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# Cube or hypercube of natural units To be published in “Multiple facets of quantization and supersymmetry”, Michael Marinov Memorial Volume, Eds. M. Olshanetsky and A. Vainshtein, World Scientific, 2002.

## Dedication

In the evening of January 20, 2000 an email from ITEP was sent to Serezha Gurvitz and Arnon Dar:

> “Dear Serezha,
>
> Dear Arnon,
>
> It is with great sorrow that we learned that Misha passed away. He was a brilliant physicist, an extraordinary person of outstanding integrity and courage, a friend of great warmth. He was like a tuning fork for all of us when he was in Moscow and later in Israel. We recall his lectures on group theory at ITEP, we recall his remarkable lectures on path integral. We recall his deep and original papers. He was a source of great knowledge and great wisdom.
>
> Today, on the Monday seminar, there was a minute of silence to the memory of Mikhail Samuilovich Marinov.
>
> Please, forward our condolences to Lilya, Masha, and Dina.
>
> Lev Okun, Victor Novikov, Mikhail Vysotsky”.

Today, two years later, I subscribe to every word written that evening. This short note is a little pebble on the tombstone.

## 1 Planck units

Max Planck during years 1897–1899 published in the Sitz.-Ber. Preuss. Akad. Wiss. five consecutive reports  with the same title “Über irreversible Strahlungsvorgänge” \[On irreversible processes of radiation\]. Under the same title the article  appeared in Annalen der Physik in 1900, which summarized his reports  and his talk in Munich. In the article (e) in ref. and in ref. a special section was added on natural units of measure, in which Planck wrote (in an abridged translation from German):

> “All systems of physical units including the so-called absolute C.G.S.-system, appeared up to now due to accidental circumstances, as the choice of basic units in each of these systems occurred not from a general point of view valid for any place and time, but from the needs of our earthly culture. In this connection it would be interesting to note, that by using both constants $`a`$ and $`b`$, which appear in the equation (41) for the entropy of radiation we get the possibility to establish units of length, mass, time and temperature, which would not depend on the choice of special bodies or substances and would be valid for all epochs and all cultures including extraterrestrial and extrahuman ones and could therefore serve as ‘natural units of measurements’ ”.

Let us note that equation (41) in ref. had the form:

$$S=\frac{U}{a\nu }\mathrm{ln}\frac{U}{eb\nu },$$

where $`S`$ is the total electromagnetic entropy, $`U`$ is the total energy of the system, $`\nu `$ is the frequency of radiation, $`e`$ is the base of the system of natural logarithms, $`a=h/k`$, $`b=h`$ in modern notations, where $`h`$ is the Planck constant, while $`k`$ is Boltzman constant.

Already in 1900 Planck wrote his famous formula for the spectral energy density:

$$\frac{8\pi \nu ^3h}{c^3}\frac{d\nu }{e^{h\nu /kT}1}$$

using notations $`h`$ and $`k`$ instead of $`b`$ and $`b/a`$ respectively. The references  have been reprinted in ref. .

> “…The four units – for length, mass, time and temperature – are expressed in terms of above mentioned constants $`a`$ and $`b`$, velocity of light $`c`$, and gravitational constant $`f`$. When expressed in centimeters, grams, seconds and Celsius degrees, these four quantities have the following values:
>
> $$\begin{array}{cc}a=\hfill & 0.481810^{10}\mathrm{sec}{}_{}{}^{0}\mathrm{C}\hfill \\ b=\hfill & 6.88510^{27}\mathrm{cm}^2\mathrm{g}/\mathrm{sec}\hfill \\ c=\hfill & 3.0010^{10}\mathrm{cm}/\mathrm{sec}\hfill \\ f=\hfill & 6.88510^8\mathrm{cm}^2/\mathrm{g}\mathrm{sec}^2\text{…” }\text{[2]}\hfill \end{array}$$

Note that the modern notations and values are (see Review of Particle Physics ):

$$\begin{array}{cc}h/k(=a)=\hfill & 0.479923710^{10}\mathrm{s}\mathrm{K}\hfill \\ k(=b/a)=\hfill & 1.3806503(24)10^{23}\mathrm{J}\mathrm{K}^1\hfill \\ h(=b)=\hfill & 6.62606876(52)10^{34}\mathrm{J}\mathrm{s}\hfill \\ c=\hfill & 299792458\mathrm{m}\mathrm{s}^1\hfill \\ G(=f)=\hfill & 6.673(10)10^{11}\mathrm{m}^3\mathrm{kg}^1\mathrm{s}^2,\hfill \end{array}$$

where K is Kelvin degree ($`1\mathrm{K}=1{}_{}{}^{0}\mathrm{C}`$).

> “If we chose now the “natural units”, so that each of the above constants is put equal to 1, then we will get
>
> $$\begin{array}{ccc}\text{for the unit of length:}\hfill & \sqrt{\frac{bf}{c^3}}\left(=\sqrt{\frac{hG}{c^3}}\right)=\hfill & 4.1310^{33}\mathrm{cm},\hfill \\ \text{for the unit of mass:}\hfill & \sqrt{\frac{bc}{f}}\left(=\sqrt{\frac{hc}{G}}\right)=\hfill & 5.5610^5\mathrm{g},\hfill \\ \text{for the unit of time:}\hfill & \sqrt{\frac{bf}{c^5}}\left(=\sqrt{\frac{hG}{c^5}}\right)=\hfill & 1.3810^{43}\mathrm{s},\hfill \\ \text{for the unit of temperature:}\hfill & a\sqrt{\frac{c^5}{bf}}\left(=\frac{1}{k}\sqrt{\frac{hc^5}{G}}\right)=\hfill & 3.5010^{32}{}_{}{}^{0}\mathrm{C}.\hfill \end{array}$$
>
> These units will have their natural meaning as long as the laws of gravitation and of light propagation as well as both principles of thermodynamics remain valid.”

Thus Planck considered four natural constants. This was natural for him because the expression $`e^{h\nu /kT}`$ in the formula for energy density contains both $`h`$ and $`k`$ on equal footing and because quantum mechanics and relativity were unknown at that time, while principles of thermodynamics were considered to be fundamental.

## 2 The cube of theories

It is interesting that at the beginning of the article by G. Gamov, D. Ivanenko and L. Landau  they refer to the natural Planck system of four units, while in the main body of this article they consider as natural only three Planck units without $`k`$ and temperature. This approach had been taken up by M. Bronshtein  and Zelmanov, who developed the idea of the cube of theories and by their followers.

The cube is located along three orthogonal axes marked by $`c`$ (actually by $`1/c`$), $`\mathrm{}`$, $`G`$. The vertex ($`000`$) corresponds to nonrelativistic mechanics,($`c00`$) – to special relativity, ($`0\mathrm{}0`$) – to non-relativistic quantum mechanics, ($`c\mathrm{}0`$) – to quantum field theory, ($`c`$0$`G`$) – to general relativity, ($`c`$$`\mathrm{}`$$`G`$) – to futuristic quantum gravity and the Theory of Everything, TOE. There is a hope that in the framework of TOE the values of dimensionless fundamental parameters will be ultimately calculated.

## 3 Temperature and Entropy

Let us note that in “Statistical Physics” by L. Landau and E. Lifshitz  temperature is measured in units of energy and hence in all formulas $`kT`$ is substituted by $`T`$ ($`k`$ is put to 1). Mathematically temperature $`T`$ is defined as a derivative of internal energy $`U`$ of a system over its entropy $`S`$:

$$T=dU/dS.$$

By keeping $`k`$ Planck contradicted his own definition of natural units, because $`k`$ is a ratio of “hand-crafted” units of temperature and energy. As temperature is an average energy of an ensemble of particles, it is natural to measure it in units of energy. In fact $`k`$ is not a natural unit, but a conversion factor from degrees to joules or electronvolts. Therefore one should consider a three-dimensional cube of natural units (as was presented in ref.-,), not a four dimensional hypercube, as was suggested by J. Fröhlich , who following Planck included $`k`$ into the set of fundamental units.

The way one treats $`k`$ is intimately connected with the way one treats entropy. According to Planck (and to many modern text-books) entropy looks dimensionful: $`[S]=[k]`$. The book by Landau and Lifshitz , according to which physical entropy is dimensionless, is one of the rare exceptions. On the other hand the informational entropy is usually defined as a dimensionless quantity:

$$S_{\mathrm{inf}}=\underset{k=1}{\overset{n}{}}P_k\mathrm{ln}P_k,$$

where $`P_k`$ is probability of finding $`x_k`$ from a set $`x_1,x_2\mathrm{}x_n`$ which describes a message. $`S_{\mathrm{inf}}=0`$, if one of $`P_k=1`$, while all other $`P_k`$ vanish. $`S_{\mathrm{inf}}`$ is maximal when all $`P_k`$ are equal (in this case the uncertainty of information is maximal). Thus in the case of $`k=1`$ the definitions of physical and informational entropy are similar.

## Acknowledgements

I am very grateful to Ya.I. Granowsky and V.L. Telegdi for interesting remarks. The work was supported by A. von Humbold Award and grant of RFBR 00-15-96562.


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# A sub-mm imaging survey of ultracompact HII regions

## 1. Introduction

Ultracompact (UC) HII regions are currently the best known tracer of massive YSOs and represent the earliest confirmed stage of massive star formation. In excess of 150 UC HII regions have been detected, mainly by radio surveys. Whilst the environments of UC HII regions are known very well on the small scale (a few arcseconds) they are not well known on scales over 40′′. This is because most UC HIIs have, to date, been observed using either interferometers (to gain information on small scales at the expense of large scales) or by single-position large-beam (typically 40′′ or worse) spectroscopy. To redress this issue we recently undertook an imaging survey of over 100 UC HII regions using SCUBA on the JCMT, which enables us to rapidly map (with high resolution) the dust emission from the clumps in which the UC HIIs are embedded.

## 2. The survey

SCUBA is mainly comprised of two bolometer arrays which (almost) instantaneously sample a 2 field simultaneously at 450 and 850 $`\mu `$m. The instrument is very sensitive, with the results that we were able to image each UC HII down to a 1$`\sigma `$ noise level of typically 50 mJy at 850 $`\mu `$m in only 3 minutes. Our source sample was drawn from the UC HII region catalogues of Wood & Churchwell (1989) and Kurtz, Churchwell & Wood (1994), comprising some 140 UC HII regions in all. Our motivations for the survey were to *i)* investigate the large-scale structure of the dust clumps embedding the UC HIIs; *ii)* fill the existing gap in the spectral energy distribution at sub-mm wavelengths; *iii)* search for other unknown dust clumps in the field of view, possibly harbouring massive YSOs or protostars in different evolutionary states and *iv)* identify hot molecular cores via their strongly peaked sub-mm emission (Hatchell et al. 2000).

