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# Discovery of a tight correlation between pulse lag/luminosity and jet-break times: a connection between gamma-ray burst and afterglow properties.

## 1 Introduction

Pulse peaks in Gamma-Ray Burst (GRB) lightcurves evolve in time from higher to lower energies and become wider. Norris et al. (2000) provide measurements of such lags as observed in GRBs between different energy channels of the Burst And Transient Source Experiment (BATSE). The lags are measured by calculating the cross-correlation function (CCF). In a sample of GRBs for which the redshift is known it is found that the spectral lag is related to the isotropic gamma-ray peak luminosity (Norris et al., 2000). Similarly Fenimore & Ramirez-Ruiz (2002) have shown that measures of variability in GRB lightcurves (see also Reichart et al. ) are related to the isotropic gamma-ray peak luminosity. Vice versa, measurements of variability or of spectral lags can then be used as a crude distance indicator for the GRB.

Observed timescales (variability or spectral lags) as well as peak luminosity naturally have a strong dependence on the Doppler factor of the outflow (a function of the Lorentz factor and the direction of motion with respect to the observer). If indeed the Doppler factor is the dominant parameter among GRBs, a relation between spectral lags/variability and luminosity is expected.

Crucial to our understanding of what causes the GRB is the question of whether GRB engines are in some sense “standard candles”. Observationally it is found that the isotropic equivalent energies of GRBs range from about 5 $`\times `$ 1051 to 1.4 $`\times `$ 1054 ergs (Bloom et al., 2001). However, transitions have been observed at optical and radio wavelengths which can be interpreted as being due to collimated (jetted) outflow (Harrison et al., 1999). When correcting the observed $`\gamma `$-ray energies for the geometry of the outflow, GRB energies appear narrowly clustered around $`5\times 10^{50}`$ ergs (Frail et al. 2001; see also Panaitescu and Kumar 2001. Frail et al. (2001) infer the jet opening angle from the observed jet-break time and find that there is a wide range in opening angles. The reason for why this range in angles exists is currently not understood.

The idea that GRB energies may be narrowly clustered was also put forward by Salmonson (2000, 2001). However, Salmonson (2001) proposed that there exists not a range in opening angles, but that all bursts derive from a single-burst-jet morphology and that the variation in viewing angle of the jet yields the observed variation among GRBs.

In this paper is presented a tight correlation between jet-break times, $`\tau _j`$, and pulse lags, $`\mathrm{\Delta }t`$. Since luminosity and pulse lags have been shown to be correlated, this also represents a relation between luminosity and jet-break times. As time scales and peak luminosity are strong functions of the Doppler factor of the outflow, this relation suggests the jet-break time to also be a strong function of the Doppler factor. We discuss the implications of this result on our understanding of the morphology of the explosion.

## 2 Pulse Lag and Luminosity versus Jet-Break Times

The relativistic blast-wave model has become the ‘standard’ model for the interpretation of GRBs and their afterglows (see Piran  for a review). It invokes the release of a large amount of energy, resulting in an ultra-relativistic outflow. In this model the GRB is produced in internal shocks. During or after the GRB emission phase a strong shock is formed when these (merged) shells run into the surrounding medium. As the (forward) shock is weighed down by increasing amounts of swept-up material it produces a slowly fading ‘afterglow’ at radio to X-ray wavelengths. Observations of the GRB and the afterglow at gamma- and X-ray wavelengths (Giblin et al., 1999) suggest that indeed in some cases the afterglow commences during or shortly after the GRB.

If the GRB is due to internal shocks and the afterglow is due to the external forward shock then little connection between the two phenomena is to be expected. Nevertheless the afterglow is the result of the interaction of colliding shells (that produced the GRB) with the ambient medium and some level of imprint from the GRB phase may be expected to be present in the afterglow.

The clustering of GRB energies (a property of the GRB phase) inferred from measurements of the jet-break times (a property of the afterglow) suggests a possible relation between GRB and afterglow properties. We investigate a complete sample of seven GRBs for which measurements of the redshift, the spectral lag, the luminosity, and of the jet-break time are available. We collect redshifts and jet-break times from Frail et al. (2001), spectral data from Jimenez et al. (2001) and BATSE pulse lags for six bursts from Norris et al. (2000). To this set we have added the data of GRB 991216 (observed lag $`\mathrm{\Delta }t_{\text{obs}}=0.018_{0.001}^{+0.002}`$ seconds; J. P. Norris 2001, private communication).

The correlation between rest-frame BATSE pluse lags, $`\mathrm{\Delta }t`$, and jet-break times, $`\tau _jt_j/(1+z)`$, is shown in Figure 1; bursts with longer lags have longer jet-break times. The data is fit with a least-squares fit using errors in two-dimensions where errors on spectral lags are given in Norris et al. (2000) and errors in jet-break time are considered presently.

Jet-break times from the sample of Frail et al. (2001) have not been determined uniformly: some of the jet-break times are derived from multi-band modeling (covering the radio to X-ray passbands), while other events have primarily been observed in a single passband, and are less well constrained. Frail et al. (2001) estimate that uncertainties in jet-break times range between 10-30%. We therefore assume a 10% error for break times determined from broad-band modeling (GRB 990510), and 30% for break times determined from mainly fitting to a single passband (GRB 970828, GRB 990123, and GRB 991216). We make exceptions for GRB 970508 and GRB 980703 as follows. Frail, Waxman & Kulkarni (2000) have modeled GRB 970508 with a wide-angled jet with $`t_j`$ = 25 days. The radio observations require a jet-break but optical observations do not require such a transition, though they are consistent with a late breaking at $`t_j25`$ days (Rhoads, 1999). We therefore assume a large 50% error in the jet-break time of GRB 970508 and caution the reader to consider this number uncertain. GRB 980703 has one of the richest multi-band data sets. However, due to the brightness of its host galaxy the jet-break time is not that well constrained, and multi-frequency modeling requires a jet-break between $`28`$ days (E.Berger, private communication; Berger et al. 2002, in preparation); we use $`t_j=5\pm 3`$ days. For GRB 971214 the jet-break time has not been measured and Frail et al. (2001) provided a lower limit. However, we are of the opinion that the jet-break time of GRB 971214 is essentially unconstrained in view of the recent evidence for hard electron energy distributions in GRB afterglows (Panaitescu, 2001; Bhattacharya, 2001). Such distributions result in slowly decaying afterglows. In addition, the optical light curve of GRB 971214 is not very well sampled (Diercks et al., 1998; Kulkarni et al., 1998; Halpern et al., 1998; Wijers & Galama, 1999). These facts allow for a much earlier jet-break transition than Frail et al. (2001) have provided: it could have occured between a few hours after the event and more than a month after. We do not use GRB 971214 in any of the following fits, although for reference we show the jet-break time of Frail et al. (2001) in the figures. A small break time would be consistent with its close proximity to the relations shown in the figures of this paper.

Using the CCF31 0.1 lags, determined by cross-correlating pulses in BATSE channels 1 & 3 down to 0.1 of the peak luminosity (Norris et al., 2000), a good fit results:

$$\tau _j=\frac{t_j}{1+z}=28_{11}^{+18}\left(\frac{\mathrm{\Delta }t_{\text{(CCF31 0.1)}}}{1\text{sec}}\right)^{0.89\pm 0.12}\text{days}$$
(1)
(shown in Fig. 1) with a reduced chi-squared $`\chi _r^2=4.7/4`$ and a respectable goodness-of-fit $`Q=0.31`$ (Press et al., 1988). With only seven GRBs (six used in the fit), the data is sparse, but the correlation is clear and surprisingly tight. Norris et al. (2000) also calculated lags fitting down to 0.5 of the peak luminosity which gives a looser fit $`\tau _j=38_{16}^{+28}\mathrm{\Delta }t_{\text{(CCF31 0.5)}}^{0.95\pm 0.13}`$ with $`\chi _r^2=6.2/4`$ and a goodness-of-fit $`Q=0.19`$. Note that Eqn. (1) simply relates two timescales and as such does not have a direct dependance on spectral ambiguities involved in calculating k-corrections for the peak luminosity.

Since pulse lag and luminosity are correlated (Norris et al., 2000), transitivity suggests a third relation between luminosity and jet-break times. We calculate peak luminosites, $`L_{pk}`$, for the seven GRBs, from BATSE peak fluxes and spectral parameters in Jimenez et al. (2001) and implement a k-correction as in Bloom et al. (2001). The k-correction used here transforms the  keV luminosity band observed at Earth to a  keV band local to the burst. Errors in peak luminosity were calculated using the default systematic errors used by Bloom et al. (2001); in particular we take 10 % errors in peak flux and spectral break energy and 20 % errors in the specral indices. A fit to the data is

$$L_{pk}=28_5^{+6}\times 10^{51}\left(\frac{\tau _j}{1\text{days}}\right)^{1.58\pm 0.23}\text{ergs s}^1$$
(2)
(shown in Fig. 2) with $`\chi _r^2=29/4`$ and $`Q10^6`$. With the large $`\chi _r^2`$ this relation isn’t nearly as tight as that of Eqn. (1), but it does highlight the trend discovered by Norris et al. (2000) that brighter bursts have shorter timescales. We find that this trend applies for jet-break times, whereas Norris et al. (2000) found a similar trend for spectral lag. Note also that the errors in the fitting parameters derived from the chi-squared fit are not reliable due to the high $`\chi _r^2`$.

In Frail et al. (2001) the isotropic energy, $`E_{iso}`$, is compared with the jet-break time $`\tau _j`$. As above, we fit these two quantities, taking k-corrected values for $`E_{iso}`$ from Bloom et al. (2001). The fit gives

$$E_{iso}=96_{22}^{+29}\times 10^{51}\tau _j^{1.97\pm 0.36}\text{ergs}$$
(3)
(Fig. 3) with $`\chi _r^2=51/4`$ and a goodness-of-fit $`Q10^{10}`$. As is also the case for the relation shown in Eqn. (2), the quality of the fit is poor, but the trend that bursts of higher energy have shorter jet-break timescales is plainly evident. This relation allows one to test the suggestion by Frail et al. (2001) that there is a reservoir for gamma-ray energy, $`E_\gamma `$, that is constant for all GRBs. For bursts with a large jet-opening angle, $`\theta _j`$, this energy would be spread out, resulting in lower fluxes and lower inferred isotropic energies, $`E_{iso}`$. This suggests $`E_\gamma `$ constant = $`E_{iso}\theta _j^2(E_{iso}\tau _j)^{3/4}`$. The assumption that energy in gamma-rays is constant predicts $`E_{iso}\tau _j^1`$, which is not consistent with the data. Thus, while the range of observed $`E_\gamma `$ is significantly smaller than that of $`E_{iso}`$, it is not exactly constant.

