high-precision finite-size numerical results that show that the continuum limit of this model is different from the continuum limit of the rotationally invariant $`O(3)`$ $`\sigma `$-model.

Recently, there has been interest in the critical behavior of two-dimensional $`\sigma `$-models in which the spins take values in some discrete subset of the sphere. In particular, two groups  studied the nearest-neighbor $`\sigma `$-model

$$H=\beta \underset{<ij>}{}𝝈_i𝝈_j,$$
(1)
in which the spins have unit length and belong to a Platonic solid, i.e. to a tetrahedron, cube, octahedron, icosahedron, or dodecahedron. Several quantities have been computed, the renormalized two-point function, the current-current correlation function, the finite-size scaling (FSS) curve for the second-moment correlation length, and the four-point renormalized coupling. Surprisingly enough, the results for the icosahedral and the dodecahedral model are very close to the $`O(3)`$ ones, suggesting that these three models might have the same continuum limit. Patrascioiu and Seiler  considered these results as evidence for the $`O(3)`$ $`\sigma `$-model not being asymptotically free, since the discrete-symmetry models have a finite $`\beta `$ phase transition, which cannot be described in perturbation theory. However, the overwhelming evidence we have collected in the years in favor of asymptotic freedom made Hasenfratz and Niedermayer  suggest that, may be, the icosahedral and the dodecahedral models have an asymptotically-free continuum limit, in spite of the fact that the critical point is at a finite value of $`\beta `$.

In Ref.  we showed that, by using some standard assumptions, the perturbative renormalization-group (RG) approach predicts that the suggestion of Hasenfratz and Niedermayer cannot be true. If the continuum limit of the $`O(3)`$ $`\sigma `$-model is correctly described by the perturbative RG, then any discrete-symmetry model cannot belong to the same universality class of the $`O(3)`$ $`\sigma `$-model.

The argument goes as follows. Consider the Hamiltonian

$$H=\beta \underset{<i,j>}{}𝝈_i𝝈_jh\underset{i}{}I_n(𝝈_i),$$
(2)
where $`𝝈_i`$ is an $`O(3)`$ unit spin and $`I_n(𝝈_i)`$ is a polynomial in $`𝝈_i`$ with the following properties: it has $`O(3)`$ spin $`n`$; the maxima (or minima) of $`I_n(𝝈_i)`$ correspond to a Platonic solid; it is invariant under the discrete-symmetry group of the solid. For all Platonic solids, it can be shown explicitly that such a polynomial exists. The model (2) interpolates between the $`O(3)`$ $`(h=0)`$ and the discrete-symmetry model $`(|h|=+\mathrm{})`$. Now, with quite standard assumptions, one can show that $`I_n(𝝈)`$ is a relevant perturbation of the $`O(3)`$ fixed point. In other words, any arbitrarily small perturbation with discrete symmetry of the $`O(3)`$ $`\sigma `$-model drives the system to a different fixed point .

This argument together with the numerical results of Refs.  puts asymptotic freedom on a dangerous ground since it shows that the conventional scenario is wrong if the icosahedral or the dodecahedral model have the same continuum limit of the $`O(3)`$ model. We have thus decided to extend the previous numerical work and indeed, we have found good evidence that the $`O(3)`$ model and the icosahedral model belong to different universality classes: the conventional scenario is saved. However, the surprising fact is that these differences appear only very near to the critical point, i.e. for $`\xi _{\mathrm{}}10^5`$!

In the numerical simulation we have considered the Hamiltonian (2) with

$`I_6(𝝈)`$ $`=`$ $`\sigma _z^65\sigma _z^4\left(\sigma _x^2+\sigma _y^2\right)+5\sigma _z^2\left(\sigma _x^2+\sigma _y^2\right)^2`$ (3)
$`+2\sigma _x\sigma _z\left(\sigma _x^410\sigma _x^2\sigma _y^2+\sigma _y^4\right),`$
and $`h=0.1`$. Such a polynomial is invariant under the rotation group of the icosahedron and of the dodecahedron. We measured the second-moment correlation length as defined in Refs. , and the spin-$`n`$ susceptibilities

$$\chi _n=\underset{x}{}P_n\left(\sigma _0\sigma _x\right),$$
(4)
where $`P_n(x)`$ is a Legendre polynomial, for $`n=1,3,4`$. Of course, $`\chi _1`$ is the standard susceptibility. For each observable $`𝒪(L,\beta )`$, we considered the so-called step function, i.e. the ratio $`𝒪(2L,\beta )/𝒪(L,\beta )`$, which, in the continuum limit should become a universal function of $`\xi (L,\beta )/L`$, i.e.

$$\frac{𝒪(2L,\beta )}{𝒪(L,\beta )}=F_𝒪\left(\frac{\xi (L,\beta )}{L}\right)+O(L^\omega ,\xi ^\omega ).$$
(5)
We measured the step function of these observables in the icosahedral theory (i.e. keeping $`h=0.1`$ fixed) and in the $`O(3)`$ model, thereby extending the results of Refs. . If the two models have the same continuum limit, the function computed for $`h=0.1`$ and $`h=0`$ should coincide.

