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# ON BUILDING BETTER CONE JET ALGORITHMS1footnote 11footnote 1Contribution to the P5 Working Group on QCD and Strong Interactions at Snowmass 2001

(November 28, 2001)

## Abstract

We discuss recent progress in understanding the issues essential to the development of better cone jet algorithms.

preprint: UW/PT-01-25preprint: MSUHEP-11101preprint: MPI-PhE/2001-16

An important facet of preparationsworkshops  for Run II at the Tevatron, and for future data taking at the LHC, has been the study of ways in which to improve jet algorithms. These algorithms are employed to map final states, both in QCD perturbation theory and in the data, onto jets. The motivating idea is that these jets are the surrogates for the underlying energetic partons. In principle, we can connect the observed final states, in all of their complexity, with the perturbative final states, which are easier to interpret and to analyze theoretically. Of necessity these jet algorithms should be robust under the impact of both higher order perturbative and non-perturbative physics and the effects introduced by the detectors themselves. The quantitative goal is a precision of order 1% in the mapping between theory and experiment. In this note we will provide a brief summary of recent progress towards this goal. A more complete discussion of our results will be provided elsewherelongpaper . Here we will focus on cone jet algorithms, which have formed the basis of jet studies at hadron colliders.

As a starting point we take the Snowmass AlgorithmSnowmass , which was defined by a collaboration of theorists and experimentalists and formed the basis of the jet algorithms used by the CDF and DØ collaborations during Run I at the Tevatron. Clearly jets are to be composed of either hadrons or partons that are, in some sense, nearby each other. The cone jet defines nearness in an intuitive geometric fashion: jets are composed of hadrons or partons whose 3-momenta lie within a cone defined by a circle in $`(\eta ,\varphi )`$. These are essentially the usual angular variables, where $`\eta =\mathrm{ln}\left(\mathrm{cot}\theta /2\right)`$ is the pseudorapidity and $`\varphi `$ is the azimuthal angle. This idea of being nearby in angle can be contrasted with an algorithm based on being nearby in transverse momentum as illustrated by the so-called $`k_T`$ Algorithmktcluster  that has been widely used at $`e^+e^{}`$ and $`ep`$ colliders. We also expect the jets to be aligned with the most energetic particles in the final state. This expectation is realized in the Snowmass Algorithm by defining an acceptable jet in terms of a “stable” cone such that the geometric center of the cone is identical to the $`E_{T\text{ }}`$ weighted centroid. Thus, if we think of a sum over final state partons or hadrons defined by an index $`k`$ and in the direction $`(\eta _k,\varphi _k)`$, a jet ($`J`$) of cone radius $`R`$ is defined by the following set of equations

$`k`$ $`J:\left(\varphi _k\varphi _J\right)^2+\left(\eta _k\eta _J\right)^2R^2,`$
$`\varphi _J`$ $`={\displaystyle \underset{kJ}{}}{\displaystyle \frac{E_{T,k}\varphi _k}{E_{T,J}}},\eta _J={\displaystyle \underset{kJ}{}}{\displaystyle \frac{E_{T,k}\eta _k}{E_{T,J}}},`$ (1)
$`E_{T,J}`$ $`={\displaystyle \underset{kJ}{}}E_{T,k}.`$
In these expressions $`E_T`$ is the transverse energy ($`\left|\stackrel{}{p}_T\right|`$ for a massless 4-vector). It is important to recognize that jet algorithms involve two distinct steps. The first step is to identify the “members” of the jet, i.e., the calorimeter towers or the partons that make-up the stable cone that becomes the jet. The second step involves constructing the kinematic properties that will characterize the jet, i.e., determine into which bin the jet will be placed. In the original Snowmass Algorithm the $`E_T`$ weighted variables defined in Eq. 1 are used both to identify and bin the jet.

In a theoretical calculation one integrates over the phase space corresponding to parton configurations that satisfy the stability conditions. In the experimental case one searches for sets of final state particles (and calorimeter towers) in each event that satisfy the constraint. In practiceworkshops  the experimental implementation of the cone algorithm has involved the use of various short cuts to minimize the search time. In particular, Run I algorithms made use of seeds. Thus one looks for stable cones only in the neighborhood of calorimeter cells, the seed cells, where the deposited energy exceeds a predefined limit. Starting with such a seed cell, one makes a list of the particles (towers) within a distance $`R`$ of the seed and calculates the centroid for the particles in the list (calculated as in Eq. 1). If the calculated centroid is consistent with the initial cone center, a stable cone has been identified. If not, the calculated centroid is used as the center of a new cone with a new list of particles inside and the calculation of the centroid is repeated. This process is iterated, with the cone center migrating with each repetition, until a stable cone is identified or until the cone centroid has migrated out of the fiducial volume of the detector. When all of the stable cones in an event have been identified, there will typically be some overlap between cones. This situation must be addressed by a splitting/merging routine in the jet algorithm. This feature was not foreseen in the original Snowmass Algorithm. Normally this involves the definition of a parameter $`f_{merge}`$, typically with values in the range $`0.5f_{merge}0.75,`$ such that, if the overlap transverse energy fraction (the transverse energy in the overlap region divided by the smaller of the total energies in the two overlapping cones) is greater than $`f_{merge}`$, the two cones are merged to make a single jet. If this constraint is not met, the calorimeter towers/hadrons in the overlap region are individually assigned to the cone whose center is closer. This situation yields 2 final jets.

The essential challenge in the use of jet algorithms is to understand the differences between the experimentally applied algorithms and the theoretically applied ones and hence understand the uncertainties. This is the primary concern of this paper. It has been known for some time that the use of seeds in the experimental algorithms means that certain configurations kept by the theoretical algorithm are likely to be missed by the experimental oneSDERsep . At higher orders in perturbation theory the seed definition also introduces an undesirable (logarithmic) dependence on the seed $`E_T`$ cut (the minimum $`E_T`$ required to be treated as a seed cell)Seymour . Various alternative algorithms are described in the Run II Workshop proceedingsworkshops  for addressing this issue, including the Midpoint Algorithm and the Seedless Algorithm. In the last year it has also been recognized that other final state configurations are likely to be missed in the data, compared to the theoretical result. In this paper we will explain these new developments and present possible solutions. To see that there is a problem, we apply representative jet algorithms to data sets that were generated with the HERWIG Monte CarloHerwig  and then run through a CDF detector simulation. As a reference we include in our analysis the JetClu AlgorithmJetClu , which is the algorithm used by CDF in Run I. It employs both seeds and a property called “ratcheting”. This latter term labels the fact that the Run I CDF algorithm (unlike the corresponding DØ algorithm) was defined so that calorimeter towers initially found in a cone around a seed continue to be associated with that cone, even as the center of the cone migrates due to the iteration of the cone algorithm. Thus the final “footprint” of the cone is not necessarily a circle in $`(\eta ,\varphi )`$ (even before the effects of splitting/merging). Since the cone is “tied” to the initial seed towers, this feature makes it unlikely that cones will migrate very far before becoming stable. We describe results from JetClu both with and without this ratcheting feature. The second cone algorithm studied is the Midpoint Algorithm that, like the JetClu Algorithm, starts with seeds to find stable cones (but without ratcheting). The Midpoint Algorithm then adds a cone at the midpoint in $`(\eta ,\varphi )`$ between all identified pairs of stable cones separated by less than $`2R`$ and iterates this cone to test for stability. This step is meant to ensure that no stable “mid-cones” are missed, compared to the theoretical result, due to the use of seeds. Following the recommendation of the Run II Workshop, we actually use 4-vector kinematics for the Midpoint Algorithm and place the cone at the midpoint in $`(y,\varphi )`$, where $`y`$ is the true rapidity. The third cone algorithm is the Seedless Algorithm that places an initial trial cone at every point on a regular lattice in $`(y,\varphi )`$, which is approximately as fine-grained as the detector. It is not so much that this algorithm lacks seeds, but rather that the algorithm puts seed cones “everywhere”. The Seedless Algorithm can be streamlined by imposing the constraint that a given trial cone is removed from the analysis if the center of the cone migrates outside of its original lattice cell during the iteration process. The streamlined version still samples every lattice cell for stable cone locations, but is less computationally intensive. Our experience with the streamlined version of this algorithm suggests that there can be problems finding stable cones with centers located very close to cell boundaries. This technical difficulty is easily addressed by enlarging the distance that a trial cone must migrate before being discarded. For example, if this distance is 60% of the lattice cell width instead of the default value of 50%, the problem essentially disappears with only a tiny impact on the required time for analysis. In the JetClu Algorithm the value $`f_{merge}=0.75`$ was used (as in the Run I analyses), while for the other two cone algorithms the value $`f_{merge}=0.5`$ was used as suggested in the Workshop Proceedingsworkshops . Finally, for completeness, we include in our analysis a sample $`k_T`$ Algorithm.

Starting with a sample of 250,000 events, which were generated with HERWIG 6.1 and run through a CDF detector simulation and which were required to have at least 1 initial parton with $`E_T>200`$ GeV, we applied the various algorithms to find jets with $`R=0.7`$ in the central region ($`\left|\eta \right|<1`$). We then identified the corresponding jets from each algorithm by finding jet centers differing by $`\mathrm{\Delta }R<0.1`$. The plots in Fig. 1 indicate the average difference in $`E_T`$ for these jets as a function of the jet $`E_T`$. (We believe that some features of the indicated structure, in particular the “knees” near $`E_T=150`$ GeV, are artifacts of the event selection process.)

