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# Bosonisation as the Hubbard Stratonovich Transformation

## I Introduction

The problem of strongly correlated electrons in one dimension attracted the attention of condensed matter physicists since early 50’s. After the seminal paper of Tomonaga  who suggested the first soluble model in 1950, there were essential achievements reflected in papers by Luttinger  (1963) and Mattis and Lieb  (1963). Considerable contribution to understanding of the generic properties of the 1D electron liquid has been done by Dzyaloshinskii and Larkin  (1973) and Efetov and Larkin  (1976). Despite the fact that the main features of the 1D electron liquid were captured and described by the end of 70’s, the investigators felt dissatisfied with the rigour of the theoretical description. The most famous example is the paper by Haldane  (1981) where the author developed the fundamentals of the modern bosonisation technique, known as the operator approach. This paper became famous because the author has rigourously shown how to construct the Fermi creation/anihilation operators out of Bose ones. The most recent example of dissatisfaction is the review due to von Delft and Schoeller  (1998) who revised the approach to the bosonisation and came up with what they called constructive bosonisation.

There exists another way to bosonise the problem. It was suggested 25 years ago by  and found its further elaboration in the paper by Lee and Chen  in 1988. This approach (sometimes called ”functional bosonisation”) can be found in variety of papers (see, for example,  and ). The main objective of this lecture is to assemble these pieces in a clear picture. The aim is purely methodological which is the reason why the number of complications (like backscattering, presence of lattice and spin degrees of freedom) are kept at the lowest possible level. Any generalisations can be easily incorporated into the scheme. The final formulation of the bosonised problem will look distinct from what can be found elsewhere. We believe that the approach present in this lecture is the ”shortest shortcut” from the original fermionic problem of interacting electrons to the problem of non-interacting bosons.

## II Functional Integral Formulation

We start from a general Hamiltonian describing interacting electrons in one dimension:

$$\widehat{}=\frac{1}{2m}dx_x\widehat{\mathrm{\Psi }}^{}(x)_x\widehat{\mathrm{\Psi }}(x)+\frac{1}{2}dxdx^{}\widehat{\mathrm{\Psi }}^{}(x)\widehat{\mathrm{\Psi }}^{}(x^{})V_0(xx^{})\widehat{\mathrm{\Psi }}(x^{})\widehat{\mathrm{\Psi }}(x).$$
(1)
Here $`V_0(xx^{})`$ is the bare inter-electron interaction which is usually taken to be the Coulomb interaction screened by the carriers of the media surrounding the one-dimensional system.

The thermal Green function is the time-ordered product of the Fermion anihilation and creation operators

$$𝒢(x,\tau ;x^{},\tau ^{})=T_\tau \widehat{\mathrm{\Psi }}(x,\tau )\widehat{\overline{\mathrm{\Psi }}}(x^{},\tau ^{})$$
(2)
defined in the imaginary time Heisenberg representation

$$\widehat{\mathrm{\Psi }}(x,\tau )=e^{\widehat{}^{}\tau }\widehat{\mathrm{\Psi }}(x)e^{\widehat{}^{}\tau },\widehat{\overline{\mathrm{\Psi }}}(x,\tau )=e^{\widehat{}^{}\tau }\widehat{\mathrm{\Psi }}^{}(x)e^{\widehat{}^{}\tau },$$
(3)
where $`\widehat{}^{}=\widehat{}\mu \widehat{N}`$. Here $`\mu `$ is the chemical potential and $`\widehat{N}`$ is the particle number operator. This Green function can be written in the form of the coherent state functional integral over the Grassmann fields that reflects the fermionic nature of electrons:

$$𝒢(x,\tau ;x^{},\tau ^{})=\frac{𝒟\psi 𝒟\psi ^{}\psi (x,\tau )\psi ^{}(x^{},\tau ^{})\mathrm{exp}\left\{𝒮[\psi ,\psi ^{}]\right\}}{𝒟\psi 𝒟\mathrm{exp}\left\{𝒮[\psi ,\psi ^{}]\right\}},$$
(4)
where the action $`𝒮[\psi ,\psi ^{}]`$ is defined by

$$𝒮[\psi ,\psi ^{}]=dxd\tau \psi ^{}(x,\tau )\left[_\tau +\widehat{\xi }\right]\psi (x,\tau )+\frac{1}{2}dxdx^{}d\tau \psi ^{}(x,\tau )\psi ^{}(x^{},\tau )V_0(xx^{})\psi (x^{},\tau )\psi (x,\tau ).$$
(5)
Here $`\widehat{\xi }=(2m)^1_x^2\mu `$ is the kinetic energy operator counted from the chemical potential $`\mu `$, and $`\psi (x,\tau )`$ is the Grassmann function (or, equivalently, fermionic field) which is an anti-periodic function of the imaginary time $`\tau `$, $`\psi (\tau +\beta )=\psi (\tau )`$, with the inverse temperature $`\beta =T^1`$ being the period.

Being aware that individual electrons are not good as a starting point for description of excitations in one dimension we choose to introduce an auxiliary field conjugated to the electron density. This can be achieved via the Hubbard-Stratonovich transformation which brings the fermionic problem to a Gaussian form at the price of complication caused by appearance of some new field and related to it extra integration. We start from the following representation of the exponential containing the interaction

$$\mathrm{exp}\left[𝒮_{int}\right]=\frac{𝒟\varphi \mathrm{exp}\left[\frac{1}{2}\varphi V_0^1\varphi +i\varphi \psi ^{}\psi \right]}{𝒟\varphi \mathrm{exp}\left[\frac{1}{2}\varphi V_0^1\varphi \right]},$$
(6)
where we used symbolic expressions

$`\varphi V_0^1\varphi `$ $``$ $`{\displaystyle dxdx^{}d\tau \varphi (x,\tau )V_0^1(xx^{})\varphi (x^{},\tau )},`$ (7)
$`\varphi \psi ^{}\psi `$ $``$ $`{\displaystyle dxd\tau \varphi (x,\tau )\psi ^{}(x,\tau )\psi (x,\tau )}`$ (8)
The notation $`V_0^1(xx^{})`$ stands for the inverse function understood as an integral kernel inverse to that corresponding to the bare interaction:

$$dx_1V_0^1(xx_1)V_0(x_1x^{})=\delta (xx^{}).$$
(9)
One can see that the field $`\varphi (x,\tau )`$ should posess the same properties as a product of two Grassmann fields $`\psi ^{}(x,\tau )\psi (x,\tau )`$, i.e. it is a commuting field and periodic under the shift $`\tau \tau +\beta `$. Therefore, this field is of bosonic nature. Now we substitute the Hubbard-Stratonovich transform, Eq.(6), into the original representation Eq.(4) of the thermal fermionic Green function:

$$𝒢(x,\tau ;x^{},\tau ^{})=\frac{𝒟\psi 𝒟\psi ^{}𝒟\varphi \psi (x,\tau )\psi ^{}(x^{},\tau ^{})\mathrm{exp}\left\{𝒮[\psi ,\psi ^{};\varphi ]\right\}}{𝒟\psi 𝒟\psi ^{}𝒟\varphi \mathrm{exp}\left\{𝒮[\psi ,\psi ^{};\varphi ]\right\}}.$$
(10)
Now the action is a functional of not only the fermionic field but also of the auxiliary field $`\varphi `$:

$$𝒮[\psi ,\psi ^{};\varphi ]=\frac{1}{2}dxdx^{}d\tau \varphi (x,\tau )V_0^1(xx^{})\varphi (x^{},\tau )+dxd\tau \psi ^{}(x,\tau )\left[_\tau +\widehat{\xi }i\varphi (x,\tau )\right]\psi (x,\tau )$$
(11)
Now we divide and multiply both numerator and denominator by

$$𝒟\psi 𝒟\psi ^{}\mathrm{exp}\left\{dxd\tau \psi ^{}\left[_\tau +\widehat{\xi }i\varphi \right]\psi \right\}=\mathrm{Det}\left[_\tau +\widehat{\xi }i\varphi \right]=\mathrm{exp}\left\{\mathrm{Tr}\mathrm{ln}\left[_\tau +\widehat{\xi }i\varphi \right]\right\}.$$
(12)
Then one can see that the thermal Green function can be written as some auxiliary Green function $`\stackrel{~}{𝒢}[\varphi ]`$