The existence of these correlations, in particular the relation between jet-break times and spectral lags, point to a surprisingly direct relationship between the GRB phase (represented by the pulse lag and the luminosity) and the afterglow phase (represented by the jet break time). In the next section we will argue that these relationships are kinematic in origin.

## 3 A Kinematic Connection

The effectively linear relationship between the two timescales; pulse lags $`\mathrm{\Delta }t`$ and jet-break times $`\tau _j`$ (Eqn. 1) suggests a surprisingly direct connection between the GRB phase, from which the pulse lags are derived, and the afterglow phase, from which jet-break times derive. An initial conclusion that can be drawn is that, since the GRB phase is generally thought not to depend on the density of the interstellar medium (ISM), this relation disfavors explanations of the jet break deriving from external causes such as sudden drops in ISM density (Kumar & Panaitescu, 2000). But what could be the meaning of such a connection between the GRB and the afterglow phase, expressed in the relations presented in Figs. 1, 2 and 3?

It was argued by Salmonson (2000) that the spectral lag vs. isotropic gamma-ray peak luminosity relationship (Norris et al., 2000; Salmonson, 2000) may have a simple kinematic explanation. Defining a Doppler factor

$$\begin{array}{cc}\hfill 𝒟& \frac{1}{\gamma (1\beta \mathrm{cos}\theta )(1+z)}\hfill \\ & \frac{2\gamma }{(1+[\theta \gamma ]^2)(1+z)}(\text{for}\theta 1,\gamma 1)\hfill \end{array}$$
(4)
of the ejecta moving with angle $`\theta `$ from the line of sight, with a velocity $`\beta v/c`$ at a redshift $`z`$, a proper GRB timescale $`\tau `$ in the frame of the emitter will be observed as

$$t=\tau /𝒟.$$
(5)
To calculate the lab-frame luminosity we assume that the jet opening angle is greater than the relativistic beaming angle $`(\theta _j>1/\gamma )`$. A given photon spectrum $`\varphi (E)`$ (photons keV-1 s-1), which is relativistically invariant, will yield a peak luminosity $`L_{pk}_{e_1}^{e_2}E\varphi (E/𝒟)𝑑E`$ (ergs s-1) or peak number luminosity $`N_{pk}_{e_1}^{e_2}\varphi (E/𝒟)𝑑E`$ (photons s-1) when viewed through a lab-frame bandpass \[$`e_1,e_2`$\] (e.g., Fenimore et al., 1992). An acceptable analytical fit to $`\varphi (E)`$ is given as a broken power-law (Band et al., 1993). However, since most of the photon flux is from low energies, we use, for the sake of argument, only the low end of the power-law spectrum $`\varphi (E)E^\alpha `$, keeping in mind that there will be a correction of order $`\mathrm{log}(E_0)`$, which is small for our purposes; here $`E_0`$ is the break energy in the energy spectrum (Band et al., 1993). As such we find that the luminosities vary as:

$$L_{pk}𝒟^\alpha ;N_{pk}𝒟^\alpha .$$
(6)
If spectral pulse-lag is due to some proper decay timescale $`\mathrm{\Delta }\tau `$, this time scale will be $`\mathrm{\Delta }t=\mathrm{\Delta }\tau /𝒟`$ in the lab-frame. Observations find $`\alpha 1`$ (Preece et al., 1998). Thus, combining Eqns. (5 & 6), we argue that the inverse relationship of the pulse lag - luminosity correlation discovered by Norris et al. (2000)

$$L_{pk}\mathrm{\Delta }t^{1.14}$$
(7)
and that discussed by Salmonson (2000)

$$N_{pk}\mathrm{\Delta }t^{0.98},$$
(8)
result from a purely kinematic effect. That is, faster expanding bursts will appear to be brighter and to evolve more quickly than slower bursts.

Assuming that spectral pulse lag is due to some proper timescale, i.e. $`\mathrm{\Delta }t1/𝒟`$, and using the relation of Eq. 1, we find that also the jet-break time $`\tau _j1/𝒟`$. Somehow the jet-break time depends on the initial conditions (as reflected in the Doppler factor during the GRB phase), and those conditions are maintained in the afterglow.

This suggests that the relations $`L_{pk}(\tau _j)`$ and $`E_{iso}(\tau _j)`$ discussed in Section 2 could be manifestations of the same effect. For sake of argument, if we assume that $`L_{pk}`$ is constant over a burst duration, then we have $`E_{iso}=L_{pk}t_{tot}`$, where $`t_{tot}`$ is the burst duration. In our sample, burst duration, which is typically $`t_{tot}10`$ seconds, varies within a factor of $`2`$ while $`L_{pk}`$ and $`E_{tot}`$ vary over a factor $`100`$. This makes sense because $`t_{tot}`$ is equal to the lifetime of the central engine and thus is not affected by kinematics, unlike $`L_{pk}`$ and $`E_{tot}`$. Taking $`t_{tot}`$ to be essentially constant compared to $`L_{pk}`$ and $`E_{iso}`$, then, to the extent that $`L_{pk}`$ is constant over the burst duration, we expect $`E_{iso}L_{pk}`$. The variability-luminosity relationship (Reichart et al., 2001) would imply that dimmer burts are less variable in luminosity and thus we expect they will have the strongest correlation $`E_{iso}L_{pk}`$ (they come closest to the assumption of constant luminosity over the burst duration), while brighter, more variable bursts will appear more chaotic; a trend that appears to be reflected in the data (see Figures 2 and 3). Thus, overall, it is not surprising that both $`L_{pk}`$ and $`E_{iso}`$ have similar slopes in $`\tau _j`$.

Given that observed timescales in general vary as $`t\tau /𝒟`$, and, as discussed above, luminosities also appear to be functions of the Doppler boost, we are led to the intriguing possibility that all of the relationships described here (Eqns. 1, 2, 7 & 8) depend on one kinematic variable: $`𝒟`$. Thus the existence of the relationships between spectral lag, $`\mathrm{\Delta }t`$, jet-break times, $`\tau _j`$ and peak luminosity, $`L_{pk}`$ (or $`N_{pk}`$), would be evidence for variation in motion among GRBs. We here propose that, in fact, kinematic variation is the dominant source of variety observed among GRBs. The specific nature of this kinematic variation is still unclear. Specifically, is it the opening angle $`\theta `$ of the jet, or is the Lorentz factor $`\gamma `$ the dominant source of variation in $`𝒟`$ (Eqn. 4)? This question will be explored with three possible models.

### 3.1 Variation in the burst population: Many Morphologies

This model was put forward by Frail et al. (2001). Frail et al. (2001) determine the opening angle of the jets from the observed jet-break times, assuming $`\tau _j\theta _j^{8/3}`$ (e.g. Sari et al., 1999), and from this infer that there exists in GRBs a range in jet-opening angles. Frail et al. (2001) have taken a simple jet where the Lorentz factor does not vary with angle (i.e. a non-structered jet) and the observer is effectively looking straight at the center of the jet. Correcting for the geometry of the explosion, gamma-ray energies then appear narrowly clustered; the most energetic GRBs thus have the narrowest jets. If we adopt this model, and combine this with our result (Eqn. 1), $`\tau _j\mathrm{\Delta }t\theta _j^{8/3}`$, and using $`\mathrm{\Delta }t1/𝒟`$, we find

$$\theta _j𝒟^{3/8}.$$
(9)
(where we have taken $`\tau _j\mathrm{\Delta }t`$). Because relativistic beaming is strongest along the line of sight, material moving directly toward the observer will dominate the emission. For an observer located along the axis of the jet, i.e. $`\theta _v0`$, this translates into $`\theta _j\gamma ^{3/8}`$ ($`𝒟\gamma `$ for $`\theta _v=0`$ in Eqn. 4). We thus find, in this framework, that the fastests GRBs, with the highest $`\gamma `$, have the narrowest jets. A prediction of this model is that not only should there be a variation in opening angles $`\theta _j`$ among bursts, but they should be related to Lorentz factor $`\gamma `$ in this proportion. A progenitor model must predict that objects of a given jet angle $`\theta _j`$ be produced with a probability $`PP_{obs}/\theta _j^2\theta _j^{4.54}`$, where Frail et al. (2001) have shown that $`P_{obs}\theta _j^{2.54}`$. We note here that Reichart & Yost (2002) have pointed out that the observed distribution of angles may be biased; wide jets are less effective in burning away the circumburst dust, and thereby will more often be optically undetectable (dark) than narrow jets.

This “Many Morphologies” scenario assumes that the observed variation among GRBs is an intrinsic feature of the burst population, i.e. there exists a spectrum of GRB Lorentz factors (and corresponding luminosities) and of jet sizes (wide and narrow opening angles). It is unclear why there is such a broad range of afterglow opening angles (ranging from 3 to more than 25 degrees; Frail et al. ). Why, if bursts are all of roughly equal total energy, should more luminous bursts such as GRB 990123 tend to have much narrower opening angles than less luminous bursts such as GRB 970508? Also, why is there a dearth of very narrow opening angles (i.e. less than 3 degrees)?

In the next two sections we will assume that bursts are produced by jets that are very similar in nature, i.e. we will assume a generic (single) morphology. Assuming, as discussed in Section 3, that the relation of Fig. 1 has a kinematic origin (i.e. Eqn. 5), then the observed variation among GRBs originates from variation in $`𝒟`$ (Eqn. 4) which depends on two variables; $`\theta `$ and $`\gamma `$. In more realistic jets two effects will likely play a role. The first is where the variation in GRB properties is due to variation of viewing angle, $`\theta `$, and, the second is where the variation in GRB properties is due to the velocity structure of the jet, i.e. $`\gamma `$. In reality both viewing angle and velocity profile may be important, in which case the combined effect needs to be taken into account. This is beyond the scope of this paper.

### 3.2 Single Morphology: Variation in Viewing Angle

It was recently suggested by Ioka & Nakamura (2001) that the lag-luminosity relationship (Eqn. 7) could be explained by variation in observer angle, $`\theta _v`$, from the axis of the jet. Here we have a simple jet, where the Lorentz factor $`\gamma =`$ const. for $`\theta <\theta _j`$ and $`\gamma =0`$ for $`\theta >\theta _j`$. However, now the observer is not looking at the center of the jet, but is slightly off-axis ($`\theta _v0`$). The lags derive from the difference in time-of-flight of the near and far edges of an emitting internal shock disk of finite size, $`\mathrm{\Delta }t𝒟^1`$, and the luminosity is defined as $`L`$ const. for ($`\theta _v<\theta _j`$) and asymptotically varies as $`L𝒟^3`$ for ($`\theta _v>\theta _j`$). Ioka & Nakamura (2001) calculate that bursts observed at angles $`\theta _v`$ a few times $`\theta _j`$ would peak in X rays (possibly X ray rich GRBs) while for $`\theta _v\theta _j`$ they would peak in gamma rays. Using this model and $`\theta _v\theta _j`$, Ioka & Nakamura (2001) were able to adequately reproduce the observed lag-luminosity relationship (Eqn. 7); this includes GRB 980425 (Galama et al., 1998) which has very low luminosity, very large spectral lag and very low variability.