In Figs. 1, 2 we report the numerical results for the spin-one susceptibility. The continuous line is a fit to the $`O(3)`$ data, while the points refer to the model with $`h=0.1`$. As observed in previous work, there is indeed very good agreement between the numerical results for the two models, but such an agreement disappears for $`\xi (L)/L1`$, where small discrepancies are observed. As it can be seen from Fig. 2, the icosahedral points are above the $`O(3)`$ curve and, more importantly, the discrepancy increases with $`L`$: the points with $`L=10`$–20 are systematically below the points with larger values of $`L`$.

Larger deviations are observed in Figs. 3 and 4 where we report the FSS curve for the spin-3 and spin-4 susceptibilities. Again, the numerical results for the icosahedral and the $`O(3)`$ model agree very nicely up to $`\xi (L)/L0.8`$-1, but then they indicate that the icosahedral FSS curve is steeper than the $`O(3)`$ one. Again, notice that the discrepancy between the results for two models increases with $`L`$, indicating that the observed effect is not due to corrections to scaling, i.e. it is not a lattice artifact disappearing in the continuum limit.

In conclusion, the numerical results we have presented show that the icosahedral and the $`O(3)`$ models belong to different universality classes. Note however that discrepancies are observed only for $`\xi (L)/L1`$, which corresponds to very large values of the infinite-volume correlation length. For instance, points with $`L=128`$ and $`\xi (L)/L0.94`$ correspond  to $`\xi _{\mathrm{}}10^5`$.


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# Analysis of Investment Policy in Belarus

## I Introduction

For the development of the long-term economic strategy and for realization of appropriate investment policy one needs the theoretical model of economic growth. All developed countries pay a considerable attention to researching of such theoretical models, as well as to developing of corresponding instrumental means that are important for calculation of the concrete prognoses and programs  .The practical experience, accumulated by many countries, demonstrates that the most effective tool for the development of strategic directions of an economic policy on a long-run period are the special economic-mathematical models of small dimension (macromodels). Such models are elaborated on the base of the theory of economic growth .

In traditional macromodels the principal attention is payed to the estimation of future dynamics of the investments that determine trajectories of the economic growth. However, economic growth depends not only on scales of investment resources, enclosed in economics: these trajectories are also determined by a number of the so-called quality factors . Moreover, the final economic growth results depend basically on these factors.

The orientation of economy to the extensive growth by escalating of wide area investments only cannot ensure an achievement of the useful final results without paying attention to the quality factors. The history of development of many countries, including the former USSR, shows the possibility of economical development by the principle of production for the sake of production. Economical system absorbs huge investment resources and augments volumetric parameters. Nevertheless this type of investment policy is not able to raise essentially standards of living.

The limited prospects of the economic development on the base of only extensive factors are demonstrated in the Solow model . The estimation of influence of technical progress is made on the basis of the Solow model with technical progress . This model accounts for the contribution of technical progress in the simplest way. It is based on the rather relative concept of autonomous progress advance. The intensity of the autonomous progress effect on production growth is completely determined by the time factor. A quantitative estimations of such effect are received on the basis of the production functions method. The parameters for this method are calculated by means of econometric processing of dynamic rows that define change of production volumes. A row of successive numbering of time periods (years, quarters or other periods) is used as a dynamic row, that corresponds to the change of technical progress.

In essence another approach to define the quality factors contribution to the growth of production volumes has been realized in growth model with effectiveness. This approach does not use insecure parameters of rather relative econometric models. It is based on a direct estimation of the change of an economic system material capabilities that are indispensable for the realization of social purposes. The growth model with effectiveness is most adequate for simulation of economic growth in the present economical situation for the Republic of Belarus. The main purpose of this work is to formulate the optimal planning problem for the growth model with effectiveness and solution of this problem: such solution is especially important for researches of economic growth problems, because it answers the main question that appears when choosing the investment policy. The essence of this question consists in choosing between maintenance of current demand (consumption) and maintenance of the future demand (capital investment). The solution of the optimal planning problem allows to point such investment policy, at which the economic system works at best. The formulation of the depends on the purposes that the economic system has. In this work one takes the most realistic version of such purpose - maximization of the welfare integral which is consumption per man during the modeled period of time.