$$\stackrel{~}{𝒢}(x,\tau ;x^{},\tau ^{};[\varphi ])=\frac{𝒟\psi 𝒟\psi ^{}\psi (x,\tau )\psi ^{}(x^{},\tau ^{})\mathrm{exp}\left\{dxd\tau \psi ^{}\left[_\tau +\widehat{\xi }i\varphi \right]\psi \right\}}{𝒟\psi 𝒟\psi ^{}\mathrm{exp}\left\{dxd\tau \psi ^{}\left[_\tau +\widehat{\xi }i\varphi \right]\psi \right\}}$$
(13)
averaged over the field $`\varphi `$ with the new bosonic action $`𝒮[\varphi ]`$:

$$𝒢(x,\tau ;x^{},\tau ^{})=𝒵^1𝒟\varphi \stackrel{~}{𝒢}(x,\tau ;x^{},\tau ^{};[\varphi ])e^{𝒮[\varphi ]}$$
(14)
where

$$𝒵=𝒟\varphi e^{𝒮[\varphi ]},𝒮[\varphi ]=\frac{1}{2}\varphi V_0^1\varphi \mathrm{Tr}\mathrm{ln}\left[_\tau +\widehat{\xi }i\varphi \right].$$
(15)
The auxiliary Green function is the one of the ”free” electrons in the spatial and temporal dependent field $`\varphi (x,\tau )`$ and it must be found from the equation

$$\left(_\tau +\widehat{\xi }i\varphi (x,\tau )\right)\stackrel{~}{𝒢}(x,\tau ;x^{},\tau ^{};[\varphi ])=\delta (xx^{})\delta (\tau \tau ^{}).$$
(16)
If we were able to solve this equation for arbitrary field $`\varphi (x,\tau )`$ we would then have some expression for $`\stackrel{~}{𝒢}`$ which depends only on the bosonic field $`\varphi (x,\tau )`$. Substituting this solution of Eq.(16) into Eq.(14) we would finally reduce our problem to another one where we must do some integral over the bosonic field governed by the action Eq.(15). And it should be pointed out that this procedure can be implemented for any observables constructed from any number of Fermi operators, not only for a bilinear combination defining the one-particle Green function Eq.(4). The only extra effort we would need is to use the Wick theorem in Eq.(13) which is valid because the action is quadratic in $`\psi `$-fields after the Hubbard-Stratonovich transformation is implemented.

It is evident enough, that this scheme is absolutely general and therefore absolutely useless. We should refer to some specifics of one-dimensional problems to develop it to the stage where it becomes a working tool. And that is what we will do next.

## III One Dimension

The main feature of one dimensional problems with Fermions is that their Fermi surface consists of just two points $`p_F`$ and $`+p_F`$. Accordingly, electrons close to this Fermi surface can be divided into two groups, left- (with the momenta in the vicinity of $`p_F`$) and right-movers (with the momenta in the vicinity of $`p_F`$). That means that the Fermi fields over which we integrate in Eq.(4) might be represented in the form

$$\psi (x,\tau )=\psi _+(x,\tau )e^{ip_Fx}+\psi _{}(x,\tau )e^{ip_Fx},$$
(17)
We are interested in large scale behaviour of our system which makes this distinction well defined because only small vicinity of the Fermi points should be taken into account. In other words, the Fermi fields $`\psi _\pm (x,\tau )`$ may be considered as smooth functions on the scale $`p_F^1`$. It allows as when writing action in Eq.(4) to act by the kinetic energy operator $`\widehat{\xi }`$ on the fast oscillating exponential mainly, neglecting second order derivatives of $`\psi _\pm (x,\tau )`$. Also, the integral over the whole space suppresses contribution from the ”uncompensated” oscillatory functions proportional to $`e^{\pm i2p_Fx}`$. Therefore, we may introduce two-vector

$$\mathrm{\Psi }^T(x,\tau )=(\psi _+(x,\tau ),\psi _{}(x,\tau ))$$
(18)
and in these notations the action Eq.(15) becomes

$$𝒮[\varphi ]=\frac{1}{2}\varphi V_0^1\varphi +\mathrm{Tr}\mathrm{ln}\left(\begin{array}{cc}_\tau iv_F_xi\varphi & 0\\ 0& _\tau +iv_F_xi\varphi \end{array}\right),$$
(19)
Writing down this action we neglected the backscattering of electrons due to Coulomb interaction. Generally speaking in the Coulomb field $`\varphi (x,\tau )`$ there are two essential components related to two different scattering events. One of them contains the Fourier harmonics with $`|q|p_F`$ and, therefore, is a smooth function of $`x`$, another one consists of the Fourier harmonics with $`|q|2p_F`$. The former is responsible for the forward scattering, i.e. when two colliding electrons keep their direction of motion which they had before collision. The latter causes backscattering when two colliding electrons make the U-turn after the collision. If we assume that for the Fourier transforms of the bare interaction we have the inequality $`V_0(q2p_F)V_0(q2p_F)`$, we may neglect the backscattering which means that the Coulomb field $`\varphi (x,\tau )`$ in the action Eq.(19) is a smooth function on the scale of the electron wavelength $`p_F^1`$.

The Green function now becomes a $`2\times 2`$ matrix and neglecting backscattering we find that it is a diagonal matrix with the diagonal elements $`\stackrel{~}{𝒢}_+`$ and $`\stackrel{~}{𝒢}_{}`$ defined by the equations:

$$\left(_\tau iv_F_xi\varphi (x,\tau )\right)\stackrel{~}{𝒢}_\pm (x,\tau ;x^{},\tau ^{};[\varphi ])=\delta (xx^{})\delta (\tau \tau ^{}).$$
(20)
The formal solution of these equations can be easily written

$`\stackrel{~}{𝒢}_+(x,\tau ;x^{},\tau ^{};[\varphi ])=g_+(xx^{},\tau \tau ^{})e^{i\theta (x,\tau )i\theta (x^{},\tau ^{})};`$ (21)
$`\stackrel{~}{𝒢}_{}(x,\tau ;x^{},\tau ^{};[\varphi ])=g_{}(xx^{},\tau \tau ^{})e^{i\theta ^{}(x,\tau )i\theta ^{}(x^{},\tau ^{})},`$ (22)
where $`\theta (x,\tau )`$ should be determined from another equation

$$\left(_\tau iv_F_x\right)\theta (x,\tau )=\varphi (x,\tau )$$
(23)
and $`g_\pm =\left(_\tau \pm iv_F_x\right)^1`$ are the Green functions of the chiral particles:

$$g_\pm (x,\tau )=\frac{T}{2v_F}\mathrm{sin}^1\pi T\left(\tau i\frac{x}{v_F}\right).$$
(24)
Now, when we have conveniently expressed the auxiliary Green function as an exponential of the linear functional of the $`\varphi `$-field, one should take a closer look at the action itself. The term written as $`\mathrm{Tr}\mathrm{ln}`$ in Eq.(19) is a sum of two terms which are the contributions of the right- and left-movers. Let us analyze the right-movers contribution first. We may expand $`\mathrm{Tr}\mathrm{ln}`$ in powers of $`\varphi `$:

$$\mathrm{Tr}\mathrm{ln}\left(_\tau iv_F_xi\varphi (x,\tau )\right)=\mathrm{Tr}\mathrm{ln}\left(_\tau iv_F_x\right)\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n}\mathrm{Tr}\left(g_+i\varphi \right)^n.$$
(25)
The term containing the $`n`$-th power of $`\varphi `$ is the vertex containing the loop of $`n`$-th order $`\mathrm{\Gamma }_n^+`$ and $`n`$ external lines corresponding to $`\varphi `$’s:

$$\mathrm{Tr}\left(g_+\varphi \right)^n=\underset{k=1}{\overset{n}{}}\mathrm{d}x_k\mathrm{d}\tau _k\mathrm{\Gamma }_n^+(x_1,\tau _1;\mathrm{};x_n,\tau _n)\underset{i=1}{\overset{n}{}}\varphi (x_i,\tau _i).$$
(26)
The loop is built from chiral Green functions $`g_+`$ in the following way:

$$\mathrm{\Gamma }_n^+(x_1,\tau _1;\mathrm{};x_n,\tau _n)=\underset{i=1}{\overset{n}{}}g_+(x_ix_{i+1},\tau _i\tau _{i+1})$$
(27)
and $`(x_{n+1},\tau _{n+1})=(x_1,\tau _1)`$. It is convenient to calculate this loop in the frequency/momentum representation. We use notations $`ϵ`$ and $`\mathrm{\Omega }`$ for the fermionic and bosonic Matsubara frequencies correspondingly. Due to translational invariance of the system the loop $`\mathrm{\Gamma }_n^+`$ will depend on $`n1`$ momenta and frequencies

