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# Persistence in Cluster–Cluster Aggregation

## I Introduction

Persistence in dynamical systems has attained considerable interest recently . It was originally introduced for a simple diffusion process  but since then it has been studied, for example, in spin systems , reaction-diffusion systems , voter model  and for interfaces . It has also been measured experimentally , and a few exact results exist .

The persistence is usually defined as the probability $`P(t)`$ that at a fixed point in space a fluctuating nonequilibrium field $`\varphi (x;t)`$ does not change sign upto time $`t`$, i.e., the probability that $`\text{sgn}[\varphi (x;t)\varphi (x;t)]`$ remains unchanged. In many systems the probability decays algebraically, $`P(t)t^\theta `$, with a nontrivial persistence exponent $`\theta `$. The significance of the phenomenon stems from the fact that the exponent is not, in general, related to the usual static or dynamic exponents. This this in turn implies that not necessarily all of the properties of the system are characterized by a single length scale.

In this article we study various definitions of persistence in an aggregation process, in the disguise of the one-dimensional diffusion–limited cluster–cluster aggregation model (DLCA) , with each cluster diffusing with a size dependent diffusion coefficient, $`D(s)s^\gamma `$ with $`\gamma <2`$. This model is in many respects suitable for studying persistence as it possesses a rich dynamical behavior but at the same time it is simple enough to often allow for an analytical treatment . Moreover in DLCA one meets immediately the possibility of defining several persistent quantities, each of which describes a different aspect of the aggregation process.

The persistence probabilities considered in this work are i) the probability of a cluster to remain unaggregated (cluster persistence), ii) the probability that a site has been empty (empty site persistence) and iii) filled (filled site persistence) upto time $`t`$. Notice that all these are local quantities. It is possible, in analogy to e.g. the contact process , to work starting from definitions that involve a global quantity like the average cluster size. Thus one could compare the ensemble average of the cluster size to that in any particular sample and investigate the sign changes of their difference. Likewise one could attempt the same, a comparison to the average cluster size, for all individual clusters . These would be, in practice, much harder to study numerically than i) to iii) above which also have the pleasant aspect of being, possibly, experimentally relevant. The comparisons between the three quantities points out the underlying mechanisms, which make some persistent quantities to be universal while the others are not.

Recently Manoj and Ray claimed that the dynamic exponent associated with the growth of the intervals between two consecutive persistent sites in a diffusion–annihilation model $`A+A\mathrm{}`$ shows nonuniversal behavior, i.e., the exponent depends on the initial concentration of particles . This started a discussion , concerning for example whether it matters if only the empty sites are taken to be persistent at $`t=0`$ instead of the entire lattice. The problem of universality remained unsolved. Later on, the same authors argued that the reason might be the competition between the two length scales, the diffusive scale $`_D`$ and the persistence length scale $`_p`$ . Very recently, Bray and O’Donoghue studied a similar problem in the $`q`$-state Potts model . They found no evidence on the concentration dependence and showed, that the characteristic length scale $`_c`$ controlling the distribution of the intervals between persistent sites, is given by the maximum of the two: $`_c=\text{max}\{_D,_p\}`$. Furthermore they argued that the poor scaling for small values of $`q`$ is due to the insufficient separation of these two length scales. These issues are easier to resolve in the DLCA where the length scale separation is more pronounced.

First we discuss the three persistence definitions with size independent diffusion coefficients ($`\gamma =0`$) in order to clarify the universality of these quantities. The filled site persistence turns out to be nonuniversal whereas the two others decay similarly independent of the concentration and initial conditions. This difference between empty and filled site persistence is in clear contrast to all the previous persistence studies of, for example, coarsening in the Ising model , where the symmetry between up and down spins is not broken.

Thereafter we concentrate on the two universal persistent quantities and consider the influence of size dependent diffusion ($`\gamma 0`$). We discover that it is possible to have situations, in which the other persistence decays faster than any power-law in time whereas the other shows algebraic behavior. At the end we study the distributions of the persistent regions and the intervals between these. The region size distributions depend on the initial cluster size distribution. The interval size distributions are universal, simple exponentials, and their scaling nicely demonstrates the effect of the presence of the two length scales, $`_p`$ and $`_D`$.

This paper starts by introducing the model and describing the quantities of interest in section II. The known results for the persistence probabilities are presented in the beginning of section III. In the rest of that section each persistence probability is analyzed separately. Section IV discusses the scaling of the region and interval size distributions. The dependence of the persistent quantities on concentration and initial conditions are studied by simulations in the beginning of section V. The end of that section shows the numerical results for the region and interval size distributions. Section VI concludes the paper.

## II model and quantities of interest

The diffusion–limited cluster–cluster aggregation model is here considered on a one-dimensional lattice of $`L`$ sites with periodic boundary conditions. Initially the lattice is filled upto a concentration $`\varphi `$ such that occupied lattice sites correspond to particles and sites connected via nearest neighbor occupancy belong to the same cluster. Each cluster performs a random walk such that the diffusion coefficient of a cluster of size $`s`$ is given by $`D(s)=D_1s^\gamma `$. The positive constant $`D_1`$ sets the time scale and it is irrelevant regarding the dynamic scaling properties of the system which are controlled by the diffusion exponent $`\gamma `$ . Here we concentrate on $`\gamma <2`$ for which the growth of the average cluster size is algebraic. For $`\gamma >2`$ the system will gel, i.e., there will be an infinite cluster at a finite time. When two clusters collide, they aggregate irreversibly together. If the sizes of the colliding clusters were $`s`$ and $`s^{}`$, the aggregate is of size $`s+s^{}`$ and its diffusion constant $`D(s+s^{})`$. Figure 1 visualizes the model.

The one-dimensional DLCA is closely related to other models when the diffusion coefficient of a cluster is independent of its size, i.e., $`\gamma =0`$. For example, consider the zero temperature one-dimensional $`q`$-state Potts model with Glauber dynamics. The different spin species are separated by domain walls, each of which performs a simple random walk. By representing each such a walker by a particle $`A`$, the two particles colliding react according to

$$A+A\{\begin{array}{cc}A\hfill & \text{with probability}(q2)/(q1)\hfill \\ \mathrm{}\hfill & \text{with probability}1/(q1).\hfill \end{array}$$
(1)
In the limit $`q\mathrm{}`$ this reduces to the reaction–diffusion model $`A+AA`$, which can be solved exactly . The same is true for particles with a finite mass $`A_i+A_jA_{i+j}`$ . The only difference between this and the DLCA model is the finite extent of clusters in the DLCA. It has no relevance on the cluster size distribution but the difference may be essential for persistence. This is to be expected since i) the $`q`$-state Potts model can be mapped to the Ising model ($`q=2`$) with an initial fraction $`1/q`$ of up spins  and ii) the persistence exponent of the Ising model is known to depend on the concentration . Note, that in the Potts model the usual definition for persistence characterizes the fraction of spins, which have remained in their original state.

There are many ways to define persistence in cluster–cluster aggregation. Perhaps the most closest to the definition used in the context of Ising systems would be the one which relates to the question of site persistence: what is the probability, that a site has been either covered or uncovered by a cluster for all times $`[0,t]`$? However, in DLCA there are also other natural candidates.

The persistence probabilities studied in this work are the following:

* Cluster persistence: the probability that a cluster has not aggregated, $`P_C(t)t^{\theta _C}`$.
* Filled site persistence: the probability that a site originally covered by a cluster has been covered by it all the time, $`P_F(t)t^{\theta _F}`$.
* Empty site persistence: the probability that an originally empty site has never been occupied by a cluster, $`P_E(t)t^{\theta _E}`$.

When the persistence probabilities decay algebraically, the associated decay exponents $`\theta _C`$, $`\theta _F`$, and $`\theta _E`$ become persistence exponents. Figure 2 shows an example of the dynamics together with the persistent clusters and the persistent empty sites for a small system.

In the following we will concentrate only on the three definitions given above. However, some other persistences can be directly obtained from the results given. For example, the aforementioned site persistence probability is defined as the probability that a site has remained in the same state, i.e. either filled or empty, all the time and is given by $`P_S(t)=P_F(t)+P_E(t)`$. The survival of domains follows from the studies of the persistent region size distribution (defined below). This is a special case of the so called adaptive persistence .

Furthermore one could consider the particle persistence, which is the probability that a site has remained either empty or covered by the same particle all the time. Recall that a cluster of size $`s`$ consist of $`s`$ particles. The probability that a cluster has not moved before time $`t`$ decays exponentially making particle persistence a rather trivial quantity.

The cluster persistence differs drastically from the other persistence definitions. It is not a quantity defined per a fixed site on the lattice as the others are but is a property associated with each cluster. Due to that also its behavior is rather different than that of the other persistences considered. However, it is a rather similar, though not exactly the same, quantity as the domain persistence in the Ising model . For point-like clusters it leads to a study of survival of coalescing random walks. A similar study has very recently been carried out for non-interacting walks and for the reaction-diffusion system $`A+B\mathrm{}`$ in  and for the annihilation-coalescence reaction-diffusion system corresponding to the Potts model \[Eq.(1)\] in .

In addition to the persistence probabilities we will also study distributions associated with the persistent sites and the distances between them. The terminology and notation used are as follows. The word region is reserved for a bunch of consecutive persistent sites. The distances between regions, i.e., between two consecutive persistent sites, is called an interval. The word cluster has the obvious meaning. The number of clusters of size $`s`$ per lattice site at time $`t`$ is $`n_s(t)`$ with the normalization $`_ssn_s=1`$. Region size is denoted by $`l`$ and the number of regions of size $`l`$ (per site) by $`p_X(l;t)`$. The subscript is like for the persistence probabilities and it refers to the persistence definition used: $`X\{C,F,E\}`$. When using the continuum description we use the symbol $`r`$ instead of $`l`$. The letter $`k`$ labels the interval sizes and the corresponding distribution function is $`n_X(k;t)`$. The number densities of persistent sites (the persistence probability) and nonpersistent ones are denoted by capital letters $`P_X(t)`$ and $`N_X(t)`$, respectively.

