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# Universality of Zipf’s Law

## 1 Introduction

Zipf’s law is the observation that the frequency $`P`$ of the occurrence of various events is an inverse power-law function $`P(>s)s^1`$, where the rank $`s`$ is determined by the descending order of the frequency of each event. Zipf first made this observation for the frequency of occurrence of English words in literature; that is, the most frequent word “the” (rank $`s=1`$) appears twice as many times as the second most frequent word “of”(rank $`s=2`$). Since then, Zipf’s law has been found in various fields, including the population of cities and the asset distribution of companies. For example, Zipf’s law for income distribution asserts that the size and number of companies are in inverse proportion; that is, the number of companies that have more than $`10x`$ assets is one-tenth of the number of companies that have more than $`x`$. This universality of Zipf’s law, however, has not been well explained theoretically. To date, we have only models specific to each problem.

In the present paper, we introduce a simple and generic model that reproduces Zipf’s law. We can regard this model both as the time evolution of the asset distribution and that of the population of cities. We also explain theoretically why this model reproduces Zipf’s law. Our explanation shows that Zipf’s law of our model is very robust.

## 2 Model and Simulation Results

In this section we introduce our model and the results of its simulation. The model that we introduce here evolves as follows: First, we consider a set of positive values $`x_i`$ with $`N`$ entities. These values may be the assets of $`N`$ companies or the population of $`N`$ cities. For simplicity, we assume that the initial values of $`x_i`$ are all equal. Then we repeat the following procedures $`T`$ times:

1. Choose an entity $`i`$ randomly from $`1iN`$.
2. For $`i>1`$, we move the amount $`\alpha x_{i1}`$ from the $`(i1)`$th entity to the $`i`$th entity, where $`\alpha `$ is a constant parameter with $`0<\alpha <1`$. In other words

$`x_{i1}x_{i1}\alpha x_{i1}`$ (1)
$`x_ix_i+\alpha x_{i1}.`$ (2)
This procedure may be regarded as a deal between two companies or population movement between two cities. For $`i=1`$, we increase all values $`x_i`$ by the same amount $`x_0\alpha /N`$.
3. Rearrange the entities in the descending order of the values $`x_i`$.

Let us explain this model from the viewpoint of asset distribution. We focus on the hierarchical structure of the companies. Assume that a company will tend to trade with a company of similar size. That is, money flows from one company to a smaller company and the smaller company delivers products to the larger company. Hence, in our model, money flows from high-rank companies to low-rank companies as in Eqs.(1) and (2).

Figure 1 shows results of the simulation of the above procedures for various values of $`\alpha `$. Here the number of the companies is $`N=10^4`$. In every case, the model reproduces Zipf’s law as $`T\mathrm{}`$. We see that the parameter $`\alpha `$ is related to the rapidity of the convergence to Zipf’s law. In Fig.1(a) ($`\alpha =0.1`$) the distribution evolves slowly, but eventually converges to Zipf’s law.

## 3 Continuum Limit and Universality

In this section we give a theoretical explanation as to why the model in the previous section reproduces Zipf’s law. Let us consider the limit $`N\mathrm{}`$. Then, the value of the $`i`$th entity is nearly equal to the value of the $`(i1)`$th entity, that is $`x_{i1}x_i`$. Hence we regard the set of variables $`x_i`$ as a continuous variable $`x`$. We consider in this limit the time evolution of the probability distribution function of $`x`$. We note that Eqs.(1) and (2) give probability flows in the directions

$`xx\alpha x=(1\alpha )x,`$ (3)
$`xx+\alpha x=(1+\alpha )x.`$ (4)
The evolution equation of $`P(x)`$ is therefore the following:

$$\frac{}{t}P(x,t)=2\gamma P(x,t)+\frac{\gamma }{1\alpha }P(\frac{x}{1\alpha },t)+\frac{\gamma }{1+\alpha }P(\frac{x}{1+\alpha },t),$$
(5)
where $`P(x,t)`$ is the probability distribution of $`x`$ at time $`t`$ and $`\gamma `$ is a certain constant. The first term is a flow from the point $`x`$ to the points $`(1\pm \alpha )x`$, while the second and third terms are flows from $`x/(1\pm \alpha )`$ into $`x`$. The coefficients $`1/(1\pm \alpha )`$ in front of $`P`$ in Eq.(5) are necessary in order to satisfy the probability conservation. To see this, we integrate Eq.(5) over $`x`$ as

$`{\displaystyle \frac{}{t}}{\displaystyle _0^{\mathrm{}}}P(x,t)𝑑x`$ $`=`$ $`2\gamma {\displaystyle _0^{\mathrm{}}}P(x,t)𝑑x+{\displaystyle \frac{\gamma }{1\alpha }}{\displaystyle _0^{\mathrm{}}}P({\displaystyle \frac{x}{1\alpha }},t)𝑑x`$ (6)
$`+`$ $`{\displaystyle \frac{\gamma }{1+\alpha }}{\displaystyle _0^{\mathrm{}}}P({\displaystyle \frac{x}{1+\alpha }},t)𝑑x.`$
Changing the variables to be

$$x^{}=\frac{x}{1\alpha },x^{\prime \prime }=\frac{x}{1+\alpha },$$
(7)
we can rewrite Eq.(6) as

$`{\displaystyle \frac{}{t}}{\displaystyle _0^{\mathrm{}}}P(x,t)𝑑x`$ $`=`$ $`2\gamma {\displaystyle _0^{\mathrm{}}}P(x,t)𝑑x+\gamma {\displaystyle _0^{\mathrm{}}}P(x^{},t)𝑑x^{}`$
$`+`$ $`\gamma {\displaystyle _0^{\mathrm{}}}P(x^{\prime \prime },t)𝑑x^{\prime \prime }=0.`$
Thus, the total probability is conserved.

To see Eq.(5) from a different point of view, we change the variable to be $`\xi =\mathrm{log}x`$. The probability distribution function is transformed to

$`P(x,t)dx=P(e^\xi ,t)e^\xi d\xi \stackrel{~}{P}(\xi ,t)d\xi .`$ (8)
In other words, we define

$`\stackrel{~}{P}(\xi ,t)=P(x,t)x=P(e^\xi ,t)e^\xi .`$ (9)
By rewriting $`P`$ in terms of $`\stackrel{~}{P}`$ as

$`P(x,t)`$ $`=`$ $`e^\xi \stackrel{~}{P}(\xi ,t)={\displaystyle \frac{1}{x}}\stackrel{~}{P}(\mathrm{log}x,t),`$ (10)
$`P({\displaystyle \frac{x}{1\alpha }},t)`$ $`=`$ $`{\displaystyle \frac{1\alpha }{x}}\stackrel{~}{P}(\mathrm{log}{\displaystyle \frac{x}{1\alpha }},t)={\displaystyle \frac{1\alpha }{x}}\stackrel{~}{P}(\xi \mathrm{log}(1\alpha ),t),`$ (11)
we transform the evolution equation (5) to

$`{\displaystyle \frac{}{t}}\stackrel{~}{P}(\xi ,t)`$ $`=`$ $`2\gamma \stackrel{~}{P}(\xi ,t)+\gamma \stackrel{~}{P}(\xi +\beta _+,t)+\gamma \stackrel{~}{P}(\xi \beta _{},t),`$ (12)
where

$`\beta _\pm `$ $``$ $`\mathrm{log}(1\alpha )>0.`$ (13)
We can see the evolution equation (12) as a random walk from $`\xi `$ to ($`\xi \pm \beta _\pm `$), that is, a random walk with a fixed step size. Although we can solve Eq.(12) exactly, it is obvious even without solving it that the stationary solution is given by $`\stackrel{~}{P}(\xi ,t)=`$constant as $`t\mathrm{}`$. Changing the variable back to $`x=e^\xi `$, we have $`P(x,t)x^1`$ as $`t\mathrm{}`$, or Zipf’s law.

From the above viewpoint, the resulting distribution always obeys Zipf’s law as long as the diffusion of $`x`$ is uniform in the logarithmic scale. We can thus generalize the model in $`\mathrm{\S }`$2 extensively. We assumed in $`\mathrm{\S }`$2 that a chosen entity is given some value from the entity one rank higher in the model, but this is not necessary. The model reproduces Zipf’s law as long as there is a flow $`\alpha x_i`$ proportional to its size. For example, the following procedure (“the nonconservative model”) also reproduces Zipf’s law:

1. Choose an entity $`i`$ randomly from $`1iN`$.
2. Give or reduce randomly the amount $`\alpha x_i`$ from the chosen entity:

$`x_ix_i\pm \alpha x_i.`$ (14)

The simulation of the above procedure yields Fig.2(a).

It is even unnecessary to make $`\alpha `$ a fixed value; Choosing $`\alpha `$ randomly from $`0\alpha 0.99`$ at each step in this nonconservative model, we obtain similar results to those shown in Fig.2(b). In this case, however, we need to bind the diffusion of $`x`$; otherwise, $`P(x,t)0`$ as $`t\mathrm{}`$. In Fig.2(b), we set the limit $`10^4x10^0`$.

## 4 Summary

In this paper, we explained the universality of Zipf’s law theoretically and demonstrated it numerically. The simulation results of our simple and generic model indicate that the present explanation of Zipf’s law is applicable to various phenomena, both natural and social. This paper does not consider the most famous case of Zipf’s law, the frequency of English words. We speculate, however, that Zipf’s law of English words might be explained by the same time development as in this model.


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# Gradient-limited surfaces.

## Abstract

A simple scenario of the formation of geological landscapes is suggested and the respective lattice model is derived. Numerical analysis shows that the arising non-Gaussian surfaces are characterized by the scale-dependent Hurst exponent, which varies from 0.7 to 1, in agreement with experimental data.

Rough interfaces around us, such as Earth’s surface Mandelbrot2 ; Mandelbrot , surfaces of deposited films Meakin , wetting frontsBuldyrev , cloud perimeters Lovejoy , fracture surfaces Bouchaud , etc., are common objects, the properties and formation of which have been studied for several decades. In some cases, significant advances in theoretical understanding have been achieved. In particular, this applies to the surface growth processes, the analysis of which has led to a wide variety of kinetic roughening models, cf. Meakin0 ; Kondev2 . However, many processes leading to rough surfaces, eg. the formation of fractures and Earth’s landscapes are less understood.

The formation of the Earth’s surface is a complex process, affected by various phenomena, such as seismic and tectonic activity, erosion, sedimentation, etc. These phenomena, in their turn, can be of diverse nature. Thus, erosion can be caused by meandering rivers, oceanic and atmospheric influence, by the motion of ice, avalanches, and so on. Furthermore, the physical properties of the ground vary in a very wide range. Incorporating all this diversity into a concise embraceable mathematical model is a hopeless task. However, the scale-invariant properties of the geologic landscapes appear to be surprisingly universal: in a reasonable approximation, they are typically self-affine, with the Hurst exponent ranging between $`H0.7`$ and $`0.9`$ Mandelbrot2 ; Mandelbrot . Therefore, it is natural to expect that there is a simple, universal and robust mechanism leading to such surfaces. In what follows we show that such a mechanism can be provided by the competition of erosion and tectonic activity: the model of gradient-limited surfaces incorporates these two effects in their simplest form and leads to realistic landscapes.