The simplicity of this model allows for a demonstration of its predicted adherence to the relationship of Eqn. (1). The observed jet-break time, defined here as the time when $`\gamma 1/\theta _j`$, will occur at a radius $`r_j\gamma ^{2/3}\theta _j^{2/3}`$ and thus will vary with observer angle $`\theta _v`$ from the jet axis as

$$\begin{array}{cc}\hfill \tau _j& \frac{r_j}{c}(1\beta \mathrm{cos}[\theta _v\theta _j])\hfill \\ & \theta _j^{2/3}(1\beta \mathrm{cos}[\theta _v\theta _j])\hfill \\ & \theta _j^{8/3}(1+[(\theta _v\theta _j)/\theta _j]^2),\theta _v\theta _j.\hfill \end{array}$$
(10)
Similarly the pulse lag will vary as

$$\mathrm{\Delta }t=\frac{\mathrm{\Delta }\tau }{𝒟}\frac{(1+[(\theta _v\theta _j)\gamma ]^2)}{\gamma },\theta _v\theta _j.$$
(11)
Thus one sees that if $`\gamma 1/\theta _j`$ one gets the relation

$$\mathrm{\Delta }t\tau _j$$
(12)
similar to Eqn. (1). In this model, the relation observed in Fig. 1 is a natural result of the range of off-axis views, $`\theta _v`$, of a narrow jet. Note that Eq. (10) relates to the afterglow phase, whereas Eq. (11) relates to the GRB phase. Two predictions can be made: i) $`\gamma 1/\theta _j`$ to within a factor of a few lest the curve deviate from the straight line of Fig. 1. So the afterglow lightcurve breaks while moving at a substantial fraction of the original Lorentz factor. ii) Since the ratio of maximum to minimum lag and that of jet-break times shown in Fig. 1 is about 30, and assuming that $`\theta _v`$ is negligable for the bursts with the shortest timescales (e.g. GRB 990510 and GRB 971214), the implied maximum timescale (in particular GRB 970508) derives from a viewing angle $`\theta _{v(GRB\mathrm{\hspace{0.17em}970508})}\sqrt{30}/\gamma 6/\gamma `$. For example, letting $`1/\theta _j=2\gamma /3`$ and defining $`\tau _j=0.6(1+[2/3\gamma (\theta _v\theta _j)]^2)`$ and $`\mathrm{\Delta }t=0.01(1+[\gamma (\theta _v\theta _j)]^2)`$ over the range $`0<\gamma (\theta _v\theta _j)<6`$, one gets an acceptable fit to the data in Fig. 1.

A difficulty with this model is that $`\theta _{v(GRB\mathrm{\hspace{0.17em}970508})}`$ $`6/\gamma `$ is viewed well outside the beaming angle $`1/\gamma `$ and thus we expect the afterglow decay to be steeper than the $`F_\nu t^{1.2}`$ that is typically observed. That is, the afterglow decay curve must already have broken. We then also expect to observe a steeper luminosity versus spectral lag curve

$$L_{pk}𝒟^{\alpha +2}𝒟^3(\mathrm{\Delta }t)^3$$
(13)
(e.g. Salmonson, 2001) than is observed (see Eqns. 8 & 7). Ioka & Nakamura (2001) mention future work that will show that the break in the GRB spectrum will change the angular dependence such that $`\theta _{v(GRB\mathrm{\hspace{0.17em}970508})}\sqrt[4]{30}/\gamma 2.5/\gamma `$ which is a more reasonable range. Such detailed calculations are beyond the scope of this paper.

Bursts with a given perceived Doppler factor, $`𝒟`$, will have probabilities of detection that scale with luminosity $`L_{pk}𝒟`$ (Eqns. 4 & 6), and linearly with angle, $`\theta _v`$,

$$P_{obs}L_{pk}\theta _v𝒟\theta _v\frac{\theta _v}{1+[(\theta _v\theta _j)\gamma ]^2},\theta _v\theta _j.$$
(14)
The distribution has a maximum at the jet-opening angle $`\theta _v\theta _j`$. For $`\theta _v<\theta _j`$ the observed jet opening angle will just be $`\theta _j`$, so there will be no observations of smaller opening angles. Observations show no bursts below an angle 0.05, so we would identify $`\theta _j0.05`$ (Frail et al., 2001). The probability will asymptotically decrease as $`P_{obs}\theta _v^1`$. In Frail et al. (2001, see their Fig. 1), for the 15 bursts with known redshift and jet-break time, it is found that $`P_{obs}\theta _j^{2.54}`$ which is consistent with Eqn. (14) to the precision of the sparse data. Thus we find qualitative agreement with the observed probability distribution of bursts.

### 3.3 Single Morphology: A Structured Jet

In the following we will consider a jet with a velocity profile, $`\gamma =\gamma (\theta _v)`$. Because relativistic beaming is strongest along the line of sight, material moving directly toward the observer will dominate the emission. So in the following we will take it as sufficient to consider a small region around $`\theta _v`$ ($`|\theta \theta _v|<1/\gamma `$). Within this narrow cone $`𝒟\gamma `$, and $`\mathrm{\Delta }t1/\gamma `$ (Eqn. 4). This naturally satisfies the lag-luminosity relation (Eqns. 7,8).

The following discussion will be qualitative. The model begins as a wide jet that emerges from the GRB source so that the fastest moving material moves along the narrow core of the jet and progressively slower material moves along increasing inclination angles from the jet core. This situation might be seen as a narrow, fast jet, surrounded by a slower, wider “coccoon” of material. The GRB arises from this hot, fast moving material. After the GRB phase there is a shock that moves into the interstellar medium (ISM) that roughly maintains the velocity profile of the original jet. The extent of the jet is sufficiently large ($`>`$ 30 degrees) that the actual geometry of the jet, i.e., seeing the ‘edge’ of the jet (Sari et al., 1999) does not occur (except for very off-edge observed GRBs; possibly GRB 980425 \[Salmonson 2001\]). The jet break in afterglow lightcurves is then predominantly from sideways expansion of the jet (Sari et al., 1999; Rhoads, 1999).

The shock at low inclination angle from the jet axis leads the shock at progressively higher inclination angle. This is a very plausible situation in the collapsar model (but does not require a collapsar model: we only require a velocity profile with slower material at higher inclination angles). In the collapsar model the core of the jet will break through the stellar surface first, followed by a widening and sideways expansion as the jet becomes fully established. Numerical simulations by Aloy et al. (2000) indicate that this may happen on the order of seconds or more. Thus the core of the afterglow will be ahead of the wings by a few light-seconds and this lead will be maintained throughout most of the evolution due to the high velocity ($`vc`$) of the ejecta. This “arrowhead” jet structure will cause unbalanced sideways expansion of causally connected shocked material. As ever larger and wider concentric rings of shocked material become causally connected, larger and larger regions will begin to expand sideways. This progression of expansions yields ever later jet-break times for observers at higher inclination angles. Details of this evolution will require numerical modeling of as yet poorly understood hydrodynamics of collisionless shocks. Dai & Gou (2001) modeled an afterglow jet with a $`\gamma \theta _j^q`$ structure, but did not allow sideways spreading of the jet.

## 4 Discussion

Herein we have presented a tight relation between GRB pulse lags and afterglow jet-break times (Eqn. 1). As spectral lag was shown to be related to the isotropic gamma-ray peak luminosity (Norris et al., 2000) this also represents a correlation between peak luminosity and jet-break time. This is, to our best knowledge, the first known direct correlation between a property of the gamma-ray burst phase (the pulse lag or peak luminosity) and the afterglow phase (the jet-break time). As observed timescales (variability or spectral lags) as well as peak luminosity naturally have a strong dependence on the Lorentz factor, $`\gamma `$, or angle with respect to the motion of the outflow, $`\theta `$, we propose that the variety among GRBs has a purely kinematic origin. The emergence of simple trends between jet-break time, pulse lag and luminosity gives us clues and constraints on how such a model can be constructed.

Frail et al. (2001) infer that the differences among observed GRB energies are due to a range of jet opening angles. Within this framework we have then shown that the fastest GRBs, with the highest $`\gamma `$, have the narrowest jets (Sec. 3.1). A prediction of this model is that not only should there be a variation in opening angles $`\theta _j`$ among bursts, but they should be related to Lorentz factor $`\gamma `$ as $`\theta _j\gamma ^{3/8}`$, and jet angles $`\theta _j`$ have to be produced with a probability $`PP_{obs}/\theta _j^2\theta _j^{4.54}`$.

We then have explored the possibility that variation among GRBs, all now assumed to be morphologically the same, is caused by variation in observer viewing angle from the jet axis (Sec. 3.2), or Lorentz factor of the jet as a function of angle from the jet axis (Sec. 3.3). These models qualitatively show that variation of the observed Doppler factor, $`𝒟`$, (Eqn. 4) from a single jet morphology can produce the observed variations among GRB luminosities and timescales: $`L_{pk}N_{pk}1/\mathrm{\Delta }t1/\tau _j𝒟`$. These models also provide a natural explanation for the probability distribution of observation angles $`P_{obs}`$ consistent with that reported by Frail et al. (2001). A realistic model of a single-burst morphology will have both perspective effects as in Section 3.2 and jet-structure effects as in Section 3.3.

Set inside the collapsar progenitor model (e.g. MacFadyen & Woosley, 1999) a cohesive picture begins to emerge. A jet driven out from the center of the star will vary as a function of angle from the jet axis. Ejecta at the center will be faster and lighter and, bearing the brunt of the as yet unknown acceleration mechanism, will be more fractured. At larger angles from the jet core, ejecta will interact with the stellar wall, and thus will be slower and will entrain more baryons. Thus one expects to see high luminosities, short pulse lags and high variability as well as an early jet break time for bursts viewed on axis, while higher viewing inclinations will yield lower luminosities, longer pulse lags, smoother bursts and later jet break times. Thus the variability-luminosity relationship (Reichart et al., 2001) as well as the spectral lag-jet break time and the spectral lag-luminosity (Eqns. 1 & 7) can be naturally accomodated.

This work was performed under the auspices of the U.S. Department of Energy by University of California Lawrence Livermore National Laboratory under contract W-7405-ENG-48. TJG acknowledges support from the Sherman Fairchild Foundation. We wish to thank Daniel Reichart and Dale Frail for useful comments.