As an example, consider intervals between persistent empty sites and their distribution function $`n_E(k;t)`$. The corresponding distribution of persistent regions is $`p_E(l;t)`$. The number densities are obtained by summing

$`N_E(t)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}kn_E(k;t)`$ (2)
$`P_E(t)`$ $`=`$ $`{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}lp_E(l;t).`$ (3)
Obviously these two are related by the equation $`P_E(t)=1N_E(t)`$. Similar formulas apply to other persistence definitions, too, except in the cluster persistence case equation (3) is replaced by

$$P_C(t)=\underset{l=1}{\overset{\mathrm{}}{}}p_C(l;t)$$
(4)
and naturally $`P_C(t)1N_C(t)`$.

## III Persistence probabilities

In this section we first list the known exact results for $`\gamma =0`$. To discuss the cluster persistence we use the known results of the dynamic scaling of the cluster size distribution. We also briefly comment on how the cluster persistence exponent is related to the polydispersity exponent, which characterizes the behavior of the scaling function of the cluster size distribution. Then we apply mean-field type continuum methods to analyze the empty site persistences for $`\gamma 0`$ where no exact results are available. The filled site persistence is analyzed in a similar mean-field fashion in the limits $`\varphi 0`$ and $`\varphi 1`$. This section ends to a discussion on the concentration dependence of the filled site persistence.

### A Known Exact Results

For the cluster persistence the finite extent of the clusters does not matter and we may replace them by point-like random walkers. Then we can utilize the results obtained for the the reaction-diffusion model $`A_i+A_jA_{i+j}`$. For spatially uncorrelated initial mass distribution $`n_s(0)=\delta _{s,1}`$ the cluster size distribution is given by $`n_s(t)=2se^\xi I_s(\xi )/\xi `$, where $`\xi =4D_1t`$ and $`I_s(\xi )`$ is the modified Bessel function . As $`n_1(t)t^{3/2}`$ the cluster persistence exponent $`\theta _C(\gamma =0)=3/2`$ in this case. This result is also valid independent of the initial condition as long as the cluster size distribution decays rapidly for large sizes.

The result $`\theta _C(0)=3/2`$ can also be obtained without solving the cluster size distribution for general initial size distribution of clusters. Consider a cluster initially at the origin. We want to find the probability that it has not collided with neither of its neighboring clusters before time $`t`$. As the diffusion coefficient of a cluster does not depend on its size, we do not have to care if the neighboring clusters have collided with other clusters or not. Therefore the problem reduces to the survival probability of three annihilating random walkers. This can solved in several ways  with the result $`\theta _C(\gamma =0)=3/2`$. Unfortunately, these methods rely on the indistinguishability of clusters and can not simply be generalized to the general case of size dependent diffusion coefficients. In fact, even the survival of three annihilating random walkers with constant but non-equal diffusion coefficients is highly nontrivial . In DLCA it is the specific interaction between clusters, the aggregation at contact, that makes the problem simple. The case where a single cluster is hunted by independent clusters is in fact more complicated than our situation with aggregating clusters (see e.g. ).

Let us now turn to site persistence when $`\gamma =0`$. For the empty site persistence the finite extent of the clusters does not matter since a persistent interval is deleted by the edges of neighboring clusters. For finite size clusters the empty intervals are shorter but the length distribution remains the same. The movement of the edges is uncorrelated and unaffected by the collisions with other clusters. These facts make the problem exactly solvable with the result $`\theta _E(\gamma =0)=1`$ . Note, that although the movement of edges is uncorrelated for $`\gamma 0`$, too, one can no more ignore the collisions of the neighboring clusters with other clusters. This makes the exact calculation complicated if not intractable. The same applies to the filled site persistence even for $`\gamma =0`$.

### B Cluster persistence

Before considering cluster persistence we briefly recapitulate the main results concerning the dynamic scaling in the DLCA. Let the number of clusters of size $`s`$ per lattice site at time $`t`$ be $`n_s(t)`$. The cluster size distribution scales as

$$n_s(t)=S(t)^2f(s/S(t)),$$
(5)
where $`S(t)`$ is the average cluster size and $`f(x)`$ the scaling function . The diffusive length scale, $`_D`$, is proportional to the average cluster size which grows as $`S(t)t^z`$, where $`z`$ is the dynamic exponent. For a given $`\gamma `$ both $`z`$ and the scaling function are universal. In one dimension the dynamic exponent is given by $`z=1/(2\gamma )`$ for $`\gamma <2`$ and the system gels in a finite time for $`\gamma >2`$ . For small argument values ($`x0^+`$) the scaling function $`f(x)`$ decays as $`x^\tau `$ for $`0\gamma <2`$ and as $`\mathrm{exp}(x^{|\mu |})`$ for $`\gamma <0`$ . Though universal, both the exponents $`\tau `$ and $`\mu `$ depend nontrivially on $`\gamma `$. From the small $`x`$ behavior of the scaling function it follows that $`n_s(t)s^\tau t^w`$ for $`1sS(t)`$, where $`w=(2\tau )z`$.

The scaling theory further states that for the DLCA all the cluster densities decay in a similar manner at large times: $`n_s(t)/n_1(t)b_s`$ as $`t\mathrm{}`$ . Here $`b_s`$ is a time independent constant. This result together with $`n_s(t)t^w`$ can be directly applied to cluster persistence with a monodisperse initial condition $`n_s(0)=\delta _{s,s__0}`$. For simplicity, let all the clusters be monomers, i.e., of unit size, at time $`t=0`$. Then the cluster persistence probability is equal to $`n_1(t)t^w`$ giving

$$\theta _C=(2\tau )z.$$
(6)
The exact exponents $`\tau =1`$, $`z=1/2`$ , and $`w=3/2`$  for $`\gamma =0`$ satisfy this relation. Simulations show that similarly than $`z`$ and $`\tau `$ also the persistence exponent is independent of initial conditions and concentration (see Sec. V B).

The result $`\theta _C=(2\tau )z`$ deserves a few comments. First, since the cluster persistence is a cluster property, it is natural that the persistence exponent is related to the cluster size distribution. Since a persistent cluster has not collided with others, it will definitely be smaller than the average cluster size at late times. Thus the persistent clusters are the ones represented by the small $`s`$-tail of the cluster size distribution, which is described by the polydispersity exponent $`\tau `$. On the other hand, if there is any scaling relation between the cluster persistence exponent and the traditional exponents, this should include the dynamic exponent. On the basis of this reasoning, the above result is reasonable. However, most of the scaling results quoted above are mean-field of nature and therefore Eq. (6) has to be validated by simulations. The same scaling relation has been found also in the diffusion-annihilation model discussed in the Introduction .

It follows from the scaling relation that the cluster persistence exponent is as universal as the exponents $`z`$, $`w`$, and $`\tau `$. However, it does not result in a value for the persistence exponent since $`\tau `$ is a priori unknown. Calculating it for DLCA and other similar processes has turned out to be a challenging problem since it is given in terms of integrals over the scaling function $`f(x)`$ itself . Also determining the value of $`\tau `$ reliably in simulations is hard. On the other hand, if one could calculate the persistence exponent and validate the scaling relation one would also obtain $`\tau `$.

In fact, the persistence exponent can be calculated in a mean-field fashion by replacing the clusters surrounding a persistent cluster by random walkers which diffuse as an average cluster would diffuse. A similar approach works extremely well also for the empty site persistence (see Sec. III C). Here it results in studying the survival of three random walkers, whose diffusion coefficients are time-dependent. The meaning of a time-dependent diffusion coefficient in this context is that a random walker will diffuse with a constant diffusion coefficient in another time scale. The detailed analysis and the numerical verification of Eq. (6) will be presented elsewhere  and we just give the result here.

It turns out that the cluster persistence probability

$$P_C(t)\{\begin{array}{cc}\mathrm{exp}(Ct^{\beta _S})\hfill & ,\gamma <0\hfill \\ t^{3/2}\hfill & ,\gamma =0\hfill \\ t^{2/(2\gamma )}\hfill & ,0<\gamma <2\hfill \end{array}$$
(7)
with $`C>0`$ a constant. $`\beta _S`$ fits well to the expression $`\beta _S=2/3(12z)`$. Here the completely different behavior of the cluster persistence for $`\gamma <0`$ and $`\gamma 0`$ is similar to that of the cluster size distribution which changes character at $`\gamma =0`$ as noted in the beginning of this Section. The persistence exponent is discontinuous as $`\gamma 0^+`$. Quite unexpectedly, since $`\theta _C(0<\gamma <\frac{2}{3})<\theta _C(0)`$, it is easier for a cluster to remain persistent if the other clusters will diffuse faster! This somewhat paradoxical result can be understood on the basis that for a random walker, which is hunted by other random walkers, the optimal strategy to survive is to remain stationary (see  for a similar situation in the case of noninteracting walkers hunting a single random walker). In the limit $`\gamma \mathrm{}`$ the stretching exponent $`\beta _S2/3`$ is also “discontinuous”, since the persistence for a particle bounded by two immobile neighbors decays simply exponentially.

The result (7) together with Eq. (6) implies that also the polydispersity exponent is discontinuous at $`\gamma =0`$ and, more interestingly, that $`\tau (\gamma )=0`$ for $`0<\gamma <2`$. Although this kind of a “superuniversality” is remarkable in its own right, it is more important, that by studying the cluster persistence one learns something about the polydispersity exponent, i.e., the scaling function. This connection may exist in other aggregation models offering a new way to approach the problem of computing the small size tail of the scaling function through a perhaps simpler quantity, the cluster persistence.

### C Empty site persistence

Next we give a heuristic argument for obtaining the empty site persistence exponent for arbitrary $`\gamma `$. Since the clusters on both sides of a persistent empty region are independent, we are led to consider the maximum excursion of a single random walker. The only complication comes from the fact that for $`\gamma 0`$ the collisions of a cluster with other clusters will change its diffusivity.

