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# Thermodynamics of Clan Production

## I Introduction

Phenomenological analysis of multiparticle production in hadron-hadron collisions in the GeV region A. Giovannini and R. Ugoccioni (1999a, b) revealed interesting substructures, i.e. soft and semihard events, without and with minijets respectively, each class of events being described by a negative binomial (Pascal) multiplicity distribution (NB MD) with different values of the parameters, the average charged multiplicity $`\overline{n}`$ and $`k=\overline{n}^2/(D^2\overline{n})`$. $`D`$ is here the dispersion. The weighted composition of the two MD’s leads to the observed final charged particle MD. Clan structure analysis in terms of the average number of clans, $`\overline{N}`$, and the average number of particle per clan, $`\overline{n}_c`$, allows to interpret nicely the onset of above mentioned substructures in the GeV region.

By extrapolating $`\overline{n}`$ and $`k`$ behaviour to the TeV region, three possible scenarios A. Giovannini and R. Ugoccioni (1999a, b) for the semihard component have been investigated. The first one assumes that KNO scaling is satisfied both in the soft and semihard component. This situation should be compared with what is assumed in the other two scenarios for the semihard component where KNO scaling is strongly violated or has a QCD inspired behaviour through the c.m. energy dependence of the corresponding NB MD parameters. Since, at the present stage of QCD, calculations of MD’s and correlations in the GeV and TeV regions cannot be performed in a sound way, we can only rely on QCD inspired extrapolations of the parameters. The last two scenarios for the semihard component (the soft component is taken to be the same in all three scenarios), although more realistic than the first one, lead to a decreasing average number of clans and to the corresponding increase of the average number of particles per clan as the c.m. energy increases. Since clans are independently produced by assumption it would be important to understand the real meaning of their decrease for c.m. energies in the TeV region, a fact which seems to widen the motivations at the origin of the first introduction of clan concept in high energy phenomenology A. Giovannini and L. Van Hove (1986, 1988).

In addition, it should be pointed out that clan structure analysis can be generalised to the huge class of discrete infinitely divisible distributions (IDD), to which NB(Pascal)MD belongs, and therefore any result obtained in the framework of clan structure analysis can be easily extended to the full class of IDD’s.

In the present paper after a short introduction on the most appealing statistical theories of multiparticle production a new interpretation of $`n`$ charged particles multiplicity distribution, $`p(n)`$, for the class of IDD is proposed in terms of the canonical and grand-canonical partition functions. Then the connection of this new interpretation for the description of the soft and semihard substructures in $`hh`$ collisions in terms of the NB (Pascal) MD is examined.

## II An alternative approach to multiparticle production

One of the best known statistical approaches to multiparticle dynamics is Feynman’s fluid analogy K. Wilson ; J.D. Bjorken (1971), where the cross-section for the production of $`n`$ particles plays the role of the partition function in the canonical ensemble, as it is an integral over phase-space of the square of a matrix element which plays the role of the Gibbs distribution, $`e^{H/k_BT}`$. In this approach the volume is identified with the extension of phase space and the fugacity $`z`$ with the dummy variable $`u`$ appearing in the definition of the generating function $`G`$:

$$G(u)\underset{n}{}u^np(n).$$
(1)
This identification is unsatisfactory because one has to satisfy at the same time the definitions of the average number of particles, from the grand-canonical ensemble:

$$n=z\frac{\mathrm{ln}G}{z}$$
(2)
and from the definition of generating function:

$$n=\frac{dG}{du}|_{u=1}=\frac{d\mathrm{ln}G}{du}|_{u=1}.$$
(3)
The above formulae can be satisfied at the same time only in the limit of zero chemical potential.

Another approach was proposed by Scalapino and Sugar D.J. Scalapino and R.L. Sugar (1973): they defined the probability amplitude to produce a particle at rapidity $`y`$, denoted by $`\mathrm{\Pi }(y)`$, as a random field variable, then introduced a functional $`F[\mathrm{\Pi }]`$ which played a role analogous to the free energy for a system in thermal equilibrium. One can then obtain the $`n`$-particle inclusive distribution by averaging the product of the squares of the amplitudes, $`\mathrm{\Pi }^2(y_1)\mathrm{}\mathrm{\Pi }^2(y_n)`$, with a weight given by $`e^{F[\mathrm{\Pi }]}`$. Lacking the knowledge necessary to calculate $`F[\mathrm{\Pi }]`$ from the underlying dynamics, the authors parametrised it (following Ginzburg and Landau) in retaining the first three terms in a series expansion, then solved the model in a few particular cases. Remarkably, to leading order in the size of the allowed full rapidity range, they obtain a generating function which has the form of an IDD.

More recent results obtained in the above mentioned frameworks, concerning KNO scaling and phase transitions, can be found in K.J. Biebl and J. Wolf (1972); T. Uematsu (1974); P. Carruthers and I. Sarcevic (1989); N.G. Antoniou and S.D.P. Vlassopulos (1978); N.G. Antoniou et al. (1992); R. Hwa and M.T. Nazirov (1992); R. Hwa (1993).

Stimulated by these results we propose a new simplified approach to the statistical theory of multiparticle production, heavily based on IDD properties and valid for any chemical potential.

We denote with $`Q_n(V,T)`$ the partition function in the canonical ensemble for a system with a fixed number $`n`$ of particles, volume $`V`$ and temperature $`T`$, and with $`𝒬(z,V,T)`$ the grand-canonical partition function for a system with fugacity $`z`$, volume $`V`$ and temperature $`T`$; the chemical potential $`\mu `$ is defined by $`z=\mathrm{exp}(\mu /k_BT)`$, where $`k_B`$ is Boltzmann constant.

We recall the relation between the partition functions:

$$𝒬(z,V,T)=\underset{n=0}{\overset{\mathrm{}}{}}z^nQ_n(V,T).$$
(4)
Accordingly, in a statistical mechanics framework, the probability $`p(n)`$ of finding $`n`$ particles in the system is the following:

$$p(n)=\frac{z^nQ_n(V,T)}{𝒬(z,V,T)}=\frac{1}{n!}\frac{z^n}{𝒬}\frac{^n𝒬}{z^n}|_{z=0}.$$
(5)
Noticing that $`Q_0(V,T)=1`$, we find immediately that the grand-canonical partition function is the inverse of the void probability $`p(0)`$, i.e., of the probability to find no particles in the system:

$$p(0)=\left[𝒬(z,V,T)\right]^1.$$
(6)
This result is very general: the void probability is the inverse of the grand-canonical partition function and all properties of the system can be obtained from it S. Lupia, A. Giovannini and R. Ugoccioni (1993).

Consider now the wide class of power series distributions (PSD), usually defined as follows:

$$p(n)=\frac{a_nb^n}{\gamma (b)},$$
(7)
with $`a_n`$ and $`b`$ free parameters, while proper normalisation requires that

$$\gamma (b)=\underset{n=0}{\overset{\mathrm{}}{}}a_nb^n.$$
(8)
Notice that $`a_0`$ can always be chosen to be 1 (by redefining $`\gamma (b)`$ as $`\gamma (b)/a_0`$). Then one has for the void probability:

$$p(0)=\frac{1}{\gamma (b)}.$$
(9)
Comparing Eq.s (5) to (7), our new approach is characterised by the following correspondence:

$`z`$ $`b,`$
$`Q_n`$ $`a_n,`$ (10)
$`𝒬`$ $`\gamma (b)=p(0)^1.`$
A very interesting property of this novel identification is that $`a_n`$ is the canonical partition function for a system with a fixed number of particles $`n`$, and in particular $`a_1`$ is the canonical partition function for a system with 1 particle. This means that if we know the multiplicity distribution of a thermodynamical system, and cast it into a PSD form, we can not only deduce the grand-partition function but also identify the fugacity of the system and the canonical partition function. As an intriguing example of this correspondence, motivated by the phenomenological analysis of multiparticle production in the GeV region, we will in the next section examine the NB(Pascal)MD.

## III The negative binomial distribution

Any discrete infinitely divisible distribution (IDD) can be written as a compound Poisson distribution (CPD) W. Feller (J. Wiley & Sons), i.e., the number of clans $`\overline{N}`$ can be defined in such a way that the void probability is:

$$p(0)=\mathrm{exp}(\overline{N}).$$
(11)
Comparing with Eq. (6), we notice that for any IDD the average number of clans is the logarithm of the grand partition function:

$$\overline{N}=\mathrm{ln}𝒬.$$
(12)
All thermodynamical properties can then be obtained by differentiating the average number of clans. In particular, being for the grand canonical ensemble $`PV=k_BT\mathrm{ln}𝒬`$, we obtain the following equation of state:

$$PV=\overline{N}k_BT;$$
(13)
it tells us that our system behaves as an ideal gas of clans, an interpretation which fits very nicely with the idea that clans are independent objects, as implied by the definition of CPDs.

The NB(Pascal)MD, with parameters $`\overline{n}`$ and $`k`$:

$$p(n)=\frac{k(k+1)\mathrm{}(k+n1)}{n!}\left(\frac{\overline{n}}{\overline{n}+k}\right)^n\left(\frac{k}{\overline{n}+k}\right)^k$$
(14)
is an example of a PSD, with the following identification:

$`a_n`$ $`={\displaystyle \frac{k(k+1)\mathrm{}(k+n1)}{n!}},`$
$`b`$ $`={\displaystyle \frac{\overline{n}}{\overline{n}+k}},`$ (15)
$`\gamma (b)`$ $`=(1b)^k.`$
Furthermore, the NBMD also belongs to the class of discrete IDD, the multiplicity distribution inside each clan being of logarithmic type.

We obtain therefore the following value for $`\overline{N}`$:

$$\overline{N}=k\mathrm{ln}(1b);$$
(16)
which also gives the the grand-canonical partition function, applying eq. (12):

$$𝒬=(1b)^k.$$
(17)
Comparing now with our proposed correspondence, eq. (10), we find that $`k`$ is $`a_1`$, i.e., the canonical partition function for a system with 1 particle, and must therefore be function of $`V`$ and $`T`$: $`k=k(V,T)`$; we also find that $`b`$ is the fugacity of the system, i.e., $`b=\mathrm{exp}(\mu /k_BT)`$, and it is a scaling function of $`\overline{n}/k`$, see eq. (15).

We calculate now, using the standard thermodynamical relations, the average number of particles in the system, $`n`$, which turns out to be equal to the $`\overline{n}`$ parameter of the NBMD:

$$\begin{array}{cc}\hfill n& =k_BT\left(\frac{\overline{N}}{\mu }\right)_{T,V}=k_BTk\left(\frac{\mathrm{ln}(1b)}{\mu }\right)_{T,V}\hfill \\ & =k_BT\frac{k}{1b}\frac{b}{k_BT}=\frac{kb}{1b}=\overline{n},\hfill \end{array}$$
(18)
consistently with the above mentioned relation $`b=\overline{n}/(\overline{n}+k)`$. We also obtain that the average number of particles per clan, $`\overline{n}_c`$, is a function only of the fugacity of the system:

$$\overline{n}_c=\frac{b}{(b1)\mathrm{ln}(1b)}.$$
(19)
This result is very interesting because formally, as already pointed out, $`b`$ is a scaling function of $`\overline{n}/k`$, and experimentally $`\overline{n}_c`$ is seen to vary with the width of the rapidity interval at fixed c.m. energy: if one were to identify (pseudo-)rapidity with volume, one would expect that changing $`\mathrm{\Delta }\eta `$ at fixed c.m. energy would imply changing the volume at constant temperature and fugacity (intensive variables), thus keeping $`\overline{n}_c`$ constant, contrary to observations. We must conclude that in the present approach we cannot identify rapidity with volume as a simple thought would suggest but we should allow volume to vary also with other physical quantities.

We now turn our attention to the generating function (g.f.) for the multiplicity distribution, defined in eq. (1). In the general case illustrated by eq. (5) we easily find

$$G(u)=\underset{n}{}\frac{u^nz^nQ_n}{𝒬}=\frac{𝒬(uz,V,T)}{𝒬(z,V,T)}=\frac{p(0)|_z}{p(0)|_{uz}},$$
(20)
which is the ratio of the grand-canonical partition function (or of the void probability) at two different fugacities. This is a very general expression valid for any system in the grand-canonical ensemble.