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# Cost-Effective Clustering

## 1 INTRODUCTION

The Beowulf project began in 1994 at the NASA Goddard Space Flight Center. The history, current status and a list of about 100 clusters may be found at http://www.beowulf.org. This year at Supercompting 2000, Gordon Bell sponsored a prize for a computer constructed or purchased for under $10,000. Thus, cost-effective clustering is a timely topic.

I assume you need to do a lot of computation and need to get it done inexpensively rather than in the shortest time. It helps if you can run more than one job at a time. This should be contrasted with weather prediction, where being able to run seven one-day predictions that each take seven days is not very useful. For weather we must exceed a specific minimal speed that will let us predict tomorrow’s weather from current conditions. The cost model presented here is based on capital expenditure for hardware. A more sophisticated model would include maintenance, electricity, cooling, floor space, etc.

These design principles are advocated:

1) Know the bottlenecks and requirements of your problem. With this knowledge, you can avoid building an unbalanced system that, for instance, might put too much money into a network whose high performance is not required. 2) Design for the sweet spot. (Note: the sweet spot changes with time and may depend on the problem.) As an example, the highest density memory available at any time tends to be quite expensive. Currently, it is less expensive to buy two 256 MB parts than one 512 MB part. 3) Design for total system cost effectiveness. If a 10% increase in the speed of the processor results in a 5% performance increase, since the processor is only one component, the system price increase might be less than 5%. 4) Benchmark as much as you can before deciding on a design.

A cluster compute node can be very simple. Six items are (almost) mandatory: motherboard, CPU, memory, network card, case and floppy drive. The first three items will be the most expensive if using a FastEthernet network (unless you insist on using rack mounted cases). Otherwise, the network card will be a major expense. Some motherboards come equipped with a FastEthernet interface. I have also seen some systems without individual cases. A hard drive or video card may be useful. Some Beowulf designers discourage a hard drive on each compute node. If your application requires lots of scratch disk i/o, then you may need a disk on the node. When a node repeatedly fails to reboot, a video card can help diagnose the problem. (At IU in two years of running with 40 nodes, this has only been necessary about half a dozen times.) We have a few spare video cards to install when needed.

The Indiana University Physics Department received $50,000 in 1998 to build a 32-node Linux cluster. The machine we built in Nov. 1998 is called CANDYCANE, which stands for CPUs And Network Do Your Calculation And Nothing Else. CANDYCANE is an appropriate name because it was designed for the “sweet spot,” that is, components were picked to give the best price-performance ratio attainable. The cost per node was $693 for a Pentium II 350, with a 4.3 GB hard drive and 64 MB of ECC RAM. Each node has a floppy drive and a FastEthernet card. The 40-port HP Procurve switch cost about $2,000, so the total cost was about $25,000. In November, 2000 it would have been possible to build this system for $`<`$$320 per node, or for approximately $12,000. An even more attractive alternative would be a diskless Athlon 600 MHz system for which the per node cost is about $275. This node would have much better performance than the PII 350; however, the FastEthernet would be a bottleneck on the MILC code with Kogut-Susskind quarks. Even so, a 32 node system with a minimum performance of 1280 and 1660 Mflops, for $`8^4`$ and $`14^4`$ sites per node, respectively, could be built for under $10,500. This works out to a cost/MF of between $6.3 and $8.2.

In Sec. 2, we describe the key issues for good performance. Section 3 gives details of single node performance. Section 4 points the reader to a web site with extensive benchmarks, gives cost estimates for several designs and compares cost-performance ratios for these clusters and a number of supercomputers. For additional information about emerging technologies for clusters see Ref. .

## 2 KEYS TO PERFORMANCE

A very simple approach to achieving good performance for domain decomposition codes like Lattice QCD codes is to optimize single node performance and to try to avoid degrading performance too much when one has to communicate boundary values to neighboring nodes. The key to a cost effective design is an appropriate balance. Floating point performance is more easily adjustable than network performance because processors come in many speeds, but there are only a few choices for the network.

A simple performance model of the Kogut-Susskind Conjugate Gradient algorithm gives this bandwidth requirement to overlap communication and floating point operations:

$$MB=48MF/(132L)=0.364MF/L,$$
(1)
where $`MB`$ is the achieved bandwidth in Megabyte/s, $`MF`$ is the achieved floating point speed in Megaflop/s on matrix-vector multiplication and an $`L^4`$ portion of the grid is on each node. We assume there are neighboring nodes in each direction, i.e., 16 or more nodes. The constant factor 0.364 is specific to KS quarks. However, the $`1/L`$ behavior is typical of the domain decomposition approach to parallelism and comes from the surface to volume ratio.

Figure 1 shows a log-log plot of measured bandwidth on a ping-pong test for three types of hardware and the performance model for several processor speeds. The messages vary in size from 800 bytes to 30 KB for problem sizes of interest. The arrows near the bottom of the graph correspond to different L values. The FastEthernet (blue) and Myrinet (green) curves come from measured performance on the Roadrunner (RR) supercluster at the Albuquerque High Performance Computer Center. Two curves are shown for Myrinet. With the newer drivers, bandwidth is better and smoother. The Quadrics curve comes from the Teracluster at Lawrence Livermore National Laboratory (LLNL). The measurement was done using the Netpipe program from the Ames Scalable Computing Laboratory . The straight red lines come from the performance model presented above and are plotted for matrix times vector speeds of 50, 100, 200 and 400 MF. We need to run at a large enough value of L so that the measured bandwidth is above the straight line (for whatever speed our processor achieves for the corresponding value of L). Because of cache effects, the processors will achieve higher speeds when $`L`$ is small, but that requires the highest bandwidth. Thus, pushing up the communication rate for small messages is important. Being able to run for a small value of $`L`$ with high efficiency allows running a fixed size problem at high total performance. We see that none of the networks achieves more than a small fraction of its peak bandwidth for the message sizes of interest. A system design based on achieving that peak bandwidth would almost certainly be communication bound, i.e., money would have been spent on floating point capacity that could not be used. There are large differences in the prices of FastEthernet, Myrinet and Quadrics hardware. Choice of network can obviously play a critical role in system performance and cost-effectiveness.

## 3 SINGLE NODE PERFORMANCE

The single node performance is likely to depend upon such issues as the quality of the CPU, the performance and size of cache(s), the bandwidth to main memory and the quality of the compiler. For message passing performance, key issues are the latency, peak bandwidth, processor overhead and the message passing software. It is important to make the right choices when designing your system.

For the CPU, one can choose among Intel Celeron, Pentium II, PIII, PIV, Itanium; AMD Athlon, Thunderbird, Duron; Compaq Alpha and other possibilities. The Celeron may have limited performance because it only has a 66 MHz front side bus (FSB). If access to memory is important (as it is for this application) the 100 or 133 MHz FSB of the PII and PIII will be useful. The PIV is quite new and currently expensive. Itanium is soon to be available and some results are provided below. The Alpha has great performance, but it is expensive.

There are currently several memory types available for different processors. They include PC100, PC133, Rambus, Double Data Rate (DDR), which is also known as PC1600 or PC 2100. PC100 and PC133 are fairly mature at this stage, and there is little difference in price (currently about 0.5$/MB). Rambus was quite expensive at introduction, but has recently decreased quite a bit (currently slightly more than 1$/MB). DDR is just now coming to market (Micron), but it does not carry too much of a premium (currently similar to Rambus). Motherboards that use DDR memory are just coming to market. Pick the right amount of memory for your problems: you never want your code to swap, but neither do you want to buy a lot of memory that you never use.

Choice of motherboard is crucial. It must be matched to the processor and memory. The support chip can have an important impact on performance (as we explore below). The motherboard determines the number of processors per node. We discuss below whether dual processor systems are more or less cost-effective for a particular application. The motherboard will also determine whether you have a faster or wider PCI bus than the initial standard 33 MHz-32bit bus. This may be important if you have a higher speed network like Myrinet.

The last critical choice is the network hardware and software. It properly deserves its own section, but to save space we briefly discuss it here. FastEthernet is the commodity network. Other choices such a Myrinet, Giganet, Gigabit Ethernet, Quadrics QSnet and SCI from Dolphin/Scali have higher performance, but are quite expensive compared to FastEthernet. (Including the card and switch, you can expect to spend about $1,500 per node, except for Quadrics which is over $3,000 per node.) Because of the big jump in price and performance, it is necessary to make sure the system maintains balance between CPU and network. Regarding software choices, under FastEthernet, MVIA and GAMMA software have reduced latency compared with standard TCP/IP. I have recently tried VMI under Myrinet which is being developed at NCSA and found it to be superior to running under standard GM (Myrinet supplied) driver.

Turning next to single node performance, we note that it is easy to waste a lot of money on a poor system design. To illustrate this, we consider the various speed AMD Athlon processors available and their prices on two particular days. Although we focus on Athlon here, the same considerations apply to Intel or other processors. Figure 2 shows that processor price is a rapidly increasing function of speed. It can also be a rapidly decreasing function of time, especially for the faster processors.

Dividing the price by the speed of the chip, we find that the relative expense rises rapidly for the faster chips . On April 7, 2000, there was an apparent sweet spot at 600 MHz. The faster chips have a higher price-performance ratio. Depending upon the costs of the other components of the system, the entire system may have a higher or lower price-performance ratio.

For our QCD codes, access to memory is quite important. In our first example, we compare a Celeron chip with a 66 MHz FSB and a Pentium II chip with a 100 MHz FSB. The Pentium’s clock speed is only 6% faster than the Celeron, but its performance is 38% faster for $`L=`$6 and 23% faster for $`L`$8. This is because of its larger cache and 52% faster FSB. When we overclock the Celeron, it has a slower FSB but a faster CPU speed than the PII, and performance is about equal except for $`L=`$6 where the smaller cache probably is the source of the difference.

By comparing 500 MHz and 600 MHz Athlons, we demonstrate that performance does not increase in proportion to the speed of the chip. This is because memory access is fixed by the FSB speed.

The 600 MHz chip has a peak speed 20% faster than the 500 MHz chip. With $`4^4`$ lattice points, we do see a 20% speed up, but for the larger problem sizes that do not fit into cache, there is only a 5% speedup. We expect that for even faster processors, performance increases will be marginal.

