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# A 𝑝-adic proof of Hodge Symmetry for threefolds

## 1. Introduction

Let $`X/`$ be a smooth projective variety. Then it is a consequence of the Hodge decomposition theorem (see ) that for $`p,q0`$ we have:

(1.1)
$$h^{p,q}=dim_{}H^q(X,\mathrm{\Omega }_{X/}^p)=h^{q,p}=dim_{}H^p(X,\mathrm{\Omega }_{X/}^q).$$

The Hodge theorem also asserts that these two spaces are complex conjugates and hence the equality of the two dimensions. In this note we give a $`p`$-adic proof of (1.1) when $`X/`$ is a smooth projective threefold. Our approach is based on the following observation: one first notes a purely $`p`$-adic assertion that (1.1) holds when Hodge numbers are replaced by more delicate $`p`$-adic invariants introduced by Ekedahl  called Hodge-Witt numbers. These invariants take in to account the torsion in the slope spectral sequence as well as the slopes of Frobenius in the crystalline cohomology of the variety. Hodge-Witt symmetry was proved by Ekedahl using his delicate duality theorem (we note here that we do not use Ekedahl’s duality in the proof given below; we have replaced this by an elementary assertion $`h_W^{0,2}=h_W^{2,0}`$) as well as the crystalline Hard-Lefschetz theorem (when $`X`$ is a smooth projective threefold over a perfect field of characteristic $`p`$).

Once Hodge-Witt symmetry is proved one appeals to another result of Ekedahl (see ) which guarantees the equality of Hodge-Witt numbers and the Hodge numbers under suitable circumstances. That these required conditions are met when $`X`$ is a smooth projective variety over complex numbers is a simple consequence of Deligne-Illusie criterion (see ) for degeneration of Hodge-de Rham spectral sequence in characteristic $`p`$.

The restriction on dimension in Theorem 3.1 arises because Hodge-Witt symmetry is not known. Ekedahl gave a necessary and sufficient condition for Hodge-Witt symmetry to hold (in any dimension). This condition is given in terms of a certain equality of domino numbers for the slope spectral sequence. While this condition is not known to hold in dimension bigger than three, in Remark 3.2 and Scholium 3.3 we give one set of hypothesis under which these condition are satisfied. Further Ekedahl’s conditions also hold, for instance, if $`X`$ is a smooth, projective Hodge-Witt variety over a perfect field of characteristic $`p>0`$. Hence we deduce that if a smooth projective variety $`X/`$ has Hodge-Witt or ordinary reduction at an infinite set of primes then Hodge symmetry holds in characteristic zero.

We would like to thank Luc Illusie for correspondence and comments; we would also like to thank Minhyong Kim for discussions on Hodge symmetry and also to Jim Carlson whose lectures on mixed Hodge theory at the University of Arizona revived our interest in algebraic proofs of Hodge symmetry. We are grateful to F. Oort for his interest and his suggestions which have improved the readability of this paper. We also thank Dinesh Thakur for comments.

## 2. Hodge-Witt Symmetry

To keep this note brief, we will refer to ,  and , ,  for notations and basic results. In this section $`X/k`$ is a smooth projective variety over a perfect field of characteristic $`p>0`$. Let $`H^j(X,W\mathrm{\Omega }_X^i)`$ be the Hodge-Witt cohomology groups of $`X`$. Let $`T^{i,j}`$ be the dimension of the domino associated to the differential

$$H^j(X,W\mathrm{\Omega }_X^i)H^j(X,W\mathrm{\Omega }_X^{i+1}).$$

Let $`m^{i,j}`$ be the slope numbers associated to the slopes of Frobenius on the crystalline cohomology of $`X`$. For the definition see  or . Then the Hodge-Witt numbers of $`X`$, denoted $`h_W^{i,j}`$ are defined to be

(2.1)
$$h_W^{i,j}=m^{i,j}+T^{i,j}2T^{i1,j+1}+T^{i2,j+2}.$$

Note that by  $`T^{i,j}`$ is zero if the corresponding differential of the slope spectral sequence is zero.

The following symmetry of slope numbers is a consequence of  and  and is due to Ekedahl (see ) we give his proof here for completeness.

###### Lemma 2.1.

For any smooth projective variety $`X/k`$ over a finite field $`k`$ of characteristic $`p`$ and for all $`i,j`$ we have

(2.2)
$$m^{i,j}=m^{j,i}.$$

###### Proof.

Let for any rational number $`\lambda `$ $`h_{\text{cris},\lambda }^n`$ be the dimension (=multiplicity) of the slope $`\lambda `$ in $`H_{\text{cris}}^n(X/W)`$. Then by definition of $`m^{i,j}`$ we have

(2.3)
$$m^{i,j}=\underset{\lambda [i,i+1)}{}(i+1\lambda )h_{\text{cris},\lambda }^{i+j}+\underset{\lambda [i1,i)}{}(\lambda i+1)h_{\text{cris},\lambda }^{i+j}$$

Thus to prove the equality of $`m^{i,j}=m^{j,i}`$ for all $`i,j`$ it suffices to prove that if $`\lambda `$ occurs in $`H_{\text{cris}}^n(X/W)`$ with some multiplicity, then $`n\lambda `$ occurs in this cohomology with the same multiplicity. This is a consequence of Riemann hypothesis , and here is how one derives it from the Riemann Hypothesis. Let $`\alpha _1,\mathrm{},\alpha _r`$ be the eigen values of Frobenius on $`H_{\text{cris}}^n(X/W)`$. Then one knows by  and  that the characteristic polynomial of the Frobenius on crystalline cohomology is the same as the characteristic polynomial of Frobenius on $`\mathrm{}`$-adic étale cohomology for any $`\mathrm{}p`$ (this is where we use the hypothesis that we are over a finite field. In particular this characteristic polynomial has integer coefficients and that the eigen values $`\alpha _i`$ are algebraic integers with $`\alpha _i\overline{\alpha _i}=q^n`$, where $`q`$ is cardinality of our finite ground field, and $`q^n/\alpha _i`$ is also an eigenvalue of Frobenius on this cohomology. Normalise the $`p`$-adic valuation on $`W(k)[\alpha _1,\mathrm{},\alpha _r]`$ so that $`q`$ has valuation $`1`$. Then it follows from this that if $`\lambda `$ is the slope of frobenius then $`n\lambda `$ is also a slope of frobenius and it occurs with the same multiplicity. ∎

We will also need the following elementary lemma due to Ekedahl (see ).

###### Lemma 2.2.

Let $`X/k`$ be a smooth projective variety over a perfect field $`k`$ of characteristic $`p>0`$. Then

(2.4)
$$h_W^{0,2}=h_W^{2,0}$$

###### Proof.

From the definition of $`h_W^{0,2}`$ and $`h_W^{2,0}`$ and Lemma 2.1 it suffices to prove that $`T^{1,1}`$ and $`T^{2,0}`$ are zero. The first is a consequence of  and the second is proved in . ∎

###### Remark 2.3.

One can give a similar proof of the fact that $`h_W^{0,1}=h_W^{1,0}=b_1/2`$, where $`\frac{1}{2}b_1`$ is the dimension of the Albanese variety of $`X`$ (see ).

###### Remark 2.4.

Ekedahl has shown that $`h_W^{i,j}=h_W^{j,i}`$ for any smooth projective threefold $`X/k`$ and $`i,j0`$. The proof of the assertion $`h_W^{i,3i}=h_W^{3i,i}`$ uses Ekedahl’s duality theorem (see ). Ekedahl’s duality is not sufficient to prove the corresponding assertion in higher dimensions.

## 3. Hodge Symmetry for Threefolds

###### Theorem 3.1.

Let $`X/`$ be a smooth projective variety over complex numbers. Then we have $`h^{i,j}=h^{j,i}`$ for all $`i+j2`$. Moreover, if $`X/`$ is a smooth projective threefold then Hodge Symmetry holds for $`X`$.

###### Proof.

Observe that $`h^{i,3i}=h^{3i,i}`$ is a trivial consequence of Serre duality (see ). Hence the assertion for threefolds follows from the first part of the assertion. So we have to prove $`h^{i,j}=h^{j,i}`$ when $`i+j2`$. Observe that $`h^{0,1}=h^{1,0}`$ follows by reduction to Picard variety of $`X`$, where the assertion is trivial. So we are left with proving that $`h^{0,2}=h^{2,0}`$.

We can assume, by a standard specialization argument, that $`X`$ is defined over a number field. We choose a proper, regular model of $`X`$ over a suitable open set of ring of integers of the number field. By further localisation on the base we may assume that model is smooth over the base and that the relative de Rham cohomology is torsion free and all the relative Hodge groups are torsion free as well. After further localisation we can assume that the Hodge numbers of every special fibre coincide with the Hodge numbers of the generic fibre and that the Hodge to de Rham spectral sequence of the special fibre degenerates at $`E_1`$. This can be done by the criterion of degeneration of the Hodge de Rham spectral sequence due to Deligne-Illusie (see ).

Let $`X_𝔭`$ be a special fibre chosen as above. Then $`H^{}(X_𝔭,W\mathrm{\Omega }_{X_𝔭}^{})`$ is a Mazur-Ogus object in the derived category of bounded complexes of modules over the Cartier-Dieudonne-Raynaud algebra (see ) and hence we see that by \[5, Corollary 3.3.1, page 86\] one sees that $`h_W^{i,j}=h^{i,j}`$ and so by Lemma 2.2 we are done. ∎

###### Remark 3.2.

We note that of proof given above can be turned on its head: if $`X`$ is a smooth projective variety over complex numbers then as one does know that Hodge symmetry holds (), so for sufficiently large primes, the reduction satisfies Hodge-Witt symmetry as the Hodge numbers and the Hodge-Witt numbers coincide by , . In particular one deduces that Ekedahl’s conditions on domino numbers (see \[5, Proposition 3.2(ii), page 113\]) are satisfied for almost all but finite number of reductions, regardless of whether or not these reductions are ordinary or Hodge-Witt. So it would seems reasonable that at least under some reasonable hypothesis (liftablity to $`W_2`$, torsion-free crystalline cohomology), Hodge-Witt symmetry ought to hold in anay characteristic. We make this remark more precise in the following.

