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# I Introduction

## I Introduction

The two-dimensional statically screened Coulomb potential $`V_s(r)`$ plays a central role in the physics of semiconductor heterostructures near the band gap, especially with respect to their linear and nonlinear optical properties when the influence of excitons is properly taken into account. Although already considered three decades ago, it has nevertheless received a lot of recent attention and been analyzed using different approaches such as the WKB approximation, perturbation theory, variational calculation or numerical resolution based on the variable-phase method.

Using a variable-phase approach to count the bound states allowed by $`V_s(r)`$ — only a finite number of them exist — and making a connection with the Levinson’s theorem in two dimensions, Portnoi and Galbraith recently proposed a beautiful and intriguing relationship between the critical screening lengths (scaled to the exciton Bohr radius) and the number of bound states for a given value of the angular momentum ($`l0`$):

$$(r_s)__c=\frac{(N+2l)(N+2l+1)}{2}(N0).$$
(1)
(the original notation used $`\nu =N+1`$, whereas we focus on the number $`N`$ of nodes of the wavefunctions); they admitted that its analytical derivation had still to be found. They then proceeded to derive a formula giving the number of bound states as a function of $`r_s`$, which markedly differs from a WKB estimate and from the Bargmann bound condition reformulated for the two-dimensional case.

In this work, we show that semiclassical quantum theory simply demonstrates that Eq. (1) is unfortunately not strictly exact for $`l=0`$ states, and that a previous estimate using the WKB approximation is incorrect. Using a variational calculation, we also give upper bounds for $`(r_s)__c`$ in the case $`l1`$, which are nearly given by Eq. (1).

## II Semiclassical quantum theory and the two-dimensional screened Coulomb potential

The two-dimensional screened Coulomb potential $`V_s`$ has a very simple form when expressed in wavevector space:

$$V_s(q)=\frac{4\pi }{q+q_s},\left(q_s\frac{1}{r_s}\right)$$
(2)
where we have adopted the same units as in Ref.  (the length scale is the effective Bohr radius $`a_0`$ and the energy scale is the three-dimensional exciton energy $`R`$). In real space, it reads

$$V_s(r)=\frac{2}{r}\left\{1\frac{\pi }{2}q_sr[𝐇_0(q_sr)N_0(q_sr)]\right\},$$
(3)
where $`𝐇_0`$ and $`N_0`$ are the Struve and Neumann functions, respectively. The term between braces in Eq. (3) goes down to 0 like $`r_s^2/r^2`$ as $`r`$ goes to infinity, which is a much reduced decrease with respect to the exponential decay occurring in three dimensions.

Let us now turn to the semiclassical quantum theory approximation for a potential $`V(r)`$. Using conformal mapping, Yi and collaborators have shown that the two-dimensional formulation of energy quantization may be written as

$$_{r_1}^{r_2}\sqrt{EV_{\mathrm{eff}}(r)}𝑑r=\left(N+\frac{1}{2}\right)\pi ,(N0)$$
(4)
where $`V_{\mathrm{eff}}(r)=V(r)+l^2/r^2`$, while $`r_1`$ and $`r_2`$ are the classical turning points. They have proved that Eq. (4) gives exact results in several cases, and excellent ones for the energy levels of impurity states in an arbitrary external magnetic field. Since we are looking for the critical values of $`r_s`$ at which new bound states appear at zero energy, we can set $`E=0`$ in Eq. (4) so that, for $`s`$ eigenstates of $`V_s`$,

$$_0^+\mathrm{}\sqrt{\frac{2}{r}\left\{1\frac{\pi }{2}q_sr[𝐇_0(q_sr)N_0(q_sr)]\right\}}𝑑r=\left(N+\frac{1}{2}\right)\pi .$$
(5)
In the following we call $`(\stackrel{~}{r_s})__c`$ the value obtained by using the semiclassical approximation in contrast to the exact one. Eq. (5) gives

$$(\stackrel{~}{r_s})__c=\frac{1}{2}\left(\frac{\pi }{2}\right)^2\left(N+\frac{1}{2}\right)^2$$
(6)
$$=_0^+\mathrm{}\sqrt{1\frac{\pi }{2}u^2[𝐇_0(u^2)N_0(u^2)]}𝑑u.$$
(7)
As is usual with semiclassical expressions, we expect Eq. (6) to be accurate when $`N1`$. If Eq. (1) were true, we would find $`2=\pi `$, so as to get the correct leading dependence of $`(r_s)__c`$ in $`N^2`$. $``$ has been numerically evaluated by first calculating the integral between 0 and 10, and then bracketing the integral from 10 to $`+\mathrm{}`$ by using the asymptotic expansion of $`𝐇_0N_0`$. The same procedure, repeated for an intermediate bound of 20, gave the same result, namely

$$23.14057414.$$
(8)
It definitely differs from $`\pi `$, even though the relative error is only about $`3.24\times 10^4`$. Consequently, for $`l=0`$ states and large $`N`$’s, $`(r_s)__c`$ should be different from Eq. (1).

Portnoi and Galbraith  compared Eq. (1) with the WKB prediction of Reyes and del Castillo-Mussot for $`l=0`$ states, and observed a disagreement by a factor 2.5. By contrast, Eq. (8) satisfactorily removes the discrepancy. Why then do our semiclassical approximation and the WKB result differ by such a large amount ? The explanation probably comes from the tricky use of WKB wavefunctions and asymptotic expansions in Eqs. (7)–(12) of Ref. . In particular, their Eq. (12) contains $`_0^1w^{7/6}\sqrt{1w}𝑑w`$, which diverges. Admittedly, this integral can formally be written as $`B(3/2,1/6)`$, whose true value is -6.72 instead of the given -2.81.

## III Upper bounds for the critical screening lengths

At this point, we have merely shown that Eq. (1) cannot be exact for $`l=0`$ states, since it does not verify the large $`N`$ limit. Strictly speaking, we cannot use this argument to reject the hypothesis that $`(r_s)__c=`$1, 3, 6, 10, … for $`l=0`$ and $`N`$ = 1, 2, 3, 4 … or more generally, for low-energy states. However, because of the near-coincidence of $`2`$ with $`\pi `$, one may have second thoughts about the accuracy of $`(r_s)__c`$: $`V_s`$ is very long range because of its $`1/r^3`$ decrease at infinity. Others calculations, not detailed here, seem to indicate that $`(r_s)__c(N=0,l2)>l(2l+1)`$.

For this reason, we have also relied on a variational method to provide further information. Rescaling the lengths to $`x=r/r_s`$, the Schrödinger equation verified by the radial wavefunctions $`\psi _0(x)`$ of zero energy reads

$$\psi _0^{\prime \prime }(x)+\frac{1}{x}\psi _0^{}(x)+\left(\frac{2r_s}{x}\left\{1\frac{\pi }{2}x[𝐇_0(x)N_0(x)]\right\}\frac{l^2}{x^2}\right)\psi _0(x)=0.$$
(9)
We can then follow Hulthén and Laurikainen’s method — first developed to determine critical screening lengths for the Yukawa potential in three dimensions — to calculate upper bounds for $`(r_s)__c`$ when $`l1`$. The principle of their method is to find extrema in $`\lambda `$ of $`\stackrel{~}{J}\lambda \stackrel{~}{N}`$, now defined by

$`\stackrel{~}{J}`$ $`=`$ $`{\displaystyle _0^+\mathrm{}}𝑑x\varphi _{}^{}{}_{}{}^{2}(x)+\left(l^2{\displaystyle \frac{1}{4}}\right){\displaystyle _0^+\mathrm{}}𝑑x{\displaystyle \frac{\varphi ^2(x)}{x^2}}`$ (10)
$`\stackrel{~}{N}`$ $`=`$ $`{\displaystyle _0^+\mathrm{}}𝑑x\varphi ^2(x){\displaystyle \frac{2}{x}}\left(1{\displaystyle \frac{\pi }{2}}x[𝐇_0(x)N_0(x)]\right)`$ (11)
in which $`\varphi `$ is a trial function expanded on a set $`\{\phi _1,\mathrm{},\phi _M\}`$.

There are well-known difficulties with this approach: (i) the trial functions must be chosen so as to converge towards the true eigenfunction of $`V_s`$ (ii) convergence rapidly deteriorates with $`N`$ (iii) the number of significant digits with which the matrix elements of $`\stackrel{~}{J}`$ and $`\stackrel{~}{N}`$ must be computed greatly increases with $`M`$. None the less, preliminary numerical computations with admittedly nonoptimal $`\{\phi _j\}`$ and $`M=9`$ already lead to the data compiled in Table I. We can note that three values lie below the prediction of Eq. (1), thereby confirming the semiclassical results given above and indicating that true degeneracy might not exist at $`E=0`$ for states of different $`l`$’s, after all.

## IV Conclusion

In conclusion, we have shown that Eq. (1), proposed by Portnoi and Galbraith to describe the critical screening lengths for the two-dimensional statically screened Coulomb potential $`V_s`$, is unfortunately not strictly exact. This does not invalidate the variable-phase method approach, which is quite useful: the discrepancy between the exact values and the proposed integers is rather small. The reason for such a result is probably that $`V_s`$ has the same asymptotic behavior than another potential, for which the critical lengths are exactly given by Eq. (1). This should stimulate further work on two-dimensional excitonic screening, which is a subtle and exciting problem.


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# Vector condensation in QCD

The properties of the QCD vacuum at quark chemical potentials on the order of the pion mass and at zero temperature are by now quite well understood. The insight into this non-perturbative regime of QCD is obtained using chiral perturbation theory at non-zero quark chemical potentials . The results apply not only to ordinary QCD but also to two color QCD and to QCD with quarks in the adjoint representation of the color group. Some of these realizations of QCD does not have a sign problem at finite chemical potential and hence can be studied by standard lattice methods as well. This has lead to a fruitful interplay between lattice calculations and chiral perturbation theory (see  for an extensive list of references). The central observation of all these studies is the condensation of specific goldstone channels. The critical chemical potentials at which the condensation occur can be understood in terms of the Bolzman weight in the partition function since the effective theory at lowest order describes a non-interacting Bose gas. For example, non-zero densities in QCD with $`N_c=N_f=2`$ set in for isospin chemical potential $`\mu _I>m_\pi `$ or baryon chemical potential $`\mu _B>m_\pi `$ . This is so since in this theory there is no goldstone mode with non-zero third component of isospin and non-zero baryon charge.

The effects at next to leading order in the chiral expansion have been studied in two colour QCD at finite baryon chemical potential . The renormalized theory at next to leading order confirms that the critical baryon chemical potential is $`\mu _B=m_\pi `$. In addition the critical exponents at the phase transition was calculated. Surprisingly, they remain at the mean field values.

The inclusion of a set of massive spin-one vectors, $`A_\nu `$, in lowest order chiral perturbation theory for two-color QCD was studied in . In this case the effective Lagrangian must respect global $`SU(2N_f)`$ transformations and is given by

$`_{eff}`$ $`=`$ $`f^2\mathrm{Tr}\left[D_\nu \mathrm{\Sigma }D^\nu \mathrm{\Sigma }^{}\right]+m_V^2\mathrm{Tr}\left[A_\nu A^\nu \right]+h^2\mathrm{Tr}\left[A_\nu \mathrm{\Sigma }A^{T\nu }\mathrm{\Sigma }^{}\right]`$ (1)
$`+`$ $`isf^2\mathrm{Tr}\left[A_\nu \mathrm{\Sigma }D^\nu \mathrm{\Sigma }^{}\right]+f^2m_\pi ^2\mathrm{Tr}[\mathrm{\Sigma }+^{}\mathrm{\Sigma }^{}]{\displaystyle \frac{1}{2g^2}}\mathrm{Tr}\left[F_{\rho \nu }F^{\rho \nu }\right],`$
where $`\mathrm{\Sigma }SU(2N_f)/Sp(2N_f)`$, $`A_\nu SU(2N_f)`$, and $`F^{\rho \nu }=^\rho A^\nu ^\nu A^\rho i[A^\rho ,A^\nu ]`$. The effect of a non-zero baryon chemical potential, $`\mu _B`$, in this theory was examined in . The chemical potential enters through ($`B`$ is the baryon charge matrix)

$$_0\mathrm{\Sigma }_0\mathrm{\Sigma }i\mu _B[B,\mathrm{\Sigma }]\mathrm{and}_0A_\rho _0A_\rho i\mu _B[B,A_\rho ].$$
(2)
From the quadratic terms in $`A_\nu `$ of $`_{eff}`$ one can calculate the masses of the $`(2N_f)^21`$ vectors as a function of $`\mu _B`$. An explicit calculation for $`N_f=2`$ shows that  three of the 15 vector masses are degenerate and independent of $`\mu _B`$. The latter 12 vector states mix as a function of $`\mu _B`$. The mixing is not complete, since it splits into 4 sections each containing 3 vector states. Three of these sections have the same mass spectrum. Moreover all 4 sectors have a massless mode at $`\mu _B=M_S`$, where $`M_S`$ is the mass of the lightest vector at $`\mu _B=0`$. The fact that the vector mass vanishes suggests that these 4 modes condense at this and higher values of the chemical potential.