Since memory access is so crucial, I have purchased a Pentium III 533B chip that uses PC133 memory. In theory, it should provide about 33% better performance than a similar chip with PC100 memory. I have tried three different motherboards using different support chips and the results are disappointing. The Gigabyte GA6VXE+ motherboard uses a VIA chip set, the Supermicro (SM) PIIISED uses the Intel 810e chip set, and I also tried an Intel CC820 motherboard using the Intel 820 chip set. The results are not particularly better than a PII350 or 450 MHz chip using a BX motherboard, except when the problem fits in cache. In the future, I hope to test whether the PIII prefetch instructions can be used to improve this situation. (This technique would also be applicable to a BX motherboard with PIII installed.) The next version of the Portland Group Compiler is supposed to have better facilities for telling the compiler when to prefetch data to cache. (See Table 3.)

It is possible that the 815e support chip from Intel will provide better performance with the 133 MHz FSB, but I have not done any tests myself. There are benchmarks at the Intel developer’s web site that look promising. However, there are support chips from ServerWorks that support PC133 memory well. Here are results from Los Lobos (LL), that uses Intel 733 MHz chips in IBM Netfinity servers that use a ServerWorks chip set. SuperMicro is manufacturing a dual processor motherboard that uses a support chip from ServerWorks, but the motherboard currently costs about $280, which is about twice the price of dual processor BX motherboard. Also, this board requires registered memory which will add to the cost of the system.

You might have noticed above that the Athlon numbers are fairly impressive especially considering that an Athlon chip will cost less than an Intel chip at comparable speed. There has been good news recently on the Athlon front. DDR memory is now available from Micron, and there will soon be motherboards that use the AMD 760 chipset which supports DDR memory. Dual processors have not been available for the Athlon, but there will be an AMD 760MP chip that will support dual processors. On October 10, 2000, AMD announced a demonstration dual-CPU DDR system, so it should not be too many more months before these are available to the consumer.

With the help of programmers at Intel, the MILC benchmarks have been tuned and run on several Intel Itanium(tm) based systems. The code that was run does not include any assembler instructions, but prefetching hints to the compiler have been inserted to enhance performance. The Itanium(tm) processors have the best performance we have seen for our code.

It should be noted that the 667MHz processor is a pre-production pilot. The two faster processors have double-pumped front side bus and they also have a larger cache. By looking at ratios of results we can see the effects of cache size, external memory speed and processor speed. A second table and interpretation of the relative performance may be found in the original transparencies.

## 4 PRICE-PERFORMANCE RATIOS & BENCHMARKS

The simple performance model presented above can help us predict when the communication and floating point are in reasonable balance, but it is no substitute for real benchmarks. A web site for MILC benchmarks may be found at physics.indiana.edu/~sg/milc/benchmark.html. All the benchmarks presented are for single precision Kogut-Susskind conjugate gradient. Due to limitations of space and time, we refer the reader to the web site.

We consider bare-bones cluster nodes with either 450 MHz PII chips as in Roadrunner, or 733 MHz PIII chips as in Los Lobos. For the Los Lobos level system, we are assuming a ServerWorks dual-CPU capable motherboard will have comparable performance to the IBM Netfinity nodes. Each node contains 64 MB of ECC memory per processor and a 4.3 GB hard drive. Prices are based on a search of www.pricewatch.com on Oct. 31, 2000. Performance expectations are based on Roadrunner or Los Lobos. (An AMD Athlon based system was considered in Sec. 1.)

To build a single CPU node like Roadrunner, but with 64 MB of memory would cost $325. A dual CPU node, with 128 MB would cost $527. If more memory is desired, it should cost less than $1 per Megabyte. Los Lobos style nodes are $634 and $878, for single and dual cpu, respectively. Per port FastEthernet switch costs are about $56, $185 and $240, for 32, 72 and 144 ports, respectively. Myrinet cost is $1527 per port and scales linearly up to 128 ports with the Clos switches. These prices are for LANai 9, Myrinet 2000 cards, and better network performance than on Los Lobos is expected.

For a single CPU RR level system, the price-performance ratio in $/MF is 7.2–9.3, 10–13, $``$11–15 and 28–31, for FastEthernet with 32, 64, 128 nodes and Myrinet, respectively. With dual CPUs, the numbers are 8–11, 12–16, 14–19 and 20–23. We see that the second CPU makes the Myrinet based system considerably more cost effective; however, for FastEthernet, although the marginal cost is small, the performance gain is not that great either, and the system is less cost effective. With the more expensive and higher performance LL level nodes, FastEthernet cost in $/MF is about 11, 14 and 17, and Myrinet is 20–22 for single CPU systems. With a second processor the Myrinet number drops to 16–21. Dual CPU benchmarks have not been run with FastEthernet, but the network performance should be even more of an issue here, and we expect the cost effectiveness to be somewhat less.

This work was supported by the U.S. DOE under grant DE-FG02-91ER 40661. Special thanks to the MILC collaboration, the Albuquerque High Performance Computer Center, Indiana University, LLNL, National Center for Supercomputing Applications, Pittsburgh Supercomputer Center and San Diego Supercomputer Center.


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# Homological algebra of multivalued action functionals

## 1. Introduction, main definitions and statement of the results

### 1.1. General motivation

In recent years there has been a continuously growing interest in the analysis of multivalued action functionals. The precise meaning of “multivalued functional” will be defined below; for now, we can heuristically define an action functional to be “multivalued” if it is given in terms of a collection of Lagrangian densities on the manifold $`M`$ of parameters (the “space-time”) which do *not* glue into a globally defined differential form (of top degree on $`M`$).

Amongst the primary motivations to study multivalued actions are the need to incorporate topological terms , and the emergence of dynamical fields of new geometric content, such as curvings and connective structures on Gerbes with abelian band, like the $`B`$-field in String Theory, see e.g. , and more recently, differential cohomology . Multivalued actions can also arise in other geometric contexts, typically when a Lagrangian density, that is, a top-degree form, is produced from a local ansatz, where “local” means that the construction leading to the Lagrangian density is carried out with respect to an explicit choice of an open neighborhood or chart $`UM`$. Such is the case, for example, for the Liouville action constructed in  to investigate the Weil-Petersson form on the Teichmüller space of compact Riemann surfaces of genus $`g`$, and its chiral “half” used in  that yields a variational characterization of the universal projective family. It seems that in all the examples a proper definition of the action usually leads to a generalization of the Lagrangian density as a cocycle in a Čech resolution with respect to a chosen open cover of $`M`$. The Čech paradigm is in fact a fundamental one when constructing action functionals. In our work with L.A. Takhtajan (cf. ) we stressed its universal nature with respect to the choice of the cover, emphasizing the need (and the possibility) to work with arbitrary coverings. In this way we put the accent on the cocycle itself, rather than on the class it represents: indeed the former is what is usually explicitly computable, given a choice of a covering of $`M`$.

In geometric applications, such as in  or , we need to work with the first and higher variations of the relevant functionals, thus we work firmly within the context of Classical Field Theory . It is obviously of primary importance to ensure that the variational principle associated to these multivalued actions yield well defined variational problems. In other words, we need to ensure that the resulting Euler-Lagrange equations be globally defined on $`M`$.

The aim of this note is to point out a simple mechanism by which these (classical) multivalued action functionals yield a globally defined variational equation. Assuming the variations of the relevant dynamical fields glue appropriately on $`M`$, we show that Takens’ results on the variational bicomplex  (see also ) force the local variations subordinate to a covering of $`M`$ to glue into a global one.

### 1.2. Multivalued functionals

The meaning of “multivalued functional” in this context is as follows. Let $`M`$ be a manifold of dimension $`n`$, assumed to be compact for simplicity, and let $`𝒰_M=\{U\}_{iI}`$ be an open cover. For any $`p`$ let $`\underset{¯}{A}_M^p`$ be the sheaf of $`p`$-forms, with $`A^p(M)`$ the corresponding module of global sections. (We assume the smooth forms to be $``$-valued, in general.) Consider the datum of a smooth $`n`$-form $`\omega _i^{(0)}\underset{¯}{A}_M^n(U_i)`$ for each $`U_i`$. Each $`\omega _i^{(0)}`$ is interpreted as a Lagrangian “density” and if $`x_i^1,\mathrm{},x_i^n`$ are local coordinates on $`U_i`$, we write $`\omega _i^{(0)}=L_idx_i^1\mathrm{}dx_i^n`$. We assume the smooth function $`L_i`$ (the “Lagrangian”) depends on a section of some fiber bundle $`E\stackrel{𝜋}{}M`$. (In fact this can be generalized to the situation where we have submersions $`E_iU_i`$ satisfying reasonable descent conditions, see below.) We need to compare two local Lagrangian densities $`\omega _i^{(0)}`$ and $`\omega _j^{(0)}`$ on $`U_{ij}=U_iU_i`$. We consider the following two possibilities:

1. $`\omega _i^{(0)}=\omega _j^{(0)}`$ for any $`i,jI`$, that is the local lagrangian densities glue to form a globally defined $`n`$-form $`\omega ^{(0)}`$ on $`M`$. In particular we can define an action functional by integration over $`M`$:

$$S=[\omega ^{(0)}],[M]=_M\omega ^{(0)}.$$

As a result, the corresponding variational principle will be well defined on $`M`$.
2. $`\omega _j^{(0)}\omega _i^{(0)}=d\omega _{ij}^{(1)},`$ where $`\omega _{ij}^{(1)}\underset{¯}{A}_M^{n1}(U_{ij})`$ is a smooth $`(n1)`$-form. We refer to this case as “multivalued”, owing to the non-uniqueness of the Lagrangian density.

In the second case above, the procedure to construct an action functional is by now standard. We consider the Čech-de Rham complex  $`\stackrel{ˇ}{C}^q(𝒰_M,\underset{¯}{A}_M^p)`$ relative to the cover $`𝒰_M`$. If we assume this cover to be good, then we can construct forms $`\omega ^{(0)},\omega ^{(1)},\mathrm{},\omega ^{(n)}`$, with $`\omega ^{(q)}`$ an $`(nq)`$-form on a $`q`$-fold intersection, from the descent relation

(1.1)
$$(1)^{nq}\stackrel{ˇ}{\delta }\omega ^{(q)}=d\omega ^{(q+1)},$$

where $`\stackrel{ˇ}{\delta }`$ is the Čech coboundary. We obviously have $`d\omega ^{(0)}=0`$ for dimensional reasons, and we can close the descent condition at the last step, namely $`\stackrel{ˇ}{\delta }\omega ^{(n)}=0`$, by invoking the fact that $`H^{n+1}(M^n,)=0`$. In this way the sequence of forms $`\omega ^{(0)},\omega ^{(1)},\mathrm{},\omega ^{(n)}`$ determines a total cocycle $`\mathrm{\Omega }`$ of degree $`n`$ in the single complex associated to the Čech-de Rham one with total differential $`D=d\pm \stackrel{ˇ}{\delta }`$, namely we have $`D\mathrm{\Omega }=0`$. Since the Čech-de Rham complex computes $`^{}(M,\underset{¯}{A}_M^{})H^{}(M,)`$, the cocycle $`\mathrm{\Omega }`$ represents a class of degree $`n`$ which can then be evaluated against the fundamental class of $`M`$. More precisely, $`\mathrm{\Omega }`$ can be evaluated against a representative $`\mathrm{\Sigma }`$ of $`[M]`$ and the resulting number

(1.2)
$$S=\mathrm{\Omega },\mathrm{\Sigma }[\mathrm{\Omega }],[M]$$

can be taken to be the action functional determined by the collection of local Lagrangian densities $`\{\omega _i^{(0)}\}`$.