Most models of geological landscapes are based on the evolution of river networks Giacometti ; Sinclair ; Banavar ; Chan . The evolution of rivers plays undoubtedly an important role in the formation of landscapes, but is not able to increase the height of the mountains and will not lead to self-affine surfaces. The only attempt of constructing a robust self-affine model of Earth’s surface has been made by Mandelbrot Mandelbrot2 ; Mandelbrot . He modelled roughening due to tectonic activity, and his method can be outlined as follows. Inside a polygon (Earth’s surface), a random point is coined. Through that point, a line of random direction is drawn. This “fault line” divides the polygon into two parts, one of which is elevated (with respect to the other) by a unit height. The procedure is repeated $`N\mathrm{}`$ times. The Brownian growth of height differences is eliminated by normalizing the surface height to $`\sqrt{N}`$. This results in a self-affine surface with $`H=0.5`$. In order to address the discrepancy between the model and empirical values $`H0.7`$$`0.9`$, the model has been generalized by replacing the Heaviside profile of the “fault” by a profile with singularity (so that the height change is given by $`\mathrm{\Delta }h=x^\alpha \text{sign}x`$, where $`0.5<\alpha <0.5`$ and the $`x`$-axis is perpendicular to the “fault line”).

The tectonic activity and formation of faults, as captured by the Mandelbrot’s model, plays certainly an important role in the evolution of the Earth’s surface. Meanwhile, the singular shape of the fault profile is artificial, with no physical motivation. Besides, there are no physical processes which would normalize the surface height to the number of faults. Instead of that, the basic effect reducing the height differences is erosion. As mentioned above, erosion itself is a very complex phenomenon which, in particular, has been addressed by the models of the evolution of river networks Giacometti ; Sinclair ; Banavar ; Chan . The excessively detailed erosion models, however, are not suited for revealing the most generic aspects of landscape roughening. Therefore, we opt for the simplest possible approach and assume that effectively, erosion imposes an upper limit to the modulus of the gradient of the surface height. More specifically, we assume that, as soon as a slope becomes steeper than a threshold value, the excess of the height drop is spread over the neighboring regions. Such a smoothing of too steep slopes can be accomplished, for instance, by avalanches.

To begin with, let us define the model of gradient-limited surfaces for a continuous medium. A random point $`P`$ and direction $`𝝉`$ define a “fault line” inside a polygon of diameter $`L1`$. This line divides the polygon into two parts, one of which (leftmost, with respect to the direction $`𝝉`$) is elevated by a unit height. The height drop is spread over the nearest neighboring regions in such a way that the modulus of the local gradient remains everywhere below a threshold value, i.e. $`|\mathbf{}\psi |<1`$. If the fault line goes through a region of a saturated slope, the avalanches can affect large areas. Then, the actual elevation (the change of surface slope) will take place far from the fault, at the edges of the saturated slope. These edges will be referred to as the elevation lines. The procedure is repeated $`N\mathrm{}`$ times. Note that unlike the Mandelbrot’s model, this model has a lower cut-off scale (the ratio of the height drop at a single fault line and threshold gradient).

The model can also be formulated on a lattice. A natural basis for the lattice formulation is given by the six-vertex (restricted solid-on-solid) model Meakin ; Rys . On the square lattice of the six vertex model, all the edges are marked with arrows so that each site has equal number of incoming and outgoing arrows, see Fig. 1. The arrows define an incompressible flow, the streamfunction of which is our surface. Thus, each arrow represents a unit jump in the surface height. The mean slope is defined by the mean density of counter-directed arrows, which is limited by the step of the grid; hence, the slope steepness is constrained automatically.

Consider an oriented chain of arrows dividing the lattice into two parts (see Fig. 1). Swapping the direction of all the arrows of the chain is legitimate, because for all the affected sites, the number of incoming arrows is conserved. It corresponds to the lowering of one part of the surface with respect to the other part by two units. Therefore, directed chains of arrows can play the role of elevation lines. Gradient-limited surfaces are obtained as follows. A random site of the lattice $`P`$ and a random direction $`𝝉`$ are coined, they define an aim line, the site of the “fault”. That part of the surface, which is leftwards to the aim line, is to be elevated. The elevation is accomplished along such a directed chain of arrows, which follows as closely as possible the aim line. Similarly to the continuous case, if the aim line goes through a region of uni-directional arrows (saturated slope), the elevation line is forced to go around those regions. There are different technical options, how to minimize the distance between the elevation line and aim line. In particular, the distance can be optimized locally and globally. However, the scaling properties of the resulting surfaces are insensitive with respect to the particular choice. For our main series of simulations, we used a local algorithm. The elevation line was traced step-by-step, starting from the origin $`P`$. At each step, there are two possibilities to continue the line, because there are two outgoing arrows from each site (however, if the site has been already visited, one of the outgoing arrows is occupied, and there is only one possibility left). That option is to be selected, which leads closer to the aim line. The (signed) departure from the aim line is easily tracked as $`s=\mathrm{\Delta }x\mathrm{sin}\alpha \mathrm{\Delta }y\mathrm{cos}\alpha `$, where $`\mathrm{\Delta }x`$ and $`\mathrm{\Delta }y`$ are displacements along $`x`$ and $`y`$ axes, and $`\alpha `$ — the angle between the $`x`$-axis and the aim line. The elevation line is terminated as soon as it reaches the boundary of the polygon. The gradient-limited surfaces are obtained at the long-time limit, when the number of elevations exceeds the relaxation time (which scales as the number of sites in the polygon, see below), and the initial shape of the surface becomes irrelevant.

A simulation result is presented in Fig. 2. Observe the shape of the elevation line: in the region of a saturated slope, it has to depart far from the straight aim line. These regions are responsible for the long-range correlation of the surface height increments. Qualitatively, the saturated slopes are caused by accumulated excess of the “faults” of a certain direction. If there were no avalanches, that excess would fluctuate as the square root of the number of “faults”, tending to infinity. Therefore, the presence of large saturated slopes should not be surprising. As it will be shown below, in one-dimensional (1D) case, the accumulation phenomenon gives rise to $`H=1`$ (i.e. typically, a saturated slope occupies the whole polygon). In 2D geometry, the accumulation effect is weaker and leads to a more interesting scaling behavior.

The one-dimensional (1D) version of the model is most conveniently formulated as a spin exchange problem, and admits analytical solution. This analytic approach helps us to understand the features of the 2D-model. Suppose there is a sequence of spins, $`\phi _i=\pm 1`$. It is convenient to consider infinite periodic sequence, $`\phi _{i+N}=\phi _i`$, where $`iZ`$ and $`N`$ is the period. The spins $`\phi _i`$ can be interpreted as the increments of a self-affine curve $`\psi _j=_{i=0}^j\phi _i`$. A random point $`k`$ and a random spin increment $`\nu =\pm 2`$ are coined. The increment is to be added to the $`k`$-th spin, or, if it is not possible (resulting in $`\phi _k=\pm 3`$), to the nearest suitable spin (i.e. to $`\phi _l=\nu \pm 1`$ with minimal value of $`|lk|`$). If there is no suitable spin at all, the next pair of $`k`$ and $`\nu `$ are coined. The procedure is repeated ad infinitum. Let us denote the relative number of positive spins by $`\xi `$. Then, the height drop of the above defined self-affine curve $`\psi _j`$ at distance $`N`$ is $`N|2\xi 1|`$. The quantity $`\xi `$ performs Brownian fluctuations, because at each time step, it is randomly incremented by $`\pm N^1`$. At the limit $`N\mathrm{}`$, the probability density function $`n(\xi ,t)`$ evolves according to the diffusion equation, $`n_t=Dn_{\xi \xi }`$ with $`D=(2N^2)^1`$ and no flux at the boundaries, $`n_\xi (0,t)=n_\xi (1,t)=0`$. The stationary solution $`n(\xi ,t)1`$ allows us to calculate the delta variance $`(\psi _{i+N}\psi _i)^2=N^2_0^1(2\xi 1)^2𝑑\xi =N^2/3`$, which corresponds to $`H=1`$. The relaxation time of the spin exchange problem can be found as the diffusion time, $`\tau N^2`$ (time is measured in the number of spin exchanges). The relaxation time of the 2D gradient-limited surfaces can be estimated in the same way, because the height difference between left and right edges of the polygon performs also nearly-Brownian fluctuations.

For two-dimensional geometry, the simulations indicate that the gradient-limited surfaces are not strictly speaking self-affine. However, the data collapse of the simulation results can be achieved, when we introduce the scale-dependent differential Hurst exponent, defined as

$$h(\lambda )=\frac{1}{2}d\mathrm{log}a_L^2/d\mathrm{log}L,\lambda =\mathrm{log}L/\mathrm{log}L_{\mathrm{max}}.$$
(1)
Here $`a_L`$ is the height of the surface at the distance $`L`$ from the center of the polygon of size $`L_{\mathrm{max}}`$. The angular braces denote averaging over different realizations of the surface. In Fig. 3, the differential Hurst exponent is approximated by $`\stackrel{~}{h}(\lambda ,L_{\mathrm{max}})=\mathrm{log}(a_i^2/a_{i+1}^2)[\mathrm{log}(L_i/L_{i+1})]^1`$, where $`i`$ and $`i+1`$ are neighboring data-points and $`\lambda =\mathrm{log}(L_iL_{i+1})/\mathrm{log}L_{\mathrm{max}}^2`$. At the limit $`L_{\mathrm{max}}\mathrm{}`$, the curves converge to the asymptotic function $`\stackrel{~}{h}(\lambda )`$. Note that at the extreme right-hand-side of the plot, the convergence of the $`\stackrel{~}{h}(\lambda ,L_{\mathrm{max}})`$-curves is not as good as elsewhere; this is explained by finite-size effects and by the fact that for $`\lambda 1`$, the finite differences fail providing an acceptable approximation for the derivative in Eq. (1). The rapid fall-off of the curves at the limit $`\lambda 1`$ has the same origin, and therefore, the values $`\stackrel{~}{h}0.65`$ are not reliable. For large scales (which are most interesting in the context of the Earth’s surface) with $`\lambda 0.9`$, a better approach is to extrapolate the asymptotic curve, see dashed line in Fig. 2. The conclusion $`h0.7`$$`0.9`$ for $`0.5<\lambda <1`$ is in a good agreement with the values recorded for geological landscapes, cf. Mandelbrot . Intriguingly, the roughness exponents of the fracture surfaces vary in the same range, cf Bouchaud ; Sahimi ; Maloy .