The method outlined here and given in detail in  directly applies to three color QCD as well as to QCD with quarks in the adjoint representation. For instance, one can calculate the vector masses in three colour QCD at finite isospin chemical potential, $`\mu _I`$, where condensation in the $`\rho `$-channel is expected to occur at $`\mu _I=m_\rho `$. Note that this prediction can be examined by means of lattice simulations.


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# Untitled Document

Evidence of Lévy stable process in tokamak
edge turbulence
R. Jha1, P. K. Kaw1, D. R. Kulkarni2, J. C. Parikh2, and ADITYA Team1

1. Institute for Plasma Research, Bhat, Gandhinagar-382 428, INDIA
2. Physical Research Laboratory, Navarangpura, Ahmedabad- 380 009, INDIA

ABSTRACT

In an effort to understand the fundamental physics of turbulent transport of particles and heat in a tokamak, the floating potential fluctuations in the the scrape-off layer plasma of ohmically heated ADITYA tokamak are analysed for self-similarity using distribution function approach. It is observed that the distribution function of a sum of $`n`$ data points converges to a Lévy distribution of scale index, $`\alpha `$ = 1.111 for $`n`$ 40 and $`\alpha `$ = 2.0 for larger $`n`$. In both scaling ranges, the edge fluctuation is self-similar. This observation is backed by several supporting evidences. The results indicate that the small scale fluctuations transport matter and heat dominantly by convection whereas the transport due to large scale fluctuations is by a diffusive process.
PACS numbers: 52.35.Ra, 47.27.Qb, 05.40.Fb

Experimental observations  and numerical simulations  have shown that random fluctuations in the edge plasma of a tokamak exhibit a tendency to organize themselves into coherent structures. These structures are expected to play an important role in causing transport of particles, a topic of considerable interest in modern fusion devices. The measurement of fluctuation induced particle flux shows bursty nature . An attempt has been made to explain the bursty nature of particle transport in terms of self organized criticality (SOC) as indicated by the observation of long range time correlation and self similarity in the fluctuation data . However, whether or not the long range correlation is a manifestation of SOC (and a breakdown of the standard transport paradigm) is an open question .

In this paper, we carry out an additional investigation of bursty nature of particle transport in tokamak in terms of Lévy flights. The paradigm of Lévy flight has been used recently to explain anomalous transport in such diverse subjects as fluid dynamics , transient polymers , subrecoil laser cooling , human heart beat , movement of stocks in financial markets  and fluid turbulence . The Lévy scale index, $`\alpha `$ is intimately related to the index, $`\nu `$ of the transport equation : $`<R^2(t)>=Dt^\nu `$, where $`<R^2(t)>`$ is the mean square distance travelled by the test particle in the random field in time $`t`$ and $`D`$ is the transport coefficient. For a diffusive transport, $`\nu =1`$ whereas $`\nu >1`$ indicates anomalous transport. In general, $`\alpha =2/\nu `$ and hence $`0\alpha <2`$ represents anomalous transport . To demonstrate Lévy process and the resultant self- similarity, we have followed the approach of probability distribution function (PDF) . This approach is superior because the PDF involves the entire range of fluctuation amplitude unlike the rescaled range (R/S) analysis which essentially describes the two point function of the PDF . We provide evidence of a self- similar non-Gaussian process, which is a Lévy process, over a range of time scales up to 3 times the correlation time ($`\tau _{ac}`$). At longer time scales the process is Gaussian. The observation implies a new paradigm of turbulent transport in tokamaks, viz., anomalous transport at short time scales and diffusive transport at larger time scales.

It has been shown by Lévy  that the sum of $`n`$ independent stochastic variables, with a probability distribution having power-law wings, converges to a stable process characterized by the Lévy distribution. The process is stable because the PDF of the sum, $`Z_n=_{i=1}^nX_i`$, of the stochastic variables $`\{X\}`$, has the same functional form as the PDF of $`X_i`$. The PDF of a symmetrical Levy stable process is given by

$$p(Z_n)=\frac{1}{\pi }_0^{\mathrm{}}\mathrm{exp}(n\gamma q^\alpha )\mathrm{cos}(qZ_n)𝑑q$$
(1)
where $`\alpha `$ $`(0<\alpha 2)`$ and $`\gamma (>0)`$ are the scale index and scale factor respectively. If the central region of the distribution is well described by a Lévy stable process, then the the probability of return to the origin is given by :

$$p(Z_n=0)=\frac{\mathrm{\Gamma }(1/\alpha )}{\pi \alpha (n\gamma )^{1/\alpha }}$$
(2)
where $`\mathrm{\Gamma }`$ is a Gamma function. The Lévy stable symmetrical distributions rescale under the following transformations:

$$Z_s=\frac{Z_n}{n^{1/\alpha }}$$
(3)
and

$$p_s(Z_s)=n^{1/\alpha }p(Z_n)$$
(4)
Although Lévy stable process is characterized by infinite variance, the existence of finite variance in physical systems is treated either by introduction of spatiotemporal coupling  or by means of truncated Lévy distribution (TLD) where an exponential tail is imposed on the values of the stochastic variable . The TLD is a Lévy stable process. In this paper, we report the evidence of a Lévy stable process in the turbulent edge plasma of ohmically heated ADITYA tokamak.

For this experiment, ADITYA tokamak is operated with with the following discharge parameters: plasma current, $`I_p`$ = 64$`\pm `$4 kA, toroidal magnetic field at axis, $`B_T`$ = 0.75 T, chord averaged plasma density, $`\overline{n_e}=1\times 10^{19}m^3`$, major radius ,$`R_0`$ = 0.75 m, minor radius, $`a`$= 0.25 m. The floating potential is measured using a poloidal array of Langmuir probes made up of molydenum wires (length = 3.5 mm, diameter= 1 mm, separation= 3 mm) and located in the Scrape-off layer plasma 3 mm behind the limiter. The probes on a movable shaft are mounted on the top port, toroidally $`72^o`$ away from the limiter in the electron side. The data are aquired at a sampling rate of 1 MHz in the time window 25-49 ms. The mean potential lies between -4 to 1 volts. The fluctuation data are generated after removing the 1 ms running average. With this procedure, we expect to remove the very low frequency fluctuations which are not part of plasma turbulence. A stationary segment of data during 35-49 ms are chosen from seven discharges (8746-48 and 8752-55) for further analysis. The autocorrelation time, $`\tau _{ac}`$= 12 $`\mu `$s. The autocorrelation function falls sharply and crosses zero at about $`t/\tau _{ac}=2`$ with no evidence of algebric tail.

For further analysis, stationary fluctuation time series from 7 discharges are normalized with their root mean square (RMS) amplitude and stacked together. The distribution function is obtained using 980000 data points. This is shown in Fig.(1), together with a Gaussian having the same variables. The PDF of the fluctuation is nearly symmetrical (skewness = -0.38) but has a non-neglible kurtosis (1.24). The evidence of high kurtosis is seen in the distribution peaked near the origin. We next try to fit the PDF of the fluctuations data to a Lévy distribution.

In order to determine the Lévy scale index $`\alpha `$, the number of convolutions is chosen in the logarithmic intervals, $`n=2^{i1}`$, where $`i=`$1,2, … 11. The original time series is divided into non-overlapping blocks of $`n`$ data points and a new variable, $`Z_n`$ is generated for each block. The new time series is then subjected to Lévy analysis. The probability of return to origin, $`p(Z_n=0)`$ is plotted as a function of $`n`$. This is done for the following reasons: (i) the distribution function is most accurate at $`Z_n=0`$, and (ii) the analytical form of only $`p(Z_n=0)`$ is known \[Eq.(2)\]. It is observed that on a log-log plot (Fig. 2), there are two clear slopes with values -0.9 and -0.5 in the $`n`$-ranges 1-40 and 40-500 respectively. The slope with value -0.9 corresponds to Lévy index $`\alpha `$ = 1.111 and that with value -0.5 to $`\alpha `$ = 2.0. The values of the scale factor, $`\gamma `$ in the two scaling ranges are 0.64$`\pm `$0.06 and 8.03$`\pm `$0.76 respectively. It is important to note that the cross-over to a Gaussian process takes place at $`n=n_x=`$ 40 which is much larger than that expected form the central limit theorem .

In Fig.(3a) we compare the PDF observed for $`n`$=1 with the Lévy stable distribution of the scale index, $`\alpha `$=1.111 and scale factor, $`\gamma `$=0.59. The Lévy distribution is a good fit in the central region of the PDF upto 3$`\sigma `$ values of the stochastic variable. Beyond 3$`\sigma `$, the PDF departs from both Lévy and Gaussian forms. Note that the values of $`\alpha `$ and $`\gamma `$ are obtained in the self-similarity range of $`n`$=1-32 $`\mu `$s. This range represents small scale fluctuations in the floating potential. Figure 3(b) shows the full distribution function for the $`n`$values 1, 2, 4, 8, 16 and 32. As the number of convolutions increases, the distribution function becomes broad and the peak value (or, the probability of return to origin) decreases. If the stochastic variable, $`Z_n`$ and the distribution function, $`p(Z_n)`$ are rescaled in accordance with Eq.(3) and Eq.(4) respectively, the distribution functions, $`p_s(Z_s)`$ collapse on $`n=`$1 distribution (Fig. 3(c)). Thus, the distribution functions of different convolutions are self-similar in the range $`n=`$1 to 32. A self-similarity is also obtained for $`n`$values 64, 128, 256 and 512 by using $`\alpha `$=2.0 and $`\gamma `$=8.03$`\pm `$0.76. Figure 4 shows the rescaled distribution functions in the two scaling regimes on the same graph. The difference of $`\mathrm{log}(p_s(Z_s=0))`$ values in the first and the second scaling regimes provides a measure of the ’distance’, $`\mathrm{\Delta }`$ between the two scaling regimes . The $`\mathrm{\Delta }`$ 0.6 for the results shown in Fig. 4 indicates that the ’distance’ is significantly large.

We have verified the above results by carrying out the following analysis: (i) the root mean square (RMS) amplitude of the stochastic variable ($`Z_n`$), $`\sigma _{Z_n}`$ shows a power-law behaviour, $`\sigma _{Z_n}n^{\nu /2}`$. The exponent, $`\nu `$=1.8 in the short time scaling range ($`n`$=1-32) whereas, $`\nu `$=1.0 in the long time scaling range ($`n`$=100-800). Thus, the small scale fluctuations show non-Gaussian PDF and a self-similar scaling behaviour. The long scales show self-similarity of Gaussian type. It can be argued that the RMS amplitude of potential fluctuation is proportional to the root mean square distance travelled by a test particle in the random field . (ii) the rescaled range ($`R/S`$) analysis on the combined data set shows a somewhat longer scaling range at short time scales ($`n`$= 1-128) having Hurst parameter, $`H`$=0.9. At long time scales, $`n`$=256-4096, the value of $`H`$ = 0.6. One is tempted to interpret it as an evidence of long range self-smilarity of non-Gaussian type. However, it should be pointed out that $`R/S`$ range analysis has tendency to give somewhat higher values of $`H`$ . Therefore, we consider that at long time range, the fluctuation data show self-similarity of Gaussian type. (iii) when we calculate the kurtosis ($`K`$) of the time series corresponding to different convolutions ($`n`$), it is observed that kurtosis decreases with increasing $`n`$ and $`K<`$ 0.2 for $`n>`$ 60. This result is similar to those reported earlier in tokamak  and stellerator . Thus, the small scale fluctuations are non-Gaussian whereas the large scales are Gaussian.