We slightly modify this setup: in many actual examples the descent equations are simply manifestly satisfied up to the last step (so the assumption that the cover is good is not really used), where we may have $`\stackrel{ˇ}{\delta }\omega ^{(n)}=c`$, instead of simply $`\stackrel{ˇ}{\delta }\omega ^{(n)}=0`$. To accommodate this fact it is worth working with Deligne cohomology, as pointed out in , namely we replace the de Rham complex $`\underset{¯}{A}_M^{}`$ with the augmented one $`_M\underset{¯}{A}_M^{}`$, where the first arrow is just the inclusion . Thus $`\mathrm{\Omega }`$ will be interpreted as a total cocycle of degree $`n+1`$ corresponding to the sequence $`\omega ^{(0)},\omega ^{(1)},\mathrm{},\omega ^{(n)},c`$ in the Čech resolution of the Deligne complex above. If indeed the cover is good, the Čech resolution computes the *Deligne cohomology* group $`^{n+1}(M,_M\underset{¯}{A}_M^{})\stackrel{def}{=}H_𝒟^{n+1}(M,)H^n(M,^{})`$. Therefore the result of (1.2) is to be interpreted as the *exponential* of the action (written additively), rather than the action itself. In any event, the multivalued functionals we have in mind are precisely those Čech cocycles arising from a collections of local lagrangian densities in the manner we have just explained.

### 1.3. Main definitions and results

Let $`M`$, $`𝒰_M`$, $`\underset{¯}{A}_M^{}`$ as above. Let $`_𝒟^{}:_M\underset{¯}{A}_M^0\underset{¯}{A}_M^1\mathrm{}`$ be the *augmented* de Rham complex—the Deligne complex of length $`n+1`$. Let $`𝖢^{p,q}=\stackrel{ˇ}{C}^q(𝒰_M,_𝒟^p)`$ the bicomplex with differentials, $`d`$ and $`\stackrel{ˇ}{\delta }`$. The associated simple complex will have total differential $`D=d+(1)^p\stackrel{ˇ}{\delta }`$ acting on the homogeneous components $`𝖢^{p,}`$. (Note that in degree zero $`d`$ is just the inclusion $`_M`$ into the smooth functions $`\underset{¯}{A}_M^0`$.) Let $`\{\omega _i^{(0)}\}`$ be a collection of lagrangian densities subordinated to the open cover $`𝒰_M`$. (In other words, a $`0`$-cochain on $`𝒰_M`$ with values in $`\underset{¯}{A}_M^n`$.) For the purpose of this introduction we will assume each $`\omega _i^{(0)}`$ depends (in a local way, see below) on the restriction to $`U_i`$ of a section $`\varphi `$ of a smooth bundle $`E\stackrel{𝜋}{}M`$. (We omit to display this dependency in the notation.)

###### Definition 1.1.

A *multivalued Lagrangian cocycle* is a cocycle $`\mathrm{\Omega }=\omega ^{(0)}+\omega ^{(1)}+\mathrm{}+\omega ^{(n)}+c`$ of total degree $`n+1`$ in the total simple complex associated to $`𝖢^{p,q}`$. The homogeneous members satisfy the descent condition (1.1) plus the relation $`\stackrel{ˇ}{\delta }\omega ^{(n)}=c`$. If $`\mathrm{\Sigma }`$ represents the fundamental class $`[M]`$ of $`M`$, the *multivalued action functional* associated to $`\mathrm{\Omega }`$ is given by the evaluation (1.2).

For each member $`U_i`$ of the cover $`𝒰_M`$, we consider the variational bicomplex on $`𝒮_i\times U_i`$, where $`𝒮_i`$ is the restriction to $`U_i`$ of the space of smooth global sections of $`E`$. We have *two* exterior differentials: $`𝜹`$ in the field direction, and $`d`$ has been already introduced. For simplicity we assume that $`𝜹d=d𝜹`$, and include an explicit sign for the total differential $`𝜹\pm d`$.

The variation $`𝜹\omega ^{(0)}`$ can be written as

(1.3)
$$𝜹\omega _i^{(0)}=a_i^{(0)}+d\gamma _i^{(0)}.$$

It follows from Takens’ theorem 2.1 (see , and also ) that the decomposition is unique (see below), where the variation $`a_i^{(0)}`$—the non exact part of $`𝜹\omega ^{(0)}`$—is a *source form* of degree $`(1,n)`$ in the variational bicomplex, and $`\gamma _i^{(0)}`$ has degree $`(1,n1)`$. The source form $`a_i^{(0)}`$ determines a differential equation which coincides with the classical Euler-Lagrange equations once a coordinate system has been chosen. We call $`_i`$ the zero-locus in $`𝒮_i`$ defined by the Euler-Lagrange equation. Following , we call $`\gamma _i^{(0)}`$ the Cartan form.

Then the main result is

###### Theorem 1.2.

The cochain $`\{a_i^{(0)}\}_{iI}`$ is a $`0`$-cocycle, that is $`a_i^{(0)}=a_j^{(0)}`$, so it defines a globally defined $`(1,n)`$-source form $`a^{(0)}`$. The variation of the total cocycle $`\mathrm{\Omega }=\omega ^{(0)}+\omega ^{(1)}+\mathrm{}+\omega ^{(n)}+c`$ is solely due to the source form up to a total coboundary, namely we have

(1.4)
$$𝜹\mathrm{\Omega }=a^{(0)}+D\mathrm{\Gamma },$$

where $`\mathrm{\Gamma }_{q=0}^{n1}\gamma ^{(q)}`$ is a chain of total degree $`n`$ in the total complex of $`𝖢^,`$ such the last component $`\gamma ^{(n)}=0`$.

$`\mathrm{\Gamma }`$ may be called the *global Cartan form* associated to $`\mathrm{\Omega }`$. Notice that $`\mathrm{\Gamma }`$ is really (up to an index shift) an object in the genuine Čech-de Rham complex.

A number of corollaries are almost immediately available. First, we obviously have

###### Corollary 1.3.

The zero-loci $`_i𝒮_i`$ determined by the Euler-Lagrange equations relative to $`\{a_i^{(0)}\}_{iI}`$ glue into a global locus $``$.

###### Remark 1.4.

Note that the statement of the corollary is not completely vacuous. In light of the assumptions in 2.6, it means that regardless of the nature of the allowed fields, the loci $`_i`$ will always describe global geometric objects on $`M`$.

Furthermore, in ref.  Zuckerman introduces the variational differential of the Cartan form and calls it the *universal conserved current*. Thus for each $`iI`$ we would consider the local universal conserved current $`\theta _i^{(0)}=𝜹\gamma _i^{(0)}`$, which is a form of bidegree $`(2,n)`$ in the variational complex. Elementary manipulations show that the main property of the Cartan form is that

(1.5)
$$𝜹\theta _i^{(0)}=0,d\theta _i^{(0)}=𝜹a_i^{(0)},$$

It follows from (1.5) that the restriction of the universal current to $`_i`$ is a *closed* $`(2,n)`$-form (in the variational bicomplex). To complete the picture, we consider the global current $`\mathrm{\Theta }\stackrel{def}{=}𝜹\mathrm{\Gamma }`$ and similarly to ref.  we have:

###### Proposition 1.5.

The global current $`\mathrm{\Theta }`$ satisfies

(1.6)
$$𝜹\mathrm{\Theta }=0,D\mathrm{\Theta }=𝜹a^{(0)}$$

so it is a conserved current. The restriction to $``$ is closed with respect to $`𝛅+D`$.

In analogy with the variation being a homogeneous element in the Čech resolution of $`_𝒟^{}`$, thanks to Theorem 1.2, the proposition shows the $`D`$-differential (and obviously the total differential) of the global current $`\mathrm{\Theta }`$ is also a homogeneous object of pure bidegree $`(n+1,0)`$ in the Čech-Deligne complex.

### 1.4. Organization

This note is organized as follows. In the first part of sect. 2 we collect some notation and some notions we need about Deligne complexes and variational bicomplexes. In subsect. 2.4 we make more precise assumptions on the allowed objects in the variational process (in particular relaxing the conditions stated in subsect. 1.3) and we state a lemma on the gluing properties of the resulting local variational complexes. Once this is done, the proofs of Thm. 1.2 and Prop. 1.5 reduce to a homological manipulation of various differential complexes. They are presented in some detail in sect. 3. Finally, we draw some conclusions and look at possible future directions in sect. 4.

## 2. Setup

We keep the assumptions on $`M`$, $`𝒰_M`$, $`\underset{¯}{A}_M^{}`$ made in sect. 1. Also, we use the notation $`U_{ij}`$ for $`U_iU_j`$ and $`U_{ijk}=U_iU_jU_k`$, and so on.

### 2.1. Double and triple complexes

If $`𝖢^,`$ is any double complex with *commuting* differentials $`d_1`$ and $`d_2`$ we denote by $`𝖢^{}`$ or by $`\mathrm{Tot}^{}𝖢`$ the associated total simple complex, with $`𝖢^k=_p𝖢^{p,kp}`$, and total differential $`d(x)=d_1(x)+(1)^pd_2(x)`$, for $`x𝖢^{p,kp}`$.

Unfortunately (or more interestingly), we will have to consider also *triple* complexes. If $`𝖢^{p,q,r}`$ is such a tricomplex with differentials $`d_1,d_2,d_3`$, then the associated total complex has a total differential $`d`$ equal to $`d=d_1+(1)^pd_2+(1)^{p+q}d_3`$ when acting on the homogeneous component of (triple) degree $`(p,q,r)`$.