## 3. Preliminary results

In total we observed 106 out of the 140 UC HII regions in the catalogues. Sub-mm emission was detected in 80$`\%`$ of the sample. The morphology of the dust clumps is surprisingly linear: over half of the singly-peaked clumps are elongated along one axis (e.g. G10.84 in Fig. 1) and over half of multiply-peaked clumps take the form of cores string along a ridge (e.g. G23.96 in Fig. 1). We also identified a large number of previously unknown dust clumps in the field of view, many of which are not associated with radio continuum or embedded IR sources and may contain massive protostars in an earlier stage to that of the UC HII (see Gibb et al., this proceedings for details of BIMA follow-up observations). In addition we identified 15 UC HIIs associated with strongly peaked sub-mm continuum which may contain hot molecular cores.

## References

Hatchell, J., Fuller G.A., Millar, T.J., Thompson, M.A., Macdonald, G.H. 2000, A&A, 357, 637

Kurtz, S., Churchwell, E., Wood, D.O.S 1994, ApJS, 91, 659

Wood, D.O.S., Churchwell, E. 1989, ApJS, 69, 831


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# Scaling Properties of Fluctuations in Human Electroencephalogram

## I Introduction

The scalp electroencephalogram (EEG) provides a wealth of information about human brain dynamics. The complex nature of brain dynamics results in a high degree of fluctuations in both the spatial and temporal aspects of the EEG signals. To extract the salient properties from the data is the primary objective of any method of analysis. We present in this paper a novel method that explores the scaling behavior of the fluctuations and uses moment analysis to reduce the complexity of the results obtained.

The most common methods of EEG time series analyses are event-related time ensemble averaging and Fourier decomposition, both of which are based implicitly on assumptions of linearity . Since the physiological mechanisms underlying the scalp EEG are generally nonlinear, they can generate fluctuations that are not best described by linear decomposition. Moreover, the resting EEG always displays a broad-banded power spectrum, so in Fourier analysis one must arbitrarily define frequency bands ($`\delta ,\theta ,\alpha ,\mathrm{}`$) which may not actually delineate different dynamical mechanisms. Wavelet analyses have also been applied to examine EEG time series , but at a sacrifice of the ability to describe long-range temporal correlations. Chaos analyses have been applied to quantify the nonlinear behavior of the brain , but typically require a long period of time to compute attractor properties for a single time series. Moreover, chaos-based approaches assume the existence of low-dimensional attractors, and this is probably not generally a valid assumption for the brain. In this paper, we discuss a method that analyzes the fluctuations in EEG over a short period of time (around 10s), and makes use of the information conveyed by all 128 channels on the scalp. We show the existence of scaling behaviors of certain measures of fluctuations in all channels and in all subjects. We propose two global measures of the spatio-temporal signals that characterize the distinctive nature of EEG for each subject.

The study of scaling behavior emphasizes the relationship across time scales. We aim to find what is universal among all channels as well as what varies among them. The former is obviously important by virtue of its universality for a given subject; how that universal quantity varies from subject to subject is clearly interesting. What varies from channel to channel is perhaps even more interesting, since it has implications for describing focal features which could have functional or clinical relevance.

Our procedure is to focus initially on one channel at a time. Thus it is a study of the local temporal behavior and the determination of a few parameters (scaling exponents) that effectively summarize the fluctuation properties of the time series. The second phase of our procedure is to describe the global behavior of all channels and to arrive at two numbers that summarize the variability of these temporal measures across the entire scalp surface. This dramatic data reduction necessarily trades detail for succinctness, but such reduction is exactly what is needed to allow easy discrimination between brain states.

The emphasis in this paper is on the method of analysis. It is not our aim here to perform clinical and cognitive analyses. Due to the fact that the EEG data available to us are short in time duration and few in the number of subjects studied, it is not feasible for us to make reliable inference on the physiological implications of our findings. Nevertheless, the data are sufficient for the extraction of interesting behaviors that are channel dependent as well as subject dependent.

## II Detrended Fluctuation Analysis

The specific method we use in the first phase is detrended fluctuation analysis (DFA). This analysis is not new. It was proposed for the investigation of correlation properties in non-stationary time series and applied to the studies of heartbeat  and DNA nucleotides . It has also been applied to EEG , but with somewhat different emphases than those presented here. Since the analysis considers only the fluctuations from the local linear trends, it is insensitive to spurious correlations introduced by non-stationary external trends. By examining the scaling behavior one can learn about the nature of short-range and long-range correlations.

Let an EEG time series be denoted by $`y(t)`$, where $`t`$ is discrete time ranging from 1 to $`T`$. Divide the entire range of $`t`$ to be investigated into $`B`$ equal bins, discarding any remainder, so that each bin has $`k=\mathrm{floor}(T/B)`$ time points. Within each bin, labeled $`b(b=1,\mathrm{},B)`$, perform a least-square fit of $`y(t)`$ by a straight line, $`\overline{y}_b(t)`$, i.e., $`\overline{y}_b(t)=`$ Linear-fit$`[y(t)]`$ for $`(b1)k<tbk`$. That is the semi-local trend for the $`b`$th bin. Define $`F_b^2(k)`$ to be the variance of the fluctuation $`y(t)`$ from $`\overline{y}_b(t)`$ in the $`b`$th bin, i.e.,

$$F_b^2(k)=\frac{1}{k}\underset{t=(b1)k+1}{\overset{bk}{}}[y(t)\overline{y}_b(t)]^2$$
(1)
It is a measure of the semi-locally detrended fluctuation in bin $`b`$. The average of $`F_b^2(k)`$ over all bins is

$$F^2(k)=\frac{1}{B}\underset{b=1}{\overset{B}{}}F_b^2(k).$$
(2)
$`F(k)`$ is then the RMS fluctuation from the semi-local trends in $`B`$ bins each having $`k`$ time points.

The study of the dependence of $`F(k)`$ on the bin size $`k`$ is the essence of DFA . If it is a power-law behavior

$$F(k)k^\alpha ,$$
(3)
then the scaling exponent $`\alpha `$ is an indicator of the correlations of the fluctuations in EEG, which depends on the relationship of these fluctuations across time scales. Since DFA considers only the fluctuations from the semi-local linear trends, it is insensitive to spurious correlations introduced by non-stationary external trends. This is a practical advantage since EEG acquisition systems often suffer from slow drifts associated with gradual changes in the quality of electrode contact to the skin. The analysis also liberates our result from the dependence on the overall magnitude of the voltage $`y(t)`$ recorded by each probe, which is an advantage since overall signal amplitude can vary across subjects, presumably due to differences in skull conductivity and other factors.

Resting EEG data were collected for 18 subjects using a 128-channel commercial EEG system, with scalp-electrode impedences ranging from 10 to 40 k$`\mathrm{\Omega }`$. The data were hardware filtered between 0.1 and 100 Hz, then digitized at 250 points/sec. After acquisition, $`T10`$s lengths of simultaneous time series in all channels are chosen, free of artifacts such as eye blink and head movements. At each time point, the average across all electrodes was subtracted, to remove approximately the effect of the reference electrode . We investigate the range of $`k`$ from 3 to 500 in approximately equal steps of $`\mathrm{ln}k`$.

In Fig. 1 we show three typical time series $`y(t)`$ in three widely separated channels for subject A, labeled 1-3, for brevity. While it is clear that both channels 2 and 3 have substantial 10 Hz oscillations after 0.2s, it is much less apparent that there exist any scaling behaviors in all three channels. The corresponding values of $`F(k)`$ are shown in the log-log plot in Fig. 2. Evidently, the striking feature is that there are two scaling regions with a discernible bend when the two slopes in the two regions are distinctly different. With rare exceptions this feature is found in all channels for all subjects. Admittedly, the extents of the scaling regions are not wide, so the behavior does not meet the qualification for scaling in large critical systems or in fractal geometrical objects. However, since the behavior is so universal across channels and subjects, and since the temporal scales involved are physiologically relevant, the scaling behavior is a feature of EEG that conveys an important property of the brain activity and should not be overlooked.

## III Scaling and Nonscaling Properties

The fact that there exist two scaling regions suggests that the lack of scaling in the region between the two implies the existence of some significant time scale. From Fig. 1 one indeed sees roughly periodic oscillations in Ch. 2 and 3. One may therefore be tempted to think that if, instead of considering the fluctuations from the linear semi-local trends $`\overline{y}_b(t)`$, one studies the fluctuations from periodic oscillations, then the bend would disappear and the two scaling regions might be joined to become one. However, even if that were true, such a procedure should not be used for two reasons. First, not all channels exhibit obvious oscillatory behaviors with definite frequencies. Channel 1 in Fig. 1 is one such example. Whatever detrending one chooses should be universally applied to all channels in order to avoid introducing discrepencies across the channels due to external intervention. Second, to determine the frequency of the oscillatory trend requires a Fourier analysis, which is precisely what our approach attempts to circumvent. To decide on a sinusoidal wave of a particular frequency as reference for detrending involves arbitrariness and is unlikely to lead to any simplification in the global picture. The simplest and unbiased approach is to use the semi-local linear trends, as we have done.

To quantify the scaling behavior, we perform a linear fit in Region I for $`1<\mathrm{ln}k<2.5`$ and denote the slope by $`\alpha _1`$, and similarly in Region II for $`3.5<\mathrm{ln}k<5.75`$ with slope denoted by $`\alpha _2`$. Visual inspection for each of the 18 subjects verifies that fitting this way does a remarkably good job of characterizing the slopes in the two regions. Knowing the two straight lines in each channel allows us to determine the location of their intercept, $`\mathrm{ln}\kappa `$, which gives a good approximation for the position of the bend in $`\mathrm{ln}k`$. We find that, whereas $`\alpha _1`$ and $`\alpha _2`$ can fluctuate widely from channel to channel, $`\kappa `$ is limited to a narrow range in most subjects. The average value of ln$`\kappa `$ for each subject ranges from 2.6 to 3.6, with a grand average across subjects to be approximately 3.1. It should, however, be noted that when $`\alpha _1`$ and $`\alpha _2`$ are nearly the same, as is the case for Ch. 1 in Fig. 2, the determination of $`\kappa `$ by the intersection of the two straight lines is not reliable. Nevertheless, it is visually clear that the bend occurs in the vicinity of ln$`\kappa =3.1`$.

Since scaling behavior means that the system examined has no intrinsic scale, scale noninvariance at $`\kappa `$ implies that $`\kappa `$ is related to a dominant frequency of oscillation in the time series. It is at this point that a contact can be made with the usual Fourier analysis. Although our analysis focuses on scale invariant quantities, i.e., the dimensionless scaling exponents, it is worth digressing momentarily to establish this contact. To do this, we loosely associate the time scale $`\kappa `$ with the period of a sine wave with frequency $`f`$. If the data acquisition rate is denoted by $`r`$, then the frequency $`f`$ corresponding to $`\kappa `$ is

$$f=r/\kappa .$$
(4)
For our data acquisition we have $`r=250`$ points/sec. For the across-subject average of ln$`\kappa =3.1`$, we get from Eq. (4) $`f=11.3`$ Hz. That is in the middle of the traditional $`\alpha `$ (8-13 Hz) EEG frequency band. Thus the dominant periodic oscillation apparent in Fig. 1 does reveal itself in the study of the scaling behavior. If one’s interest is in the frequency content of the EEG time series, then Fourier analysis is more direct. However, if the interest is in the fluctuation properties and their relationships across time scales, then DFA is more effective. Hereafter, frequency will play no essential role in the remainder of this paper.