In conclusion, we have presented evidences of a Lévy stable process in tokamak edge turbulence. The sum of $`n`$ data points of a fluctuation time series converges to a Lévy distribution of scale index, $`\alpha `$=1.111 for $`n40`$ and $`\alpha `$= 2.0 for larger $`n`$. The probability distribution functions are self similar in both scaling ranges. This observation is backed by several supporting evidences.

We finally give a possible interpretation of these observations and speculate on their implication for the problem of bursty transport due to turbulence in the tokamak edge region. We have earlier carried out conditional statistical analysis of Langmuir probe data in the edge of tokamak ADITYA (for similar discharges) and shown that the fluctuations are dominated by coherent structures which appear intermittently in space and time, typically lasting 25-30 $`\mu `$s and having poloidal scale lengths of a few cm. These structures are also associated with sharp radial potential gradients separating the last closed magnetic surface from the scrape-off layer plasma. Bursts of turbulent transport into the scrape-off layers are related to intermittent breakdown of radial confinement and the coherent structures extending into the open field line regions. We believe that the non-gaussian PDFs of potential fluctuation ($`\varphi `$) described above are due to such coherent structures. For time scales longer than the life time ($``$ 25-30 $`\mu `$s), we observe only a randomized average behaviour and hence infer only Gaussian statistics and diffusive behaviour. For shorter time scales, on the other hand, convective effects due to coherent structures dominate and we observe the anomalous behaviour, $`<R^2>t^\nu `$ with $`\nu `$=1.8. We may also make an estimate of the enhancement of turbulent transport due to convective effects introduced by the presence of coherent eddy-like structures by using the analysis of Rosenbluth et al. . The enhancement factor $`f=D^{}/DP^{1/2}`$ where the Peclet number $`Pvd/D`$ is the ratio of the diffusion time to the eddy turn-over time. For a typical eddy size of $`d1`$ cm, the typical eddy velocity, $`vcE/B10^5`$ cm/s and diffusion coefficient, $`D10^4`$ cm2/s , we find an enhancement factor $`f3`$. Thus, the presence of transient coherent eddies can give sudden avalanche- like enhancements of transport by a factor of 3 or more, resulting in bursty nature of transport.

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* The tokamak edge plasma is dominated by low frequency electrostatic turbulence in which the radial displacement ($`R`$) is given by $`𝐄\times 𝐁`$ motion, viz., $`dR/dt=(1/RB)\varphi /\theta `$, where $`B`$ is the magnetic field, $`\varphi `$ is the electric potential. Noting further that the plasma has mean poloidal velocity of order $`v_0`$, we find $`R\varphi /v_0B`$ indicating the potential $`\varphi `$ is a direct measure of radial displacement.
* B. A. Carreras et al., Phys. Plasmas 6, 1885 (1999).
* R. Jha et al., Phys. Rev. Lett. 69, 1375 (1992); R. Jha and Y. C. Saxena, Phys. Plasmas 3, 2979 (1996).
* V. Carbone et al., Phys. Plasmas 7, 445 (2000).
* M. N. Rosenbluth et al., Phys. Fluids 30, 2636 (1987).
* R. Jha et al., Nucl. Fusion 33, 1201 (1993).

FIGURE CAPTION

1. The probability distribution function (PDF) of floating potential fluctuation. The amplitude ($`Z`$) is normalized to the standard deviation. The symbol (open circle) shows the experimental data points whereas the dotted line shows a Gaussian PDF of unity standard deviation.
2. The probability of return to the origin, $`p(Z_n=0)`$ as a function of the number of data points ($`n`$) in the non-overlapping blocks. For $`n`$=1024 and beyond, the PDF is not well defined and $`p(Z_n=0)`$ estimates may be in error. Since we have filtered out time scales larger that 1 ms, they do not contribute to the PDF.
3. (a) The PDF, $`p(Z)`$ for the experimeental data (bullets) together with the Gaussian distribution (dotted line) and the Lévy distribution (solid line), (b) the PDF, $`p(Z_n)`$ vs. $`Z_n`$ for different $`n`$. The width of $`p(Z_n)`$ increases with increasing $`n`$, (c) the rescaled PDF, $`p_s(Z_s)`$ for the first six convolutions ($`n=`$1-32).
4. The comparision of rescaled PDF, $`p_s(Z_s)`$ in the scaling ranges, $`n=`$1-32 (solid lines, without symbol) and $`n=`$64-512 (with symbols).

Figure 1

Figure 2

Figure 3

Figure 4


text:
# 1 Introduction

## 1 Introduction

Recently there has been an increasing interest in gravity on de Sitter (dS) spacetimes . The motivation for this comes partially from recent astrophysical data indicating a positive cosmological constant , but apart from phenomenological aspects, it also remains an outstanding challenge to understand the role of de Sitter space in string theory, to clarify the microscopic origin of de Sitter entropy , and to study in which way the holographic principle  is realized in the case of de Sitter gravity. Whereas string theory on anti-de Sitter spaces is known to have a dual description in terms of certain superconformal field theories , no such explicit duality was known up to now for dS spacetimes. Based on , where the first evidence for a dS/CFT correspondence was given, and on related ideas that appeared in , Strominger proposed recently a holographic duality relating quantum gravity on dSD to a Euclidean conformal field theory residing on the past boundary $`^{}`$ of dSD . In particular, he considered three-dimensional de Sitter gravity, and showed that it admits an asymptotic symmetry algebra consisting of two copies of Virasoro algebras with central charges $`c=\stackrel{~}{c}=3l/2G`$, where $`l`$ is the dS3 curvature radius, and $`G`$ denotes Newton’s constant111This generalizes the result of Brown and Henneaux  to the case of positive cosmological constant.. This central charge was then rederived by other methods in , where also further evidence for a dS/CFT correspondence was given.
The purpose of the present paper is to show that in the case of $`2+1`$-dimensional Einstein gravity with positive cosmological constant, the dual CFT in question is Euclidean Liouville field theory222Cf. also  for the appearance of the Liouville equation and Liouville action in slightly different contexts.. This provides an explicit example of a dS/CFT correspondence, and shows how the asymptotic symmetries of dS3 are realized in the dual conformal field theory. To establish this correspondence, we shall make use of the Chern-Simons formulation  of pure gravity in $`2+1`$ dimensions, and we will closely follow the analogous work that has been done for anti-de Sitter space .
The remainder of this paper is organized as follows:
In the next section, we briefly review the Chern-Simons formulation of three-dimensional Einstein gravity with positive cosmological constant, and translate the de Sitter boundary conditions on the metric  in terms of the CS connection. In section 3, we show that the first part of these conditions implies the reduction of the Chern-Simons action to a nonchiral SL$`(2,\text{})`$ WZNW model. In 4, we make use of the remaining boundary conditions in order to further reduce the WZNW model to Liouville field theory, which lives on the past boundary $`^{}`$ of dS3. The appendix contains our conventions.

## 2 De Sitter Gravity as Chern-Simons Theory

Pure $`2+1`$-dimensional gravity with positive cosmological constant $`\mathrm{\Lambda }=1/l^2`$ is described by the action

$$S=\frac{1}{16\pi G}d^3x\sqrt{g}(R2\mathrm{\Lambda }).$$
(2.1)
The equations of motion following from (2.1) admit the de Sitter solution333This is related to the planar slicing of dS3 given in  by setting $`\tau =l\mathrm{exp}(t)`$. The past boundary $`^{}`$ ($`t\mathrm{}`$) corresponds then to $`\tau \mathrm{}`$. The Carter-Penrose diagram can be found in .

$$ds^2=\frac{l^2}{\tau ^2}d\tau ^2+\tau ^2dzd\overline{z}.$$
(2.2)
An asymptotically de Sitter geometry  is one for which the metric behaves for $`\tau \mathrm{}`$ as

$`g_{z\overline{z}}`$ $`=`$ $`{\displaystyle \frac{\tau ^2}{2}}+𝒪(1),`$
$`g_{zz}`$ $`=`$ $`𝒪(1),`$
$`g_{\tau \tau }`$ $`=`$ $`{\displaystyle \frac{l^2}{\tau ^2}}+𝒪(\tau ^4),`$ (2.3)
$`g_{z\tau }`$ $`=`$ $`𝒪(\tau ^3).`$
Past infinity $`^{}`$ is a spacelike cylinder parametrized by the coordinates $`\varphi \varphi +2\pi `$ and $`y`$, where we set $`z=\varphi +iy`$. We denote this surface by $`\mathrm{\Sigma }`$.

In what follows, we shall make essential use of the fact that $`2+1`$-dimensional de Sitter gravity can be formulated as an SL$`(2,\text{})`$ Chern-Simons theory , with action

$$S=\frac{is}{4\pi }\mathrm{Tr}(AdA+\frac{2}{3}AAA)\frac{is}{4\pi }\mathrm{Tr}(\overline{A}d\overline{A}+\frac{2}{3}\overline{A}\overline{A}\overline{A}),$$
(2.4)
where, in our conventions (cf. appendix),

$$s=\frac{l}{4G},$$
(2.5)
and $`A`$ denotes an SL$`(2,\text{})`$ gauge field. (2.1) and (2.4) are equivalent, if we identify

$$A=A^a\tau _a=\left(\omega ^a+\frac{i}{l}e^a\right)\tau _a,\overline{A}=\overline{A}^a\tau _a=\left(\omega ^a\frac{i}{l}e^a\right)\tau _a,a=0,1,2,$$
(2.6)
where $`e^a`$ is the dreibein, $`\omega ^a=\frac{1}{2}ϵ^{abc}\omega _{bc}`$ the SL$`(2,\text{})`$ spin connection, and the $`\tau _a`$ are the SL$`(2,\text{})`$ generators (cf. appendix).
Modulo total derivatives444Boundary terms will be considered below., the action (2.4) can be rewritten as

$$S=S_{CS}[A]S_{CS}[\overline{A}],$$
(2.7)
with

$$S_{CS}[A]=\frac{is}{4\pi }d^3x\mathrm{Tr}(\dot{A}_\tau A_\varphi \dot{A}_\varphi A_\tau +2A_yF_{\tau \varphi }),$$
(2.8)
where a dot denotes the derivative with respect to $`y`$, and $`F=dA+AA`$.
In terms of the connection $`A`$, the boundary conditions (2.3) read

$$A=\left(\begin{array}{cc}\frac{d\tau }{2\tau }& 𝒪(1/\tau )\\ & \\ \frac{i\tau }{l}dz& \frac{d\tau }{2\tau }\end{array}\right),\overline{A}=\left(\begin{array}{cc}\frac{d\tau }{2\tau }& \frac{i\tau }{l}d\overline{z}\\ & \\ 𝒪(1/\tau )& \frac{d\tau }{2\tau }\end{array}\right).$$
(2.9)
Like in the AdS case , we can state two essential points concerning the asymptotic behaviour (2.9) of the connection:

1. The components $`A_{\overline{z}}`$ and $`\overline{A}_z`$ are set to zero asymptotically.
2. $`A_z^+=A_z^1+iA_z^2`$ and $`\overline{A}_{\overline{z}}^{}=\overline{A}_{\overline{z}}^1i\overline{A}_{\overline{z}}^2`$ are independent of $`z,\overline{z}`$ to leading order in $`\tau `$. Also, $`A_z^0`$ and $`\overline{A}_{\overline{z}}^0`$ vanish.

In section 3, following , we show that the first condition implies a reduction of the Chern-Simons action to a nonchiral WZNW model. The second condition then provides the constraints for a further reduction from the WZNW model to Liouville theory.