###### Scholium 3.3.

Let $`X/k`$ be a smooth projective variety over a perfect field of characteristic $`p>0`$. Assume that $`X`$ admits a smooth, projective lifting to $`W(k)`$ and $`p>dim(X)`$ and the crystalline cohomology of $`X`$ is torsion free. Then for all $`i,j`$, the dimension, $`T^{i,j}`$ of the domino associated to the differential $`d:H^j(X,W\mathrm{\Omega }^i)H^j(X,W\mathrm{\Omega }^{j+1})`$ satisfies $`T^{i,j}=T^{j2,i+2}`$.

###### Remark 3.4.

In a forthcoming work (see ) we have investigated properties of Hodge-Witt numbers and slope numbers in detail. For instance we have shown that a weak version of the Bogomolov-Miyaoka-Yau inequality holds for all smooth projective surfaces of general type which lift to $`W_2`$ and have torsion free crystalline cohomology. We have also shown that the domino numbers of any smooth, projective variety which has torsion free crystalline cohomology are determined completely by their Hodge numbers and slope numbers. This was noted in  for Abelian varieties. Further we have also shown that for complete intersection in projective space, Ekedahl’s conditions reduce to $`T^{i,ni}=T^{ni2,i+2}`$ these are a consequnce of Ekedahl’s duality for domino. These investigations will be reported in .

###### Remark 3.5.

Let $`X/`$ be a smooth projective variety. Then one expects that $`X`$ has Hodge-Witt or ordinary reduction modulo an infinite set of primes (see for instance ). If one believes the truth of these assertions then by Ekedahl’s work  and the above remarks, Hodge symmetry follows.

The method of proof is more general and can be used to prove the following:

###### Theorem 3.6.

Let $`X/k`$ be a smooth projective threefold over a perfect field $`k`$ of characteristic $`p>0`$. Assume that the Hodge de Rham spectral sequence of $`X`$ degenerates and the crystalline cohomology of $`X`$ is torsion free. Then Hodge symmetry holds for Hodge numbers of $`X/k`$.

###### Remark 3.7.

In general the conditions of Theorem 3.6 are not very easy to verify. But here is one application: assume that $`X`$ is Frobenius split and that $`p5`$. Then by a result of Mehta (see ) we see that Hodge de Rham spectral sequence of $`X`$ degenerates at $`E_1`$, so if crystalline cohomology of $`X`$ is torsion free then $`X`$ satisfies Hodge-Symmetry.

###### Remark 3.8.

The assumption that the crystalline cohomology of $`X`$ is torsion free is a necessary assumption in Theorem 3.6. If this assumption is dropped then Hodge symmetry fails in positive characteristic. Here is one example (for surfaces): this is taken from \[8, Chapter II, Section 7.3\]. Let $`X`$ be a smooth projective Enriques surface in characteristic two. Assume that $`X`$ is singular, i.e., $`H^1(X,𝒪_X)`$ is one dimensional and frobenius is bijective on this vector space; such surfaces exist only in characteristic two. Then one has has a complete list of the Hodge invariants of $`X`$. In particular in the present situation, there are no global one forms on $`X`$ but as $`H^1(X,O_X)0`$, Picard scheme of $`X`$ is not reduced (it is equal to $`\mu _2`$ so the Albanese variety is zero and hence the second cristalline cohomology of X has torsion (it is of type V-torsion in Illusie’s classification of torsion). In fact as the proof of the \[8, Proposition 7.3.5, page 656\] shows, the cohomology of $`X`$ with coefficients in the sheaf of Witt vectors is of finite type and so X is Hodge Witt.


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# Topological Charge Fluctuations and Low-Lying Dirac Eigenmodes

## Abstract

We discuss the utility of low-lying Dirac eigenmodes for studying the nature of topological charge fluctuations in QCD. The implications of previous results using the local chirality histogram method are discussed, and the new results using the overlap Dirac operator in Wilson gauge backgrounds at lattice spacings ranging from $`a0.04\text{fm}`$ to $`a0.12\text{fm}`$ are reported. While the degree of local chirality does not change appreciably closer to the continuum limit, we find that the size and density of local structures responsible for chiral peaking do change significantly. The resulting values are in disagreement with the assumptions of the Instanton Liquid Model. We conclude that the fluctuations of topological charge in the QCD vacuum are not locally quantized.

The instanton (semiclassical) picture of the QCD vacuum has undergone several refinements since its beginnings as a dilute instanton gas, but there are two cornerstones that are inherent in this approach. First, it is imagined that the gauge field fluctuates in such a way as to form the lumps of approximately quantized topological charge. More precisely, it is assumed that there are regions of strong gauge fields that can be enclosed by a hypersurface on which the gauge field is approximately pure gauge. The topological charge contained in such regions thus have approximately quantized values, and we will refer to this situation as “lumpy vacuum” or vacuum with locally quantized topological charge. Secondly, the gauge field in such lumps is assumed to be overwhelmingly (anti)self-dual. Rather successful phenomenology, the Instanton Liquid Model (ILM) , has been built around these assumptions. The basic characteristics of the ILM are the average instanton radius $`\rho 1/3\text{fm}`$ and density $`n1\text{fm}^4`$ with values rather tightly restricted.

Using fermionic response as a signal for gauge fluctuations is a plausible strategy on the lattice, since lattice gauge fields are quite rough and believed to be affected strongly by artifacts at the scale of the lattice spacing. The attemps to eliminate the unphysical part of UV fluctuations directly from the gauge field are quite subjective and significantly biased as to the local structure of the vacuum they reveal. Indeed, cooling inevitably leads to lumpy and self-dual gauge fields if global topology is preserved in the process. Similarly, smoothing is biased towards the lumpy vacuum but not necessarily towards self-duality.

The eigenset of the Dirac operator fully encodes the information about the topological fluctuations of the underlying gauge field. While relying on the complete eigenset is impractical, the importance of these fluctuations mainly rests in their influence on the propagation of light quarks which, in turn, depends crucially on the low-lying modes. Hence, it is plausible to look for the imprints of topological charge fluctuations in Dirac near-zero modes . This approach actually represents a form of smoothing because the infrared modes are least sensitive to the short-distance features atop larger structures in the gauge potential. However, “fermionic smoothing” is determined by the relevant fermionic dynamics, thus eliminating the subjective element.

While lattice fermion is not unique (different fermions smooth differently), all good actions should give consistent results sufficiently close to the continuum limit. However, to make meaningful comparisons, the same fermionic action should be used as the lattice spacing changes. There appears to be an interesting complementarity here of the type “degree of chiral symmetry $`\times `$ resolution $`=`$ const”. Valid ultralocal actions can not have exact chiral symmetry , but they can have perfect lattice “resolution” in the sense that the fermion only feels the gauge potential at its location. The actions with exact chiral symmetry, however, must be non-ultralocal and their resolution is poor. The advantage of the overlap operator over the Wilson-Dirac operator which still reflects the global topology quite well and has perfect resolution, is thus not obvious a priori.

A concrete proposal along these lines is the investigation of chiral orientation parameter $`X(n)`$ in the low eigenmodes . $`X(n)`$ is a local angle in the $`|\psi _L||\psi _R|`$ plane, normalized to lie in the interval $`[1,1]`$. This is quite useful because one can argue that the distribution of this quantity over active points on the lattice will have a predictable qualitative behaviour when the field is lumpy or self-dual. For a lumpy configuration, the emergence of topological near-zero-modes is expected, and the distribution of $`X`$ should be strongly peaked at the extremal values. When the gauge field exhibits extended regions of strong self-dual fields, the distribution should tend to be peaked as well. We emphasize that these two cases can happen independently, e.g. the lumpy field does not have to be self-dual for the distribution to be peaked. Consequently, such a qualitative behaviour is a necessary condition for instanton-like vacuum but by no means sufficient!

The first study of local chirality with Wilson fermions on Wilson gauge backgrounds at lattice spacing $`a0.17\text{fm}`$ found results inconsistent with the instanton-like vacuum . Later works with Wilson fermions at smaller lattice spacing and also with the overlap revealed however, that a visible degree of double-peaked behaviour is present . Our overlap calculation on Wilson gauge fields at $`a0.123,\mathrm{\hspace{0.17em}0.042}\text{fm}`$ gave the following results

indicating that there does not appear to be a significant change in the degree of local chirality closer to the continuum limit. While the observed peaking does not imply the dominance of instantons, it does force us to look for quantitative comparisons rather than qualitative ones. It might be indeed quite revealing to compare the probability distribution of $`X`$ for an instanton liquid ensemble and for QCD using the overlap operator. To illustrate this point, we compare our results to the prediction of the dilute instanton gas model,

confirming that it is not applicable.

If the low-lying mode arises from mixing of t’Hooft “would be” zero modes associated with instantons, then the regions of coherent local chirality should be of a particular size and abundance. To check whether the behaviour of $`X`$-distribution can be ascribed to gauge structures with ILM parameters, we have found the local maxima over the distance $`\sqrt{3}`$ of density ($`\psi ^+\psi `$), and selected ones that (1) decay on average along the eight axis directions through distance $`\sqrt{3}`$ (this excludes accidental maxima and those not likely due to instantons), and (2) contribute to the peaks of $`X`$-distribution. We then determined the size of selected structures as (a) the radius of the largest hypersphere centered at the maximum and containing the sites with the same sign of chirality ($`\psi ^+\gamma _5\psi `$), and (b) the radius of the largest hypersphere within which density doesn’t fall below $`1/8`$ of the center value (this corresponds to the radius in the case of an instanton). Using the first nonzero modes we found

with values significantly below the ILM assumption close to continuum limit. Similarly, for the density of these structures we have obtained

in a marked disagreement with the ILM. A few points need to be emphasized here. (A) There should not be any additional smoothing or other manipulation done on the low-lying eigenmodes. The lowest nonzero infrared mode provides a maximally smoothed imprint of topological charge fluctuations as seen by the propagating fermion. (B) The typical “size” of the chirality correlator in the lowest modes (representing an upper bound on the average size of underlying individual structures) at $`a0.042\text{fm}`$ is about $`0.23\text{fm}`$. (C) The possibility that the large density of structures we find is due to dislocations is unlikely and can be excluded in several ways.