From these results we can draw several conclusions. First, the $`k_T`$ Algorithm identifies jets with $`E_T`$ values similar to those found by JetClu, finding slightly more energetic jets at small $`E_T`$ and somewhat less energetic jets at large $`E_T`$. We will not discuss this algorithm further here except to note that DØ has applied it in a study of Run I dataD0  and in that analysis the $`k_T`$ Algorithm jets seems to exhibit slightly *larger* $`E_T`$ than expected from NLO perturbation theory. The cone algorithms, including the JetClu Algorithm without ratcheting, which is labeled JetCluNR, identify jets with approximately 0.5% to 1 % *smaller* $`E_T`$ values than those identified by the JetClu Algorithm (with ratcheting), with a corresponding approximately 5% smaller jet cross section at a given $`E_T`$ value. We believe that this systematic shortfall can be understood as resulting from the smearing effects of perturbative showering and non-perturbative hadronization.

To provide insight into the issues raised by Fig. 1 we now discuss a simple, but informative analytic picture. It will serve to illustrate the impact of showering and hadronization on the operation of jet algorithms. We consider the scalar function $`F\left(\stackrel{}{r}\right)`$ defined as a function of the 2-dimensional variable $`\stackrel{}{r}=(\eta ,\varphi )`$ by the integral over the transverse energy distribution of either the partons or the hadrons/calorimeter towers in the final state with the indicated weight function,

$`F\left(\stackrel{}{r}\right)`$ $`={\displaystyle \frac{1}{2}}{\displaystyle d^2\rho \times \left(R^2\left(\stackrel{}{\rho }\stackrel{}{r}\right)^2\right)\times \mathrm{\Theta }\left(R^2\left(\stackrel{}{\rho }\stackrel{}{r}\right)^2\right)\times E_T\left(\stackrel{}{\rho }\right)}`$ (2)
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}E_{T,i}\times \left(R^2\left(\stackrel{}{\rho _i}\stackrel{}{r}\right)^2\right)\times \mathrm{\Theta }\left(R^2\left(\stackrel{}{\rho _i}\stackrel{}{r}\right)^2\right).`$
The second expression arises from replacing the continuous energy distribution with a discrete set, $`i=1`$ to $`N,`$ of delta functions, representing the contributions of either a configuration of partons or a set of calorimeter towers (and hadrons). Each parton direction or the location of the center of each calorimeter tower is defined in $`\eta `$, $`\varphi `$ by $`\rho _i=(\eta _i,\varphi _i)`$, while the parton/calorimeter cell has a transverse energy (or $`E_T`$) content given by $`E_{T,i}`$. This function is clearly related to the energy in a cone of size $`R`$ containing the towers whose centers lie within a circle of radius $`R`$ around the point $`\stackrel{}{r}`$. More importantly it carries information about the locations of “stable” cones. The points of equality between the $`E_T`$ weighted centroid and the geometric center of the cone correspond precisely to the maxima of $`F`$. The gradient of this function has the form (note that the delta function arising from the derivative of the theta function cannot contribute as it is multiplied by a factor equal to its argument)

$$\stackrel{}{}F\left(\stackrel{}{r}\right)=\underset{i}{}E_{T,i}\times \left(\stackrel{}{\rho _i}\stackrel{}{r}\right)\times \mathrm{\Theta }\left(R^2\left(\stackrel{}{\rho _i}\stackrel{}{r}\right)^2\right).$$
(3)
This expression vanishes at points where the weighted centroid coincides with the geometric center, i.e., at points of stability (and at minima of $`F`$, points of extreme instability). The corresponding expression for the energy in the cone centered at $`\stackrel{}{r}`$ is

$$E_C\left(\stackrel{}{r}\right)=\underset{i}{}E_{T,i}\times \mathrm{\Theta }\left(R^2\left(\stackrel{}{\rho _i}\stackrel{}{r}\right)^2\right).$$
(4)
To more easily develop our understanding of these equations consider a simplified scenario (containing all of the interesting effects) involving 2 partons separated in just one angular dimension $`\stackrel{}{\rho }\rho `$ ($`\stackrel{}{r}r`$) with $`\rho _2\rho _1=d`$. It is sufficient to specify the energies of the 2 partons simply by their ratio, $`z=E_2/E_11`$. Now we can study what sorts of 2 parton configurations yield stable cones in this 2-D phase space specified by $`0z1`$, $`0d2R`$ (beyond $`2R`$ the 2 partons are surely in different cones). As a specific example consider the case $`\rho _1=0`$, $`\rho _2=d=1.0`$ and $`z=0.7`$ with $`R=0.7`$ (the typical experimental value). The underlying energy distribution is illustrated in Fig. 2a, representing a delta function at $`\rho =0`$ (with scaled weight 1) and another at $`\rho =1.0`$ (with scaled weight 0.7). This simple distribution leads to the functions $`F(r)`$ and $`E_C(r)`$ indicated in Fig. 2b. In going from the true energy distribution to the distribution $`E_C(r)`$ the energy is effectively smeared over a range given by $`R`$. In $`F(r)`$ the distribution is further shaped by the quadratic factor $`R^2\left(\rho _ir\right)^2`$. We see that $`F(r)`$ exhibits 3 local maxima corresponding to the expected stable cones around the two original delta functions ($`r_1=0,r_2=1`$), plus a third stable cone in the middle ($`r_3=zd/\left(1+z\right)=0.41`$ in the current case). This middle cone includes the contributions from both partons as indicated by the magnitude of the middle peak in the function $`E_C(r)`$. Note further that the middle cone is found at a location where there is initially no energy in Fig. 2a, and thus no seeds. One naively expects that such a configuration is not identified as a stable cone by the experimental implementations of the cone algorithm that use seeds simply because they do not look for it. Note also that, since both partons are entirely within the center cone, the overlap fractions are unity and the usual merging/splitting routine will lead to a single jet containing all of the initial energy ($`1+z`$). This is precisely how this configuration was treated in the NLO perturbative analysis of the Snowmass AlgorithmEKS  (i.e., only the leading jet, the middle cone, was kept).

Similar reasoning leads to Fig. 3a, which indicates the various 2 parton configurations found by the perturbative cone algorithm. For $`d<R`$ one finds a single stable cone and a single jet containing both partons. For $`R<d<(1+z)R`$ one finds 3 stable cones that merge to 1 jet, again with all of the energy. For $`d>(1+z)R`$ we find 2 stable cones and 2 jets, each containing one parton, of scaled energies $`1`$ and $`z`$. Thus, except in the far right region of the graph, the 2 partons are always merged to form a single jet.

We expect that the impact of seeds in experimental algorithms can be (crudely) simulated in the NLO calculationsSDERsep  by including a parameter $`R_{sep}`$ such that stable cones containing 2 partons are not allowed for partons separated by $`d>R_{sep}\times R`$. As a result cones are no longer merged in this kinematic region. In the present language this situation is illustrated in Fig. 3b corresponding to $`R_{sep}=1.3`$, $`R\times R_{sep}=0.91`$. This specific value for $`R_{sep}`$ was chosenSDERsep  to yield reasonable agreement with the Run I data. The conversion of much the 3 cones $``$ 1 jet region to 2 cones $``$ 2 jets has the impact of lowering the average $`E_T`$ of the leading jet and hence the jet cross section at a fixed $`E_{T,J}`$. Parton configurations that naively produced jets with energy characterized by $`1+z`$ now correspond to jets of maximum energy 1. This is just the expected impact of a jet algorithm with seeds. Note that with this value of $`R_{sep}`$ the specific parton configuration in Fig. 2a will yield 2 jets (and not 1 merged jet) in the theoretical calculation. As mentioned earlier this issue is to be addressed by the Midpoint and Seedless Algorithms in Run II. However, as indicated in Fig. 1, neither of these two algorithms reproduces the results of JetClu. Further, they both identify jets that are similar to JetClu *without* ratcheting. Thus we expect that there is more to this story.

As suggested earlier, a major difference between the perturbative level, with a small number of partons, and the experimental level of multiple hadrons is the smearing that results from perturbative showering and nonperturbative hadronization. For the present discussion the primary impact is that the starting energy distribution will be smeared out in the variable $`r`$. We can simulate this effect in our simple model using gaussian smearing, i.e., we replace the delta functions in Eq. 2 with gaussians of width $`\sigma `$. (Since this corresponds to smearing in an angular variable, we would expect $`\sigma `$ to be a decreasing function of $`E_T`$, i.e., more energetic jets are narrower. We also note that this naive picture does not include the expected color coherence in the products of the showering/hadronization process.) The first impact of this smearing is that some of the energy initially associated with the partons now lies outside of the cones centered on the partons. This effect, typically referred to as “splashout” in the literature, is (exponentially) small in this model for $`\sigma <R`$. Here we will focus on less well known but phenomenologically more relevant impacts of splashout. The distributions corresponding to Fig. 2b, but now with $`\sigma =0.10`$ (instead of $`\sigma =0`$), are exhibited in Fig. 4a.