The article is organized as follows: section II deals with the concept of production effectiveness. Growth model with effectiveness is described in section III. In section IV one considers optimal planning problem formulation. Maximum principle is applied in section V. Solution of the optmal planning problem is analyzed in section VI. Policy options are considered in section VII. Main achievements of this work are briefly concluded in section VIII.

## II Concept of production effectiveness

The growth model with effectiveness uses modern approach to predict the economic growth trajectory and define the quality factors contribution in increasing of production volumes. This approach does not rest on accident-sensitive parameters of rather conditional econometric models, but it is grounded on the direct estimation of those changes of material capabilities of an economical system that are necessary for realization of the chosen purposes. On the basis of such estimation it is expedient to draw a conclusion about the advance, reached in economics: one admits the existence of ”advance” only in the case, when the capabilities for implementation of the social and economic purposes are extended. At the same time, from the standpoint of the target approach, opening capabilities scales shows the degree of the obtained advances.

Within the framework of such an approach there is a more successful name for the identification of the advance, reached in economics. This name is ”increase of production effectiveness” (or, accordingly, its reduction, if the capabilities for the implementation of the social and economic purposes are reduced). This term is used in this work to reflect all quality factors influence on economic growth . Thus, the primary task of this chapter is to design a criteria index that should characterize change of production effectiveness on the macrolevel. Such an index should be used as one of the most important variables of the dynamic macromodel, which reflects the relationship of this macromodel with other macroeconomic indexes that describe the intensity of production and use of resources, as far as accumulation and non-productive consumption. Within the framework of the dynamical macromodel of economical growth, the submodel of the production effectiveness has been developed from the standpoint of the target approach . The economical system under consideration is supposed to be closed in the sense that the total amount of the needs is fulfiled at the expense of the production only. The system does not move its production into other countries in the debt or gratuitously (that does not eliminate barter with an environment on the equivalent basis for the coordination of commodity pattern of production with consumption pattern).

To define an effectiveness criterion of production it is necessary to reveal the certain economical form of the operational outcome of the economical system and resources, used for its achievement. For this purpose one needs to define not only spatial - organizational, but also temporal boundaries of this system in order to reveal and to agree final output indexes with the initial input factors involved in the process of production.

If we abstract from the natural and external economical factors and consider the effectiveness of an economical system, without taking into account its temporal boundaries, then the labour force is the only used resource, and the amount of created material benefits and services intended only for the non-productive consumption is the outcome of the system operation. In this case it would be possible to define the effectiveness index on the basis of the simple comparison of the total final consumption and used labour force. It is always necessary to associate an estimation of effectiveness with the particular time frame, therefore time also should play a role of the factor that limits the frameworks of the economical system. The inputs and outputs of the system reflect not the connection with the environment. The evolution of the system depends on the past and defines the future evolution of the system. The relations of the resources reproduction costs to their volumes are the relevant characteristics of the reproduction process. For example the consumption per man $`\psi `$ reflects the level of workers material benefits. Any change of this index substantially determines the dynamics of all indexes of the population welfare. The relation of gross investment $`S`$ to a volume of accumulated productive capital $`K`$

$$\omega =\frac{S}{K}$$
(1)
predetermines the rate of capital growth in a decisive measure. The estimations $`\psi `$ and $`\omega `$ are connected with the indexes of labour productivity $`p`$ and capital per man $`r`$ as follows

$$p=\psi +\omega r.$$
(2)
This ratio is a consequence of the balance identity $`Y=C+S`$, where $`Y`$ \- output, $`C`$ \- consumption, which originates from the assumption about closure of the considered economical system (see fig.1).

To derive the equation (2) from the balance identity, one has to divide it by the labour force volume $`L`$ and take into consideration that

$$\frac{S}{L}=\frac{S}{K}\frac{K}{L}=\omega r.$$
(3)
Relative resource estimations $`\psi `$ and $`\omega `$ can be accepted as objective functions that describe the implementation degree of two main purposes of the reproductive process. These purposes form one general purpose of an economical system. Here we denote it as ”integral purpose”. It implies the maximization of satisfaction of current and future needs of society. The index of effectiveness should serve as the objective function that permits to estimate quantitatively the integral purpose implementation.

For the concrete definition of the integral purpose and the integral index of effectiveness it is necessary to distribute the priorities between two introduced primary purposes. This distribution leads to their coordination and resolving of the contradiction between the primary purposes. Such priorities are reflected quantitatively at distribution of the gross internal product to parts intended for reproduction of two kinds of manufacturing resources. The purposes of the society define the proportions of such distribution and concretize the effectiveness index formula that should serve as the integral object function of the reproduction process.