Finally, the scaling law of the overall (edge-to-edge) height drop of the gradient-limited surfaces is given by the integral Hurst exponent $`H=_0^1h𝑑\lambda `$: $`a(L_{\mathrm{max}})^2L_{\mathrm{max}}^{2H}`$; according to the simulations, $`H=0.91\pm 0.01`$. This exponent equals to the area under the asymptotic curve in Fig. 3, and this condition has been used to test the extrapolated curve in Fig. 3.

We have observed that the differential Hurst exponent is scale-dependent. Such a generalized scale-invariance when critical exponents depend on scale, is not unique. For instance, similar behavior has been observed for certain forest fire models Chen . In our case, the Hurst exponent increasing towards small scales is caused by the presence of large areas of saturated slope. Indeed, consider a random pair of points. If the distance $`L`$ between them is small, the points are likely to reside inside a single region of saturated slope. Hence, their average height difference scales almost as $`L`$ implying $`h1`$. On the other hand, larger saturated slopes are more rare than the smaller ones. Therefore, for a more distant pair of points, falling inside a single saturated slope is a rare event, and the conclusion $`h1`$ is no more valid.

For Gaussian self-affine surfaces, all the scaling exponents of statistical topography are functions of the Hurst exponent $`H`$. However, the gradient-limited surfaces are not Gaussian, as evidenced by the presence of large saturated slopes. Therefore, the differential Hurst exponent $`h(\lambda )`$ alone does not provide a complete description of the surface. First we consider the differential fractal dimension of the contour loops (“coastlines”), $`d=d\mathrm{log}l_L/d\mathrm{log}L`$. Here $`l`$ is the length of a contour loop, and $`L`$ its diameter. The numerical results are given in Fig. 4. For Gaussian surfaces, the fractal dimension of contour loops $`D(H)1.50.5H`$ Kondev2 ; JK . Dotted line in Fig. 4 is the asymptotic ($`L_{\mathrm{max}}\mathrm{}`$) dependence $`d(\lambda )`$, and dashed line is the curve, calculated on the basis of the functions $`h(\lambda )`$ (from Fig. 3), and $`D(H)`$. Evidently, $`D(h(\lambda ))d(\lambda )`$.

Even more pronounced mismatch between the Gaussian surfaces and the gradient-limited surfaces is observed for size-distribution of the contour loops. Let $`p(L)`$ denote the probability that a randomly chosen point belongs to such a contour loop, the diameter of which is larger than $`L`$, but smaller than $`2L`$. Then, for Gaussian surfaces we would expect that $`p(L)=L^k`$, where $`k=D(H)(2H)<0`$ JK0 ; Kondev2 . For gradient-limited surfaces, the curves $`\stackrel{~}{k}(\lambda ,L_{\mathrm{max}})`$ converge again to the asymptotic dependence $`\stackrel{~}{k}(\lambda )`$. This convergence with $`\stackrel{~}{k}(\lambda )>0`$ is clearly observed up to the scale $`\lambda 0.85`$; above of that scale, convergence is very slow due to finite-size effects. The inequality $`\stackrel{~}{k}>0`$ means that, as compared with the Gaussian surfaces, there is significantly lesser number of small contour loops, which is quite a natural observation. Indeed, the saturated slopes can be embraced by large contour loops, but leave almost no room for small ones.

In conclusion, the new model of gradient-limited surfaces leads to non-Gaussian surfaces which are characterized by the scale-dependent differential Hurst exponent. The latter varies from $`h1`$ for small scales, up to $`h0.7`$ for large scales. This is in a reasonable agreement with the experimentally observed roughness of real geological landscapes. The relevance of the model to fracture surfaces deserves further analysis.

The support of ESF grant No 5036 is acknowledged.


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# Untitled Document

hep-th/0203004 SU-ITP-02/09

High energy QCD scattering, the shape of gravity on an IR brane, and the Froissart bound

Steven B. Giddings Email address: giddings@physics.ucsb.edu

Department of Physics

University of California

Santa Barbara, CA 93106-9530

and

Department of Physics and SLAC

Stanford University

Stanford, CA 94305/94309

Abstract

High-energy scattering in non-conformal gauge theories is investigated using the AdS/CFT dual string/gravity theory. It is argued that strong-gravity processes, such as black hole formation, play an important role in the dual dynamics. Further information about this dynamics is found by performing a linearized analysis of gravity for a mass near an infrared brane; this gives the far field approximation to black hole or other strong gravity effects, and in particular allows us to estimate their shape. From this shape, one can infer a total scattering cross-section that grows with center of mass energy as $`\mathrm{ln}^2E`$, saturating the Froissart bound.

1. Introduction

A dominant theme in the past few years of string theory has been the conjectured gauge theory/string theory duality of Maldacena\[1\]. We are still far from anything approaching a proof of this duality, and we face serious challenges on the most interesting question of using it to infer local properties of string theory (see e.g. \[2\]) but considerable evidence has been amassed that one can derive features of gauge theory from bulk gravitational physics. Much of what was initially learned dealt with quantities highly constrained by symmetries, such as the mass spectrum, but more recently attention has been turned to investigating dynamical properties of the theory that are not as tightly circumscribed. This has gone hand in hand with study of spacetimes corresponding to gauge theory vacua with less than the maximal $`𝒩=4`$ symmetry; these are typically found by deforming the lagrangian on the gauge theory side, and correspondingly turning on non-normalizable modes of bulk fields on the string theory side. A particularly interesting recent example is the work of Polchinski and Strassler\[3\], which addresses a glaring puzzle in the correspondence: how is it that string scattering, which is inherently soft at high energies, reproduces the familiar hard behavior of QCD? (For other discussions of high-energy scattering in QCD via AdS/CFT, see \[4\] and references therein.) By analyzing scattering in the bulk, they find that the soft behavior of string theory conspires with the shape of the bulk wavefunctions to produce the correct power-law behavior. We can now ask what else we might learn about QCD from the bulk perspective. One obvious question immediately presents itself: what can one say about quantities like the total cross section in very high energy scattering?

Another theme that has recently gained interest is that of the contribution of strong gravitational effects to high energy scattering. For example, in TeV-scale gravity scenarios, based either on large extra dimensions or on strongly warped spacetimes, black holes should be produced once scattering energies pass the fundamental Planck scale near a TeV, and these processes are a very exciting aspect of the phenomenology of these models\[5,,6\] (for a review, see \[7\]). One can readily estimate the relevant cross-sections based on the observation that at very high energies black hole formation should be well approximated classically (see e.g. \[8\]). The naïve classical estimate of the cross-section to produce a black hole,

$$\sigma \pi r_h^2(E),$$

where $`r_h`$ is the Schwarzschild radius corresponding to center of mass energy $`E`$, is a good guide to the magnitude of these effects, as has been confirmed by a more detailed recent analysis of classical high-energy scattering\[9\]. Because of it’s growth – like $`E^{2/D3}`$ in $`D`$ flat dimensions – this cross section is believed to be a dominant feature of high energy gravitational scattering. Now a second obvious question presents itself: what is the role of strong gravity and in particular black holes in the dual gauge theory?

Indeed, as this paper will argue, our two questions are intimately related. Strong gravitational effects are a dominant feature of the high-energy gauge theory scattering, and an estimate analogous to (1.1), using properties of gravity in deformed AdS backgrounds, yields a high energy cross-section of the form

$$\sigma \frac{1}{m^2}\mathrm{ln}^2\left(\frac{E}{E_0}\right),$$

where $`m`$ is the mass of the lightest excitation. This behavior saturates the Froissart bound, which is implied by unitarity and is believed by many to describe the correct high-energy behavior of QCD.

A more detailed description of the resulting gauge-theory physics remains to be found, but if black hole formation in the bulk is the dominant process at high energy, we might hope to discover the dual physics of Hawking radiation and other interesting effects. At present, however, a significant obstacle appears from questions, raised by L. Susskind, about whether the relevant gravitational solutions are stable. This is not crucial for them to produce the cross section (1.1), but it is critical in determining the subsequent evolution of the black hole and the corresponding gauge theory dynamics. Regardless, it appears that one may be able to think of the gauge theory physics as corresponding to a “fireball” that then decays, more or less rapidly depending on these stability questions, into an approximately thermal state.

In outline, this paper will first review the basic setup of a truncated AdS space corresponding to non-conformal gauge theory, along the lines of . This is followed by a discussion of the scales relevant to strong gravitational effects. At moderately high energies one expects to produce black holes small as compared to the anti-de Sitter radius $`R`$, but at higher energies these should grow larger than $`R`$. Much of the paper deals with the problem of determining their shape. In the full non-linear theory this is a very difficult problem, but it is argued that a linear analysis can give substantial information about the shape of such solutions. The basic linear equations and boundary conditions are given in section three. A critical role is played by the dynamics that stabilizes the infrared end of the space (the “radion”), and section four presents a linear analysis of gravity for both small and large radion masses. In particular, in the heavy radion limit solutions are found that correspond to the far-field of an object that could be a black hole. In either limit of the radion mass, one finds cross-section estimates of the form (1.1). Section four also briefly comments on the relevance of this physics to TeV-scale gravity scenarios in which the extra dimensions may be approximated by a slice of AdS. Section five contains further discussion of the dual gauge theory physics, and section six presents conclusions and several open questions. There are two appendices: one that derives the Green function for Anti-de Sitter space truncated by an infrared boundary – or brane – and another on stabilization mechanisms such as Goldberger-Wise\[10\] and their effective description in geometries whose only boundary is in the infrared.

2. Gauge theory scattering and truncated AdS

On the gauge-theory side, we are interested in high-energy scattering in a large-$`N`$ $`𝒩=4`$ supersymmetric gauge theory with broken conformal symmetry and partially broken supersymmetry. Following Polchinski and Strassler\[3\], we will assume that on the gravity-side, this is dual to a supergravity (or more precisely, superstring) solution with warped metric

$$ds^2=e^{2A(y)}\eta _{\mu \nu }dx^\mu dx^\nu +g_{mn}(y)dy^mdy^n$$

that is approximately AdS in a large region, namely

$$ds^2\frac{R^2}{z^2}\left(dz^2+\eta _{\mu \nu }dx^\mu dx^\nu \right)+R^2ds_X^2$$

where $`X`$ is some appropriate compact manifold. Here $`R`$ is the AdS radius, and in terms of gauge theory parameters satisfies the approximate relation $`R^4g^2N\alpha ^2`$. In particular, at long distances we can effectively think of the smooth geometry given by (2.1) as being truncated in the infrared; in some situations it is convenient to think of an “infrared brane” as lying at this end of the space. Ref. \[3\] take the IR end of the space to lie at an arbitrary $`z`$, but by an overall rescaling of coordinates, $`z\lambda z`$, $`x\lambda x`$, we can without loss of generality take the space to end at $`z=R`$. This choice also eliminates the need for the different string scales discussed in \[3\]. Since the scale of the Kaluza-Klein masses are set by $`1/R`$ (as we will see in more detail), and these are interpreted in the gauge theory as glueballs, this means that the effective QCD scale is $`\mathrm{\Lambda }_{\mathrm{QCD}}1/R`$.