For each subject we have 128 pairs of values of $`(\alpha _1,\alpha _2)`$, which summarize the temporal fluctuations in terms of scaling exponents. In Fig. 3, we exhibit by scatter plot the values of $`\alpha _1`$ and $`\alpha _2`$ of all channels for subject A. The three points marked with circles correspond to the channels shown in Fig. 2. The error bars in Fig. 3 indicate the goodness of fit of the two regions by straight lines. Since the variability of the scaling exponents across channels is large compared to the error in fit, the different values convey numerically meaningful information. For this subject, Region I exhibits better scaling behavior than Region II, although the error bars on $`\alpha _2`$ are not so large as to call into question the power-law description in Region II.

Overall, for subject A, the scaling exponents are in the ranges: $`0.19<\alpha _1<1.44`$ and $`0.018<\alpha _2<0.489`$. Whereas $`\alpha _1`$ is widely distributed, $`\alpha _2`$ is sharply peaked at 0.1 and has a long tail. The value of $`\alpha =0.5`$ corresponds to random walk with no correlation among the various time points. For $`\alpha 0.5`$ there are correlations: Region I corresponds to short-range correlation, Region II long-range, with $`\kappa `$ giving a quantitative demarkation between the two. In most channels we find $`\alpha _1>\alpha _2`$, although there are a few where $`\alpha _1\alpha _2`$. The scatter plots of all other subjects are similar in general features to the one shown in Fig. 3, but vary in detail from subject to subject. It is impractical to show them all in this paper. Evidently, it is desirable to find a way to quantify succinctly these 128 pairs of numbers so that one can effectively compare the results across subjects.

A scatter plot such as Fig. 3 reveals very well how the $`\alpha _i`$ exponents of all the channels are related to one another. However, it shows nothing about the locations of the channels on the scalp. To show that, we use the topographical plots of $`\alpha _1`$ and $`\alpha _2`$ separately, as in Fig. 4, to exhibit the spatial structure of the signals extracted. The dissociation of $`\alpha _1`$ from $`\alpha _2`$ is a price paid to gain the spatial perspective on the scalp. Topographic plots such as this may be useful for specifying the location of focal features, e.g., associated with particular brain functions and/or pathologies. Thus topographical and scatter plots present different aspects of the fluctuation properties of the brain electrical activity of any given subject. Both are inefficient for comparison across subjects. What we need is a global measure that describes the general, overall feature of all $`\alpha _i`$ pairs in the form of a single parameter.

## IV Moments of the Scaling Exponents

We propose to consider the moments of the scaling exponents. In general, if we have $`N`$ numbers, $`z_j,j=1,\mathrm{},N,`$ we can calculate the moments

$$G_q=\frac{1}{N}\underset{j=1}{\overset{N}{}}z_j^q,$$
(5)
where $`q`$ is a positive integer . The information contained in the first $`N`$ moments (i.e., $`q=1,\mathrm{},N`$) is enough to reproduce all the $`z_j`$ by inversion. However, we may be interested in only a few of the $`G_q`$ with lower order $`q`$, each of which contains some information of all the $`z_j`$. In our present problem we have $`N=128`$, and we shall consider the first ten orders, $`1q10`$. That is a significant reduction of numbers, a process worth investigating.

Before calculating the moments of $`\alpha _i`$, let us see how those values are distributed. Let $`x`$ be either $`\alpha _1`$ or $`\alpha _2`$. Since no value of $`\alpha _i`$ has been found to exceed 1.5 in the subjects we have examined, we consider the interval $`0x1.5`$. Divide that interval into $`M`$ equal cells, which for definiteness we take to be $`M=150`$ here. Let the cells be labeled by $`m=1,\mathrm{},M`$, each having the size $`\delta x=1.5/M`$. Denote the number of channels whose $`x`$ values are in the $`m`$th cell by $`n_m`$. Define

$$P_m=n_m/N.$$
(6)
It is the fraction of channels whose $`x`$ values are in the range $`(m1)\delta xx<m\delta x`$. By definition, we have $`_{m=1}^MP_m=1`$. In Fig. 5 we show as an illustration the two graphs of $`P_m`$ for subject A. The two graphs correspond to $`\alpha _1`$ and $`\alpha _2`$, and are, in essence, the projections of the scatter plot in Fig. 3 onto the $`\alpha _1`$ and $`\alpha _2`$ axes. From Fig. 5 we see that $`\alpha _1`$ is widely distributed, while $`\alpha _2`$ is not. $`G_1`$ gives the average, and $`G_2`$ is related to the width.

Since the fluctuation of $`m`$ in $`P_m`$ should be measured relative to its mean, let us consider the normalized moments

$$M_q^{(i)}=G_q^{(i)}/\left(G_1^{(i)}\right)^q=\underset{m=1}{\overset{M}{}}m^qP_m^{(i)}/\left(\underset{m=1}{\overset{M}{}}mP_m^{(i)}\right)^q,$$
(7)
where $`i=1`$ or 2. Since these moments are averages of $`(m/\overline{m})^q`$, where $`\overline{m}`$ is the average-$`m`$, they are not very sensitive to $`\overline{m}`$ itself. They contain the essence of the fluctuation properties of $`\alpha _{1,2}`$ in all channels. In terms of the scaling exponents explicitly, let us use $`\alpha _i(j)`$ to denote the value of $`\alpha _i`$ for channel $`j`$ so that Eq.(7) may be rewritten as

$$M_q^{(i)}=\frac{1}{N}\underset{j=1}{\overset{N}{}}\alpha _i(j)^q/\left(\frac{1}{N}\underset{j=1}{\overset{N}{}}\alpha _i(j)\right)^q.$$
(8)
In principle, it is possible to examine also the moments for $`q<0`$, which would reveal the properties of $`P_m`$ at low values of $`m`$. However, the accuracy of our data is not too reliable for low-$`k`$ analysis, since the 60 Hz noise due to ambient electric and magnetic fields has not been cleanly filtered out. In this paper, therefore, we restrict our study to only the positive $`q`$ values. For high $`q`$, the large $`m/\overline{m}`$ parts of $`P_m^{(1,2)}`$ dominate $`M_q^{(1,2)}`$.

In Fig. 6 the $`q`$-dependences of $`\mathrm{ln}M_q^{(1,2)}`$ are shown for the distributions exhibited in Fig. 5 for $`2q10`$. They are approximately linear except for the low values of $`q`$. The same type of dependencies on $`q`$ are found for all subjects. In Fig. 6 we show two straight lines that can fit very well the nearly linear behaviors of ln $`M_q^{(i)}`$ vs $`q`$ for $`q5`$. Thus for large $`q`$ we have

$$M_q^{(i)}\mathrm{exp}(\mu _iq),q5.$$
(9)
The linear extrapolations of the lines to lower values of $`q`$ show the degree of deviation of the the calculated values of $`\mathrm{ln}M_q^{(1,2)}`$ from linearity. Since ln$`M_q^{(1)}`$ and ln$`M_q^{(2)}`$ behave so similarly in their departures from the linear dependencies on $`q`$, we plot ln$`M_q^{(2)}`$ vs ln$`M_q^{(1)}`$ in order to exhibit their direct relationship without explicit dependence on $`q`$. We find that they are linearly related over a wider range of values. This linearity is found to be true for all subjects. The plots for three of them are illustrated in Fig. 7, where the straight lines are the linear fits. Thus the implication is that there exists a universal power-law behavior

$$M_q^{(2)}\left(M_q^{(1)}\right)^\eta $$
(10)
valid for all subjects examined. From Eqs.(9) and (10) we obtain

$$\eta =\mu _2/\mu _1,$$
(11)
but now $`\eta `$ is meaningful for all $`q`$ (except for the lowest points) and in that sense independent of $`q`$. Thus we have discovered a global measure $`\eta `$ that characterizes all $`\alpha _i`$ values of a subject, and varies from subject to subject. We postpone the display of all the $`\eta `$ values for all subjects until later.

To understand the exponential behavior in Eq.(9), we note that $`G_q`$ is dominated by large $`z_j`$ when $`q`$ is large, as is self-evident in Eq.(5). For asymptotically large $`q`$, we have $`G_q\mathrm{exp}(q\mathrm{ln}z_{\mathrm{max}})`$, where $`z_{\mathrm{max}}=\mathrm{max}\{z_j\}`$. For intermediate $`q`$, all large values of $`z_j`$ can make important contributions, and the exponential dependence on $`q`$ can still prevail. The denominator in Eq.(7) is $`G_1^q=\overline{z}^q=\mathrm{exp}(q\mathrm{ln}\overline{z})`$, where $`\overline{z}`$ is the average of $`z_j`$, so it is also exponential for any $`q`$. It is therefore clear that Eq.(9) follows, and that $`\mu _i`$ depends on all $`z_j`$ with more weight on the large $`z_j`$ values. The power-law behavior of Eq.(10) implies that the exponent $`\eta `$ is independent of $`q`$ and that all $`\alpha _i`$ values are relevant contributors to the universal behavior. This is an important point worth emphasizing: the independence of $`\eta `$ on $`q`$ implies that the whole spectra of $`\alpha _1`$ and $`\alpha _2`$ are summarized by the one index $`\eta `$. The fact that $`\eta `$ varies from subject to subject is a consequence of the variability of all 128 pairs of $`(\alpha _1,\alpha _2)`$ across the subjects, and offers the possibility that $`\eta `$ can be used as a discriminating representation of the brain state.

## V Correlations of the Scaling Exponents

The analysis in the preceding section treats the moments of $`\alpha _1`$ and $`\alpha _2`$ separately. Only in the last step are the global properties embodied in $`M_q^{(1)}`$ and $`M_q^{(2)}`$ related through the exponent $`\eta `$ in Eq.(10). In that approach the pairing of $`\alpha _1`$ with $`\alpha _2`$ in each channel is not taken into account. However, we know that there are channels, such as Ch. 1 in Figs. 1 and 2, where the absence of a dominant mode of oscillation results in $`\alpha _1\alpha _2`$. Thus the correlation between the two scaling exponents is an important feature that should be explored and quantified. To that end we define

$$\beta =\alpha _2/\alpha _1$$
(12)
for each channel. In most cases we have $`\beta <1`$, but $`\beta >1`$ is possible and, by its rarity, noteworthy.

From a scatter plot, such as Fig. 3, it is possible to visualize the $`\beta `$ distribution, since $`\beta `$ is just the slope of a line from the origin to each point. We show in Fig. 8 the $`\beta `$ distributions for the same three subjects as those in Fig. 7. Subject B is chosen for display because it has the largest $`\eta `$, while subject C is chosen because it has several $`\beta `$ values that exceed 1.