How do we interpret our data? They are easy to understand if one abandons the assumption that topological charge in QCD vacuum is approximately locally quantized. For quantized topological charges, the calculable occurence of $`0.15\text{fm}`$ instantons should be negligible, but there is no such restriction for inhomogeneous fluctuations without quantization. Similarly, if the large number of structures we found corresponded to quantized “lumps”, then the typical values of global topological charge (and susceptibility) would be much higher than we observe, but not necessarily so without quantization. We conclude that it is unlikely that the observed peaking of local chirality distribution is due to instanton-like objects with the parameters of the ILM. Instead, we find an evidence for serious breakdown of the semiclassical picture of the QCD vacuum .


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# Performance of a 1200 m long suspended Fabry-Perot cavity

## 1 Introduction

By the beginning of 2001 the installation of the main optics of the gravitational wave detector GEO 600  has been well under way. The Nd:YAG laser source and the mode cleaners were completely installed. The frequency and length control system as well as an automatic alignment system for the mode cleaners were installed. These systems are operated in a fully automated, remotely controllable fashion and provide the input beam for an interferometer in the main vacuum system. In addition, three main mirrors were suspended, the power recycling mirror, the folding mirror and the end mirror of one arm of the Michelson interferometer (see Figure 1). These mirrors form a cavity with 2400 m round trip length, which is very similar to the power recycling cavity in a recycled Michelson interferometer. This enabled us to perform a first test of the length and frequency control. The cavity is the first large-scale optical system we have operated in GEO 600 and the first arm of the detector.

## 2 Optical Layout

The laser system of GEO 600 is an injection locked master and slave system with 14 W output power at 1064 nm . After leaving the laser, the light is passed through two successive mode cleaners . The mode cleaners are ring cavities with 8 m round trip length and three mirrors each, which are suspended as double pendulums. The measured optical parameters of the two mode cleaners are shown in Table 1. The main optical instrument in GEO 600 will be a dual-recycled Michelson interferometer . In contrast to other interferometric gravitational wave projects , GEO 600 does not employ arm cavities but folded arms (see Figure 2).

The laser light enters the main instrument from the west (W) at the power recycling mirror (PM) and is split into an east (E) and a north arm (N) at the beam splitter (BS). At a distance of 600 m from the beam splitter each arm has a folding mirror (FM) that directs the beam back (slightly tilted) towards the beam splitter. The light hits the end mirror (EM) located close to the beam splitter 25 cm above the axis of the injected beam. In the final optical layout the beams reflected from the two end mirrors are superimposed on the beam splitter. The Michelson interferometer will be held on the so called dark fringe, where the tiny phase modulation sidebands containing the gravitational wave signal are directed south (S) towards the signal recycling mirror (SM). The major part of the light power (the carrier) is reflected back to the power recycling mirror. Thus the power recycling mirror and the Michelson interferometer form a cavity for the carrier light of 2400 m round trip length, the power recycling cavity.

All main mirrors are suspended as triple pendulums to give a very good seismic isolation in the direction of the optical axis . By January 2001 three main mirrors had been installed. The east arm was fully equipped with the end mirror and the folding mirror. Furthermore, the power recycling mirror was in place. The beam splitter was left out so that the three mirrors formed a Fabry-Perot cavity (see Figure 1), which is very similar to the power recycling cavity of the final detector. For the experiment described here the master laser (ML), an 1 W non-planar ring oscillator (NPRO), was used as light source, with the 14 W amplifier (SL) being bypassed.

## 3 Laser frequency stabilisation

The laser frequency stabilisation scheme used in GEO 600 is unique because it does not include any rigid reference cavity. Instead cavities with suspended mirrors are used. The suspended cavities provide a very good reference for frequencies above 50 Hz because of their excellent seismic isolation.

The optical systems and the feedback systems are shown in Figure 3. The frequency of the laser is locked to the first mode cleaner using a standard Pound-Drever-Hall method (MC1 loop). The feedback is applied to the frequency modulation input of the master laser. The bandwidth of this control loop is 100 kHz.

The next step is to pass the light through the second mode cleaner. To do so we have to bring the injected light into resonance with the second mode cleaner by changing the length of the first mode cleaner and thus the laser frequency. This is done with a feedback control system using another Pound-Drever-Hall error signal (MC2 loop). The control signal is split and fed back to two actuators: the slow Fourier components ($`<4`$ kHz) are applied to the length of mode cleaner MC1 via coil magnet actuators on one of its mirrors, while the fast components are injected into the error point of the MC1 loop, i.e. they directly act on the master laser frequency (see Figure 3). The fast feedback path is necessary to achieve a high servo bandwidth (about 25 kHz) and thus a high gain at low Fourier frequencies.

Finally the pre-stabilised light has to be resonant in the power recycling cavity. A third control loop (PR loop) with yet another Pound-Drever-Hall scheme is used to control the length of mode cleaner MC2 accordingly. The feedback of this loop was split into a ‘slow’ path, which acts on the length of the second mode cleaner (by moving one of its mirrors), and a ‘fast’ path. The fast signal is applied to an electro-optic modulator in front of the power recycling cavity that serves as a fast phase corrector. In the experiment described here the control bandwidth of the PR loop was 40 kHz.

In order to measure the performance of the frequency stabilisation one can perform two different experiments: a) an in-loop measurement of the frequency noise (this is done by taking the error point spectrum of the frequency control loop) or b) an out-of-loop measurement of the residual frequency noise of a stabilised laser with respect to an independent frequency reference. Figure 4 shows the error point spectrum of the MC1 loop that stabilises the master laser to the first mode cleaner. The frequency noise in the error point is about 1 mHz/$`\sqrt{\mathrm{Hz}}`$ below 1 kHz. In comparison with the typical frequency noise of a free running NPRO one can see the gain of the servo loop, e.g. 100 dB at 100 Hz.

The master and slave laser system can be treated as a black box from the outside in the sense that the frequency of the slave laser is following the frequency of the master laser and that thus the slave inherits the frequency stability of the master. The injection locking controls the slave laser frequency with a higher bandwidth than the servo loops that apply feedback to the frequency of the master laser. Figure 4 also shows a comparison of the error signal of the MC1 loop for a) the master laser only and b) the master plus injection locked slave. It can be seen that the laser frequency noise is very similar in both cases. The servo electronics of the MC1 loop were not changed between the two measurements.

With two mode cleaner cavities one can also use the second mode cleaner as an independent reference (apart from common-mode effects caused by suspending both mode cleaners from the same mechanical structure in their vacuum tanks) to measure the performance of the laser frequency stabilisation to the first mode cleaner. This is an out-of-loop measurement of the frequency noise and the result is shown in Figure 5. For this measurement the laser was locked to the first mode cleaner as usual. Then the first mode cleaner was locked to the second as described above (MC2 loop) but with a very low servo bandwidth (unity gain frequency $``$ 300 Hz). The frequency noise in the error signal of the MC2 loop then gives the residual frequency noise of the MC1 loop for Fourier frequencies above the unity gain frequency of the MC2 loop.

As can be seen in Figure 5 the measured out-of-loop noise floor is about 10…30 mHz/$`\sqrt{\mathrm{Hz}}`$ below 1 kHz and very close to the sensor noise of the MC1 loop, i.e. the electronic noise of the photo diode. We believe that the shot noise limit can be reached by increasing the light power on the photo diode by a factor of 5.

We also measured the out-of-loop frequency noise of the MC2 loop with respect to the power recycling cavity. This measurement showed that the out-of-loop frequency noise of the MC2 loop and that of the MC1 loop are very similar. As both mode cleaners are similar cavities with common noise sources the frequency noise can only be improved a little by the second control loop. This is different for the power recycling cavity: the cavity has a much smaller bandwidth (400 Hz in this experiment) and the length of 1200 m greatly improves the relative stability. Also this cavity uses triple pendulum suspensions for its mirrors, so that the absolute motion of the mirrors is less than that of the mode cleaner mirrors with their double pendulum suspension for Fourier frequencies above 10 Hz. Thus the power recycling cavity can be used as a stable frequency reference and by stabilising the mode cleaners and the laser light to the power recycling cavity length, the frequency noise can be further improved (see next section).

## 4 Performance of the 1200 m cavity and its length control system

The mode cleaner system was completed in December 2000. Both cavities were automatically aligned and the lock acquisition of the length control loops was fully automated. The servo systems for the length control use analog electronic devices. They can be guided by a computer system via a digital bus  to automate lock acquisition of the full optical system. Therefore in normal operation no human interaction is required. We thus had a stable input beam for the experiment with the 1200 m cavity.

The three mirrors of this cavity were without any alignment control and thus had to be aligned manually for every experiment. When a reasonably good alignment was established one could observe fringes in the light reflected from the long cavity. A numerical simulation was used to fit a model function to a measured time series of the reflected light power of the 1200 m long cavity (see Figure 6). The simulation works in the time domain and calculates the dynamic changes of the light power inside a cavity after an incident laser beam comes into resonance with the cavity. In our case the cavity was assumed to be rigid while the frequency of the incoming beam is subject to a sweep (the effect is the same as for a cavity with moving mirrors that is illuminated by a light source with fixed frequency ). This assumption can be made because the relative stability of the 1200 m long cavity is much better than that of the mode cleaners, which function at that time the reference for the laser frequency. The particular fringe shown in Figure 6 was chosen because it could be modeled with a simple linear frequency sweep.

The parameters of the fitted model function showed that the finesse of the cavity (with that particular alignment) was 300 and the speed of the mirrors of the second mode cleaner was 20 nm/s. This means that a control loop locking the incoming light to that cavity had to acquire lock in some milliseconds. The low minimum of the ringing in Figure 6 shows that the mode matching is better than 90%. The finesse of 300 corresponds to a loss inside the cavity of 0.7%.

To stabilise the incoming light to the resonance of the 1200 m long cavity another feedback control featuring the third Pound-Drever-Hall scheme was installed (PR loop). Figure 7 shows these feedback signals during lock acquisition. The servo loop was closed automatically during a fringe at time zero. It can be seen that the cavity acquired lock in 2 ms and stayed in lock while a residual motion of the mirrors damped out quickly.