The g.f. for a CPD can always be written as

$$G_{\text{CPD}}(u)=\mathrm{exp}\left[\overline{N}g(u)\overline{N}\right],$$
(21)
where $`g(u)`$ is the g.f. for the multiplicity distribution within each clan (it satisfies $`g(0)=0`$).

Because of eq. (12) we can write for the class of CPDs:

$$G(u)=e^{\overline{N}}𝒬(uz,V,T).$$
(22)
However, $`\mathrm{ln}𝒬(uz,V,T)=\overline{N}(uz,V,T)`$, hence we obtain

$$G(u)=\mathrm{exp}\left[\overline{N}(uz)\overline{N}(z)\right]$$
(23)
which can be interpreted as a function of the difference in the average numbers of clans for a system with fugacity $`uz`$ to that for a system at the actual fugacity $`z`$, keeping the same volume and temperature. For the g.f. within one clan we further find:

$$g(u)=\frac{\overline{N}(uz)}{\overline{N}(z)}=\frac{\mathrm{\Omega }(uz,V,T)}{\mathrm{\Omega }(z,V,T)}=\frac{P(uz,V,T)}{P(z,V,T)}.$$
(24)
Interestingly, this is the ratio of the average number of clans for two systems with unequal fugacities.

In addition it is interesting to remark that, remembering that parameter $`k`$ depends on $`V`$ and $`T`$, a complete thermodynamics can be built in the just mentioned framework. Its main quantities are listed in the following and explicitly calculated in the Appendix.

The equation of state is

$$\frac{PV}{k_BT}=k\mathrm{ln}\left(1+\frac{n}{k}\right).$$
(25)
thus the average number of clans can be expressed in terms of the thermodynamic potential $`\mathrm{\Omega }`$:

$$\overline{N}=\mathrm{\Omega }/k_BT.$$
(26)
The Helmholtz free energy can be rewritten in a form symmetric in $`\overline{n}`$ and $`k`$:

$$\frac{A}{k_BT}=n\mathrm{ln}\left(1+\frac{k}{n}\right)+k\mathrm{ln}\left(1+\frac{n}{k}\right).$$
(27)
The average internal energy is

$$\frac{U}{k_BT}=\overline{N}\left(\frac{\mathrm{ln}k}{\mathrm{ln}T}\right)_V.$$
(28)
The entropy is

$$\begin{array}{cc}\hfill S& =k_B\left\{\frac{A}{k_BT}+T\left(\frac{k}{T}\right)_V\mathrm{ln}\left(1+\frac{n}{k}\right)\right\}.\hfill \end{array}$$
(29)
which coincides with $`A/T`$ in the limit of $`(k/T)_V0`$, which gives also $`U0`$.

In the next section we will focus our attention on clan thermodynamics of final charged particle MD.

## IV Clan thermodynamics and the NB(Pascal)MD

In this Section an attempt is made in order to interpret in the present approach a surprising finding in some of the possible scenarios for hadron hadron collisions in the TeV region discussed in references A. Giovannini and R. Ugoccioni (1999a, b), i.e. the unexpected decrease with c.m. energy of the average number of clans for semihard events in scenarios 2 and 3.

We are guided by two considerations. 1) the occurrence of the NB(Pascal)MD —as it is the case in the scenarios mentioned above both for semihard and soft events— is usually interpreted as the result of a two step process: to the independent production of clans during the first step, it follows their decay according to a logarithmic distribution, which can be obtained by a weighted average of geometric (Bose-Einstein) distributions during the second step. 2) the validity of the generalised local parton hadron duality (GLPHD).

It should be pointed out that clan ancestors are independently produced and Poissonianly distributed, by assumption, and a clan is, by definition, a group of partons of common ancestor; a clan consists of at least one parton, its ancestor. Each ancestor can be considered as an independent intermediate gluon source. All correlations among generated partons are exhausted within each clan.

Clan ancestors can be produced either very early in the production process at higher virtualities or later at lower virtualities .

In the first case, the ancestor’s “temperature” (an unknown function in this approach of the average $`p_T`$ and the rapidity) is expected to be higher: this expectation, together with the lack of mutual correlations among ancestors, emphasises their overall quasi-classical behaviour: ancestor production in this case is competitive with the increase of gluon population within each clan. This situation is qualitatively closer to that expected at hadron level for soft events and semihard events in scenario 1.

In the second case ancestors are produced later, at lower virtualities: their “temperature” should also be lower, with even “colder” generated gluons. Their virtuality is lower. Accordingly, quantum effects should be expected to be enhanced in events sharing these properties: new produced gluons prefer to stay together with other relatives within each clan than to become ancestor and initiate a new clan. $`k`$ parameter is in this case lower and closer to that of a Bose-Einstein distribution, which occurs for $`k=1`$. These remarks are consistent with the interpretation of $`1/k`$ (see A. Giovannini and L. Van Hove (1988)) as a measure of aggregation of partons into clans: it corresponds to the ratio of the probability to have two gluons (particles at hadron level) in the same clan over the probability to have two gluons in two separate clans, i.e., to smaller $`k`$ parameter corresponds an higher aggregation among produced gluons into clans. In addition, being $`1/k`$ linked to the integral of two parton rapidity correlations via second order factorial cumulants, the decrease of $`k`$ implies stronger two parton correlations. In conclusion generated gluons prefer to stay together than to stay far apart, higher parton density regions are generated, the probability to create a new gluon is enhanced (a typical quantum effect), clans become more populated and their average number is reduced. This situation is closer qualitatively to that expected at hadron level for semihard events in scenarios 2 and 3 of references A. Giovannini and R. Ugoccioni (1999a, b).

The just mentioned considerations and Eq.s (16), (17) and (19) of Section III fully outline in the present approach the importance of the behaviour of the fugacity variable $`b`$.

The remaining question is how clan thermodynamics results at parton level can be extended to final particles through the hadronization mechanism. A possible answer to this question comes from generalised local parton-hadron duality (GLPHD) L. Van Hove and A. Giovannini (1988) which says that all inclusive distributions are proportional at the two levels of investigation:

$$Q_{n,\text{hadrons}}(y_1,\mathrm{},y_n)=\rho ^nQ_{n,\text{partons}}(y_1,\mathrm{},y_n),$$
(30)
which corresponds for NBMD parameters to

$$k_{\text{hadron}}=k_{\text{parton}},\overline{n}_{\text{hadron}}=\rho \overline{n}_{\text{parton}}.$$
(31)
GLPHD can be applied separately to soft and semihard components thus solving our problem. In particular in this framework minijets production is related to the existence of regions of high gluon densities and final particle production should be sensitive to the mentioned quantum effects, by increasing two particle correlations and BE effects.

Motivated by these considerations, the behaviour of parameter $`b`$ as a function of c.m. energy, as well as the $`b`$ dependence of $`\overline{N}`$ and $`\overline{n}_c`$ have been explored as a suggestive example in the different above mentioned scenarios phenomenologically described in terms of NBMD’s. In addition in view of their simple connections with $`\overline{N}`$ and $`\overline{n}_c`$, the probability of having no particles in the event, $`p(0)`$, and the void scaling function, $`𝒱(\overline{n}/k)`$, have been studied as a function of fugacity $`b`$. It turns out that the analysis in terms of $`p(0)`$ and $`𝒱(\overline{n}/k)`$ variables confirms the main result of the new approach, i.e., that the reduction of the average number of clans with the increase of c.m. energy is a quantum effect.

We proceed now to discuss the thermodynamical behaviour of multiparticle production according to the scenarios described in the introduction and fully characterised by the c.m. energy dependence shown in Fig. 1. We start with the soft component thermodynamical behaviour since it is assumed to be the same in all above mentioned scenarios (see Fig. 2).

We observe that fugacity $`b`$ is growing very fast from 0.25 to 0.75 with c.m. energies below 100 GeV and then smoothly varying from 0.75 up to 0.9 at 14 TeV. The explanation of this behaviour will be given in terms of the following three known possible interpretation of the occurrence on NB(Pascal)MD in high energy physics phenomenology, which in terms of parameters $`\overline{n}`$ and $`k`$ are:

$$\text{a)}\frac{(n+1)p(n+1)}{p(n)}=\alpha +\beta n$$
(32a)
where $`\alpha =k\overline{n}/(\overline{n}+k)`$ and $`\beta =\overline{n}/(\overline{n}+k)`$. Notice that for $`\alpha =\beta `$, i.e. for $`k=1`$, the MD $`p(n)`$ becomes a Bose-Einstein distribution, for $`\beta =0`$, i.e. $`k\mathrm{}`$, a Poissonian distribution (the Poissonian limit) and for $`\alpha =0`$ a logarithmic distribution, which can be expressed as the superposition of Bose-Einstein distributions.
$$\text{b)}\overline{N}=k\mathrm{ln}\left(1+\frac{\overline{n}}{k}\right),\overline{n}_c=\frac{\overline{n}}{k\mathrm{ln}(1+\overline{n}/k)}$$
(32b)
where $`\overline{N}`$ is the average number of clans and $`\overline{n}_c`$ the average number of particles per clan.

$$\text{c)}p(0)=\left(\frac{k}{\overline{n}+k}\right)^k,𝒱=\frac{k}{\overline{n}}\mathrm{ln}\left(1+\frac{\overline{n}}{k}\right)$$
(32c)
where $`p(0)`$ is the probability of generating zero charged particles and $`𝒱(\overline{n}/k)`$ is the void scaling function; the occurrence of scaling in the product of the first two moments $`\overline{n}`$ and $`1/k`$ indicates two particle correlation dominance for hierarchical systems, and the distance from point one (Poisson limit $`𝒱(0)=1`$) on the scaling function is larger, more numerous and correlated are the particles.

It should be pointed out that $`\beta `$ parameter in Eq. (32a) coincides with the fugacity $`b`$ discussed above in our thermodynamical approach and therefore $`b`$, like $`𝒱(\overline{n}/k)`$, is a scaling function of $`\overline{n}/k`$, and $`\alpha `$ parameter corresponds to the average charged multiplicity, $`\overline{n}`$, for a classical system ($`k\mathrm{}`$).

In this sense the relative behaviour of $`\beta =b`$ and $`\alpha =kb`$ as the c.m. energy increases in view of Eq. (32a) and the discussion at the beginning of this Section, can be considered an indication of the relative importance of a behaviour closer to a quantum one, i.e. harder, with respect to a behaviour closer to a quasi-classical, i.e. softer, for a class of events. A very slow increase of $`b`$ with c.m. energy and an almost constant behaviour of $`\alpha =kb`$ is the main characteristic of the class of soft events as shown in Figures 2a and 2b.

This fact is confirmed by inspection of Fig. 2c and d, where it is shown that $`\overline{N}`$ is a very slow growing function of the fugacity of the system throughout the ISR region and below that region ($`7`$), and then a quickly growing function of the same variable in the GeV region up to 14 in the TeV region (14 TeV); $`\overline{n}_c`$ as a function of the fugacity has a similar behaviour from $`1.5`$ to $`3`$.

Accordingly, the probability of creating zero charged particles, $`p(0)`$, is decreasing throughout the same regions from $`10^2`$ to $`10^5`$ (for $`b=0.9`$ at 14 TeV c.m. energy); in addition (Fig. 2f) the void scaling function $`𝒱(\overline{n}/k)`$ turns out to populate for larger values of fugacity variable sections of the curve far from the Poissonian limit ($`𝒱(0)=1`$) showing a clear increase of two particle correlations in this region as expected for a hierarchical system.

It should be noticed that in the soft scenario (no minijets) constant $`k`$ parameter behaviour in rapidity intervals as requested by KNO scaling in the GeV and TeV regions implies that also the other variables remain constant in the same regions.

In scenario 1, as already pointed out, the semihard component is assumed to have a very similar behaviour to the soft one: KNO scaling is satisfied and minor changes in the general trend of the variables both in full phase space and in (pseudo)rapidity intervals are straightforward consequences of the smaller constant $`k`$ parameter value suggested by NB fits for the semihard component in the GeV and extrapolated to the TeV region (Fig. 3).