If we perform scattering in this space, the conserved momentum is the gauge theory momentum,

$$p_\mu =i\frac{}{x^\mu }.$$

As reviewed in , we can simply relate glueball scattering amplitudes to bulk scattering as follows. An incoming glueball state has a bulk wavefunction of the rough form

$$\psi e^{ipx}f(z/R)g(y^i).$$

Here $`g`$ represents modes of the internal manifold $`X`$, and $`f(z/R)`$ gives the radial wavefunction in AdS. The wavefunctions are exactly of this form in a space that is $`AdS_5\times S^5`$ truncated by an infrared boundary at $`z=R`$, but in general the underlying smooth physics and deformation from AdS will lead to additional mixing. Scattering amplitudes take the form

$$𝒜_{\mathrm{gauge}}(p)=d^{10}x\sqrt{G}𝒜_{\mathrm{bulk}}(x^\mu ,y^i,z)\underset{i}{}\psi _i.$$

Details of the exact form of the wavefunctions are not needed for our very general purposes, but they generically have large support in the vicinity of the IR boundary. The bulk amplitudes depend on the proper momentum as measured by a local observer, which for a given conserved momentum is a function of $`z`$:

$$\stackrel{~}{p}_\mu (z)=\frac{z}{R}p_\mu .$$

Note that with our conventions, $`\stackrel{~}{p}_\mu =p_\mu `$ at the IR boundary.

There are several interesting threshholds that we encounter as we consider scattering at increasing energies. The first is the threshhold for scattering in which intermediate string states are important. This threshhold is at $`p1/\sqrt{\alpha ^{}}`$. At higher energies, the proper energy reaches this scale at a radius given by

$$z_{\mathrm{scatt}}\frac{R}{\sqrt{\alpha ^{}}p}.$$

It is this scattering physics that is important for the amplitudes studied in . However, there are other potentially important effects that  doesn’t include.

Specifically, we know that once proper energies pass the 10d Planck scale, $`M_Pg_s^{1/4}/\sqrt{\alpha ^{}}`$, gravity becomes strong and in particular black holes can form. These may initially be best described as highly excited string states, but by the string correspondence principle\[11\] we expect a smooth crossover from intermediate string states to intermediate black hole states at the correspondence scale $`E_cg_s^2/\sqrt{\alpha ^{}}`$. This physics is thus relevant for $`p>M_P`$. If the AdS radius (and other geometrical scales) are much larger than the Planck length, these black holes can be thought of as essentially living in flat space. As we go to higher energies, two things happen. First, one can make black holes at smaller values of $`z`$, further into the UV region of the geometry. Any real (as opposed to virtual) black holes of this form would of course be unstable to falling towards the boundary. But perhaps more importantly, one can make larger black holes. Indeed, for given energy, the radius of a 10d black hole grows as

$$r_hE^{1/7},$$

and consequently the cross-section for black hole production at the IR end of the space grows as

$$\sigma E^{2/7}.$$

In terms of QCD parameters, $`M_pN^{1/4}\mathrm{\Lambda }_{\mathrm{QCD}}`$ and $`E_cN^2\mathrm{\Lambda }_{QCD}/(g^2N)^{7/4}`$. Above these energies, one expects possibly interesting consequences of the black hole formation for QCD scattering. One is the power-law growth (2.1). Another comes from the energy dependence of the Hawking temperature of a 10d black hole:

$$T_HE^{1/7}.$$

As is typical in black hole physics, this corresponds to a negative specific heat. Further aspects of this regime have been explored by Dimopoulos, Emparan, and Susskind\[12\].

As the energy grows further, the black hole size approaches the AdS radius. This occurs at an energy

$$E_RM_P^8R^7.$$

In QCD parameters, this corresponds to $`E_RN^2\mathrm{\Lambda }_{\mathrm{QCD}}`$. At this energy the approximation of these as black holes in background flat space breaks down. The precise nature of black holes at larger energies is an interesting question, but if there are such solutions, we expect them to be completely smeared out over the compact manifold $`X`$. Furthermore, effects of the AdS geometry surrounding the IR brane become important. Finding the shape and properties of such a strong gravity region near the IR brane is a non-trivial problem to which we now turn.

3. Linearized gravity with an IR brane

We would like to understand properties of gravity in the vicinity of the IR end of the space (2.1), and at distance scales larger than $`R`$. In particular we would like to determine the nature of possible large black hole solutions at the IR boundary. Of course this is in general a very complicated problem. For solutions with sizes $`>R`$, we expect any such black hole solutions to be uniformly spread over the compact directions of the internal manifold $`X`$, but their shape in the other directions should be non-trivial, and, as we’ll see, their stability is in question. In order to simplify the problem, we work in an effective description in which we neglect $`X`$ and work about a slice of ordinary AdS space terminated in the infrared at $`z=R`$. Of course, this is just a boundary condition summarizing the much more complicated underlying smooth 10d geometry. The dynamics of this slice can be discussed by introducing an effective tension for an IR brane at $`z=R`$, as in \[13\], but that will not be critical to our discussion. Even with these simplifications, at present we lack the tools to find non-linear gravitational solutions corresponding to black holes on branes in AdS. However, one can nonetheless find useful information about these solutions from a linearized analysis of gravity, using the following simple principle:

Linearization principle: Suppose that a solution to the full non-linear field equations exists. In weak-field regions, there must exist a corresponding solution of the linearized equations. One can therefore infer general properties of the non-linear solution (assuming it exists) by examining solutions of the linearized equations.

Of course, it may be that there is a linearized solution but no corresponding non-linear solution, or there may be more than one exact solution with the same asymptotic properties. For the present purposes we assume that such violations of existence and uniqueness don’t occur.

Using this method, basic structural properties such as shape and size of the solution can be inferred from the shape of the linearized solutions. For example, if we are studying a black hole, we can infer the approximate location and shape of its horizon by finding the region where the metric perturbation from the background geometry (Minkowski, AdS, $`\mathrm{}`$) becomes strong. The corresponding problem of finding black holes on a UV brane was treated by a linear analysis in \[14,,15\], which used this technique to infer the “pancake” shaped black holes of that case. We next turn to a general discussion of the linearized equations, their boundary conditions, brane stabilization, and conditions under which the linearized approximation fails.

3.1. Linearized gravitational equations

Our starting point is to consider perturbations about the metric (2.1), suppressing $`X`$; it is convenient to work using the “height” coordinate $`y`$ given by

$$z=Re^{y/R}.$$

The perturbed AdS metric takes the form

$$ds^2=(1+h_{yy})dy^2+e^{2y/R}(\eta _{\mu \nu }+h_{\mu \nu })dx^\mu dx^\nu $$

where we work with a gauge

$$h_{\mu y}=0.$$

This condition does not completely fix the gauge, and in particular allows gauge transformations

$$\begin{array}{cc}\hfill y& y+\alpha ^y\hfill \\ \hfill x^\mu & x^\mu +\alpha ^\mu \hfill \end{array}$$

with

$$_\mu \alpha ^y+e^{2y/R}_y\alpha _\mu =0.$$

Here and in the remainder of the paper we adopt the convention that indices on small d-dimensional quantities ($`h_{\mu \nu }`$, $`\alpha ^\mu `$, etc.) are raised and lowered with the metric $`\eta _{\mu \nu }`$. The resulting gauge redundancy is parametrized by functions $`\alpha ^y(x,y)`$ and $`\beta ^\mu (x)`$.

There are furthermore two possibilities for allowed $`\alpha ^y`$. We may fix the region in which we are working, $`y(\mathrm{},0)`$, and thus demand that gauge transformations not translate the boundary,

$$\alpha ^y(0)=0.$$

This gauge, which we refer to as “straight gauge,” allows us to transform $`h_{yy}`$ to depend only on $`x`$. If, on the other hand, we allow gauge transformations that move the boundary,

$$\alpha ^y(0)=L(x),$$

for some function $`L`$, then we may completely eliminate $`h_{yy}(x)`$. In this gauge, referred to as “bent gauge,” the boundary lies at $`y=L(x)`$. The four-dimensional fields $`h_{yy}(x)`$ or $`L(x)`$ are the present incarnation of the radion field familiar from two-brane scenarios. In either case, the $`y`$-independent gauge freedom

$$x^\mu x^\mu +\beta ^\mu (x)$$

remains.

Einstein’s equations for a perturbation with $`h_{yy}=0`$ were given in \[15\]; we’ll find both straight and bent gauges to be useful so generalize these to $`h_{yy}0`$. Letting the source stress tensor be $`T_{MN}`$, defining a modified metric perturbation

$$\overline{h}_{\mu \nu }=h_{\mu \nu }\frac{1}{2}h\eta _{\mu \nu },$$

with $`h=\eta ^{\mu \nu }h_{\mu \nu }`$, and working in $`d+1`$ dimensions, their perturbations can be shown to be

$$(_d^2h^\mu ^\nu h_{\mu \nu })e^{2y/R}\frac{d1}{R}_yh\frac{d(d1)}{R^2}h_{yy}=\frac{1}{M_P^{d1}}T_y^y,$$

$$_y^\nu \left(h_{\mu \nu }h\eta _{\mu \nu }\right)\frac{d1}{R}_\mu h_{yy}=\frac{T_\mu ^y}{M_P^{d1}},$$

and

$$\begin{array}{cc}\hfill \text{ }\text{ }\text{ }\text{ }\text{ }\overline{h}_{\mu \nu }& =\frac{\eta _{\mu \nu }}{2}e^{yd/R}_y(e^{yd/R}_yh)\hfill \\ & +e^{2y/R}(\eta _{\mu \nu }^\lambda ^\sigma \overline{h}_{\lambda \sigma }+^\lambda _\mu \overline{h}_{\nu \lambda }+^\lambda _\nu \overline{h}_{\mu \lambda })\hfill \\ & +e^{2y/R}\left(_d^2h_{yy}\eta _{\mu \nu }_\mu _\nu h_{yy}\right)+\frac{d1}{R}e^{yd/R}_y\left(e^{yd/R}h_{yy}\right)\eta _{\mu \nu }\hfill \\ & \frac{e^{2y/R}}{M_P^{d1}}T_{\mu \nu }\hfill \end{array}$$

from the $`(yy)`$, $`(\mu y)`$, and $`(\mu \nu )`$ components of Einstein’s equations, respectively.