The automation of the lock acquisition of this control loop was installed and worked reliably. Without an alignment control of the cavity mirrors the continuous lock durations were limited by alignment drifts. However, we still achieved continuous lock periods of up to 10 hours, and the automation was able to relock the cavity over periods of up to 36 hours before the mirrors had to be realigned. For comparison, the laser and mode cleaner systems which were under automated alignment control  typically achieved continuous lock times of 48 hours. The stable operation of the entire system over periods of 36 hours showed the stability of the involved subsystems, especially of the seismic isolation and the control electronics.

For the GEO 600 detector in its final state the required frequency stability inside the power recycling cavity is 10 $`\mu \mathrm{Hz}/\sqrt{\mathrm{Hz}}`$ at 100 Hz, which corresponds to a frequency stability of 100 $`\mu \mathrm{Hz}/\sqrt{\mathrm{Hz}}`$ at 100 Hz for the injected light. For the intermediate experiment described here the goal was to achieve an in-loop frequency noise at this level. Figure 8 shows the in-loop noise (i.e. the error point spectrum) of the control loop for the 1200 m long cavity and the sensor noise of that loop. It can be seen that the goal mentioned above is met.

As of summer 2001, all main optics of the Michelson interferometer had been installed and the power recycling cavity including a full interferometer is in place. This system has two longitudinal degrees of freedom, the Michelson interferometer operating point (differential arm length) and the power recycling length (common arm length plus the distance from the power recycling mirror to the beam splitter). The error signals for each degree of freedom depend strongly on the state of the other. In order to lock the Michelson interferometer the power recycling cavity is stabilised first. The experience with the 30 m prototype interferometer in Garching  showed that this locking hierarchy works reliably. To compensate for the variable reflectivity of the Michelson interferometer (when the interferomter is not yet locked to the dark fringe), an automatic gain control has been added to the servo system for the power recycling cavity. The otherwise unchanged servo system can lock the power recycling cavity long enough for about 4 or 5 slow fringes of the Michelson interferometer to pass. During this time the Michelson interferometer error signal allows the lock acquisition of the Michelson interferometer. Currently the servo system for the Michelson interferometer control is tested.

## 5 Conclusion

The 1200 m experiment described in this paper employed the first large-scale optical system in GEO 600. With the laser, the two mode cleaner systems and a 1200 m long cavity we could demonstrate the frequency stabilisation system of GEO 600. The required frequency noise reduction was achieved by stabilising the laser only to suspended cavities. The frequency and length control servos are automated and controlled by a computer system. The described system can acquire lock reliably and stay locked for 10 hour long periods. We demonstrated that the system works as expected so that the requirement for the laser frequency noise in GEO 600 gravitational wave detector can be met.

The authors would like to thank the British Particle Physics and Astronomy Research Council (PPARC), the German Bundesministerium für Bildung und Forschung (BMBF) and the State of Lower Saxony (Germany).

## References


text:
# Relationship between sunspot number and total annual precipitation at Izaña (Tenerife): Maximum precipitation prediction with three year lagged sunspots?

## 1 Introduction

Many relationships between sunspot number and precipitation have been found. The most simple one plotting sunspot number, or a similar related quantity, and some direct or indirect measurement of precipitation versus the year when the events took place. Sometimes one of the plotted variables is lagged several years. A visual correlation or anti–correlation is normally found. Some examples are the controversial water levels of lake Victoria \[Brooks, 1923\], the lake Michigan water levels \[Wilson, 1946\], the Mississippi river flow \[Perry, 1996\], the drought cycles in the western United States \[Mitchell et al., 1979\] or the also controversial Indian cyclones \[Meldrum, 1872\]. Another technique is to calculate the power spectrum of the time series with sensitive methods like maximum entropy methods. Some examples are the summer Nile floods \[Currie, 1987\] and the Atlantic tropical cyclones \[Cohen and Sweetser, 1975\]. For more sun–climate relationships see the excellent reviews from Vázquez \[Vázquez, 1998\], Hoyt and Schatten \[Hoyt and Schatten, 1997\] and Pittock \[Pittock, 1983\].

More recent and closer examples can be found in the work of Jonsson et al. \[Jonsson et al., 2000\], where they analyze the Izaña precipitation and the tree rings of the Canarian pines and find that during long drought periods there is a strong minima in tree ring growth, but more conspicuous minima happen during a phase of maximum solar activity. Alves \[Alves, 2000\] finds a correlation between yearly sunspot number and precipitation in Portugal, which is very strongly influenced by Atlantic meteorological perturbations like is also frequently the case in the Canary islands.

In this paper we will show a different type of relationship between precipitation and sunspots. Its main feature is that if it is confirmed, it will permit some type of long term precipitation prediction. We will first present the different datasets used in this paper and show their relationship. A statistical test will be made on the sample to see how well the relationship holds. Finally, if the relationship is really produced by cause and effect we will show how precipitation predictions can be made and will point some possible physical factors behind it.

## 2 The precipitation dataset

The data was obtained from the local West Canaries Meteorological Center (“Centro Meteorológico Territorial de Canarias Occidental”) which belongs to the Spanish Meteorological Institute (“Instituto Nacional de Meteorología”). The time series consists of the total annual precipitation registered from 1916 to 1998 inclusive at the Meteorological Izaña Observatory.

The Meteorological Izaña Observatory is located at $`28^{}18^{}\mathrm{N}`$, $`16^{}29^{}\mathrm{W}`$ on the island of Tenerife (Canary Islands) at 2367 m above sea level. There is generally a strong and persistent subsidence inversion over this region with the top located at about 1200 m in summer and about 1800 m in winter. The Observatory normally lies above the top of the inversion layer although it sometimes reaches the station under certain synoptic conditions. This is why Izaña is considered a very good station for representative atmospheric measurements of the free troposphere.

The time series of basic meteorological parameters from this Observatory began in the 1916 when the Izaña Observatory was founded. Since then the keen work of the Observers has provided us with such a long record. Although the precipitation is a difficult parameter to measure because it is not easy to devise an instrument which will collect all the rainfall with few errors, it is not severely affected by the time when the measurement of the total collected precipitation is done, neither is it very sensitive to other local conditions like temperature, humidity, etc. Note that in the precipitation series not all years from 1916 to the present are available. The reason for this is that some years are not yet available in digital format.

## 3 The sunspot dataset

The yearly mean sunspot number, $`R_i`$, is obtained from the United States National Geophysics Data Center (NGDC) at http://web.ngdc.noaa.gov which consists of the yearly mean of the well known International Sunspot Number.

Briefly, the International Sunspot Number, $`R_i`$, results from a statistical treatment of the data originating from more than twenty–five observing stations. Normally sunspots appear isolated or forming groups. Each isolated cluster of sunspots is termed a sunspot group, and it may consist of one or a large number of distinct spots. The relative sunspot number is defined as $`R=K(10g+s)`$, where $`g`$ is the number of sunspot groups and $`s`$ is the total number of distinct spots. The scale factor $`K`$ (usually less than unity) depends on the observer and is intended to bring all measurements to the same scale.

## 4 Relationship between total annual precipitation and yearly sunspot number

The total annual precipitation and the yearly sunspot number time series is shown in Figure 1 along with the 5 year running mean for the precipitation. There does not seem to exist any clear relationship between the two variables. But if the three year lagged yearly sunspot number versus the total annal precipitation at Izaña is plotted, we obtain Figure 2. It can be seen that the points concentrate on the lower left hand corner of the graph. Even more, we can plot the line $`P=12504.25R_i`$, which is also shown in the figure, below which nearly all points lie.

In a sense it is normal to expect this distribution of points if we assume that both variables are totally independent since most values of precipitation and sunspot number are in the lower range of all possible values. The histogram of total annual precipitation is shown in Figure 3, its range is from $`0`$ to $`1400\mathrm{mm}`$ and peaks at around $`300\mathrm{mm}`$. The histogram of yearly sunspot number is shown in Figure 4, its range is from $`0`$ to $`190`$ and peaks at around $`R_i=20`$.

A statistical test can be performed on the data to check whether this distribution is due to chance or not. The dataset is divided in two samples by selecting points with a total annual precipitation higher and lower than its median precipitation. If precipitation and three year lagged sunspot number are totally independent variables then these two samples should be homogeneous, that is, the sunspot number histogram from each of the two samples should be the same in a statistical sense. In Figure 4 the three year lagged sunspot number histograms are shown, both for points with precipitation above the median, $`413.2\mathrm{mm}`$, and below it. The actual numbers from these histograms are shown in Table 1. Note that the last four histogram intervals of Figure 4 have been grouped into one in Table 1 so that it is statistically significant.

Let us denote the sample number with $`i`$, differentiating data points with precipitation above and below the median; the class number with $`j`$, indicating the histogram interval of lagged sunspot number; the number of years in a specified interval and sample with $`n_{ij}`$; the total number of years under each sample with $`n_i`$; the total number of years under each class with $`m_j`$; and the total number of years with $`n`$. We can make a chi–square test to test the null hypothesis, $`H_0`$, that both samples are homogeneous by calculating the parameter

$$\lambda =\underset{i=1}{\overset{2}{}}\underset{j=1}{\overset{4}{}}\frac{(n_{ij}n_im_j/n)^2}{n_im_j/n}$$
(1)
which should follow a chi–square distribution with three degrees of freedom. Calculating $`\lambda `$ with the values from Table 1 we get

$$\lambda =8.49.$$
(2)
If we compare this values with the chi–square value for a $`5\%`$ significance level,

$$\chi _{3;0.05}^2=7.815$$
(3)
we find that $`\lambda >\chi _{3;0.05}^2`$ and we can conclude that the null hypothesis is false. In other words, if we assume both samples are really homogeneous there is less than $`5\%`$ probability that the observed samples are produced by chance. We thus conclude, with a high degree of confidence, that both samples are not independent and there is effectively a relationship between both variables.

## 5 Maximum precipitation prediction with sunspot number

If we believe that there is really a cause and effect relationship between both variables, predicting the maximum precipitation for Izaña is straightforward. We first get the value of yearly sunspot number for a given year, $`R_i`$. Three years later, the maximum precipitation at Izaña most probably will not exceed the value given by the line shown on Figure 2, $`P=12504.25R_i`$.