Coming to the second scenario the assumption of strong KNO scaling violation for the semihard component (an extreme point of view with respect to that of scenario 1) implies a completely new panorama with dramatic changes. Fugacity $`b`$ (Fig. 4a) is growing very fast from 0.4 at 200 GeV c.m. energy up to 0.96 at 14 TeV almost saturating the maximum allowed value, which is one, and $`\alpha `$ parameter (Fig. 4b) is decreasing very rapidly from $`16`$ at 200 GeV to $`3`$ at 14 TeV.

The combined information contained in the two figures leads to the same conclusion, i.e. the proposed semihard scenario behaviour is much closer to a quantum one than the soft scenario favouring the production of regions of higher particle density. This interpretation is confirmed by studying general trends of the other variables as a function of fugacity $`b`$. The average number of clans $`\overline{N}`$ is decreasing in full phase space from $`30`$ ($`b0.35`$) to $`10`$ at 14 TeV ($`b0.96`$) and the average number per clan, $`\overline{n}_c`$ is increasing from $`1`$ to $`8`$ in the same interval. Accordingly the probability of zero particle production is increasing from $`10^{13}`$ to $`10^4`$, i.e. gap probability is increasing with fugacity and c.m. energy; in parallel void scaling function $`V(\overline{n}/k)`$ is populating sections with much higher $`b`$ values than in scenario 1 corresponding to regions much farther from the Poissonian limit. One interesting point concerns smaller (pseudo)rapidity intervals (say $`|\eta |<1`$): the general trend is that $`\overline{N}`$ is lower than in full phase space as are corresponding $`\overline{n}_c`$ values, thus suggesting the onset of regions with higher particle densities and lower temperatures. The probability of generating zero particles, in view of the higher densities, is therefore much higher and the void probability is far from the Poisson limit.

Scenario 3 is a QCD inspired scenario for the semihard component: it assumes for parameter $`k`$ a QCD behaviour (see Fig. 5). This scenario gives a panorama for our variables which is intermediate between the two extremes, 1 and 2. Fugacity $`b`$ is increasing very fast with c.m. energy as in scenario 2, but $`\alpha `$ parameter has a sweeter trend (it is $`6`$ at 14 TeV) indicating stronger independent production; this fact is clearly shown in Fig 5c,d where $`\overline{N}`$ is larger and $`\overline{n}_c`$ smaller than in scenario 2. Differences in $`p(0)`$ and $`𝒱(\overline{n}/k)`$ behaviours in full phase space as well as in (pseudo)rapidity intervals with respect to scenario 2 are all consequences of the just mentioned remarks.

## V Conclusions

Clan thermodynamics has been investigated in order to explain the decrease with c.m. energy of $`\overline{N}`$ for the semihard component and its increase for the soft one in the most realistic scenarios of multiparticle production in the GeV and TeV regions in $`hh`$ collisions. It turns out that these two behaviours for clans point out structures closer to classical or quantum properties of gluons. A thermodynamical approach to multiparticle production was constructed on this basis. Results were determined in the framework of NB(Pascal)MD applied separately in the two components and can be extended to any infinitely divisible distribution.

*

## Appendix A

The main quantities of clan thermodynamics are explicitly calculated in the following.

The Helmholtz free energy is

$$A=n\mu PV=\frac{kb}{1b}\mu k_BT\overline{N}.$$
(33)
The average internal energy is

$$\begin{array}{cc}\hfill U& =k_BT^2\left(\frac{\overline{N}}{T}\right)_{b,V}\hfill \\ & =k_BT^2\left(\frac{k}{T}\right)_V\mathrm{ln}(1b)\hfill \\ & =k_BT^2\left(\frac{k}{T}\right)_V\mathrm{ln}\left(1+\frac{n}{k}\right)\hfill \\ & =k_BT^2\frac{\overline{N}}{k}\left(\frac{k}{T}\right)_V.\hfill \end{array}$$
(34)
The entropy is

$$\begin{array}{cc}\hfill S& =\frac{UA}{T}=k_B\overline{N}n\frac{\mu }{T}+k_BT\frac{\overline{N}}{k}\left(\frac{k}{T}\right)_V=\hfill \\ & =k_B\overline{N}+k_Bn\mathrm{ln}\left(1+\frac{k}{n}\right)+k_BT\left(\frac{k}{T}\right)_V\mathrm{ln}\left(1+\frac{n}{k}\right)=\hfill \\ & =k_B\left\{\left[k+T\left(\frac{k}{T}\right)_V\right]\mathrm{ln}\left(1+\frac{n}{k}\right)+n\mathrm{ln}\left(1+\frac{k}{n}\right)\right\}.\hfill \end{array}$$
(35)
The specific heat at constant volume is

$$\begin{array}{cc}\hfill C_v& =2k_BT\left(\frac{k}{T}\right)_V\mathrm{ln}\left(1+\frac{n}{k}\right)+k_BT^2\left(\frac{^2k}{T^2}\right)_V\mathrm{ln}\left(1+\frac{n}{k}\right)\hfill \\ & +k_BT^2\left(\frac{k}{T}\right)_V\frac{1}{1+n/k}\left(\frac{n}{k^2}\right)\left(\frac{k}{T}\right)_V\hfill \\ & =2\frac{U}{T}+k_BT^2\left(\frac{^2k}{T^2}\right)_V\mathrm{ln}\left(1+\frac{n}{k}\right)k_BT^2\left(\frac{k}{T}\right)_{V}^{}{}_{}{}^{2}\frac{n}{k(k+n)}.\hfill \end{array}$$
(36)
###### Acknowledgements.

We would like to dedicate this paper to Enrico Fermi on the occasion of the 100th anniversary of his birth, remembering his famous paper on the thermodynamical model of multiparticle dynamics E. Fermi (1950).


format: text

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# Complex structure moduli stability in toroidal compactifications

## 1 Introduction

Branes at angles  provide a very rich framework for the construction of compactifications with a chiral spectrum of a very similar structure to the one of the standard model . Generically these models are non-supersymmetric, although some supersymmetric constructions can also be obtained . These configurations are T-dual pictures of branes carrying non trivial bundles wrapping the compact space .

There are two types of closed string tadpoles, the Neveu-Schwarz–Neveu-Schwarz (NS-NS) and the Ramond-Ramond (R-R) tadpoles. The cancellation of the R-R tadpoles is a necessary condition for the consistency of the theory. In particular, R-R tadpole cancellation conditions guarantee the absence of chiral anomalies in the low-energy effective theory . However, even if the R-R tapdoles cancel, when supersymmetry is not preserved the NS-NS tadpoles may appear. The system seems to be consistent, but some potentials for the NS-NS fields are generated, signalling that the configuration is not in a stable vacuum, and the string vacuum has to be redefined. This problem has been addressed in several papers .

We analyse this problem of the uncancelled NS-NS tadpoles in the context of intersecting branes models, see also Ref. . Given a cycle $`\mathrm{\Gamma }`$ of a homology class on an arbitrary compactification space, we can wrap a brane on it. The system will try to minimise the volume of the brane, inducing a variation of the metric moduli space. When the D-branes wrap a half homology cycle, one can see that the potential depends only on the complex structure moduli. Another way to see it is through the appearance of a NS-NS tadpole term that enters in the effective action as a potential for the complex structure moduli field. One can check that this potential is proportional to the modulus of the periods:

$$|Z_\mathrm{\Gamma }|=\left|_\mathrm{\Gamma }\mathrm{\Omega }\right|,$$
(1)
where $`\mathrm{\Omega }`$ is the normalised n-form in a general complex n-dimensional manifold, and $`\mathrm{\Gamma }`$ is a cycle in that class. This form specifies the complex structure of the manifold. Sometimes, depending on the complex structure, this brane is unstable against its decay into other branes.

In this paper we have concentrated on tori of different (even) dimensions, and an arbitrary number of branes. The questions we address here are the following: given a homology class, where is the complex structure moduli going to? Is there a minimum? Is the brane that wraps this cycle stable at the minimum? This problem is analogous to that studied by Moore  and Denef , in their case related to the construction of stable BPS black holes. We have realised that the minima in both cases are exactly the same. Here we analysed some of the results of Ref.  and extrapolated the analysis of the minima to our case. Different phenomena can take place in the flow of these complex structure moduli, like crossing lines of marginal stability that make some branes decay into others , etc.

We give here our main conclusions, and leave the description of the details for the following sections. For the 2-dimensional torus the complex structure moduli fields are driven to the boundary of moduli space. In the 4-dimensional torus we find a well differentiated behaviour depending on the wrappings of the branes around the homology cycles. In this case, we analysed a large number of examples, although a general description is absent, as we will discuss below. The most interesting case, however, is the 6-dimensional torus, where we find three different types of behaviours: i) A stable minima can be localised in the interior of the manifold of the complex structure moduli. This will only happen if the cycle is not factorizable 111A 3-cycle is called factorizable if it can be decomposed into the product of three 1-cycles, each one wrapping a two dimensional torus. That is the case of most of the D-brane models mentioned above.. ii) In the case there is only one factorizable cycle, the complex structure moduli are stabilised at some points on the boundary. iii) When the cycle can be decomposed into two factorizable cycles, one can easily see that the minimum is at some point in the interior of the moduli space, but the brane has decayed into a pair of factorizable cycles. However, one can get stable configurations in the interior of the moduli space if one considers more than one factorizable brane. Examples of all the different types of behaviours will be constructed. Note that we have not imposed here the R-R tadpole cancellation conditions, although the dynamics will not be affected if we impose them, as we will discuss later.

When Ramond-Ramond tadpole conditions are imposed, there are, in addition to the vacua where all branes annihilate, some specific vacua where the non-supersymmetric sectors decouple. A trivial example where this happens is that of a pair brane-antibrane at distant points in a compact space. If the distance is larger than the string scale there will be no tachyonic modes. The potential due to the NS-NS tadpoles is proportional to the inverse of the volume of the compact space, and arises from the sum over the winding modes. This means that the potential will be minimised when the volume tends to infinity and the two D-branes are very far from each other. That is what we already know: tadpoles appear in compact spaces, but when the volume goes to infinity its effect is like in a non-compact space. Of course, this is only a tree-level result and quantum corrections are expected. For example, at one-loop, there is an interaction between the pair due to the exchange of massless string excitations. Tree-level and one-loop interactions give two competing effects that can change the direction of the flow.

Moreover, this uncancelled tadpoles could have very interesting physical applications. For instance, the scalar potentials arising from dynamical variations of internal compactification spaces (i.e. complex structures) could be used as inflaton potentials for cosmological inflationary scenarios from strings .

In the following sections we will give an introduction to complex structures and moduli spaces, in order to understand the classification of such scalar potentials. We will also give the necessary stability criteria that may help determine phenomenological consequences like inflation. The outline of the paper is the following: in Section 2 we give a general discussion of toroidal compactifications; Sections 3, 4 and 5 discuss some remarkable cases for the two, four and six-dimensional tori, respectively. In the last two Sections we review the work of Moore , and give the stability criteria around the various critical points, as well as the general solution for the 6-dimensional torus.

## 2 Discussion of the models

### 2.1 Moduli of complex structures

Consider a the 2n-dimensional tori and define a holomorphic n-form $`\mathrm{\Omega }_0`$, written as $`\mathrm{\Omega }_0=dz_1\mathrm{}dz_n`$, where the complex coordinates $`z`$ depend on real coordinates $`x`$ and $`y`$ as $`dz_i=dx_i+\tau _{ij}dy_i`$. The $`\tau _{ij}`$ are complex numbers that specify the complex structure of the manifold. The flat metric on the torus can be written in terms of the complex coordinates as $`ds^2=dzd\overline{z}`$, and the Kähler form is $`\omega =dzd\overline{z}`$. The volume of the manifold can be written in terms of the $`\mathrm{\Omega }_0`$ form as:

$$\mathrm{Vol}=(1)^{n(n1)/2}i^n\mathrm{\Omega }_0\overline{\mathrm{\Omega }}_0.$$
(2)
One can always define a normalised n-form such that its total volume is normalised to 1, i.e. $`\mathrm{\Omega }e^{𝒦/2}\mathrm{\Omega }_0`$. The volume (2) defines a Kähler potential for the complex structure moduli, $`𝒦=\mathrm{ln}(\mathrm{Vol})`$, and an induced Kähler metric, $`g_{IJ}=_I_J𝒦`$, which normalises the complex structure kinetic terms,

$$e^{2\varphi }g_{IJ}_\mu Z^I^\mu Z^J,$$
(3)
where $`I,J`$ are coordinates in the complex structure moduli, the $`\tau _{ij}`$ for instance. These kinetics terms are obtained from the reduction of the Hilbert-Einstein action on the particular manifold. The dependence on the dilaton comes from the closed-string tree-level amplitude.