3.2. Boundary conditions and linear approximation

The linearized Einstein equations (3.1)-(3.1) must be supplemented by boundary conditions. The boundary conditions in the UV ($`z=0`$, $`y=\mathrm{}`$) are simply that the perturbation falls off sufficiently rapidly. Appropriate boundary conditions at the IR brane are Neumann boundary conditions,

$$n^I_Ih_{\mu \nu }|_{}=0$$

where $`n^I`$ is the unit outward normal to the boundary. These can be motivated from orbifold boundary conditions

$$n^I_Ih_{\mu \nu }|_{}=n^I_Ih_{\mu \nu }|_+$$

about the boundary, or equivalently from the statement that the gravitational field vanishes at the boundary. In the case where there is a source localized on the IR brane,

$$T_{\mu \nu }=S_{\mu \nu }(x)\delta (y);T_{yy}=T_{y\mu }=0,$$

these are modified; integrating (3.1) over a small neighborhood of the brane gives the Israel matching conditions\[16\]. Working in straight gauge, where the boundary is at $`y=0`$, and combining the result with (3.1), gives

$$_y(h_{\mu \nu }\eta _{\mu \nu }h)|_{y=0}\frac{d1}{R}h_{yy}(0)\eta _{\mu \nu }=\frac{S_{\mu \nu }(x)}{2M_P^{d1}}.$$

Alternatively, these may be transformed to bent gauge using (3.1). The resulting boundary conditions become

$$_y(h_{\mu \nu }\eta _{\mu \nu }h)|_{y=L}2_\mu _\nu L+2\eta _{\mu \nu }_d^2L=\frac{S_{\mu \nu }(x)}{2M_P^{d1}}.$$

If we find solutions to the equations (3.1)-(3.1) with boundary conditions (3.1) or (3.1), we’ve found a valid approximate solution as long as the metric perturbation remains small,

$$h_{IJ}1.$$

An additional important condition when working in bent gauge is that the bending remain small (this was used in deriving (3.1)):

$$_\mu L1.$$

3.3. Brane bending and stabilization

If we put a stress tensor of the form (3.1) on the brane, in general it will bend the brane; this phenomena was studied in \[14,,15\] and we will extend the analysis there to treat the present situation. For example, we’ll find that (as expected) a point mass placed on the brane will bend it further into the infrared.

However, in typical examples of non-conformal theories, such as the N=1\* theory \[17\], the brane cannot be at an arbitrary location, but its position is fixed by the perturbation away from conformality. In , this stabilization results from non vanishing of components of the G-flux.<sup>1</sup> I thank J. Polchinski for a discussion on this point. This has the effect of giving an effective potential for the location of the brane, in other words a mass to the “radion” which describes shifting the position of the brane. In general this will be summarized in a stress tensor $`{}_{}{}^{\mathrm{stab}}T_{IJ}^{}`$ on the RHS of Einstein’s equations, (3.1)-(3.1). If the radion is very massive, the brane will bend relatively little when the vacuum solution is perturbed.

In the $`N=1^{}`$ theory, deformations of the radion are related to fluctuations of the form $`tr\varphi ^2`$. Since the dynamics of  are rather complicated, we will instead use a toy model for radion stabilization, along the lines suggested in Csáki et. al.\[18\] and in , and which can be motivated by studying properties of the Goldberger-Wise model for radion stabilization\[10\]. Specifically, suppose that we work in straight gauge, where $`h_{yy}=h_{yy}(x)0`$; in this gauge, fluctuations of the radion correspond to fluctuations of $`h_{yy}`$. A particularly simple form of the stabilizing stress tensor, compatible with energy-momentum conservation, is

$$\begin{array}{cc}\hfill {}_{}{}^{\mathrm{stab}}T_{y}^{y}& =\mu ^2M_P^{d1}h_{yy}(x)e^{yd/R}\hfill \\ \hfill {}_{}{}^{\mathrm{stab}}T_{\mu I}^{}& =0\hfill \end{array}$$

where $`\mu `$ is a constant that is proportional to the mass of the radion. One can think of this as roughly arising from a “potential” of the form $`U=\mu ^2(h_{yy})^2`$, as in , or derive it in a limit of the Goldberger-Wise wise model as is discussed in the appendix. A basic intuition behind the possibility to have a non-zero $`T_{yy}`$ with other components vanishing is that a very stiff spring can exert a large force with little change in its energy.

We will study two limiting cases of such stabilization; the first $`\mu R1`$, in which brane bending is the dominant effect, and the second where $`\mu R1`$, and brane bending is effectively eliminated. Although it may be possible to physically achieve either limit in more fundamental models, one expects that commonly the radion mass will take a value $`\mu 1/R`$, complicating the analysis. In subsequent sections we will see that a particularly important physical question is whether the radion is the lightest massive mode, or whether the first Kaluza-Klein mode of the graviton is lighter.

4. Black holes on IR boundaries?

We would like to study the properties of strongly-coupled gravitational solutions in the vicinity of the IR boundary of the space, and specifically search for black holes. The simplest case is a solution with the symmetries of d-dimensional Schwarzschild, namely SO(d-1) rotation symmetry. We look for a solution with matter source on the IR boundary or brane. The long range weak field of such a solution should correspond to the long range weak field of a point mass at the boundary. Thus, from the linearization principle, we should be able to detect the presence of a full non-linear solution and it’s gross features from studying the linearized equations. Of course, for a given linear solution there could be more than one non-linear solutions, or none; to address the former, we assume that there is a uniqueness result analogous to Birkhoff’s theorem; if this is not true, then that has other potentially interesting consequences. And we should also bear in mind that including realistic dynamics for other fields besides the radion and graviton could lead to other richer phenomena.

Therefore consider a point mass on the boundary,

$$S_{\mu \nu }=2m\delta ^{d1}(x)\delta _\mu ^0\delta _\nu ^0,$$

(the factor of two arises from the orbifold treatment of boundary conditions) with a bulk stress tensor that stabilizes the radion, (3.1), but otherwise vanishes. In the next subsections we’ll solve for the linearized field of a general source on the brane, in the limits of stiff or soft radion, and then specialize to the case of such a point mass.

4.1. The light radion limit

In the case $`\mu R1`$ we neglect the stabilizing stress tensor entirely. This problem is most easily solved by passing to bent gauge, with $`h_{yy}=0`$. The divergence of the $`(\mu y)`$ Einstein eqn. (3.1) can then be integrated with respect to $`y`$ to find

$$^\mu ^\nu h_{\mu \nu }=_d^2h+f(x),$$

for unknown $`f(x)`$. Using this in the $`(yy)`$ equation (3.1) then gives

$$\frac{d1}{R}_yh=f(x)e^{2y/R}.$$

This is integrated subject to the boundary conditions (3.1) and those at infinity. Demanding that the field die off at infinity requires that $`f0`$, and therefore that $`_yh0`$. The trace of (3.1) then determines the position of the boundary,

$$_d^2L=\frac{1}{4(d1)M_P^{d1}}S(x).$$

The $`(\mu y)`$ equation then implies

$$_y^\nu h_{\mu \nu }=0,$$

and the gauge freedom (3.1) can then be used to go to transverse gauge,

$$^\nu \overline{h}_{\mu \nu }=0.$$

Thus the $`(\mu \nu )`$ equations reduce to

$$\text{ }\text{ }\text{ }\text{ }\text{ }h_{\mu \nu }=0.$$

This is solved using the Neumann Green function for the scalar laplacian, defined by

$$\begin{array}{cc}\hfill \text{ }\text{ }\text{ }\text{ }\text{ }\mathrm{\Delta }_{d+1}(X,X^{})& =\frac{\delta ^{d+1}(XX^{})}{\sqrt{G}},\hfill \\ \hfill _y\mathrm{\Delta }_{d+1}(X,X^{})|_{y=0}& =0\hfill \end{array}$$

with coordinates $`X=(x,y)`$ or $`(x,z)`$. Using the boundary conditions (3.1), the solution is

$$h_{\mu \nu }(X)=\frac{1}{2M_P^{d1}}d^dx^{}\sqrt{g}\mathrm{\Delta }_{d+1}(X;0,x^{})\left[S_{\mu \nu }(x^{})\eta _{\mu \nu }\frac{S_\lambda ^\lambda (x^{})}{d1}+\frac{_\mu _\nu }{^2}\frac{S_\lambda ^\lambda (x^{})}{d1}\right].$$

Specializing to the point mass (4.1), we first solve for the radion from (4.1), using the $`d`$-dimensional Green function. The result is

$$L=\frac{m}{2(d1)M_P^{d1}}\frac{1}{(d3)\mathrm{\Omega }_{d2}r^{d3}}$$

where $`\mathrm{\Omega }_n`$ is the volume of the unit sphere $`S^n`$. The metric can likewise be found using (4.1). In particular,

$$h_{00}=\frac{m}{M_P^{d1}}\frac{d2}{d1}𝑑t^{}\mathrm{\Delta }_{d+1}(X;0,\stackrel{}{0},t^{})$$

gives the effective scalar potential.

The shape of gravity is thus determined by the scalar Green function. This is found in the appendix, and, for source on the brane, simplifies to

$$\mathrm{\Delta }_{p+1}(x,z;x,R)=\left(\frac{z}{R}\right)^{d/2}\frac{d^dp}{(2\pi )^d}\frac{1}{q}\frac{J_{\frac{d}{2}}(qz)}{J_{\frac{d}{2}1}(qR)}e^{ip(xx^{})}.$$

with $`q^2=p^2`$.

While the expression (4.1) is difficult to evaluate explicitly, we are particularly interested in the long-distance limit where it simplifies. Specifically, assume that $`zR`$ and/or $`xR`$. In either case, the integral is then dominated by the region of small $`qz`$, and so we can replace the Bessel functions by a small argument expansion. In particular, in the case of the point mass (4.1), we find

$$h_{00}(X)\frac{mR}{(d1)M^{d1}}\left(\frac{z}{R}\right)^d\frac{d^{d1}p}{(2\pi )^{d1}}\frac{(qR/2)^{\frac{d}{2}1}}{J_{\frac{d}{2}1}(qR)}\frac{d2}{\mathrm{\Gamma }(\frac{d}{2}+1)}e^{i\stackrel{}{p}\stackrel{}{x}}.$$

The denominator has poles where $`qR`$ is one of the zeroes $`j_{d/21,n}`$ of the Bessel function $`J_{\frac{d}{2}1}`$. Therefore we expect the large-$`r`$ behavior to be dominated by the first pole, and specifically, the potential to take the form

$$h_{00}\frac{km}{RM_P^{d1}}\left(\frac{z}{R}\right)^d\frac{e^{M_1r}}{r^{d3}}$$

where $`k`$ is a numerical constant and the mass of the lightest Kaluza-Klein mode of the graviton is given by

$$M_1=j_{\frac{d}{2}1,1}/R.$$

Note that, as expected, there is no $`1/r^{d3}`$ falloff in $`h_{00}`$ that would be characteristic of $`d`$dimensional gravity. Without an ultraviolet brane, the effective $`d`$dimensional Planck mass is infinity; in other words, there is no graviton zero mode.