To summarize the 128 values of $`\beta _j`$ for each subject, we apply to them the moment analysis that is developed in Sec. IV. Let us therefore define

$$N_q=\frac{1}{N}\underset{j=1}{\overset{N}{}}\beta _j^q/\left(\frac{1}{N}\underset{j=1}{\overset{N}{}}\beta _j\right)^q.$$
(13)
The $`q`$ dependence of ln $`N_q`$ for the same three subjects are shown in Fig. 9. Again, linear fits are very good. Thus we have

$$N_q\mathrm{exp}(\nu q)$$
(14)
with a distinct $`\nu `$ for each subject. Clearly, the ones with wide $`\beta `$ distributions relative to their means have higher values of $`\nu `$.

We now have found two indices, $`\eta `$ and $`\nu `$, for each subject. They describe different aspects of the scaling exponents. To display those values, it is illuminating to show the scatter plot of $`(\eta ,\nu )`$, as in Fig. 10, which has 18 points for the 18 subjects studied. The subjects A, B and C are denoted by distinct symbols, same as in Fig. 9. We see that the points in Fig. 10 appear to form a band, roughly correlated in $`\eta `$ and $`\nu `$. Only subject C has a value of $`\nu `$ that lies above the band, and it is C who has several $`\beta `$ values above 1. Whether that is an anomaly carrying some physiological significance is an issue outside the scope of this paper, since we assume no knowledge of the physical conditions of the subjects. We are similarly ignorant at this point about the meaning of the spread of the $`(\eta ,\nu )`$ values. However, it is encouraging that the scatter plot in $`(\eta ,\nu )`$ is widely distributed for the 18 subjects, since it offers the possibility of being a discriminating tool, quite different from the alternative scenario, if the parameters determined in an analysis had turned out to be nearly the same for all subjects.

## VI Conclusion

Recognizing that the brain is a highly nonlinear system, we have explored a possible way of analyzing the EEG time series that avoids the assumptions made in linear analyses and in chaos studies. By studying the fluctuations from linear trends defined over varying time scale, we have found two scaling regions in which the RMS fluctuations can be characterized by two dimensionless scaling exponents, $`\alpha _1`$ and $`\alpha _2`$, for each channel. We then performed moment analyses to reduce the large number of pairs of $`(\alpha _1,\alpha _2)`$ to simple and manageable forms. The two types of independent moments, $`M_q^{(i)}`$ and $`N_q`$, yield two indices, $`\eta `$ and $`\nu `$, which provide concise signatures of the nonlinear behavior of all channels of the EEG signals.

Our emphasis in this paper has been on the method of analysis rather than on the physiological interpretation of the results. For the latter task it is necessary to have not only more data, but also detailed information on the physical conditions of the subjects so as to have a reference frame to calibrate the indices obtained. However, working with 18 subjects is sufficient to demonstrate the effectiveness of the method, to show the universality of the scaling behaviors, to reveal the range of variability of the indices derived, and to offer the possibility of a new way of understanding human brain activity.

Acknowledgment

We are grateful to Prof. Don Tucker and Dr. Phan Luu for supplying the EEG data for our analysis. We have also benefited from the computational assistance of Wei He. This work was supported, in part, by the U. S. Department of Energy under Grant No. DE-FG03-96ER40972, and the National Institutes of Health under Grant No. R44-NS-38829.


text:
# 1. Introduction

## 1. Introduction

The spontaneous symmetry breaking effect in an external gravitational field has a lot of very interesting characteristics. In particular it is important to remark that the interaction with the external gravitational field may lead to the spontaneous symmetry breaking (see papers ). It is possible to give masses for gauge fields without the introduction of a “negative square” mass in the scalar sector. One way of doing this is for example to introduce the term $`\xi R`$, which gives the non-minimal coupling between the scalar and the gravitational fields ().

The influence of the quantum corrections on the spontaneous symmetry breaking is easier to study on the basis of effective potential (EP). Approximate expressions for EP in an external gravitational field of the special form have been obtained in papers (see for example ), for the theory of the scalar field with interaction $`\lambda \varphi ^4`$, scalar electrodynamics and gauge theory with scalars.

In this paper we consider the theory $`\lambda \varphi ^4`$ with mass in a six-dimensional space-time. For this theory we are interesting in the influence of the extra two dimensions on the spontaneous symmetry breaking in the effective four-dimensional theory.

An interesting way to do this is to consider the Randall-Sundrum brane-world models , which at the present time already has attracted a great deal of interest in particle physics and phenomenology because of the possibility to resolve the hierarchy problem in a quite natural way.

In a typical approach to modern quantum high energy theory it is necessary to consider quantum fields on a higher dimensional manifold (the bulk) in the presence of extended defects (the boundaries). On the bulk manifold, as well as on the brane, there exist divergences which result in the running of coupling constants in the standard way. However, it has been known for some time that for spacetimes with boundaries there are not only the usual volume coupling constants but also surface ones . It is known that they influence each other; for example volume interactions are reflected in surface terms, etc . But the situation could be complicated in some brane-world models. For example one may wonder how the running of the bulk couplings influences the running on the brane and vice-versa. It has been demonstrated in ref. that bulk contribution may completely change the standard running behaviour of brane couplings as the effect of bulk couplings. Moreover one may wonder how this influences the spontaneous symmetry breaking. This is the purpose of this work to study the spontaneous symmetry breaking in the model of ref..

## 2. Description of the Model

Our model is given as a massive Euclidean self-interacting scalar in a 6-dimensional space with a conical singularity, due to the presence of 3-brane. The metric is chosen to be

$$ds_6^2=dr^2+r^2d\theta ^2+ds_0^2,$$
(2.1)
where $`ds_0^2`$ is the 4-dimensional flat metric, the brane is located at $`r=0`$, and $`\theta `$ has a period $`\beta `$, $`\beta `$ being the deficit angle of the cone. When $`\beta =2\pi /N`$, $`N`$ a positive integer, one is dealing with a less singular manifold, namely an orbifold, while for $`N=1`$, $`\beta =2\pi `$, one has the smooth 2-dimensional plane. The action reads

$$S=d^6x\sqrt{g}\left[\varphi \frac{1}{2}(\mathrm{}_6+m^2)\varphi +V(\varphi )\right]+d^4xW(\varphi ),$$
(2.2)
where $`V(\varphi )=\frac{g_4}{4!}\varphi ^4+\mathrm{}`$ denotes a series of scalar bulk couplings. We also introduce a “surface” term which depends on surface scalar couplings

$$W(\varphi )=\left[\lambda _0+\frac{\lambda _2}{2}\varphi ^2+\frac{\lambda _4}{4!}\varphi ^4+\mathrm{}\right],$$
(2.3)
namely it may contain a brane tension $`\lambda _0`$, a brane mass $`\lambda _2`$, a $`\varphi ^4`$ coupling $`\lambda _4`$, as well as higher terms. As it has been demonstrated in ref., these surface terms are necessary because we are dealing with a manifold with a conical singularity. We also assume that the brane is not dynamical, namely we are dealing with a rigid brane, and therefore we neglect the brane kinetic term. This finishes our description of the model, for more details one may consult in .

## 3. One-loop effective potential

The one-loop correction is determined by the total one-loop fluctuation operator, which reads

$$L_6=\mathrm{}_\beta \mathrm{}_4+M^2+W^{\prime \prime }(\mathrm{\Phi })\delta ^{(2)}(x),$$
(3.4)
where $`\mathrm{}_\beta `$ is the 2-dimensional Laplacian on the cone, $`\mathrm{\Phi }`$ is the background field and $`M^2=m^2+V^{\prime \prime }(\mathrm{\Phi })`$ is an effective mass.

We shall make use of zeta-function regularization and related heat-kernel techniques (see, for example Ref. ). Within the one-loop approximation, one needs to evaluate the zeta-function at zero, namely $`\zeta (0|L_6)`$, since this quantity gives rise to the one-loop divergences and governs the one-loop beta functions. There are also contributions due to the conical singularity and the brane delta-function contribution, which gives additive contributions to $`\zeta (0|L_6)`$, which have been diagrammatically evaluated in Ref. . We will take the final results for the calculation of four-dimensional effective beta-functions in refs..

In our theory we are taking in account that four-dimensional curvature $`R=0`$ and $`\varphi =const`$. For this case theory maybe considered as one-loop renormalizable and the technique of refs. to find the one-loop effective potential maybe used. The one-loop RGE equation for potential is

$$DL_{eff}=0$$
(3.5)
here $`D\text{and}L_{eff}`$ are defined in  as

$`D`$ $`=`$ $`\mu {\displaystyle \frac{}{\mu }}+\beta _\lambda {\displaystyle \frac{}{\lambda }}+\gamma {\displaystyle \frac{}{m^2}}+\gamma _\varphi {\displaystyle \frac{}{\varphi }}`$ (3.6)
$`L_{eff}`$ $`=`$ $`a(\lambda _4+E_{\lambda _4}t)\varphi ^4b^2(\lambda _2+E_mt)\varphi ^2`$ (3.7)
In our situation $`E_{\lambda _4}=\beta _{\lambda _4}\text{and}E_\gamma =\gamma `$, where the $`\beta _{\lambda _4}\text{and}\gamma `$ functions derived in  have the form

$`\gamma `$ $`=`$ $`{\displaystyle \frac{\lambda _2^2}{\pi }}+{\displaystyle \frac{m^2g_4}{128\pi ^2}}{\displaystyle \frac{m^4\lambda _4}{64\pi ^3}}`$ (3.8)
$`\beta _{\lambda _4}`$ $`=`$ $`{\displaystyle \frac{4\lambda _2\lambda _4}{\pi }}+{\displaystyle \frac{3g_4^2}{128\pi ^2}}{\displaystyle \frac{m^4\lambda _6}{64\pi ^3}}`$ (3.9)
We add to equations (3.7) the renormalization conditions

$$\frac{^4L_{eff}}{\varphi ^4}|_{\varphi =\varphi _{\lambda _4}}=4!a\lambda _4,\frac{^2L_{eff}}{\varphi ^2}|_{\varphi =\varphi _m}=2b\lambda _2$$
(3.10)
Using these conditions in (3.7) one finally obtains for $`L_{eff}`$

$$L_{eff}=\frac{1}{4!}[\lambda _4+\frac{1}{2}\beta _{\lambda _4}\mathrm{ln}\frac{\tau }{m_{\lambda _4}^2}]\varphi ^4\frac{1}{2}[\lambda _2+\frac{1}{2}\gamma \mathrm{ln}\frac{\tau }{m_m^2}]\varphi ^2$$
(3.11)
Here

$$\tau =\lambda _2+\frac{\lambda _4}{2}\varphi ^2,m_{\lambda _4}^2=\lambda _2+\frac{\lambda _4}{2}\varphi _{\lambda _4}^2,m_m^2=\lambda _2+\frac{\lambda _4}{2}\varphi _m^2$$
(3.12)
This finishes the calculation of one-loop effective potential.