Below all variables are counted for the given year. Here we assume that during t-th year the usage of the manpower quantity $`L_t`$ and capital of the volume $`K_t`$ makes the gross internal product of the volume $`Y_t`$. The corresponding values of the relative indexes of labour productivity and capital per man are peer $`p_t`$ and $`r_t`$, respectively. The indexes $`p_t`$ and $`r_t`$ are the most important quantitative characteristics of the process of reproduction as generalized technology on the macrolevel. Though their values don’t determine base-line values of the object functions $`\psi _t`$ and $`\omega _t`$ uniquely, but they limit the area of their possible values. In accordance with the general limiting condition the above indicated main balance identity reads

$$p_t=\psi _t+\omega _tr_t.$$
(4)
The particular values of estimations $`\psi _t`$ and $`\omega _t`$ can be derived from the area, restricted by the equality (4). This area depends on the distribution of the made gross internal product, which arrests the norm of accumulation $`\delta _t`$. The last is defined as the fraction of the gross accumulation in the total amount of the gross internal product

$$\delta _t=\frac{S_t}{Y_t}.$$
(5)
At the given norm of accumulation and the certain labour productivity level as well as capital per man, the values of object functions are determined uniquely according to the formulas

$`\psi _t=(1\delta _t)p_t,`$ (6)
$`\omega _t={\displaystyle \frac{\delta _tp_t}{r_t}}.`$ (7)
Their values are the starting point for the analysis of the effectiveness dynamics.

Here we consider the values of variables for the next year $`t+1`$. The capital per man increases to the value of $`r_{t+1}`$. The labour productivity for the given capital per man reaches the value $`p_{t+1}`$. The dynamics of the reproduction process effectiveness characterizes the change of the implementation capabilities of two main purposes that have to be reflected in the change of area of acceptable values of the object functions $`\omega `$ and $`\psi `$. In order to estimate the degree of the indicated change quantitatively one needs to compare labour productivity in current year with the value $`\psi _t+\omega _tr_{t+1}`$, which describes that minimal production volume per man. This allows to keep the values of the object functions $`\omega `$

and $`\psi `$ at the level of the basic year.

$$p_{t+1}=\psi _t+\omega _tr_{t+1}.$$
(8)
The last corresponds to the equal effectiveness of production in current and basic years. It means that the values of both object functions can be saved at a basic level and both can not be increased at once. Note that actual values of estimations $`\omega `$ and $`\psi `$ in one year $`t+1`$ can differ from $`\psi _t`$ and $`\omega _t`$, but one of them will be more basic, and another will be less.

Assume the labour productivity level in one year $`t+1`$ surpasses the bound

$`p_{t+1}>\psi _t+\omega _tr_{t+1}.`$

Therefore in this year there appears the possibility for simultaneous increase of values of two object functions in contrast to the year $`t`$. As mentioned before these object functions describe the level of implementation of the main purposes of the reproduction process. It gives the ground to suppose that in one year $`t+1`$ the value of the integral object function is augmented and, therefore, the level of efficiency is raised. Moreover, the value of a difference $`p_{t+1}\psi _t\omega _tr_{t+1}`$ allows to judge that there appeared capability to increase the values of object functions $`\omega `$. Therefore this difference can serve as the characteristic of the effectiveness increase degree.

The actual increment of labour productivity $`\mathrm{\Delta }p_t=p_{t+1}p_t`$ can be decomposed in two parts

$`\mathrm{\Delta }_1`$ $`=`$ $`\psi _t+\omega _tr_{t+1}p_t,`$ (9)
$`\mathrm{\Delta }_2`$ $`=`$ $`p_{t+1}\psi _t\omega _tr_{t+1}.`$ (10)
The value $`\mathrm{\Delta }_1`$ represents the increment of the labour productivity, at which the level of effectiveness remains invariable. It can also be interpreted as the increment of theproductivity reached at the expense of the extensive increase of the capital per man (at the basic level of the effectiveness ). Another part of the increment of labour productivity $`\mathrm{\Delta }_2`$ quantitatively characterizes the additional capabilities of implementation of the main purposes of production appeared in one year $`t+1`$. We start from the reason that the growth of the effectiveness is the only source of increase of such capabilities. Therefore it is possible to consider the value $`\mathrm{\Delta }_2`$ as the increment of the productivity reached at the expense of the increase of efficiency. The ratio of the increment $`\mathrm{\Delta }_2`$ to the base-line value of the labour productivity

$$\frac{\mathrm{\Delta }_2}{p_t}=\frac{p_{t+1}\psi _t\omega _tr_{t+1}}{p_t}.$$
(11)
represents the rate of the productivity increment at the expense of the effectiveness increase. This ratio can be identified with the rate of the increment of the effectiveness of production.