A sufficiently large point mass might be expected to produce a black hole. Specifically, for a given mass, the horizon would be expected to lie in the region where $`h_{00}1`$, namely where $`g_{00}`$ is expected to vanish, and for sufficiently large $`m`$ the size of this region would be expected to be larger than $`R`$. However, in the present case one cannot explicitly find such a linearized solution. From (4.1), we find that the condition for the radion field to stay linear, (3.1), is

$$r>\left(\frac{m}{M_P^{d1}}\right)^{\frac{1}{d2}}.$$

In other words, if we concentrate a mass $`m`$ in a region smaller than that given by this equation, the brane bending goes non-linear and forces us to do a non-linear analysis. One can easily convince oneself that in the present case this happens before $`h_{00}1`$. One might extend this analysis by solving the non-linear generalization of (4.1) and then find the metric perturbation satisfying (4.1) in this background, but we leave this for further work. While there are strong gravitational effects at radii less than those given by (4.1), and while those may well correspond to black hole formation, we can not presently clearly interpret them as such without treating the physics of the large bending of the boundary.

4.2. The heavy radion limit

We next solve Einstein’s equations (3.1)-(3.1) in the stiff limit, $`\mu R1`$. With stabilization present, we work in straight gauge. Taking the divergence of the $`(\mu y)`$ equation (3.1) and integrating with respect to $`y`$ gives

$$^\mu ^\nu h_{\mu \nu }_d^2h=\frac{d1}{R}y_d^2h_{yy}+f(x),$$

again with unknown integration constant $`f(x)`$. Combining this with the $`(yy)`$ equation (3.1) then gives

$$_yh=ye^{2y/R}_d^2h_{yy}\frac{Rf}{d1}e^{2y/R}\frac{d}{R}h_{yy}\frac{\mu ^2R}{d1}h_{yy}e^{yd/R}.$$

This must again be solved with boundary conditions (3.1) and that the field fall off sufficiently rapidly at infinity.

In the limit of large $`\mu `$, the boundary condition (3.1) at $`y=0`$ can be solved by taking

$$\mu ^2Rh_{yy}=\frac{S}{2M_P^{d1}},$$

which has solution with $`h_{yy}𝒪(1/\mu ^2)`$: with a large mass, the deformation of the radion is small. This is precisely as in the cosmological case in . The boundary condition at infinity then implies that $`f=0`$. In the stiff limit $`\mu \mathrm{}`$, we therefore simply set $`h_{yy}=0`$, and solve the remaining equations using

$$_yh=\frac{e^{dy/R}S}{2(1d)M_P^{d1}}.$$

Indeed, returning to the $`(\mu y)`$ eqn., we find that up to a piece that can be gauged away by (3.1),

$$^\nu \overline{h}_{\mu \nu }=\frac{R}{4d(1d)M_P^{d1}}e^{dy/R}_\mu S.$$

The remaining $`(\mu \nu )`$ equation then becomes

$$\text{ }\text{ }\text{ }\text{ }\text{ }\overline{h}_{\mu \nu }=\frac{R}{2d(1d)M_P^{d1}}e^{(d+2)y/R}\left(_\mu _\nu S\eta _{\mu \nu }\frac{_d^2S}{2}\right).$$

This final equation is most easily solved by using a transverse-traceless projection; specifically, define the transverse projection operator

$$\mathrm{\Pi }_{\mu \nu }=\eta _{\mu \nu }\frac{_\mu _\nu }{_d^2}.$$

Then the transverse-traceless piece of $`h`$ is given by

$$h_{\mu \nu }^{TT}=\mathrm{\Pi }_{\mu \lambda }\mathrm{\Pi }_{\nu \sigma }\overline{h}^{\lambda \sigma }\frac{1}{d1}\mathrm{\Pi }_{\mu \nu }\mathrm{\Pi }_{\lambda \sigma }\overline{h}^{\lambda \sigma }$$

and is easily shown to satisfy

$$\text{ }\text{ }\text{ }\text{ }\text{ }h_{\mu \nu }^{TT}=0.$$

The boundary condition is likewise projected and gives

$$_yh_{\mu \nu }^{TT}|_0=\frac{1}{2M_P^{d1}}\left(S_{\mu \nu }\frac{1}{d1}\mathrm{\Pi }_{\mu \nu }S\right)\frac{S_{\mu \nu }^{TT}}{2M_P^{d1}}.$$

These are again solved using the scalar Green function, and give

$$h_{\mu \nu }^{TT}=\frac{1}{2M_P^{d1}}d^dx^{}\sqrt{g}\mathrm{\Delta }_{d+1}(X;0,x^{})S_{\mu \nu }^{TT},$$

exactly as in (4.1). The full metric perturbation is then easily found to be

$$h_{\mu \nu }=h_{\mu \nu }^{TT}+\frac{_\mu _\nu }{_d^2}h$$

with $`h`$ given by the integral of (4.1). In particular, the linearized potential of a point-like static source on the brane is once again given by (4.1).

Fig. 1: Shown is a sketch of the strong gravity region in the rigid brane limit. This region should be smoothed out in a summit region of size $`\mathrm{\Delta }x𝒪(R)`$. This curve should give the approximate shape of a black hole horizon.

We can again inquire regarding the existence of a black hole solution. Asymptotically far from the source, $`h_{00}`$ is again given by the simple form (4.1). As we approach the source, $`h_{00}1`$ at a surface given by

$$M_1ryd/R\mathrm{ln}\left[\frac{km}{RM_P^{d1}r^{d3}}\right].$$

This surface is sketched in figure 1. We expect that in the exact solution it is rounded off in a region of size $`R`$ surrounding the summit. Its size grows logarithmically with the mass $`M`$. By the linearization principle, this should be the shape of the corresponding black hole horizon. Note that the size of the region, projected onto the infrared boundary, is given by

$$r_h(m)\frac{1}{M_1}\mathrm{ln}\left[\frac{kmM_1^{d3}}{RM_P^{d1}}\right].$$

As pointed out by L. Susskind, there is a question about the existence of stable black holes with this shape; he in particular has argued that any such horizon would thermodynamically prefer to sink into the boundary. To make this more precise, a quick estimate shows that there could be higher entropy solutions with the same conserved energy. This is most easily studied if we imagine that we periodically identify the flat dimensions so that they have finite volume $`V`$; for simplicity consider the case of $`d=4`$. The entropy or area of the plateau at the summit goes like

$$A\left(e^{\frac{y_{\mathrm{plateau}}}{R}}R\right)^3R^3\left[\frac{km}{R^2M_P^3}\right]^{3/4}.$$

On the other hand, we might guess that another configuration with the same energy is a black brane, with an energy density $`ϵm/V`$. We can estimate the entropy as that of the usual black three-brane solution, see e.g. \[20\]:

$$S\sqrt{N}V^{1/4}m^{3/4}.$$

In the large volume limit, the black brane entropy is clearly larger.

However, note one critical caveat. Our linearized analysis assumed the existence of a stabilization mechanism. For the present discussion of the instability to decay to a black brane to be relevant, there must be a black brane solution to the coupled equations including the stabilizing fields. The question of the existence of such solutions – which corresponds to the question of finding a finite temperature vacuum of the field theory – has been the subject of some discussion; see e.g. \[21\]. In some cases it is believed that the field theory supports no corresponding thermally excited state. However, one may check that there is a limit of the Goldberger-Wise mechanism as $`m0`$ in which the radion mass stays fixed but the backreaction of the Goldberger-Wise field at zero radion displacement vanishes. This suggests that such simple models have black brane solutions like those where there is no stabilization mechanism present. The existence of a stable black brane solution in a general scenario is an interesting and important question that will ultimately determine the fate of the solutions found in this paper, and different theories may yield different results.

4.3. Intermediate radion mass

We now give a general discussion of the case where the radion mass falls between the two limiting cases. In this case it is more difficult to solve the corresponding coupled equations, but we hope to infer basic properties of the solutions.<sup>2</sup> Note, however, that by a general argument (see \[22\] eqn. (62)) it is always possible to solve for the transverse traceless part of the metric given the scalar Green function. Solving for the coupled longitudinal, trace, and radion excitations is more complicated.

In this intermediate case, it may be most advantageous to again work in bent gauge. We can guess the contribution of the stabilizing stress tensor to the equations of motion in this gauge; in particular, we expect the boundary condition and equations of motion to give

$$_d^2L+M_L^2L\frac{S(x)}{M_P^{d1}}$$

where $`M_L\mu `$ is the mass of the radion. Outside a spherical mass distribution with large mass $`m`$, we then expect the radion to take the form

$$L\frac{m}{M_P^{d1}}\frac{e^{M_Lr}}{r^{d3}}.$$

Now suppose that we take such a mass distribution and gradually compress it; we’d like to know what becomes important first, large bending, or strong gravity/possible horizon formation, $`h_{\mu \nu }𝒪(1)`$. Obviously this depends on the relative magnitude of the radion mass to the mass of the first KK excitation of the graviton. Bending becomes important when the mass is concentrated in a region with size given by

$$\frac{mM_L}{M_P^{d1}}\frac{e^{M_Lr}}{r^{d3}}=𝒪(1).$$

Other strong gravity effects such as a horizon would be found where

$$\frac{m}{RM_P^{d1}}\frac{e^{M_1r}}{r^{d3}}=𝒪(1).$$

For large $`m`$, strong gravity becomes important first if $`M_L>M_1`$, and bending goes nonlinear first if $`M_L<M_1`$. From the perspective of the dual field theory, this is obvious: the lightest field dominates the dynamics at long distances.

4.4. Black hole formation in TeV-scale gravity

In the context of TeV-scale gravity, recent work \[5,,6\] has examined black hole formation and decay in high energy collisions. In the most optimistic of scenarios such processes could be visible at LHC. Once one pushes to energies higher than the fundamental Planck scale, one makes bigger and bigger black holes, and the properties of these black holes might be used to infer aspects of the geometry of the extra dimensions \[5\]. One possibility is that the extra dimensions are large and approximately flat, in which case the black hole production cross section at energy $`E`$ goes like

$$\sigma E^{\frac{2}{D(E)3}}$$

where $`D(E)`$ is the number of spacetime dimensions large compared to the Schwarzschild radius of the black hole at the given energy. Another possibility is that, at large enough scales, the extra dimensions in the vicinity of our observable brane take the form of a piece of AdS, like in the toy model of \[13\] or the string solutions of \[23\]. In that case, once one reaches energies large enough to make black holes bigger than the AdS radius scale, the cross section is given by (4.1), and grows logarithmically:

$$\sigma R^2\mathrm{ln}^2\left[\frac{ER}{(M_PR)^{d1}}\right].$$

Of course, the above comments and questions regarding possible dominance of radion excitations, classical stability of the resulting black holes, etc. would have very important phenomenological consequences. It would be particularly interesting to better understand any instability to black brane formation more deeply. However, closer investigation of these questions likely requires more detailed constructions.