$$\mathrm{\Gamma }_n^+(q_1,\mathrm{\Omega }_1;\mathrm{};q_n,\mathrm{\Omega }_n)=T\underset{ϵ}{}\frac{\mathrm{d}p}{2\pi }g_+(p,ϵ)g_+(p+q_1,ϵ+\mathrm{\Omega }_1)\mathrm{}g_+(p+q_1+\mathrm{}+q_{n1},ϵ+\mathrm{\Omega }_1+\mathrm{}+\mathrm{\Omega }_{n1}).$$
(28)
Using explicit expression of the Green function of right-moving free electrons

$$g_+(p,ϵ)=\left(iϵ+v_Fq\right)^1$$
(29)
and introducing temporarily the notations

$$z=iϵ+v_Fq,z_i=i\mathrm{\Omega }_i+v_Fq_i$$
(30)
we can write the expression for the $`n`$-th loop in the following form

$$\mathrm{\Gamma }_n^+=dz\frac{1}{z(z+z_1)(z+z_1+z_2)\mathrm{}(z+z_1+z_2+\mathrm{}+z_{n1})},$$
(31)
where we have used a symbolic notation for $`dz=T_ϵ\frac{\mathrm{d}p}{2\pi }`$. There are very widely used in QED the Feynman identities which help calculating higher order diagrams. One of them,

$$\frac{1}{a_1\mathrm{}a_2}=\underset{0x_{n1}\mathrm{}x_11}{}\frac{(n1)!\mathrm{d}x_1\mathrm{}\mathrm{d}x_{n1}}{\left[a_1x_{n1}+a_2(x_{n2}x_{n1})+\mathrm{}+a_n(1x_1)\right]^n}$$
(32)
after some modification, may be brought to the form which is of help in our case, namely

$$\mathrm{\Gamma }_n^+(z_1,\mathrm{},z_{n1})=(n1)!dz\underset{Y_{n1}}{}\mathrm{d}^{n1}y\left[z+\underset{i=1}{\overset{n1}{}}y_iz_i\right]^n.$$
(33)
where the inner integral runs over the area $`Y_{n1}=(0y_{n1}\mathrm{}y_11)`$. All loops $`\mathrm{\Gamma }_n^+`$ appear only in integrals with the products of $`\varphi `$’s (see Eq.(26)) which are explicitely symmetric with respect to the permutation of all arguments $`(x_i,\tau _i)`$ (or, equivalently, with respect to the permutations of $`(q_i,\mathrm{\Omega }_i)`$ in frequency/momentum representation). Therefore, only symmetrized form $`\mathrm{\Gamma }_n^{+(\mathrm{sym})}`$ contributes to the integral in Eq.(26). Symmetrization of of the expression (33) leads to discarding the factorial and relaxing the ordering of $`y`$’s:

$$\mathrm{\Gamma }_n^{+(\mathrm{sym})}(z_1,\mathrm{},z_{n1})=dz\underset{0}{\overset{1}{}}\mathrm{d}^{n1}y\left[z+\underset{i=1}{\overset{n1}{}}y_iz_i\right]^n.$$
(34)
For $`n>2`$ these integrals vanish. To see that we may take one integral over some $`y_i`$, say $`y_{n1}`$:

$$\mathrm{\Gamma }_n^{+(\mathrm{sym})}dz\underset{0}{\overset{1}{}}\mathrm{d}^{n2}y\left[\left(z+z_{n1}+\underset{i=1}{\overset{n2}{}}y_iz_i\right)^{n+1}\left(z+\underset{i=1}{\overset{n2}{}}y_iz_i\right)^{n+1}\right].$$
(35)
For $`n>2`$ the integral of each term in the square brackets is finite. It means that we can make a shift of the integration variables in each term independently. Making the shift $`z+z_{n1}z`$ (meaning $`p+q_{n1}p,ϵ+\mathrm{\Omega }_{n1}ϵ`$) in the first term (integral) we find that it becomes identical to the second one and, thus, cancel it. Therefore, all loops containing more than two external lines are zero. That was the observation first made by Dzyaloshinskii and Larkin . Above I gave the simplest proof to that fact. Nowdays this cancellation when it happens in many different one-dimensional problems is called the Loop Cancellation theorem.

Therefore, we are left with only two contributions from the loops with one and two legs. Calculating them one must excercise precaution because the corresponding integrals are ill-defined. These troubles have their roots in the linearization of the spectrum. However, we may predict the correct result even without healing these problems. It is clear that the loop with one leg is proportional to the zero mode of the Coulomb interaction and unperturbed particle density. This term is always cancelled against positive background. The loop with two legs is the standard polarization operator which is know to be (for the right-movers) in $`(q,\mathrm{\Omega })`$-representation

$$\pi _+(q,\mathrm{\Omega })=\frac{1}{2\pi }\frac{q}{i\mathrm{\Omega }+v_Fq}$$
(36)
Finally, back to the action Eq.(19), we collect two contributions coming from both chiral species and notice that the part independent of $`\varphi `$ drops out of the expression Eq.(16). The action then becomes

$$𝒮[\varphi ]=\frac{1}{2}\varphi V_0^1\varphi +\frac{1}{2}\varphi \pi \varphi ,$$
(37)
where we introduced the overall polarization operator which is the sum of two chiral polarization operators $`\pi _+`$ and $`\pi _{}`$ and has the following familiar form in $`(q,\mathrm{\Omega })`$-representation

$$\pi (q,\mathrm{\Omega })=\pi _+(q,\mathrm{\Omega })+\pi _{}(q,\mathrm{\Omega })=\nu \frac{v_F^2q^2}{\mathrm{\Omega }^2+v_F^2q^2},$$
(38)
with $`\nu =(\pi v_F)^1`$ being the one-dimensional density of states.

The Gaussian action describing Coulomb bosons $`\varphi `$ can be cast in a familiar form if we introduce effective time/frequency-dependent interaction

$$𝒮[\varphi ]=\frac{1}{2}\varphi V^1\varphi ,$$
(39)
where

$$V^1=V_0^1+\pi ,V^1(q,\mathrm{\Omega })=V_0^1(q)+\pi (q,\mathrm{\Omega })$$
(40)
One can easily recognize the well-known result for the effective Coulomb potential with the screening calculated in the random phase approximation. It means that the random phase approximation becomes exact as we linearize the spectrum.

## IV Calculation of Observables

After the Hubbard-Stratonovich transformation is done the action Eq.(11) becomes quadratic in the fermionic fields and Wick’s theorem becomes applicable for any product of the $`\psi `$-fields. Consequently, any observable, originally a product of $`\psi `$-operators, decomposes into the product of the auxiliary Green functions $`\stackrel{~}{𝒢}_\pm [\varphi ]`$ which should be averaged over the auxiliary field $`\varphi `$. This field describes non-interacting bosons whose propagator is the screened Coulomb interaction Eq.(39). The auxilary Green functions $`\stackrel{~}{𝒢}_\pm [\varphi ]`$ are products of the free electron Green function $`g_\pm `$ and the exponentials with the exponent being a linear functional of the Coulomb bosons $`\varphi `$ (see Eqs.(21)and (23)). Therefore, the problem of interacting electrons is reduced to the calculation of the simple Gaussian integrals.

In this way we, as an example, may calculate the Green function of the right movers

$$\stackrel{~}{𝒢}_+(x,\tau ;[\varphi ])_\varphi =g_+(x,\tau ),\mathrm{exp}\left[𝒦(x,\tau )\right]$$
(41)
where the exponent is given by

$$𝒦(x,\tau )=\frac{1}{2}\left[\theta (x,\tau )\theta (0,0)\right]^2=T\underset{\mathrm{\Omega }}{}\frac{\mathrm{d}q}{2\pi }\frac{V(q,\mathrm{\Omega })}{(i\mathrm{\Omega }+v_Fq)^2}\left[e^{iqxi\mathrm{\Omega }\tau }1\right].$$
(42)
The propagator of the ”screened Coulomb field” ($`\varphi `$-field) is

$$V(q,\mathrm{\Omega })=V_0(q)\frac{\mathrm{\Omega }^2+v_F^2q^2}{\mathrm{\Omega }^2+v^2q^2},$$
(43)
where the renormalized velocity $`v`$ is defined as

$$v(q)=v_F\sqrt{1+\frac{V_0(q)}{\pi v_F}}.$$
(44)
The simple arithmetics gives us the result which can be found in any review on one-dimensional bosonisation:

$$𝒦(x,\tau )=\frac{\mathrm{d}q}{q}\left\{\left[\frac{e^{v_Fq\tau }}{e^{\beta v_Fq}+1}\frac{e^{vq\tau }}{e^{\beta vq}+1}\right]e^{iqx}+\frac{(vv_F)^2}{2vv_F}\frac{1\mathrm{cos}qxe^{vq\tau }}{e^{\beta vq}+1}\right\}.$$
(45)
It is not our goal to describe the behaviour of different response functions. The results obtained with the use of the formalism present in this lecture are exactly the same as those obtained within operator formalism due to Haldane. The main distinction of the approach given in this lecture is its simplicity.