### 2.2 Description of the system

We will consider only D6-branes of Type IIA string theory,222Through T-dualities one can easily generalise to other Dp-branes within Type IIA string theory. However, one should then realise that we have to take into account both Kähler and complex structure moduli. wrapping 3-cycles on the 6-dimensional compact space, and expanding along the other 4-dimensional Minkowski coordinates. The D6-brane will try to minimise its volume within the same homology class. Depending on the point on the moduli space, the D-brane system can be stable or unstable to the decay to other D-branes whose sum belongs to the same class. The complex structure moduli will vary due to the potential of the NS-NS tadpoles, triggering different effects along their evolution. This can be generalised to T-dual configurations of Type I theory by including orientifold planes and the orientifold images of the branes. We will briefly discuss this case in relation to the R-R tadpole conditions, but we will not analyse it in detail given the huge number of objects involved.

In this section we will review how to obtain these NS-NS tadpoles, the R-R tadpole cancellation conditions, the evolution of complex structure moduli due to the NS-NS tadpoles, the possible decays of D-branes through the lines of marginal stability and a discussion about the stability of the critical points of the potential.

### 2.3 R-R Tadpoles

In order to obtain a consistent compactification one has to impose the cancellation of all the Ramond-Ramond tadpoles. In particular, they guarantee that the low energy chiral spectrum is anomaly free. These tadpole conditions tell us that the sum of the R-R charges of all branes must be equal to zero in the case of Type IIA compactifications, or equal to the orientifold charge in the case of T-dual compactifications of Type I string theory. These charges are specified by the homology class of the cycles where the branes are wrapped,

$$\underset{a}{}\mathrm{\Gamma }_a=0,$$
(4)
for Type IIA theory, and

$$\underset{a}{}\mathrm{\Gamma }_a=q_o\mathrm{\Gamma }_o,$$
(5)
for the dual of Type I theory, where $`q_o`$ is the R-R charge of the orientifold plane and $`\mathrm{\Gamma }_o`$ is the cycle where it is wrapped. These conditions tell us that, whatever the combinations and decays of branes, the system must have a total R-R charge equal to zero (in the Type IIA case) or equal to $`q_o\mathrm{\Gamma }_o`$ (in the T-dual of Type I).

In this paper we will analyse configurations where the R-R tadpole conditions are not explicitly satisfied. Only in the last part of the paper we will comment about a way to cancel them by including other branes and antibranes.

The idea is to study the flows of the complex structure fields in these systems for a small set of branes, extracting some general features, and then try to impose these constraints in a more complicated system where the number of branes is substantialy increased and the analysis is not as straightforward. One can always consider adding to one of these simple models some branes, with the charges necessary to cancel the R-R tadpoles, but which are kept as spectators. For example, if we put a brane in a cycle we can always put an antibrane in the same cycle333In order to separate the brane from the antibrane, we assume that the moduli space of special Lagrangians for a given homology class is not a point. but at large distances from the brane so that they do not develop a tachyonic mode. The R-R tadpoles are immediately cancelled but the NS-NS are added, giving just a factor two in the potential for the complex structure. The difference will appear at one-loop in the open string description (D-brane interaction), but we only consider the disk (tree-level) term. Higher order terms will change the structure of the minima, as we will discuss later. Note that these conditions do not need to be imposed if there are some non-compact coordinates transverse to the branes, as happens in the dyonic black hole constructions of Ref. .

### 2.4 NS-NS Tadpoles

Let us turn now to the more dynamical NS-NS tadpoles. These tadpoles can be written as the volume of the cycle where the D-brane is wrapped, divided by the squared root of the whole volume of the manifold. This can be obtained directly by identification of the tadpole from the cylinder amplitude. In the general case, one obtains these terms by integration of the D-brane action in the compact space. If the NS-NS tadpoles are not cancelled, potential terms will appear in the effective action.

We will consider that each D-brane is volume-minimising and that it preserves some supersymmetry. In our particular case, this means that the brane is wrapping a special Lagrangian manifold. Then the modulus of the period where a BPS D-brane is living gives its volume, and the NS-NS tadpole can be easily written as:

$$V_a(\varphi ,\tau )=e^\varphi |Z_{\mathrm{\Gamma }_a}|=e^\varphi \left|_{\mathrm{\Gamma }_a}\mathrm{\Omega }\right|,$$
(6)
where $`\mathrm{\Gamma }_a`$ is the cycle on which the brane wraps. If there is more than one BPS brane the potential becomes

$$V(\varphi ,\tau )=\underset{a}{}V_a=e^\varphi \underset{a}{}\left|_{\mathrm{\Gamma }_a}\mathrm{\Omega }\right|.$$
(7)
In the T-dual description of Type I theory one should also take into account the contribution from the $`2^{9p}`$ orientifold p-planes. Each of these planes has a tension and a R-R charge equal to $`2^{p4}`$ times the tension and the R-R charge of the brane (counting the orientifold images of the brane as independent). For the case of O6-planes, there are 8 of them, with a tension and R-R charge $`4`$ times the brane’s. That gives, independently of the dimension of the O-planes, a contribution to the NS-NS tadpoles :

$$V(\varphi ,\tau )=32\left|_{\mathrm{\Gamma }_o}\mathrm{\Omega }\right|.$$
(8)
The NS-NS tadpoles are always positive definite. This is obvious for the Type IIA case, where the tadpoles are the sum of a set of positive real numbers, which means that for this case the absolute minimum of the potential will be the vacuum, a system where all the branes have been annihilated (like in the brane-antibrane case), or when the cycles where the D-branes are wrapped have degenerated to zero volume, in the boundary of moduli space. Indeed, as we will see, depending on the starting point, the system can evolve to the complete absence of branes or towards points where the volume of the branes vanish.

For the T-dual picture of Type I theory one can easily prove that the NS-NS tadpoles,

$$V(\varphi ,\tau )=\underset{a}{}V_a=e^\varphi \left[\underset{a}{}\left|_{\mathrm{\Gamma }_a}\mathrm{\Omega }\right|q_o\left|_{\mathrm{\Gamma }_o}\mathrm{\Omega }\right|\right],$$
(9)
are always positive definite, by using the triangle inequality and the R-R tadpole conditions (5). This means that an absolute minimum of this configuration will occur when the periods of the branes have the same phases and the same charges as those of the orientifold plane, i.e. all the branes will try to be parallel to the orientifold plane Ref. . The system will be supersymmetric in this case. Of course, another possibility, analogous to the one in the Type II case, is that in which the branes evolve to a system where some cycles can degenerate, or more complicated possibilities if bound states are considered. In this paper we will not analyse configurations with orientifold planes, but is definitely worth studying the extrapolation of our analysis to that case.

### 2.5 The evolution of the complex structure moduli fields

Here we will discuss the dynamics of the moduli fields. From the point of view of the effective four dimensional theory, the action for the complex structure moduli fields is of the form

$$_4=e^{2\varphi }g_{IJ}_\mu Z^I^\mu Z^JV(\varphi ,Z^I).$$
(10)
This effective action has been obtained by dimensional reduction of the 10-dimensional one, where the total volume factors have been absorved in the redefinitions of the fields. From this action, we will see that the complex structure moduli $`Z^I`$ will evolve towards some critical points of the moduli space, which we will characterise below.

Since the variations of the complex structure moduli fields are area-preserving, the Planck constant in the Hilbert-Einstein term does not vary, and therefore the analysis of the stability of the critical points of these potentials $`V(\varphi ,Z^I)`$ can be done in the $`Z^I`$, i.e. the $`\tau _{ij}`$ coordinates. The stability criteria will not change under the redefinition of $`Z^I`$, needed for obtaining canonically normalised kinetic terms in the Lagrangian (10), only the speed of approach to the critical points. Therefore, in all the figures below, we have drawn the potential $`V(\varphi ,\tau )`$ in the $`\tau _{ij}`$ coordinates. We have also assumed that the dilaton is fixed. Note that, when correctly normalised, the tree-level potential will be proportional to the string coupling constant, $`g_s=e^\varphi `$. Now, since this potential is always positive, the dilaton will evolve towards weak coupling.

### 2.6 Lines of marginal stability

Two branes that are intersecting can have tachyonic modes in the spectrum of open string excitations between them. The presence of tachyons is related to the possibility of the decay of the system to another one with the same charges but with a lower volume. Locally these intersecting branes can be seen as two planes. Depending on the dimension of these planes, they can minimise their area . Something similar happens in general Calabi-Yau’s where branes can decay to more stable systems by changing their complex structure . This is a geometrical condition known as the angle criterion , that coincides with the computation of the lowest string mode in the NS-NS sector. For every pair of branes intersecting at a point one can define some angles following the procedure given in Refs. . This procedure gives m angles for m-dimensional planes intersecting at a point in a 2m-dimensional space. These angles are called characteristic angles.

We will briefly describe here the six-dimensional toroidal case for factorizable branes. See also Refs. . There are 4 scalar fields that can become tachyonic, with masses,

$$\begin{array}{cc}\hfill \alpha ^{}m_1^2& =\frac{1}{2\pi }(\theta _1+\theta _2+\theta _3),\hfill \\ \hfill \alpha ^{}m_2^2& =\frac{1}{2\pi }(\theta _1\theta _2+\theta _3),\hfill \\ \hfill \alpha ^{}m_3^2& =\frac{1}{2\pi }(\theta _1+\theta _2\theta _3),\hfill \\ \hfill \alpha ^{}m_4^2& =1\frac{1}{2\pi }(\theta _1+\theta _2+\theta _3),\hfill \end{array}$$
(11)
where the angles $`\theta _i[0,\pi ]`$. The above masses are related to stability conditions for the pair of branes. If there is no tachyon (notice that only one of the scalar fields can be tachyonic at a time) the two brane system is stable, made of two BPS branes breaking all the supersymmetries. If one of the scalars becomes massless then the system becomes supersymmetric, with the number of supersymmetries related to the number of scalar fields that become massless at the same time. These conditions can be represented in a three dimensional figure in the angle space.444See the discussion and figures of Ref. . The conditions bound a tetrahedron where the different regions are split into:

Non-supersymmetric and non-tachyonic
(inside the tetrahedron),
$`𝒩=1`$ supersymmetric
(faces of the tetrahedron),
$`𝒩=2`$ supersymmetric
(edges of the tetrahedron),
$`𝒩=4`$ supersymmetric
(vertices of the tetrahedron),
Non-supersymmetric and tachyonic
(outside the tetrahedron).

Lower dimensional cases can be derived from this one by taking one (four-dimensional torus) or two (two-dimensional torus) angles to zero. In the two-dimensional case the system is always tachyonic, signalling the instability of the system to the decay to a lower volume brane. In the four-dimensional case, the system can be supersymmetric or unstable, without the possibility of getting a configuration of two branes that can be volume minimising.

### 2.7 Critical points

In the 2-dimensional case, the minima of the potential (7) can be studied directly. In the 4-dimensional case, most of the configurations can also be analysed directly. The most interesting case is the 6-dimensional torus. As we have already mentioned, the stable points of the NS-NS potential coincide with the final points of the flow of the attractor equations considered in Refs. . We will follow the analysis of these equations done by Moore in Ref. .