Instead of the real process we consider each cluster to have a time-dependent diffusion coefficient $`D(t)=D_0t^{\gamma z}S(t)^\gamma `$ with $`z=1/(2\gamma )`$. Then the probability, $`P(x;t)`$, to find a cluster at position $`x`$ at time $`t`$ obeys a diffusion equation

$$_tP(x;t)=D_0t^{\gamma z}_x^2P(x;t).$$
(8)
A time transformation

$$T(t)=\frac{D_0}{\gamma z+1}t^{\gamma z+1}$$
(9)
reduces equation (8) to an ordinary diffusion equation with the diffusion constant $`D=1`$. The persistence of the empty space between particles diffusing with a constant $`D`$ has recently been considered in  and we just quote the main results here.

In the long time limit the probability density, $`p_E(r;t|s)`$, that a persistent empty region (originally of size $`s`$) has size $`r`$ at time $`T`$ is given by

$$p_E(r;T|s)=\frac{sr}{\pi T}$$
(10)
and the probability that a cluster survives upto time $`t`$ is

$$P_E(t|s)=\frac{s^2}{2\pi T}=\frac{z}{\pi D_0}\frac{s^2}{t^{2z}}t^{2z}.$$
(11)
For a general initial length distribution of clusters $`n_s(0)`$ the result will remain the same except $`s^2`$ will be replaced by the average over the initial length distribution $`s^2`$.

These considerations show that the persistence exponent $`\theta _E(\gamma )=2z=2/(2\gamma )`$. This agrees with the exact result $`\theta _E(0)=1`$. Furthermore the result is independent of the initial spatial distribution or concentration. All these implications based on the simplified process are confirmed by simulations (see Secs. V A-V C).

### D Filled site persistence

The behavior of the filled site persistence is different at low and high concentrations. At low concentration a cluster contains typically only one persistent region which is usually destroyed before the cluster aggregates with a neighbor. At high concentrations a large cluster has many persistent regions of various sizes inside it due to the aggregation of clusters (Fig. 3). We now analyze these two limits separately.

In the low concentration limit we consider the persistence problem in continuum, for simplicity. This should be valid for clusters of initial length $`l_01`$. For $`\varphi 0`$ the time required for a cluster to move its own length is much smaller than the time required to overcome the distance between clusters. Therefore one could assume that at low concentrations collisions between clusters do not matter. We will see in section V A that this is true only upto some crossover-time. This time obviously diverges in the limit $`\varphi 0`$. However, to obtain more insight to the empty site persistence we will first ignore the collisions in the following analysis.

When clusters do not collide, the persistent sites under different clusters are destroyed by independent processes. A single diffusing cluster destroys persistent area at both of its edges. As figure 4 shows, the length of the nonpersistent filled part inside an unaggregated cluster is equal to the span of the middle point. The span, $`R(t)`$, of a random walk is defined as $`R(t)=x_{\mathrm{min}}(t)+x_{\mathrm{max}}(t)`$, where $`x_{\mathrm{min}}(t)`$ and $`x_{\mathrm{max}}(t)`$ are the maximum displacements of the walk in the negative and positive directions at time $`t`$, respectively.

The probability distribution for the span of an unlimited random walk is given by

$$w(R;t)=\frac{8}{\sqrt{2\pi Dt}}\underset{j=1}{\overset{\mathrm{}}{}}(1)^{j+1}j^2\mathrm{exp}\left(\frac{j^2R^2}{2Dt}\right).$$
(12)
In our case the maximum span is limited by the size of the cluster, $`s`$, and the probability distribution $`p_F(r;t|s)`$ that an interval of length $`r`$ of a cluster initially of size $`s`$ has survived upto time $`t`$ is

$$p_F(r;t|s)=\frac{8}{\sqrt{2\pi Dt}}\underset{j=1}{\overset{\mathrm{}}{}}(1)^{j+1}j^2\mathrm{exp}\left(\frac{j^2(sr)^2}{2Dt}\right)$$
(13)
for $`rs`$ and zero otherwise.

We are interested in the asymptotic long time behavior and rather than working directly with the formula in Eq. (13) it is useful to transform it to a more tractable form as follows. Writing the sum in Eq. (13) in the form $`_{j=\mathrm{}}^{\mathrm{}}G_j`$ and applying the Poisson sum formula

$$\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}G_j=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}_{\mathrm{}}^{\mathrm{}}dxG(x)e^{2\pi imx},$$
(14)
leads to

$`p_F(r;t|s)`$ $`=`$ $`{\displaystyle \frac{8Dt}{(sr)^3}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}\left[{\displaystyle \frac{\pi ^2Dt(2m+1)^2}{(sr)^2}}1\right]`$ (16)
$`\times \mathrm{exp}\left({\displaystyle \frac{\pi ^2Dt(2m+1)^2}{2(sr)^2}}\right).`$
In Eq. (14) $`G(x)`$ is an analytic function having the same values at all integers as $`G_j`$.

From Eq. (16) it is easy to show that the probability of finding persistent sites inside the cluster decays exponentially at large times:

$`p_F(t|s)`$ $`=`$ $`{\displaystyle _0^s}drp_F(r;t|s)`$ (17)
$`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{8[s^2+\pi ^2Dt(2m+1)]}{s^2\pi ^2(2m+1)^2}}`$ (19)
$`\times \mathrm{exp}\left({\displaystyle \frac{\pi ^2Dt(2m+1)^2}{2s^2}}\right)`$
$``$ $`{\displaystyle \frac{8Dt}{s^2}}\mathrm{exp}\left({\displaystyle \frac{\pi ^2Dt}{2s^2}}\right).`$ (20)
The persistence probability is obtained by integration

$$p_F(t)=_0^{\mathrm{}}dsp_F(t|s)n_s(0),$$
(21)
so that, in general, the decay will depend on $`n_s(0)`$.

For $`n_s(0)=\delta (ss_0)`$ it is given by an exponential expression \[Eq. (20)\] but the change in the decay can be shown using, for example, the initial distribution

$$n_s(0)=\frac{2}{\pi s_0}\mathrm{exp}\left(\frac{s^2}{\pi s_0^2}\right),$$
(22)
whose mean and standard deviation are $`s=s_0`$ and $`\sigma _s=\sqrt{s^2s^2}=s_0\sqrt{(\pi 2)/2}`$, respectively. Using the approximation (20) we get a stretched exponential

$$p_F(t)\sqrt{\frac{128Dt}{\pi ^3s_0^2}}e^{\sqrt{2\pi Dt/s_0^2}}.$$
(23)
For the Poisson initial distribution, $`n_s(0)=s_0^1e^{s/s_0}`$, we can apply the saddle point method to give

$$p_F(t)\sqrt{\frac{128Dt}{3\pi s_0^2}}\mathrm{exp}\left(\frac{3}{2}\left(\frac{\pi ^2Dt}{s_0^2}\right)^{1/3}\right).$$
(24)
Both of these examples show a stretched exponential decay for the persistence probability, which we believe to be true quite generally. The stretching exponent depends on the initial condition and is therefore nonuniversal. The long time behavior, in the approximation ignoring collisions, is governed by the ratio $`Dt/s_0^2`$ and we also immediately see that the decay depends on concentration due to the factor $`s_0`$ in the exponential.

The approximative span distribution can be also used to calculate the mean size of persistent regions. First write

$$r(t|s)=sR(t|s)=sR(t|s)$$
(25)
and use the normalized approximate form for the span distribution

$$\stackrel{~}{w}_N(R;t|s)=\{\begin{array}{cc}\delta (Rs)\left[1\left(1+\xi s^2\right)e^{\xi /s^2}\right]\hfill & \\ +2\xi ^2R^5e^{\xi /R^2}\hfill & ;Rs\hfill \\ 0\hfill & ;R>s,\hfill \end{array}$$
(26)
where $`\xi =\pi ^2Dt/2`$, to calculate $`R(t|s)`$ from which

$$r(t|s)s\mathrm{exp}\left\{\frac{\pi ^2Dt}{2s^2}\right\}.$$
(27)
For the simplest case of a fixed initial size $`s_0`$ \[$`n_s(0)=\delta (ss_0)`$\] the mean length of surviving regions is

$`s_{\mathrm{surv}}={\displaystyle \frac{1}{p_F(t|s_0)}}{\displaystyle _0^{s_0}}drrp_F(r;t|s_0){\displaystyle \frac{2s_0^3}{\pi ^2Dt}}t^1.`$ (28)
This is just an example and naturally the decay depends on the initial distribution $`n_s(0)`$.

In the high concentration limit, $`\varphi 1`$, we adopt another mean-field type approach: we consider a deterministic model combined with scaling arguments. Let initially the average cluster and empty interval size be $`s_0`$ and size $`d_0`$, respectively. The concentration $`\varphi =s_0/(s_0+d_0)1`$ for $`s_0d_0`$.

Now consider the doubling times $`t_1,t_2,\mathrm{},t_i,\mathrm{}`$ at which the average cluster and interval sizes are $`s_i=2^is_0`$ and $`d_i=2^id_0`$, respectively. At each step $`n`$ the doubled cluster is constructed as follows. First, $`d_{n1}/2`$ sites (these does not have to persistent but they may be) from both ends of the cluster are made nonpersistent. Second, the resulting cluster is duplicated. This procedure is repeated. It is quite easy to convince oneself that the probability of finding persistent sites, $`p(n)`$, at step $`n`$ decays like $`p(n)e^{\alpha (\varphi )n}`$ for high enough values of $`\varphi `$. Since $`s_n=2^ns_0t^z`$, it follows that $`p(t)t^{\alpha (\varphi )z/\mathrm{ln}2}`$.

According to this simple and crude argument the filled site persistence probability decays algebraically for large enough concentrations. The persistent sites are sweeped by the domain walls (clusters’ edges), which get destroyed at aggregation. Since the probability to be touched by a domain wall depends naturally on the density of the walls in the system, the persistence exponent depends on concentration implying nonuniversality. Simulations qualitatively agree with this behavior. We have not made any quantitative comparison since in this paper we concentrate more on the universal properties of the cluster–cluster aggregation and since being non-universal the decay of site persistence is harder to compute analytically. The simulations furthermore show that the persistence probability decays algebraically for low concentrations, too. The reason for the deviation from the span argument lies in the approximation, which neglects the collisions between clusters. We return to this issue in a more detail in the section V A.