In equation (10) we replace $`p_{t+1}`$ with $`p_t+\mathrm{\Delta }p_t`$ and $`r_{t+1}`$ with $`r_t+\mathrm{\Delta }r_t`$ and simplify it using the balance identity (2). The rate of the increment of effectiveness depends on the pure increments of the labour productivity $`\mathrm{\Delta }p_t`$ and capital per man $`\mathrm{\Delta }r_t`$

$$\frac{\mathrm{\Delta }_2}{p_t}=\frac{p_{t+1}\psi _t\omega _tr_{t+1}}{p_t}.$$
(12)
The equation (11) can be rewritten using the absolute increases of the corresponding indexes to the rates of their change. For this purpose one substitutes the intensity of reproduction of the capital from the formula (6) into equation (11):

$`i_\phi `$ $`=`$ $`{\displaystyle \frac{1}{p_t}}\left(\mathrm{\Delta }p_t{\displaystyle \frac{\delta _tp_t}{r_t}}\mathrm{\Delta }r_t\right)`$ (13)
$`=`$ $`{\displaystyle \frac{\mathrm{\Delta }p_t}{p_t}}\delta _t{\displaystyle \frac{\mathrm{\Delta }r_t}{r_t}}.`$ (14)
Here we introduce the notations for rates of increment of the corresponding indexes $`i_P=\frac{\mathrm{\Delta }p_t}{p_t}`$ and $`i_r=\frac{\mathrm{\Delta }r_t}{r_t}`$. Then the estimation of dynamics of a production effectiveness takes the form

$$i_\phi =i_p\delta i_r$$
(15)
Thus, the conducted analysis results in a conclusion that the reference point for the society that seeks to achieve the social and economic purposes, can’t serve the increase of labour productivity, which traditionally was considered to be the main criteria index in our economics. The obtained two equivalent dynamical formulas of the index of a production effectiveness (11) and (12) demonstrate that for the estimation of outcomes of the economical development it is necessary to correct the growth of labour productivity allowing for the change of the capital per man. The bigger part of the made gross internal product is routed to the reproduction of the productive capital, the more is the deviation of the dynamics of the criteria index of effectiveness from dynamics of labour productivity. The last can serve as the main reference point of control only in that case, when the capital per man remains invariable. In this work we consider the usage of the effectiveness index as the preferred reference point of control.

## III Growth model with effectiveness

The following six main macroeconomic indexes have been selected as variables of the Growth model with effectiveness $`r`$ \- capital per man, $`p`$ \- output per man, $`\psi `$ \- consumption per man, $`\omega `$ \- saving per capital, $`\lambda `$ \- sum of amortization rate and population rate, $`i_\phi `$ \- the rate of economics effectiveness.

For simplification of model and its analysis the following preconditions are adopted: the number of workers in economics changes with constant rate of increment $`n`$, (so that the dynamics of employment can be recorded with the help of the function $`L=L_0e^{nt}`$). The amortization rate $`\beta `$ is also invariable. Besides the differential form of notation is used. This form is more convenient for solution and analysis and widely used in the literature on economic-mathematical modeling . For conversion to the differential form one supposes, that the values of the considered economical indexes are continuously differentiable functions of time. The increments of indexes per unit of time, selected as a step for the analysis, are substituted by derivative from functions that describe their dynamics.

The main equation of the model is based on the definition of the effectiveness index. The formula (11), derived earlier for the estimation of dynamics of effectiveness and introduced in the incremental form, can be converted to the following equivalent equation in the differential form

$$\dot{p}(t)=i_\phi (t)p(t)+\omega (t)\dot{r}(t).$$
(16)
The differential equation (13) is included in the developed macroeconomic model and plays the role of production function, which links indexes of capital per man and labour productivity. Besides, the model includes the main balance identity (2)

$$p(t)=\psi (t)+\omega (t)r(t).$$
(17)
The ratio (6) can be rewritten in differential form as follows

$$\omega (t)r(t)=\delta (t)p(t).$$
(18)
The differential equation for $`r`$ comes from the equation of capital dinamics

$$dK=S(t)\beta K(t).$$
(19)
To pass from the increment of capital to the index of the increment of capital per man, it is necessary to differentiate the formula for capital per man

$`dr`$ $`=`$ $`d\left({\displaystyle \frac{K(t)}{L(t)}}\right)`$ (20)
$`=`$ $`{\displaystyle \frac{dKL(t)K(t)dL}{L(t)^2}}`$ (21)
$`=`$ $`{\displaystyle \frac{dK}{L(t)}}{\displaystyle \frac{K(t)}{L(t)}}{\displaystyle \frac{dL}{L(t)}}.`$ (22)
Here we introduce the population rate $`n=\frac{dL(t)}{L(t)}`$. The last assumption allows to rewrite equation (17) in the following form:

$`dr`$ $`=`$ $`{\displaystyle \frac{S(t)\beta K(t)}{L(t)}}nr(t)`$ (23)
$`=`$ $`{\displaystyle \frac{S(t)}{L(t)}}(\beta +n)r(t).`$ (24)
Now in (18) instead of $`\frac{S(t)}{L(t)}`$ we put equivalent expression from (3), and for the sum of two constants $`n+\beta `$ we enter new identification $`\lambda =n+\beta `$. Then it is possible to enter into the model the equation, that reflects the correlation between capital per man and saving per capital.

$$\dot{r}(t)=(\omega (t)\lambda )r(t).$$
(25)
Equations (13) - (15) and (19) form the set of four equations, which describes the correlations between six abovelisted main macroeconomic indexes.

## IV Optimal planning problem formulation

It is nessesary to emphasize that this model is represented by six variables and four equations. Therefore, the obtained set of equations (13)-(15),(19) is incomplete. In order to close the set of equations one introduces control variables that describe investment policy. It is possible to do by assuming $`i_\phi =const`$ and $`\omega (t)`$ is a control variable. Then one can formulate optimal planning problem. First, it is necessary to construct a target functional. The task of the central planning establishment is to select a feasible trajectory $`\omega (t)`$ that is the optimum for achievement of some economic target. The economic target of central planning organ should be based on the standards of living, estimated by the consumption level. In particular, it is presumed that the central planning organ has an utility function, which determines utility $`U`$ at any moment of time as a function of consumption per man $`U=U[\psi (t)]`$. We assume that the utility function is doubly differentiable and that the marginal utility is positive and non-increasing function. Therefore, the utility function is concave and monotonically increasing function. The utility function determines utility in a certain year. However, the problem of the central planning organ is to select the whole trajectory of consumption per man. For this purpose it is necessary to compare indexes of utility that correspond to different years. Suppose, that utilities in different years do not depend on each other. The utility in any year does not depend on either consumption or utility in any other year directly. Utilities for different years are supposed to be additive. This assumption is based on the fact, that the proximate consumption is more important, than distant. We suppose that the norm of discounting $`d`$ is constant and positive. The bigger norm of discounting testifies the greater preference of the utilities closest in time. Suspecting the exponential behavior of the discounting, we receive the value of utility in year $`t`$ equal to $`e^{d(tt_0)}U[\psi (t)]`$. During the indicated time period from $`t_0`$ to $`t_1`$ the welfare $`W`$, corresponding to the pathway of consumption per man $`\psi (t)`$, is determined by integrating of all instantaneous utilities over the whole interval. The time planning horizon $`t_1`$ can be finite or infinite. In case this time is finite, it is necessary to set the minimally acceptable value of capital per man in final year to ensure the possibility of consumption outside the given horizon of time. Here we try to avoid difficulties, connected with the definition of the minimal value of capital per man in a final moment of time. Consider, that $`t_1`$ is indefinite, so the control trajectory is selected for all times in the future.

However, in this case the welfare integral can miss. The convergence of an integral is guaranteed, if the following conditions are satisfied: the initial value of capital per man is less than the maximal accessible level $`\stackrel{~}{k}`$ and the norm of discounting is positive. In this case $`c(t)f(\stackrel{~}{k})`$ and

$$\underset{t_0}{\overset{\mathrm{}}{}}e^{d(tt_0)}U(\psi (t))𝑑t\underset{t_0}{\overset{\mathrm{}}{}}e^{d(tt_0)}U(f(\stackrel{~}{k}))𝑑t=\frac{U(f(\stackrel{~}{k}))}{d}.$$
(26)
So the integral of welfare is bounded above.

We choose $`r(t)`$ and $`p(t)`$ as state variables. We express consumption per man through control and state variables from (14). Then we receive optimal planning problem for model with effectiveness

$`W`$ $`=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}e^{dt}U(p\omega r)𝑑t\underset{\omega (t)}{max},`$ (27)
$`\dot{r}`$ $`=`$ $`(\omega \lambda )r,`$ (28)
$`\dot{p}`$ $`=`$ $`pi_\phi +\omega (\omega \lambda )r,`$ (29)
$`r(0)`$ $`=`$ $`r_0,`$ (30)
$`p(0)`$ $`=`$ $`p_0.`$ (31)
## V Applying of the Maximum principle