In particular, in a 6-dimensional space, Moore shows that if $`|Z_\mathrm{\Gamma }(z)|`$ has a stationary point in $`z_{}(\mathrm{\Gamma })`$ with $`|Z_\mathrm{\Gamma }(z_{})|0`$ then the 3-form dual to the cycle can be decomposed as $`\mathrm{\Gamma }=\mathrm{\Gamma }^{3,0}+\mathrm{\Gamma }^{0,3}`$. This stationary point, if it is in the interior of the complex structure moduli space, it must be a local minimum. Then, at the critical point, $`\mathrm{\Gamma }^{3,0}`$ should be proportional to the $`\mathrm{\Omega }`$ form, up to a phase, $`\mathrm{\Gamma }^{3,0}=i\overline{C}\mathrm{\Omega }`$, where $`C`$ is a complex number. Since $`\mathrm{\Gamma }H^3(X,\mathrm{Z}\mathrm{Z})`$, then $`\mathrm{\Gamma }^{0,3}=iC\overline{\mathrm{\Omega }}`$. The splitting condition above thus translates into

$$2\mathrm{Im}(\overline{\mathrm{C}}\mathrm{\Omega })=\mathrm{\Gamma }.$$
(12)
Choosing a symplectic basis for $`H^3(X,\mathrm{Z}\mathrm{Z})`$, with internal product $`(\alpha _I,\beta ^J)=\alpha _I\beta ^J=\delta _I^J`$, we can write the cycle $`\mathrm{\Gamma }=p^I\alpha _Iq_J\beta ^J`$, where the coefficients $`p_I,q_J`$ are integers. The form can be written as $`\mathrm{\Omega }=X^I\alpha _I+F_J\beta ^J`$, and the splitting condition becomes

$`\overline{C}X^IC\overline{X}^I`$ $`=`$ $`ip^I`$
$`\overline{C}F^IC\overline{F}^I`$ $`=`$ $`iq^I,`$ (13)
where $`X^I`$ and $`F^I`$ are the periods along the $`\alpha _I`$ and $`\beta ^I`$ cycles, respectively, $`X^I=_{\alpha _I}\mathrm{\Omega }=\mathrm{\Omega }\beta ^I`$. These are $`b_3`$ equations for $`b_3`$ real variables (where $`b_3`$ is the dimension number of $`H^3(X,\mathrm{I}\mathrm{R})`$), so we can expect the solutions to be isolated points in the complex structure moduli space.

## 3 The two-dimensional torus

In the case of two-dimensional tori, the special Lagrangian submanifolds are straight lines in the covering space of the torus. There is one for each homology class $`\{n[a]+m[b]\}`$. The moduli of these curves is $`_\mathrm{\Sigma }=\mathrm{I}\mathrm{R}`$ and correspond to translations in the transverse directions to the branes. They can be complexified if Wilson lines are taken into account, see for instance Ref. .

In this case, the holomorphic 1-form is $`\mathrm{\Omega }_0=dz`$, where $`dz=dx+\tau dy`$, and $`\mathrm{Im}\tau >0`$. The metric on the torus is $`ds^2=dzd\overline{z}`$ and the Kähler form is $`\omega =dzd\overline{z}`$. The volume of the torus then becomes

$$\mathrm{Vol}=i_{T^2}\mathrm{\Omega }_0\overline{\mathrm{\Omega }}_0=\mathrm{Im}\tau .$$
(14)
The Kähler potential for the complex structures is then $`𝒦=\mathrm{ln}(\mathrm{Vol})=\mathrm{ln}(\mathrm{Im}\tau )`$. The Kähler metric in the half plane of complex structures becomes

$$ds^2=\frac{d\tau d\overline{\tau }}{(\mathrm{Im}\tau )^2},$$
(15)
and the normalised 1-form:

$$\mathrm{\Omega }e^{𝒦/2}\mathrm{\Omega }_0=\frac{dx+\tau dy}{\sqrt{\mathrm{Im}\tau }}.$$
(16)
The periods of the cycles where the D-branes are wrapped become

$$Z_\mathrm{\Gamma }=_\mathrm{\Gamma }\mathrm{\Omega },$$
(17)
which has the interpretation of the volume of the cycle relative to the square root of the volume of the whole torus.

The potential obtained from the NS-NS tadpoles is related to the periods of the brane wrapping the cycle $`\mathrm{\Gamma }`$ by Eq. (6). In this case we have

$$V(\varphi ,\tau )=e^\varphi \frac{|n+\tau m|}{\sqrt{\mathrm{Im}\tau }}.$$
(18)
In the two-dimensional torus we can distinguish two cases:

* if $`m=0`$, i.e. a brane only wrapping the $`[a]`$ cycle, the minimum is at $`\mathrm{Im}\tau \mathrm{}`$, see Fig. 3.
* if $`m0`$ the minimum is at $`\tau n/m`$, a real number, see Fig. 3.

In both cases the system is driven by this potential to the boundary of the complex structure moduli space, where the volume of the cycle where the brane is wrapped goes to zero. The brane is stable against decays into other type of branes.

The Lagrangian for the complex structure moduli is of the form

$$=e^{2\varphi }\frac{_\mu \tau ^\mu \overline{\tau }}{(\mathrm{Im}\tau )^2}e^\varphi \frac{|n+\tau m|}{\sqrt{\mathrm{Im}\tau }}.$$
(19)
By performing a T-duality along the $`(1,0)`$ direction one can understand this flow as the one responsible for the contraction of the manifold to a point when the D-brane wraps the whole manifold, or its expansion, when T-duality takes the brane to a lower dimensional one, as already mentioned in the introduction.

## 4 The four-dimensional torus

In this case, the holomorphic 2-form of the 4-dimensional torus is $`\mathrm{\Omega }_0=dz_1dz_2`$, where $`dz_i=dx_i+\tau _{ij}dy_i`$ and $`\tau _{ij}`$ is a 2x2 complex matrix that characterises the complex structure of the torus. The metric on the torus is $`ds^2=_idz_id\overline{z}_i`$, and the Kähler form, $`\omega =_idz_id\overline{z}_i`$. The volume of the torus becomes

$$\mathrm{Vol}=_{T^4}\mathrm{\Omega }_0\overline{\mathrm{\Omega }}_0=\mathrm{det}\tau +\mathrm{det}\overline{\tau }\tau _{11}\overline{\tau }_{22}\tau _{22}\overline{\tau }_{11}+\tau _{12}\overline{\tau }_{21}+\tau _{21}\overline{\tau }_{12}.$$
(20)
The Kähler potential for the complex structures is as usual, $`𝒦=\mathrm{ln}(\mathrm{Vol})`$. The Kähler metric in the plane of complex structures, $`g_{ij}=_i_j𝒦`$. The normalised 2-form becomes $`\mathrm{\Omega }e^{𝒦/2}\mathrm{\Omega }_0`$. Now we have the 2-cycles dual to the forms $`dx^1dx^2`$, $`dx^idy^j`$, $`dy^1dy^2`$ that form a basis of $`H^2(X,\mathrm{I}\mathrm{R})`$. Let us denote the wrapping numbers along these cycles by $`q_0`$, $`q_{ij}`$, $`\stackrel{~}{q}_0`$. The periods of the cycles where the branes are wrapped are given by

$$Z_\mathrm{\Gamma }=_\mathrm{\Gamma }\mathrm{\Omega }=\frac{q_0+q_{ij}\tau _{ij}+\stackrel{~}{q}_0\mathrm{det}\tau }{\sqrt{\mathrm{Vol}}},$$
(21)
which has the interpretation of the volume of the cycle relative to the square root of the volume of the whole manifold. The potential from the NS-NS tadpoles are related to the periods by $`V(\varphi ,\tau )=e^\varphi |Z_\mathrm{\Gamma }|`$. Some interesting cases are:

a) If the metric factories into two 2-dimensional tori, i.e. $`\tau _{ij}=\delta _{ij}\tau _i`$, then the volume is

$$\mathrm{Vol}=\underset{i}{}\mathrm{Im}\tau _\mathrm{i},$$
(22)
and the potential takes a very simple form,

$$V(\varphi ,\tau )=e^\varphi \frac{|q_0+\tau _1q_{11}+\tau _2q_{22}+\tau _1\tau _2\stackrel{~}{q}_0|}{_i\sqrt{\mathrm{Im}\tau _\mathrm{i}}}.$$
(23)
Note that in this case we are in a point in the complex structure moduli space where some cycles have zero volume, those with coordinates $`q_{12}`$ and $`q_{21}`$. Now let us consider the following subcases:

a.1) If the cycle is also factorizable into two 1-cycles, each one wrapping a two-dimensional torus, then we can denote these 1-cycles by $`(r_1,s_1)`$ and $`(r_2,s_2)`$. The potential is now

$$V(\varphi ,\tau )=e^\varphi \underset{i}{}\frac{|r_i+s_i\tau _i|}{\sqrt{\mathrm{Im}\tau _\mathrm{i}}}.$$
(24)
The problem of analysing this potential reduces to that of the two-dimensional torus. The system is then driven to the boundaries of the complex structure moduli where the 1-cycles collapse.

a.2) We do not consider the cycle factorizable but we keep the same complex structure in both two-dimensional tori, i.e. $`\tau _1=\tau _2=\tau `$ . Let us define $`qq_{11}+q_{22}`$. Then the potential becomes

$$V(\varphi ,\tau )=e^\varphi \frac{|q_0+\tau q+\tau ^2\stackrel{~}{q}_0|}{\mathrm{Im}\tau }.$$
(25)
The behaviour of this potential is determined by the sign of the discriminant, $`\mathrm{\Delta }=q^24q_0\stackrel{~}{q}_0`$, of the polynomial:

$$p(\tau )=q_0+\tau q+\tau ^2\stackrel{~}{q}_0$$
(26)
The different cases are:

a.2.i) If $`\mathrm{\Delta }>0`$, then the two roots are real and are at the boundary. The minimum is in a line joining the two roots. The value of the minimum of the potential is different from zero, $`V_0(\varphi )=e^\varphi \mathrm{\Delta }/\stackrel{~}{q}_0^2`$. See Figs. 7 and 7. Note that the factorizable cycle cases are of this type.

a.2.ii) If $`\mathrm{\Delta }=0`$, then the two roots are real and coincide. The minimum is at the root, in the boundary. The value of the minimum of the potential is at zero. See Figs. 9 and 9.

a.2.iii) If $`\mathrm{\Delta }<0`$, then the two roots are complex conjugates. The minimum is at the root, in the interior of the moduli space of complex structures. The value of the minimum of the potential is at zero. Following the analysis of Moore , it seems that there is no BPS state at this point. We will see in some specific examples that this is indeed the case. When $`\mathrm{\Delta }<0`$ the system will cross a line of marginal stability and the brane is expected to decay into another system. Note that this will never be the case when the cycle is factorizable. See Figs. 11 and 11. We will analyse examples of line-crossing in the more interesting case of 6-dimensions.

b) The general case in which the complex structure part of the metric does factorise will not be analysed here. Naive extrapolation from the 6-dimendional analysis ($`T^6=T^4\times T^2`$) indicates that the system is driven to the boundary ($`\mathrm{\Delta }=0`$). This was expected, since there is a 2-dimensional torus that has always this behaviour.