## IV Persistent interval and region distributions

Having analyzed the various persistence quantities we now turn to the distributions of persistent regions and the intervals between them. First we consider the interval size distributions between consecutive persistent sites and perform a scaling analysis. A natural scaling assumption for these distributions is

$$n_X(k;t)=K_X(t)^\alpha f_X(k/K_X(t)),$$
(29)
where $`K_X(t)t^{\theta _X}`$ is the average interval size and $`X`$ denotes any of the choices $`C,E`$, or $`F`$.

Inserting the scaling form (29) to the equation (2) and replacing the sum by an integral (valid in the long time limit) results in

$$N_X(t)=K_X(t)^{2\alpha }_0^{\mathrm{}}dyyf_X(y).$$
(30)
As $`P_X(t)0`$ for $`t\mathrm{}`$ it follows from the relation $`P_X(t)=1N_X(t)`$ that $`N_X(t)1`$ as $`t\mathrm{}`$. The only way to keep the right hand side of Eq. (30) constant is to require $`\alpha =2`$, as a direct consequence of mass conservation. Note, that the above argument does not require the persistence probability $`P_X(t)`$ to decay algebraically.

Since the persistence exponents are larger than the dynamic exponent, $`\theta _X>z`$, the persistence length scale will be much larger than the diffusive one at large times. This means that the persistent regions are well separated and that they are destroyed by uncorrelated processes since the correlations grow only as $`t^z`$. Each persistent region survives independently of the others and in the scaling limit the scaling functions are therefore simple exponentials

$$n_X(k;t)=K_X(t)^2e^{k/K_X(t)}.$$
(31)
Next let us turn to the size distribution of persistent regions. As the filled site persistence shows nonuniversal behavior, we will here concentrate only on the distributions concerning the empty site and cluster persistence. The former has already been analyzed in section III. For example, equation (10) gives the persistent empty region distribution at large times for a monodisperse initial distribution and for other initial distributions $`n_s(0)`$ it is obtained as

$$p_E(r;T)=_0^{\mathrm{}}dsp_E(r;T|s)n_s(0)=\frac{s_0}{\pi T}e^{r/s_0},$$
(32)
where $`T`$ is given by equation (9) and the last form corresponds to the initial distribution $`n_s(0)=s_0^1e^{s/s_0}`$. The dependence on the diffusion exponent enters only through the time scale $`Tt^{2/(2\gamma )}`$.

More important is that the spatial and time dependence in $`p_E(r;t)`$ are decoupled. From this it follows that the average size of the persistent empty regions, $`L_E(t)`$, is a constant at large times. For the monodisperse and Poisson initial conditions we get $`L_E^{\mathrm{mono}}(t)=P_E(T|s_0)^1_0^{s_0}drrp_E(r;T|s_0)=s_0/3`$ and $`L_E^{\mathrm{rand}}(t)=_0^{\mathrm{}}drrp_E(r;T)/_0^{\mathrm{}}drp_E(r;T)=s_0`$, respectively. These both are independent of time. The simulations (see Sec. V E) confirm this.

Unfortunately we have not been able to similarly calculate the size distribution of persistent clusters, $`p_C(l;t)`$. However, for initial cluster size distribution $`n_s(0)=\delta _{s__0,s}`$ this distribution remains unaltered. The same is true also for size independent diffusion coefficients ($`\gamma =0`$) no matter what the initial distribution is. This does not have to be true when $`\gamma 0`$. For instance, there may be nontrivial correlations between a persistent cluster and the sizes of clusters surrounding it. The scaling of $`p_C(l;t)`$ is briefly discussed in section V E.

## V Simulations

The simulations are done on a one-dimensional lattice with periodic boundary conditions. In all the simulations $`D_1=1`$ fixing the time scale. The system sizes range from $`510^4`$ to $`1.510^6`$, the data are averaged over $`100050000`$ realizations. The algorithm used is as follows. A cluster is selected randomly and the time is incremented by $`N(t)^1D_{\mathrm{max}}^1`$, where $`N(t)`$ is the number of clusters at time $`t`$ and $`D_{\mathrm{max}}`$ is the maximum diffusivity of any of the clusters in the system at that time. If $`x<D(s)/D_{\mathrm{max}}`$, where $`x`$ is an uniformly distributed random number in the interval $`[0,1]`$, the cluster is moved with equal probability either to the left or to the right. Otherwise a new cluster is selected and the process is repeated. If a moved cluster collides with another one, the two clusters are aggregated together.

We test the sensitivity of the persistence probabilities against concentration changes (Sec. V A) and two different initial conditions (Sec. V B). The first initial condition used is random, which means that each lattice site is filled with probability $`p`$. The other one is deterministic and monodisperse such that clusters of a given size $`s_0`$ are separated form neighboring clusters by a distance $`l_0`$ resulting in the concentration $`\varphi =s_0/(s_0+l_0)`$.

After discussing the universality or nonuniversality of the persistences we concentrate on the dependence of the persistence exponents on the diffusion exponent $`\gamma `$ in section V C. Thereafter we consider the size interval distributions (Sec. V D). We demonstrate how the poor dynamic scaling of the interval distributions is a consequence of the two competing length scales $`_D`$ and $`_p`$. The scaling function of the region size distributions is shown to be of the simple exponential form in section V E.

### A Concentration dependence

We first analyze which persistence probabilities depend on concentration. We will present data only for size independent diffusion coefficients but we have checked that for $`\gamma 0`$ the persistence probabilities behave in a similar way. Figure 5 shows the cluster, empty site, and filled site persistence probabilities for three different concentrations. A change in the concentration affects only the amplitudes of the cluster and empty site persistence distributions. The numerical estimates for the concentration independent persistence exponents obtained from the saturated part of the running exponents are $`\theta _C(0)=1.48\pm 0.03`$ and $`\theta _E(0)=1.00\pm 0.02`$. These both are in an excellent agreement with the exact results $`\theta _C(0)=\frac{3}{2}`$ and $`\theta _E(0)=1`$.

For the filled site persistence the effect of a concentration change is much more pronounced. The distribution shows a transition from an algebraic decay to a relatively faster one when decreasing the concentration. This is in a qualitative agreement with the analysis of section III D but the agreement is not quantitative. In fact, the non-algebraic decay seen in simulations is only a cross-over behavior and eventually the persistence probability will follow a power-law.

The discrepancy between the analysis of Sec. III D and simulations can be traced to the assumption, that the clusters containing persistent filled sites have not aggregated. This is true only for times smaller than the average collision time between clusters, $`t_{\mathrm{coll}}1/(D\varphi ^2)`$, which indeed diverges for $`\varphi 0`$. However, for any nonzero concentration there will be a time after which the collisions become important. In fact, the large time persistence probability of filled sites is dominated by the clusters, which have collided with other ones. This is illustrated in Figure 6, which shows both the persistence probability and the average size of those clusters which contain persistent sites. There is a clear crossover from the behavior given by the analysis of Sec. III D at $`t300`$ to the one for which the collisions are significant. After this crossover time, the clusters including persistent empty sites grow similarly as the other ones. This is illustrated in figure 6 b), which shows that the average size of these clusters grows like $`t^{1/2}`$ at late times.

### B Dependence on initial conditions

Figure 5 also compares the persistence probabilities for the two initial conditions: random and monodisperse deterministic. A change in the initial condition does not have a significant effect on any of the persistence probabilities. It only affects the overall amplitude but leaves the qualitative behavior unaltered.

Simulations can of course not prove the universality of empty or cluster persistence but together with the arguments given in section III they strongly support this. However, they indisputably show that the filled site persistence is nonuniversal. Although non-universal, the empty site persistence is closely related to the persistence of bubbles in soap froths, which show similar concentration dependent behavior . It would be interesting to study the similarities between these two persistences, but we will omit it here.

### C Dependence on $`\gamma `$

Thus far we have considered only systems with $`\gamma =0`$. All the dynamic scaling properties depend on $`\gamma `$ and the same is true for the persistence probabilities as figure 7 shows. The empty site persistence probability decays algebraically for all values of $`\gamma <2`$, above which the system gels in a finite time. The analytical prediction, $`\theta _E=2z`$, obtained by replacing the discrete changes in the sizes of clusters besides the persistent one by a diffusion process, is compared to simulations in figure 8. The agreement is excellent, which basically means, that the system self-averages away the discreteness of the collision times. It also tells that there are no nontrivial correlations such that the clusters surrounding persistent empty sites would grow differently than the other ones.

The cluster persistence decays algebraically only for $`\gamma 0`$ and faster than any power of $`t`$ for $`\gamma <0`$. The nonalgebraic behavior is not surprising on the basis of the discussion presented in section III B. Although a detailed study of the cluster persistence confirming the results presented in section III B will be presented elsewhere , we briefly comment on the simulational problems one can encounter.

First, as the persistence exponent is related to the polydispersity exponent through $`\theta _C=(2\tau )z`$, we are faced with same simulation problems than in the studies of $`\tau `$ (see e.g. ). Also the crossover time to the asymptotic behavior is large for $`\gamma `$ positive but close to zero. In order to see the real asymptotic behavior there must be very large clusters in the system. Consider, for example, $`\gamma =0.2`$, which still is not very small. The diffusion coefficient of a persistent cluster is of order $`D_1`$ and that of a typical cluster $`D_1S(t)^\gamma `$. The ratio of these two to be of order 10, say, requires $`S(t)10^{1/\gamma }10^5`$, which corresponds to a crossover time $`t_{\mathrm{cross}}10^9`$. Even reaching this in simulations would be hard. This problem can, of course, be overcome by using a more sophisticated algorithm. We refer to  for more details on the cluster persistence.

### D Intervals between Consecutive Persistent Sites

In section IV we argued that the size distribution of intervals between persistent quantities would scale according to $`n_X(k;t)=K_X(t)^2f_X(k/K_X(t))`$ with a simple exponential scaling function \[Eq. (31)\]. When the corresponding persistence probability decays algebraically, $`K_X(t)A_Xt^{\theta _X}`$, with a nonuniversal amplitude $`A_X(\varphi )`$, this can be presented also as $`n_X(k;t)=t^{2\theta _X}\stackrel{~}{f}_X(k/t^{\theta _X})`$.