## 4. Spontaneous symmetry breaking

In a flat space with $`\varphi =const`$ the existence of an absolute minimum of the EP where EP takes negative value may lead to spontaneous symmetry breaking. One can find the critical value of $`\varphi `$ from the conditions

$$\frac{V_{eff}}{\varphi }=0,\frac{^2V_{eff}}{\varphi ^2}>0$$
(4.13)
The EP is given by (3.11) and it has the form

$$V_{eff}=\frac{1}{4!}[\lambda _4+\frac{1}{2}\beta _{\lambda _4}\mathrm{ln}\frac{\tau }{m_{\lambda _4}^2}]\varphi ^4+\frac{1}{2}[\lambda _2+\frac{1}{2}\gamma \mathrm{ln}\frac{\tau }{m_m^2}]\varphi ^2$$
(4.14)
In order to study the spontaneous symmetry breaking one may consider several cases for the relations between the parameters $`\lambda _2,\lambda _4,\lambda _6,g_4`$, etc and obtain an approximation for the EP. Using the conditions (4.13) it is possible to see if there is spontaneous symmetry breaking for each of the cases. As an example, let us consider that $`\lambda _2\frac{\lambda _4}{2}\varphi ^2`$ for all of the values for $`\varphi `$ . It is not difficult to see that in such case it follows that

$$V_{eff}=\frac{1}{4!}\lambda _4\varphi ^4+\frac{1}{2}\lambda _2\varphi ^2+[\frac{1}{48}\beta _{\lambda _4}\mathrm{ln}\frac{\varphi ^2}{\varphi _{\lambda _4}^2}\varphi ^4+\frac{1}{4}\gamma \mathrm{ln}\frac{\varphi ^2}{\varphi _m^2}\varphi ^2]$$
(4.15)
Now for simplicity we will consider that $`\varphi _{\lambda _4}=\varphi _m=\varphi _o`$. Introducing the dimensionless variable $`x=\frac{\varphi ^2}{\varphi _o^2}`$ we may write the EP in the following form

$$V_{eff}=\frac{1}{4!}[\lambda _4+\frac{1}{2}\beta _{\lambda _4}\mathrm{ln}x]\varphi _o^4x^2+\frac{1}{2}[\lambda _2+\frac{1}{2}\gamma \mathrm{ln}x]\varphi _o^2x,$$
(4.16)
Finally for calculation it is better to write this expression as

$$\frac{V_{eff}}{\varphi _o^4}=\frac{1}{4!}\lambda _4x^2+\frac{1}{2}\frac{\lambda _2}{\varphi _o^2}x+\left(\frac{1}{48}\beta _{\lambda _4}x\mathrm{ln}x+\frac{\gamma }{4\varphi _o^2}\mathrm{ln}x\right)x$$
(4.17)
The first derivative for (4.17) is

$$\begin{array}{cc}\frac{}{x}\left(\frac{V_{eff}}{\varphi _o^2}\right)=(\frac{1}{6}\lambda _4+\frac{1}{48}\beta _{\lambda _4})x+\hfill & \\ & \\ (\frac{1}{24}\beta _{\lambda _4}x+\frac{\gamma }{4\varphi _o^2})\mathrm{ln}x+(\frac{1}{2}\frac{\lambda _2}{\varphi _o^2}+\frac{\gamma }{4\varphi _o^2})\hfill & \end{array}$$
(4.18)
Now let us write the first expression in (4.13) when $`x`$ takes values around 1. Thus doing $`x=1+z`$, where $`z1`$, we obtain the equation

$$\begin{array}{cc}\frac{1}{24}\beta _{\lambda _4}z^2+(\frac{1}{72}\beta _{\lambda _4}+\frac{\gamma }{4}\varphi _o^2+\frac{1}{6\lambda _4})z+\hfill & \\ & \\ (\frac{1}{48}\beta _{\lambda _4}+\frac{1}{6}\lambda _4+\frac{1}{2}\frac{\lambda _2}{\varphi _o^2}+\frac{\gamma }{4\varphi _o^2})=0\hfill & \end{array}$$
(4.19)
Before solving this equation it is recommended to take the second derivative of (4.17), in order to verify then the second condition for the spontaneous symmetry breaking. Thus we have

$$\frac{^2}{x^2}\left(\frac{V_{eff}}{\varphi _o^2}\right)=\frac{1}{6}\lambda _4+\frac{1}{24}\beta _{\lambda _4}+\frac{1}{24}\beta _{\lambda _4}\mathrm{ln}x+\frac{\gamma }{4\varphi _o^2}\frac{1}{x}+\frac{1}{48}\beta _{\lambda _4}$$
(4.20)
Solving for $`z`$ the equation (4.19) we will use the approximation

$$\beta _{\lambda _4}\frac{m^4\lambda _6}{64\pi ^3},\gamma \frac{m^2g_4}{128\pi ^2}\text{and}m^2g_4m^4\lambda _6$$

This approximation leads to two possible solutions for $`z`$ in (4.19).

The first solution is $`z=0`$ and this value gives us $`x=1`$. It is not difficult to see that in this case the second derivative (4.20) satisfies the second condition for the spontaneous symmetry breaking.

The second solution

$$z=\frac{3\pi }{2\varphi _o^2}\frac{m^2g_4}{m^4\lambda _4}$$

gives us a big value of $`x`$ and it is easy to see that the second derivative will be negative, so with this solution there is no spontaneous symmetry breaking.

Now let us consider that $`x0`$. The equation for the first derivative is written now in the form

$$\frac{\gamma }{4\varphi _o^2}\mathrm{ln}x+(\frac{1}{2}\frac{\lambda _2}{\varphi _o^2}+\frac{\gamma }{4\varphi _o^2})=0$$
(4.21)
The solution for this equation can be written as

$$x=e^{(1+\frac{2\lambda _2}{\gamma })}$$
(4.22)
This value of $`x`$ with the approximations that were used before leads to spontaneous symmetry breaking too.

Finally we may say that using the same approximation for the situation when $`x1`$, it is easy to find an absolute minimum of the EP, which indicates that there is spontaneous symmetry breaking in this case too.

Thus, we demonstrated that there maybe spontaneous symmetry breaking induced by extra two dimensions (in our case chosen as a cone). It occurs mainly due to parameters of higher dimensional theory. That indicates that extra dimensions in brane-worlds may play an important role in phenomena like Higgs effect and spontaneous symmetry breaking. In curved four-dimensional space one expects that there maybe phase transitions induced by extra dimensions what could find various applications in early universe cosmology.

### Acknowledgement

I am grateful to Prof.S.D. Odintsov for formulation the problem and numerous helpful discussions. I thank Prof.P.M. Lavrov for very useful discussions. This research was supported in part by Professorship and Fellowship from the Universidad Tecnologica de Pereira, Colombia.


text:
# LensCLEANing JVAS B0218+357 to determine 𝑯_𝟎

## 1. Introduction

Gravitational lensing offers the unique possibility to determine the Hubble constant $`H_0`$ (Refsdal 1964) involving the understanding of very little astrophysics, keeping statistical and systematic errors well under control. The main uncertainty is introduced by the mass models of the lens. For multiply imaged compact sources, the number of constraints is very small. To overcome this difficulty, lensed extended sources can be used.

## 2. The 18 karat golden lens JVAS B0218+357

> Figure 1. a) 5 GHz MERLIN/VLA map of the ring (Biggs et al. 2001) b) 15 GHz VLBI maps of A and B (Patnaik, Porcas, and Browne 1995). c) Contours of $`H_0`$ (straight lines) and $`\chi ^2`$ residuals (dotted; without using the ring data) as a function of the lens position

Many constraints for the lens models are available from observations: small scale substructure of the compact images on a scale of milliarcseconds (constrains the radial mass profile, which is close to isothermal) and a highly structured Einstein ring. The lens is an isolated non-interacting galaxy; lens models can thus be kept simple (Lehár et al. 2000). The only disadvantage is the very small size of the system ($`0.^{\prime \prime }33`$). A direct measurement of the lens centre’s position has not been achieved yet, but will soon be possible (HST-ACS observations in cycle 11, PI: Neal Jackson).

## 3. LensCLEAN

We used an improved version of the LensCLEAN algorithm (Kochanek & Narayan 1992; Ellithorpe, Kochanek, & Hewitt 1996) to constrain the position of the lens centre, which is the most important model parameter. LensCLEAN works by deconvolving radio interferometer data under the constraint of a given lens model. The residuals are then used to find the best fitting lens model.

> Figure 2. LensCLEAN residuals (VLA 15 GHz) as a function of the lens position (LL and RR polarization)

The accuracy is of the order a few mas, or a few per cent in $`H_0`$. The result for singular isothermal ellipsoidal models, using the time delay $`\mathrm{\Delta }t=(10.5\pm 0.4)`$ days from Biggs et al. (1999) is

$$H_0=77\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1.$$

Details will be published in an upcoming paper (Wucknitz et al., in prep.). The original full-length poster version is available from the author or on the web (http://www.hs.uni-hamburg.de/EN/Ins/Per/Wucknitz).

## References

Biggs, A. D., Browne, I. W. A., Helbig, P., Koopmans, L. V. E., Wilkinson, P. N., & Perley, R. A. 1999, MNRAS, 304, 349

Biggs, A. D., Browne, I. W. A., Muxlow, T. W. B., & Wilkinson, P. N. 2001, MNRAS, 322, 821

Ellithorpe, J. D., Kochanek, C. S., & Hewitt, J. N. 1996, ApJ, 464, 556

Kochanek, C. S., & Narayan, R. 1992, ApJ, 401, 461

Lehár, J., Falco, E. E., Kochanek, C. S., McLeod, B. A., Muñoz, J. A., Impey, C. D., Rix, H. W., Keeton, C. R., & Peng, C. Y. 2000, ApJ, 536, 584

Patnaik, A. R., Porcas, R. W., & Browne, I. W. A. 1995, MNRAS, 274, L5

Refsdal, S. 1964, MNRAS, 128, 307


text:
# Recent searches for solar axions and large extra dimensions

## Abstract

We analyze the data from two recent experiments designed to search for solar axions within the context of multidimensional theories of the Kaluza-Klein type. In these experiments, axions were supposed to be emitted from the solar core, in $`M1`$ transitions between the first excited state and the ground state of 57Fe and 7Li. Because of the high multiplicity of axionic Kaluza-Klein states which couple with the strength of ordinary QCD axions, we obtain much more stringent experimental limits on the four-dimensional Peccei-Quinn breaking scale $`f_{\mathrm{PQ}}`$, compared with the solar QCD axion limit. Specifically, for the 57Fe experiment, $`f_{\mathrm{PQ}}1\times 10^6\mathrm{GeV}`$ in theories with two extra dimensions and a higher-dimensional gravitational scale $`M_H`$ of order 100 TeV, and $`f_{\mathrm{PQ}}1\times 10^6\mathrm{GeV}`$ in theories with three extra dimensions and $`M_H`$ of order 1 TeV (to be compared with the QCD axion limit, $`f_{\mathrm{PQ}}8\times 10^3\mathrm{GeV}`$). For the 7Li experiment, $`f_{\mathrm{PQ}}1.4\times 10^5\mathrm{GeV}`$ and $`3.4\times 10^5\mathrm{GeV}`$, respectively (to be compared with the QCD axion limit, $`f_{\mathrm{PQ}}1.9\times 10^2\mathrm{GeV}`$). It is an interesting feature of our results that, in most cases, the obtained limit on $`f_{\mathrm{PQ}}`$ cannot be coupled with the mass of the axion, which is essentially set by the (common) radius of the extra dimensions.