In this section we derive the equation for the saving per capital trajectory. When solving optimal planning problems with the help of the Maximum principle, for each coordinate of state variables vector $`x`$ a costate variable is used. The Hamiltonian function is $`H(x,y,u,t)=I(x,u,t)+yf(x,u,t)`$, where $`I(x,u,t)`$ stands for the integrand of a target functional, $`f(x,u,t)`$ for the vector of motion equations right parts, $`u`$ for control. We find functions $`u(t)`$, $`x(t)`$, $`y(t)`$ that satisfy the following conditions

$`\underset{u}{max}H(x,u,y,t),t_0`$ $``$ $`t,`$ (32)
$`\dot{x}`$ $`=`$ $`{\displaystyle \frac{H}{y}},x(t_0)=x_0,`$ (33)
$`\dot{y}`$ $`=`$ $`{\displaystyle \frac{H}{x}},`$ (34)
$`H`$ $`=`$ $`e^{d(tt_0)}U(p\omega r)+y_r(\omega \lambda )r+y_p\left[pi_\phi +\omega (\omega \lambda )r\right].`$ (35)
where $`y_r`$, $`y_p`$ are costate variables. Finally, by using of Eqs. (22) - (24) we can write the problem to be solved in the following form

$`0`$ $`=`$ $`e^{dt}U^{}(p\omega r)+y_r+2y_p\omega y_p\lambda ,`$ (36)
$`\dot{r}`$ $`=`$ $`(\omega \lambda )r,`$ (37)
$`\dot{p}`$ $`=`$ $`pi_\phi +\omega (\omega \lambda )r,`$ (38)
$`\dot{y}_r`$ $`=`$ $`\omega e^{dt}U^{}(p\omega r)y_r(\omega \lambda )y_p\omega (\omega \lambda ),`$ (39)
$`\dot{y}_p`$ $`=`$ $`e^{dt}U^{}(p\omega r)y_pi_\phi .`$ (40)
The system of five equations with five unknown functions is then obtained. Four equations of this system are differential, one is algebraic. Solution of this system of equations is equivalent to the solution of the problem (21).

The set of equations (26) - (30) has the solution for any kind of the utility function. However in this work we perform the analysis of the elementary case $`U(z)=z`$. In this case Eqs. (29) and (30) for costate variables $`y_r`$ and $`y_p`$ do not depend on state ones $`r`$ and $`p`$. In order to find an optimal savings trajectory $`\omega (t)`$ we have to solve only three equations (26), (29), and (30). After that one can find state variables $`r`$ and $`p`$. As a first step we obtain from Eq. (26) an explicit formula for $`\omega (t)`$ written as a function of costate variables $`y_r`$ and $`y_p`$:

$$\omega =\frac{\lambda }{2}+\frac{\chi y_r}{2y_p},$$
(41)
where $`\chi =exp(dt)`$ is an exponential function. Note, that the solution of eq.(30) for $`y_p`$ can be written in the analytical form

$$y_p(t)=y_p(0)e^{\mu t}+\frac{1}{\mu d}(e^{\mu t}e^{dt}),$$
(42)
where $`\mu =i_\phi `$. Having differentiated the left and right parts of eq. (31), one arrives at

$$\dot{\omega }=\frac{1}{2}\frac{(\dot{y}_r\dot{\chi })y_p(y_r\chi )\dot{y}_p}{y_p^2}.$$
(43)
By rewriting Eq. (31) in the following form

$$\frac{y_r\chi }{y_p}=\lambda 2\omega .$$
(44)
and substituting it in the right part of Eq. (33), we find

$$\dot{\omega }=\frac{1}{2}\frac{(\dot{y}_r\dot{\chi })}{y_p}+\frac{1}{2}\frac{\dot{y}_p}{y_p}(\lambda 2\omega ).$$
(45)
Then we replace $`\dot{y}_r`$ and $`\dot{y}_p`$ in the right part of eq. (29) and (30) respectively with the intermediate result

$$\dot{\omega }=\frac{1}{2}\frac{[\omega \chi y_r(\omega \lambda )y_p\omega (\omega \lambda )\chi ]}{y_p}+\frac{1}{2}\frac{(\chi y_p\mu )}{y_p}(\lambda 2\omega ).$$
(46)
Finally, we substitute the ratio of costate variables

$$\frac{y_r}{y_p}=\lambda 2\omega +\frac{\chi }{y_p}.$$
(47)
found from Eq. (34) in the equation (36) and obtain the following differential equation for saving per capital

$$\dot{\omega }=\frac{1}{2}\omega ^2+(\mu +\lambda +\frac{\chi }{y_p})\omega \frac{\lambda ^2}{2}\frac{(2\lambda +d)\chi }{2y_p}\frac{\mu \lambda }{2}.$$
(48)
Found equation together with Eq. (32) is equivalent to the optimal planning problem (21). Solution of this equation gives an optimal savings trajectory $`\omega (t)`$.