The difference between these two scaling forms is that for the latter the scaling functions will not overlap each other for different concentrations due to the nonuniversal amplitude dependence. Therefore we show for clarity the scaling plots using the latter formulation. Furthermore, we prefer to show the scaling of the complement of the cumulative distribution

$$I_X(k;t)=\underset{ik}{}n_X(i;t),$$
(33)
which is much smoother due to the summation. It is easy to see from the scaling of $`n_X(k;t)`$ and Eq. (31) that this distribution should scale as $`I_X(k;t)=t^{\theta _X}g_X(k/t^{\theta _X})`$ with $`g_X(x)=A_X^1e^{A_X^1x}`$.

Figure 9 shows that the scaling works for the empty site persistence and that the scaling function is an exponential one indeed. The plots for the other persistence definitions are similar and are not shown. The scaling function is universal and all the curves in figure 9 would overlap each other if one would plot $`K_E(t)I(k;t)`$ as a function of $`k/K_E(t)`$. Note, that the diffusion exponent $`\gamma `$ has no influence on the scaling function.

Although the summation in Eq. (33) smoothens the data it at the same time loses information about the small $`k/t^{\theta _E}`$ behavior. This is illustrated in figure 10 where no summation is done. For $`kt^{\theta _E}`$ the scaling does not work. The reason is the following. The scaling should work in the limit $`k\mathrm{}`$ and $`t\mathrm{}`$ with $`y=k/t^{\theta _E}`$ fixed. Especially, the condition $`kt^z`$ should be satisfied for the two length scales of the problem to be well separated. Define now a time-dependent $`y_c(t)`$ so that the scaling works for $`y>y_c(t)`$. This quantity gets smaller at the same rate as the curves in figure 10 shift towards zero. Our estimate from the numerical data gives $`y_c(t)t^{0.50\pm 0.03}`$, which is consistent with $`y_c(t)t^z`$. Thus the poor scaling in figure 10 for $`kt^{\theta _E}`$ is just a manifestation of the finite time behavior with two competing length scales, $`_D`$ and $`_p`$. This effect vanishes in the scaling limit. A similar, although not as clear, violation of scaling induced by the same reason is seen in the study of persistence in the $`q`$-state Potts model .

### E Persistent Regions

The mean-field arguments used for the empty site exponent predicted the region size distribution to depend on the initial cluster size distribution. Calculations indicated a linear \[see Eq. (10)\] and an exponential \[Eq. (32)\] decay for the cases $`P(s_0)=\delta (ss_0)`$ and $`P(s_0)=s_0^1\mathrm{exp}(s/s_0)`$, respectively. It was further argued that the dependence on the diffusion exponent enters only through a multiplicative factor of $`t^{2/(2\gamma )}`$ in the distributions. This in turn means that the average region size would approach a constant at late times. Figures 11 and 12 show the empty region distributions for these two cases and confirm the predictions.

In Figure 11 the smallest times shown are not large enough for the analysis of section III C to be valid but the tendency of the distribution to approach a straight line is clearly visible. The reason why the asymptotic behavior is reached earlier in Figure 12 is that the important measure is not the time itself. Rather it is the ratio of the diffusion coefficients of clusters, which naturally grows faster the larger the diffusion exponent $`\gamma `$ is. Note, that in neither of the figures the horizontal axes have been scaled, which simply means that the average region size is constant, i.e., independent of time. This is consistent with the arguments presented in the section IV. The region size distribution between persistent filled sites behaves in the same way with a concentration dependent exponent $`\theta _F`$.

As discussed at the end of section IV the size distribution of persistent clusters remains unaltered both for monodisperse initial condition and for $`\gamma =0`$. Therefore we only present the result for random initial conditions and for $`\gamma =0.75`$ in figure 12. The scaling is the same as it is for $`\gamma =0`$, i.e., the scaling function is a pure exponential and the average cluster size is asymptotically independent of time.

## VI Conclusions

In this paper we have considered persistence in an aggregation process, in the simple case of one-dimensional DLCA. The emphasis is on local properties: cluster, empty site and filled site persistence together with the corresponding region and interval size distributions. We have shown that the three persistences are independent of each other with each behaving in its own, specific way.

The perhaps most natural choice, the probability that a site has remained in the same state (either filled or empty), turns out to be nonuniversal. Nevertheless, only one of the two contributing probabilities, the filled site persistence, is responsible for this fact. The other one, the empty site persistence, is universal. In the DCLA the difference in the dynamics of empty and filled sites implies that there is no symmetry that would produce similarity in the persistence behaviors. The reason why the cluster persistence is a third independent quantity derives from the fact that it is a cluster property whereas the two other persistence definitions are considered at a fixed point in space.

To summarize, the filled site persistence decays asymptotically algebraically for $`\gamma <2`$ and for all concentrations: $`P_F(t)t^{\theta _F}`$. The persistence exponent $`\theta _F`$ depends on concentration and is therefore nonuniversal. At low concentrations the filled site persistence decays as a stretched exponential upto a concentration dependent crossover time after which the collisions between clusters become important and start to dominate the persistence behavior.

The empty site persistence is universal. Although we have not been able to prove this, the universality is supported both by mean-field type continuum arguments and by computer simulations. The former leads to a relatively simple relation between the persistence exponent and the dynamic exponent, $`\theta _E=2z`$, verified by simulations. This is one of the few examples , where the inequality $`\theta >zd`$, where $`d`$ is the spatial dimension, is fulfilled. The consequence of this is that the persistent empty regions do not have a fractal character. This is not true for example for the persistent regions in the Ising  or diffusion–annihilation  models. The fact that $`\theta _E`$ is notably larger than $`z`$, makes the separation of the diffusive and persistence length scales clearly visible in the DLCA.

The cluster persistence probability decays algebraically only for $`0\gamma <2`$ and as stretched exponentially for $`\gamma <0`$. For $`0<\gamma <2`$ the persistence exponent is given by $`\theta _C(\gamma )=2z=2/(2\gamma )`$ and it is discontinuous as $`\gamma 0^+`$ since $`\theta _C(0)=\frac{3}{2}`$. All these results are in close connection with the scaling of the cluster size distribution, especially with the small $`x`$ decay of the scaling function $`f(x)`$. In fact, there is a scaling relation between the exponents $`\theta _C=(2\tau )z`$. This independence of the cluster persistence probability on concentration and the strong support of the universal dynamic scaling behavior of the cluster size distribution  speak for the universality of the cluster persistence. The scaling relation together with the result for $`\theta _C`$ offers a new way to approach the determination of $`\tau `$ for DLCA.

It is worth emphasizing that the universal empty and cluster persistences decay with a same exponent $`\theta _E=\theta _C=2z=2/(2\gamma )`$ for $`0<\gamma <2`$ but have nothing to do with each other for $`\gamma <0`$. In fact, for $`\gamma 0`$ we can write $`P_C(t)[P_E(t)]^\mathrm{\Gamma }`$, where $`\mathrm{\Gamma }`$ takes the values $`3/2`$ and $`1`$ for $`\gamma =0`$ and $`0<\gamma <2`$, respectively. A similar relation, $`P_C(t)[P_E(t)]^\mathrm{\Gamma }`$, with a non-trivial $`\mathrm{\Gamma }`$ has been observed also for noninteracting random walkers  and for the Potts model  in one dimension. In DLCA the same persistence exponents, i.e., $`\mathrm{\Gamma }=1`$, for positive $`\gamma `$ are due to the fact that the clusters giving the dominant contribution to the cluster persistence are those which remain stationary. For other values of $`\mathrm{\Gamma }`$ the interpretation is more opaque.

Although the persistences decay in a different manner (algebraic or faster) the intervals between persistent regions scale similarly for all cases: $`n_X(k;t)=K_X(t)^2f_X(t/K_X(t))`$. This is due to the relation $`\theta _X>z`$, which causes the persistent regions to be well separated at late times. Therefore the regions survive independently and the intervals size distribution is a simple exponential $`f_X(y)=e^y`$.

The size distributions of persistent regions depend on the initial cluster size distribution. They do not depend on the diffusion exponent which only enters through a multiplicative time dependence on the distribution, for example, $`p_E(l,t)t^{2/(2\gamma )}\stackrel{~}{p}_E(l)`$. This leads to a constant average region size at late times, which can be estimated from the knowledge of the initial cluster size distribution.

In conclusion, we have presented a rather comprehensive study of various local persistence probabilities in the one-dimensional DLCA. Our study is of interest also for the sake of practical realizations. Aggregation processes are plentiful, and all of the definitions - whether a point in space is occupied or not by a cluster, or whether clusters survive intact - might well be possible to measure in experimentally. It is interesting also to note that when the decay of a persistence probability turns out to be algebraic and universal, the exponent is always directly in some relation to the dynamical exponent $`z`$ of the aggregation process. It is an obvious question to ask how the various quantities work out in higher dimensions. This generalization seems both challenging and interesting.

## VII Acknowledgments

The authors thank P. E. Salmi for numerous discussions. E. K. O. H. also thanks S. Majaniemi for helpful remarks. This research has been supported by the Academy of Finland’s Center of Excellence program.


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# Shadows of the Planck Scale: The Changing Face of Compactification Geometry

## I Introduction

In a recent paper , it was shown that the shape moduli associated with toroidal compactifications can have a number of important effects on the corresponding Kaluza-Klein spectrum: they induce level-crossing, they modify the mass gap, and in certain cases they permit extra dimensions to grow infinitely large without violating experimental constraints. These results suggest that shape moduli have the potential to drastically change our naïve expectations based on studying simple compactifications in which shape moduli are ignored or held fixed.

The purpose of this paper is to demonstrate several further surprising consequences of shape moduli. One of the crucial differences between volume moduli and shape moduli is that volume moduli are dimensionful and necessarily have energy scales associated with them; by contrast, shape moduli are dimensionless. Thus, even when the radii and volume of certain extra dimensions are taken to zero, the corresponding shape moduli do not vanish and can still play a significant role in affecting our understanding of low-energy phenomenology. Indeed, much like the smile of the Cheshire cat, the shape moduli can survive and ultimately distort our perceptions of purely low-energy physics — even when the extra dimensions to which they correspond are no larger than the Planck length!