## V Electrons with Spin

We accept ”$`g`$-ology” as our starting point, neglecting Umklapp and backscattering:

$`S[\psi ]={\displaystyle dxd\tau \psi _{\sigma \alpha }^{}(x,\tau )\left[_\tau ir_\alpha v_F_x\right]\psi _{\sigma \alpha }(x,\tau )}`$ (46)
$`+{\displaystyle \frac{1}{2}}{\displaystyle dxdx^{}d\tau g_{\sigma \sigma ^{}}^{\alpha \alpha ^{}}(xx^{})n_{\sigma \alpha }(x,\tau )n_{\sigma ^{}\alpha ^{}}(x^{},\tau )},`$ (47)
where $`\sigma =,`$ describes spin dependence and $`\alpha =\pm `$ refers to right- ($`+`$) or left-moving ($``$) particles ($`r_\pm =\pm 1`$). The coupling matrix has the structure

$$g_{\sigma \sigma ^{}}^{\alpha \alpha ^{}}=\delta _{\alpha ,\alpha ^{}}\left[\delta _{\sigma ,\sigma ^{}}g_4^{}+\delta _{\sigma ,\sigma ^{}}g_4^{}\right]+\delta _{\alpha ,\alpha ^{}}\left[\delta _{\sigma ,\sigma ^{}}g_2^{}+\delta _{\sigma ,\sigma ^{}}g_2^{}\right].$$
(48)
After Hubbard-Stratonovich transformation we arrive at

$$S[\varphi ]=\frac{1}{2}\varphi _sg_{ss^{}}^1\varphi _s^{}\underset{s}{}\mathrm{Tr}\mathrm{ln}\left[_\tau ir_\alpha v_F_xi\varphi _s\right]$$
(49)
Please note that we combine spin and chirality in one composite index $`s=(\sigma ,\alpha )`$, where possible. Then expanding $`{}_{}{}^{}\mathrm{Tr}\mathrm{ln}^{}`$ as in the previous section we are again left with the RPA result:

$$S[\varphi ]=S_{\mathrm{𝐑𝐏𝐀}}[\varphi ]=\frac{1}{2}\varphi _sV_{ss^{}}^1\varphi _s^{},V_{ss^{}}^1=g_{ss^{}}^1+\delta _{s,s^{}}\pi _\alpha $$
(50)
The matrix Green function is diagonal in the spin indices and is the sum of two chiral functions:

$$𝒢_{\sigma \sigma ^{}}(xx^{},\tau \tau ^{})=\underset{\alpha ,\alpha ^{}}{}\psi _{\sigma \alpha }(x,\tau )\psi _{\sigma ^{}\alpha ^{}}^{}(x^{},\tau ^{})e^{ip_F(r_\alpha xr_\alpha ^{}x^{})}=\delta _{\sigma \sigma ^{}}\underset{\alpha }{}𝒢_{\sigma \alpha }(xx^{},\tau \tau ^{})e^{ip_Fr_\alpha (xx^{})},$$
(51)
where

$$𝒢_{\sigma \alpha }(xx^{},\tau \tau ^{})=g_\alpha (xx^{},\tau \tau ^{})e^{i[\theta _s(x,\tau )\theta _s(x^{},\tau ^{})]}.$$
(52)
The brackets stand for the averaging over $`\theta _s`$ with the action Eq.(50). The field $`\theta _s`$ itself is a linear functional of the ”Coulomb field” $`\varphi _s`$, and must be found as the solution to the following equation

$$\left(_\tau ir_\alpha v_F_x\right)\theta _s(𝐱)=\varphi _s(𝐱).$$
(53)
Taking the Gaussian integral over $`\varphi `$ we obtain

$$e^{i[\theta _s(x,\tau )\theta _s(x^{},\tau ^{})]}=e^{𝒦_s(xx^{},\tau \tau ^{})},$$
(54)
with the exponent related to the diagonal matrix element of the screened ’Coulomb interaction’ $`V_{ss}(q,\mathrm{\Omega })`$ (see Eq.(50)):

$$𝒦_s(x,\tau )=T\underset{\mathrm{\Omega }}{}\frac{\mathrm{d}q}{2\pi }\frac{V_{ss}(q,\mathrm{\Omega })}{(i\mathrm{\Omega }+v_Fq)^2}\left[e^{iqxi\mathrm{\Omega }\tau }1\right]$$
(55)
Due to the fact that the free Hamiltonian (and thus, density-density correlators $`\pi _\pm (𝐪)`$) do not depend on spin, we can make a rotation in the spin sub-space only to diagonalize the coupling matrix $`g_{ss^{}}`$. The rotation can be performed by the matrix which has the form

$$L=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right)$$
(56)
in the representation where the four-vector composed of components $`\varphi _{\sigma \alpha }`$ is taken to be $`\varphi ^\mathrm{T}=(\varphi _+,\varphi _{},\varphi _+,\varphi _{})`$. This rotation, in fact, is equivalent to saying that we are writing the quadratic form in the new fields $`\varphi _{\rho \alpha }`$ and $`\varphi _{\nu \alpha }`$ which are the linear combinations of the old ones:

$$\varphi _{\rho \alpha }=\frac{1}{\sqrt{2}}(\varphi _\alpha +\varphi _\alpha ),\varphi _{\sigma \alpha }=\frac{1}{\sqrt{2}}(\varphi _\alpha \varphi _\alpha ),$$
(57)
corresponding to charge- (index $`\rho `$) and spin- (index $`\sigma `$) fields. After such a rotation the action becomes

$$S[\varphi ]=\frac{1}{2}\underset{\nu ,\alpha ,\alpha ^{}}{}\varphi _{\nu \alpha }V_{\nu ,\alpha \alpha ^{}}^1\varphi _{\nu \alpha ^{}},$$
(58)
where $`\nu =\rho ,\sigma `$. The new interaction matrix is block-diagonal in its spin/charge sectors and each block can be represented as a 2-by-2 matrix in the chiral indices:

$$\widehat{V}_\nu =\frac{1}{(a_{4\nu }+\pi _+)(a_{4\nu }+\pi _{})a_{2\nu }^2}\left(\begin{array}{cc}a_{4\nu }+\pi _{}& a_{2\nu }\\ a_{2\nu }& a_{4\nu }+\pi _+\end{array}\right)$$
(59)
where we introduced spin and charge coupling constants

$`g_{i\rho }={\displaystyle \frac{1}{2}}(g_i^{}+g_i^{}),g_{i\sigma }={\displaystyle \frac{1}{2}}(g_i^{}g_i^{}),a_{i\nu }={\displaystyle \frac{g_{i\nu }}{2(g_{4\nu }^2g_{2\nu }^2)}}.`$ (60)
Substituting explicit expressions for the chiral polarization operators $`\pi _\pm (q,\mathrm{\Omega })`$ one can write it in the following form:

$$\widehat{V}_\nu (q,\mathrm{\Omega })=2\pi \frac{\mathrm{\Omega }^2+v_F^2q^2}{\mathrm{\Omega }^2+v_\nu ^2q^2}\widehat{A}(q,\mathrm{\Omega })$$
(61)
where $`\widehat{A}(q,\mathrm{\Omega })`$ is 2-by-2 matrix

$$\widehat{A}(q,\mathrm{\Omega })=\left(\begin{array}{cc}(vv_\nu )2\gamma _\nu v_\nu \frac{i\mathrm{\Omega }+v_Fq}{i\mathrm{\Omega }+v_Fq}& \frac{v_\nu }{2}(K_\nu K_\nu ^1)\\ \frac{v_\nu }{2}(K_\nu K_\nu ^1)& (vv_\nu )2\gamma _\nu v_\nu \frac{i\mathrm{\Omega }+v_Fq}{i\mathrm{\Omega }+v_Fq}\end{array}\right)$$

written in the notations standard for the literature on the Luttinger Liquid:

$`v_\nu ^\pm =v_F+{\displaystyle \frac{1}{\pi }}(g_{4\nu }\pm g_{2\nu }),K_\nu =\sqrt{{\displaystyle \frac{v_\nu ^{}}{v_\nu ^+}}},`$ (62)
$`v_\nu =\sqrt{v_\nu ^+v_\nu ^{}},\gamma _\nu ={\displaystyle \frac{1}{4}}\left(K_\nu +K_\nu ^12\right)`$ (63)
The diagonal part of the interaction matrix $`V_{ss}`$ needed for the average Green function does not actually depend on spin index $`\sigma `$:

$$V_{ss}=\frac{1}{2}\underset{\nu }{}V_{\nu ,\alpha \alpha }$$
(64)
Therefore, for the average Green function we have the representation:

$$𝒢(x,\tau )=\underset{\alpha }{}g_\alpha (x,\tau )e^{𝒦_\alpha (x,\tau )}e^{ip_Fr_\alpha x},𝒦_+(x,\tau )=𝒦_{}(x,\tau )$$
(65)
where

$$𝒦_+(x,\tau )=\underset{\nu }{}\frac{\mathrm{d}q}{q}\left\{\frac{1}{2}\left[\frac{1e^{v_\nu q\tau +iqx}}{e^{\beta v_\nu q}+1}\frac{1e^{v_Fq\tau +iqx}}{e^{\beta v_Fq}+1}\right]\gamma _\nu \frac{e^{v_\nu q\tau }}{e^{\beta v_\nu q}+1}\mathrm{cos}qx\right\}$$
(66)
Once again, the expression above is well known and can be found in any review on the Luttinger Liquid. The task of this Lecture was to show that starting from the field-theoretical description of one-dimensional interacting electrons ( by this I mean representation of the observables as functional integral over the Grassmann fields ) one can derive the free-bosons action in extremely simple, almost trivial, and elegant way.


format: text

text:
# Correlation studies of open and closed states fluctuations in an ion channel: Analysis of ion current through a large conductance locust potassium channel

## I Introduction

Ion transport through biological channels is a phenomenon which has attracted attention of biophysicists and biologists for many years . The main reason of this profound interest is that ion channels, abundant in most, if not all, eukaryotic cells, are involved in many physiological processes such as secretion, regulation and membrane potential, signal transduction and osmoregulation . A breakthrough in such studies was brought about by the patch clamp technique, which enables to measure single-channel ion currents with millisecond time resolution and therefore probes the dynamics of the channel protein . The tiny, picoamp current through an individual ion channel ”clamped” at constant voltage does not lead to a constant signal but presents a peak-valley landscape pattern of high and low current values. The channel’s opening state can be determined on the basis of the ion current: a low current corresponds to a closed channel state, while high current values indicate an open state. The analysis of ion current recordings has been found to be a tremendous challenge for many theoreticians. Usually the data were analysed in terms of models and tools based on the assumption that the channel kinetics is a Markov process  over a small number of discrete states . There is, however, clear evidence that the behavior of ion current is non-Markovian . For example, the method of testing Markovianity, based on the Smoluchowski-Chapman-Kolmogorov equation  distinctly revealed a non-Markovian action of the large conductance locust potassium channel (BK channel). Dwell-time series of the same system subjected to the (i) autocorrelation, (ii) Hurst and (iii) detrended fluctuation (DFA) analysis showed the existence of long-range memory effects in the BK channel .

Previously, the focus of attention has been on the character of the transitions between open and closed states of the channel without detailed studies of fluctuations occurring within one state. If large conformational changes of the channel protein result in channel closing and opening, observed as low and high values of the current, respectively, then the fluctuations of closed and open states can reflect the protein conformational substates. The existence of a spectrum of protein substates occurring on a wide time scale range is supported by strong experimental evidence, and has been widely discussed . It would therefore be interesting to answer the question whether this channel action is also governed by a deterministic force, seen as a correlation between the substates.

A new way to examine this problem appeared after a thorough study of the effect of trends and noise in the detrended fluctuation analysis (DFA), as presented by Hu et al. . These authors showed an elegant and rather thorough analysis of time series containing signals with different correlation characteristics. As ion current recordings can be also treated as a superposition of two signals, i.e. closed and open states dynamics, we have applied this DFA technique to a time series of ion current through BK channel. The experimental recording has been divided into two signals, containing closed and open state fluctuations, respectively. We consider therefore the closed (open) state as a whole with the opposite state as an ”interruption”. It enabled us to check the existence of long time-lag memory effects occurring in spite of the gaps in channel activity. The resulting time series have been subjected to both a DFA and an autocorrelation function analysis (AFA).

## II Experimental design

Data sets from cell-attached patches of adult locust (Schistocerca gregaria) extensor tibiae fibers  are discussed. The potassium current through a voltage-sensitive large conductance locust potassium channel (BK channel) was measured by the patch clamp technique  with a sampling frequency $`f_{ex}=10`$ kHz and at a 60 mV voltage. Details of the experimental set-up and recordings of the data have been given in . The analyzed ion current data consist of one record of 25 s duration, composed of 250 000 points (see Fig. 1). All points in the time series have been first divided into two groups, to be called closed and open, depending on their values in relation with the threshold current $`I^{}=5.6\pm 0.2`$ pA, separating two modes in the ion current probability density function (PDF). The value of $`I^{}`$ has been determined by (i) approximation of PDF by means of kernel density estimator technique, and (ii) presenting the resulted function in double-logarithmic coordinates . The PDF has been treated as a superposition of two unimodal densities with distinct power laws, whose intersection determined the threshold $`I^{}`$ separating closed and open states. A given ion current point is categorized as belonging to an open state if $`I>I^{}`$, otherwise it belongs to the closed state. As we want to investigate correlation properties of closed and open states separately, the fluctuations of the two states have to be extracted from the ion current time signal. This was achieved using the procedure discussed in , based on cutting out ”bad”, i.e. non-interesting parts of a time series: for extracting the closed state signal, all points belonging to the open states were cut out and the resulting segments ’stitched’ together. The same procedure has been applied for getting open states fluctuations: after cutting out closed states, the open states points were joined together. The resulting time series of closed $`I_c`$ and open $`I_o`$ states fluctuations contained 128 760 and 121 240 points, respectively; the signals are presented in Fig. 1.

## III Results and discussion

### A Detrended fluctuation analysis

The detrended fluctuation analysis is a tool for investigating correlations in a self-similar time series with stationary increments . It provides a simple quantitative parameter - the scaling parameter $`\alpha `$, which is a signature of the correlation properties of the signal. The advantages of DFA over many methods are that it permits the detection of long-range correlations embedded in seemingly $`nonstationary`$ time series, and also that inherent $`trends`$ are avoided at all time scales. The DFA technique, similar to the Hurst analysis, can be applied to a random walk ”mimicking” the cumulative time series. The DFA technique consists of dividing a time series $`x(t)`$ of length $`N`$ into $`N/n`$ nonoverlapping boxes (called also windows), each containing $`n`$ points . The local trend $`z(t)`$ in each box is defined to be the ordinate of a linear least-square fit of the data points in that box. The detrended fluctuation function $`F_k(n)`$ is then calculated following:

$`F_k^2(n)={\displaystyle \frac{1}{n}}{\displaystyle \underset{t=kn+1}{\overset{(k+1)n}{}}}\left(x(t)z(t)\right)^2,k=0,1,2,\mathrm{},\left({\displaystyle \frac{N}{n}}1\right).`$Averaging $`F_k^2(n)`$ over the $`N/n`$ intervals gives the mean-square fluctuations $`f(n)=\sqrt{F^2(n)}`$ as a function of window size $`n`$. The DFA exponent $`\alpha `$ is obtained from the power law scaling of the function $`f(n)`$ with $`n`$, and represents the correlation properties of the signal: $`\alpha =0.5`$ indicates that the changes in the values of a time series are random and, therefore, uncorrelated with each other. If $`\alpha <0.5`$ the signal is anti-persistent (anti-correlated), while $`\alpha >0.5`$ points to the positive persistency (correlation) in the signal.

The results of the DFA analysis of cumulative ion current time series (studied before in ) and its two components: the series of closed and open states fluctuations, are presented in Figs. 3 and 2. The DFA analysis of the ion current signal is revisited here. In  the average $`\alpha `$ for the whole examined time range has been found equal to $`\alpha =0.89\pm 0.07`$. Here we show that the two significant regions of DFA scaling can be distinguished, with the threshold at 70 ms. For windows smaller than 70 ms $`\alpha =0.83\pm 0.01`$ while for $`n>70`$ ms $`\alpha =1.04\pm 0.04`$. The significance (with 5% significance level) of the scaling difference in the two regions ($`0.5<n<70`$ ms and $`70<n<2000`$ ms), has been assessed by a t-test. The paired t-test has been used to show a significant difference between the two series obtained after fitting the DFA data with $`\alpha =0.89\pm 0.07`$, and newly found $`\alpha `$ values, respectively. As the existence of a threshold may depend on the order of DFA applied , we confirmed that our results are the same also for DFA of higher orders .