## 5 The six-dimensional torus

In this case, the holomorphic 3-form is $`\mathrm{\Omega }_0=dz_1dz_2dz_3`$, where $`dz_i=dx_i+\tau _{ij}dy_i`$. The metric on the 6-torus is defined by $`ds^2=_idz_id\overline{z}_i`$ and the Kähler form becomes $`\omega =_idz_id\overline{z}_i`$. The volume of the torus is

$$\mathrm{Vol}=i_{T^6}\mathrm{\Omega }_0\overline{\mathrm{\Omega }}_0=i\left[\mathrm{det}\tau \mathrm{det}\overline{\tau }+\mathrm{tr}(\tau \mathrm{Cof}\overline{\tau })\mathrm{tr}(\overline{\tau }\mathrm{Cof}\tau )\right],$$
(27)
where the cofactor of a matrix is $`\mathrm{Cof}A=\mathrm{det}A(A^1)^T`$. The Kähler potential for the complex structures is $`𝒦=\mathrm{ln}(\mathrm{Vol})`$. The Kähler metric in the plane of complex structures, $`g_{ij}=_i_j𝒦`$. The normalised 3-form: $`\mathrm{\Omega }e^{𝒦/2}\mathrm{\Omega }_0`$. Now we have the 3-cycles dual to the following forms, which form a basis of $`H^3(T^6,\mathrm{I}\mathrm{R})`$,

$$\begin{array}{cc}\hfill \alpha _0& =dx^1dx^2dx^3,\hfill \\ \hfill \alpha _{ij}& =\frac{1}{2}ϵ_{ilm}dx^ldx^mdy^j,\hfill \\ \hfill \beta ^{ij}& =\frac{1}{2}ϵ_{jlm}dx^idy^ldy^m,\hfill \\ \hfill \beta _0& =dy^1dy^2dy^3,\hfill \end{array}$$

which satisfy the relation:

$$_{T^6}\alpha _I\beta ^J=\delta _I^J.$$
(28)
The wrapping numbers along these cycles are $`q_0`$, $`Q_{ij}`$, $`P^{ij}`$, $`p^0`$, respectively. And the periods of the cycles where the branes are wrapped can be written as

$$Z_\mathrm{\Gamma }=_\mathrm{\Gamma }\mathrm{\Omega }=\frac{q_0+Q_{ij}\tau ^{ij}+P^{ij}\mathrm{Cof}\tau _{ij}p^0\mathrm{det}\tau }{\sqrt{\mathrm{Vol}}},$$
(29)
which has the interpretation of the volume of the cycle relative to the square root of the volume of the whole manifold. The potential from the NS-NS tadpoles are related to the periods by $`V(\varphi ,\tau )=e^\varphi |Z_\mathrm{\Gamma }|`$. Particular cases are:

a) If the metric factories into three 2-dimensional tori, i.e. $`\tau _{ij}=\delta _{ij}\tau _i`$, then the volume is

$$\mathrm{Vol}=\underset{i}{}\mathrm{Im}\tau _\mathrm{i},$$
(30)
and the potential takes a very simple form,

$$V(\varphi ,\tau )=e^\varphi \frac{\left|q_0+\underset{i}{}Q_{ii}\tau ^i+\frac{1}{2}\underset{i}{}P^{ii}ϵ_{ijk}\tau ^j\tau ^kp^o\tau ^1\tau ^2\tau ^3\right|}{_i\sqrt{\mathrm{Im}\tau _\mathrm{i}}}$$
(31)
Note that in this case we are at a point in the complex structure moduli space where some cycles have zero volume, those with coordinates $`Q_{ij}`$ and $`P^{ij}`$, with $`ij`$. Now let us consider the following subcases:

a.1) If the cycle is also factorizable into two 1-cycles, each one wrapping a two dimensional torus. Let us denote these 1-cycles by $`(r_1,s_1)(r_2,s_2)(r_3,s_3)`$. The potential is now:

$$V(\varphi ,\tau )=e^\varphi \underset{i}{}\frac{|r_i+s_i\tau _i|}{\sqrt{\mathrm{Im}\tau _\mathrm{i}}}$$
(32)
The problem of analysing this potential reduces to the two dimensional torus problem. The system is then driven to the boundaries of the complex structure moduli where the 1-cycles collapse.

a.2) We do not consider a factorizable cycle, but we keep the same complex structure in all two-dimensional tori, i.e. $`\tau _i=\tau `$ . Let us define $`3q_iQ_{ii}`$ and $`3p_iP^{ii}`$. Then the potential becomes

$$V(\varphi ,\tau )=e^\varphi \frac{|q_0+3q\tau +3p\tau ^2p^0\tau ^3|}{(\mathrm{Im}\tau )^{3/2}}$$
(33)
The behaviour of this potential is determined by the sign of the discriminant, $`\mathrm{\Delta }=12p^2q^2(3pq+p^0q_0)^2+4(p^0q^3q_0p^3)`$, of the polynomial:

$$p(\tau )=q_0+3q\tau +3p\tau ^2p^0\tau ^3.$$
(34)
The discriminant gives the number and the type of solutions to $`p(\tau )`$. As in the four dimensional case, there are 3 subcases:

a.2.i) if $`\mathrm{\Delta }>0`$, there are three real roots, all different. The minimum is in the interior of the complex structure moduli space. The minimum of the potential is not vanishing. Following the interpretation of Moore , this means that the corresponding BPS state must exist. See Figs. 13 and 13. Note that this possibility can be achieved with a factorizable cycle. The analysis seems to be in contradiction with the case a.1). But now we are doing a partial analysis by considering all the complex structures equivalent.

However one can get this kind of configurations by taking three factorizables cycles. For example, take $`(1,0)(1,0)(1,0)`$, $`(0,1)(0,1)(0,1)`$ and $`(1,1)(1,1)(1,1)`$. We will see this example in detail in the last section.

a.2.ii) if $`\mathrm{\Delta }=0`$, there are three real roots, but two of them are equal. The minimum is at the boundary. The potential goes to zero at that point in the boundary. See Figs. 15 and 15. Notice that this possibility can be achieved with a factorizable cycle.

a.2.iii) if $`\mathrm{\Delta }<0`$, there is one real root and two complex conjugates. The minimum is in the interior of the complex structure moduli. The potential goes to zero at that point. See Figs. 17 and 17. Note that this possibility cannot be achieved with a factorizable cycle. Following Moore we can suspect that the BPS state does not exist. One interesting case when precisely this happens is if we take the combination of two factorizable cycles: $`(1,0)(1,0)(1,0)`$ and $`(0,1)(0,1)(0,1)`$. It is easy to check that the minimum is when the two states do not form a bound state. The minimum is at $`\tau =i`$, where the two branes have angles $`\theta _i=\pi /2`$, i.e. at the centre of the tetrahedron defined by the masses of the scalars that can become tachyons, see Fig. 1. They cannot decay into a bound state.

b) If the metric is factorisable in two tori, one 4-dimensional, the other 2-dimensional, $`T^6=T^4\times T^2`$, we recover the previous lower-dimensional cases, and the system will be driven to the boundary. An specific example of this behaviour is to consider that the 3-cycles are factorised into 2-cycles wrapping the 4-dimensional torus and only 1-cycle in the 2-dimensional torus. Then, from the general analysis to be discussed below, one can see that $`\mathrm{\Delta }=0`$.

c) If the metric cannot be factorised. In this case we have to study the general solution, as described in Ref. . As we have seen above, the central charge can be taken to be in this case

$$_\mathrm{\Gamma }\mathrm{\Omega }_0=q_0+Q_{ij}\tau ^{ij}+P^{ij}\mathrm{Cof}\tau _{ij}p^0\mathrm{det}\tau ,$$
(35)
i.e. the period with $`\mathrm{\Omega }_0`$. The equations for the critical points (12) become:

$$\begin{array}{cc}\hfill \mathrm{Im}(2\overline{\mathrm{C}})& =p^0,\hfill \\ \hfill \mathrm{Im}(2\overline{\mathrm{C}}\tau ^{\mathrm{ij}})& =P^{ij},\hfill \\ \hfill \mathrm{Im}(2\overline{\mathrm{C}}\mathrm{Cof}\tau _{\mathrm{ij}})& =Q_{ij},\hfill \\ \hfill \mathrm{Im}(2\overline{\mathrm{C}}\mathrm{det}\tau )& =q^0.\hfill \end{array}$$
(36)
Note that there are $`b_3=20`$ equations and $`3\times 3+1=10`$ complex unkowns. The solution of this system of equations is described in Ref. . Defining,

$$\begin{array}{cc}\hfill R& \mathrm{Cof}P+p^0Q,\hfill \\ \hfill M& 2\mathrm{d}\mathrm{e}\mathrm{t}P+(p^0q_0+\mathrm{tr}(PQ))p^0,\hfill \\ \hfill D& 2[(\mathrm{tr}PQ)^2\mathrm{tr}(PQ)^2](p^0q_0+\mathrm{tr}PQ)^2+4(p^0\mathrm{det}Qq_0\mathrm{det}P),\hfill \end{array}$$
(37)
the solution exists for $`\mathrm{det}R0`$, and $`D>0`$. The result for a general cycle is given by

$`\tau `$ $`=`$ $`{\displaystyle \frac{1}{2R}}\left[2PQ(p^0q_0+\mathrm{tr}(PQ))+{\displaystyle \frac{i}{2}}\sqrt{D}\right],`$
$`2\overline{C}`$ $`=`$ $`{\displaystyle \frac{M}{\sqrt{D}}}+ip^0.`$ (38)
The value of the potential at the critical point is:

$$V_0(\varphi )=e^\varphi \sqrt{D}.$$
(39)
There are three different cases:

* $`D>0`$. There is a relation between $`p`$, $`M`$ and $`\mathrm{det}R`$, i.e. $`4\mathrm{det}R=M^2+p^2D`$. So in this case $`D>0\mathrm{det}R>0`$. There is a solution and the brane exists at the minimum.
* $`D=0`$. We are in a boundary of the moduli space, $`\mathrm{Im}\tau =0`$.
* $`D<0`$. There is no BPS state with these charges in the minimum. The system will decay into a set of branes.

Let us now compare with the factorizable cycles we are familiar with. Consider generically three 1-cycles $`(n_1,m_1)(n_2,m_2)(n_3,m_3)`$. Then

$$\begin{array}{cc}\hfill Q_{ij}& =\mathrm{diag}(n_2n_3m_1,n_1n_3m_2,n_2n_1m_3),\hfill \\ \hfill P^{ij}& =\mathrm{diag}(m_2m_3n_1,m_1m_3n_2,m_2m_1n_3),\hfill \\ \hfill q_0& =n_1n_2n_3,\hfill \\ \hfill p^0& =m_1m_2m_3.\hfill \end{array}$$
(40)
It is easy to check that in this case, $`D=0`$ and $`\mathrm{det}R=0`$, so there is no solution inside the complex structure moduli space, but only at the boundaries. This agrees with the previous results that for factorizable cycles the minimum of the potential is at the boundary.

Let us now consider the sum of the $`(1,0)(1,0)(1,0)`$ and $`(0,1)(0,1)(0,1)`$ cycles. In this case $`q=p=1`$, and $`Q=P=0`$. Then $`D=1`$ is a negative number, which indicates that the bound state will decay into two states. It is easy to prove that for a pair a factorizable branes $`D=I`$, where $`I`$ is the number of intersections between the two branes, a topological number. Then we can say that the bound state of two branes is always unstable and will decay to a two brane system. If the complex structure is factorizable one can easily check that this happens when the angles are $`(\pi /2,\pi /2,\pi /2)`$, i.e. at the centre of the tetrahedron of Fig. 1. The proof is easy, applying $`SL(2,\mathrm{Z}\mathrm{Z})^3`$ transformations one can take a general two brane factorizable configuration to $`a:(1,0)(1,0)(1,0)`$ and $`b:(n_1,m_1)(n_2,m_2)(n_3,m_3)`$. The minimum, as we have said, will be a two-state system. Then the potential is proportional to the sum of the norms of the periods on these cycles. If the complex structure is factorizable, the minimum will be at:

$`m_i\mathrm{Re}\tau _\mathrm{i}+\mathrm{n}_\mathrm{i}`$ $`=`$ $`0`$
$`{\displaystyle \underset{i}{}}|m_i|\mathrm{Im}\tau _\mathrm{i}`$ $`=`$ $`1.`$ (41)
The angles $`\theta _i`$ are defined through

$$\mathrm{tan}\theta _i=\frac{m_i\mathrm{Im}\tau _\mathrm{i}}{\mathrm{m}_\mathrm{i}\mathrm{Re}\tau _\mathrm{i}+\mathrm{n}_\mathrm{i}},$$

such that at the factorizable minimum they all become $`\theta _i=\pi /2`$. The potential at the minimum is precisely $`V_0=2e^\varphi \sqrt{|I|}`$.

Note that by adding more factorizable branes we will never recover a general cycle because $`Q_{ij}=P_{ij}=0`$, for $`ij`$. That is, factorizable cycles only span diagonal $`Q`$ and $`P`$ matrices.

Another very interesting example is the following: Three factorizable cycles:
$`(1,0)(1,0)(1,0)`$, $`(0,1)(0,1)(0,1)`$ and $`(1,1)(1,1)(1,1)`$ combine into a general cycle: $`q_0=p_0=0`$, $`Q=P=1`$. Following the same procedure, one can see that $`D=3>0`$, such that the initial brane configuration decays to the combined system in the minimum. The minimum has a complex structure $`\tau =(\frac{1}{2}+i\frac{\sqrt{3}}{4})\mathrm{\hspace{0.17em}1}\mathrm{l}`$. See Fig. 19, where the potential is plotted keeping the complex structure diagonal and equal for the two dimensional tori. The value of the potential at the minimum is, as expected, $`V_0(\varphi )=e^\varphi \sqrt{3}`$.