With the initial energy distribution smeared by $`\sigma `$, the distribution $`F(r)`$ is now even more smeared and, in fact, we see that the middle stable cone (the maximum in the middle of Fig. 2b) has been washed out by the increased smearing. Thus the cone algorithm applied to data (where such smearing is present) may not find the middle cone that is present in perturbation theory, not only due to the use of seeds but also due to this new variety of splashout correction, which renders this cone unstable. Since, as a result of this splashout correction, the middle cone is not stable, this problem is *not* addressed by either the Midpoint Algorithm or the Seedless Algorithm. Both algorithms may look in the correct place, but they look for stable cones. This point is presumably part of the explanation for why both of these algorithms disagree with the JetClu results in Fig. 1.

Our studies also suggest a further impact of the smearing of showering/hadronization that was previously unappreciated. This new effect is illustrated in Fig. 4b, which shows $`F(r)`$, still for $`z=0.7`$ and $`d=1.0,`$ but now for $`\sigma =0.25`$. With the increased smearing the second stable cone, corresponding to the second parton, has now also been washed out, i.e., the right hand local maximum has also disappeared. This situation is exhibited in the case of “data” by the lego plot in Fig. 5 indicating the jets found by the Midpoint Algorithm in a specific Monte Carlo event. The Midpoint Algorithm does not identify the energetic towers (shaded in black) to the right of the energetic central jet as either part of that jet or as a separate jet, i.e., these obviously relevant towers are not found to be in a stable cone. The iteration of any cone containing these towers invariably migrates to the nearby higher $`E_T`$ towers.

In summary, we have found that the impact of smearing and splashout is expected to be much more important than simply the leaking of energy out of the cone. Certain stable cone configurations, present at the perturbative level, can disappear from the analysis of real data due to the effects of showering and hadronization. This situation leads to corrections to the final jet yields that are relevant to our goal of 1% precision in the mapping between perturbation theory and experiment. Compared to the perturbative analysis of the 2-parton configuration, both the middle stable cone and the stable cone centered on the lower energy parton can be washed out by smearing. Further, this situation is not addressed by either the Midpoint Algorithm or the Seedless Algorithm. One possibility for addressing the missing middle cone would be to eliminate the stability requirement for the added midpoint cone in the Midpoint Algorithm. However, if there is enough smearing to eliminate also the second (lower energy) cone, even this scenario will not help, as we do not find two cones to put a third cone between. There is, in fact, a rather simple “fix” that can be applied to the Midpoint Algorithm to address this latter form of the splashout correction. We can simply use 2 values for the cone radius $`R`$, one during the search for the stable cones and the second during the calculation of the jet properties. As a simple example, the 3rd curve in Fig. 4b corresponds to using $`R/\sqrt{2}=0.495`$ during the stable cone discovery phase and $`R=0.7`$ in the jet construction phase. Thus the $`R/\sqrt{2}`$ value is used only during iteration; the cone size is set to $`R`$ right after the stable cones have been identified and the larger cone size is employed during the splitting/merging phase. By comparing Figs. 4b and 2b we see that the two outer stable cones in the perturbative case are in essentially the same locations as in the smeared case using the smaller cone during discovery. The improved agreement between the JetClu results and those of the Midpoint Algorithm with the last “fix” (using the smaller $`R`$ value during discovering but still requiring cones to be stable) are indicated in Fig. 6.

Clearly most, but not all, of the differences between the jets found by the JetClu and Midpoint Algorithms are removed in the fixed version of the latter. The small $`R`$ “fix” suggested for the Midpoint Algorithm can also be employed for the Seedless Algorithm but, like the Midpoint Algorithm, it will still miss the middle (now unstable) cone.

Before closing this brief summary of our results, we should say a few more words about the Run I CDF algorithm that we used as a reference. In particular, while ratcheting is difficult to simulate in perturbation theory, we can attempt to clarify how it fits into the current discussion. As noted above, the JetClu Algorithm is defined so that calorimeter towers initially found around a seed stay with that cone, even as the center of the cone migrates due to the iteration of the cone algorithm. For the simple scenario illustrated in Fig. 2a we assume that the locations of the partons are identified as seeds, even when smearing is present. To include both ratcheting and the way it influences the progress of the stable cone search, we must define 2 scalar functions of the form of Eq. 2, one to simulate the search for a stable cone starting at $`\rho =0`$ and the second for the search starting at $`\rho =1.0`$. The former function is defined to include the energy within the range $`R\rho +R`$ independent of the value of $`r`$, while the second function is defined to always include the energy in the range $`1.0R\rho 1.0+R.`$ Analyzing the two functions defined in this way suggests, as expected, that the search that begins at the higher energy seed will always find a stable cone at the location of that seed, independent of the amount of smearing. (If the smearing is small, there is also a stable cone at the middle location but the search will terminate after finding the initial, nearby stable cone.) The more surprising result arises from analyzing the second function, which characterizes the search for a stable cone seeded by the lower energy parton. In the presence of a small amount of smearing this function indicates stable cones at both the location of the lower energy parton and at the middle location. Thus the corresponding search finds a stable cone at the position of the seed and again will terminate before finding the second stable cone. When the smearing is large enough to wash out the stable cone at the second seed, the effect of ratcheting is to ensure that the search still finds a stable cone at the middle location suggested by the perturbative result, $`r_3=z\rho /\left(1+z\right)`$ (with a precision given by $`\sigma \times e^{\left(R/\sigma \right)^2}`$). This result suggests that the JetClu Algorithm with ratcheting always identifies either stable cones at the location of the seeds or finds a stable cone in the middle that can lead to merging (in the case of large smearing). It is presumably just these last configurations that lead to the remaining difference between the JetClu Algorithm results and those of the “fixed” Midpoint Algorithm illustrated in Fig. 6. We find that the jets found by the JetClu Algorithm have the largest $`E_T`$ values of any of the cone jet algorithms, although the JetClu Algorithm still does not address the full range of splashout corrections.

In conclusion, we have found that the corrections due to the splashout effects of showering and hadronization result in unexpected differences between cone jet algorithms applied to perturbative final states and applied to (simulated) data. With a better understanding of these effects, we have defined steps that serve to improve the experimental cone algorithms and minimize these corrections. Further studies are required to meet the goal of 1% agreement between theoretical and experimental applications of cone algorithms.

###### Acknowledgements.

This work was supported in part by the DOE under grant DE-FG03-96-ER40956 and the NSF under grant PHY9901946.


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# Universality in the periodicity manifestations in the non-locally coupled map lattices in the turbulent regime

## Abstract

In the turbulent regime of coupled map lattice with non-local interaction the maps systematically form periodic cluster attractors and their remnants by synchronization due to the foliation of periodic windows of the element map. We examine these periodicity manifestations in three types of coupled map lattices in $`D=1,2,3`$. In the first two, the interaction is all-to-all but the coupling decreases with distance in a power and an exponential law. In the third, the interaction is uniform but cut off sharply. We find that in all three models and in all dimensions periodicity manifests universally from turbulence when the same suppression of the local mean field fluctuation is achieved by the non-local averaging.

preprint: STH-2001-01

1. Introduction

Synchronization of coupled chaotic elements was firstly shown for the chaotic flows in a master-slave relation  and the more general forms of synchronizing chaotic flows have been extensively explored . The synchronization occurs in general under a subtle balance between the randomness in the elements and the coherence forced by the interaction among them. In order to explore various phases of synchronization in complex systems of many chaotic elements, the coupled map lattice (CML) provides us with a concise testing ground. The CML with the nearest couplings exhibits the spatio-temporal chaos and pattern formation . It’s another limit, the globally coupled map lattice (GCML) with uniform all to all couplings, truncates the notion of the distance and features succinctly the battle between the order and the disorder . It is a basic model of the network of the chaotic neurons with clustering nature of synaptic connections, and also embodies the basic features of various physical systems such as coupled multi mode lasers, a Josephson junction array, fluid vortices and coupled electric circuits.

The simplest GCML consists of $`N`$ identical chaotic maps and evolves in discrete time under an interaction via the mean field. It has only two parameters, the nonlinear parameter $`a`$ of the map and the coupling $`\epsilon `$ of the averaging all-to-all interaction. Yet it is endowed with a rich variety of phases . If the coupling is taken very large, the maps synchronize in a single chaotic cluster. In the intermediate coupling region, the maps form a few clusters by synchronization and suppress the fluctuation of their mean field. In the ‘turbulent regime’ — the regime of very small coupling and high non-linearity — no visible clusters are in general formed; for most of the coupling values the maps seem evolving randomly by direct observation. However, it has been recently found that, even at the very weak coupling in the turbulent regime, the maps systematically form periodic cluster attractors and their remnant states by synchronization when a certain tuning condition between $`a`$ and $`\epsilon `$ is satisfied . We call them periodicity manifestations (PM’s) from the turbulence.