## 3 Reduction to a WZNW Model

When $`A_{\overline{z}}`$ and $`\overline{A}_z`$ are required to vanish on the boundary $`^{}=\mathrm{\Sigma }`$, the action (2.7) is not extremal on-shell. Instead, $`\delta S`$ equals the surface term $`\delta [\frac{s}{4\pi }_\mathrm{\Sigma }𝑑\varphi 𝑑y\mathrm{Tr}(A_\varphi ^2+\overline{A}_\varphi ^2)]`$. In order to cancel this, we must add a boundary term to the action (2.7), leading to the improved action555Surface terms that arise at $`y_1`$ and $`y_2`$ will be discussed in section 4. Besides, de Sitter space has two spacelike conformal boundaries $`^{}`$ and $`^+`$, so that in principle additional boundary terms at $`^+`$ have to be taken into account. However, since we are only interested in the asymptotic dynamics of the gravitational field near $`^{}`$, we will ignore such surface terms. Some discussion of the problems that arise due to the presence of a second boundary can be found in , where it was argued that in spite of the fact that de Sitter space has two boundaries, the dual description of de Sitter gravity is provided by a single CFT.

$$S=S_{CS}[A]+\frac{s}{4\pi }_\mathrm{\Sigma }𝑑\varphi 𝑑y\mathrm{Tr}[(A_\varphi )^2]S_{CS}[\overline{A}]+\frac{s}{4\pi }_\mathrm{\Sigma }𝑑\varphi 𝑑y\mathrm{Tr}[(\overline{A}_\varphi )^2].$$
(3.1)
We recognize that $`A_y`$ and $`\overline{A}_y`$ are Lagrange multipliers that implement the Gauss law constraints $`F_{\tau \varphi }=\overline{F}_{\tau \varphi }=0`$. These are easily solved by666We did not consider possible holonomies, that appear as additional zero modes in (3.2).

$$A_\mu =G_1^1_\mu G_1,\overline{A}_\mu =G_2^1_\mu G_2,$$
(3.2)
where $`G_{1,2}`$ have the asymptotic behaviour

$$G_1g_1(z,\overline{z})\left(\begin{array}{cc}\sqrt{\frac{\tau }{l}}& 0\\ & \\ 0& \sqrt{\frac{l}{\tau }}\end{array}\right),G_2g_2(z,\overline{z})\left(\begin{array}{cc}\sqrt{\frac{l}{\tau }}& 0\\ & \\ 0& \sqrt{\frac{\tau }{l}}\end{array}\right),$$
(3.3)
and $`g_{1,2}(z,\overline{z})`$ are arbitrary elements of SL$`(2,\text{})`$. Strictly speaking, the Gauss law constraints imply (3.2) only for $`\mu =\tau ,\varphi `$, whereas (3.2) for $`\mu =y`$ is a gauge choice. (3.3) implies the boundary condition (2.9) for $`A_\tau `$ and $`\overline{A}_\tau `$, whereas for the tangential components one obtains

$$A_j=\left(\begin{array}{cc}\frac{i}{2}a_j^0& \frac{l}{2\tau }a_j^{}\\ & \\ \frac{\tau }{2l}a_j^+& \frac{i}{2}a_j^0\end{array}\right),\overline{A}_i=\left(\begin{array}{cc}\frac{i}{2}\stackrel{~}{a}_j^0& \frac{\tau }{2l}\stackrel{~}{a}_j^{}\\ & \\ \frac{l}{2\tau }\stackrel{~}{a}_j^+& \frac{i}{2}\stackrel{~}{a}_j^0\end{array}\right),$$
(3.4)
where $`a_jg_1^1_jg_1`$, $`\stackrel{~}{a}_jg_2^1_jg_2`$, and $`j=z,\overline{z}`$.
Inserting (3.2) into the action (3.1) yields a sum of two chiral WZNW models,

$$S=S_{WZNW}^R[g_1]S_{WZNW}^L[g_2],$$
(3.5)
where

$`S_{WZNW}^R[g_1]`$ $`=`$ $`{\displaystyle \frac{s}{2\pi }}{\displaystyle 𝑑\varphi 𝑑y\mathrm{Tr}[g_1^1_{\overline{z}}g_1g_1^1_\varphi g_1]}{\displaystyle \frac{is}{12\pi }}{\displaystyle \mathrm{Tr}(G_1^1dG_1)^3},`$
$`S_{WZNW}^L[g_2]`$ $`=`$ $`{\displaystyle \frac{s}{2\pi }}{\displaystyle 𝑑\varphi 𝑑y\mathrm{Tr}[g_2^1_zg_2g_2^1_\varphi g_2]}{\displaystyle \frac{is}{12\pi }}{\displaystyle \mathrm{Tr}(G_2^1dG_2)^3}.`$ (3.6)
These first order actions describe respectively a holomorphic group element $`g_1(z)`$ and an antiholomorphic group element $`g_2(\overline{z})`$. One has thus $`a_{\overline{z}}=\stackrel{~}{a}_z=0`$ on-shell, so that the first part of the boundary conditions is indeed satisfied.
The sum (3.5) of right- and left chiral actions is equivalent to the nonchiral WZNW action with dynamical variable $`g=g_1^1g_2`$. To see this equivalence, we rewrite the action (3.5) in terms of the new variables $`g`$ and $`\mathrm{\Pi }g_2^1_\varphi g_1g_1^1g_2g_2^1_\varphi g_2`$. This leads to

$$S=\frac{s}{2\pi }𝑑\varphi 𝑑y\mathrm{Tr}\left[\frac{i}{2}\mathrm{\Pi }g^1_yg+\frac{1}{4}\mathrm{\Pi }^2+\frac{1}{4}g^1_\varphi gg^1_\varphi g\right]+\frac{is}{12\pi }\mathrm{Tr}(G^1dG)^3,$$
(3.7)
with $`G=G_1^1G_2`$. (3.7) is exactly the nonchiral WZNW model in first order formalism. Eliminating the auxiliary variable $`\mathrm{\Pi }`$ by its equation of motion, one gets finally

$$S=\frac{s}{2\pi }𝑑\varphi 𝑑y\mathrm{Tr}[g^1_zgg^1_{\overline{z}}g]+\frac{is}{12\pi }\mathrm{Tr}(G^1dG)^3,$$
(3.8)
which is the standard WZNW action.

## 4 Further Reduction to Liouville Theory

Up to now, we have implemented only part 1 of the boundary conditions on the Chern-Simons connection. We must still incorporate the second part, which, in terms of the Kac-Moody currents, read

$$J_{\overline{z}}^{}(g^1_{\overline{z}}g)^{}=2i,\stackrel{~}{J}_z^+(_zgg^1)^+=2i,$$
(4.1)
and

$$J_{\overline{z}}^0=\stackrel{~}{J}_z^0=0.$$
(4.2)
The constraints (4.1) are first class among themselves, and therefore generate a gauge symmetry, while the conditions (4.2) can be viewed as gauge conditions for the symmetry generated by (4.1) . If one implements (4.1) and (4.2) by means of Lagrange multipliers, one gets the (gauged-fixed version of the) action for the gauged WZNW model, in which one has gauged the subgroup of SL$`(2,\text{})`$ generated by the first class constraints . It is well known  that this model is equivalent to Liouville theory. To see this equivalence at the level of the action, we parametrize $`g`$ SL$`(2,\text{})`$ according to the Gauss decomposition

$$g=\left(\begin{array}{cc}1& X\\ & \\ 0& 1\end{array}\right)\left(\begin{array}{cc}\mathrm{exp}(\frac{1}{2}\mathrm{\Phi })& 0\\ & \\ 0& \mathrm{exp}(\frac{1}{2}\mathrm{\Phi })\end{array}\right)\left(\begin{array}{cc}1& 0\\ & \\ Y& 1\end{array}\right),$$
(4.3)
where $`X,Y,\mathrm{\Phi }\text{}`$. It will be shown below that actually $`\mathrm{\Phi }`$ is real. With (4.3), the action (3.8) reads

$$S=\frac{s}{2\pi }𝑑\varphi 𝑑y\left[\frac{1}{2}_z\mathrm{\Phi }_{\overline{z}}\mathrm{\Phi }+2_{\overline{z}}X_zY\mathrm{exp}(\mathrm{\Phi })\right].$$
(4.4)
In terms of the ”momenta” $`\mathrm{\Pi }_X=/\dot{X}`$ and $`\mathrm{\Pi }_Y=/\dot{Y}`$ conjugate to $`X,Y`$, one obtains for the constraints (4.1)

$$\mathrm{\Pi }_X=\frac{is}{2\pi }_zY\mathrm{exp}(\mathrm{\Phi })=\frac{s}{2\pi },\mathrm{\Pi }_Y=\frac{is}{2\pi }_{\overline{z}}X\mathrm{exp}(\mathrm{\Phi })=\frac{s}{2\pi }.$$
(4.5)
In order to implement (4.5), we have to go from (4.4) to the reduced action (Routhian function),

$$SS𝑑\varphi 𝑑y\left[\dot{X}\mathrm{\Pi }_X+\dot{Y}\mathrm{\Pi }_Y\right],$$
(4.6)
i. e. we have to perform a partial Legendre transformation with respect to $`\dot{X},\dot{Y}`$. This is equivalent to the procedure used in , which consists in adding a boundary term to (4.4), to get an improved action

$$S_{impr}=S+\frac{is}{2\pi }𝑑\varphi \left[Y_{\overline{z}}XX_zY\right]\mathrm{exp}(\mathrm{\Phi })|_{t_1}^{t_2}.$$
(4.7)
One can then insert (4.5) into (4.6) or (4.7), to obtain finally

$$S=\frac{s}{2\pi }𝑑\varphi 𝑑y\left[\frac{1}{2}_z\mathrm{\Phi }_{\overline{z}}\mathrm{\Phi }+2\mathrm{exp}\mathrm{\Phi }\right],$$
(4.8)
which is the action of Euclidean Liouville field theory. We have thus shown that the asymptotic dynamics of three-dimensional de Sitter gravity is described by Liouville field theory. This provides an explicit example of the dS/CFT correspondence proposed by Strominger . The two sets of Virasoro generators of Liouville theory are related to the residual Kac-Moody symmetries preserving the constraints (4.1) , given by

$$g(z,\overline{z})\mathrm{\Omega }(z)g(z,\overline{z})\stackrel{~}{\mathrm{\Omega }}^1(\overline{z}),$$
(4.9)
with

$$\mathrm{\Omega }(z)=\pm \left(\begin{array}{cc}1& f(z)\\ 0& 1\end{array}\right),\stackrel{~}{\mathrm{\Omega }}(\overline{z})=\pm \left(\begin{array}{cc}1& 0\\ \stackrel{~}{f}(\overline{z})& 1\end{array}\right),$$
(4.10)
where $`f(z)`$ ($`\stackrel{~}{f}(\overline{z})`$) is an arbitrary holomorphic (antiholomorphic) function.