## 6 Discussion and possible physical causes

As in any statistical relationship there can be many errors along the way, so this result should be taken with care. The measurement of precipitation is not an easy task and is prone to errors. Depending on the wind and the position of the pluviometer the collected water can be very different from the actual rainfall. This is even more complicated when the precipitation consists of snow. Even though a relationship seems to exist, this does not necessarily mean they form a true cause and effect relationship. The fact that the relationship is found at Izaña might be due to the fact that it is an atmospheric background site due to its position and altitude. In any case, study of other meteorological data should be done to strengthen or diminish such relationship.

Currently, in the literature, there are two possible physical links between sunspot number and some terrestrial variable which lags the sunspot number in about three years.

One of such physical links is the influence on the terrestrial magnetic field by solar activity. It is well known that the maximum value for the aa geomagnetic index usually follows sunspot maximum by two or more years. In the same way, the aurorae follow by about three years the sunspot maximum. It has been proposed that the solar activity modulates the cosmic rays, which in turn affect terrestrial climate \[Tinsley et al., 1989, Svensmark and Friis-Christensen, 1997\]. Recently \[Svensmark, 2000\] it has been noted that there is a significant correlation of magnetic activity with low level clouds ($`<3\mathrm{K}\mathrm{m}`$).

Another physical link, which is most often cited in the literature, is the different heating effect due to changes in solar irradiance with Sun activity. An example is the correlation of sea surface temperature with solar irradiance \[Reid, 1991\], which also has an approximate lag of three years. Recently \[White et al., 2000\] proposed a form of solar irradiance excitation of Earth’s climate.

## 7 Acknowledgments

We are grateful to the Observers of the Izaña Observatory for the dataset they have provided through the years.


text:
# Deterministic walks in random networks: an application to thesaurus graphs

## 1 Introduction

We live in a world formed by networks: biological, social, linguistic and technological. The study and characterization of such networks have boosted recently by the emergence of new ideas, increasing network databases and available computational power to test models and link them to data .

Networks form the substrate where dynamical processes can occur, as the spreading of diseases or diffusion of information. Such processes are usually studied by using stochastic dynamics and random walks. Navigation processes and exploratory behavior  can also be modeled by walks inside graphs. Of course, navigation processes are not purely random nor purely deterministic. However, as a first step, it would be interesting to know the generic properties of deterministic navigation inside networks . If these networks are disordered, deterministic walks will lead to some statistics of trajectories which could provide information about the network topology and kind of disorder. Consider the following examples of deterministic walks in the context of translation machines and thesaurus graphs.

Automatic translation software presents various problems due to the difficult task, even to humans, of converting phrases from one language to another. For example, it seems a desirable feature that if a translated sentence is translated anew to the original language one should get the original phrase. However, the iteration of the translation process in standard translator software frequently produces a drift from the original sense. After a transient, this drift achieves a two-cycle that constitutes a pair of usually nonsensical sentences, which are the same when translated back and forth.

At the word level, a similar phenomenon occurs in analogical dictionaries or thesaurus. Starting from a random word, if one iterates the process going to the nearest synonymous in some sense (say, for example, the first word in the given list), one achieves also cycles of period two as shown in Table 1.

This iterative procedure converges, after some (sometimes large) transient time, to a two-cycle. Two-cycles are the universal attractors of this iteration process. This can be easily understood if one thinks about words in a thesaurus as nodes of a graph. This graph is not purely random but their nodes are semantically or etymologically linked defining some ordinal relationship in the node neighborhood (first neighbor, second neighbor etc.). Two-cycles appear when two mutually next neighbors are finally found.

An interesting statistical question concerns the average degree of separation between two words in a thesaurus. After some experimentation in standard electronic thesaurus, one finds that the average degree of separation is of order $`\mathrm{log}N`$, where $`N`$ is the number of nodes (words) in the graph defined by a thesaurus. One also observes that synonymous have large clustering coefficient. This means that the probability that two synonymous of a word are also synonymous of each other is large. This suggests that a thesaurus is an instance of the so-called Small World networks . This fact has been confirmed recently through exhaustive quantitative measures in the Merrian-Webster dictionary , Roget’s thesaurus  in the Wordnet Database  and even for free word associations database .

Here we suggest a different point of view to probe the structure of these highly non-trivial networks, through the study of the statistics of a simple deterministic walk on them: the “tourist walk” . Starting from an initial site, a walker (tourist) moves at each time step according to the simple deterministic rule: go to the nearest site that has not been visited in the preceeding $`\tau `$ time steps. The tourist performs a deterministic partially self-avoiding walk with memory window of $`\tau `$ steps. This iterative dynamics always leads to a trajectory that is composed of an initial transient part and a final attractor (a cycle of period $`p\tau +2`$) that traps the tourist. Here, $`\tau `$ is the limited tourist memory range or, alternatively, it can be thought as a refractory time of the sites. For $`\tau =0`$, only cycles with period 2 appear, which correspond to a pair of mutually nearest neighbors points, corresponding to the two-cycle phenomena described earlier.

The main result presented in this paper is that deterministic walks in spatial graphs (graphs whose nodes lie in Euclidean $`d`$-dimensional space) present some interesting statistical regularities. These regularities could serve as a benchmark when studying real world networks. In Section 2 we show that the tail of the distributions $`P_\tau (p)`$ of cycle period $`p`$, i.e., the number of different $`p`$-cycles divided by the total number of cycles, can be described in the whole $`\tau `$-range by a limited power-law. In this way all curves $`P_\tau (p)`$ can be collapsed into a single universal curve independent of $`\tau `$. This is an extension and improvement to the description given in Ref. . Also, for $`\tau =0`$, an analytical support, given by Cox’s formula , is presented along the text. In addition to the quantities studied in Ref. , another quantity is examined: the probability $`P_A(p)`$ of a random site to belong to a $`p`$-cycle attractor basin. This probability is interesting since it shares the scaling properties of $`P_\tau (p)`$ and is easily measurable from experimental data. These quantities have been studied as a function of the dimensionality $`d`$ of the system where we show a slow convergence to the random link network. The random link network corresponds to the limit $`d\mathrm{}`$ and, for $`\tau =1`$, the cycle distribution behaves as $`P_\tau (p)p^1`$. In Section 3, we compare our results, obtained in low dimensional Euclidean random graphs, to those obtained in the Small World graphs of thesaurus and find surprising similarities between them and huge differences from the $`d\mathrm{}`$ limit. This suggests that the short range connectivity structure of thesaurus graphs could be embedded in a low dimensional space, with the Small World behavior given by a small fraction of long range connections. This contrasts to standand models which represent words in high dimensional Euclidean space . Finally in Section 4 concluding remarks are presented.

## 2 Deterministic Walks

The construction of the $`d`$-dimensional Euclidean random graphs starts by randomly distributing the coordinates of $`j=1,2,\mathrm{},N`$ sites with a uniform density $`\rho `$ in the interval $`[0,1]`$ in $`d`$ dimensions. The Euclidean matrix of distances $`D_{ij}`$ is used for ordering the neighbors and to create a neigborhood table $`V_{ik}=j(k)`$, where $`j(k)`$ is the site that is the $`k^{\text{th}}`$ nearest neighbor of site $`i`$.

Notice that a random collection of points in Euclidean space does not define a graph because a set of links is also necessary. If all the points are connected by links, we would have a totally connected graph. We will represent this graph by $`G_{N1}`$, where $`N1`$ is the number of outgoing links. But with a memory window $`\tau `$, the walker dynamics is well defined if one knows what are the $`\tau +1`$ nearest neighbors. Moves to the other neighbors never occur. This means that the walk is done inside a subgraph $`G_{\tau +1}`$ formed by linking directionally each site $`i`$ to its $`\tau +1`$ nearest neighbors. The tourist walk is always performed inside this directed subgraph that only presents an ordered set of neighbors $`V_{ik}`$ ($`k=1,\mathrm{},\tau +1`$) for each node. For example, in the $`G_1`$ subgraph each node is connected only to its nearest neighbor: indeed this graph is composed by several disconnected parts, one for each pair of mutual nearest neighbor. In the $`G_2`$ subgraph, each node is linked to its two nearest neighbors. Such graph has a giant component (percolating cluster) containing more than $`98\%`$ of the nodes . Notice that $`G_n`$ is always a subgraph of $`G_{n+1}.`$

We stress that the Euclidean metric has been introduced in our model only as a simple mode of ranking the sites neighbors. As pointed out in Ref. , the dynamics is performed on the neighborhood table $`V_{ik}`$, not in the distance matrix $`D_{ij}`$.

### 2.1 Walks without memory

The density of cycles $`D_\tau (p;d)`$ is the number of different $`p`$-cycles divided by $`N`$ for a given memory $`\tau `$ and dimension $`d`$. As observed before, in the no memory situation $`\tau =0`$, only $`2`$-cycles appear. Nearest neighbor statistics in Poisson processes on Euclidean spaces are well known and have been used more intensively after the work of Clark and Evans , followed by Refs. . They have defined “reflexive nearest neighbors” as two sites that are the nearest neighbors of each other. These reflexive neighbors are precisely the attractors in the $`\tau =0`$ tourist walk.

Applying Cox’s formula , the density $`D_0(2;d)`$ of $`2`$-cycles in dimension $`d`$ is given by:

$`D_0(2,d)`$ $`=`$ $`{\displaystyle \frac{P_{rn}(d)}{2}}={\displaystyle \frac{1}{2(1+p_d)}},`$ (1)
$`p_d`$ $`=`$ $`2{\displaystyle \frac{\mathrm{\Gamma }(d/2+1)}{\sqrt{\pi }\mathrm{\Gamma }[(d+1)/2]}}{\displaystyle _0^{1/2}}\text{d}x(1x^2)^{(d1)/2},`$ (2)
with $`P_{rn}(d)`$ being the fraction of reflexive neighbors and $`\mathrm{\Gamma }(z)`$ the gamma function.

These formula can be worked out to obtain standard functions. Observing that:

$$\frac{\mathrm{\Gamma }(d/2+1)}{\sqrt{\pi }\mathrm{\Gamma }[(d+1)/2]}=\frac{1}{B[1/2,(d+1)/2]},$$
(3)
where $`B(a,b)=\mathrm{\Gamma }(a)\mathrm{\Gamma }(b)/\mathrm{\Gamma }(a+b)`$ is the beta function, one obtains:

$$p_d=I_{1/4}(\frac{1}{2},\frac{d+1}{2}),$$
(4)
with $`I_z(a,b)`$ being the incomplete beta function. Some special values of these quantities are shown in Table 2.