Introduction.—The recognition that there may be one or more extra space dimensions which have sizes of the order of a millimeter raises a good deal of interest Ark98 . The main motivation for introducing new physics is the possibility to associate the Fermi scale with the Planck scale of (4 + $`n`$)-dimensional gravity, thereby providing a natural solution for the hierarchy problem of particle physics. Specifically, it has been suggested in such a novel theoretical framework that ordinary matter is confined to a 3-brane configuration, while gravity and other, hypothetical, particles which interact very weakly with matter (such as sterile neutrinos or axions) are only allowed to inhabit the extra compactified dimensions.

The fact that the current validity of Newton’s law of gravitation ($`0.1\mathrm{mm}`$) allows for the existence of extra dimensions as large as millimeters made these models attractive for phenomenology Hoy00 . Moreover, because of the presence of a large number of new particles at the TeV scale, one can expect a rich phenomenology for collider physics. Finally, if future collider experiments fail to discover supersymmetry, which is the almost universally accepted framework for constructing extensions of the standard model and the main proposal that solves the hierarchy problem, the whole scenario might become an exceedingly interesting alternative.

In spite of all the attractive features mentioned above, it is clear that the simplest models with TeV fundamental scales and large extra dimensions will not work any more in all particle physics phenomena that invoke high-energy scales. Thus, for instance, mechanisms for neutrino mass generation (the seesaw mechanism), gauge coupling unification, proton decay, and the Peccei-Quinn (PQ) mechanism for explanation of the strong $`CP`$ problem in the quantum chromodynamics (QCD) need to be revised in the new theory. In the latter case, in order to preserve the axion solution to the strong $`CP`$ problem, three independent higher-dimensional features leading to an “invisible” axion were discovered Die00 .

In this paper, in light of this novel framework,we review data from two recent experiments Krc98 ; Krc01  aimed to detect solar, near-monochromatic hadronic axions. The experimental efforts Krc98 ; Krc01  to detect solar axions were the first to employ a new scheme for detection of hadronic axions which couple only to nucleons, as proposed by Moriyama Mor95  and by Krčmar and collaborators Krc01 . Having been convinced of a mechanism for achieving an invisible axion Die00 , one is then allowed to assume an infinite tower of Kaluza-Klein (KK) excitations as the most important feature of placing the QCD axion in the extra dimensions. Our kinematical limits are high enough to ensure high multiplicity of the KK axion modes (for two or three extra dimensions), leading to a much larger flux than in ordinary theories and enabling us to place a much more stringent limit on the PQ-breaking scale $`f_{\mathrm{PQ}}`$. In addition, our results on $`f_{\mathrm{PQ}}`$ practically demonstrate the most important feature leading to the “invisibility” of the axion: a complete decoupling of the mass of the axion from the PQ-breaking scale $`f_{\mathrm{PQ}}`$.

QCD axions.—Peccei-Quinn solution to the strong $`CP`$ problem in QCD Pec77  predicts the existence of a neutral, spin-zero pseudoscalar particle, called the (QCD) axion, associated with the spontaneously broken PQ symmetry. The mass of the axion ($`m_{\mathrm{PQ}}`$) is related to the PQ symmetry breaking scale by $`m_{\mathrm{PQ}}/\mathrm{eV}=6\times 10^6\mathrm{GeV}/f_{\mathrm{PQ}}`$. Two classes of axion models are discussed commonly in the literature: KSVZ (Kim-Shifman-Vainshtein-Zakharov) models Kim79  and DFSZ (Dine-Fischler-Srednicki-Zhitnitskiĭ) or grand unified theory (GUT) models Din81 . Since the KSVZ axions do not interact with electrons at tree level, they are referred to as hadronic axions. In addition, their coupling to photons, $`g_{a\gamma \gamma }m_{\mathrm{PQ}}[E/N2(4+z+w)/3(1+z+w)]`$, depends upon a model-dependent numerical parameter $`E/N`$, while for DFSZ axions $`E/N=8/3`$. As such, hadronic models with $`E/N=2`$ Kap85  will have greatly suppressed photon couplings because of a cancellation of two unrelated numbers, one being a function of the number of new quarks and their charges, the other a function of quark mass ratios $`zm_u/m_d0.55`$ and $`wm_u/m_s0.029`$ Leu96 .

Cosmological and astrophysical considerations appear to restrict the PQ-breaking scale to two possible ranges, the so-called “hadronic axion window” of hot dark matter interest Moro98 , $`3\times 10^5\mathrm{GeV}f_{\mathrm{PQ}}7\times 10^5\mathrm{GeV}`$ Raf96 ; Eng90 , and a window of cold dark matter interest, $`10^9\mathrm{GeV}f_{\mathrm{PQ}}10^{12}\mathrm{GeV}`$ Raf99 . The first range exists only for hadronic QCD axions as long as the axion to photons coupling is sufficiently small ($`E/N=2`$). DFSZ-type QCD axions are excluded from this region by the globular-cluster arguments based on the axion to photons and axion to electron couplings Raf96 . These arguments do not affect hadronic QCD axions which couple only to nucleons ($`E/N=2`$) because their interactions with photons and electrons are strongly suppressed.

It should be noted that the hadronic axion window is indicated by the supernova (SN) 1987A cooling and axion burst arguments which suffer from statistical weakness, with only 19 neutrinos being observed, as well as from all uncertainties related to the axion emission from a hot and dense nuclear medium Raf96 ; Eng90 . It is therefore of crucial importance to experimentally measure or constrain the hadronic axion window.

In the following, the questions concerning the PQ-breaking scale related to the hadronic axions will be addressed.

Limits on $`f_{\mathrm{PQ}}`$ from 57Fe and 7Li experiments.—Two new sources of near-monochromatic axions which might be emitted from the solar core have been recently proposed: (i) thermally excited nuclei of 57Fe which is one of the stable isotopes of iron, exceptionally abundant among the heavy elements in the Sun Mor95 , and (ii) excited nuclei of 7Li produced in the solar interior by 7Be electron capture and thus accompanying the emission of 7Be solar neutrinos of energy 384 keV Krc01 . Since the axion is a pseudoscalar particle, one can expect the emission of near-monochromatic axions during $`M1`$ transitions between the first excited level and the ground state in 57Fe and 7Li. The high temperatures in the center of the Sun ($`1.3`$ keV) symmetrically broaden the axion line to a full width at half maximum of about 5 eV and 0.5 keV owing to the motion of axion emitters 57Fe and 7Li, respectively. As a result of Doppler broadening, these axions, approximately centered at the transition energy $`E_0=14.4`$ keV and $`E_0=478`$ keV, would be resonantly absorbed by the same nucleus 57Fe and 7Li, respectively, in a laboratory on the Earth. The detection of subsequent emission of gamma rays either of 14.4 keV or 478 keV would be a sign of axion existence.

Following the calculations in Refs. Krc01 ; Mor95 , one can find that the rate of excitation per particular nucleus which is expected for solar-produced axions incident on a laboratory target of that metal is given by

$$P(m_{\mathrm{PQ}})=_{\mathrm{}}^+\mathrm{}𝑑E_a\frac{d\mathrm{\Phi }(E_a)}{dE_a}\sigma _D(E_a),$$
(1)
where $`d\mathrm{\Phi }(E_a)/dE_a`$ is the differential flux of particular solar axions and $`\sigma _D(E_a)`$ is the effective cross section for resonant absorption of these axions by a particular nucleus on the Earth. Both $`d\mathrm{\Phi }(E_a)/dE_a`$ and $`\sigma _D(E_a)`$ increase as $`\mathrm{\Gamma }_a/\mathrm{\Gamma }_\gamma `$. Here

$$\frac{\mathrm{\Gamma }_a}{\mathrm{\Gamma }_\gamma }=\left(\frac{k_a}{k_\gamma }\right)^3\frac{1}{2\pi \alpha }\frac{1}{1+\zeta ^2}\left[\frac{g_0\beta +g_3}{\left(\mu _0\frac{1}{2}\right)\beta +\mu _3\eta }\right]^2$$
(2)
represents the branching ratio of the $`M`$1 axionic transition relative to the gamma transition Avi88  and contains the nuclear-structure-dependent terms $`\beta `$ and $`\eta `$ as well as the isoscalar and isovector nuclear magnetic moments $`\mu _0`$ and $`\mu _3`$. The momenta of the photon and the axion are denoted by $`k_\gamma E_0`$ and $`k_a\sqrt{E_0^2m_{\mathrm{PQ}}^2}`$, respectively, while $`\alpha =1/137`$ is the fine structure constant, and $`\zeta `$ is the $`E`$2/$`M`$1 mixing ratio. The isoscalar and isovector axion-nucleon coupling constants, $`g_0`$ and $`g_3`$, are related to $`f_{\mathrm{PQ}}`$ in the hadronic axion model Kap85 ; Sre85  by the expressions

$$g_0=\frac{m_N}{f_{\mathrm{PQ}}}\frac{1}{6}\left[\mathrm{\hspace{0.17em}2}S+\left(3FD\right)\frac{1+z2w}{1+z+w}\right]$$
(3)
and

$$g_3=\frac{m_N}{f_{\mathrm{PQ}}}\frac{1}{2}\left(D+F\right)\frac{1z}{1+z+w},$$
(4)
where $`m_N`$ is the nucleon mass, the constants $`F`$ and $`D`$ are the invariant matrix elements of the axial current, determined from hyperon semi-leptonic decays, and $`S`$ is the flavor-singlet axial-vector matrix element extracted from polarized structure function data.

The experimental methods as described above are based on axion to nucleon coupling, both at the source as well as at the detector, and therefore favorable for investigating the hadronic axions. First experiments performed along this new line of solar axion searches set an upper limit on hadronic axion mass of 745 eV (57Fe experiment) Krc98  and of 32 keV (7Li experiment) Krc01  at the 95% confidence level. Translating these results into limits on the PQ-breaking scale, one obtains $`f_{\mathrm{PQ}}8\times 10^3\mathrm{GeV}`$ and $`f_{\mathrm{PQ}}1.9\times 10^2\mathrm{GeV}`$ for the experiment with 57Fe and 7Li, respectively.