A power law scaling of the $`f(n)`$ function for the three signals has been found over a wide time scale range (three orders of magnitude); the DFA exponent significantly higher than 0.5, points to their persistent character. Note that the correlation ranges within the closed and open states are very similar. The analysis indicates that the character of channel dynamics within certain time scale range up to ca. 50 ms is the same, regardless of the channel conducting state.

The correlation properties of closed states shows crossover of the function $`f(n)`$ at app. 50 ms. The function $`f(n)`$ scales as following:

$`f_c(n)\{\begin{array}{ccc}n^{0.69\pm 0.02}& \mathrm{for}& n<50\mathrm{m}\mathrm{s}\hfill \\ n^{0.98\pm 0.02}& \mathrm{for}& n>50\mathrm{m}\mathrm{s}\hfill \end{array}`$

As the time series contains two closed states of duration longer than 200 ms, which corresponds to over 2000 experimental points, we calculated the local $`\alpha `$ for those closed states. Similar analysis was not possible for open states as the longest duration of open state is only $`27.2\pm 0.10`$ ms, which does not assure a reliable averaging required in the DFA analysis. For two closed states of duration 300.8 ms and 202.9 ms, in the range $`0.5<n<20`$ ms, $`\alpha =0.71\pm 0.10`$, which is in a very good agreement with the value determined on the basis of the overall closed state signal for $`n<50`$ ms.

The mean-square fluctuation function $`f(n)`$ for open states reads:

$`f_o(n)\{\begin{array}{ccc}n^{0.65\pm 0.01}& \mathrm{for}& n<80\mathrm{m}\mathrm{s}\hfill \\ n^{0.71\pm 0.01}& \mathrm{for}& 240<n<1500\mathrm{m}\mathrm{s}\hfill \end{array}`$

For the range of window size between 80 and 240 ms it was not possible to determine reliably the scaling exponent for open state fluctuations.

Note, that the crossover of DFA of closed states fluctuations (50 ms) is similar to the crossover found in the correlation between successive ionic current values (Fig. 3). For both signals the threshold determines the onset of strongly persistent long-range correlations with $`\alpha `$ close to 1. Interestingly, a similar scaling behaviour was found in both, the time series of closed states’ durations as well as series consisting of all dwell-times, closed and open, studied in our previous paper . The correlations between successive durations of closed states are characterised for $`n>70`$ ms also by a high $`\alpha `$ exponent equal to $`0.86\pm 0.07`$. Similar scaling was found for the series of dwell-times durations with the threshold at $`n=100`$. The memory within and between the closed states as well as between neighbouring conducting states, might therefore originate from a similar force(s), one of which is certainly the applied voltage. The influence of the external field is especially visible at large time scale ($`n>70`$ ms): $`\alpha `$ close to 1 for ion current signal, closed states, and dwell-times series, indicates a strongly persistent ion movement through the pore.

We would like to point out that our results, showing persistent self-similar changes of ion current within closed and open states of the channel, support fractal models of the ion channel action, developed by Liebovitch et al. . The power law (or scaling) nature of the ion channel $`f(n)`$ function implies that the timing of channel switchings is self-similar therefore correlated within a certain time scale. It has further consequences for the state of the channel openings and closings, therefore rearrangements of the channel protein structure itself. If the channel protein operates in a fractal mode then the open-closed rearrangements do not happen all by themselves but rather result from smaller changes, introduced by the motion of small portions of the protein. The little pieces of the protein function, according to such a fractal model, ”in a concerted whole” when the channel switches . Thus, the above results on the persistent character of the closed and open states fluctuations likely reflect the persistent, coherent conformational changes of the channel protein.

### B Autocorrelation function

The autocorrelation function is next used in oder to investigate the correlation (memory) in the time series of closed and open states fluctuations as shown in . The autocorrelation function $`k(s,t)`$ of the signal $`\{X_t\}_{t=1}^T`$ is defined as

$`k(s,t)={\displaystyle \frac{\left(X_s\mu _s\right)\left(X_{s+t}\mu _{s+t}\right)}{\sigma _s\sigma _{s+t}}},`$where $`\sigma _s`$ is a standard deviation and $`\mu _s`$ is the mean value of the sample at the moment $`s`$ . The stationarity of the ion current signal, which implies the stationary character of the examined here closed and open states fluctuations, has been discussed in . The time series has been divided into smaller sections whose similar statistical characteristics as well as lack of any trend have been found. The autocorrelation function of ion current signal was studied before . Three regions of power law scaling have been determined with two crossovers: at 1 ms and 40 ms (Fig. 4). A power law behavior has also been found in the autocorrelation function of closed and open states fluctuations, presented in Fig. 5. For both time series the correlation drops significantly already at $`t=0.2`$ ms (to the value of app. 0.3). At $`t=0.5`$ ms the slow power law decay begins.

Autocorrelation function of closed states fluctuations scales as

$`k_c(t)\{\begin{array}{ccc}t^{1.62\pm 0.40}& \mathrm{for}& t<0.5\mathrm{ms}\hfill \\ t^{0.21\pm 0.05}& \mathrm{for}& t>0.5\mathrm{ms},\hfill \end{array}`$

For open states the function $`k(t)`$ has the following form

$`k_o(t)\{\begin{array}{ccc}t^{1.84\pm 0.14}& \mathrm{for}& t<0.5\mathrm{ms}\hfill \\ t^{0.37\pm 0.05}& \mathrm{for}& t>0.5\mathrm{ms},\hfill \end{array}`$

Note, that the scaling exponent for $`t>0.5`$ ms, therefore describing the middle- and long-range correlation, for closed states fluctuations is very close to the value of the scaling exponent found in the autocorrelation function of ion current signal in the time range  ms. The scaling exponent is in this region equal to $`0.14\pm 0.02`$ (see Fig. 4) . This finding confirms the DFA results showing that the closed state dynamics dominates ion channel behavior and the long range memory of the channel action is mainly due to correlation within and between closed states.

Having found the scaling exponents of DFA and AFA, $`\alpha `$ and $`\gamma `$, respectively, we checked whether they are related with each other by the known formula $`\gamma =2(1\alpha )`$ . We would like to note, that those exponents can be compared with each other only in the time region in which both data analysis methods have some overlap, i.e. in the low time lag scaling region ($`1<n<50`$ ms, from Fig.3) for DFA, and the high time correlation region ($`0.5<t<40`$ ms , from Fig.5) for AFA. Nevertheless, from the definition of the $`\alpha `$ and $`\gamma `$ one should notice that the equation relating them holds true only in the limits either $`n`$ or $`t`$ going to 1 ms. The $`\alpha `$ exponents in the overlapping region are 0.69 and 0.65, for the closed and open states, respectively (Fig. 3). For comparison in Fig. 5, the scaling $`t^{0.65}`$ (this is just for suggesting a slope) is shown to indicate the expected validity of the theoretical relationship. It appears that while $`\gamma `$ equals 1.62 and 1.84 for the closed and open states, respectively, from the best fit (Pearson correlation coefficient $`R^2=0.9`$), taking into account the 5 lowest experimental points, the value -0.65 also seems very reliable in both cases: near the crossover, there is a remarkable agreement for the open state case with such a value, and some reasonable one, for the closed state case.

## IV Concluding Remarks

The main objective of the study was to investigate correlation properties of ion channel fluctuations within two extreme conducting states: closed and open, eliminating cross correlation. Previous studies showed the existence of correlations between successive durations of closed and open states . The procedure of determining the dwell-time series was preceded by reconstructing the ion current time series into a dichotomous signal; therefore the individual state fluctuations were not taken into account. As the patch clamp technique, which enables to determine the time course of current states, gives some information about the conformational states of the channel, we wanted to examine the character of the dynamics of channel conformational substates. The closed and open states fluctuations were extracted from ion current time series using the procedure discussed in . The approach of treating the closed (open) state as one entity enabled us look at the ”intrastate” correlation features, occurring within one, uninterrupted state of the channel, as well as ”interstate” correlation structure, present in the state with activity gaps. The resulting time series were subjected to DFA and AFA methods. Both techniques show that the correlation between sublevels of the closed states is stronger than between substates of the open channel. Long-range correlations in the fluctuations within the closed states are characterized by a DFA exponent close to 1, and by a slow decay of the autocorrelation function (with a power law exponent $`0.21\pm 0.05`$). Both examined time series reveal very similar scaling properties at small and medium time lag scales: in both cases for $`n<50`$ ms $`\alpha `$ is equal to app. 0.7.

The important problem to study is the time region at which the two methods overlap i.e. their exponents are not independent – related by the known linear formula . We have found that for the examined data, the scaling exponents of DFA and AFA fulfill this relation in the time scale around 1 ms. Correlation properties for shorter lags are given by AFA, while the large time scale is covered only by DFA. In the examined system, the two presented methods are therefore complementary to each other.