### 2.2 Walks in $`d=2`$

We consider now the dependence on the memory $`\tau `$ in the two dimensional case. For $`\tau >0`$, different period cycles coexist. Examples of cycles appearing for a landscape with $`N=400`$ sites and several values of memory $`\tau `$ are given in Fig. 1, where open boundary condition has been used here. As $`\tau `$ grows, one observes the progressive disappearance, development or coalescence of cycles.

A natural question concerns the distribution of cycle periods

$$P_\tau (p)=\frac{D_\tau (p)}{_pD_\tau (p)},$$
(5)
and also if there is a value for $`\tau `$ where a percolation phenomenon occurs, i.e., the appearance of a cycle with diameter comparable to the system. However, the detailed study of this percolating regime demands strong computational effort, which is far from our resources. Here we only report results for the also interesting regime $`\tau =O(\mathrm{log}N)`$, which is of the order of the mean minimum separation length in Small Word networks. This regime gives information about the clustering properties of the network at scale of $`O(\tau )`$ cities.

Numerical simulations, using periodic boundary conditions, have been performed for $`d=2`$ and $`\tau `$ varying from $`1`$ to $`10`$ with $`N=10^4`$ and averaging over $`100`$ landscapes, see Fig. 2a. We have found that, for $`p>2p_{min}=2(\tau +2)`$, the probability of appearance of a $`p`$-cycle $`P_\tau (p)`$ can be fitted by the expression:

$$P_\tau (p)=C(\tau )p^\alpha \text{e}^{\left[p/p_0(\tau )\right]^2},$$
(6)
The fitting function gives $`\alpha 2.6\pm 0.1`$ independent of $`\tau `$. We observed that the cutoff lenght scales as $`p_0\tau `$, suggesting that all these curves could be scaled into a single universal function which depends only on the ratio $`p/\tau `$. As the areas under the $`P_\tau (p)`$ curves are always equal to one, we have found the data collapse on the function:

$$G(p/\tau )=\tau P_\tau (p),$$
(7)
as illustrated in Fig. 2b. It is worthwhile mentioning that other scalings as $`(pp_{min})/p_{min}`$ or $`p/p_{min}`$ with $`p_{min}=\tau +2`$ have been tested and do not work as well as the one proposed above. A similar scaling does not hold for $`d=1`$ since in this case the exponent $`\alpha `$ depends strongly on $`\tau `$, see Ref. .

### 2.3 High Dimensional Walks

For $`d>1`$, the $`P_\tau (p)`$ curve slowly converges to the $`d\mathrm{}`$ behavior, which is also the behavior of the random link network (Fig. 3a), which neglects the correlations among the distances between sites in a $`d`$-dimensional Euclidean space . The distribution tail has the form

$$P_\tau (p)p^{\alpha (d)}\varphi (p,\tau ,N),$$
(8)
with $`\alpha (d)`$ varying from $`\alpha (2)2.6`$ to $`\alpha (\mathrm{})=1`$ and $`\varphi (p,\tau ,N)`$ being a cutoff function.

#### 2.3.1 Convergence to the random link behavior

The random link network has been generated numerically considering the distances between two points as uniform random variables in the interval $`[0,1]`$. The distribution $`P_\tau (p)`$ for the random link network can be described by a power law $`p^1`$ (see Fig. 3a) with a cutoff which grows with the system size $`N`$, since it is a version of a random map model . Notice, however, that we have studied a symmetrical situation ($`D_{ij}=D_{ji}`$) with $`\tau =1`$. The Derrida random map  corresponds to an assymetrical random link case ($`D_{ij}D_{ji}`$), it presents cycle periods $`p2`$ even for $`\tau =0`$ and the total number of attractors is of order $`\mathrm{log}N`$. For $`\tau =0`$, the symmetric case presents only two-cycles and is the correct approximation for the limit $`d\mathrm{}`$, with the number of attractors scaling as $`0.25N`$.

The slow convergence to the $`d\mathrm{}`$ behavior also appears in other statistical quantities as, for example, the probability $`P_A(p)`$ that a random initial site leads to a cycle-$`p`$ (Fig. 3b). When studying deterministic walks in real world networks, the quantity $`P_A(p)`$ is more convenient from an experimental point of view. One can obtain better statistics for $`P_A(p)`$ since each different initial condition gives valid data and it is not necessary to keep track of only different cycles, as stated by the definition of $`P_\tau (p)`$.

## 3 Thesaurus graphs

To exemplify the use of the tourist walk in ordinal ranking problems, we have considered $`\tau =0`$ and $`\tau =1`$ walks in a graph defined by a thesaurus. In this situation a word is chosen at random and uniformly from a standard dictionary. The chosen word is then placed in an electronic thesaurus (the USA English Microsoft 98 thesaurus). In the considered thesaurus, the synonyms are ranked according to their use frequency.

### 3.1 No memory

For a $`\tau =0`$ walk, the more frequent used synonym of a given word (the first word in the synonymous list or “first neighbor”) is then chosen as a new input and, again, its first neighbor is chosen in an iterative process, as illustrated in Table 1. This procedure leads to a transient and (generally) to a cycle of period 2, where two nearest reflexive synonyms are found. The distribution of transient times presents an exponential decay (Fig. 4).

The proportion of reflexive neighbors could be estimated in principle by measuring the fraction of initial words that are already in a two-cycle (like the word “link” in Table 1). From 1000 initial words ($`2\%`$ of the whole dictionary), 272 of them are found to belong to two-cycle. This value leads to $`P_{rn}=0.272\pm 0.028`$, with a confidence level $`\gamma =95\%`$, which is very far from the range $`[1/2,2/3]`$ expected for random points in $`d`$-dimensional Euclidean space. However, it is clear from the distribution of the transient times (Fig. 4) that this number has been underestimated. One of the reasons for this underestimation is that a large fraction of two-cycles are composed by cycles containing two word expressions as: “punctual \- on time - punctual”. Since we have started always from single word expressions, the cycle: “on time \- punctual - on time” will never be caught as a transient zero exemplar. Another source for this discrepancy may be the presence of a small fraction of random links (see bellow). Extrapolating the exponential decay in transient to $`t=0`$ leads to a better estimate $`P(t=0)=P_{rn}=0.618`$, which is compatible with a low dimensional $`d=2`$ (or maybe $`d=3`$) estimate by Cox’s formula $`P_{rn}(2)=0.62`$ ($`P_{rn}(3)=0.59`$).

We shall also mention that some cycles of higher period have been found in the dictionary experiment: $`(5.2\pm 1.4)\%`$ of three-cycles and $`(0.5\pm 0.4)\%`$ of four-cycles with confidence level $`\gamma =95\%`$. Thus, the examined dictionary may present links where $`B`$ is the nearest synonymous of $`A`$, $`C`$ is the nearest synonymous of $`B`$ and $`A`$ is the nearest synonymous of $`C`$. This kind of relation cannot be embedded in a metric space (due to the triangle inequality), suggesting that this thesaurus graph is slightly non-metric. We do not know if this is either a significant or desirable property, or an artifact from the specific dictionary examined.

### 3.2 One step memory

For $`\tau =1`$ walks, we have found that the probability $`P_A(p)`$ of a word to belong to the basin of a $`p`$-cycle is very similar to that from walks in low dimensional Euclidean spaces, as shown in Fig. 5. This result is amazing and suggests that the lexicon graph could be embedded in a low dimensional Euclidean space preserving most of its neighbor order.

Notice that we have worked only with the $`G_1`$ ($`\tau =0`$) and $`G_2`$ ($`\tau =1`$) subgraphs, that is, graphs containing only one or two nearest neighbors of each point. So, we are examining the local structure of the network, not the large distance links which give the Small World behavior or power law degree of connectivity . We have found that these subgraphs are very similar to those generated by a random collection of points in Euclidean space with $`d=2`$ (or $`d=3`$). It must be emphasized that higher values for $`d`$ are excluded because this would be reflected already in the $`G_1`$ and $`G_2`$ structure. The $`d=1`$ case is also excluded once cycles with periods $`5`$, $`6`$ and $`7`$ have been measured and are forbiden by the model .

This result contrasts to standard models which represent words in high dimensional ($`d>100`$) Euclidean space, for instance, the Latent Semantic Analysis (LSA) model . If the present thesaurus were represented as points in such high dimensional spaces, the tourist walk behavior should be similar to the random link behavior. Instead, our findings suggest that, for best representing its local behavior, the nodes (words) from the studied thesaurus should be embedded in a low Euclidean dimension, with a small fraction of assymetric links (to produce cycles with $`p>2`$ for $`\tau =0`$). Of course, as indicated by other studies , there are also long range links that give the Small World/Scale Free character of the network.

We have repeated this kind of study with the Portuguese Microsoft Word98 thesaurus. However, the existence of a large fraction of dead ends, i. e., nodes without outgoing links (reflecting a low quality database) prevented further analysis in this dictionary.

## 4 Conclusion

We have shown that simple deterministic walks inside graphs with ordered neighborhood produce the emergence of cycles with interesting statistical properties. The spectrum of stable cycles $`P_\tau (p)`$ and the probability $`P_A(p)`$ of falling in a $`p`$-cycle from a random start give complementary information to measures like the average minimal length $`L`$ and clustering coefficient $`C`$. Networks with the same $`L`$ and $`C`$ could be distinguished by different spectrum $`P_\tau (p)`$ and $`P_A(p)`$.

Walks with no memory ($`\tau =0`$) easily detect absence of metrics in the graph. The curves $`P_\tau (p)`$ and $`P_A(p)`$ given here define class behaviors for the less informative spatial distribution of nodes (the Poisson case in Euclidean space) that can be used as a benchmark for results from walks in other networks. Since graphs with ranked neighborhood, but random structure, abound in the real world (from neural and ecological to social networks ), it could be interesting to find if deterministic walks on them belong, or not, to the same class defined by the Euclidean random graphs studied here. A surprising result is that the graph $`G_2`$ generated by a thesaurus is best represented by random points in low dimensional, even $`d=2`$, Euclidean space.