The PM’s are intriguing synchronization phenomenon at very weak coupling. In the element map, many periodic windows are embedded in the chaos. The PM’s are induced in GCML whose parameters are set along the foliation curves of the periodic windows which run through the parameter space and there the dynamics of maps is reduced by synchronization to that of a respective window. It is known that the turbulent GCML with large $`N`$ is under unfailing weak coherence (so called hidden-coherence), which induces the violation of law of large numbers in the mean field fluctuation in time . With the new findings of PM’s, the turbulent GCML may be regarded as a system which sensitively mirrors the periodic windows of the element maps with the background weak coherence. The amazing fact that even at very weak coupling the maps easily form periodic cluster attractors may have important implications in complex systems of coupled chaotic elements, in particular in the activity of the brain. For instance, an efficient switch between the periodic states via chaos  may be realized even in a system in the turbulent phase, provided that at least these PM’s are not a particular phenomenon in the most simplified GCML. In this Letter we address ourselves to the question to what extent the PM’s depend on the global coupling feature of it.

Related works in the literature may be summarized as follows. In one-dimensional CML it was shown that the hidden-coherence becomes visible with increasing coupling range ; the phase diagram of the model at intermediate couplings was examined in , and the thermodynamical limit has been analytically investigated . A two-dimensional CML with couplings following an inverse power law with the distance is shown to share the same phase diagram with GCML . In CML of Ginzburg-Landau oscillators it is shown that the spatial correlator exhibits a power law decay . It has been recently shown that in one-dimensional CML with power-law couplings the maximal Lyapunov exponent monotonically increases as the coupling-range varies from global to local . These constitute sure progress in understanding the link between the dynamics of GCML and CML. However, to date, the investigation has been mostly focused on the synchronous chaos and spatio-temporal pattern formation, rather than the formation of periodic clusters, and often limited to a particular dimension. In this Letter we turn our eyes to the PM’s and investigate for the first time the variation of them with the change of the coupling-range. We do this extensively in three non-local CML’s in dimension $`D=1,2,3`$. All models interpolate the GCML and the nearest-neighbor CML but in different paths. We show that PM’s occur in all models at sufficient non-locality. Furthermore we report that there is a salient universality in PM’s. They occur at the same strength, independent from detailed construction and the dimension of the map lattices, when a factor $``$, which represents the suppression of the local mean field fluctuation by averaging and calculated from the model parameters, is the same.***It is in form reminiscent of the universality in the Debye’s theory of the specific heat, which takes the same value over various crystals if compared at the same scaled temperature $`T/\mathrm{\Theta }_D`$, where $`\mathrm{\Theta }_D`$ may be evaluated from the phonon velocities in the crystals.

2. GCML, the periodicity manifestations and the MSD curve

The simplest GCML on the lattice $`\mathrm{\Lambda }`$ is defined by an evolution equation

$`x_P(t+1)=(1\epsilon )f(x_P(t))+\epsilon h_t,P\mathrm{\Lambda },`$ (1)
with the mean field $`h_t\frac{1}{N}_{Q\mathrm{\Lambda }}f(x_Q(t))`$ and $`f(x)=1ax^2`$. This is an iteration of a two step process; the independent mapping followed by an interaction via the mean field $`h_t`$ with an overall coupling $`\epsilon `$. By adding (1) over $`P`$, we find a relation $`\frac{1}{N}_{P\mathrm{\Lambda }}x_P^{}=h`$;— the mean field is kept invariant in the interaction. All the non-local models below respect this invariance rule.

The PM’s are organized by the maps by synchronization when the parameters $`a,\epsilon `$ are in a balance that allows a reduction of the high $`N`$-dimensional dynamics to that of the element logistic map in a periodic window at non-linearity $`b`$. The balance defines foliation curves on the $`(a,\epsilon )`$ plane and all GCML on a curve are universally governed by the same window dynamics. The most prominent PM’s are induced by the period three window . If GCML is on the foliation curves of the $`p3`$ window, the maps organize themselves into almost equally populated three clusters, which oscillate mutually in period three — $`p3c3`$ maximally symmetric cluster attractor (MSCA) . With slightly higher $`\epsilon `$ at the same $`a`$, that is, on the foliation curves from the intermittent region, the maps organize themselves in $`p3c2`$ cluster attractor. Both $`p3`$ attractors are formed at any reduction factor $`(rb/a1)`$. Generally, for a small reduction ($`r0.95`$), maps form $`p=c`$ MSCA and $`p>c`$ clusters respectively along the curves of period $`p`$ window and in the nearby higher $`\epsilon `$. In MSCA, the MSD of the mean field fluctuation is minimized due to the high population symmetry and all observed MSCA’s are linearly stable.The stability is verified by algebraically solving the eigenvalue problem of the linear stability matrix and free from the numerical trap that occurs in the finite precision iteration at the negative transverse Lyapunov exponent . We have also verified that, for the non-local models in this note not at the GCML limit, the minimum gap among maps in a cluster reaches a plateau from above at $`10^910^{10}`$ and no trap occurs. Contrarily, in $`p>c`$ states, the MSD turns out extremely high due to missing clusters to fulfill the orbits. For a large reduction ($`r0.95`$), the clusters are no longer formed but their remnants induce the same structure in the MSD — a valley and peak respectively along the curves of a window and in the nearby higher $`\epsilon `$. The sequence of the periodic windows in the element map therefore produces a successive valley-peak structure in the MSD curve (a function of $`\epsilon `$ at $`a`$) and a given window induces a pair of a valley and a peak at the dictated position.The curve for a MSCA with a constant $`h`$ and produced by a window dynamics at $`b`$ is given $`(a,\epsilon )^b(r)=(\frac{b}{r},1\frac{ry^{}}{2}\sqrt{r(1y^{})+\left(\frac{ry^{}}{2}\right)^2})`$, where $`y^{}(b)`$ is the time average of the single map orbit at non-linearity $`b`$.  We use below the peak-valley structure in the MSD curve as a succinct representation of PM’s.

3. Non-locally coupled map models

3.1. A power law model: POWα

As an extension of GCML let us consider a model

$`x_P^{}`$ $`=`$ $`(1\epsilon )f(x_P)+\epsilon h_P,P\mathrm{\Lambda }`$ (2)
$`h_P`$ $``$ $`{\displaystyle \underset{Q\mathrm{\Lambda }}{}}W_{PQ}f(x_Q)`$ (3)
$`=`$ $`c^{(\alpha )}f(x_P)+d^{(\alpha )}{\displaystyle \underset{\rho =1}{\overset{\rho _{\mathrm{max}}}{}}}{\displaystyle \frac{1}{\rho ^\alpha }}{\displaystyle \underset{Q\mathrm{\Lambda }_\rho (P)}{}}f(x_Q),`$ (4)
where each map couples to other maps via a local mean field $`h_P`$. The $`\mathrm{\Lambda }_\rho (P)`$ is a sub-lattice of $`\mathrm{\Lambda }`$ consisting of maps at an equal distance $`\rho `$ from a site $`P`$. For simple analytic estimates below, we approximate it by a set of points on the boundary of a $`(2\rho +1)^D`$ square (cube) for $`D=2(3)`$. The number of maps in $`\mathrm{\Lambda }_\rho `$ is then given by $`n_\rho =2,8\rho ,24\rho ^2+2`$ for $`D=1,2,3`$ respectively. We impose the periodic boundary condition and the maximum ‘radius’ of $`\mathrm{\Lambda }_\rho `$ is given by $`\rho _{\mathrm{max}}=(N^{1/D}1)/2`$. As a requisite the weights $`W_{PQ}`$ in $`h_P`$ must add to one; $`_QW_{PQ}=1`$. This, with the reciprocity $`W_{PQ}=W_{QP}`$, leads to an important relation $`\frac{1}{N}_{P\mathrm{\Lambda }}h_P=h`$;— the average of the local mean fields is nothing but the mean field of the whole system, which holds at any step of the iteration. This in turn guarantees the above invariance rule. From $`_QW_{PQ}=1`$, it follows that

$`c^{(\alpha )}+d^{(\alpha )}S^{(\alpha )}=1,S^{(\alpha )}{\displaystyle \underset{\rho =1}{\overset{\rho _{\mathrm{max}}}{}}}{\displaystyle \frac{n_\rho }{\rho ^\alpha }}.`$ (5)
Let us make (4) into a model which interpolates the GCML and the nearest neighbor CML. In order to match with GCML at $`\alpha =0`$, the coefficient must be $`c^{(0)}=d^{(0)}=1/N`$. In order to match with the nearest neighbor CML

$`x_P^{}=f(x_P)+{\displaystyle \frac{\epsilon }{n_1+1}}\left({\displaystyle \underset{Q\mathrm{\Lambda }_1(P)}{}}f(x_Q)n_1f(x_P)\right)`$ (6)
at $`\alpha \mathrm{}`$, the coefficients must be $`c^{(\mathrm{})}=d^{(\mathrm{})}=1/(n_1+1)`$. In both limits, $`c=d`$. Therefore, we set $`c^{(\alpha )}=d^{(\alpha )}`$ for all $`\alpha `$ as the simplest interpolation. Normalizing the couplings by (5), we obtain a one parameter extension of GCML, POWα, with the local mean field

$`h_P={\displaystyle \frac{1}{1+S^{(\alpha )}}}\left(f(x_P)+{\displaystyle \underset{\rho =1}{\overset{\rho _{\mathrm{max}}}{}}}{\displaystyle \frac{1}{\rho ^\alpha }}{\displaystyle \underset{Q\mathrm{\Lambda }_\rho (P)}{}}f(x_Q)\right).`$ (7)
We show in Fig. 1 and 2 the result of our extensive analysis of the MSD of the time series of the mean field $`h_t`$ in POWα. In Fig. 1 the MSD is shown as a surface plot over the $`\alpha ,\epsilon `$ plane. The surface is constructed for each $`D`$ by $`100(\epsilon )\times 50(\alpha )`$ measured points over the time interval $`t=10^32\times 10^3`$. We have also taken the same amount of data for other two models below. As noted in the previous footnote our analysis is immune from numerical trap. The MSD curve at $`\alpha =0`$ is that of GCML and exhibits the foliation of various windows at full strength . The PM’s diminish with increasing $`\alpha `$ most quickly in $`D=1`$ and it is prolonged in higher dimensions. Apart from this, the three surfaces are remarkably similar each other; if one picks a certain MSD curve at an $`\alpha `$ in, say, $`D=1`$, one can also find the same curve in $`D=2,3`$ at some $`\alpha ^{}`$ and $`\alpha ^{\prime \prime }`$. This was for us the first clue to the universality in PM’s, which predicts the latter from $`\alpha `$.