### 2.2. Deligne complexes

The use of Deligne cohomology is by now fairly common, so we just introduce the notation. A brief introduction can be found in , a more thorough treatment can be found in refs.. Recall that $`M`$ has dimension $`n`$. The smooth Deligne complex of length $`p`$ is the complex of sheaves

$$_𝒟^{}:_M\stackrel{\mathit{ı}}{}\underset{¯}{A}_M\stackrel{𝑑}{}\underset{¯}{A}_M^1\stackrel{𝑑}{}\mathrm{}\stackrel{𝑑}{}\underset{¯}{A}_M^{p1}$$

$``$ is placed in degree zero and the degree of each term $`\underset{¯}{A}_M^r`$ in $`_𝒟^{}`$ is $`r+1`$. The first differential is just the inclusion $`ı`$ of $``$ in $`\underset{¯}{A}_M`$, while $`d`$ is the usual de Rham differential. The complex is truncated to zero after degree $`p`$.111We do not use the “Algebraic Geometers’ twist” $`(p)=(2\pi i)^p`$, here. The *smooth Deligne cohomology groups* of $`M`$ — denoted by $`H_𝒟^q(M,)`$ — are the hypercohomology groups $`^q(M,_𝒟^{})`$. In practice, if the cover $`𝒰_M`$ is sufficiently fine (as we assume here) these groups can be calculated using Čech cohomology from the double complex $`𝖢^{p,q}=\stackrel{ˇ}{C}^q(𝒰_M,_𝒟^p)`$, equipped with the differentials $`d`$ and $`\stackrel{ˇ}{\delta }`$ and the total differential $`D=d+(1)^r\stackrel{ˇ}{\delta }`$.

For the length $`n+1`$ complex used to describe the multivalued functionals there is in fact no truncation, so it is an augmented de Rham complex $`\underset{¯}{A}_M^{}`$, as noted before. In this case $`H_𝒟^{n+1}(M,)H^n(M,^{})`$. (See also .) However, in some case the dynamical fields themselves are cocycles in $`𝖢^,`$ for some appropriate length, so the general formalism may be needed.

### 2.3. Jets and the variational bicomplex

We need to recall a bit of notation concerning jet bundles and the variational complexes of local forms. An in-depth account can be found in . We follow the approach in .

For any manifold $`U`$ of dimension $`n`$, let $`\pi :EU`$ be a smooth fibration, with the manifold of smooth sections $`𝒮=\mathrm{\Gamma }(U;E)`$. (Later on we will consider the case where $`UM`$ is an open set.) Let $`\mathrm{𝑒𝑣}:𝒮\times UE`$ be the evaluation map. By taking the infinite jet of $`\mathrm{𝑒𝑣}(\varphi ,m)=\varphi (m)`$ at $`mU`$ it extends to $`\mathrm{𝐸𝑣}:𝒮\times UJE`$, where $`JE`$ is the infinite jet bundle of $`EU`$. A tangent vector $`\xi `$ to $`𝒮`$ at $`\varphi `$ (a “variation”) is a section of the vector bundle $`\varphi ^1(TE/U)`$, where $`TE/U`$ is the vertical bundle of the fibration $`EU`$. By taking the infinite jet $`j(\varphi )`$ of $`\varphi `$ we obtain a section of the vertical bundle $`j(\varphi )^1(JE/U)`$. The vertical bundle sequence of $`JE`$ splits; in particular the fiber of supplementary (horizontal) bundle at $`mU`$ is the image of $`T_mM`$ under $`j_m(\varphi )_{}`$. By duality, there is a corresponding splitting of the complex of differential forms on $`JE`$ into vertical and horizontal components.

The complex of differential forms on $`𝒮\times U`$ splits according to the product structure into components of bidegree $`(p,q)`$, and the exterior differential splits accordingly as $`d_{𝒮\times U}=𝜹+(1)^pd`$. In the complex of smooth differential forms on $`𝒮\times U`$ we are only interested in the subcomplex obtained as the inverse image under $`\mathrm{𝐸𝑣}^{}`$ of the complex of differential forms on $`JE`$, namely the complex of *local* forms. These are the forms whose dependency on $`\varphi 𝒮`$ and tangent vectors $`\xi _i`$ factors (locally, in general) through some finite jet of $`\varphi `$ and $`\xi _i`$ at $`mU`$. The local forms inherit a splitting induced by the one on $`JE`$ via $`\mathrm{𝐸𝑣}^{}`$. It is compatible with the one induced by product structure of $`𝒮\times U`$. We denote by $`A_{\mathrm{loc}}^{p,q}(𝒮\times U)`$ the homogeneous component of degree $`(p,q)`$.

In  (see also  for a different proof) Takens proves

###### Theorem 2.1 (Takens).

For $`p1`$ the complex $`(A_{\mathrm{loc}}^{p,}(𝒮)\times U,d)`$ is exact except in top degree $`||=n+1`$.

Recall that we are shifting the form degrees by $`1`$. It follows that in the variational complex $`q1`$ when the degree shift is in effect (as there is no $`_M`$ to be placed in degree zero). Theorem 2.1 has two very important consequences of great relevance to us. First, the non exactness in top degree implies that there are locally closed forms of top-degree which are non exact, unlike the ordinary de Rham sheaf complex. In particular, $`A_{\mathrm{loc}}^{p,n+1}(𝒮\times U)`$ decomposes as the direct sum of the image of $`A_{\mathrm{loc}}^{p,n}(𝒮\times U)`$ under $`d`$ and a non-exact component consisting of *source forms:* these are identified in refs.  and  with $`(p,n+1)`$-forms in the variational bicomplex whose dependency on the variation factors through the $`0`$-jet *only.* Source forms are nothing but the familiar Euler-Lagrange forms from standard variational calculus. Indeed, what is normally done after perfoming the variation of a Lagrangian density $`\omega =Ldx^1\mathrm{}dx^n`$ (we drop the chart index for convenience) is to integrate by parts to achieve an expression containing only the $`0`$-jet of the variation “up to boundary terms”, that is, a source form plus an exact differential. As a consequence of the foregoing discussion we have (temporarily restoring the standard form degrees):

###### Lemma 2.2.

For a lagrangian density $`\omega =Ldx^1\mathrm{}dx^n`$, there exist a unique source $`n`$-form $`a`$ and a local $`n1`$-form $`\gamma `$ such that $`𝛅\omega =a+d\gamma `$. Moreover, if we shift $`\omega `$ to $`\omega +d\chi `$, the source form $`a`$ is unchanged.

In practical terms, lemma 2.2 means that $`\gamma `$ cannot be shifted by say $`\tau `$, while at the same time changing $`a`$ into $`ad\tau `$, as the latter would not be a source form.

Finally, the other important consequence in Theorem. 2.1 is that the variational complex is exact in its *lowest* degree, again unlike the de Rham one. It follows that for $`f`$ a *function* with $`p1`$variational slots, the equation $`df=0`$ implies $`f=0`$, rather than $`f=\mathrm{𝑐𝑜𝑛𝑠𝑡}`$, as it would in the ordinary de Rham complex.

### 2.4. Homology of dynamical fields and gluing of variational complexes

The definition 1.1 of multivalued action functional was given under the assumption that the components of $`\mathrm{\Omega }`$ be local forms depending on the restriction of a section of $`E`$ over $`M`$ to the various open sets of $`𝒰_M`$. This is one of the main examples. If $`EM`$ is a smooth fibration, a global section $`\varphi `$ is then a collection $`\{\varphi _i\}_{iI}`$ of sections of $`E|_{U_i}`$ such that $`\varphi _i=\varphi _j`$ over $`U_{ij}`$. All the statements, however, remain valid in a more general context. Rather than just sections of global fibrations, we can allow more general objects with more relaxed gluing properties.

###### Example 2.3.

Let us consider the case of cocycles of degree $`p`$ in the Čech resolution of some Deligne complex of the (same) length $`p`$, namely an object of the form

$$\mathrm{\Phi }=\varphi ^{(0)}+\mathrm{}+\varphi ^{(p1)}+c,$$

with $`\varphi ^{(j)}\stackrel{ˇ}{C}^{pj}(_𝒟^j)`$. (And $`c=\varphi ^{(p)}`$.) This includes the case of connections in line bundles and curving structures on gerbes with abelian band . The main dynamical field will be the collection $`\{\varphi _i^{(0)}\}_{iI}`$ while the other members determine the gluing law, namely

$$\varphi _j^{(0)}\varphi _i^{(0)}=\pm d\varphi _{ij}^{(1)},\varphi _{ij}^{(1)}\varphi _{ik}^{(1)}+\varphi _{ij}^{(1)}=\pm d\varphi _{ijk}^{(2)},\mathrm{}$$

and so on according to the cocycle condition and the relevant sign rules. In a case like this, we will demand that the *variations glue,* namely that $`𝜹\varphi _j^{(0)}=𝜹\varphi _i^{(0)}`$, which intuitively amounts to say that the gluing objects $`\varphi ^{(1)},\varphi ^{(2)},\mathrm{}`$ are spectators from the point of view of the dynamics.

Other examples we want to consider include the following.

###### Example 2.4.

The category of connections on a principal $`G`$-bundle over $`M`$ for a non-abelian group $`G`$ with Lie algebra $`𝔤`$. The dynamical field is a $`0`$-cochain $`\{A_i\}_{iI}`$ with values in $`\underset{¯}{A}_M^1𝔤`$ with the gluing law:

$$A_j\mathrm{ad}(g_{ij}^1)(A_i)=g_{ij}^1dg_{ij}$$

for a $`1`$-cocycle $`\{g_{ij}\}`$ with values in $`G`$.

###### Example 2.5.

$`(G,X)`$-structures: consider an action $`G\times XX`$ and fibrations $`XM`$ and $`GM`$, with corresponding sheaves of sections $`\underset{¯}{X}_M`$ and $`\underset{¯}{G}_M`$. The dynamical field is a collection of local sections $`x_i`$ over $`U_i`$ of $`\underset{¯}{X}_M`$, with elements $`g_{ij}\underset{¯}{G}_M(U_{ij})`$ acting as gluing morphisms.

With these examples as main motivation, we make the following

###### Assumption-Definition 2.6.

Let $`𝒰_M`$ be a covering of $`M`$, and let $`\underset{¯}{E}_M`$ a sheaf over $`M`$ with an appropriate structure, for example the sheaf of sections of smooth fibration $`EM`$. Let $`\{\varphi _i\underset{¯}{E}_M(U_i)\}_{iI}`$ be a collection of sections. Assume that either:

1. $`\underset{¯}{E}_M`$ can be realized as the highest degree object in a complex of abelian groups ;

$$\mathrm{}\underset{¯}{E}_M^2\underset{¯}{E}_M^1\underset{¯}{E}_M^0\underset{¯}{E}_M$$

and $`\{\varphi _i\}_{iI}`$ completes to a cocycle of the appropriate length;
2. or $`\underset{¯}{E}_M`$ can be realized as the zero level of a truncated simplicial object of length one:

$$\underset{¯}{E}_M^1\underset{¯}{E}_M^0\underset{¯}{E}_M.$$

$`\underset{¯}{E}_M^1`$ acts on $`\underset{¯}{E}_M`$ by isomorphisms. In this case we assume $`\{\varphi _i\}_{iI}`$ is the object part of an appropriate decomposition of $`\underset{¯}{E}_M^{}`$, namely there are isomorphisms $`\psi _{ij}`$ over $`U_{ij}`$ such that $`\varphi _i=\psi _{ij}(\varphi _j)`$, where the $`\psi _{ij}`$ do *not* necessarily satisfy a cocycle condition, see  for more details.