As we shall see, this observation implies that it is impossible to verify the “true” compactification geometry experimentally — indeed, the whole notion of a fixed compactification geometry becomes experimentally meaningless. By contrast, we shall show that compactification geometry, much like other “constants” of nature, is effectively renormalized as a function of energy scale, with quantities such as compactification radii changing their apparent values as functions of the energy with which the compactification manifold is probed.

## II Correspondence Relations and Shadowing

In order to illustrate these ideas concretely, let us consider compactifications on general one-, two-, and three-dimensional tori. These tori are illustrated in Fig. 1, where opposite edges in all diagrams are periodically identified. The one-dimensional torus, of course, is nothing but a circle and has no corresponding shape moduli. By contrast, the two- and three-dimensional tori are described not only by radii but also by the shift angles $`\theta `$ and $`\alpha _{ij}`$ which mix the periodicities associated with translations along the corresponding directions. In such cases, the shape moduli are the shift angles as well as the ratios of the radii. Note that tori with different shift angles are topologically distinct (up to modular transformations which will be discussed below). However, despite the appearance of such shape moduli, in all cases the compactification manifolds are flat.

Our goal is to study the extent to which various low-energy observers can determine the shapes of these tori by studying their associated Kaluza-Klein spectra. Towards this end, let us assume that the “true” compactification geometry is given by the three-torus shown in Fig. 1(c). Furthermore, let us assume that there is a hierarchy of length scales such that $`R_3R_2R_1`$. For example, $`R_3`$ might be near the Planck scale, while $`R_1`$ might be at the inverse TeV scale and $`R_2`$ might be at some intermediate scale. Of course, to a high-energy observer with access to energies $`E_{\mathrm{max}}𝒪(R_3^1)`$, the Kaluza-Klein spectrum will reveal the presence of all three dimensions of the torus. Such an observer can then determine all three radii $`R_i`$ and shape angles $`\alpha _{ij}`$ through a detailed spectral analysis of the Kaluza-Klein states. However, for an observer with access to only intermediate energies $`𝒪(R_2^1)E_{\mathrm{max}}𝒪(R_3^1)`$, the third dimension will be inaccessible; the compactification manifold would then appear to be a two-torus, as illustrated in Fig. 1(b). Finally, for the low-energy observer with access to energies $`𝒪(R_1^1)E_{\mathrm{max}}𝒪(R_2^1)`$, only one dimension worth of Kaluza-Klein states will be accessible. Such an observer would then conclude that the compactification manifold is merely a circle, as illustrated in Fig. 1(a).

This change in the effective dimensionality of the compactification space is obvious, and is not our focus in this paper. However, given the hierarchy $`R_3R_2R_1`$, it is natural to expect that the intermediate-energy observer would experience a two-torus whose parameters $`(r_1,r_2,\theta )`$ are related to the underlying parameters $`(R_i,\alpha _{ij})`$ of the three-torus via

$$\{\begin{array}{cc}r_1=R_1\hfill & \\ r_2=R_2\hfill & \\ \theta =\alpha _{12}\hfill & \text{ .}\hfill \end{array}$$
(1)
After all, at energies much below $`R_3^1`$, we expect all remnants of the third dimension to vanish, so that the two-torus experienced by the intermediate-energy observer is merely the “base” of the original three-torus in Fig. 1(c). Likewise, it is natural to expect that the lowest-energy observer would perceive a circle with radius $`\rho =r_1`$, which by Eq. (1) implies

$$\rho =r_1=R_1.$$
(2)
Once again, this would be the naïve expectation, given that we have only sufficient energy to probe the largest dimension of the original three-torus.

The main point of this paper is to demonstrate that the correspondence relations in Eqs. (1) and (2) are incorrect, even in the presence of a large hierarchy $`R_3R_2R_1`$, and must be replaced by relations which are far more non-trivial. Indeed, as we shall see, the relations in Eqs. (1) and (2) hold only when the shape moduli are ignored (i.e., when all shape angles are taken to be $`\pi /2`$). In the presence of non-rectangular shape angles, by contrast, we shall see that these relations completely fail to describe the process by which small extra dimensions can be “integrated out” when passing to larger and larger length scales. We stress that this failure occurs no matter how small the smallest radii become. Thus, this failure can have dramatic phenomenological consequences at low energies.

It is straightforward to determine the correct correspondence relations by comparing the Kaluza-Klein spectra in each case. In the case of the circle in Fig. 1(a), the Kaluza-Klein spectrum is given by

$$^2=\frac{n_1^2}{\rho ^2},$$
(3)
where $`n_1\text{ZZ}`$. By contrast, for the general two-torus shown in Fig. 1(b), the Kaluza-Klein spectrum is instead given by

$$^2=\frac{1}{\mathrm{sin}^2\theta }\left[\underset{i=1}{\overset{2}{}}\frac{n_i^2}{r_i^2}\underset{ij}{}\frac{n_in_j}{r_ir_j}\mathrm{cos}\theta \right]$$
(4)
where $`n_i\text{ZZ}`$. An explicit derivation of this result can be found, e.g., in Ref. ; note that the periodicities of the two-torus allow us to restrict our attention to the range $`0\theta \pi /2`$ without loss of generality. Finally, for the general three-torus shown in Fig. 1(c), the Kaluza-Klein spectrum is given by

$$^2=\frac{1}{K}\left[\underset{i=1}{\overset{3}{}}\frac{n_i^2}{R_i^2}s_{jk}^2\underset{ij}{}\frac{n_in_j}{R_iR_j}\left(c_{ij}c_{ik}c_{jk}\right)\right]$$
(5)
where $`ki,j`$, where $`c_{ij}\mathrm{cos}\alpha _{ij}`$ and $`s_{ij}\mathrm{sin}\alpha _{ij}`$, and where $`K`$ (the dimensionless squared volume of the parallelepiped in Fig. 1(c)) is given by

$$K1\underset{i<j}{}c_{ij}^2+2\underset{i<j}{}c_{ij}=\underset{i<j}{}s_{ij}^2+2\left(\underset{i<j}{}c_{ij}1\right).$$
(6)
Note that such a torus is physical only if $`\alpha _{ij}+\alpha _{jk}>\alpha _{ik}`$ for all combinations of unequal $`(i,j,k)`$; this bound is saturated in the degenerate limit when one of the torus periodicities lies in the plane of the other two.

Given these results, we can now determine the appropriate correspondence relations. In deriving these relations, we shall assume a hierarchy $`R_3R_2R_1`$ so that we can successively integrate out small extra dimensions when passing to larger length scales. Our procedure will be to disregard all Kaluza-Klein states whose masses exceed the appropriate reference energy (either high, intermediate, or low) and are therefore inaccessible to the corresponding observer.

The observer at highest energy clearly sees three dimensions worth of Kaluza-Klein states, and deduces the “true” geometry of the compactified space by comparing the measured Kaluza-Klein masses with Eq. (5). However, the observer at intermediate energy cannot perceive excitations in the $`R_3`$ direction, since functionally $`R_30`$ for this observer. His attention is therefore restricted to states with $`n_3=0`$, and he attempts a spectral analysis of the remaining states*** This restriction to states with $`n_3=0`$ is applicable unless there exist special cancellations in the Kaluza-Klein mass formula. We will discuss such special cases below, but they do not affect our results. via comparison with Eq. (4). This leads to the identifications

$`{\displaystyle \frac{1}{\mathrm{sin}^2\theta }}{\displaystyle \frac{1}{r_i^2}}`$ $`=`$ $`{\displaystyle \frac{s_{jk}^2}{KR_i^2}}(i=1,2)`$ (7)
$`{\displaystyle \frac{\mathrm{cos}\theta }{\mathrm{sin}^2\theta }}{\displaystyle \frac{1}{r_1r_2}}`$ $`=`$ $`{\displaystyle \frac{c_{12}c_{13}c_{23}}{KR_1R_2}}.`$ (8)
This observer therefore deduces that the compactified space is a two-torus parametrized by $`(r_1,r_2,\theta )`$ given by

$`\{\begin{array}{cc}r_i\hfill & \text{}s_{i3}R_i\hfill \\ \mathrm{cos}\theta \hfill & \text{}(c_{12}c_{13}c_{23})/s_{13}s_{23}\text{ .}\hfill \end{array}`$ (9)
Note that both the radii $`r_i`$ and the shape angle $`\theta `$ are affected, leading to apparent values for $`(r_1,r_2,\theta )`$ which are not present in the original three-torus.

The lowest-energy observer, by contrast, misses the $`n_2`$ excitations as well. Upon comparing with Eq. (3), he therefore concludes that the compactified space is a circle of radius

$$\rho =(\mathrm{sin}\theta )r_1=\frac{\sqrt{K}}{s_{23}}R_1.$$
(10)
Once again, this radius does not correspond to any periodicity in the original three-torus.

Mathematically, these results reflect the geometric “shadows” that successive smaller extra dimensions cast onto the larger extra dimensions when they are integrated out. As such, they indicate that the low-energy observer can see only those “projections” of the compactification space which are perpendicular to the extinguished dimensions. But given the assumed large hierarchy of length scales, the physical implications of this shadowing effect are rather striking. A small extra spacetime dimension — even one no larger than the Planck length! — is able to cast a huge shadow over all other length scales and their associated dimensions, completely distorting our low-energy perception and interpretation of the compactification geometry. Indeed, the physics which we would normally associate with the Planck scale (such as the angles that parametrize the shape of the Planck-sized extra dimensions relative to the larger extra dimensions) fail to decouple at low energies.