Axions in large extra dimensions.—In Ref. Ark98 , it was noted that with $`n`$ compact extra dimensions, and factorizable geometry with volume $`V_n`$, the relation between the familiar Planck scale $`M_{\mathrm{Pl}}=1.22\times 10^{19}\mathrm{GeV}`$ and the higher-dimensional gravitational scale $`M_H`$ is given by the formula

$$M_{\mathrm{Pl}}^2=M_H^{n+2}V_n,$$
(5)
where $`V_nR^n`$ was considered to be exponentially large, such that $`M_HM_W`$. Similarly, one can place the QCD axion in the “bulk” of $`\delta `$ extra dimensions Ark98 ; Die00 ; Cha99 , by considering a relation of the type Eq. (5),

$$f_{\mathrm{PQ}}^2=\overline{f}_{\mathrm{PQ}}^2M_S^\delta V_\delta ,$$
(6)
now connecting the four-dimensional PQ-breaking scale $`f_{\mathrm{PQ}}`$ with a higher-dimensional PQ-breaking scale $`\overline{f}_{\mathrm{PQ}}`$, and $`M_S`$ is the string scale, $`M_SM_H`$. The most restrictive limits on the compactification scale $`M_H`$ for $`n`$=2 and 3 extra dimensions come from astrophysics (for the most stringent constraints, see the recent work Han01 ).

Since the astrophysical limits on $`f_{\mathrm{PQ}}`$ Raf96 ; Eng90 ; Raf99  are many orders of magnitude larger than $`M_HM_W`$, one should account for such a large mass scale by introducing the axion field in higher dimensions, with $`\overline{f}_{\mathrm{PQ}}`$ that could even be much smaller than $``$ $`M_W`$ Dil00 . On the other hand, as $`f_{\mathrm{PQ}}<<M_{\mathrm{Pl}}`$, it is natural to assume that $`\delta n`$ Die00 ; Dil00 . The full generalization of the PQ mechanism to higher dimensions can be found in Ref. Die00 .

Another feature of the higher-dimensional axion field important to us is its Kaluza-Klein decomposition. These four-dimensional modes with an almost equidistant mass-splitting of order $`1/R`$ will be emitted from excited nuclei of 57Fe and 7Li up to their kinematic limits. Only the zero mode transforms under the PQ transformation as the true axion, and therefore is only required to have a derivative coupling to fermions, thereby playing a role of the ordinary QCD axion. It is, however, to the higher-dimensional structure of the axion field that each KK mode has identical derivative couplings to fermions, with strength set by $`f_{\mathrm{PQ}}`$ (the coupling strength of the full linear superposition of the KK states is set by $`\overline{f}_{\mathrm{PQ}}`$).

Now, we calculate the rate from Eq. (1) as a function of the KK axion mass, with $`k_a\sqrt{E_0^2m_\stackrel{}{\delta }^2}`$. The masses of the KK modes are given by

$$m_\stackrel{}{\delta }=\frac{1}{R}\sqrt{n_1^2+n_2^2+\mathrm{}+n_\delta ^2}\frac{|\stackrel{}{\delta }|}{R},$$
(7)
where we assume that all $`n`$ extra dimensions are of the same size $`R`$. As a next step we need to calculate a sum due to contributions of the massive KK modes. Because of the smallness of the mass splitting for the size $`R`$ large enough $`(1/R)`$, it is justifiable to use integration instead of summation Gui99 . The rate of excitation per particular nucleus from Eq. (1) therefore reads

$$P=\frac{2\pi ^{\delta /2}}{\mathrm{\Gamma }(\delta /2)}R^\delta _0^{E_0}𝑑mm^{\delta 1}P(m).$$
(8)
For $`n=2,3,4`$ extra dimensions $`(\delta n)`$, our limits on $`f_{\mathrm{PQ}}`$ for both experiments are summarized in Tables 1 and 2.

Discussion.—One notices from Tables 1 and 2 that our lower limits on $`f_{\mathrm{PQ}}`$ are always much more stringent than that obtained in conventional theories. Obviously, this is due to the fact that for $`E_0>R^1`$ the multiplicity of states which can be produced is large. Going to higher $`n`$ the mass splitting of the spectrum becomes larger, thereby decreasing the multiplicity, and the bound on $`f_{\mathrm{PQ}}`$ is less stringent. Such a behavior is clearly displayed in Tables 1 and 2.

Another feature visible in our Tables 1 and 2 represents a practical demonstration of the effect found in Ref. Die00  that the mass of the axion can become independent of the energy scale associated with the breaking of the PQ symmetry. Such an effect can be used to decouple the mass of the axion from its couplings to ordinary matter, thereby providing a sought-for method of rendering the axion invisible in higher-dimensional scenarios. The effect of KK modes on the axion mass matrix is such that the zero-mode axion mass is strictly bounded by the radius of the extra dimensions, $`m_a(1/2)R^1`$. Thus, in higher dimensions the mass of the axion is approximatively given as Die00

$$m_a\mathrm{min}(\frac{1}{2}R^1,m_{\mathrm{PQ}}).$$
(9)
We see that for most combinations of $`n,\delta `$, and $`R`$, the upper limit on $`m_{\mathrm{PQ}}`$ is considerably higher than $`(1/2)R^1`$, and therefore cannot be considered as a genuine limit on the mass of the axion.

Summary.—We have interpreted data from two recent experiments aimed to search for solar, near-monochromatic axions, assuming KK axions coming from the Sun. Within the context of conventional hadronic models with $`E/N=2`$, both experiments set a stringent upper limit on the axion mass. We have shown that data, when interpreted in the higher-dimensional framework, cannot be used, in most cases, to set any relevant limit on the axion mass. On the other hand, our lower limits on the four-dimensional PQ-breaking scale turned out to always be a few orders of magnitude more stringent than the ordinary QCD limit. Finally, we stress that the most restrictive bounds we have derived from the 57Fe experiment ($`f_{\mathrm{PQ}}1\times 10^6\mathrm{GeV}`$ in theories with two extra dimensions and $`M_H100\mathrm{TeV}`$ as well as in theories with three extra dimensions and $`M_H1\mathrm{TeV}`$) and from the 7Li experiment ($`f_{\mathrm{PQ}}1.4\times 10^5\mathrm{GeV}`$ and $`3.4\times 10^5\mathrm{GeV}`$, respectively) fall into the parameter space of hot dark matter interest.


text:
# 1 Introduction

## 1 Introduction

Numerical simulations of quantum field dynamics in real time are currently carried out by first making approximations. For systems out of equilibrium the classical approximation can be quite useful, for example in studying reheating after inflation -. In addition there are Hartree (gaussian), Dyson-Schwinger and 2PI-functional approximations, possibly supported by large $`N`$ considerations. These have the advantage of being formulated in the quantum theory where potential divergencies are taken care of by renormalization.

Even if the system is homogeneous it may be important to allow for inhomogeneous realizations in order to capture non-perturbative effects. Recently we have formulated a Hartree ensemble approximation , in which an overall homogeneous density matrix is represented as an ensemble of typically inhomogeneous initial configurations, which are then evolved in time using the Hartree approximation. With this method we found that the poor thermalization properties of the homogeneous Hartree approximation are much improved.

Here we shall describe an application of this method to the problem of spinodal or tachyonic instability. This process has been put forward as an efficient mechanism for preheating. In ref.  it was studied numerically, using the classical approximation with initial values based on quantum fluctuations. However, these initial conditions (of the type also used in the other studies in -) lead to problems: the final temperature is of order of the cutoff. Below we propose improved initial conditions for the classical approximation which do not have this problem and we compare with results obtained using the previously employed initial conditions, in classical and Hartree dynamics.

We also draw the attention to a fruitful definition of particle numbers and energies for systems out of equilibrium, which was introduced in , and for the fermionic case in .

## 2 Hartree ensemble approximation

Our tests are carried out in in 1+1 dimensional $`\phi ^4`$ theory. The quantum hamiltonian is given by

$$\widehat{H}=𝑑x\left(\frac{1}{2}\widehat{\pi }^2+\frac{1}{2}(\widehat{\phi })^2+\frac{1}{2}\mu ^2\widehat{\phi }^2+\frac{1}{4}\lambda \widehat{\phi }^4\right),$$
(1)
from which follow the Heisenberg operator equations

$$\dot{\widehat{\phi }}=\widehat{\pi },\dot{\widehat{\pi }}=(^2\mu ^2)\widehat{\phi }\lambda \widehat{\phi }^3.$$
(2)
We discretize the field on a space-time lattice, with lattice spacings $`a`$ and $`a_t`$, such that $`\phi (\phi _{x+a}\phi _x)/a`$, $`\dot{\phi }[\phi _x(t+a_t)\phi _x(t)]/a_t`$. The number of spatial lattice sites is $`N`$, the volume $`L=Na`$ and we use periodic boundary conditions. The Hartree approximation implies that the fields can be expanded in terms of mode functions

$$\widehat{\phi }_x=\phi _x+\underset{\alpha }{}\left(f_x^\alpha \widehat{b}_\alpha +f_x^\alpha \widehat{b}_\alpha ^{}\right),\widehat{\pi }_x=\pi _x+\underset{\alpha }{}\left(\dot{f}_x^\alpha \widehat{b}_\alpha +\dot{f}_x^\alpha \widehat{b}_\alpha ^{}\right),$$
(3)
in which $`\phi _x`$ and $`\pi _x=\dot{\phi }_x`$ are the mean fields. The creation and annihilation operators $`\widehat{b}_\alpha ^{}`$, $`\widehat{b}_\alpha `$ are time-independent, with $`[\widehat{b}_\alpha ,\widehat{b}_\beta ^{}]=\delta _{\alpha \beta }`$, while the mode functions $`f_x^\alpha `$ are time-dependent. Furthermore, the density operator (which is time-independent in the Heisenberg picture) is gaussian, such that it is completely specified by giving the initial values of the one and two-point functions, $`\widehat{\phi }_x=\phi _x`$, $`\widehat{\pi }_x=\pi _x`$, and $`\widehat{\phi }_x\widehat{\phi }_y`$, $`\widehat{\phi }_x\widehat{\pi }_y+\widehat{\pi }_y\widehat{\phi }_x`$, $`\widehat{\pi }_x\widehat{\pi }_y`$. With a suitable choice of initial mode functions these can be rephrased as $`\widehat{b}_\alpha ^{}\widehat{b}_\beta =n_\alpha ^0\delta _{\alpha \beta }`$, with $`\widehat{b}_\alpha =\widehat{b}_\alpha ^{}=\widehat{b}_\alpha \widehat{b}_\beta =\widehat{b}_\alpha ^{}\widehat{b}_\beta ^{}=0`$. In case the gaussian state is pure, the $`n_\alpha ^0=0`$, and the Hartree equations for the mean field and mode functions take the form of a set of coupled non-linear partial differential equations,

$`\ddot{\phi }_x`$ $`=`$ $`^2\phi _x\left(\mu ^2+\lambda \phi _x^2+3\lambda {\displaystyle \underset{\alpha }{}}f_x^\alpha f_x^\alpha \right)\phi _x,`$
$`\ddot{f}_x^\beta `$ $`=`$ $`^2f_x^\beta \left(\mu ^2+3\lambda \phi _x^2+3\lambda {\displaystyle \underset{\alpha }{}}f_x^\alpha f_x^\alpha \right)f_x^\beta .`$ (4)
In 1+1 dimensions the mode sum is only logarithmically divergent as the lattice spacing $`a0`$, which is taken care of by mass renormalization. In the following we assume the divergence to be subtracted from the mode sum, such that $`\mu ^2`$ is a renormalized mass parameter, with particle mass $`m^2=\mu ^2`$ (symmetric phase) and $`m^2=2\mu ^2`$ (broken phase).