We still have to show that the Liouville mode $`\mathrm{\Phi }`$ is real. This is not evident from the Gauss decomposition (4.3), as this in general requires a complex $`\mathrm{\Phi }`$ for the group SL$`(2,\text{})`$. We did however not yet implement all the constraints. As our SL$`(2,\text{})`$ generators satisfy $`\tau _a^{}=\sigma \tau _a\sigma `$ (cf. appendix), with $`\sigma `$ given in (A.5), the identification (2.6) leads to the pseudoreality condition

$$A^{}=\sigma \overline{A}\sigma ,$$
(4.11)
which implies $`G_2^1=\sigma G_1^{}\tau `$, where $`\tau `$ denotes an arbitrary constant element of SL$`(2,\text{})`$. If we choose e. g. $`\tau ^{}=\tau `$, we obtain the relation777The same holds for the boundary value $`g`$.

$$G^{}=\sigma G\sigma ,$$
(4.12)
so that $`G`$ has the form

$$G=\left(\begin{array}{cc}u& w\\ \overline{w}& v\end{array}\right),$$
(4.13)
with $`u,v\text{}`$, $`w\text{}`$. It is easy to see that (4.13) parametrizes an element of the coset space SL$`(2,\text{})`$/SU$`(2)`$. The Gauss decomposition of (4.13) is given by (4.3) with $`Y=\overline{X}`$ and $`\mathrm{\Phi }`$ real. We can now impose this final constraint on the action (4.8) by means of a Lagrange multiplier $`\lambda `$, and then integrate in the path integral over $`\lambda `$ and over the imaginary part of $`\mathrm{\Phi }`$, which leads to the same Liouville action, but with real $`\mathrm{\Phi }`$. Alternatively, one can implement (4.12) already after the first reduction step, i. e. , one can restrict the group elements appearing in the WZNW action (3.8) to take values in the coset space SL$`(2,\text{})`$/SU$`(2)`$. To this end, one first translates (4.12) into a constraint for the currents,

$$J_{\overline{z}}^{}=\sigma \stackrel{~}{J}_z\sigma ,$$
(4.14)
which is then imposed by means of a Lagrange multiplier in the action (3.8). This amounts to gauging the subgroup SU$`(2)`$ of SL$`(2,\text{})`$, generated by the constraints (4.14), i. e. , one obtains the action of the SL$`(2,\text{})`$/SU$`(2)`$ gauged WZNW model. The integration constant $`\tau `$ relating $`G_1`$ and $`G_2`$ determines which subgroup is gauged. For example, the choice $`\tau ^{}=\tau `$ leads to a gauging of the subgroup SU$`(1,1)`$.
The classical Liouville solution corresponding to de Sitter space in horospherical coordinates (2.2) is given by

$$\mathrm{exp}\mathrm{\Phi }=\left[uz\overline{z}iwz+i\overline{w}\overline{z}+\frac{1w\overline{w}}{u}\right]^2,$$
(4.15)
where $`u\text{}`$ and $`w\text{}`$ are arbitrary constants. By a combined dilation and translation, $`uzz+i\overline{w}`$, (4.15) can be cast in the elliptic form

$$\mathrm{exp}\mathrm{\Phi }=\frac{u^2}{[1z\overline{z}]^2}.$$
(4.16)
Possible further extensions of our work would be the consideration of holonomies, as well as the inclusion of the second boundary. In particular, it would be interesting to verify the argumentation of , that the holographic dual is a field theory on one boundary, rather than two. This is currently under investigation.

## Acknowledgements

This work was partially supported by INFN, MURST and by the European Commission RTN program HPRN-CT-2000-00131, in which the authors are associated to the University of Torino.

## Appendix A Conventions

Our SL$`(2,\text{})`$ generators are

$$\tau _0=\frac{1}{2}\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right),\tau _1=\frac{1}{2}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\tau _2=\frac{1}{2}\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right).$$
(A.1)
They satisfy

$$[\tau _a,\tau _b]=ϵ_{abc}\tau ^c,$$
(A.2)
with $`ϵ_{012}=+1`$, and are normalized according to

$$\mathrm{Tr}(\tau _a\tau _b)=\frac{1}{2}\eta _{ab},$$
(A.3)
where $`(\eta _{ab})=\mathrm{diag}(1,1,1)`$.
Another useful property is

$$\tau _a^{}=\sigma \tau _a\sigma ,$$
(A.4)
with $`\sigma `$ SL$`(2,\text{})`$ given by

$$\sigma =\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right).$$
(A.5)
We further define

$$\tau _\pm =\frac{1}{2}(\tau _1i\tau _2).$$
(A.6)
Finally, $`d\tau d\varphi dy`$ is chosen to have positive orientation.


text:
# The Cepheid Period-Luminosity relation and the maser distance to NGC 4258

## 1 Introduction

In recent papers, we have deeply investigated the pulsational properties of classical Cepheids on the basis of nonlinear, nonlocal and time-dependent convective pulsating models where the coupling between pulsation and convection is properly taken into account. From computations with three different chemical abundances ($`Y`$=0.25, $`Z`$=0.004; $`Y`$=0.25, $`Z`$=0.008; $`Y`$=0.28, $`Z`$=0.02), chosen to properly cover Cepheids observed both in the Magellanic Clouds and in the Galaxy, the pulsation amplitude and the average magnitudes of the pulsators are obtained and several predicted relations, e.g. Period-Luminosity (PL), Period-Color (PC), Period-Luminosity-Color (PLC) and Color-Color (CC), in the $`BVRIJK`$ bands are provided. The discussion on the input physics and computing procedures, and the whole set of predicted relations, have been already presented (see Bono, Marconi, & Stellingwerf 1999a; Bono et al. 1999b; Bono, Castellani, & Marconi 2000a; Caputo, Marconi & Ripepi 1999; Caputo, Marconi, & Musella 2000a; Caputo et al. 2000b) and are not repeated. Here we wish only to remark that both the slope and zero-point of the predicted PL relations turn out to depend on metallicity in the sense that metal-rich pulsators follow shallower PL relations and are on average fainter, for fixed period, than metal-poor ones.

On this basis, the metallicity correction to a true distance modulus $`\mu _0`$ determined from Cepheid PL relations at the LMC has been evaluated (Caputo et al. 2000b) as given by $`\mathrm{\Delta }\mu _0/\mathrm{\Delta }`$log$`Z`$0.27 mag dex-1, where $`\mathrm{\Delta }`$log$`Z`$ is the difference between the metallicity of the Cepheids whose distance we are estimating and the LMC value ($`Z`$ 0.008, see Luck et al. 1998). This result disagrees with earlier observational clues based on the analysis of Cepheids in different fields of M31 (Freedman & Madore 1990) and M101 (Kennicutt et al. 1998), which suggest an opposite metallicity effect on distance determinations (see also Kochanek 1997; Sasselov et al. 1997). Following Kennicutt et al. (1998), the metallicity correction is $`\mathrm{\Delta }\mu _0/\mathrm{\Delta }`$\[O/H\]$``$+0.24 mag dex-1, where $`\mathrm{\Delta }`$\[O/H\] is the difference between the oxygen abundance of the Cepheid field and the LMC value (\[O/H\]$`0`$.40, see Pagel et al. 1978). More recently, the revised procedures of the HST Key Project (Freedman et al. 2001) adopt a correction of $`+0.2\pm `$0.2 mag dex-1.

It should be noted that the empirical corrections have been estimated by forcing the slope of the Cepheid PL relations at different wavelengths to be that observed for the LMC. Since the pulsating models suggest that also the slope depends on the pulsator metallicity, we might suspect some systematic errors in the attempt of disentangling reddening from metallicity effects. We add that recent empirical studies on Galactic Cepheids seem to support the theoretical results. According to Groenewegen & Oudmaijer (2000), the $`V`$ and $`I`$ data of 236 Cepheids from the Hipparcos catalogue do not exclude shallower PL relations than that observed for LMC Cepheids. Moreover, the $`V`$ and $`K`$ data of Cepheids in the Galactic open clusters with Main Sequence fitted distances (Hoyle, Shanks, & Tanvir 2000) do suggest PLV and PLK slopes of $``$2.1 and $``$2.82, respectively, significantly flatter than the canonical LMC values of $``$2.76 (Freedman et al. 2001) and $``$3.44 (Laney & Stobie 1994).

In any case, even though the LMC distance is the benchmark of the Cepheid-calibrated distance scale, it would be reasonable to expect that the next most important role might be played by the metallicity of the observed Cepheids. We note that the oxygen abundance of distant galaxies with HST observations of Cepheids is on average $``$0.5 dex higher than that of LMC. Thus, ignoring the metallicity effect might lead to neglect corrections of $``$0.1 mag (theoretical) or $`+`$0.1 mag (empirical) to LMC-based distance moduli, with not dramatic but significant consequences on the value of the Hubble constant $`H_0`$.

In this context, HST observations of Cepheids in the spiral galaxy NGC 4258 (Maoz et al. 1999) appear of great importance since the distance to this galaxy has been accurately determined from direct measurements of the orbital motions of water maser sources (Herrnstein et al. 1999), providing a stringent geometrical test for both the HST Key Project calibration and the pulsation models.

In the following Sect. 2 we derive the distance to NGC 4258 relative to LMC, adopting the results of pulsating models, and we compare our “pulsational” estimates with those based upon empirical Cepheid relations. The discussion on the absolute distance to NGC 4258 and LMC is presented in Sect. 3, while some final comments on future work close the paper.

## 2 Cepheid distance to NGC 4258 relative to LMC

### 2.1 Empirical determinations

The revised Key Project method (Freedman et al. 2001) is based on the PL relations of fundamental Cepheids

$$M_V=1.458(\pm 0.02)2.760(\pm 0.03)\mathrm{log}P$$
$`(1)`$
$$M_I=1.942(\pm 0.01)2.962(\pm 0.02)\mathrm{log}P$$
$`(2)`$
where the slopes are inferred from the huge sample of LMC Cepheids in the OGLEII catalogue (Udalski et al. 1999), $`P`$ is the period in days, and $`M_V`$ and $`M_I`$ are intensity-averaged mean absolute magnitudes for an assumed LMC true distance modulus of 18.50 mag.

In the Key Project methodology, the difference in the $`V`$ and $`I`$ apparent distance moduli derived by fitting the above equations to the observed magnitudes of Cepheids gives the average value of $`E(VI)`$. Adopting for the absorption in the $`V`$-band $`A_V`$=2.45$`E(VI)`$ from the Cardelli et al. (1989) reddening law, the extinction-corrected distance modulus $`\mu _0`$ is derived. According to Newman et al. (2001, hereafter N2001), $`V`$ and $`I`$ data111According to N2001, for NGC 4258, we consider DoPHOT photometry given the uncertainty on ALLFRAME of Cepheids in NGC 4258 lead to $`\mu _{0,4258}`$=29.40$`\pm `$0.09 mag (total random error), namely to a distance modulus larger than the LMC value by 10.90 mag.

The Key Project method is equivalent to combining $`V`$ and $`I`$ magnitudes to form the reddening-free Wesenheit quantities $`W(VI)=I1.45(VI)`$, and fitting them with a linear relation to the period. Udalski et al. (1999), using a slightly different extinction curve which yields $`A_V`$=2.55$`E(VI)`$, find that the Wesenheit-PL (hereafter WPL) relation of LMC Cepheids in the OGLEII catalogue is

$$W(VI)=15.82(\pm 0.01)3.28(\pm 0.01)\mathrm{log}P$$
$`(3)`$
with a standard deviation of 0.08 mag.

Using this empirical WPL relation for the HST magnitudes of NGC 4258 Cepheids listed in N2001 and adopting $`\mu _{0,LMC}`$=18.50 mag, we derive that the Cepheid distance to this galaxy is $`\mu _{0,4258}`$=29.42 $`\pm `$0.09 mag (random error)$`\pm `$0.08 mag (standard deviation on WPL relation), in agreement with the Key Project result.

Let us now consider that the oxygen abundance adopted by N2001 for the HST fields in NGC 4258 is \[O/H\]=$`0.05\pm `$0.06, which is 0.35 dex higher than that for the LMC Cepheids. In accordance with Freedman et al. (2001), the correction to the Cepheid distance modulus, as based upon current observational results, is 0.2$`\pm `$0.2 mag dex-1. This yields that the distance modulus we have derived for the Cepheids in NGC 4258 must be increased by 0.07$`\pm `$ 0.07 mag.

In conclusion of this part of discussion, given the well known debate on the LMC distance (see later), we can state that the Cepheid distance to NGC 4258, as inferred from LMC-based PL or WPL relations and empirical metallicity correction on the Cepheid distance scale, is given by

$$\mu _{0,4258}=\mu _{0,LMC}+10.99\pm 0.14\text{ mag}$$
$`(4)`$
### 2.2 Theoretical models

Concerning the results of pulsating models, let us first compare the above empirical PL and WPL relations with the predicted ones for fundamental pulsators with $`Z`$=0.008 and $`Z`$=0.02.