Let us consider an extreme example to illustrate this point. If $`\sqrt{K}/s_{23}1`$ in Eq. (10), then $`\rho `$ can appear to be very small at low energies even though $`R_1`$ itself might be huge. Thus, the original three-torus would have a huge dimension $`R_1`$, yet this dimension would be completely invisible at low energies because of the “shadow” cast by the additional dimensions associated with $`R_2`$ and $`R_3`$. This distortion occurs even though these additional dimensions might be at the Planck scale! While this is similar to the invisibility mechanism discussed in Ref. , our point here is that the shadowing phenomenon is completely general and holds even when $`R_2`$ and $`R_3`$ are vanishingly small. In other words, our normal expectations concerning decoupling do not apply when non-trivial shape moduli are involved. Other examples and situations will be discussed below.

Of course, no observer at any energy scale can use this shadowing phenomenon in order to deduce the existence of an extra spacetime dimension beyond his own energy scale. Nevertheless, the observer’s interpretation of that portion of the compactification geometry accessible to him is completely distorted, leading him to deduce geometric radii and shape angles that have no basis in reality. Since the existence of an even smaller extra dimension beyond those already perceived can never be ruled out, this shadowing effect implies that one can never know the “true” compactification geometry. Even when light Kaluza-Klein states are detected and successful fits to the Kaluza-Klein mass formulae are obtained via spectral analyses, the presence of further additional dimensions with appropriate shape moduli can always reveal the previous successes to have been illusory.

We are not claiming that no “true” compactification geometry can ever exist. Indeed, if one takes the predictions of string theory seriously, then there is ultimately a true, maximum number of compactified dimensions, with associated radii and shape moduli. However, as an experimental question, one can never be satisfied concerning the true number of extra dimensions. Thus, our result implies that one can correspondingly never be certain of the nature of whatever compactification geometry is ultimately discovered. In this sense, the concept of a “true” compactification geometry does not exist.

## III Modular transformations and compactification radii

It is important to stress that the effects embodied in the relations (9) and (10) cannot generally be undone either by changes of coordinate basis or by modular transformations of the higher- or lower-dimensional tori. Since the case of modular transformations is particularly important, it merits some discussion.

Because of the modular symmetries of the torus, it is possible to describe the topology of a given torus using a multitude of different values for the compactification radii and shape angles; only the corresponding Kaluza-Klein spectrum is physical and invariant under modular transformations. Thus, modular transformations are analogous to gauge transformations, providing redundant descriptions of the same physics.

Given this, the question then emerges as to whether the shadowing effect can be undone via such modular transformations. Might there exist an alternative, modular-equivalent description of the compactification radii and twist angles of either the original torus or the effective low-energy torus (or both) such that the relations in Eqs. (1) and (2) can be restored? It is relatively straightforward to show  that the answer to this question is ‘no’, and we shall see an explicit example of this below. Thus, the effects of shadowing cannot be eliminated by exploiting modular symmetries; they persist no matter which modular-equivalent descriptions are used to describe the higher- or lower-dimensional tori. In other words, they are not “pure-gauge”.

On the other hand, the existence of modular symmetries indicates that we must more carefully refine our concept of “compactification radii” when discussing compactification manifolds with non-trivial shape moduli. In the case of toroidal compactifications, only the one-dimensional periodicity radius $`\rho `$ has an absolute meaning (since circles have no associated modular symmetries); the periodicity radii of all higher-dimensional tori are not invariant under modular transformations, and can be adjusted. For example, a two-torus with parameters $`(r_1,r_2,\theta )`$ is topologically the same (and thus has the same Kaluza-Klein spectrum) as the infinite set of two-tori with parameters $`(r_1^{},r_2^{},\theta ^{})`$ given by

$`r_1^{}`$ $`=`$ $`r_2\sqrt{(c\mathrm{cos}\theta +dr_1/r_2)^2+c^2\mathrm{sin}^2\theta }`$ (11)
$`r_2^{}`$ $`=`$ $`r_2\sqrt{(a\mathrm{cos}\theta +br_1/r_2)^2+a^2\mathrm{sin}^2\theta }`$ (12)
$`\mathrm{sin}\theta ^{}`$ $`=`$ $`\mathrm{sin}\theta (r_1r_2/r_1^{}r_2^{})`$ (13)
for all $`a,b,c,d\text{ZZ}`$ with $`adbc=1`$.

Given these equations, it is easy to verify that no solution for $`(a,b,c,d)`$ can transform Eq. (10) into the unshadowed result $`\rho =r_1^{}`$ or $`\rho =r_2^{}`$. Specifically, there exists no solution for $`(a,b,c,d)`$ in Eq. (13) yielding $`r_1^{}=r\mathrm{sin}\theta `$ or $`r_2^{}=r\mathrm{sin}\theta `$ for general $`r_1`$, $`r_2`$, and $`\theta `$. This explicitly demonstrates that shadowing is a physical effect rather than a modular (gauge) artifact.

However, note that the ratio $`r_2/r_1`$ is not modular invariant; this ratio can be adjusted even though the corresponding Kaluza-Klein spectrum is unaltered. For example, if $`r_2/r_1=1`$ with $`\theta =\pi /2`$, we can set $`r_2^{}/r_1^{}=\sqrt{1+b^2}`$ for arbitrarily large $`b\text{ZZ}`$ simply by taking $`a=d=1`$ and $`c=0`$. Such a hierarchy is clearly unphysical. How then can we properly define the notion of “hierarchy” that we have exploited in this paper?

The key to a proper definition of “hierarchy” is to focus purely on the (modular-invariant) Kaluza-Klein spectrum. Let us consider the case of a three-torus for simplicity; a sketch with two physical hierarchies is given in Fig. 2. If the low-energy Kaluza-Klein spectrum resembles that of a circle, with a single tower of equally spaced states with masses $`k/\rho `$, and if this pattern exists up to some mass scale $`M^{}`$ before additional unexpected states appear, then we may say that a hierarchy exists of magnitude $`\rho M^{}1`$. A similar procedure can be used to define the hierarchy $`M^{\prime \prime }M^{}`$ for a third extra dimension, and so forth.

Note that this also resolves the issue raised above concerning whether it is legitimate to restrict our attention to states with vanishing $`n_3`$ and $`n_2`$ when passing to lower energy scales. Anomalously light states with non-vanishing $`n_3`$ or $`n_2`$ exist only when we have chosen a poor modular “slice” (analogous to a gauge slice) on which to describe the physics. In other words, the lightest states may no longer be those states for which $`n_2`$ or $`n_3`$ vanish. In all cases, however, the true modular-invariant size of the hierarchy can always be determined as discussed above, namely by taking $`M^{}`$ to be the mass scale at which a new tower of states appears. In a rough sense, this is equivalent to defining the hierarchy as the ratio of radii on the modular slice for which the sines of all shape angles are maximized (thereby minimizing the non-diagonal terms in the Kaluza-Klein mass formulas). We shall discuss these issues more fully in Ref. .

A similar remark holds for the correspondence relations in Eqs. (9) and (10). Strictly speaking, these relations hold as written only when the light states are those for which $`n_3`$ and $`n_2`$ respectively vanish. As discussed above, this occurs when the sines of the shape angles are large or when the hierarchies in the radii are sufficiently large. For example, in the case of a two-torus, Eq. (10) holds as written only when $`r_1\mathrm{sin}\theta r_2`$. On other modular slices, these relations must be modified according to Eq. (13).

Finally, we emphasize that in this paper we are considering the compactification geometry as deduced through the Kaluza-Klein spectrum. If string theory is the fundamental theory, then winding modes also exist; whether or not such modes affect the light spectrum depends on the relation between the compactification radii and the string scale. If the string scale exceeds $`R_3^1`$ where $`R_3`$ is the smallest radius, then the winding modes will all be heavy and play no role in this analysis. Other configurations may be more complicated, and will be discussed in Ref. . Similar remarks also apply for tori with background antisymmetric tensor fields .

## IV Examples of Shadowing

Let us now give some examples of the shadowing effects embodied in Eqs. (9) and (10). Our purpose is not to propose a particular set of numerical parameters for specific phenomenological purposes, but merely to illustrate the different phenomenological possibilities that shadowing provides. In each case, we shall assume that the “true” compactification manifold is a three-torus and determine how this three-torus is perceived at various energies.

Let us begin by assuming $`R_1^1=10^3`$ GeV, $`R_2^1=10^{11}`$ GeV, and $`R_3^1=10^{19}`$ GeV. We shall also take $`\alpha _{12}=\pi /2`$, and $`\alpha _{13}=\alpha _{23}=\pi /3`$. The most straightforward way to analyze the Kaluza-Klein spectrum is to write the Kaluza-Klein masses in Eq. (5) in the “diagonal” form

$$^2=\underset{i=1}{\overset{3}{}}\frac{\stackrel{~}{n}_i^2}{\stackrel{~}{R}_i^2}$$
(14)
where the eigenvalues are given by

$`\stackrel{~}{R}_1^1`$ $``$ $`10^3\mathrm{GeV},`$ (15)
$`\stackrel{~}{R}_2^1`$ $``$ $`10^{11}\mathrm{GeV},`$ (16)
$`\stackrel{~}{R}_3^1`$ $``$ $`\sqrt{2}\times 10^{19}\mathrm{GeV}`$ (17)
and where the eigenvectors are given by

$`\stackrel{~}{n}_1`$ $``$ $`n_1(2.5\times 10^{25})n_2(5\times 10^{17})n_3`$ (18)
$`\stackrel{~}{n}_2`$ $``$ $`(2.5\times 10^{41})n_1+n_2(5\times 10^9)n_3`$ (19)
$`\stackrel{~}{n}_3`$ $``$ $`(5\times 10^{17})n_1+(5\times 10^9)n_2+n_3.`$ (20)
Given this form, we immediately see that the lowest-lying Kaluza-Klein states are those with only $`n_1`$ non-zero. For example, if $`n_2`$ is non-zero, then we immediately obtain contributions to $``$ in the neighborhood of $`10^{11}`$ GeV. Note that it is indeed possible to cancel $`\stackrel{~}{n}_2`$ even if $`n_2=1`$ by taking $`n_14\times 10^{40}`$ or $`n_32\times 10^8`$. However, these values make $`\stackrel{~}{n}_1`$ or $`\stackrel{~}{n}_3`$ extremely large, again inducing contributions to $``$ of size exceeding $`10^{11}`$ GeV. A similar argument applies for contributions with non-zero $`n_3`$. From this, we conclude that the Kaluza-Klein spectrum in this example indeed exhibits two physical hierarchies: one between $`10^3`$ GeV and $`10^{11}`$ GeV, and one between $`10^{11}`$ GeV and $`10^{19}`$ GeV. The Kaluza-Klein spectrum in this example therefore resembles that shown in Fig. 2.