## VI Optimal Savings Trajectory

The differential linear equation (38) is Riccati equation which can be solved by standard methods.. For the parameters values $`\mu =0.015`$, $`d=0.2`$ (corresponding to decreasing significance of consumption in e times for 5 years), $`\lambda =0.02`$, and the initial value $`\omega (0)=0.05`$, the solution of the Riccati equation (38) has been found numerically by the Runge-Kutta method. The obtained solution is shown in figure 2.

The equation (38) enables analytical consideration in the asymptotic limit when $`\mathrm{exp}((d\mu )t)0`$, i.e. when $`d>\mu `$ and $`t>>1/(d\mu )`$. In this case we can neglect those terms in Eq. (38) proportional to $`\chi /y_p`$ with a result

$$\dot{\omega }=\frac{3}{2}\omega ^2+\mu \omega \frac{\lambda (\lambda +\mu )}{2}=\frac{1}{2}(\omega \omega _{})(\omega \omega _+),$$
(49)
where $`\omega _\pm =(\lambda +\mu )\pm \sqrt{\mu (\lambda +\mu )}`$. Note, that this equation is known as equation of interacting masses. Having integrated it we obtain an asymptotic optimal trajectory

$$\omega (t)=\frac{\omega _{}\mathrm{exp}(t\sqrt{\mu (\lambda +\mu )})+c\omega _+}{\mathrm{exp}(t\sqrt{\mu (\lambda +\mu )})+c}$$
(50)
where the constant $`c`$ is defined by the values $`\omega _\pm `$ and the value of $`\omega (t_{\mathrm{}})=\omega _{\mathrm{}}`$ taken as “initial” value for the asymptotic regime of evolution

$`c=(\omega _{\mathrm{}}\omega _{})(\omega _+\omega _{\mathrm{}}).`$

As it follows from obtained solution an asymptotic trajectory will be slightly increased if $`\omega _{}<\omega _{\mathrm{}}<\omega _+`$, being restricted by the value of $`\omega _+=(\lambda +\mu )+\sqrt{\mu (\lambda +\mu )}`$. An asymptotic behavior of state variable $`r`$ is obtained from Eq. (27) by taking into account Eq. (40)

$$r=\stackrel{~}{r}\mathrm{exp}((\mu +\sqrt{\mu (\lambda +\mu )})t)\left(\mathrm{exp}((\sqrt{\mu (\lambda +\mu )})t)+c\right)^2,$$
(51)
where $`\stackrel{~}{r}`$ is a rate-fixing constant.

## VII Policy Options

There are two main applications of this analysis : recommendations to the government for investment policy development and prediction of a long-run period macroeconomic system development.

To define recommended investment volume in the current year, we need to obtain the stock of capital statistical data for this year and to find the optimal saving per capital value using the optimal planning problem solution. Then we can evaluate the investment volume as a product of $`K`$ and $`\omega `$. The next year we change the optimal planning problem parameters to improve the accuracy of calculation. The procedure of recommended investment volume evaluation remains invariable. Thus this method allows the optimization of the investment policy during any period of time.

Variables from economic growth models play important role in models of other important fields of economic life too. A financial programming method combines these models . The optimal planning problem for the model with effectiveness can serve as a part of financial programming systems . The solution of the optimal planning problem may be useful for evaluating financial programming system parameters.

To predict long-run period macroeconomic system development we put optimal saving per capital trajectory into the growth model with effectiveness and then calculate all macroeconomic variables from this model. Table 1 shows predictions based on the Republic of Belarus economic parameters. Optimal saving per capital trajectory for this model is the result of the optimal planning problem solution from this work.

Table 1 shows that this variant of macroeconomic strategy allows the extension of productivity potential by increasing the capital per man by 72.4 % and the output per man by 55.5 %. The total growth of consumption per man is 51.6 %.

## VIII Conclusions

The main result of this article is the optimal investment trajectory for Belarus for the period of 2000-2020. The number of additional results may be of use for the investment policy development in other countries and other periods. The nonlinear system of equations allows to analyze dependencies between trajectories of main macroeconomic variables. The asymptotic solution shows long-run perspectives of macroeconomic system. Equation from this work may be used in financial programming systems.

A possible improvment of the present model is connected with the splitting of capital in two parts - private industrial capital and public overhead capital. Besides, a more realistic utility function can be chosen for the model. The results of the inprovements will be published elsewhere.

## Acknowledgement

Useful advises of professor Komkov are gratefully acknowledged.