5. High energy QCD scattering and the Froissart bound

We now return to investigate aspects of the dual gauge theory description of this physics. Corresponding to different solutions, there are various realizations of dual gauge theories, but there are some generic features. We expect these to include the presence of the four-dimensional field that corresponds to the radion, as well as the tower of KK excitations of the graviton that we think of as glueballs. In addition there may be other fields. The subsequent discussion applies in cases where these other fields do not significantly alter the dynamics.

Polchinski and Strassler\[3\] investigated the role of bulk physics in producing parton-like behavior. However, at large energies we don’t expect this to be the dominant physics. From the bulk point of view this is clear: at large energies the cross section for strong gravitational effects, such as black holes with sizes given by (4.1), grows with energy and is expected to be a dominant effect in the physics. Indeed, in QCD it is also known that the total cross-section is not dominated by hard processes, and grows with energy. Let us compare these more closely.

As described in subsection 4.3, there are two possible explanations for the dominant long-distance non-linear gravitational behavior: brane bending, or strong gravity effects, such as black hole formation, mediated by the first Kaluza Klein mode of the graviton. Which is dominant depends on the relative magnitude of their masses, $`\mu `$ and $`M_1`$. However, in either case, at high center of mass energy, the size of the regions where they become important follows a simple scaling law. Radion dominant scattering processes should set in at

$$r_L\frac{1}{M_L}\mathrm{ln}\left(\frac{M_L^{d2}E}{M_P^{d1}}\right)\frac{d3}{M_L}\mathrm{ln}\mathrm{ln}\left(\frac{M_L^{d2}E}{M_P^{d1}}\right)+\mathrm{}.$$

KK graviton dominant processes should set in at $`rr_h`$ as given in eqn. (4.1), or equivalently (5.1) with $`M_L`$ replaced by $`M_1`$. In either case one can estimate the size of the scattering cross-section,

$$\sigma \pi r_{\mathrm{L}\mathrm{or}\mathrm{h}}^2,$$

which gives<sup>3</sup> Note that  also considered this problem, but came to the different conclusion that the cross-section ceases to grow after black holes reach size $`𝒪(R)`$.

$$\sigma \frac{\pi }{M_L^2}\mathrm{ln}^2\left(\frac{M_L^{d2}E}{M_P^{d1}}\right)\mathrm{or}\sigma \frac{\pi }{M_1^2}\mathrm{ln}^2\left(\frac{EM_1^{d2}}{M_P^{d1}}\right).$$

In either case we have recovered from bulk physics the $`\mathrm{log}^2E`$ behavior associated with the Froissart bound, which is a general bound following from unitarity!<sup>4</sup> For a recent review and discussion of the Froissart bound, see \[25\]. To date there has been no solid argument that QCD saturates this bound at high energies, although this likelihood has been widely discussed.

In hindsight, reproducing this bound is not so surprising as it may seem, and in fact is related to an old heuristic argument for saturation given by Heisenberg in 1952\[26\]. He argued that a target hadron is surrounded by a pion field with energy density $`e^{m_\pi r}`$, and suggested that inelastic processes will occur when the collision is close enough to locally yield enough energy to create a pion pair. This yields an estimate

$$\sigma \frac{1}{m_\pi ^2}\mathrm{ln}^2\frac{E}{m_\pi ^2},$$

similar to the above.

It is amusing to comment that the present discussion suggests that, via the AdS/CFT duality, the bulk physics “knows” about boundary unitarity, and that furthermore, the high energy scattering is approximately described by classical bulk physics.

Note also that, in addition to strong gravitational scattering/black hole formation in the vicinity of the IR boundary, as the energy increases, formation of black holes above the IR boundary becomes possible. However, for a given gauge theory energy, the local energy is largest in the vicinity of the brane, and given that the gravitational cross section rises with energy, it seems plausible that the dominant processes are those localized near the IR boundary.

Of course, we’d like to understand more features of the scattering physics. In the radion-dominated case, this question depends closely on the dynamics of the radion, whose investigation we leave for future work. In the KK graviton-dominated case, the outcome depends intimately on the stability of non-linear black hole solutions that would correspond to the linearized solutions found in the preceding section. There are two possibilities. One is the classical instability to decay into a black brane. L. Susskind has suggested that in this case the gravitational solution would sink into the IR boundary and spread out, ultimately forming a black brane at infinitesimal temperature. The corresponding gauge theory dynamics might be described as formation of a fireball that gradually cools as it spreads out and thermalizes. One expects relevant time scales to be given by $`tr_h`$. Alternatively, if there is no classical instability, one must consider quantum processes. One is tunneling to a black brane, if one exists. If this process is sufficiently slow, or if a corresponding black brane solution does not exist, then plausibly the dominant decay is via Hawking evaporation of the black hole. Note that this is expected to have a time scale parametrically larger in the collision energy.

6. Conclusions and outlook

Understanding high-energy scattering behavior in gauge theories has remained a historically challenging problem. This suggests turning the lens of AdS/CFT duality to focus on it. This paper has argued that a generic phenomenon on the gravitational side, strong gravitational physics such as black hole formation, could play a central role in the high energy physics of the gauge theory. Furthermore, black hole formation at high energies is a nearly classical process: for high center of mass energies, horizons can form at weak curvature\[9\], rendering quantum effects sub-dominant.

Unfortunately we aren’t yet able to describe the non-linear gravitational solutions relevant to this physics, and to do so probably also requires better knowledge of the bulk string theory backgrounds, such as that in , in which these processes take place. Nonetheless, this paper has presented, in an “effective theory” approach, an analysis of the linear behavior of the gravitational field. The linear approximation also contains information about it’s demise, and thus indicates in what regions non-linear effects are important. In particular, using this approximation, one may estimate high energy scattering cross sections for gauge theory processes, and derive the $`\sigma \mathrm{ln}^2E`$ behavior saturating the Froissart bound. This suggests that bulk physics in a sense “knows” about boundary unitarity – though it is not clear what implications, if any, this has for the problem of bulk unitarity.

This picture also suggests a means to investigate the subsequent evolution of the scattered state, although to do so in detail seems to again require more knowledge of the string backgrounds and the non-linear solutions that live in them, and in particular of the stability properties thereof. In one picture a black hole, once formed, “melts” onto the infrared boundary. In other configurations, there may even be quasi-stable black holes (only destabilized by Hawking evaporation); it is very interesting to contemplate properties of the dual description of such an object in the gauge theory.

Open questions therefore include more thorough examination of these processes in more detailed models. In particular, one may start with the gravity dual of the $`N=1^{}`$ theory or other analogues. As pointed out, two of the relevant features of the dynamics are the existence of gravity in the bulk, and of a stabilization mechanism for the position of the infrared boundary, that is the radion field. It would be interesting to better understand the relation between the stabilization of  and the Goldberger-Wise mechanism, and the question of whether there are more interesting effects beyond those summarized by the effective stabilization stress tensor (3.1). We would like to know what possibilities exist for the radion mass: are there indeed consistent scenarios with the radion mass exceeding the mass of the first Kaluza-Klein mode, so that analogs to black holes can be relevant, and is a large radion mass (as compared to $`1/R`$) possible? We would like to understand the properties of the resulting non-linear gravitational solutions, and to understand whether they are classically unstable. The latter hinges on the question of the existence of black brane solutions in the presence of the other fields that provide stabilization and other dynamics; the corresponding question in the gauge theory is whether the theory supports a finite temperature phase. It is certainly conceivable that a variety of models result in a variety of different effects.

This paper has probably just scratched the surface of the role of strong gravitational effects in their Maldacena dual gauge theories.

Acknowledgments

I’d like to thank T. Degrand, O. DeWolfe, D. Gross, S. Kachru, J. Polchinski, and M. Strassler for very valuable conversations, and in particular N. Arkani-Hamed, L. Susskind, and S. Thomas for seminal discussions. This work was supported in part by the Department of Energy under Contract DE-FG-03-91ER40618, and by David and Lucile Packard Foundation Fellowship 2000-13856.

Appendix A. Scalar Green function for AdS with an infrared brane

This appendix derives the scalar Neumann Green function in an anti-de Sitter space that has been truncated in the infrared. More general supergravity backgrounds, where the backreaction of other fields are important, will entail more complicated generalizations of this correlator.

The Neumann Green function is defined to be the solution of the equation

$$\text{ }\text{ }\text{ }\text{ }\text{ }\mathrm{\Delta }_{d+1}(X,X^{})=\frac{\delta ^{d+1}(XX^{})}{\sqrt{G}}$$

where $`X=(z,x)`$ or $`(y,x)`$, and the boundary condition is

$$_y\mathrm{\Delta }_{d+1}(X,X^{})|_{y=0}=0.$$

This may be solved by the “method of matching,” as in . Specifically, the Green function solves the homogeneous Laplace equation for $`z>z^{}`$ and for $`z<z^{}`$; these two solutions may then be matched by integrating (A.1) across the singularity at $`z=z^{}`$. In order to do so, we work with the Fourier transform,

$$\mathrm{\Delta }_{d+1}(X,X^{})=\frac{d^dx}{(2\pi )^d}e^{ip(xx^{})}\mathrm{\Delta }_p(z,z^{}).$$

Solutions to Laplace’s equation come in the form of superpositions of Bessel functions, $`z^{d/2}J_{d/2}(qz)`$, $`z^{d/2}Y_{d/2}(qz)`$, with $`q^2=p^2`$. We write the general superposition of such solutions for $`z>z^{}`$ and $`z<z^{}`$, apply the boundary condition (A.1), demand that the Green function be regular in the UV at $`z=0`$, and match by integrating (A.1) from $`z=z^{}ϵ`$ to $`z=z^{}+ϵ`$. The result is straightforwardly found to be

$$\mathrm{\Delta }_p=\frac{\pi }{2R^{d1}}\frac{(zz^{})^{\frac{d}{2}}}{J_{\frac{d}{2}1}(qR)}\left[Y_{\frac{d}{2}}(qz_>)J_{\frac{d}{2}1}(qR)J_{\frac{d}{2}}(qz_>)Y_{\frac{d}{2}1}(qR)\right]J_{\frac{d}{2}}(qz_<).$$

The Green function (A.1) significantly simplifies with one point on the brane:

$$\mathrm{\Delta }_{p+1}(x,z;x,R)=\left(\frac{z}{R}\right)^{d/2}\frac{d^dp}{(2\pi )^d}\frac{1}{q}\frac{J_{\frac{d}{2}}(qz)}{J_{\frac{d}{2}1}(qR)}e^{ip(xx^{})}.$$

We also need the asymptotics of this Green function. At either large $`x`$ or small $`z`$, dominant contributions come from the region with $`qz1`$. This means that we can make a small argument expansion in $`qz`$ to find

$$\mathrm{\Delta }_{d+1}(X;0,x^{})\frac{1}{\mathrm{\Gamma }(\frac{d}{2}+1)}\left(\frac{z}{R}\right)^{\frac{d}{2}}\frac{d^dp}{(2\pi )^d}\frac{1}{q}\left(\frac{qz}{2}\right)^{\frac{d}{2}}\frac{e^{ip(xx^{})}}{J_{\frac{d}{2}1}(qR)}.$$

In particular, note that the integrand in (A.1) has no pole at $`q=0`$ – as expected, in this limit the volume is infinite and there is no massless d-dimensional graviton. It does have poles at the masses of each of the Kaluza-Klein modes of the graviton. At long distances the integral is dominated by the mass of the lowest Kaluza-Klein mode, corresponding to the first zero of the Bessel function:

$$M_1=\frac{j_{\frac{d}{2}1,1}}{R}.$$

The static Green function is gotten by integrating (A.1) over time. Its asymptotic behavior is given in terms of this mass:

$$𝑑t^{}\mathrm{\Delta }_{d+1}(X;0,\stackrel{}{0},t^{})\widehat{k}\left(\frac{z}{R}\right)^d\frac{e^{M_1r}}{Rr^{d3}}$$

where $`\widehat{k}`$ is a numerical constant.