By the strength of PM’s the $`\alpha `$ interval may be divided into three typical regions (I,II,III) and for a closer analysis we have also chosen eight marking points (a-h), which are indicated in both figures. In Fig. 2 we compare the phases in $`D=1,2,3`$ with respect to PM’s by a bar-chart diagram and show the MSD curves at the marking points in the insets.

(I) One can observe all PM’s that occur in GCML. From the GCML limit ($`\alpha =0`$) up to the point a, the full strength PM’s are produced. The relevant dominant windows are marked on the MSD curve at a, which agrees precisely with the curve in GCML . From a to d, the peak-valley structures, except for that due to $`p3`$ clusters, gradually diminish. The peak due to $`p5`$ window starts diminishing at a and it becomes half-height at b. At c all the sub-dominant peak-valley structures vanish, and even the $`p5`$ peak vanishes at d.

(II) The region of $`p3`$ PM’s only. It starts from d and the $`p3c2`$ peak disappears at e. At f, only a broad MSD peak is seen in the MSD curve.

(III) Essentially the region of the hidden coherence. Only broad MSD peak can be seen around the foliation zone of the $`p3`$ window. At the start of III and near the top of the peak, the temporal correlator of maps decays in a $`p3`$ motion with exponential envelope. At g, the broad MSD enhancement becomes half-height and the correlator fails to sense the periodicity everywhere. At h, the MSD enhancement disappears.

The transition points T1, T2, T3 between the regions are d, f, h respectively. We note that $`\alpha _{T_1}0.9,1.9,2.9`$, approximately in the ratios $`1:2:3`$ for $`D=1,2,3`$ respectively.

3.2. A coupled map lattice with exponentially decaying couplings: EXP$`_{\rho _0}`$

Similarly, we obtain a model with the local mean field

$`h_P={\displaystyle \frac{1}{1+S^{(\rho _0)}}}\left(f(x_P)+{\displaystyle \underset{\rho =1}{\overset{\rho _{\mathrm{max}}}{}}}w_{\rho ,\rho _0}{\displaystyle \underset{Q\mathrm{\Lambda }_\rho }{}}f(x_Q)\right),`$ (8)
$`S^{(\rho _0)}{\displaystyle \underset{\rho =1}{\overset{\rho _{\mathrm{max}}}{}}}n_\rho w_{\rho ,\rho _0}`$ (9)
where $`w_{\rho ,\rho _0}\mathrm{exp}((\rho 1)/\rho _0)`$ is the exponentially decaying coupling. This reduces to GCML at $`\rho _0\mathrm{}`$ and the nearest neighbor CML at $`\rho _00`$. The PM’s diminish with decreasing $`\rho _0`$ via the same patterns of MSD curves.

3.3. A coupled map lattice with an interaction range $`\kappa `$: CMLκ

Above two models maintain all-to-all coupling feature of GCML. Let us now consider a non-local CML with the local mean field

$`h_P={\displaystyle \frac{1}{K}}\left(f(x_P)+{\displaystyle \underset{\rho =1}{\overset{\kappa }{}}}{\displaystyle \underset{Q\mathrm{\Lambda }_\rho (P)}{}}f(x_Q)\right).`$ (10)
Here $`K=(2\kappa +1)^D`$ is the number of maps within a range $`\kappa `$. We find that the PM’s diminish with decreasing $`\kappa `$, again in the same process as above. Furthermore, we find that remarkably the same PM’s occur irrespective to the dimensions if the neighborhood encloses the same number of maps. For instance, the range $`\kappa `$ at T1 is $`7792,56,23`$ in $`D=1,2,3`$ respectively, but the number of maps $`K`$ within $`\kappa `$ is $`155185`$, $`121169`$, $`125343`$ in $`D=1,2,3`$. The large error in $`D=3`$ comes from the large-step increase of $`K`$ with $`\kappa `$. Thus for CMLκ we determine the marking points by a refined neighborhood; a set of lattice points $`Q`$ around $`P`$ with $`_{i=1}^D(\mathrm{\Delta }\rho _i)^2\kappa ^2`$. In Fig. 3 we show the three regions by a bar chart in terms of $`K`$. We find the bars in $`D=1,2,3`$ agree each other well.

The $`CML_\kappa `$ in $`D=1`$ was used in an analysis of hidden coherence from the view of ‘beat’ of mean field . The Fourier power spectrum of $`h_t`$ is reproduced also in Fig. 3 at $`(a,\epsilon )=(1.99,0.10)`$, which was chosen in  to avoid a visible synchronization. Interestingly, the Fourier peaks due to the beat become outstanding in accord with the onset of PM’s. The same holds at $`(1.90,0.064)`$, which is an equivalent point via the foliation curve.§§§The synchronous chaos may disappear at the thermodynamical limit if the coupling range is fixed .

4. The universality of PM’s in non-local models

Let us now put above experimental results in an overview.

1. A working hypothesis. — The difference between GCML and other non-local models is only in the interaction step. In GCML, all the maps contract uniformly to $`h`$ by a factor $`1\epsilon `$, while in others a map $`f(x_P)`$ is contracted to the local mean field $`h_P`$ which distributes around the overall system mean field $`h`$. Therefore, when the variance of $`\xi _Ph_Ph`$ over the lattice is large in the evolution of the system, some distortion of map configuration must unavoidably be introduced in the interaction step. Contrarily, when the variance is small at each step of the iteration, such a distortion will be avoided and the non-local system may evolve just in the same way with GCML. Thus, it is natural to consider that the deviation from the global limit is controlled by the variance of $`\xi _P`$.

The $`\xi _P`$ is an weighted sum of maps of the form

$`\xi _P={\displaystyle \underset{Q\mathrm{\Lambda }}{}}\left(W_{PQ}{\displaystyle \frac{1}{N}}\right)f(x_Q).`$ (11)
where $`W_{PQ}`$ is the couplings in (7), (9), (10). If the spatial correlation between the maps are negligible, the variance of $`\xi _P`$ may be estimated at each time $`t`$ as

$`\xi _P^2_\mathrm{\Lambda }`$ $``$ $`(h_Ph)^2_\mathrm{\Lambda }(f_Ph)^2_\mathrm{\Lambda }`$ (12)
$``$ $``$ $`{\displaystyle \underset{Q}{}}(W_{PQ})^2{\displaystyle \frac{1}{N}},`$ (13)
where $`\mathrm{}_\mathrm{\Lambda }`$ denotes the average over the lattice and $`_QW_{PQ}=1`$ is used. The factor $``$ represents the suppression of the variance of the $`\xi _P`$ by taking the weighted mean of map values over the lattice $`\mathrm{\Lambda }`$. At the global limit, $`W_{PQ}1/N`$ and $`0`$ (strictly no variance). For intermediate couplings and large $`N`$ the factor $`1/N`$ may be neglected and $``$ is solely determined by the couplings. Combined with the above consideration let us propose a working hypothesis that PM’s occur universally in all non-local models when the factor $``$ is the same and put it under scrutiny below.

2. The factor $``$ in each model.— In CMLκ, the suppression factor $``$ is simply $`=1/K1/N`$. This succinctly explains the observation that PM’s occur with the same strength at common $`K`$ in all $`D`$ and uniformly diminish with decreasing (increasing) $`K`$ ($``$).

In POWα the $``$ is given by

$`_D^{(\alpha )}={\displaystyle \frac{1}{(1+S_D^{(\alpha )})^2}}\left(1+{\displaystyle \underset{\rho =1}{\overset{\rho _{\mathrm{max}}}{}}}{\displaystyle \frac{n_{\rho ,D}}{\rho ^{2\alpha }}}\right){\displaystyle \frac{1}{N}}.`$ (14)
The leading $`N`$ estimates for $`_D^{(\alpha )}`$ are tabulated in Table. I. We find in particular $`\mathrm{log}N/4N`$ at $`\alpha =1/2,1,3/2`$ for $`D=1,2,3`$ respectively. This gives a prediction that the PM’s would be universal among POW$`{}_{}{}^{D=1}{}_{\alpha =1/2}{}^{}`$, POW$`{}_{}{}^{D=2}{}_{\alpha =1}{}^{}`$ and POW$`{}_{}{}^{D=3}{}_{\alpha =3/2}{}^{}`$.