## 6 Stabilising complex structure moduli. Examples.

In the above examples we have seen different types of behaviours. The evolution of the complex structure fields can drive them to the boundary of the moduli space, to a point in the interior of the moduli space, or can make the brane system to decay by crossing lines of marginal stability. We will described these three very distinct behaviours in this section, with specific examples.

### 6.1 At the boundary

The simplest example one can construct with this kind of behaviour is a brane wrapping a $`(0,1)`$ cycle in a two dimensional torus. To cancel the Ramond-Ramond tadpoles one can put an antibrane on the same cycle but far away from the other in such a way that there is no tachyonic mode between them. Of course, the one-loop corrections in the open string description (tree-level in the closed string) will make these two branes approach one another. However, at large distances it is sufficient to analyse only the tree-level potential. Within this aproximation, we find that the effective scalar potential is of the form

$$V(\varphi ,\tau )=e^\varphi \frac{|\tau |}{\sqrt{\mathrm{Im}\tau }}.$$
(42)
The minimum of this potential is at $`\tau 0`$, i.e. at the boundary. Since there is one brane that is always minimising the volume, the D-brane will never decay to another system, but the brane and antibrane will separate, while the area is kept fixed.

Analogously, a brane wrapping a $`(1,0)`$ cycle and an antibrane wrapping the same cycle in the opposite side of the torus will cancel the R-R tadpoles and produce a potential of the form

$$V(\varphi ,\tau )=e^\varphi \frac{1}{\sqrt{\mathrm{Im}\tau }}.$$
(43)
Minimisation of this potential drives the brane to $`\mathrm{Im}\tau \mathrm{}`$, which means that the two branes will separate and the tachyon will never appear.

This is a very interesting behaviour that contrasts with the one-loop correction responsible for the interaction between the two branes. By adding this interaction, we find two competing effects: NS-NS tadpoles will take branes far apart from eachother, while the D-brane interaction will bring them closer and closer. There is a limiting case in which the two D-branes are just in opposite places in the compact space. The one-loop effect is vanishing (it is a critical but unstable point) and the two branes will separate, never decaying into the vacuum. Alternatively, one can imagine the branes at a distance such that the two effects compensate eachother: the NS-NS tadpole potential, at tree-level, being momentarily cancelled by the one-loop interaction. An interesting physical application of this unstable equilibrium is precisely that which may drive a relatively long period of inflation .

### 6.2 At a point in the interior

The simplest system with this kind of behaviour is a six-dimensional torus with a bound state of two D6-branes, $`(1,0)(1,0)(1,0)`$ and $`(0,1)(0,1)(0,1)`$. As we have seen in the previous section, the minimum is at the interior of the complex structure moduli space, where the bound state has decayed to the two-brane system. This system is T-dual to a D9 D3-brane system.

Another system, described above, is the bound state of D6-branes: $`(1,0)(1,0)(1,0)`$, $`(0,1)(0,1)(0,1)`$ and $`(1,1)(1,1)(1,1)`$. In this case the bound state is stable in the minimum of the potential. Of course, this system does not satisfy the Ramond-Ramond tadpole conditions. However, we can always put an antibrane wrapped on the same cycle, but far away in the compact space, as we have already discussed above.

## 7 Conclusions and applications

In this paper we have applied some previous results of Moore , derived in the context of BPS quantum black holes, to the analysis of stability of the critical points of the scalar potential due to the NS-NS tadpoles in the context of non-supersymmetric toroidal compactifications, when supersymmetry is broken by the presence of the D-branes. By studying the structure of the potential for some set of branes we have found that the minima can be located at the boundary or at a point in the interior of the complex structure moduli space. Yet another possibility is that, in the evolution to the minimum, the system decay to another one, across lines of marginal stability.

As we have seen in the last section, sometimes the minimum of the potential is not in the vacuum for Type II strings as one would expect, but at a point where the non-supersymmetric spectra decouple. This is analogous to a system of D-branes located at far away points in the compactified space, as in the example mentioned in the introduction. NS-NS tadpoles induce a potential that drives the system to the decompactification limit. That is the usual runaway behaviour for non-supersymmetric compactifications.

It is also interesting to analyse how the flow is corrected by higher loop effects. For instance, the interaction between two branes due to the exchange of closed string modes is a one-loop effect (in the open string description) and can change drastically the behaviour of the system. One can imagine some points where the attraction of a brane-antibrane system (a one loop effect) is compensated by the disk potential (the NS-NS tadpole). This competing effects can have very interesting applications for cosmological scenarios, see for instance Refs. .

Some studies for factorizable cycles and metric have been carried out recently for the Type 0’ in Ref. , where the system seems to be driven to a point in the interior of the complex structure moduli space and for Type I string theory in Ref. . It would be very interesting to analyse the general structure of the minima, i.e. for non-factorisable cycles and metrics, within the context of non-supersymmetric strings and also for the Type I, where some complex moduli fields are projected out by the orientifold projection.

## Acknowledgements

We would like to thank Fredy Zamora for very enjoyable discussions, and Fernando Quevedo for useful comments on the manuscript. The work of JGB is supported in part by a Spanish MEC Fellowship and by CICYT project FPA-2000-980.


text:
# CMB Power Spectrum Estimation for the Planck Surveyor

## 1 Introduction

State of the art measurements of the cosmic microwave background (CMB) anisotropy are affected by non negligible and (in the case of one horned experiments) correlated instrumental noise. In order to minimize this contaminant one resorts to non trivial statistical techniques which almost invariably require knowledge of the correlation structure of underlying detector noise, to be measured from the data themselves. As a consequence, methods to estimate the noise correlation properties out of time ordered data (TOD) have been proposed (Doré et al. 2001; Stompor et al. 2002; Natoli et al. 2002).

Most cosmological information is encoded in the angular power spectrum of the CMB anisotropies. However, the size of modern CMB datasets and the presence of correlated instrumental noise in the observations make it unfeasible to extract the power spectrum from CMB maps by performing standard and robust matrix manipulations commonly used to solve linear systems. Computationally, obtaining a brute force maximum likelihood estimation of the power spectrum requires at least $`𝒩_p^3`$ operations, where $`𝒩_p`$ is the number of pixels in the map. Current CMB maps from balloon-borne experiments have $`𝒩_p10^410^5`$. Brute force power spectrum estimation from these maps is already prohibitive, and will become totally unattainable for upcoming space missions such as NASA’s MAP satellite111http://map.gsfc.nasa.gov or ESA’s Planck Surveyor222http://astro.estec.esa.nl/Planck, whose maps will have $`𝒩_p\begin{array}{c}>\hfill \\ \hfill \end{array}10^6`$.

A number of strategies have been proposed in the past to address the problem of power spectrum estimation in a computationally feasible way. The MADCAP package (Borrill 1999) uses a parallel implementation of a quadratic estimator technique (Bond et al. 1998) to obtain maximum likelihood estimates of the power spectrum. This method, however, will certainly be too time consuming for future satellite data sets. Doré et al. (2001) applied the same approach in a hierarchical fashion on subsets of large data sets, lowering somewhat the computational time requirements. Szapudi et al. (2001) adopted an entirely different strategy, extracting the power spectrum from the 2-point correlation function of the map. Although this approach is applicable to a generic data set and might in principle account for noise correlations, until now it has only been tested in the case of uniform white noise. Finally, other methods were based on simplifying assumptions tailored on specific experimental strategies (e.g., Oh et al. (1999) for the MAP satellite; Wandelt & Hansen (2001) for the Planck Surveyor).

In this work, we focus on characterizing and removing the instrumental noise contribution in multipole space, in order to obtain unbiased estimates of the CMB power spectrum. This approach is based on using map-making techniques to project estimates of the time stream noise on the sky, according to the experimental scanning strategy, and on Monte Carlo (MC) simulations to determine the statistical properties of the noise in multipole space. Rather than being based on a noise model or an approximation (such as, e.g., uncorrelated noise) the time stream noise properties are estimated directly from the data. A similar strategy was developed independently in the MASTER package by Hivon et al. (2001) and applied to the analysis of the BOOMERanG data (Netterfield et al. 2002). In this case, fast projection of the noise on the sky was achieved through non optimal map-making, and filtering of the data in time domain was required to reduce the correlated noise contribution. As such, MASTER does not attempt to create a useful map as an end-product. Instead, we use the iterative generalized least squares (IGLS) map-making algorithm described in Natoli et al. (2001) which is fast enough to allow for the generation of an appropriate number of simulations in a reasonable time. This algorithm has optimal statistical properties (i.e. produces unbiased and minimum variance estimates of the map) and hence it does not require any filtering of the time stream. As an application, we use realistic simulations of Planck Low Frequency Instrument (LFI) observations to show that we can successfully recover the CMB power spectrum even from megapixel maps. This is, to date, the first computationally feasible and unbiased pixel-based power spectrum estimator for Planck which uses information on the correct (i.e. estimated from the data themselves) instrumental noise covariance.

This paper is organized as follows. In Sect. 2 we discuss the method we use. In Sect. 3 we present the results of the application to Planck/LFI. Finally, in Sect. 4 we draw the main conclusions of this work.

## 2 Method

### 2.1 The Statistics of the CMB

We begin by reviewing some basic notions about the statistics of the CMB on the sky sphere. The CMB temperature field as a function of the direction of observation on the sky can be expanded in spherical harmonics $`Y_\mathrm{}m(\theta ,\varphi )`$ as:

$$\mathrm{\Delta }T(\theta ,\varphi )=\underset{\mathrm{},m}{}a_\mathrm{}mY_\mathrm{}m(\theta ,\varphi ).$$
(1)
The angular power spectrum of the CMB anisotropy is defined as:

$$C_{\mathrm{}}=|a_\mathrm{}m|^2$$
(2)
where the operation $``$ represents the average over the statistical ensemble. We cannot measure this quantity directly, since our own sky is only a particular realization of the statistical ensemble. The best possible unbiased estimator of the power spectrum can be constructed by replacing the ensemble average with an average over the $`2\mathrm{}+1`$ independent $`a_\mathrm{}m`$ coefficients available for each $`\mathrm{}`$:

$$C_{\mathrm{}}^S=\frac{1}{2\mathrm{}+1}\underset{m}{}\left|a_\mathrm{}m\right|^2.$$
(3)
We have used the superscript $`S`$ to indicate that this is just an estimator of the underlying $`C_{\mathrm{}}`$ obtained from our particular sky realization. If each $`a_{lm}`$ coefficient is a zero-mean Gaussian variable, as commonly assumed, the $`C_{\mathrm{}}^S`$ estimates follows a $`\chi ^2`$ distribution with $`2\mathrm{}+1`$ degrees of freedom (DOF) and rms (e.g. Knox 1995):

$$\mathrm{\Delta }C_{\mathrm{}}^S=C_{\mathrm{}}\sqrt{\frac{2}{2\mathrm{}+1}}.$$
(4)
If the CMB fluctuations $`\mathrm{\Delta }T`$ are not measured over the entire sky, then it is not possible to use the spherical harmonics $`Y_\mathrm{}m`$ as a complete basis to perform the multipole expansion. As a consequence, the power spectrum estimated using formula (3) will be biased, and values corresponding to different $`\mathrm{}`$ will be correlated. The effect of incomplete sky coverage on the $`C_{\mathrm{}}`$ statistics has been studied by Wandelt et al. (2001), Oh et al. (1999), Mortlock et al. (2002). If $`W(\theta ,\varphi )=_{\mathrm{},m}w_\mathrm{}mY_\mathrm{}m(\theta ,\varphi )`$ is the weighting function describing a given sky coverage, and:

$$W_{\mathrm{}}=\frac{1}{2\mathrm{}+1}\underset{m}{}|w_\mathrm{}m|^2$$
(5)
then it can be shown (see e.g. Hivon et al. 2001) that:

$$C_{\mathrm{}}^S=\underset{\mathrm{}^{}}{}M_{\mathrm{}\mathrm{}^{}}C_{\mathrm{}}$$
(6)
where:

$$M_{\mathrm{}\mathrm{}^{}}=\frac{2\mathrm{}^{}+1}{4\pi }\underset{\mathrm{}^{\prime \prime }}{}(2\mathrm{}^{\prime \prime }+1)W_{\mathrm{}^{\prime \prime }}\left(\begin{array}{ccc}\mathrm{}& \mathrm{}^{}& \mathrm{}^{\prime \prime }\\ 0& 0& 0\end{array}\right)^2$$
(7)
and $`\left(\begin{array}{ccc}\mathrm{}& \mathrm{}^{}& \mathrm{}^{\prime \prime }\\ 0& 0& 0\end{array}\right)`$ is the Wigner $`3j`$ symbol.

