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# 1 Introduction and formulation of the model

## 1 Introduction and formulation of the model

Gap solitons are solitary waves in various nonlinear dispersive media, where the spectrum of linear excitations contains a gap . Since solitons of this kind had been observed  in a short piece of a nonlinear optical fiber equipped with a Bragg grating (BG), which gives rise to the gap-bearing spectrum, they have attracted a great deal of attention in nonlinear optics. A usual model of the BG fiber is based on a system of two linearly coupled evolution equations :

$`iu_t+iu_x+\left({\displaystyle \frac{1}{2}}|u|^2+|v|^2\right)u+v`$ $`=`$ $`0,`$ (1)
$`iv_tiv_x+\left({\displaystyle \frac{1}{2}}|v|^2+|u|^2\right)v+u`$ $`=`$ $`0.`$ (2)
Here, $`u(x,t)`$ and $`v(x,t)`$ are local amplitudes of the counterpropagating electromagnetic waves, the coefficient of the linear coupling, induced by the resonant Bragg scattering, is normalized to be $`1`$, and the cubic terms account for the self-phase modulation (SPM) and cross-phase modulation (XPM) effects induced by the Kerr nonlinearity.

The system of Eqs. (1) and (2) is frequently called a generalized massive Thirring model. The Thirring model proper  corresponds to the case when the SPM terms are dropped (only in that case, the system is exactly integrable by means of the inverse scattering transform).

Although the system (1) and (2) is not integrable, it gives rise to a family of exact gap-soliton solutions . It has been demonstrated that a part of the family is stable, and another part is unstable . Exact gap-soliton solutions can also be found, and their stability can be investigated, in generalized versions of the model (1), (2), which describe a system of parallel-coupled nonlinear and linear fibers with BG written on both of them , including also an especially interesting case when BG is written only on the linear core, so that the nonlinearity and BG are separated .

There is a principal difference between the gap solitons and the commonly known solitons in ordinary single-mode nonlinear optical fibers (without BG), described by the nonlinear Schrödinger (NLS) equation  . In the usual NLS model, a soliton exists as a result of the balance between the self-focusing SPM nonlinearity and anomalous temporal dispersion. If the nonlinearity is self-defocusing, while the dispersion remains anomalous, bright solitons do not exist. However, in the model of the nonlinear optical fiber equipped with BG, the sign of the nonlinearity does not matter, as the effective dispersion (or diffraction, see below) induced by the grating includes both normal and anomalous branches, hence either of them will be able to support solitons. The latter circumstance suggests to consider a modified version of the standard model (1), (2) where nonlinearity’s sign may change.

The simplest possibility to realize the sign-changing nonlinearity is to take it as a combination of cubic and quintic terms with opposite signs. This modification of the standard model was considered in Ref. . As well as in the case of the system (1), (2), stationary soliton solutions of the modified system were found in an exact analytical form, while their stability was studied by means of numerical simulations. It has been concluded that the family of gap solitons in the modified system is drastically different from that in its standard counterpart: the family splits into two disjoint parts, each being dominated by one of the two nonlinear terms of the opposite signs (in accordance with what might be expected), and a part of each subfamily is stable.

A different possibility to study the effect of the sign-changing nonlinearity on the gap solitons is to introduce a model with the nonlinearity being represented by the cubic term only, whose sign is changing periodically as a function of the evolution variable (in analogy to dispersion management, see, e.g., Refs. , this may be called “nonlinearity management”). In the temporal domain \[i.e., in a BG-carrying optical fiber, see Eqs. (1) and (2)\], this implies that the nonlinearity must periodically change its sign in time, which is not a physically realistic assumption. However, a similar arrangement can easily be implemented in the spatial domain, i.e., for stationary light beams propagating across a layered structure in a planar nonlinear waveguide.