Appendix B. Stabilization, Goldberger-Wise or otherwise

In this appendix we outline the basics of the Goldberger-Wise mechanism, with particular emphasis on large (in the limit, infinite) brane separation, and relate it to the stabilization stress tensor (3.1) used in the text.

We begin by thinking of the situation with AdS truncated by a brane in the IR and one in the UV. The basic idea of the Goldberger-Wise mechanism is to postulate the existence of a massive bulk field, with lagrangian

$$S[\varphi ]=\frac{1}{2}d^{d+1}X\sqrt{G}\left[(\varphi )^2+m^2\varphi ^2\right]$$

and such that the value of the field is fixed both on the IR and UV branes.<sup>5</sup> Goldberger and Wise actually considered more generally a potential for the values of $`\varphi `$ on the boundary, but we omit this unneeded generalization. Bringing the branes either too close or too far raises the value of the action $`S[\overline{\varphi }]`$ at the corresponding static solution $`\overline{\varphi }`$ of the equations of motion. This therefore generates a potential for the radion.

Note that the Goldberger and Wise’s original analysis assumed $`m^2>0`$, but the mechanism works for $`m^2<0`$ . This is presumably related to the stabilization evident in Polchinski and Strassler’s work, which involves a CFT perturbation that is relevant, hence has dimension $`\mathrm{\Delta }<4`$, corresponding to $`m^2<0`$. While we expect the dynamics to be qualitatively similar, it would be interesting to further elucidate the precise relationship between the two schemes.

We are interested in applying the mechanism to the limiting case where the UV brane is moved to infinity. We therefore generalize the boundary condition at this end of the space to state that as $`y\mathrm{}`$,

$$\varphi \varphi _0(e^{k_{}y}+Ae^{k_+y})$$

for fixed $`\varphi _0`$ and arbitrary $`A`$. Here the exponents are the familiar quantities

$$k_\pm =\frac{d}{2R}\pm \sqrt{\frac{d^2}{4R^2}+m^2}.$$

The boundary condition at $`y=L`$ is then taken to be $`\varphi (L)=\varphi _L`$, fixing $`A`$.

If we compute the action (B.1) as a function of $`L`$, we find a potential

$$\begin{array}{cc}\hfill V& =\frac{1}{2}𝑑ye^{dy/R}\left[(_y\overline{\varphi })^2+m^2\overline{\varphi }^2\right]\hfill \\ & =\frac{\varphi _0^2}{2}\left[\frac{d}{R}e^{(k_{}k_+)L}2k_+\frac{\varphi _L}{\varphi _0}e^{k_+L}+k_+\left(\frac{\varphi _L}{\varphi _0}\right)^2e^{(k_++k_{})L}+C\right],\hfill \end{array}$$

where $`C`$ is a cutoff dependent but $`L`$ independent term. This potential has extrema at

$$e^{k_{}L}=\frac{\varphi _L}{\varphi _0}\frac{k_+^2\pm \sqrt{k_+k_{}(k_+k_{}k_+^2+k_{}^2)}}{k_+^2k_{}^2}.$$

The radion mass, given by $`V^{\prime \prime }(L)`$, grows with the mass $`m`$ of the scalar field; thus the limit of large scalar mass is one way of motivating the limit of large radion mass used in section 4.2.

Note we can also verify the approximate form of the stress tensor used in (3.1). From (B.1) we find

$$T_y^y(_y\overline{\varphi })^2m^2\overline{\varphi }^2.$$

The $`L=0`$ vacuum value of this is treated as part of the background solution. The stabilizing stress arises from the variation of this as $`L`$, thus $`\overline{\varphi }`$, varies. In particular, we find

$$\frac{T_y^y}{L}\frac{A}{L}\left[4m^2+2A_0(k_+^2m^2)e^{(k_+k_{})y}\right]e^{yd/R}.$$

The first term is has the expected form of (3.1). The second term is a correction that has support near the lower boundary at $`y=0`$, but otherwise is small, and vanishes in the limit $`m\mathrm{}`$. It also may be checked that there is a limit $`m\mathrm{}`$, $`\varphi _00`$ such that the radion mass stays fixed (or goes to infinity), but the vacuum backreaction of $`T_{IJ}(L=0)`$ on the metric stays small.

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text:
# Heat conduction in X-ray clusters: Spitzer over 3

## 1 Cooling X-ray clusters

According to observations, some X-ray clusters have bremsstrahlung cooling time much shorter than the Hubble time. These are the so called ”cooling flow” clusters (all references). If these clusters live for about a Hubble time in a state similar to their observed state, the radiative energy loss should be compensated for by some energy supply. We will show that the energy might be supplied by heat conduction from large radii. At large radii, the cooling time is longer than the Hubble time and there is enough energy to power the central region for a Hubble time.

We first show that effective heat conduction in X-ray clusters is equal to one third of the Spitzer’s value (§2). Then we show that Spitzer over 3 possibly does account for all the bremsstrahlung cooling in X-ray clusters listed in our references (§3), which include all the cooling clusters that we have found in the literature.

## 2 Effective heat conduction in a random time-varying magnetic field

In an X-ray cluster plasma, heat conduction along magnetic field is equal to $`\kappa _{}T\mathrm{erg}/\mathrm{cm}^2/\mathrm{s}`$, were $`_{}T`$ is the temperature gradient along the field in units of keV/kpc, $`\kappa _S=9\times 10^4T^{5/2}`$, and $`T`$ is in keV. In cooling X-ray clusters (all references), in the central 100 kpc region, this heat conduction would cause a noticeable change in a time of order few Gyr. But the cluster plasma is being crisscrossed by about a hundred galaxies on a time scale of order 100kpc/1000km/s=0.1Gyr. On a similar time scale, the magnetic field of the cluster will have to undergo total reconnection, because the galaxies would entrain the field. Thus we have to assume that the magnetic field changes its direction randomly, and on a short, as compared to the heat conduction, time scale.

The effective heat conduction in a randomly varying magnetic field is equal to 1/3 of the Spitzer value given above, $`\kappa =3\times 10^4T^{5/2}`$. This follows, for example, from a formal averaging of the divergence of the heat flux over magnetic field directions. If $`𝐛`$ is the unit vector along the magnetic field, then

$$<(𝐛\kappa _S𝐛T)>=(1/3)(\kappa _ST).$$
(1)
## 3 Heat conduction in cooling X-ray clusters

This author understands neither the origin nor the meaning of the temperature error bars given in the references. The errors were simply ignored in our analysis, and therefore the following procedure does not constitute a real proof that heat conduction balances the bremsstrahlung in cooling X-ray clusters. But we think that we do have an important clue here.

We will compare bremsstrahlung cooling within the central 100 kpc of all the clusters in our list with heat flowing into the central 100 kps by heat conduction. The bremsstrahlung losses within 100 kpc are calculated as

$$B=4\pi r^3ϵ,$$
(2)
where $`ϵ=6.5\times 10^{24}n^2T^{1/2}\mathrm{erg}/\mathrm{cm}^3/\mathrm{s}`$ is the cooling rate at 100kpc, with $`n`$ in $`\mathrm{cm}^3`$ and $`T`$ in keV measured at 100 kpc. This formula would be exact for $`nr^1`$ and $`T=const`$; both assumptions are approximately correct in the vicinity of $`r=100`$kpc.

To calculate the heat inflow due to heat conduction we need temperature gradients, and measuring those using the noisy graphs found in the references is not the right procedure. Instead we have selected two best clusters (or maybe the best deprojection techniques ?) that give the smallest error bars near 100kps – Abell 1795 and Abell 2199. Ettori et al (2001) give the temperature fitting formula $`Tr^{0.27}`$, thus the temperature gradient is simply $`dT/dr=0.27T/r`$. On the other hand, Fig. 6 of Johnstone et al (2002) can be fitted by $`T=1+1.5\mathrm{log}r`$, with $`T`$ in keV and $`r`$ in kpc. At 100 kpc this gives $`dT/dr=0.38T/r`$. We will assume that at 100 kpc, $`dT/dr=(1/3)T/r`$ for all clusters. Then the heat flux into the central 100 kpc is

$$H=(4/3)\pi r\kappa T.$$
(3)
The ratio of heat influx and bremsstrahlung cooling at 100 kpc is then

$$\frac{H}{B}=\frac{0.005T^3}{r^2n^2},$$
(4)
where $`T`$ is in keV, $`r`$ in kpc, $`n`$ in $`\mathrm{cm}^3`$. The table lists the density and temperature at 100 kpc in cooling X-ray clusters and the calculated ratio $`H/B`$. We have “measured” $`n`$ at 100 kpc and $`T`$ at 100 kpc from the graphs in all the references. Hydra A comes two times because the corresponding graph gives two temperatures. In all these clusters, at about 100 kpc, where the cooling time becomes shorter than the Hubble time, the heat influx from the outside approximately balances the bremsstrahlung cooling inside.

| Cluster | $`n`$ at 100 kpc, $`0.01\mathrm{cm}^3`$ | $`T`$ at 100 kpc, keV | $`H/B`$ |
| --- | --- | --- | --- |
| 3C295 | 0.9 | 5.0 | 0.8 |
| RXJ1347.5-1145 | 3 | 11 | 0.7 |
| Abell 2052 | 0.4 | 3.5 | 1.3 |
| Hydra A | 0.5 | 3.65 | 1.0 |
| Hydra A | 0.5 | 4.1 | 1.4 |
| Abell 1795 | 1.1 | 5.1 | 0.5 |
| Abell 2199 | 0.6 | 4.0 | 0.9 |
| Abell 2597 | 0.6 | 3.3 | 0.5 |
| Abell 1835 | 1.8 | 7.7 | 0.7 |

I thank John Bahcall, Patrick Diamond, and Ramesh Narayan for useful discussions.