An approximate way to model the effect of partial sky coverage is to change the number of DOF of the $`C_{\mathrm{}}`$ distribution from $`2\mathrm{}+1`$ to $`(2\mathrm{}+1)f_{\mathrm{sky}}`$, where $`f_{\mathrm{sky}}`$ is the observed fraction of the sky. The $`C_{\mathrm{}}`$ estimates get biased by a $`f_{\mathrm{sky}}`$ factor, and the rms becomes (Scott et al. 1994; Hobson & Magueijo 1996):

$$\mathrm{\Delta }C_{\mathrm{}}^S=C_{\mathrm{}}\sqrt{\frac{2}{(2\mathrm{}+1)f_{\mathrm{sky}}}}.$$
(8)
Residual correlations in multipole space can be minimized by estimating the average power spectrum in bands of appropriate width $`\mathrm{\Delta }\mathrm{}`$.

Since the applications shown in this paper will regard $`C_{\mathrm{}}`$ estimation from nearly full-sky maps ($`f_{\mathrm{sky}}1`$), an exact treatment of the partial sky coverage effect is totally superfluous, as the approximation described above yields comparable accuracy. Indeed, we have verified that this simplified approach provides an excellent approximation to the exact treatment even when a considerable fraction of the sky remains unobserved. We have applied a rather severe Galactic cut ($`20^{}`$ symmetric around the equator, corresponding to $`f_{\mathrm{sky}}65.8\%`$) to 100 Monte Carlo simulations of maps containing only CMB signal, and extracted the corresponding $`C_{\mathrm{}}`$. Figure 1 shows the results of this test. When the $`C_{\mathrm{}}`$ estimates are corrected for the $`f_{\mathrm{sky}}`$ bias they are nearly undistinguishable from the true underlying theoretical model. From the same Figure it is also apparent that Eq. (8) provides a very good approximation to the true dispersion of the estimated $`C_{\mathrm{}}`$.

We then decided, for the present paper, to neglect the complications of an exact treatment of the partial sky coverage effect. We emphasize, however, that this does not limit the applicability of the method, since we are able to treat exactly the case of arbitrary sky coverage (for example for very small, irregularly shaped patches, $`f_{sky}1`$, as those observed with balloon experiments) by adopting the correct formalism (as done, e.g., by Hivon et al. (2001)).

### 2.2 Instrumental Noise Contribution to CMB Power Spectrum Measurements

The measurements performed by a given experiment can be thought of as a superposition of sky signal (S) and instrumental noise (N), which are independent statistical processes. When a map is produced from the observations, residual noise is left in the pixelized data. This noise contribution is minimal when a minimum variance map-making (such as the IGLS) is used to obtain the map.

We can write the observation in pixel $`p`$ as:

$$m_p=\underset{\mathrm{},m}{}\left(a_\mathrm{}m^S+a_\mathrm{}m^N\right)Y_\mathrm{}m(\theta _p,\varphi _p).$$
(9)
A direct estimation of the power spectrum from such a noisy map would yield:

$$C_{\mathrm{}}^{SN}=\frac{1}{2\mathrm{}+1}\underset{m}{}\left|\left(a_\mathrm{}m^S+a_\mathrm{}m^N\right)\right|^2.$$
(10)
Expanding this expression, and averaging over the statistical ensemble, we obtain (due to the independence of the sky and noise processes):

$$C_{\mathrm{}}^{SN}=C_{\mathrm{}}^S+C_{\mathrm{}}^N.$$
(11)
Thus, an unbiased estimator of $`C_{\mathrm{}}^S`$ is:

$$C_{\mathrm{}}^E=C_{\mathrm{}}^{SN}C_{\mathrm{}}^N.$$
(12)
Direct extraction of the angular power spectrum from a map is a relatively quick task, that can be performed in $`𝒩_p^{3/2}\mathrm{log}𝒩_p`$ operations using fast spherical harmonics transforms (Muciaccia et al. 1997; Górski et al. 1999). This facilitates a fast unbiased estimation of the power spectrum through Eq. (12), where the noise bias $`C_{\mathrm{}}^N`$ can be evaluated using Monte Carlo techniques as discussed in the next Section.

It can be easily shown that the rms uncertainty of this power spectrum estimate is:

$$\mathrm{\Delta }C_{\mathrm{}}^E=\left(C_{\mathrm{}}+C_{\mathrm{}}^N\right)\sqrt{\frac{2}{(2\mathrm{}+1)f_{\mathrm{sky}}}}.$$
(13)
Note that this uncertainty depends on the unknown ensemble average value $`C_{\mathrm{}}`$. An approximate way of calculating $`\mathrm{\Delta }C_{\mathrm{}}^E`$ is simply to replace $`C_{\mathrm{}}`$ with the estimate $`C_{\mathrm{}}^E`$ in Eq. (13). A more rigorous strategy is to set frequentist confidence intervals by computing the values of $`C_{\mathrm{}}`$ which are consistent with the estimate $`C_{\mathrm{}}^E`$ at a given confidence level. We have verified that the two approaches yield nearly identical 1$`\sigma `$ error bars for $`C_{\mathrm{}}^E`$.

## 3 Results

To determine the noise properties in multipole space, we first apply the IGLS map-making procedure on the TOD, ending up with a minimum variance map of the CMB and an estimate of the true noise properties in time domain. We then produce a number of MC realizations of time streams containing only instrumental noise, where the noise has the statistical properties measured from the data. These simulated time streams naturally incorporate all information about the experiment observational strategy. We apply again the IGLS map-making algorithm to these mock data sets, to construct a set of noise maps. These noise maps have the same statistical properties of the noise which contaminates the real map. They can then be used to characterize the noise statistical properties in multipole space, for example estimating the mean $`C_{\mathrm{}}^N_{MC}`$ to be used in Eqs. (12) and (13).

Figure 2 shows the result of applying this procedure to simulated observations of Planck/LFI 100 GHz channel. The simulations were produced using the standard Planck scanning strategy (i.e. a spinning frequency of 1 r.p.m. and $`85^{}`$ offset angle between the pointing direction and spin axis of the telescope, with the latter always on the ecliptic) as well as a realistic model of the receiver noise (i.e. $`1/f`$ noise with $`f_{\mathrm{knee}}=0.1`$ Hz and Planck sensitivity goal, see e.g. Natoli et al. (2002)). A comparison was made with the case of non uniform uncorrelated noise. It is apparent that such a simple model is not accurate enough to characterize the noise properties in multipole space, particularly for small values of $`\mathrm{}`$ ($`\mathrm{}\begin{array}{c}<\hfill \\ \hfill \end{array}100`$). It is interesting to observe that, since we only need to estimate an average from the Monte Carlo, i.e. the $`C_{\mathrm{}}^N`$ to be used in Eqs. (12) and (13), convergence is achieved after a fairly small number of simulations. This is evident from Fig. 2.

Figure 3 shows histograms of the noise angular power spectrum $`C_{\mathrm{}}^N`$, for four multipole values, obtained from $`\mathrm{1\hspace{0.17em}000}`$ Monte Carlo realizations Planck/LFI maps containing only instrumental noise. In order to speed up the production of simulated maps, we used an inhomogeneous white noise model in place of the correlated noise used in the rest of the paper. This should not alter the results of this test, since the deviation from the white noise behaviour is relevant only at low multipoles (see Fig. 2), where the noise contribution is sub-dominant with respect to the cosmic variance. The comparison with the theoretical distribution, i.e. a $`\chi ^2`$ with $`(2\mathrm{}+1)f_{\mathrm{sky}}`$ degrees of freedom, shows that use of Eq. (13) yields nearly optimal error bars for the power spectrum estimates.

Figures 4 and 5 show the results of applying our method to extract the CMB power spectrum from a simulation of Planck/LFI observations at 30 and 100 GHz. In simulating the observations we fully took into account the real Planck scanning strategy. The $`85^{}`$ offset between the pointing direction and spin axis of the telescope leaves unobserved two areas of about 80 square degrees around the ecliptic poles. We modeled the optical response of the instrument as a symmetric Gaussian beam with FWHM of 33 arcminutes for the 30 GHz detectors and of 10 arcminutes for the 100 GHz detectors. The simulated TOD for the 30 GHz channel has $`𝒩_d10^9`$ time samples (14 months of observation), which are mapped into $`𝒩_p7\times 10^5`$ pixels. These numbers turn into $`𝒩_d2\times 10^9`$ (7 months of observation333Our I/O routine is currently able to manage only 32 bit integer. This limits the maximum number of time samples we could manage to $`2^{31}2\times 10^9`$. This technical limitation is now being removed.) and $`𝒩_p3\times 10^6`$ for the 100 GHz channel (we remind that IGLS map-making scales approximately linearly with $`𝒩_d`$). Going from the simulated data to the power spectrum estimates took about 12 h for the 30 GHz channel, and about 18 h for the 100 GHz channel, using a parallel implementation of the IGLS algorithm running on 16 processors of the Origin 3000 supercomputer at Cineca. These times are dominated by the production of the MC noise maps, 22 in our case. This number is enough to produce good estimates for the average noise contribution (see again Fig. 2). For a detailed discussion about memory requirements, CPU timing, and code scalability of our implementation of the IGLS map-making algorithm, see the paper by Natoli et al. (2001).

Comparison of our $`C_{\mathrm{}}`$ estimates with the theoretical input model yields a $`\chi ^2`$/d.o.f. of 1.06 and 1.10 for the 30 and 100 GHz case, respectively. As mentioned in Section 2.1, we also estimated the power $`𝒞_b=_\mathrm{}b\mathrm{}(\mathrm{}+1)C_{\mathrm{}}/2\pi `$ in bands $`b`$ of width $`\mathrm{\Delta }\mathrm{}=20`$, in order to reduce small spurious correlation in multipole space. When we use a simple cubic spline algorithm to interpolate these band-power estimates, the resulting curve is nearly undistinguishable from the theoretical input model (see bottom panel in Figs. 4 and 5).

## 4 Conclusions

We have shown that IGLS map-making can be successfully applied, in conjunction with MC techniques, to the problem of estimating the angular power spectrum from CMB maps. The method discussed in this work is fast enough to be already applicable to megapixel maps such as those expected from the Planck Surveyor. No manipulation of the time stream (i.e. high-pass filtering) is required by this method. Furthermore, no unrealistic simplification of the instrumental noise behavior is needed, since the noise properties are estimated directly from the data. Our estimated noise angular power spectrum contains the right information on noise correlation, as well as on the details of scanning strategy, even if we never use explicitly the full pixel covariance matrix. Although we only presented in this paper an application to the case of nearly full-sky maps from the Planck Surveyor, the approach described here can be used for any arbitrary scanning strategy and sky coverage (for example to analyze balloon data), as long as the spectral information on the spatial window of the observation is taken into account.

Finally, we would like to mention a few possible developments of the work described in this paper. We considered a symmetric beam approximation in our analysis. This approximation may prove to be too simplistic when dealing with real experiments. Thus, we are currently generalizing our map-making algorithm to deal with asymmetric beam patterns. We also point out that this power spectrum estimation technique is easily generalizable to CMB polarization maps, since an implementation of the IGLS map-making algorithm for polarization observations exists (see Balbi et al. 2002). We shall discuss this topic in a forthcoming paper.

###### Acknowledgements.

We thank F.K. Hansen and D. Marinucci for discussions and useful advice. The supercomputing resources used for this work have been provided by Cineca. We acknowledge use of the HEALPix package (http://www.eso.org/science/healpix/).