This is indeed the case; the full strength PM’s, the same with those in GCML, are realized in all the three. The $`_D^{(\rho _0)}`$ in EXP$`_{\rho _0}`$ may be obtained by substituting $`S_D^{(\rho _0)}`$ and $`w_{\rho ,\rho _0}^2`$ to $`S_D^{(\alpha )}`$ and $`1/\rho ^{2\alpha }`$ respectively.

3. Overall comparison of the models.— In Fig. 4 we compare POWα (EXP$`_{\rho _0}`$) with CMLκ in the right (left). The inset illustrates the case of the transition point T1(d) in $`D=1`$ as an example. The curve is $``$ for POWα in (14). The measured $`\alpha `$ at T1 gives the vertical band taking account for the ambiguity in judging the MSD curve pattern. Hence, the crossing of the curve and the vertical band gives the estimate of $``$ in POWα at its T1 in $`D=1`$. On the other hand, $``$ is universal over $`D`$ in CMLκ. The $``$ at T1 of CMLκ gives the horizontal band, again counting for the ambiguity and averaged over $`D`$. Thus, the vertical axis is used for both $``$’s, that in POWα and that in CMLκ. If both models share exactly the same $``$ at T1, the curve will pass through the crossing junction of the horizontal and vertical bands. In this example, the curve crosses the vertical band slightly above the junction and the estimated $``$ are $`(8.5\pm 1.5)\times 10^3`$ and $`(5.5\pm 0.5)\times 10^3`$ in POWα and CMLκ respectively. Or, one can predict the $`\alpha `$ at T1 in POWα from $`K`$ at T1 in CMLκ using the $``$ curve of POWα. The prediction is $`0.83\pm 0.02`$ to be compared with the measured $`0.90\pm 0.03`$. In the overall comparison, only the junctions are shown by error-bars. We find that the hypothesis remarkably works with respect to all the marking points and in $`D=1,2,3`$ for $``$ ranging from $`10^4`$ to $`O(1)`$.

A few remarks are in order.
(a) The 1:2:3 rule in POWα;— The curves in POWα agree approximately with each other after a scale transformation $`1:1/2:1/3`$ in $`\alpha `$ up to $`_D2\times 10^2`$. This extends the rule obtained by the leading $`N`$ calculation. The same strength PM’s occur up to the marking point e if $`\alpha `$ is in the ratio of the system dimensionality, just like the universal PM’s at the same $`K`$ in CMLκ.
(b) Missing transition points;— The horizontal bands exhibit three transition points observed in CMLκ using refined neighborhood. In other models with the coarse neighborhood, the T3 is missing in $`D=2`$ and both T2 and T3 are missing in $`D=3`$. (See Fig. 2 for POWα). The curves of $``$ explain the difference succinctly; they are constrained by the limiting values $`1/3^D`$ so they can pass through only the lowest two (one) bands in $`D=2(3)`$. We have numerically checked that the missing transition points are retrieved in both POWα and EXP$`_{\rho _0}`$ with the refined neighbors.

(c) Finite-N effect;— Let us discuss the case of POWα. As the leading $`N`$ estimate in Table I shows, $``$ vanishes at the thermodynamical limit if $`\alpha 1,2,3`$ in $`D=1,2,3`$ respectively, while for the larger $`\alpha `$ it approaches a constant. Now, we have already chosen $`N>10^3`$, since it is necessary for the PM’s (except for $`p3`$) to occur even in GCML. Thus the marking points a and b are already deep in region I and insensitive to a further increase of $`N`$. The points e to h are also insensitive because of the asymptotic limit of $``$ at a constant. Hence the only place to check the finite size effect is the region near the T1 and we have verified it ($`1/\mathrm{log}^2N`$). For instance, T1 in $`D=2`$ POWα with $`N=51^2`$ is at $`\alpha 1.9`$ and by replacing $`N`$ by $`10^5`$ the PM’s become into stronger ones, the type around point c in region I, with respect to the $`N=10^5`$ GCML In GCML, the peak-valley structure becomes out-standing with increasing $`N`$ and remains the same for $`N=10^510^6`$. , just as predicted.
(d) Approximation check;— Our estimate of $``$ is based on an approximation that the spatial correlation is negligible. We have checked that this is legitimate. Firstly, we note that the even at the formation of cluster attractors such as $`p3c3`$ MSCA and $`p3c2`$ states, the spatial distribution of maps does not show any visible clustering. To avoid a confusion we stress that the clustering is in the map values and not in the spatial distribution. We have checked that over the whole turbulent regime of the three models no visible spatial clusters are formed. Furthermore we have directly checked that the estimation in (13) works remarkably well in three models.Recently an interesting anomalous power-law spatial correlation in the Ginzburg-Landau oscillators is found in . For $`\epsilon =00.1`$ at $`a=1.90`$, the range for GCML turbulent regime, the nearest neighbor CML is in fully chaotic phase . But for the non-local CML’s, we consider a similar analysis is necessary to confirm our approximation. The case for POWα is presented in Fig. 5. The left two boxes are the results for $`\epsilon =0.02,0.08`$, where no visible synchronization occurs, and the right two for $`\epsilon =0.0352,0.045`$ where the $`p3c3`$ and $`p3c2`$ states are formed respectively. We find that in all dimensions and for all coupling ranges the estimate works remarkably well for $``$ from $`10^5`$ to $`O(1)`$, which fully covers the range of $``$ in Fig. 4. The spread of the data points observed in $`p3c2`$ cluster attractor is due to the different ratios of map populations in the two clusters formed from different initial configurations.
(e) Inhomogeneous map lattices;— Even if inhomogeneity is introduced randomly to the non-linearity of maps ($`a_Pa_P\pm \delta a_P`$), all features of PM’s discussed in this note are unchanged for $`\delta a_P<\delta a=0.01`$. For larger $`\delta a`$ the effect is similar to that due to the decrease of non-locality. For instance, with $`\delta a=0.03`$, the sequence of marking points starts from the point d for $`D=1,2,3`$. We have also tested that the PM’s occur in non-local CML’s with other types of maps with successive windows. Details will be discussed elsewhere.

5. Conclusion

In this note we have focused our attention to the recently found periodicity manifestations in the turbulent regime of GCML. We have conducted an extensive statistical analysis in three non-locally coupled map lattices over $`D=1,2,3`$ and examined to what extent they depend on the non-locality of the models. We have noted that the essential deviation of the non-local CML from the GCML stems in the variance of the local mean field around the overall mean field. We have analytically estimated the suppression factor $``$ of the variance under an approximation that the spatial correlation of maps in the turbulence regime is negligible and checked that this $``$ remarkably agrees with the numerical result. We have found a salient universally that, irrespective of the difference in construction and the dimension of the lattice, the periodicity manifestations occur at the same strength to a good approximation once $``$ is the same.

Acknowledgements

One of authors (T.S.) especially thanks Wolfgang Ochs for encouragement and reading the manuscript, and Max-Planck Institut für Physik, München for the warm hospitality during his visit. Our thanks also go to Mario Cosenza for communication and Kengo Kikuchi for collaborating with us at the early stage of this work.


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# Partition function zeros in QCD

The spectral correlations of the QCD Dirac operator in the 4-dimensional Euclidean box, $`1/\mathrm{\Lambda }_{QCD}L1/m_\pi `$, usually denoted as Leutwyler-Smilga regime , have been the object of intense study in recent years. They contain valuable information about the chiral properties of the QCD vacuum. Provided that chiral symmetry is spontaneously broken, the above regime can be described either by an effective Lagrangian method  or by means of $`\chi `$RMT (for a recent review see ). The universal limit in which QCD and $`\chi `$RMT coincide is the limit $`N\mathrm{},\lambda 0,m0,`$ in which the microscopic variables, $`\zeta 2N\lambda `$ and $`\mu 2Nm`$, are kept fixed and $`N`$ is identified as the dimensionless volume. (Here, $`\lambda `$ denotes an eigenvalue of the Dirac operator and $`m`$ is the dimensionless quarkmass parameter.) A way to get information about phase transitions is to study the scaling behaviour of the zeros of the partition function . The authors of  noticed a qualitative agreement of the QCD partition function zeros and the averaged Dirac operator eigenvalues for one flavour. We show  with a “trapping argument” in the context of $`\chi `$RMT that the zeros and the average eigenvalue positions are indeed intimately connected. It is also known  that the spectral correlations of QCD follow the predictions of $`\chi `$RMT only up to a certain energy scale, the Thouless energy $`E_c`$. Beyond this scale correlations die out. By introducing the concept of normal modes we find an alternative way of studying $`\chi `$RMT. It enables us to remove certain restrictions imposed by $`E_c`$ and to use $`\chi `$RMT to describe QCD beyond the Leutwyler-Smilga regime.