The authors thank M. Idiart for sharing preliminary results with us, J. F. Fontanari for calling our attention to the random map model, Nestor Caticha, A. C. Roque da Silva , N. A. Alves and R. S. Gonzalez for fruitful discussions. O. Kinouchi acknowledges support from FAPESP.

Figure captions:

Figure 1: Examples of emergent cycles for $`d=2`$ and $`N=400`$. The memory values are: $`\tau =1,3,5`$ and $`9`$. The same landscape has been used for each plot with open boundary condition. The growing, distabilization and fusion of cycles can be observed as a function of the memory $`\tau `$. Points not belonging to a cycle are not displayed.

Figure 2: a) Distribution of cycles periods $`P_\tau (p)`$ for $`d=2`$ and different values of $`\tau `$ (from left to right, $`\tau =1,2,3,4,5,6,10`$). Notice that $`P_\tau (p)`$ is defined only for integer $`p`$ (as in the $`\tau =1`$ curve) nevertheless lines have been used for better visualization. b) Data collapse using Eq. 7, $`G(p/\tau )=\tau P_\tau (p)`$ versus $`p/\tau `$ for $`\tau =1,2,3,4,5,6,10`$ (from right to left).

Figure 3: a) Distribution of cycle periods $`P_\tau (p)`$ where the dotline represents the $`P_\tau (p)p^1`$ fit. b) Distribution of cycle periods $`P_A(p)`$. Curves are for $`\tau =1`$ and from downwards to upwards with: $`d=2,4,8,16`$, $`32`$ and symmetric random link. Other values are: $`N=10^3`$ points averaged for $`10^4`$ landscapes with periodic boundary conditions.

Figure 4: Distribution of transient times for MS98 USA English thesaurus with $`\tau =0`$ and $`N=1000`$ initial words. Fitting the points with $`P(t)=ce^{ct}`$ leads to the extrapolation $`P(0)=c=0.618`$ (open circle), which can be compared to $`P_{rn}(2)=0.6215`$.

Figure 5: Comparison between fraction of sites $`P_A(p)`$ belonging to $`p`$-cycle attractor distribution of cycles for $`\tau =1`$ in random Euclidean graphs with $`d=2`$ (circles) for $`N=1000`$ initial words of MS98 USA English thesaurus (triangles) and random link graphs (squares).


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# Effective Equations for Photonic-Crystal Waveguides and Circuits

## Abstract

We suggest a novel conceptual approach for describing the properties of waveguides and circuits in photonic crystals, based on the effective discrete equations that include the long-range interaction effects. We demonstrate, on the example of sharp waveguide bends, that our approach is very effective and accurate for the study of bound states and transmission spectra of the photonic-crystal circuits, and disclose the importance of evanescent modes in their properties.

One of the most promising applications of photonic crystals is a possibility to create compact integrated optical devices , which would be analogous to integrated circuits in electronics, but operating entirely with light.

Usually, the properties of photonic crystals and photonic-crystal waveguides are studied by solving Maxwell’s equations numerically, and such calculations are time consuming. Moreover, the numerical approach does not always provide a good physical insight. The purpose of this Letter is to suggest a novel approach, based on the effective discrete equations, for describing many of the properties of the photonic-crystal waveguides and circuits, including the example of the transmission spectra of sharp waveguide bends. The effective discrete equations we derive below are somewhat analogous to the Kirchhoff equations for electric circuits. However, in contrast to electronics, in photonic crystals both diffraction and interference become important, and thus the resulting equations involve the long-range interaction effects.

To introduce our approach, we consider a two-dimensional (2D) photonic crystal consisting of infinitely long dielectric rods arranged in the form of a square lattice with the lattice spacing $`a`$. We study the light propagation in the plane normal to the rods, assuming that the rods have a radius $`r_0=0.18a`$ and the dielectric constant $`\epsilon _0=11.56`$ (this corresponds to GaAs or Si at the wavelength $`1.55`$ $`\mu m`$). For the electric field $`E(\stackrel{}{x},t)=e^{i\omega t}E(\stackrel{}{x}|\omega )`$ polarized parallel to the rods, Maxwell’s equations reduce to the eigenvalue problem

$$\left[^2+\left(\frac{\omega }{c}\right)^2\epsilon (\stackrel{}{x})\right]E(\stackrel{}{x}|\omega )=0,$$
(1)
which can be solved by the plane-wave method . A perfect photonic crystal of this type possesses a large (38%) complete band gap (between $`\omega =0.303\times 2\pi c/a`$ and $`\omega =0.444\times 2\pi c/a`$), and it has been extensively employed during last few years for the study of bound states in waveguides and bends , transmission of light through sharp bends , branches  and channel drop filters , nonlinear localized modes in straight waveguides  and perfect photonic crystals . Recently, this type of photonic crystal with a $`90^o`$ bent waveguide was fabricated experimentally in macro-porous silicon with $`a=0.57`$ $`\mu m`$ and a complete band gap at $`1.55`$ $`\mu m`$ .

To create a waveguide circuit, we introduce a system of defects and assume, for simplicity, that the defects are identical rods of the radius $`r_d`$ (with $`\epsilon _d`$) located at the points $`\stackrel{}{x}_m`$, where $`m`$ is the index number of the defect rods. In the photonic crystal with defects the dielectric constant $`\epsilon (\stackrel{}{x})`$ can be presented as a sum of the periodic and defect-induced terms, i.e. $`\epsilon (\stackrel{}{x})=\epsilon _p(\stackrel{}{x})+\epsilon _d(\stackrel{}{x})`$ , and, therefore, Eq. (1) can be written in an integral form

$$E(\stackrel{}{x}|\omega )=\left(\frac{\omega }{c}\right)^2d^2\stackrel{}{y}G(\stackrel{}{x},\stackrel{}{y}|\omega )\epsilon _d(\stackrel{}{y})E(\stackrel{}{y}|\omega ),$$
(2)
where $`G(\stackrel{}{x},\stackrel{}{y}|\omega )`$ is the Green function (see, e.g., ).

The integral equation (2) can be solved numerically in the case of a small number of the defect rods. However, such calculations become severely restricted by the current computer facilities as soon as we increase the number of the defect rods in order to create photonic-crystal waveguides, waveguide bends, and branches . Therefore, our primary goal in this Letter is to develop a new approximate physical model that would allow the application of fast numerical techniques combined with a reasonable accuracy and the further possibility to study nonlinear photonic crystals and waveguides.

When the defects support monopole modes, a reasonably accurate model can be derived by assuming that the electric field inside a defect rod remains constant. In this case, we can average the electric field in the integral equation (2) over the cross-section of the rods , and derive an approximate matrix equation for the amplitudes of the electric field $`E_n(\omega )E(\stackrel{}{x}_n|\omega )`$ at the defect sites,

$`{\displaystyle \underset{m}{}}M_{n,m}(\omega )E_m=0,`$ (3)
$`M_{n,m}(\omega )=\epsilon _dJ_{n,m}(\omega )\delta _{n,m},`$ (4)
where $`\delta _{n,m}`$ is the Dirac’s delta function, and

$$J_{n,m}(\omega )=\left(\frac{\omega }{c}\right)^2_{r_d}d^2\stackrel{}{y}G(\stackrel{}{x}_n,\stackrel{}{x}_m+\stackrel{}{y}|\omega )$$
(5)
is a coupling constant determined through the Green function of a perfect 2D photonic crystal .

To check the accuracy of the approximate model (4), first we consider a single defect located at the point $`\stackrel{}{x}_0`$. In this case, Eq. (4) yields $`J_{0,0}(\omega _d)=1/\epsilon _d`$, and this expression defines the frequency $`\omega _d`$ of the defect mode. For example, applying this approach to the case when we have a defect created by a single removed rod, we obtain the frequency $`\omega _d=0.391\times 2\pi c/a`$ which differs by only $`1\%`$ from the value $`\omega _d=0.387\times 2\pi c/a`$ calculated with the help of the MIT Photonic-Bands numerical code .

A single-mode waveguide can be created by removing a row of rods (see the inset in Fig. 1). Assuming that the waveguide is straight ($`M_{n,m}M_{nm}`$) and neglecting the coupling between asunder defect rods (i.e. $`M_{nm}=0`$ for all $`|nm|>L`$), we rewrite Eq. (4) in the transfer-matrix form, $`\stackrel{}{F}_{n+1}=\widehat{T}\stackrel{}{F}_n`$, where we introduce the vector $`\stackrel{}{F}_n=\{E_n,E_{n1},\mathrm{},E_{n2L+1}\}`$ and the transfer matrix $`\widehat{T}=\{T_{i,j}\}`$ with the non-zero elements

$`T_{1,j}(\omega )={\displaystyle \frac{M_{Lj}(\omega )}{M_L(\omega )}}\text{for}j=1,2,\mathrm{},2L,`$ (6)
$`T_{j,j+1}=1\text{for}j=1,2,\mathrm{},2L1.`$ (7)
Solving the eigenvalue problem

$`\widehat{T}(\omega )\stackrel{}{\mathrm{\Phi }}^p=\mathrm{exp}\{ik_p(\omega )\}\stackrel{}{\mathrm{\Phi }}^p,`$ (8)
we can find the $`2L`$ eigenmodes of the photonic-crystal waveguide. The eigenmodes with real wavenumbers $`k_p(\omega )`$ correspond to the propagating waveguide modes. In the waveguide shown in Fig. 1, there exist only two such modes (we denote them as $`\stackrel{}{\mathrm{\Phi }}^1`$ and $`\stackrel{}{\mathrm{\Phi }}^2`$), propagating in the opposite directions ($`k_1=k_2>0`$). In Fig. 1 we plot the dispersion relation $`k_1(\omega )`$ found from Eq. (8) for the nearest-neighbor interaction ($`L`$=1) and also taking into account interaction between seven neighbors ($`L`$=7); we compare the results with those calculated directly by the super-cell method . As soon as we go beyond the approximation of the nearest neighbors and take into account the coupling between several defect rods, Eqs. (4)–(8) provide very accurate results for the dispersion characteristics of the photonic-crystal waveguides. We verify that this conclusion is also valid for multi-mode waveguides, e.g. those created by removing several rows of rods.