In previous papers (e.g. Bono et al. 1999b; Caputo et al. 2000a), we have already shown that moving toward the shorter wavelengths the $`M_\lambda `$-log$`P`$ distribution of fundamental pulsators with mass larger than 5$`M_{}`$, i.e. period longer than $``$ 3 days, is much better represented by a quadratic relation ($`M_\lambda =a+b\mathrm{log}P+c\mathrm{log}P^2`$). However, if only periods shorter than log$`P`$=1.5 (as observed in the LMC) are considered in the final fit, then reliable linear solutions may be obtained. As for the $`W(V,I)`$ quantities, the predicted distributions with period are well represented by linear solutions over the whole range 0.5$``$log$`P`$2.0.

The values of the coefficients of the theoretical $`VI`$ PL and WPL relations are given in Table 1. One finds that the slope of the predicted linear PLV and PLI relations with $`Z`$=0.008 ($`2.75\pm `$0.02 and $`2.98\pm `$0.01, respectively) are in very good agreement with that provided by LMC Cepheids \[see Eqs.(1) and (2)\]. A fair agreement is also present between the empirical ($`3.28\pm 0.01`$) and the predicted slope ($`3.17\pm `$0.04) of the WPL relation with $`Z`$=0.008.

Concerning the zero-points, one finds a very close agreement in the $`I`$-band \[$`1.95\pm `$0.01 versus $`1.94\pm `$0.01 in Eq. (2)\], whereas the predicted linear PLV relation with $`Z`$=0.008 is fainter by $``$ 0.09 mag than Eq. (1). Following the Key Project procedure, this yields that the theoretical PL relations would give a larger $`\mu _0`$ than 18.50 mag. This results also if the Wesenheit quantities are considered: at log$`P`$=1, the predicted WPL relation with $`Z`$=0.008 gives a reddening-corrected magnitude of $`6.16\pm `$0.11 mag, whereas from Eq. (3) one has $`5.96\pm `$0.08 mag, with $`\mu _{0,LMC}`$=18.50 mag.

In fact, when the predicted WPL relation with $`Z`$=0.008 is applied to the LMC Cepheids provided by the OGLEII microlensing survey (Udalski et al. 1999), we find $`\mu _{0,LMC}`$=18.71$`\pm `$0.10 mag (random error)$`\pm `$0.10 mag (intrinsic dispersion of the theoretical WPL relation, Caputo et al. 2000a), which is 0.2 mag larger than the Key Project adopted value.

Such a difference of 0.2 mag in the true distance modulus remains when the observed $`V`$ and $`I`$ data of Cepheids in NGC 4258 are taken into consideration. Based on the predicted WPL relation with $`Z`$=0.008, we get $`\mu _{0,4258}=29.64\pm `$0.09 mag (random error)$`\pm `$0.10 mag (intrinsic dispersion of the theoretical WPL relation).

In conclusion, both empirical LMC-based and theoretical WPL relations confirm that the true distance modulus of NGC 4258 is larger than the LMC value by 10.92 mag, on condition that the Cepheids in NGC 4258 have the same metallicity as for the LMC.

However, the pulsating models suggest that for fixed period the metal-rich pulsators are generally fainter than metal-poor ones, with the difference in luminosity increasing towards the longer periods. As a consequence, if a higher metal content is adopted, then the true distance modulus inferred from the predicted relations should decrease, with the effect of metallicity increasing as the average period of the Cepheid sample moves towards longer periods. In fact, for the typical value of Galactic Cepheids, i.e. $`Z`$=0.02, we determine $`\mu _{0,LMC}=18.65\pm `$0.14 mag (total error) and $`\mu _{0,4258}=29.51\pm `$0.14 mag.

Eventually, in accordance with the current oxygen abundance estimates for LMC (\[O/H\]$``$0.4) and NGC 4258 (\[O/H\]=$`0.05\pm `$0.06), adopting $`\mathrm{\Delta }`$log$`Z`$=$`\mathrm{\Delta }`$\[O/H\] and interpolating between the $`Z`$=0.008 and $`Z`$=0.02 results for NGC 4258, we derive that the predicted metallicity-corrected Cepheid distance modulus of NGC 4258 is given by

$$\mu _{0,4258}=\mu _{0,LMC}+10.82\pm 0.14\text{ mag},$$
$`(5)`$
which is 0.17 mag lower than the value determined with the empirical metallicity correction \[see Eq. (4)\], for any adopted LMC distance.

## 3 Absolute distances

According to Herrnstein et al. (1999), very-long-baseline-interferometry observations of the NGC 4258 maser provide the way to determine a metric distance of 7.2$`\pm `$0.5 Mpc, as inferred from simple geometric considerations of the speed and motions of the maser. This number, corresponding to a true distance modulus $`\mu _{0,4258}`$=29.28$`\pm `$0.15 mag, appears the most accurate distance to faraway galaxies so far measured.

As for the Cepheid distance, its determination via Eq. (4) and Eq. (5) requires the knowledge of the absolute distance to the LMC. Given the well known controversy between short and long distance scale, let us refer to the excellent reviews by Walker (1999) and Carretta et al. (2000) which provide a synthesis of LMC distance determinations.

As a whole (see also Fig. 1 in Clementini et al. 2000), the various distance indicators suggest a distance modulus in the range of $``$ 18.3 mag to $``$ 18.7 mag and, according to the authors, they seem to converge on 18.54$`\pm `$0.07 mag (Carretta et al. 2000) or 18.50$`\pm `$0.07 (Clementini et al. 2000).

In the upper panel of Fig. 1 we show how any change in the LMC distance will affect the determination of the Cepheid distance to NGC 4258. By inserting $`\mu _{0,LMC}=18.50\pm `$0.10 mag into Eq. (4) and Eq. (5), we derive a Cepheid distance of 7.9$`\pm `$0.6 Mpc (empirical metallicity correction) and 7.3$`\pm `$0.6 Mpc (theoretical metallicity correction), which are 1.2 $`\sigma `$ and 0.2$`\sigma `$, respectively, from the maser determination.

Since asserting the true distance to the LMC is a tricky matter to handle, also in consideration of the consequent calibration of secondary distance indicators and measurement of the Hubble constant, let us turn the problem around, so that the maser distance to NGC 4258 is used to recalibrate the Cepheid brightness. As shown in the lower panel of Fig. 1, the agreement within 1$`\sigma `$ between the Cepheid and the maser distance to NGC 4258 requires $`\mu _{0,LMC}`$ in the range of 18.15$``$18.45 mag or 18.35$``$18.60, depending on whether the empirical or theoretical metallicity correction is adopted.

## 4 Final comments

In the previous section we have shown that, if the maser distance to NGC4258 is adopted to recalibrate the Cepheid PL relations, then the predictions of pulsation models appear more suitable, in comparison with the results of empirical PL relations and metallicity correction, to account for our current knowledge of the LMC distance, supporting a distance modulus close to 18.50 mag.

However, we cannot fail to mention that such a value appears lower than the number (18.7$`\pm `$0.1 mag) suggested both by Hipparcos parallaxes of Galactic Cepheids (see Feast 1999) and the pulsating models with $`Z`$=0.008 (see Sect. 2).

On the observational side, we can note that the Hipparcos parallaxes could not fix the star magnitudes to the few percent accuracy that is desirable. Moreover, Groenewegen & Oudmaijer (2000) find that the PL relation in the $`K`$band gives a shorter LMC distance than $`VI`$ relations, and the difference can be as large as $``$ 0.2 mag.

On the theoretical side, even though our pulsating models adopt the most updated physics, there are still several systematic uncertainties due to the adopted ratio $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$, adopted mass-luminosity relation, bolometric corrections and temperature-color transformations.

The chemical compositions of the models were fixed following a primordial helium content $`Y_p`$=0.23 and $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ 2.5. In order to scrutinize the effect of helium, new computations have been performed adopting a higher ratio ($``$ 4). Preliminary results with $`Y`$=0.31 and $`Z`$=0.02 (Fiorentino 2001, degree thesis) show that an increased $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ might reduce the metallicity effect on Cepheid PL relations.

The adopted mass-luminosity relation for pulsation models is based on the canonical (no overshooting) evolutionary computations by Castellani, Chieffi, & Straniero (1992). Taking into account the most updated canonical mass-luminosity relation provided by Bono et al. (2000b), the expected bolometric magnitude differences, at fixed mass, range from 0.08 to 0.25 mag depending on the stellar mass. However, as discussed in Bono et al. (1999b), the mild overshooting models, which are brighter by 0.62 mag than the canonical ones, at fixed mass, would give rather similar PL relations, at least with log$`P`$ 1.8. As a whole, the adopted mass/luminosity relations seem to play a minor role in determining the pulsational properties of Cepheids.

Concerning model atmospheres, the results presented in this paper rely on bolometric corrections and colors by Castelli, Gratton, & Kurucz (1997a,b). The comparison of the adopted $`VI`$ colors for solar metallicity with the more updated evaluations by Bessell, Castelli, & Plez (1998a,b) shows that differences are negligible.

The remaining source of uncertainty in pulsation models deals with the treatment of convection and in particular the mixing length parameter ($`\alpha `$) adopted to close the non linear equation system (see Bono & Stellingwerf 1994 for details). The topology of the instability strip is affected by the $`\alpha `$ parameter in the sense that the strip narrows as $`\alpha `$ increases, with a larger effect on the red boundary (up to 300 K for an increase of 0.3 in the $`\alpha `$ parameter). Since the PL relations sensitively depend on the edges of the pulsation region (i.e. the distribution of pulsators within the instability strip), variations of the $`\alpha `$ parameter could in principle affect the PL relation coefficients, but with minor effects on the WPL relation (see Fig. 12 in Caputo et al. 2000a). However, the dependence of convective efficiency on metal abundance might alter the metallicity effect on the Cepheid pulsation properties. Important clues on this critical issue are expected from the comparison between observed and modeled morphology of light and radial velocity curves (Bono et al. in preparation; see also Bono, Castellani, & Marconi 2000c).

In conclusion, we cannot exclude that future refinements in pulsating models and more accurate parallaxes of Galactic Cepheids might lead to a LMC true distance modulus close to 18.50$`\pm `$0.10 mag, the value which is suggested by empirical non-Cepheid methods.

One agrees that all the above discussion is based upon the assumption that the maser distance to NGC 4258 is correct. As presently we can rely on this unique maser distance, we hope that in the next future such a promising technique would increase the number of distance determinations to external galaxies with Cepheid observations. This seems fundamental for testing the whole pulsational scenario, as well as for setting the distance to LMC.

As for NGC 4258 itself, the number of observed Cepheids is rather small (15), so that new observations are needed to improve the statistics and reduce the uncertainties on PL distance determinations.

We want to thank our referee who helped us to improve the paper. Financial support for this work was provided by MURST under the scientific project “Stellar observables of cosmological relevance”.


text:
# KANAZAWA-01-13 ITEP-LAT/2001-03 15 October, 2001 Heavy monopole potential in gluodynamics

## 1 HEAVY MONOPOLE

The fundamental monopoles can be introduced via the ’t Hooft loop  on the lattice and correspond to point-like objects in the continuum limit. On the lattice the monopoles are identified with the end-points of the Dirac strings which in turn are defined as piercing negative plaquettes. In more detail, consider the standard Wilson action of $`SU(2)`$ lattice gauge theory:

$$S_{lat}(U)=\beta \underset{p}{}\frac{1}{2}\mathrm{Tr}U_p.$$
(1)
Then the ’t Hooft loop is formulated (see, e.g.  and references therein) in terms of a modified action $`S(\beta ,\beta )`$:

$`S(\beta ,\beta )=\beta {\displaystyle \underset{p{}_{}{}^{}\mathrm{\Sigma }_{j}^{}}{}}{\displaystyle \frac{1}{2}}\mathrm{Tr}U_p+\beta {\displaystyle \underset{p{}_{}{}^{}\mathrm{\Sigma }_{j}^{}}{}}{\displaystyle \frac{1}{2}}\mathrm{Tr}U_p,`$
where $`{}_{}{}^{}\mathrm{\Sigma }_{j}^{}`$ is a manifold which is dual to a surface spanned on the monopole world-line $`j`$. Introducing the corresponding partition function, $`Z(\beta ,\beta )`$ and considering a time-like planar rectangular $`T\times R`$, $`TR`$ contour $`j`$ one can define

$$V_{m\overline{m}}(R)\frac{1}{T}\mathrm{ln}\frac{Z(\beta ,\beta )}{Z(\beta ,\beta )}.$$
(2)
Since the external monopoles become point-like particles in the continuum limit the potential $`V_{m\overline{m}}(R)`$ is the same fundamental quantity as, say, the heavy-quark potential $`V_{Q\overline{Q}}`$ related to the expectation value of the Wilson loop. By analogy, we will call the quantity $`V_{m\overline{m}}(R)`$ the heavy monopole potential. First direct measurements of $`V_{m\overline{m}}(R)`$ on the lattice were reported . Motivated by these measurements we review the theoretical predictions  on the heavy monopole potential.