The $`\chi `$RMT partition function corresponding to $`N_f`$ flavours, topological sector $`\nu `$, quarks in the fundamental and gluons in the adjoint representation is given by

$$Z_N^{N_f,\nu }(\{m\})=DW\underset{f=1}{\overset{N_f}{}}\text{det}(D+m_f)\text{exp}\left[N\mathrm{\Sigma }^2\mathrm{Tr}(W^{}W)\right].$$
(1)
Here $`2N`$ is the size of the Dirac operator matrix $`D`$, $`DW`$ is the Haar measure over the Gaussian distributed random matrices $`W`$ and $`\mathrm{\Sigma }`$ corresponds to the chiral condensate in the chiral limit. Rewriting (1) in terms of the eigenvalues of $`W`$ it becomes an integral over the joint distribution function $`P_N^{N_f}(\lambda _1,\mathrm{},\lambda _N;\{m_f\})`$. To relate the zeros of the partition function to these eigenvalues, we evaluate the collective maximum of $`P_N^{N_f}`$ w.r.t. to the $`N`$ eigenvalue variables. For the quenched case ($`N_f=0`$) the collective maximum is given by the zeros of the generalized Laguerre polynomial $`L_N^{\nu 1/2}\left(N\lambda _i^2\right)`$. On the other hand, it is also known that the partition function for one flavour is proportional to the Laguerre polynomial $`L_N^\nu \left(Nm^2\right)`$. Using general properties of orthogonal polynomials we find that the $`i`$th zero of the partition function is always between the $`i`$th and $`(i+1)`$st value of the collective maximum of the quenched joint distribution function. As we derived this result for arbitrary $`N`$ it is also valid on the microscopic scale.

For a better understanding of the relation between the mass zeros of the partition function and the maximum of the quenched distribution function we investigate the fluctuations of the $`N`$ eigenvalues around their collective maximum. We proceed by analogy with  where this was done for the non chiral ensembles and make the Gaussian approximation

$`\text{log}P_N^{N_f=0,\nu }\text{log}P_{N;(0)}^{N_f=0,\nu }+{\displaystyle \frac{1}{2}}\delta \lambda _iC_{ij}\delta \lambda _j.`$
Here the $`\delta \lambda _i`$ are the relative eigenvalues w.r.t. their value at the collective maximum. The eigenfunctions of the matrix $`C`$ are evaluated at the maximum and are called normal modes. They describe the statistically independent correlated fluctuations of the eigenvalues around their most probable values. The eigenvalue equation is $`_{i=1}^NC_{ij}\varphi _j^{(k)}=\omega _k\varphi _i^{(k)}`$. In the large $`N`$ limit the eigenfunctions are Chebyshev polynomials $`\varphi _i^{(k)}=\sqrt{2/N}U_{2k1}\left(\lambda _i/2\right)`$. The dispersion relation turns out to be linear for all $`k`$ and $`N`$,

$$\omega _k=4kN.$$
(2)
This is in contrast to a quadratic dispersion relation for uncorrelated eigenvalues.

What do these normal modes have to do with the Thouless energy $`E_c`$? The authors of  found that the presence of $`E_c`$ means a strong enhancement of the longest wave length modes, whereas the rest are still given by random matrix theory. An enhancement of these modes can easily be incorporated in our Gaussian approximation to mimic the presence of a Thouless energy. As expected the partition function zeros in the microscopic limit, i.e. in the Leutwyler-Smilga regime, remain uneffected. Moreover, it was found in  that removing these soft modes leads to an agreement with RMT on all scales.

The concept of spectral normal modes is generally applicable and not restricted to random matrix theory. In particular it could be studied in lattice QCD. Such a study would provide valuable information about $`\chi `$RMT correlations in lattice QCD. We expect that almost all of the normal modes are given by $`\chi `$RMT and the longest wave length modes will depend on the detailed dynamics.


text:
# Observations on Lickorish Knotting of Contractible 4–Manifolds

## Abstract.

Lickorish has constructed large families of contractible 4–manifolds that have knotted embeddings in the 4–sphere and has also shown that every finitely presented perfect group with balanced presentation occurs as the fundamental group of the complement of a knotted contractible manifold. Here we make a few observations regarding Lickorish’s construction, showing how to extend it to construct contractible 4–manifolds which have an infinite number of knotted embeddings and also to construct knotted embeddings of the Mazur manifold for which the complement has trivial fundamental group.

###### Key words and phrases:

Contractible 4--Manifolds
In his recent paper, Lickorish \[Li\] describes a clever construction yielding for each finitely presented perfect group $`G`$ with balanced presentation a compact contractible 4–manifold $`M_G`$ with two embeddings in $`S^4`$, one for which the complement is diffeomorphic to $`M_G`$ and the other with complement having fundamental group $`G`$. Here we make several observations based on Lickorish’s work. With minor modifications, we use the notation of \[Li\] throughout.

Thanks go to Ray Lickorish, first for identifying this interesting topic, secondly for pointing out some of the issues resolved here, and finally for his reflections on my first attempts at extending his results.

###### Observation 1.

The construction can be modified to assure that: (1) For each group $`G`$ there is an infinite family of $`M_G`$ having the desired pair of embeddings and (2) For different groups $`G`$ the constructed infinite families have no elements in common.

###### Proof.

We let $`M_0`$ be the Mazur manifold \[Ma\] with Kirby diagram as shown in Figure 1. (The curves $`\gamma `$ and $`\gamma ^{}`$ are extraneous for now.) Since $`M_0`$ embeds in $`S^4`$ with simply connected complement (as in \[Li\], $`M_0\times IB^5`$), the manifold $`M_G`$ of the construction can be replaced with the boundary connected sum $`M_G\mathrm{\#}_{}M_0`$. This manifold will still have two embedding into $`S^4`$, one with contractible complement and the other with complement having fundamental group $`G`$. Note that this manifold is not diffeomorphic to $`M`$ since the boundary has changed by forming the connected sum with the boundary of the Mazur manifold, which Mazur showed is not $`S^3`$. By repeating this process one can easily build the desired families of examples; for instance, arrange that for the first group $`G`$ all the boundaries have a prime number of summands, for the second group $`G`$ arrange that all have a prime squared number of summands, etcetera. ∎

Following Observation 2 we will give examples showing that groups with the desired properties exist.

###### Observation 2.

If the finitely generated perfect group $`G`$ with balanced presentation maps onto a nontrivial finite quotient of a 2–knot group then there exists an infinite family of embeddings, $`\{\varphi _i\}`$, of the manifold constructed by Lickorish, $`M_G`$, into $`S^4`$ distinguished by $`\pi _1(S^4\varphi _i(M_G))`$.

###### Proof.

Let $`K`$ be the 2–knot and let $`H=\pi _1(S^4K)/N`$ be the finite quotient. Let $`\rho :GH`$ be the given surjective homomorphism. Also, let $`x`$ be a meridian of $`K`$ and let $`\overline{x}`$ denote its image in $`H`$.

Pick an element $`gG`$ such that $`\rho (g)=\overline{x}`$. It can be arranged in the construction of $`M_G`$ that $`g`$ is among the generators of $`G`$ in the balanced presentation: simply add a generator $`z`$ to the balanced presentation along with the relation $`z=g`$, with $`g`$ written in terms of the generators of the initial balanced presentation.

It now follows from the initial construction of $`M_G`$ as the complement of $`X_G`$ that the meridian of the 2–handle of $`M_G`$ corresponding to the generator $`z`$ represents $`gG=\pi _1(X_G)`$. To construct a new embedding of $`M_G`$ into $`S^4`$, tie the knot $`K`$ as a local knot in the given 2–handle of $`M_G`$. This does not change $`M_G`$ but changes the fundamental group of $`X_G`$; the new group is constructed from the free product $`G\pi _1(S^4K)`$ by identifying $`gG`$ with $`x\pi _1(S^4K)`$. We denote this group by $`G_1`$ and also write it as $`G_Z\pi _1(S^4K)`$ though it is not an amalgamated product in the case that $`g`$ has finite order in $`G`$. (It is not clear that this new group is not isomorphic to $`G`$.)

There are two homomorphisms of $`\pi _1(S^4K)`$ to $`H`$: the first is the projection, $`p`$, the second factors through the cyclic group $`Z`$, mapping the meridian to $`\overline{x}`$. Denote this second map by $`q`$. The maps $`\rho p`$ and $`\rho q`$ each determine homomorphisms of $`G_1`$ to $`H`$. These homomorphisms are distinct as one is surjective when restricted to the image of $`\pi _1(S^4K)`$ and the other is not surjective when restricted to this subgroup. (Note that $`H`$ is perfect since it is a quotient of $`G`$ and hence is not cyclic.)

We first observe that these two embeddings cannot be isotopic; if they were there would be an isomorphism from $`G`$ to $`G_Z\pi _1(S^4K)`$ carrying the meridian representing to $`g`$ to the meridian $`m^{}`$ representing $`g=x`$. Thus there would be a group isomorphism from $`G`$ to $`G_Z\pi _1(S^4K)`$ sending $`g`$ to $`g=x`$. However that cannot be as, by the above argument, $`G`$ and $`G_Z\pi _1(S^4K)`$ have different numbers of homomorphisms onto $`H`$ sending these preferred meridians to $`\overline{x}`$. (Notice that since $`H`$ is finite there is a finite number of such homomorphisms.)

By repeating the construction of locally knotting the 2–handle of $`M`$ using $`K`$, a sequence of nonisotopic embeddings of $`M`$ into $`S^4`$ is constructed.

We cannot show that the sequence of fundamental groups of the complements are all distinct, but by counting homomorphisms to $`H`$ it follows that some subsequence must be distinct; the number of homomorphisms onto $`H`$ goes to infinity since after adding $`n`$ knots to the band there are at least $`2^n`$ homomorphisms onto $`H`$.