The above results are consistent with previous analyses showing that the long-range correlations of the BK channel functioning are determined by the closed state correlation properties . In this previous paper we focused on the correlation between successive durations of closed and open states, as well as correlation existing between subsequent dwell-times, therefore, neighouring closed and open (Fig. 7 and 8 in ). Here we looked in detail into the structure of each state. An interesting observation was made by comparing the results of those two approaches. Surprisingly, the DFA analysis showed the existence of a similar threshold at app. 50 ms, regardless whether the sucessive durations of the closed state, or the successive actual values of the current within the state are examined. Moreover, this threshold was also revealed by the DFA scaling of subsequent dwell-times durations. These findings suggest that there is a similar mechanism, regulating intra-state behaviour of the channel as well as duration of the dwell-times. Assuming that the observed memory effect is mainly due to the applied field, it can be concluded that external voltage influences the channel action on an amazingly broad time scale, starting from the short-range memory between the states distant by 0.1 ms, up to tens of ms range.

An interesting problem is to consider how the macroscopic electric field can interact with the many degrees of freedom of the channel protein, resulting in a correlated character of the protein dynamics. This question is related to the main function of the voltage-gated family of channels, i.e. stabilization of the transmembrane voltage, which is certainly influenced by the channel capability to close and to open. This question was examined in the multi-channel system consisting of voltage dependent Shaker channels, expressed in the membrane of a Xenopus oocyte . The system was studied by observing voltage fluctuations for a various number of channels. For a low number of channels (the smallest number reported was 19) the observed fluctuations revealed a wide range of time scales, which pointed to the existence of multiple closed and open states. We focused here on the dynamics of a single voltage-gated channel, (studied on the basis of ion current fluctuations), and showed the self-similarity of both closed and open states independently of each other. Our results point to the necessity of performing a thorough analysis of the dynamics of a single channel, before creating models of the possible connection between microscopic dynamics of the channel protein and macroscopic biological phenomena such as transmembrane potential. Indeed, we show that the most important outcome of this study is to show the existence of dynamical correlation already in a single-channel, with two conducting states.

### A Acknowledgments

We are grateful to Professor P.N.R. Usherwood and Dr I. Mellor from the University of Nottingham for providing us with the experimental data of ion current through a large conductance locust potassium channel. The authors are grateful to Prof. Karina Weron, Dr Szymon Mercik and Hilmar Spohr for discussions and careful reading of the manuscript.

Z. S. greatly acknowledges financial support from the Foundation for Polish Science; she was granted a one-year post-doc fellowship at the Gesellschaft für Schwerionenforschung in Darmstadt, Germany.


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# 1 Introduction

## 1 Introduction

One of the outstanding problems of identifying string theory as the underlying theory which unifies the four known fundamental forces is the huge variety of different vacua. While early attempts of mimicking the standard model concentrated on constructing four-dimensional $`N=1`$ supersymmetric vacua of the weakly coupled heterotic string, the development of orientifold constructions  and the concept of D-branes  as charged objects supporting the gauge groups led to a renewed interest in compactifications of type II theories. Within these classes of models, non-supersymmetric theories might provide a low energy spectrum consistent with the standard model and at the same time explain the hierarchy between the electroweak and the Planck scale. In contrast to the heterotic case, by compactifying on manifolds of large dimensions transverse to the branes, the string scale could be lowered down to the electroweak scale . One possible way of realizing the supersymmetry breaking in the open string sector of type II orientifolds is to consider torus compactifications with a constant magnetic background flux . This tool also provides a mechanism to obtain chiral fermions and gauge symmetry breaking. In a T-dual picture, the background fluxes translate into relative angles of intersecting branes wrapping lower-dimensional cycles in the compact space . It has already been known for some time that massless chiral fermions are located at the intersection points of two D-branes  and the correspondence between magnetic background fluxes and branes wrapping cycles has been established in . The resulting class of orientifold models can be further generalized by including a discrete NSNS-sector B field .

Phenomenological issues within the framework of branes at angles have been first addressed in  where D4-branes of type II theory where considered. This ansatz has been further exploited in . Searches for the Standard Model in orientifold constructions with D6-branes have successively been performed for torus compactifications and some orbifold groups . In  supersymmetric vacua of this kind were found which can provide chiral semi-realistic models.

The ansatz presented here is somewhat different from the previously described ones in the sense that we consider hybrid models of  and . Our starting point is to take an orientifold on a two torus times a four-dimensional orbifold and allow for non-trivial magnetic background fields only on the two torus. Depending on the geometric action that we choose to combine with the worldsheet parity, we obtain either D6-branes  at angles wrapping a 2-cycle on the orbifold in the T-dual picture or D8-branes wrapping the entire volume of the orbifold. The latter case has not been worked out before. Contrarily to all models with D6-branes, this model can be T-dualized to include only D4-branes with the orbifold along the transverse directions admitting a large volume compactification.

## 2 The Concept of D-branes at angles

The notion of D-branes at angles in orientifold constructions was first developed within the framework of supersymmetric non-chiral models . Combining the worldsheet parity $`\mathrm{\Omega }`$ with a complex conjugation $`_{\left(i\right)}`$ of $`i`$ internal complex coordinates $`z^j`$ leaves $`O\left(9i\right)`$-planes invariant and therefore induces the existence of $`D\left(9i\right)`$-branes to cancel the RR-charges. Introducing in addition a $`Z_N`$ rotation $`\mathrm{\Theta }:z^je^{2\pi iv_j}z^j`$ with $`_jv_j=0`$ leads to partial supersymmetry breaking in the closed string sector such that we obtain either an $`N=1`$ or $`N=2`$ supergravity multiplet in four dimensions. Placing all D-branes on top of the O-planes leads to local RR charge cancellation and a non-chiral supersymmetric spectrum. The more generic situation is to allow for $`D_a`$-branes with wrapping numbers $`(n_a,m_a)`$ along the two fundamental cycles $`(e_1,e_2)`$ of a two torus. In this case, RR charges are cancelled only globally, part of the open spectrum is chiral and generically supersymmetry is broken. The geometric data of the T-dual two torus for vanishing and non-trivial NSNS field $`B^{45}=\frac{b\alpha ^{}}{R_1R_2}`$ can be read off from the figure below where the reflection is taken to act on the $`x^5`$ direction.

The angle $`\pi \phi `$ of a $`D_a`$ brane w.r.t. the invariant axis $`x^4`$ can be expressed in terms of the wrapping numbers, $`\mathrm{tan}\left(\pi \phi \right)=\frac{\left(m_a+bn_a\right)R_2}{n_aR_1}`$, which translates into the magnetic background $`F_a^{45}=\frac{m_a\alpha ^{}}{n_aR_1R_2}`$ plus $`B^{45}`$ upon T-duality along the $`x^5`$ direction. Two distinct branes $`D_a`$ and $`D_b`$ support chiral fermions as well as scalars with masses depending on the intersection angle (generically including tachyonic states) at the intersection loci, the multiplicity of states being determined by the intersection number on the fundamental torus, $`I_{ab}=n_am_bn_bm_a`$. For consistency of the theory, one always has to take into account the mirror images $`D_a^{}`$ under the geometric action $`_{\left(i\right)}`$ which are specified by the wrapping numbers $`(n_a^{},m_a^{})=(n_a,m_a2bn_a)`$. The open string spectrum consists then of supersymmetric non-chiral fields living on one set of $`N_a`$ branes and providing the gauge group $`U\left(N_a\right)`$ and of non-supersymmetric chiral matter in $`(N_a,\overline{N}_b)`$ of two distinct intersecting types of branes $`D_a`$ and $`D_b`$. The representation of those states which arise from intersections of mirror branes has to be determined by regarding the transformation properties of the mass eigenstates and intersection points w.r.t. the reflection $`_{\left(i\right)}`$ and the orbifold generator $`\mathrm{\Theta }`$.

The allowed combinations of numbers $`N_a`$ of identical branes and wrapping numbers $`n_a`$ along the invariant plane are determined by computing the contributions to the RR-tadpoles of closed and open string 1-loop amplitudes and requiring the total RR charge to vanish. The angles $`\pi \phi `$ between intersecting branes enter the Annulus and Möbius strip amplitude through the modified oscillator modding $`\alpha _{m\phi }`$, whereas identical branes contribute Kaluza Klein momenta $`P=r/L`$ along the brane and ‘windings’ $`\alpha ^{}W=sR_1R_2/L`$ perpendicular to the brane (where $`L`$ is the length of the wrapped 1-cycle on the torus).