In both cases, we assume that the relevant sheaves of jets satisfy the descent condition, namely elements of $`\underset{¯}{E}_M^1(U_{ij})`$ induce isomorphisms $`j\psi _{ij}:J\underset{¯}{E}_M|_{U_{ij}}J\underset{¯}{E}_M|_{U_{ij}}`$ satisfying the usual compatibility condition over $`U_{ijk}`$.

As a consequence we have a “gluing lemma” for the variational bicomplexes above the various members of the cover $`𝒰_M`$. Indeed, let $`A_{\mathrm{loc}}^{p,q}(𝒮_i\times U_i)`$ be the variational bicomplex determined by $`\underset{¯}{E}_M|_{U_i}`$.222Here $`𝒮_i`$ and $`\underset{¯}{E}_M|_{U_i}`$ are really two names for the same object. Restriction to $`U_{ij}`$ and the action of $`\psi _{ij}`$ determine maps $`A_{\mathrm{loc}}^{p,q}(𝒮_j\times U_{ij})A_{\mathrm{loc}}^{p,q}(𝒮_i\times U_{ij})`$. Then we have

###### Lemma 2.7 (Gluing Lemma).

For $`p1`$ the variational complexes $`A_{\mathrm{loc}}^{p,}(𝒮_i\times U_i)`$ descend to a global object on $`M`$. Also, $`𝛅\stackrel{ˇ}{\delta }=\stackrel{ˇ}{\delta }𝛅`$.

###### Proof.

Essentially immediate. First of all, in general it is easy to verify that an isomorphism of $`\underset{¯}{E}`$ into $`\underset{¯}{F}`$ covering the identity “prolongs”  to an isomorphisms between $`J\underset{¯}{E}`$ and $`J\underset{¯}{F}`$ that preserves the splittings in the respective complexes of differential forms. Thus, given the isomorphism $`\psi _{ij}`$ over $`U_{ij}`$, the induced $`j\psi _{ij}`$ preserves the splitting in the complex of differential forms over $`JE|_{U_{ij}}`$, and this is consistent thanks to the descent condition assumption in 2.6. ∎

An immediate corollary is that given a cocycle $`\mathrm{\Phi }`$ of the type specified in 2.6, the variation $`𝜹\mathrm{\Phi }`$ is a well defined global object on $`M`$.

## 3. Proofs

We will (implicitly) work with the triple complex $`𝖢^{p,q,r}=\stackrel{ˇ}{C}^r(𝒜^{p,q})`$, where $`p`$ is the variational degree, $`q`$ the Deligne complex one, and $`r`$ is the Čech degree. The respective differentials are $`𝜹`$, $`d`$, and $`\stackrel{ˇ}{\delta }`$, assumed to commute with one another. The relevant associated total differentials are constructed according to the rules spelled out in subsect. 2.1. So, for example, we have $`D=d+(1)^q\stackrel{ˇ}{\delta }`$, and $`\mathrm{}=𝜹+(1)^pd+(1)^{p+q}\stackrel{ˇ}{\delta }`$.

### 3.1. Proof of Theorem 1.2

Let $`\mathrm{\Omega }=_{r=0}^n\omega ^{(r)}+c`$ be a Lagrangian cocycle, so that $`D\mathrm{\Omega }=0`$, the latter relation being equivalent to (1.1). Assume that on $`U_i`$ the variation of the Lagrangian densities $`\omega _i^{(0)}`$ be given by eqn. (1.3). From the component of highest form degree in (1.1) we have on $`U_{ij}=U_iU_j`$,

(3.1)
$$\omega _j^{(0)}\omega _i^{(0)}=(1)^nd\omega _{ij}^{(1)},$$

and taking the variation

$$𝜹\omega _j^{(0)}𝜹\omega _i^{(0)}=(1)^nd𝜹\omega _{ij}^{(1)}.$$

As remarked after the statement of Takens’ theorem , the sum in the expression for the variation $`𝜹\omega _i^{(0)}`$ from equation (1.3) is a direct one, namely the decomposition into $`\mathrm{𝑠𝑜𝑢𝑟𝑐𝑒}+\mathrm{𝑒𝑥𝑎𝑐𝑡}`$ is unique. Since equation (3.1) can be interpreted as a shift in the Lagrangian density by an exact differential, by lemma 2.2, plus the gluing lemma 2.7 above, we obtain

(3.2)
$$a_j^{(0)}=a_i^{(0)},\text{and}d\gamma _j^{(0)}d\gamma _i^{(0)}=(1)^nd𝜹\omega _{ij}^{(1)}.$$

The second relation is an equality between differentials of $`(n1)`$-forms (i.e. of degree $`n`$ in the Deligne complex). But now the variational complex is exact, so we obtain

$$𝜹\omega ^{(1)}=(1)^n\stackrel{ˇ}{\delta }\gamma ^{(0)}+d\gamma ^{(1)},$$

for a $`\gamma ^{(1)}`$ of degree $`(1,n1,1)`$.

We continue by recursion. For $`1rn1`$, assume

(3.3)
$$𝜹\omega ^{(r)}=(1)^{nr+1}\stackrel{ˇ}{\delta }\gamma ^{(r1)}+d\gamma ^{(r)},$$

then apply $`𝜹`$ to

$$d\omega ^{(r+1)}=(1)^{nr}\stackrel{ˇ}{\delta }\omega ^{(r)}.$$

We have

$$d𝜹\omega ^{(r+1)}=(1)^{nr}\stackrel{ˇ}{\delta }𝜹\omega ^{(r)}=(1)^{nr}d𝜹\gamma ^{(r)},$$

having used (3.3), and by Takens, again, we obtain

$$𝜹\omega ^{(r+1)}=(1)^{nr}\stackrel{ˇ}{\delta }\gamma ^{(r)}+d\gamma ^{(r+1)},$$

for a $`\gamma ^{(r+1)}`$ of degree $`(1,nr1,r+1)`$, as wanted.

The last step we need to check is the relation (1.1) for $`r=n1`$. We have

$$d\omega ^{(n)}=\stackrel{ˇ}{\delta }\omega ^{(n1)},$$

and applying $`𝜹`$ to both sides we get

$$d𝜹\omega ^{(n)}=\stackrel{ˇ}{\delta }𝜹\omega ^{(n1)}=d\stackrel{ˇ}{\delta }\gamma ^{(n1)},$$

having used (3.3) for $`r=n1`$. Notice that the latter is an equation for differentials of *functions.* Recall our second observation on the consequences of Theorem 2.1. Thus another application of the variational complex acyclicity property yields

(3.4)
$$𝜹\omega ^{(n)}=\stackrel{ˇ}{\delta }\gamma ^{(n1)},$$

without constant terms, and 1.2 is proved.

### 3.2. Proofs for the universal current

The universal current calculation in proposition. 1.5 is a formal manipulation of differentials. Let $`\mathrm{\Theta }=𝜹\mathrm{\Gamma }`$ so that $`\mathrm{\Theta }=_{r=0}^{n1}\theta ^{(r)}`$, where of course $`\theta ^{(r)}=𝜹\gamma ^{(r)}`$. First, we obviously have $`𝜹\theta ^{(r)}=0`$, and, second:

(3.5)
$$d\theta ^{(0)}=𝜹d\gamma ^{(0)}=𝜹a^{(0)},$$

having used (1.3) once again. It follows from (3.5) that $`d\theta ^{(0)}`$ is in fact a well defined form on $`M`$. For the other terms, we have

$`d\theta ^{(r)}`$ $`=d𝜹\gamma ^{(r)}=𝜹d\gamma ^{(r)}`$
$`=𝜹\left(𝜹\omega ^{(r)}(1)^{nr+1}\stackrel{ˇ}{\delta }\gamma ^{(r1)}\right)`$
and using (3.3) we obtain $`d\theta ^{(r)}=(1)^{nr+1}\stackrel{ˇ}{\delta }\theta ^{(r1)}.`$ It follows that

$$D\mathrm{\Theta }=\underset{r=0}{\overset{n1}{}}\left(d\theta ^{(r)}+(1)^{nr}\stackrel{ˇ}{\delta }\theta ^{(r)}\right)=d\theta ^{(0)}=𝜹a^{(0)},$$

thanks to the last relation, which proves the proposition.

It is easy to convince oneself that all the previous manipulations amount to the following simple calculation:

$$D\mathrm{\Theta }=𝜹D\mathrm{\Gamma }=𝜹(𝜹\mathrm{\Omega }a^{(0)})=𝜹a^{(0)}.$$

Furthermore, $`\mathrm{}\mathrm{\Theta }=𝜹a^{(0)}`$, so $`\mathrm{\Theta }`$ is indeed globally closed on $``$.

## 4. Conclusions and outlook

We have shown that under certain conditions (specified in 2.6) action functionals that appear to be ill-defined under coordinate changes nevertheless yield a well defined variational equation. Besides the more historical and consolidated example of actions containing topological terms, a compelling motivation is provided by action functionals, not necessarily of topological flavor, arising from geometric structures, such as those in refs. . In fact, the analysis performed in ref.  was one of our main motivations in writing this note.

One limitation of the present approach lies precisely in the assumption 2.6 used above. As an example, in ref.  the allowed variations were just those that do not change the complex structure, namely the elements of the vertical bundle along the Earle-Eells fibration over the Teichmüller space. But in a geometric situation, like the one provided by a functional depending on a complex structure, one would like to do exactly what is beyond the scope of 2.6: performing a full variation where the local isomorphisms themselves become dynamical fields. It is, however, rather easy to formulate counterexamples to lemma 2.7 and Thm 1.2 in this more general framework, whereby the source forms can be shown *not* to glue. One is led to conjecture that a form of Thm 1.2 should be valid with a cocycle $`a`$ of length equal to the number of members in the complexes in assumption 2.6 that are allowed to have dynamical fields. We hope to return to this question in a future publication.


text:
# On Generation of magnetic field in astrophysical bodies

## ACKNOWLEDGMENTS

The author thanks G. Dar, V. Eswaran, Krishna Kumar, R. K. Varma, and D. Narsimhan for discussions. He also thanks Agha Afsar Ali for carefully reading the manuscript.

Correspondence and requests for material should be addressed to M. K. Verma (email: mkv@iitk.ac.in).