The observer with energies below $`10^{11}`$ GeV can detect only the $`n_1`$ excitations. Adding together the contributions from $`\stackrel{~}{n}_1`$, $`\stackrel{~}{n}_2`$, and $`\stackrel{~}{n}_3`$, we see that the masses of these states are given by

$$^2n_1^2\left(1.5\times 10^6\mathrm{GeV}^2\right).$$
(21)
Thus, this observer concludes that the compactification space is a circle of radius $`\rho ^1\sqrt{3/2}\times 10^3`$ GeV, in accordance with Eq. (10). Note that while the above results are only approximate, the result in Eq. (10) is indeed exact. Likewise, the observer with energies below $`10^{19}`$ GeV sees a two-torus with radii $`r_1^1=(2/\sqrt{3})\times 10^3`$ GeV, $`r_2^1=(2/\sqrt{3})\times 10^{11}`$ GeV, and twist angle $`\theta 71^{}`$. This occurs even though the true “base” of the original three-torus is completely rectangular!

In the above example, the numerical distortions of the low-energy parameters relative to the parameters of the original three-torus are not large. However, these distortions are significant, they persist over the whole hierarchy, and they do not disappear even as the smallest dimension(s) are taken to zero size. Indeed, the lowest-energy observer sees the regularly spaced Kaluza-Klein states in Eq. (21) stretching over eight orders in magnitude in energy, yet no corresponding radius of this size actually exists in the “true” compactification geometry. It is only the presence of two further extra dimensions, many orders of magnitude smaller, that causes this distortion!

These shadowing effects become even more dramatic in cases where we approach a limit $`\alpha _{13}+\alpha _{23}\alpha _{12}`$ in the original three-torus. In such cases, the orientation of the Planck-sized extra dimension associated with $`R_3`$ is highly “squashed” relative to the two larger dimensions associated with $`R_1`$ and $`R_2`$. For example, let us assume $`\alpha _{12}=\pi /2`$, as before, but let us now take $`\alpha _{13}=\pi /3+t`$ and $`\alpha _{23}=\pi /6+t`$ where $`t1`$. Even though the “base” of this three-torus is actually rectangular with $`\alpha _{12}=\pi /2`$, this base will appear to a low-energy observer as if it has a nearly vanishing shape angle $`\theta \sqrt{t}`$ after the Planck-sized extra dimension is integrated out. In other words, the squashing of the original Planck-sized extra dimension relative to the large dimensions is perceived by a low-energy observer as a squashing of the two large dimensions with respect to each other! We stress that this illusion is wholly due to the existence of the third Planck-sized extra dimension. Note that even though this example involves “squashed” extra dimensions, the use of Eqs. (9) and (10) is justified provided the hierarchy of radii is sufficiently large compared to the degree of squashing.

Further developing this example, let us also assume that the base radii in the original three-torus have equal lengths, $`R_1=R_2`$. We then find effective radii $`r_1/r_2=\sqrt{3}`$ for the resulting two-torus. Remarkably, this result (a nearly squashed two-torus whose two radii have an algebraic irrational ratio) are exactly the preconditions needed for the invisibility mechanism presented in Ref. . Indeed, we now see that the large values for the parameter $`|\tau |`$ discussed in Ref.  can be realized purely as the result of shadowing from a three-torus in which $`s_{23}/s_{13}1`$!

Other interesting phenomenologies are also possible. For example, even a rectangular two-torus can sometimes be nothing but a low-energy illusion; one configuration that accomplishes this is to take $`\alpha _{12}=\pi /3`$, while $`\alpha _{13}=\alpha _{23}=\pi /4`$. Thus, even if the perceived shape moduli appear to be trivial to a low-energy observer, non-trivial shadowing may still be at work in producing this effect.

Non-trivial shape moduli can also be used to generate physical hierarchies when extra dimensions are integrated out. For example, even if $`R_1`$ and $`R_2`$ are of equal magnitude with $`\alpha _{12}=\pi /2`$, the third dimension may have $`\alpha _{13}0`$. Even though this third dimension is Planck-sized, its severe orientation induces a physical hierarchy between the two large dimensions. In other words, a low-energy observer will observe $`r_2/r_11`$ even though $`R_1=R_2`$.

Further examples and their phenomenological implications will be discussed in Ref. .

## V Conclusions: Shadowing,
Geometry, and Renormalization

The main result of this paper is that our perception of the compactification geometry associated with already-discovered large extra dimensions can be significantly distorted by the presence of additional, as-yet-undiscovered smaller dimensions. As we go to higher and higher energies and discover these additional dimensions, our description of the compactification manifold changes — not merely in its dimensionality but also in the radii and shape angles that parametrize all length scales of this geometry. Indeed, our perception of very simple geometric quantities such as the radii and shape moduli associated with the largest (and experimentally accessible) extra dimensions continually evolves as a function of the energy with which we probe this manifold — even though the largest extra dimensions are already detected and their geometric properties are already presumed known.

Of course, this is not a new concept in physics: this is nothing but renormalization. Thus, in this sense, we see that the apparent compactification geometry is not fixed at all, but rather undergoes renormalization much like other “constants” of nature. Indeed, the correspondence relations in Eqs. (9) and (10) serve as “renormalization-group equations” which describe the flow of the perceived geometric parameters associated with the largest extra dimensions as we pass through the thresholds associated with additional, smaller extra dimensions. Moreover, as we discussed, this renormalization-group evolution cannot be undone through modular transformations. This evolution is therefore a truly physical effect, one which corresponds to perceived changes in topology as well as geometry.

It is important to understand the precise sense in which shadowing can be considered as renormalization. Clearly, in different energy ranges, we are employing a series of different effective field theories in order to describe the Kaluza-Klein spectrum: the effective field theory at the lowest energy scales has a single parameter $`\rho `$; the effective field theory at intermediate energies has three parameters $`(r_1,r_2,\theta )`$; and the effective field theory at still higher energies has six parameters $`\{R_i,\alpha _{ij}\}`$. The correspondence relations in Eqs. (9) and (10) are thus properly viewed as matching conditions (or threshold relations) between different effective field theory descriptions of the same physics at different energy scales. Indeed, these matching conditions reflect nothing more than our requirement that the physical Kaluza-Klein spectrum remain invariant as we change our description of the physics by changing the cutoffs inherent in our sequence of effective field theories.

However, the cumulative effect of such threshold corrections as we pass between different effective theories is precisely what is usually meant by renormalization. Indeed, if we imagine extrapolating our calculations to incorporate a continuing series of hierarchies corresponding to a continuing series of extra dimensions, then the corresponding series of matching conditions constitutes a renormalization group “flow”. Under this flow, the values of parameters such as the radius of the largest extra dimension, be it $`\rho `$ or $`r_1`$ or $`R_1`$, evolve in a non-trivial way due to the presence of non-trivial shape moduli. In other words, such parameters are renormalized.

We stress that this “renormalization” is a purely classical effect, one which arises for purely geometric reasons. As such, it does not incorporate further quantum-mechanical effects which may arise due to the quantum field-theoretic renormalization of the Kaluza-Klein masses. Indeed, implicit in our previous discussions has been the assumption that the Kaluza-Klein mass spectrum is itself a physical observable, one which can be measured independently of other parameters in the theory. Of course, in a more general interacting theory, the renormalization flow of the compactification geometry may receive further quantum-mechanical contributions.

We also stress that in this paper we have considered only the simplest case of flat, toroidal compactifications without torsion. In principle, one can also study more complicated manifolds with more complicated Kaluza-Klein spectra .

In all cases, however, our main observation stands: quantities such as compactification radii — quantities which one might have naïvely assumed to be fixed once the corresponding extra dimensions are discovered — are not fixed at all. Instead, they are effectively renormalized as we pass to higher and higher energies and as additional extra dimensions become apparent. Since one can never be satisfied experimentally that one has discovered the totality of possible extra dimensions, this process need not terminate. It then becomes experimentally meaningless to speak of a “true” compactification geometry, in exactly the same way as it is meaningless to speak of the “true” electron charge.

There have been several recent discussions relating compactification geometry and renormalization. These include the “deconstruction” idea , as well as the AdS/CFT correspondence  in the context of higher-dimensional models with localized gravity . Yet each of these cases is quite different from the shadowing effect we are discussing here. In the localized gravity/AdS case, the apparent compactification geometry is fixed; what changes is the renormalization scale on a particular brane as it moves through the AdS geometry. Likewise, in the deconstruction case, extra dimensions are generated as the result of certain fields condensing; this change has nothing to do with the geometry of the space itself. By contrast, our results hinge purely on the geometric properties of the compactification space and its manifestations at different energy scales.

The implications of the shadowing effect are likely to be profound. Rather than think of compactification geometry as fixed and immutable, we instead must think of it as something renormalizable. This clearly raises a number of provocative questions. What are the properties of the renormalization flow of compactification geometry as we approach the fundamental scale of quantum gravity where the whole notion of a continuous spacetime might break down? If string theory is the correct underlying theory, how can we incorporate winding modes (and ultimately T-duality) into this picture? Conversely, might our own four-dimensional spacetime only appear to be large and flat as a consequence of shadowing from additional spacetime dimensions? Might this provide a new approach to the cosmological constant problem? Indeed, in what sense is spacetime geometry knowable at all — are there analogues of renormalization-group invariants?

There is an old question in mathematical physics: Can one hear the shape of a drum? Clearly, our answer is that drums have no absolute shape. Instead, the shape of the drum depends on how well one listens.

## Acknowledgments

This work was supported in part by the National Science Foundation under Grant PHY-0071054, and by a Research Innovation Award from Research Corporation. We wish to thank U. van Kolck for valuable discussions.