## 2 POTENTIAL AT $`𝐓=\mathrm{𝟎}`$

Consider first the potential $`V_{m\overline{m}}(R)`$ at short distances. Then the interaction between the monopoles is Coulomb-like (see ),

$$V_{m\overline{m}}^{Coul}(R)=\left(\frac{2\pi }{g(R)}\right)^2\frac{1}{4\pi R}=\frac{\pi }{g^2(R)}\frac{1}{R},$$
(3)
where $`g(R)`$ is the running coupling of the gluodynamics. This equation makes manifest that monopoles in gluodynamics unify Abelian and non-Abelian features. Namely, the overall coefficient, $`\pi /g^2`$ is the same as in the Abelian theory with fundamental electric charge $`e=g`$ while the running of the coupling $`g^2`$ is governed by the non-Abelian interactions.

As far as the physics of short distances is concerned, the next step is to consider power corrections to (3). Theoretically, the prediction is that there is no linear in $`R`$ term at small $`R`$:

$`V_{m\overline{m}}(R)V_{m\overline{m}}^{Coul}(R)+a_0\mathrm{\Lambda }_{QCD}+a_2\mathrm{\Lambda }_{QCD}^3R^2\mathrm{},`$
where $`a_{0,2}`$ are constants sensitive to the physics in the infrared. One can show  that the absence of the linear in $`R`$ term at short distances follows from general principles and eventually is related to the fact that the monopoles are not confined.

It is a common point that at large distances $`V_{m\overline{m}}(R)`$ is of the Yukawa type,

$$V_{m\overline{m}}(R)=C\frac{e^{\mu R}}{R},$$
(4)
see, e.g., . At a closer look, however, there is a variety of model dependent predictions for the parameters $`C`$ and $`\mu `$.

Historically, the first prediction for $`\mu `$ was obtained in . Namely, it was shown that to any order in the strong coupling expansion the mass $`\mu `$ coincides with the mass of $`0^{++}`$ glueball, $`\mu =m_G`$. As for the constant $`C`$, there is no reason for it to be the same for the Yukawa and Coulomb like potentials ($`i.e.`$, $`C\pi /g^2`$).

A different prediction arises within effective field theories with monopole condensation. Note that the monopoles which condense are of course not the fundamental monopoles which are introduced via the ’t Hooft loop as external probes. To describe the condensation one introduces a new (effective) field $`\varphi `$ interacting minimally with the dual gluon, $`B`$, (for review and references see, e.g., ). Within this model,

$$\mu =m_V,C=\pi /g^2,$$
(5)
where $`m_V`$ is the mass of the vector field $`B`$ acquired through the Higgs mechanism.

It is worth emphasizing that $`m_V`$ can well be below the lightest glueball mass, $`m_V<m_G`$. Indeed, because of the presence of the Dirac string there is no dispersion representation for the ’t Hooft loop granted. Observation of $`m_V<m_G`$ via the lattice measurements would be am amusing demonstration of existence of the Euclidean “masses” which have no direct counterpart in the Minkowsi space.

## 3 POTENTIAL $`𝐓\mathrm{𝟎}`$

The screening mechanism at high temperatures is the Debye screening. Using the fact that classical limit of the state created by ’t Hooft loop is an Abelian monopole pair  and utilizing the Abelian dominance conjecture, one can estimate the mass $`\mu (T)`$ as $`\mu ^2=m_D^2=16\pi ^2\rho /e_3^2`$, where $`\rho `$ is the density of the Abelian monopoles and $`e_3(T)`$ is the three-dimensional coupling constant corresponding to the dimensionally reduced model. This formula is valid at asymptotically high temperatures which ensure that the monopoles form low density gas and the dimensional reduction works well. Below we used the results obtained in the Maximal Abelian projection .

To estimate the temperature dependence of $`m_D`$ we use the numerical results of Ref. , where the density of Abelian monopoles was obtained, $`\rho =2^7(1\pm 0.02)e_3^6`$. At the tree level one can express 3D coupling constant $`e_3`$ in terms of 4D Yang–Mills coupling $`g`$, $`e_3^2(T)=g^2(\mathrm{\Lambda },T)T`$, where $`g(\mathrm{\Lambda },T)`$ is the running coupling calculated at the scale $`T`$ and $`\mathrm{\Lambda }`$ is a dimensional constant which can be determined from lattice simulations.

At present, the lattice measurements of the $`\mathrm{\Lambda }`$ parameter are ambiguous and depend on the quantity which is used to determine it. We use two ”extreme” values: $`\mathrm{\Lambda }=0.262(18)T_c`$ obtained in Ref.  and  $`\mathrm{\Lambda }=0.076(13)T_c`$.

## 4 COMPARISON WITH DATA

Here we summarize briefly the comparison of the lattice measurements with predictions above.

Short distances. The Coulomb-like potential (3) is confirmed in the numerical simulations in the classical approximation . There is no running of $`g^2`$ on this level of course. As for the full quantum simulations the normalization (3) of the potential at short distances is confirmed within a factor of about 2, Ref. . As for the power corrections, all the data so far  are fitted smoothly with a Yukawa potential (4).

Screening mass at $`T=0`$. In Figure 1 the dual gluon mass , $`m_V1GeV`$, and the mass of the lightest $`0^{++}`$ glueball  are shown by cross and star respectively. Existing data  seem to be not accurate enough to distinguish between the glueball exchange and monopole condensation models. Moreover, no checks of the vector-particle exchange have been made.

Temperature dependence of the screening mass. In Figure 1 we have summarized the existing data on temperature dependence of the screening mass together with our predictions, Section 3. The direct measurement of the screening mass  is shown by the diamonds and squares, respectively. The theoretically expected temperature dependence of the screening mass (described in the previous Section) is denoted by the shaded region. Although numerically the screening mass seems to be systematically higher than is predicted, the prediction based on the Abelian dominance hypothesis is rather close to the numerical results within the errors.

The triangles in Figure 1 denote the results of Ref.  obtained in the Maximal Abelian projection using an effective Abelian monopole action. At small temperatures these results are quantitatively in agreement with Refs.  while at higher temperatures the screening mass obtained in Ref.  falls essentially lower. As is explained in Ref. , the prediction of Ref.  is justified at very low and very high temperatures only.

To summarize, the heavy monopole potential at small distances is of the Coulomb type with a known overall normalization. The large–distance potential is of the Yukawa type. According to the Abelian dominance model, the screening mass is the same as entering the effective Ginzburg-Landau Lagrangian relevant to the confinement. The temperature dependence of the screening mass can also be predicted. The existing lattice data do not contradict the predictions but allow only for a qualitative tests of the model. Further measurements are desirable for quantitative tests.


text:
# Collapse Dynamics of a Polymer Chain: Theory and Simulation

(16 January 2002)

## Abstract

We present a scaling theory describing the collapse of a homopolymer chain in poor solvent. At time $`t`$ after the beginning of the collapse, the original Gaussian chain of length $`N`$ is streamlined to form $`N/g`$ segments of length $`R(t)`$, each containing $`gt`$ monomers. These segments are statistical quantities representing cylinders of length $`Rt^{1/2}`$ and diameter $`dt^{1/4}`$, but structured out of stretched arrays of spherical globules. This prescription incorporates the capillary instability. We compare the time-dependent structure factor derived for our theory with that obtained from ultra-large-scale molecular dynamics simulation with explicit solvent. This is the first time such a detailed comparison of theoretical and simulation predictions of collapsing chain structure has been attempted. The favorable agreement between the theoretical and computed structure factors supports the picture of the coarse-graining process during polymer collapse.

The collapse transition of a single polymer molecule is for several reasons an interesting physical problem.degennes85 ; grosberg93 ; timoshenko95b+kuznetsov95c ; buguin96 ; byrne95 ; pitard98+99 ; chang01 ; milchev94 ; chu95  Understanding the collapse transition is foremost a precursor to understanding protein folding,pande97  and how other biomolecules react to changes in environment. Furthermore, a better physical picture of the collapse transition will enhance the ability of nanoscale micromanipulation techniques to provide a way to experimentally approach many such problems.chu95 ; hagen96

The earliest consistent theoretical picture of the collapse transition stems from de Gennes.degennes85  In this scenario, when the temperature is shifted by $`\mathrm{\Delta }T`$ from $`\theta `$ conditions, a Gaussian coil starts to aggregate, resulting in a uniformly dense sausage-like shape. As time goes on, the minimization of interfacial area drives this sausage-like shape to thicken and shorten until, at the final stage, a globule is formed. More recent work has shown that such uniform sausage-like shapes are highly unstable in solvents due to the capillary instability, which selects for “pearl-necklace” structures over uniform sausages.byrne95  Attempts made to incorporate the capillary instability in the description of the collapse of a polymer chain,halperin00 ; klushin98  however, have so far resulted in no universally accepted theoretical description, particularly in prediction of how the time for collapse scales with chain length. The purpose of this paper is to present a theory based on a new idea for the mechanism of the collapse transition, and to support this theory by comparing directly to results of large-scale molecular dynamics simulations.

Consider a Gaussian coil representing a polymer in $`\theta `$ solvent. We may think of this coil as a Gaussian fractal, created by a heirarchical scheme, demonstrated in the right side of Fig. 1.

We subject this system to an instantaneous drop in temperature, which quenches the system rapidly into poor solvent conditions. This effectively introduces monomer-monomer attraction. We assume this quench is so deep that the initial nucleation of the first globules of the collapsed polymer phase appear instantaneously. (Otherwise, addition time scales and regimes would enter the problem.buguin96 ; klushin98 ; privatecomm ) The system evolves dynamically according to microscopic equations of motion of chain segments. The segments are straightened arrays of globules, and further straightening streamlines them at larger length scales. This leads to the overall coarse-graining of the chain, on a length scale that is growing with time. This process is the reverse of the heirarchical Gaussian fractal generation.

Because we view the original Gaussian chain made of $`N`$ monomers of size $`b_0`$, we can define a length scale $`R`$ as the resolution at which the chain appears as a Gaussian chain made of $`N/g`$ coarse-grained monomers, or segments, of size $`b=b_og^{1/2}`$, containing $`g`$ original monomers. Viewing the collapsing chain at a length scale smaller than $`R`$ reveals straightened segments. However, the overall large scale structure still remains a random walk of segments. This picture is clearly captured in snapshots from simulations, which we discuss below; see Fig. 2.

If we neglect numerical factors associated with detailed shapes of the objects being pulled through the viscous liquid, the hydrodynamic equations of motion for coarse-grained monomers at scale $`R`$ can be written:

$$v=f/\eta _oA(R)$$
(1)
where $`\eta _o`$ is solvent viscosity, $`f`$ is the chain tension, and $`v`$ is the drag velocity. The quantity $`A(R)`$ measures the friction experienced by objects due to the solvent. For Zimm dynamics, $`A(R)`$ depends on the largest geometric dimension of the object: $`A(R)R`$. In Rouse dynamics, $`A(R)g`$ regardless of its geometric size. For now, we assume Zimm dynamics holds, and hence, the velocity scales as $`vf/\eta _oR`$.