In addition to the propagating guided modes, in photonic-crystal waveguides there always exist evanescent modes with imaginary $`k_p`$. These modes, which cannot be accounted for in the framework of the nearest-neighbor approximation, remain somewhat “hidden” in straight waveguides, but they become important in more elaborated structures such as waveguide bends and branches. Importantly, our model does take into account all such effects.

We consider the simplest case of a waveguide bend, where the evanescent modes manifest themselves in two different ways. First of all, they create localized bound states in the vicinity of the bend. As was shown in Ref. , in the cases when the waveguide bend can be considered as a finite section of a waveguide of different type, the bound states correspond closely to cavity modes excited in this finite section. However, such a simplified one-dimensional model does not describe correctly more complicated cases, even the bent waveguide depicted in Fig. 2 . The situation becomes even more complicated for the waveguide branches . In contrast, solving Eq. (4) we can find the frequencies and profiles of the bound states excited in an arbitrary complex set of defects. As an example, in Fig. 2 we plot the profiles of two bound states (cf. Fig. 9 in Ref. ). The frequencies of the modes are found from Eq. (4) with the accuracy of $`1.5\%`$.

Additionally, the evanescent modes determine the non-trivial transmission properties of the waveguide bends which can also be calculated with the help of our discrete equations. To demonstrate this, we consider a bent waveguide consisting of two coupled semi-infinite straight waveguides with a finite section (an arbitrary complex set of defects) between them. The finite section includes a bend with a safety margin of the straight waveguide at both ends. We assume that the defect rods inside this segment are characterized by the index that runs from $`a`$ to $`b`$, and the amplitudes $`E_m`$ ($`m=a,\mathrm{},b`$) of the electric field near the sites of the removed rods are all unknown. We number the guided modes (8) in the following way: $`p=1`$ corresponds to the mode propagating in the direction of the waveguide bend (for both ends of the waveguide), $`p=2`$ corresponds to the mode, propagating in the opposite direction, $`p=3,\mathrm{},L+1`$ correspond to the evanescent modes which grow in the direction of the bend, and $`p=L+2,\mathrm{},2L`$ correspond to the evanescent modes which decay in the direction of the bend. Then, we can write the incoming and outcoming waves in the semi-infinite waveguide sections as a superposition of the guided modes:

$`E_m^{in}`$ $`=`$ $`\mathrm{\Phi }_{am}^1+r\mathrm{\Phi }_{am}^2+{\displaystyle \underset{p=3}{\overset{L+1}{}}}\lambda _p^{in}\mathrm{\Phi }_{am}^p,`$ (9)
for $`m=a2L,\mathrm{},a1`$, and

$`E_m^{out}`$ $`=`$ $`t\mathrm{\Phi }_{mb}^2+{\displaystyle \underset{p=3}{\overset{L+1}{}}}\lambda _p^{out}\mathrm{\Phi }_{mb}^p,`$ (10)
for $`m=b+1,\mathrm{},b+2L`$, where $`\lambda _p^{in}`$ and $`\lambda _p^{out}`$ are unknown amplitudes of the evanescent modes growing in the direction of the bend, and $`t`$ and $`r`$ are unknown amplitudes of the transmitted and reflected propagating waves. We take into account that the evanescent modes growing in the direction from the bend vanish, and assume that the amplitude of the incoming plane wave $`\stackrel{}{\mathrm{\Phi }}^1`$ is normalized to the unity. Now, substituting Eqs. (9)–(10) into Eq. (4), we obtain a system of linear equations with $`2L+ba+1`$ unknown. Solving this system, we find the transmission $`|t|^2`$ and reflection $`|r|^2`$ coefficients.

In Fig. 3 we present our results for the transmission spectra of several types of bent waveguides, as in Ref. , where the possibility of high transmission through sharp bends in photonic-crystal waveguides was first demonstrated. As is clearly seen, Eqs. (4)–(10) provide a very accurate method for calculating the transmission spectra of the waveguide bends.

In conclusion, we have suggested a novel conceptual approach for describing the properties of photonic-crystal waveguides and circuits, including the transmission spectra of sharp bends. The effective discrete equations we have introduced here emphasize the important role of the evanescent modes in the photonic-crystal circuits, and they can be applied to study more complicated problems such as transmission in waveguide branches, channel drop filters, nonlinear localized modes in nonlinear waveguides, and so on.

The authors are indebted to S.H. Fan for useful comments and to A. Mekis for providing the data from Ref. . The work has been partially supported by the Australian Research Council.


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# Lowest eigenvalues of the Dirac operator for two color QCD at nonzero chemical potential

## 1 Spectrum in confinement

The eigenvalues of the Dirac operator are of great interest for the universality of important features of QCD and QED. The accumulation of small eigenvalues is, via the Banks-Casher formula , related to the spontaneous breaking of chiral symmetry. Their properties are known to be described by random matrix theory (RMT) in the confinement, see Ref. .

The Dirac operator itself, $`/D=/+ig/A`$, is anti-Hermitian so that the eigenvalues $`\lambda _n`$ of $`i/D`$ are real. Because of $`\{/D,\gamma _5\}=0`$ the nonzero $`\lambda _n`$ occur in pairs of opposite sign. In the presence of a chemical potential $`\mu >0`$, the Euclidean action becomes a complex number and the fermionic matrix becomes a non-Hermitian matrix.

## 2 Spectrum into deconfinement

We have continued our investigations  with a study of the distribution of the small eigenvalues in the whole phase diagram. The Banks-Casher formula  relates the Dirac eigenvalue density $`\rho (\lambda )`$ at $`\lambda =0`$ to the chiral condensate, $`\mathrm{\Sigma }|\overline{\psi }\psi |=lim_{\epsilon 0}lim_V\mathrm{}\pi \rho (\epsilon )/V`$. The microscopic spectral density, $`\rho _s(z)=lim_V\mathrm{}\rho \left(z/V\mathrm{\Sigma }\right)/V\mathrm{\Sigma },`$ should be given by the appropriate prediction of RMT . In the case of complex eigenvalues the situation is more complicated  and $`\rho (0)`$ can be used as a lower bound for $`\mathrm{\Sigma }`$.

We present results for the density of the small eigenvalues in Fig. 3 for SU(3) theory and the staggered Dirac operator on a $`4^4`$ lattice from 5000 configurations for $`\beta =5.4`$ and 3000 configurations for $`\beta =5.6`$ and $`\beta =5.8`$ around the critical temperature $`\beta _c5.7`$. Our analogous presentation for U(1) theory is from 10000 configurations on a $`4^4`$ lattice around the critical coupling $`\beta _c1.01`$. In the confinement phase it was shown that, both the microscopic spectral density $`\rho _s(z)`$ and the distribution $`P(\lambda _{\mathrm{min}})`$ of the smallest eigenvalue agree with the RMT predictions of the chiral unitary ensemble for topological charge $`\nu =0`$ . In the case of two-color QCD with staggered fermions on a $`6^4`$ lattice we produced at least 2100 configurations for each value of $`\mu `$ around the critical chemical potential $`\mu _c0.3`$ keeping $`\beta =1.3`$ fixed . Since the eigenvalues move into the complex plane for $`\mu >0`$, a band of width $`ϵ=0.015`$ parallel to the imaginary axis was considered to construct $`\rho (y)`$, i.e. $`\rho (y)_ϵ^ϵ𝑑x\rho (x,y)`$, where $`\rho (x,y)`$ is the density of the complex eigenvalues $`x+iy`$. Alternatively $`\rho (|\lambda |)`$ was constructed from the absolute value for $`|\lambda |`$ small and is presented in this write-up.

The distribution of the lowest eigenvalue is displayed in Fig. 3 for the theories under investigation. The data of the SU(3) and U(1) theories in the deconfinement could not be fitted to the width of the functional form derived for RMT in the chirally broken phase. The quality of the data of two-color QCD was not sufficient for a reliable fit to a trial function for $`P(|\lambda _{\mathrm{min}}|)`$ except for the RMT prediction of the chiral symplectic ensemble at $`\mu =0`$. The lattice results of the three theories look very similar and might give some help for a derivation within RMT.

Nevertheless, the quasi-zero modes which are responsible for the chiral condensate $`\mathrm{\Sigma }0`$ build up when we cross from the deconfinement into the confined phase. Figures 3 and 3 demonstrate that both $`\rho (\lambda )`$ and $`P(\lambda _{\mathrm{min}})`$ plotted with varying $`\beta `$ or $`\mu `$ on identical scales, respectively, can serve as an indicator for the phase transition. The change in bending from positive to negative curvature of $`\rho (0)`$ as a function of coupling/density might serve to pin down the critical point.

In Fig. 3 we turn to a discussion of the spectrum in the quark-gluon plasma and Coulomb phase. From RMT a functional form of $`\rho (\lambda )=C(\lambda \lambda _0)^{2m+1/2}`$ is expected at the onset of the eigenvalue density . A fit to the data in the regime up to $`\lambda =1`$ yields $`m=0.081(1)`$ for SU(3) and $`m=0.084(1)`$ for the Abelian theory, in agreement with recent studies . This suggests that both theories correspond to universality class $`m=0`$. For this class a microscopic level density involving the Airy function can be deduced from RMT . A rescaling of our data from the $`4^4`$ lattice to this functional form is not satisfactory for both theories . We tried a fit for two-color QCD assuming the above functional form for $`\rho (|\lambda |)`$ in a region up to $`|\lambda |=1`$ obtaining $`m=0.03(1)`$ consistent with universality class $`m=0`$.

## 3 Conclusion

We investigated universality concerning the low-lying spectra of the Dirac operators of both SU(3) and U(1) gauge theories. One finds that in the phase in which chiral symmetry is spontaneously broken the distribution $`P(\lambda _{\mathrm{min}})`$ and the microscopic spectral density $`\rho _s(z)`$ are described by chiral RMT. For two-color QCD with chemical potential we were not able to verify such a relation for $`0<\mu <\mu _c`$, not only because of our data but also in lack of an analytic result for non-Hermitian RMT . In the phase where chiral symmetry is restored one has to rely on ordinary RMT. Here we find universal behavior only of the macroscopic density $`\rho (\lambda )`$ for all gauge theories with minimal coupling.

Acknowledgments: This study was supported in part by FWF project P14435-TPH.