For example, the Annulus amplitude $`𝒜=c_0^{\mathrm{}}\frac{dt}{t^3}\text{Tr}_{open}\left(\frac{1}{2}\text{P}_{\text{Orb}}\text{P}_{\text{GSO}}\left(1\right)^\text{S}e^{2\pi tL_0}\right)`$ in the loop channel transforms into scattering of closed strings between two boundarystates in the tree channel, $`\stackrel{~}{𝒜}=_0^{\mathrm{}}𝑑lB\left|e^{2\pi lH_{cl}}\right|B`$. When performing this transformation, the role of Kaluza Klein and winding states as well as ‘twist sectors’ and insertions of the orbifold projector are exchanged. There is always a contribution from the trivial part of the orbifold projector. This part determines the untwisted RR charge in the tree channel and thus fixes the net number of branes. In models with D6-branes, the orbifold generator $`\mathrm{\Theta }`$ rotates the positions of branes and therefore does not contribute to the tadpoles. In the tree channel picture, this means that no twisted closed strings couple to the D-branes and O-planes. This is in contrast to the models with D8-branes. In the latter case, $`\mathrm{\Theta }`$ does not affect the positions of branes but acts non-trivially on the Chan-Paton factors fixing the trace of the representation of the orbifold group, $`\text{tr}\gamma _k`$. In the tree channel, this has to be interpreted as couplings of twisted closed strings to D-branes and O-planes. A model of each kind will be presented in section 3 and 4, respectively.

At the classical level, phenomenological features of models with intersecting branes can be described in terms of the geometric quantities on the compact space: the gauge coupling constant pertaining to a set of $`D_a`$-branes is related to the length $`L_a`$ of the 1-cycle on the two torus which the branes wrap, $`\frac{1}{g_a^2}\frac{M_s}{\lambda _s}L_a`$, leading to a gauge hierarchy. The trilinear coupling of e.g. two fermions $`F_L^i,F_R^j`$ and a scalar $`H^k`$ is exponentially suppressed by the area of the worldsheet spanned among the three intersecting branes involved, $`Y_{ijk}\mathrm{exp}\left(A_{ijk}\right)`$, producing a hierarchy of Yukawa couplings. The Planck scale obtained from dimensional reduction depends on the compact volume, $`M_P\frac{\sqrt{V_2V_{orb}}}{\lambda _s\alpha ^2}`$. In models with D6-branes, this relation fixes the string and the Planck scale to be of the same order. Models containing only D8 branes admit, however, a dual description in terms of D4-branes transverse to the orbifold. This suggests that large volume compactifications can be used to lower the string scale down to the electroweak scale.

## 3 A Model with D6-branes

The model with D6-branes that we present here consists of an orientifold of IIA theory on $`R^{1,3}\times T^2\times \left(T^2\right)^2/Z_3`$ where we choose the coordinates $`x^{0\mathrm{}3}`$ along $`R^{1,3}`$ and $`x^{4\mathrm{}9}`$ along $`\left(T^2\right)^3`$. The reflection $`_{\left(3\right)}`$ inverts $`x^{5,7,9}`$ and the orbifold group generator $`\mathrm{\Theta }`$ acts on the second and third torus only. Thus, we obtain the $`N=2`$ supergravity multiplet from the closed string sector. In this model, $`\mathrm{\Theta }`$ rotates the position of the D6-branes and we are left with only an untwisted tadpole condition as discussed in section 2, namely $`_an_aN_a=4`$. In order to construct models which do not contain any anti-branes, we have to impose $`n_a>0`$. So as to get chiral fermions, at least two kinds of intersecting branes are needed. The gauge group $`SU\left(3\right)\times U\left(1\right)`$ can be engineered by choosing the numbers of identical branes and wrapping numbers as follows,

$`N_1=3,`$ $`(n_1,m_1)=(1,1),`$
$`N_2=1,`$ $`(n_2,m_2)=(1,2).`$
By taking the NSNS B-field background to be trivial, i.e. $`b=0`$, we obtain the spectrum listed in table 1 where we have only given the charge of the anomaly free $`U\left(1\right)`$ combination $`Q_{nonan.}=Q_1\frac{3}{2}Q_2`$. The other combination acquires a mass by the generalized Green-Schwarz mechanism involving couplings to the untwisted RR forms, e.g. $`_{R^{1,3}}C^{\left(2\right)}F_a`$.

In this model, each intersection also accommodates a tachyonic state. The existence of such a scalar state is typical for intersecting brane world models on tori. One possibility of avoiding some tachyons is to project them out by the orbifold group $`Z_2`$ instead of $`Z_3`$ as discussed in . Another approach of projecting some tachyons out is discussed in the following section.

## 4 A Model with D8-branes

The model presented in this section is based on a similar construction to the one reviewed in section 3. Again, we consider a IIA orientifold on $`R^{1,3}\times T^2\times \left(T^2\right)^2/Z_3`$ where the orbifold group acts non-trivially only on the second and third torus. The difference w.r.t. the previous case is that we choose the orientifold projection to be $`\mathrm{\Omega }_{\left(1\right)}`$ where the reflection $`_{\left(1\right)}`$ acts on $`x^5`$ only. The resulting model requires D8-branes for tadpole cancellation. For the supersymmetric non-chiral set-up, the decompactification limit on the two torus of the T-dual theory is given by the $`R^{1,5}\times T^4/Z_3`$ model in . The orbifold group acts non-trivially on the Chan-Paton factors of open strings, and a stack of $`D8_a`$-branes of identical position is decomposed into its different $`Z_3`$ eigenvalues $`\alpha ^i`$, i.e. $`N_a=_{i=0}^2N_a^i`$. Also twisted closed strings couple to D8-branes and O8-planes. Untwisted and twisted RR-charges have to be cancelled separately,

$`{\displaystyle \underset{a}{}}n_aN_a`$ $`=`$ $`16,`$
$`{\displaystyle \underset{a}{}}n_a\left(N_a^0{\displaystyle \frac{N_a^1+N_a^2}{2}}\right)`$ $`=`$ $`4\text{and}N_a^1=N_a^2.`$
The generic gauge group is therefore $`_a_{i=0}^2U\left(N_a^i\right)`$ and chiral fermions are labeled by additional indices, $`(N_a^i,\overline{N}_b^j)`$. Including $`\mathrm{\Omega }_{\left(1\right)}`$-invariant branes requires some modifications. In table 2 we list the chiral part of the spectrum obtained from

$`N_A^1=3,`$ $`(n_A,m_A)=(2,1),`$
$`N_B^0=2,`$ $`(n_B,m_B)=(4,1),`$
$`N_C^1=1,`$ $`(n_C,m_C)=(1,0),`$
and $`b=1/2`$. The gauge group is $`SU\left(3\right)\times SU\left(2\right)\times U\left(1\right)^3`$ with the anomaly free $`U\left(1\right)`$ charges $`Q_A^1`$, $`Q_Y=\frac{Q_A^1}{3}+Q_C^1Q_C^2`$ and $`\stackrel{~}{Q}=\frac{Q_B^0}{4}+Q_C^1+Q_C^2`$. The generalized Green-Schwarz mechanism now involves couplings to the twisted closed fields, $`_{R^{1,3}}\text{tr}\left(\gamma _k^a\lambda _i^a\right)C_k^{(2)}F_{a,i}`$, which descend from the self-dual four-form in ten dimensions integrated over a vanishing supersymmetric two-cycle on the orbifold, $`C_k^{\left(2\right)}=_{\mathrm{\Sigma }_k}{}_{}{}^{10}C_{}^{\left(4\right)}`$ (see e.g. ).

Chiral matter is accompanied by tachyonic states in the same representation $`(N_a^i,\overline{N}_b^j)`$ only for $`i=j`$. Thus, only the $`AC\alpha ^0`$, $`BB^{}\alpha ^0`$ and $`CC^{}\alpha ^0`$ sectors contribute.

There are many more possibilities to solve the tadpole conditions. In particular, three generation models can be constructed. Some tachyons will always remain in the spectrum due to the presence of mirror branes, but possibly they can serve to trigger a non-standard Higgs mechanism. Furthermore, in the D8-brane models blow-up modes of the orbifold contribute to NSNS tadpoles and might play a role in stabilizing non-supersymmetric models. The work on these tasks is still in progress.

Acknowledgments

It is a pleasure to thank Stefan Förste and Ralph Schreyer for collaboration on a large part of the work presented here as well as for discussions on the ongoing work.
This work is supported by the European Commission RTN program HPRN-CT-2000-00131 and the DFG Schwerpunktprogramm (1096).