We account for the chain tension $`f`$ as follows. By bringing $`g_lL`$ monomers forming a string of length $`LR`$ into a globule, one gains free energy $`\mathrm{\Delta }E/k_BT=g_l\mathrm{\Delta }T/\theta `$. Thus,

$$f=\frac{\mathrm{\Delta }E}{L}=\frac{k_BT}{b_o}\mathrm{\Delta }T/\theta .$$
(2)
Note this force $`f`$ is independent of scale $`R`$. In this estimation of force, we neglect the surface term correction, $`k_BT/b_og^{1/3}(\mathrm{\Delta }T/\theta )^{4/3}`$, as it decays relatively rapidly with increasing $`g`$. There are also external forces acting on each segment from the remainder of the chain. But because the segments form a random walk, the vectoral average of these external forces acting on the ends of any segment is zero. Hence, the initially given Gaussian structure remains through the coarse-graining, as the length of the segments increases.

The velocity $`v`$ of motion on each scale $`R`$ is controlled by Eq. 1. After a time $`tR/vR^2`$, in which all segments move a distance $`R`$, the configuration on scale $`R`$ is “relaxed.” We can assume that all $`g`$ monomers of a subchain collapse to a cylindrical configuration, or segment, of length $`R(t)`$ and diameter $`d(t)`$. The volume of the cylinder $`Rd^2`$ should be approximately equal to the total volume of $`g`$ monomers: $`Vgb_o^3`$. Since the largest dimension $`R`$ of the cylindrical object remains the same as for initial Gaussian chain $`Rg^{1/2}`$, we conclude that $`gt`$, and $`dg^{1/4}`$. Hence, we arrive at scalings $`Rt^{1/2}`$ and $`dt^{1/4}`$. (For Rouse dynamics, one obtains $`Rt^{1/3}`$ and $`dt^{1/6}`$).

It is important to realize that these cylindrical configurations exist only in a statistical sense. Any uniformly dense “cylindrical” configuration would be immediately broken into an array of globules, connected by strings, due to the capillary instability.siggia79  The relaxation time for the capillary effect $`td`$, including the coalescence of globules, is short, compared to streamlining time $`tR^2`$ (or $`td^4`$). Thus, the formation of the pearl-necklace structure (within the cylinder) does not require modification of the streamlining description. Our cylinders are arrays of globules characterized by an average diameter of $`d`$ and inter-globule distance $`d`$, and overall array length $`R`$. Mass conservation then requires that each globule consists of $`g^{3/4}`$ monomers, and the total number of globules is $`g^{1/4}`$.

Furthermore, there is no energy barrier associated in bringing two separated globules together. This is in contrast to models of other authors, who maintain that globule interaction is the main mechanism of relaxation.halperin00 ; klushin98  Instead of considering the processes of coalescence of globules, and the competition in growth and evaporation in detail, here we adopt the simple viewpoint that the process of streamlining on scale $`R`$ results in the formation of statistical cylinders of size $`R`$. The contraction of each segment drags the globules to the larger-scale cylinder. The overall structure is a random walk of such cylinders, which still displays a Gaussian structure on larger scales until the end of coarse-graining stage.

This mechanism allows direct derivation the time-dependent structure factor $`S(k,t)`$ for a collapsing chain. $`S(k,t)`$ is a useful function, because it can be both measured experimentally and directly computed from simulations. Below we report the structure factor $`S(k)`$ of a polymer chain made of cylinders, which in turn are made of linear necklaces of spheres. The structure factor can be written as a product of structure factors of its elements:

$$S(k,t)=S_{gauss}[R(t)]S_{cyl}[R(t)]S_{glb}[d(t)].$$
(3)
$`S_{gauss}(k,t)`$ is the structure factor of Gaussian chain consisting of $`N_1(t)=N/g(t)`$ unit cylinder elements of average length $`R(t)`$. Therefore,

$$S_{gauss}\left(R\right)=\frac{1}{N_1}\left\{\frac{2/N_1\left[e^{\alpha (N_1+1)}e^\alpha \right]e^{2\alpha }+1}{(1e^\alpha )^2}\right\}$$
(4)
where $`\alpha =\left[kR(t)\right]^2/3`$. For large $`k`$, we note that this expression has a log-log slope of -2, as expected. $`S_{cyl}`$ and $`S_{glb}`$ respectively are the structure factors of cylinder with length $`R(t)`$ and a globule of size $`d(t)`$:

$`S_{cyl}(R,k)`$ $`=`$ $`{\displaystyle \frac{2}{(kR)^2}}\left[\mathrm{cos}kR+kR\mathrm{Si}(kR)1\right]`$ (5)
$`S_{glb}(d,k)`$ $`=`$ $`\left[{\displaystyle \frac{3}{(kd)^3}}\left(\mathrm{sin}kdkd\mathrm{cos}kd\right)\right]^2`$ (6)
Si$`(x)`$ is the sine integral of $`x`$. The length of cylinders $`R(t)`$ and the diameter of globules $`d(t)`$ are the parameters which follow the coarse-graining rule suggested above. The large-$`k`$ log-log slopes of the relations in Eq. 5 and Eq. 6 are -1 and -4 respectively.

As a test of our theory, we computed the structure factors for a simulated polymer chain undergoing collapse. The collapse of a homopolymer chain in a poor solvent was simulated via molecular dynamics (MD). The prototype system is a single linear freely-jointed polymer chain of length $`N`$ = 512 monomers, immersed in a solvent of 8$`\times 10^4`$ simple particles, contained in a cubic box. The total particle number density, $`\rho `$, is 0.85 $`\sigma ^3`$, giving a box dimension of 45.6 $`\sigma `$. All particles interact via standard Lennard-Jones potentials. For “good” solvent conditions, the solvent-solvent, monomer-monomer, and solvent-monomer pair interaction, designated $`U_g(r_{ij})`$, is a shifted repulsive Lennard-Jones potential, cut off at $`r`$ = 21/6 $`\sigma `$. For “poor” solvent conditions, the solvent-solvent and monomer-monomer pair interaction is the full Lennard-Jones potential, $`U_{LJ}(r_{ij})`$, with a well depth $`ϵ`$ of 1.0 $`k_BT`$, cut off at $`r`$ = $`r_c`$ = 2.5 $`\sigma `$, while the solvent-monomer pair interaction is kept as the repulsive $`U_g`$. The shift $`s`$ of $`U_{LJ}`$ is set such that $`U_{LJ}(r_c)=0`$. This simple prescription was used previously in smaller-scale homopolymer collapse simulations. chang01  Particles connected to each other along the backbone of a chain are constrained via a harmonic potential with an average length of 0.97 $`\sigma `$ and a standard deviation of 0.05 $`\sigma `$.

The equations of motion are integrated using the velocity-Verlet algorithm, with a time step $`\mathrm{\Delta }t`$ of 0.001 $`\tau `$, where $`\tau =\sqrt{m\sigma ^2/k_BT}`$, and $`m`$ = 1. Energy is measured in units of $`k_BT`$, which prescribed that the particle diameter, $`d_0`$, be exactly $`\sigma `$, for both monomers and solvent particles. Thus the total excluded volume fraction in the system is about 0.45.

The procedure for a single collapse trajectory is as follows. The initial configuration was generated by growing a random walk of length $`N`$ = 512 and step length $`l`$ = 0.97 $`\sigma `$, biased such that 1–3 monomers automatically have no overlap. Then the remaining 80 000 solvent particles are added at random locations in the box. Particle overlaps are then removed using a previously detailed warmup technique, Abrams2001b  which incrementally increases the the excluded volume diameter of the particles from zero to its full value over about 5000 MD time steps in “good” solvent conditions. During this phase, a Langevin-type thermostat with friction $`\mathrm{\Gamma }=5.0\tau ^1`$ is employed. The amount of time used for this warmup was kept as low as possible in order that the initial configurations remain as Gaussian as possible without significant swelling due to the actual presence good solvent conditions.

Immediately following the warmup, designated for convenience as $`t=0`$, the quench into poor solvent conditions is performed via instantaneously switching the monomer-monomer and solvent-solvent pair interactions from $`U_g`$ to $`U_{LJ}`$. The MD integration is run for several thousand $`\tau `$, until the chain has fully collapsed into a single globule. During this phase, no thermostat is employed, and the temperature was observed for all runs to fluctuate around 1.0 by less than 0.1%. The collapse is monitored using the radius of gyration of the chain as a function of time. During this integration, configuration snapshots are stored every ten thousand time steps (10 $`\tau `$) for later analysis. All simulations were run in parallel on 256 processors using domain decomposition. Puetz1998

A total of 40 independent collapses were simulated, each beginning with a unique chain conformation. The time-dependent structure factor, $`S(k,t)`$, was computed at times $`t`$ = 0, 10, 20, 40, 80, and 160 $`\tau `$, by averaging the static structure factor over all chains at each of those times. We note that the standard deviations were about 20% of the average, which is consistent with large variances in size among the different initial Gaussian chains.

The primary result of this work is a comparison of $`S(k,t)`$ predicted by Eq. 3 and $`S(k,t)`$ computed from the MD simulations. In order to make this comparison quantitative, we introduced the necessary prefactors in the scaling relations $`Rt^{1/2}`$ and $`dt^{1/4}`$. We then performed a least-squares, conjugate gradient minimization Press-NR-ConjGrad  on the sum of squared errors between the theoretical and computed $`S(k,t)`$ for all points for $`k<1`$ and for all times simultaneously. The resulting comparison is shown in Fig. 3. Note that the theoretical and computed $`S(k,t)`$ agree remarkably well. In particular, both display the three asymptotic slopes of the structure factor components discussed previously. The theory and simulation are linked through the following relations:

$`R(t)`$ $`=`$ $`At^{1/2}`$ (7)
$`d(t)`$ $`=`$ $`Bt^{1/4}`$ (8)
with $`A`$ = 1.88(9) $`\sigma /\tau ^{1/2}`$ and $`B`$ = 0.78(8) $`\sigma /\tau ^{1/4}`$. The poorest agreement appears for the latest time, perhaps signifying the end of the coarse-graining stage of the collapse. Due to the large inherent variability of the simulation data, we do not report goodness-of-fit statistics.

To complete our picture, we discuss the late-stage collapse dynamics. After the coarse graining stage, a chain becomes a single “cylinder”, where the globules are aligned linearly. The terminal globules experience net forces due to the finite size of the chain. The late stage is therefore characterized by “end effects.” The typical late stage consists of two globules with connecting string between these two. In this regime, the dynamics are controlled by tension between the two globules and the hydrodynamic friction experienced by the pearls (not by the strings). Both terminal globules move toward the common center of mass by “eating” the string. This procedure is deterministic. Considering the hydrodynamic friction for the sphere with size $`R_p`$ is $`6\pi \eta R_p`$ and $`R_pN^{1/3}`$, the typical distance between the terminal globules should be $`N^{1/2}`$ (reminiscent of a Gaussian fractal), one can estimate the average characteristic time for the late stage as $`\tau _lR/VN^{5/6}`$ ($`\tau _l^RN^{3/2}`$ for Rouse dynamics). Future work will offer a quantitative comparison of this picture with that observed in ongoing MD simulations.

We have presented a new theory capable of describing the dynamics of polymer collapse in poor solvent. We have proposed that the initially fractal chain recursively straightens on length scales $`R(t)`$, forming an increasingly coarse-grained random walk of statistical cylinders of length $`Rt^{1/2}`$ and diameter $`dt^{1/4}`$, in accordance with hydrodynamic equations of motion. These cylinders are statistical objects, whose underlying structure consists of necklace-like configurations of randomly positioned globules connected by strings. This theory successfully incorporates the capillary instability into a hydrodynamic framework. The theoretical time-dependent structure factor is strongly supported by those computed from large-scale MD simulations.

###### Acknowledgements.

We thank T. Vilgis, V. Rostiashvili, B. Dünweg and K. Kremer of the MPIP for thoughtful comments and discussions. We thank the Rechnenzentrum of the Max-Planck-Gesellschaft in Garching, Germany, for a generous allocation of Cray T3E CPU time. M. Pütz is gratefully acknowledged for his simulation code. This work was supported by the BMBF under grant No. 03 N 6015 (C.A.), and by a grant from the DFG (N.L.). One of us (S.O.) is grateful for the warm hospitality and support of the Max-Planck-Institut für Polymerforschung (MPIP).