In the Hartree ensemble approximation the density operator $`\widehat{\rho }`$ is written as a superposition in terms of gaussian coherent pure states $`|i`$,

$$\widehat{\rho }=\underset{i}{}p_i|ii|,$$
(5)
and the Hartree approximation is applied to each state $`|i`$ individually. Note that $`\widehat{\rho }`$ does not have to be gaussian or pure-state. Given $`\widehat{\rho }`$ and a choice of the set of coherent states $`|i`$, the probabilities $`p_i`$ are uniquely defined in simple cases, e.g. a free thermal ensemble . However, we shall use (5) to formulate approximations to the true $`\widehat{\rho }`$, such that the initial values of the one and two-point functions are reproduced. We see this as a sort of coarse graining: not all details of the true $`\widehat{\rho }`$ are kept, only those referring to the important low momentum modes of the one and two point functions $`\widehat{\phi }_x`$, …, $`\widehat{\pi }_x\widehat{\pi }_y`$.

Even if $`\phi _x=\widehat{\phi }_x=_ip_ii|\widehat{\phi }_x|i`$ is homogeneous (independent of $`x`$), the individual $`\phi _x^{(i)}=i|\widehat{\phi }_x|i`$ are typically inhomogeneous. This is important for thermalization, because the modes interact non-linearly with the inhomogeneous $`\phi _x^{(i)}`$: the particles can scatter.

## 3 Particle number

One needs a definition of particle number $`n_k`$ and frequency $`\omega _k`$ which is reasonably intuitive and robust, such that it can be applied to systems out of equilibrium. Some coarse graining will have to be involved and the following definition takes this to the extreme of using an average over the whole volume: we define $`n_k`$ and $`\omega _k`$ at each time by the equations

$$\widehat{\phi }_k\widehat{\phi }_k^{}_{\mathrm{conn}}=\left(n_k+\frac{1}{2}\right)\frac{1}{\omega _k},\widehat{\pi }_k\widehat{\pi }_k^{}_{\mathrm{conn}}=\left(n_k+\frac{1}{2}\right)\omega _k,$$
(6)
where $`\widehat{\phi }_k=_xe^{ikx}\widehat{\phi }_x/\sqrt{L}`$ and $`\widehat{\phi }_k\widehat{\phi }_k^{}_{\mathrm{conn}}=\widehat{\phi }_k\widehat{\phi }_k^{}\widehat{\phi }_k\widehat{\phi }_k^{}`$, etc. For a free system these formulas produce the standard distribution functions and frequencies, while for systems out of equilibrium the above definitions have been used successfully in . A corresponding definition for fermions was introduced in , which also mentions the relation to Wigner functions. Here we note in particular that the above equations can be easily solved, with positive $`\omega _k`$, and we always have found $`n_k`$ to be positive.

The above formulas can also be applied to classical fields, with

$$\overline{\phi _k\phi _k^{}}^{\mathrm{conn}}=n_k\frac{1}{\omega _k},\overline{\pi _k\pi _k^{}}^{\mathrm{conn}}=n_k\omega _k,$$
(7)
where $`\overline{\mathrm{}}`$ denotes a classical average (typically over initial configurations).

## 4 Initial conditions

Consider a quench, a sudden change of the sign of the renormalized mass parameter $`\mu ^2`$ from positive to negative values at time $`t=0`$. This is supposed to mimic the effect of a rapid phase transition (cf. figure 1). Because the potential at $`t=0^+`$ is unstable, Fourier modes of the field with wave vector $`|k|<|\mu |`$ are unstable and grow exponentially. Occupation numbers grow large and non-linearities become important, which fact has been dealt with numerically using the classical approximation.

The question is how to start the simulation, and, can we do better and stay within the quantum theory? Classically, the ground state at $`t=0^{}`$ implies that the fields and canonical momenta are zero, so nothing would happen subsequently. Quantum fluctuations are invoked to start the process.

At $`t=0^{}`$ the system is in a single well ground state. Neglecting non-linearities the quantum fluctations are characterized by

$$n_k=0,\omega _k=\omega _k^0=\sqrt{|\mu |^2+k^2}.$$
(8)
These expectation values can be reproduced with the classical ensemble distribution

$$p(\phi ,\pi )\underset{k}{}\mathrm{exp}\left[\frac{\pi _k^{}\pi _k+\omega _k^2\phi _k^{}\phi _k}{\omega _k(n_k+1/2)}\right],$$
(9)
with $`n_k=0`$ and $`\omega _k=\omega _k^0`$. The type of initial conditions used in - correspond to generating configurations from this distribution and using these as initial values for the subsequent classical evolution. A problem with this is that the total energy density $`_k\omega _k^0/2L`$ diverges $`a^2`$ for lattice spacing $`a0`$, and after equilibration the classical temperature $`T`$ also diverges $`a^1`$. Renormalization of this divergence is not possible out of equilibrium (in equilibrium one can attempt to do this with temperature dependent countertems ).

The Hartree approximation does not have this problem as it is formulated in the quantum theory. However, with homogeneous initial conditions it has unsufficient scattering to obtain thermalization.

To improve this situation we proceed as follows. We solve the Heisenberg equations analytically for small times, when the modes grow exponentially $`\mathrm{exp}(t\sqrt{|\mu |^2|k|^2})`$. Non-linearities become important roughly when $`|\mu |^2\phi ^2/2=\lambda \phi ^2/4`$, at the spinodal time $`t_{\mathrm{sp}}(1/2|\mu |)\mathrm{ln}(2|\mu |^2/\lambda )`$. At some resampling time $`0<t_{\mathrm{rs}}<t_{\mathrm{sp}}`$ we provide a gaussian distribution (9), for initial values $`\phi _k`$ and $`\pi _k`$ of the unstable modes, based on the analytically calculated two-point functions $`\widehat{\phi }_k^{}\widehat{\phi }_k`$ and $`\widehat{\pi }_k^{}\widehat{\pi }_k`$ (in the analytic solution $`\widehat{\phi }_k=\widehat{\pi }_k=\widehat{\phi }_k^{}\widehat{\pi }_k+\widehat{\pi }_k^{}\widehat{\phi }_k=0`$):

* In the classical approximation, the distribution is chosen of the form (9) with $`n_k+1/2n_k`$ (so dropping the 1/2), such that the analytically calculated particle distribution $`n_k`$ is reproduced by (7). The high momentum modes in (9) are suppressed by $`n_k`$ dropping to zero (like $`k^4`$ as it turns out). We actually keep only the unstable modes in the initialization as for these typically $`n_k1`$. The resulting energy density is finite.
* In the Hartree ensemble approximation we also use the form (9) to generate initial values for the mean fields in each Hartree realization, again with $`n_k+1/2n_k`$. The mode functions are initialized as vacuum plane waves $`\alpha k`$,

$$f_x^k=\frac{e^{ikxi\omega _kt}}{\sqrt{2L\omega _k^{\mathrm{vac}}}}\omega _k^{\mathrm{vac}}=\sqrt{m^2+k^2},m^2=2\mu ^2,$$
(10)
where $`m`$ is the mass of the particles and the gaussian coherent states are specified by $`\widehat{b}_k|i=0`$. (It would perhaps have been logically more consistent to use $`\omega _k`$ in stead of $`\omega _k^{\mathrm{vac}}`$, in which case the quantum two point functions at $`t=t_{\mathrm{rs}}`$ would have been reproduced exactly, with the $`1/2\omega _k`$ in (6) provided by the contribution of the mode functions.) Since the mean fields in each realization are inhomogeneous we expect much improved thermalization.

## 5 Numerical tests

We used relatively weak coupling, $`v^2=m^2/2\lambda =6`$, a lattice spacing $`am=0.2`$ and volume $`Lm=102.4`$. Figure 2 shows the particle distribution for several times, obtained by classical evolution using the ‘old’ initial conditions at $`t=0^+`$, i.e. (9) with $`n_k+1/21/2`$ (so keeping the 1/2) and $`\omega _k=\omega _k^0`$. Plotted is $`\mathrm{ln}(1+1/n_k)`$ versus $`\omega _k`$, which would give a straight line with slope $`1/T`$ for a Bose-Einstein distribution $`n_k^1=\mathrm{exp}(\omega _k/T)1`$.

One clearly sees at time $`tm=10`$ that the high momentum modes, which have not been affected yet by the evolution, are populated according to the vacuum fluctuations: their effective classical particle number (from (6) and (7)) is 1/2 and $`\mathrm{ln}(1+1/0.5)1.1`$. At later times the distribution approaches the classical $`T/\omega _k`$.

Next we show results using the proposed ‘new’ initial conditions for the classical evolution. With the parameters used here there are then 23 unstable modes (12 with $`k0`$). The spinodal time $`t_{\mathrm{sp}}m1.8`$ and the resampling time was chosen to be $`t_{\mathrm{rs}}m1`$. Figure 3 shows the results for this case.

We see that initially $`n_k`$ drops very fast as a function of $`k`$ (cf. $`tm=10`$). At intermediate times the distribution resembles a Bose-Einstein form. The approach to the classical distribution is much slower than in the previous case, the flow of energy to the higher momentum modes is evidently slow.

Results using the Hartree ensemble approximation are shown in figure 4-left. In this case we see a slow approach to a Bose-Einstein distribution, within the same time span as in the previous cases. However, we expect  the distribution to approach a classical form on a much larger time scale, typically by a factor of 100 .

Finally, figure 4-right shows how the temperature (as determined by the slope in figs. 2-4 at low momenta) evolves in time for the three cases. In the first case we see the temperature gradually rising, eventually $`T`$ will get of order $`1/a`$. In the second case $`T`$ drops slowly as the energy is being equipartitioned from the low momentum modes to all modes. For the Hartree ensemble case the temperature remains reasonably constant after the initial transient. We checked that the same temperature is obtained using a smaller resampling time.

## 6 Conclusion

The divergences in the energy density and the classical temperature are cured by our proposal for obtaining initial conditions for classical simulations. It makes a big difference at later times. The Hartree ensemble approximation appears to be a significant improvement over the classical treatments. However, this method is numerically expensive and further tests are needed in 3+1 dimensions.

ACKNOWLEDGEMENTS

J.S. would like to thank the organisers for an exciting conference. This work is supported in part by FOM.