Examples  This simplest example of Observation 2 occurs with the binary icosahedral group, $`H(2,3,5)`$, the perfect group with 120 elements representing the fundamental group of +1 surgery on the trefoil knot. This group clearly has a balanced presentation and is also a quotient of the trefoil group, which is isomorphic to the fundamental group of the 0–twist spin of the trefoil. More generally, consider the group of the $`r`$–fold cyclic branched cover of the $`(p,q)`$–torus knot, denoted $`H(p,q,r)`$. If $`p`$, $`q`$, and $`r`$, are pairwise relatively prime, then $`H(p,q,r)`$ is perfect. Furthermore, according to Gordon, \[Go\], the $`r`$–twist spin of the $`(p,q)`$–torus knot has fundamental group $`H(p,q,r)\times Z`$, and hence maps onto $`H(p,q,r)`$. It remains to show that $`H(p,q,r)`$ has a finite quotient. A presentation of $`H(p,q,r)`$ is given by $`<x,y|x^p=y^q=(xy)^r>`$. For such groups a nontrivial representation to an alternating group can be constructed. (This was done by Fox in \[Fo\]; a more accessible reference is Milnor \[Mi\].)

###### Observation 3.

There exist contractible manifolds built with a single 1–handle that possess two embeddings in $`S^4`$, one with simply connected complement and one with nontrivial complementary fundamental group.

###### Proof.

This fact follows from the result of Neuzil \[Ne\] showing that the Dunce Cap embeds in $`S^4`$ with nonsimply connected complement. The following approach gives us more control over the contractible manifold as well. Suppose that $`L=L_1L_2`$ is a 2–component link in $`S^3`$ with $`L_1`$ unknotted bounding a trivial slice disk $`D_1`$ in $`B^4`$ and $`L_2`$ slice, bounding a slice disk $`D_2`$ in $`B^4`$. Assume the linking number is 1. Let $`S^3`$ separate $`S^4`$ into two components, $`B_1`$ and $`B_2`$ and view $`D_1B_1`$ and $`D_2B_2`$.

As in Lickorish’s construction, we let $`M=(B_1N(D_1))N(D_2)`$. This is clearly a contractible 4–manifold that doubles to give $`S^4`$. However, its complement is $`X=(B_2N(D_2))N(D_1)`$. Its group is given by the group of the complement of the slice disk with an added relations coming from adding the 2–handle, $`N(D_1)`$. ∎

Examples  For any knot $`K`$, the knot $`L_2=K\mathrm{\#}K`$ is slice with fundamental group of the complement of the slice disk being $`\pi _1(S^3K)`$. Any element of this group can be represented by an unknot $`L_1`$ in the complement of $`L_2`$. Hence, the groups that arise in this construction include all perfect groups constructed by adding a single relation to a classical knot group. For instance: the fundamental group of a homology 3–sphere built by surgery on a classical knot is the fundamental group of the complement of the embedding of a contractible 4–manifold with one 1–handle into $`S^4`$.

In the previous construction it is not clear that we are constructing distinct embeddings if $`L_2`$ is unknotted; this case is perhaps the most perplexing. We have the following example.

###### Observation 4.

The Mazur Manifold illustrated in Figure 1 has two nonisotopic embeddings into $`S^4`$.

###### Proof.

As described for instance in \[Ak\], the boundary of the Mazur manifold $`M`$ has an involution $`F`$ carrying $`\gamma `$ to $`\gamma ^{}`$. A handlebody picture of the manifold $`M_{id}M`$ is formed from Figure 1 by adding a 2–handle with 0 framing to $`\gamma ^{}`$. Similarly, a handlebody picture of the manifold $`M_FM`$ is formed from Figure 1 by adding a 2–handle with 0 framing to $`\gamma `$. (In each case a 3– and 4–handle must be added as well.) It is an easy exercise in Kirby calculus \[AK\] to see that both are $`S^4`$. Hence, we have two embeddings of $`M`$ into $`S^4`$.

Clearly, in the first case the curve $`\gamma ^{}`$ is slice in the complement — the 2–handle is added to $`\gamma ^{}`$. In the second case $`\gamma ^{}`$ is not slice in the complement — this is a result of Akbulut, \[Ak\]. ∎

Questions In the above construction, if $`L_2`$ is unknotted is there an embedding of the constructed Mazur–like manifold into $`S^4`$ with nonsimply connected complement? If the crossing that is not part of the clasp of the attaching map of the 2–handle in Figure 1 is changed the previous argument does not apply — Akbulut has shown that in this case $`\gamma `$ will be slice. Does this manifold knot in $`S^4`$? Does there exist a contractible 4–manifold that does not knot in $`S^4`$?


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# Comment on “Absence of electron dephasing at zero temperature”

## Abstract

The recent claim by Kirkpatrick and Belitz  that Ward identities could be used to prove the absence of electron dephasing at $`T=0`$ contains serious flaws. These authors try to draw conclusions about dephasing from an analysis of the diffuson, which is not sensitive to this process. The Cooperon, which does contain this information, is analyzed only in time reversal symmetric situations, which by assumption excludes any relaxation and dephasing. Hence, their analysis remains inconclusive for the problem in question.

The prediction of quantum dephasing due to electron-electron interactions at low temperature continues to attract attention. In response to our work some authors have been searching for errors and/or invalid approximations in our analysis. We studied many of these – published or unpublished – claims and could discard them as being in error and/or inapplicable. This applies also for the recently published critique by Aleiner et al., to which we will respond in a separate publication.

Other authors try to prove the desired result, vanishing dephasing at $`T=0`$, by general arguments. Recently Kirkpatrick and Belitz (KB) argued that because of Ward identities for electrons in disordered conductors “neither a Coulomb interaction nor a short-ranged model interaction can lead to phase breaking at zero temperature in spatial dimensions $`d>2`$”. Here we show that KB’s analysis is incorrect and inconclusive in several points:

KB do not distinguish adequately between Cooperon and diffuson. The bulk of their paper is devoted to an elaborate derivation of the well known fact, that the diffuson does not decay (i.e. is massless) at $`T=0`$. \[Actually, as we will discuss below, also this part of KB’s analysis contains serious drawbacks and, hence, cannot be accepted. However, for the moment we proceed with the observation that the diffuson is massless at $`T=0`$.\] The crucial question then remains whether this property of the diffuson has any implications for electron decoherence. The point is that the Cooperon, rather than the diffuson, contains the information about the electron dephasing time $`\tau _\phi `$. KB do not evaluate the Cooperon other than in “the presence of time reversal invariance”. In this case the time dependences of the diffuson and the Cooperon are the same, but at the same time all relaxation and dephasing processes are excluded by assumption. This step constitutes KB’s major error. Extending this part of KB’s arguments one could “prove” that no irreversible phenomena, for instance dissipation and, of course, dephasing exist in quantum mechanics.

KB appear not to appreciate the fact that time reversal invariance is broken for an electron interacting with a bath, in the present problem with the bath produced by all other electrons. This is true at any temperature, including $`T=0`$, and can be observed already at the level of exact equations of motion. When the time reversal symmetry is broken the dynamics of diffusons and Cooperons is fundamentally different. No conclusions about dephasing can be derived from the former.

KB consider primarily short-range interactions. In eq. (3.9b) of  we observe that KB analyze a Thomas-Fermi screened interaction rather than the unscreened Coulomb interaction. However, the latter model is generally accepted as physically meaningful for the problem in question. The two models can lead to qualitatively differing conclusions.

For long-range interactions no meaningful results follow from the analysis of KB. One might expect that the consequences of long-range interactions could be recovered from the work of KB if one sets the inverse screening length $`\kappa `$ in eq. (3.9b) to zero. However, following their derivation to eq. (3.20) one observes that the term $`W^{(dc)}`$ “vanishes continuously as $`\kappa 0`$ for $`d>2`$”. Combining this result with eq. (3.19a) one finds that for $`d>2`$ the diffuson is not affected by the interaction and does not decay at any temperature. Due to KB’s assumption (3.26), this applies for the Cooperon as well. Thus, for $`\kappa 0`$ the analysis of Ref.  predicts the absence of electron dephasing at any temperature.

A more accurate procedure (not performed by KB) amounts to using the Fourier transform of (3.9b) $`v_{sc}(q)=4\pi e^2/(q^2+\kappa ^2)`$ (in $`d=3`$) rather than their eq. (3.9c). In the latter form KB expressed the strength of the interaction ($`e^2`$) via $`\kappa ^2=4\pi e^2N_F`$ in terms of the screening length. As a result the limit $`\kappa 0`$, corresponding to long range interaction, simultaneously implies vanishing strength of the interaction. It is therefore not surprising that the diffuson is unaffected by interactions. When proceeding with the proper form of the interaction to KB’s eq. (3.20) one arrives for $`\kappa 0`$ at a meaningless divergence $`W^{(dc)}1/\kappa ^3`$. Thus, for unscreened Coulomb interaction the analysis  fails, and no conclusion can be drawn from it even about the diffuson.

On the other hand, the property that the diffuson does not decay at $`T=0`$ does follow (trivially) from our formalism . Hence, KB’s claim that our “calculations and arguments violate an exact Ward identity” and therefore are “not even internally consistent” lacks any substantiation and is in error.