It is worth mentioning that stable three-wave spatial gap solitons in a model of a planar waveguide, in which BG was realized as a system of parallel scores, were found in Ref. . However, in that work the nonlinearity was quadratic \[also known as $`\chi ^{(2)}`$ type\], and it was not subject to any modulation. On the other hand, stable (2+1)-dimensional (cylindrical) spatial solitons in a model of a bulk (three-dimensional) layered medium with the periodically varying sign of the cubic nonlinearity, but without BG, have recently been reported in Ref.  (earlier, it was demonstrated in Ref.  that a layered structure in the bulk medium helps to stabilize the cylindrical solitons even in the case when the size of the nonlinearity coefficient varies between the layers, without changing its sign). We do not aim to discuss in detail here how the layers with the opposite signs of the Kerr coefficient can be realized. However, it is relevant to point out that one possibility is to induce an effective Kerr coefficient via the cascading mechanism, based on the $`\chi ^{(2)}`$ nonlinearity, where the sign of the effective $`\chi ^{(3)}`$ coefficient can be controlled by means of the $`\chi ^{(2)}`$ mismatch parameter .

Thus, the model to be considered has the form \[cf. Eqs. (1) and (2)\]

$`iu_z+iu_x+\gamma (z)\left({\displaystyle \frac{1}{2}}|u|^2+|v|^2\right)u+v`$ $`=`$ $`0,`$ (3)
$`iv_ziv_x+\gamma (z)\left({\displaystyle \frac{1}{2}}|v|^2+|u|^2\right)v+u`$ $`=`$ $`0,`$ (4)
where $`z`$ is the propagation distance, which plays the role of the evolution variable instead of time in Eqs. (1) and (2 ), and $`x`$ is the transverse coordinate in the layered planar waveguide. The form of Eqs. (3) and (4) implies that the carrier wave vectors of the two waves, which are resonantly reflected into each other by BG form equal angles with the $`z`$ axis. The reflecting scores which form the BG on the planar waveguide are oriented normally to the $`z`$ axis. The usual diffraction in the waveguide is neglected \[similar to the negligibility of the intrinsic group-velocity dispersion of the optical fiber in the temporal-domain model based on Eqs. (1) and (2)\], as it is assumed that BG gives rise to a much stronger diffraction, cf. a similar situation in the work .

Although Eqs. (3) and (4) are $`z`$-dependent, they conserve the net power,

$$P_{\mathrm{}}^+\mathrm{}\left(|u(x)|^2dx+|v(x)|^2\right)𝑑x.$$
(5)
The equations can be represented in a Hamiltonian form, but, unlike the net power, the corresponding Hamiltonian is not a dynamical invariant, due to the presence of the explicit $`z`$-dependence in it.

The layered structure of the waveguide assumes that the Kerr coefficient $`\gamma (z)`$ takes positive and negative values $`\gamma _+`$ and $`\gamma _{}`$ in the alternating layers (cf. Ref. ):

$$\gamma (z)=\{\begin{array}{cc}\gamma _+,& \mathrm{if}\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}<z<L_+\\ \gamma _{},& \mathrm{if}L_+<z<L_++L_{},\end{array}$$
(6)
which is repeated periodically with the period $`LL_++L_{}`$. Using the scaling invariance of Eqs. (3) and (4), one may always impose the following normalization conditions:

$$L_++L_{}1,L_+\gamma _++L_{}|\gamma _{}|1.$$
(7)
Thus, the model contains two irreducible control parameters, which may be selected as, e.g., $`L_+`$ and $`\gamma _+`$, while the other parameters can be found from Eqs. (7),

$$L_{}=1L_+,\gamma _{}=\left(1L_+\gamma _+\right)/\left(1L_+\right).$$
(8)
Note that corresponding average value of the Kerr coefficient is

$$\overline{\gamma }\frac{L_+\gamma _++L_{}\gamma _{}}{L_++L_{}}=2L_+\gamma _+1.$$
(9)
As we are interested in the sign-changing model, with $`\gamma _{}<0`$, we will confine the consideration to the case $`L_+\gamma _+1`$, which is equivalent to $`\gamma _{}0`$ according to Eqs. (8).

As is known, broad-gap-soliton solutions to Eqs. (1) and (2) are asymptotically equivalent to broad NLS solitons. This suggests to consider, parallel to the model (3), (4), also the NLS equation with the nonlinearity coefficient subjected to the same periodic modulation as in Eq. (6),

$$iu_z+\frac{1}{2}u_{xx}+\gamma (z)\left|u\right|^2u=0,$$
(10)
where the variable $`x`$ may be realized as either the transverse coordinate in the planar waveguide, or the standard temporal coordinate in an optical fiber , $`z`$ being the propagation distance in either case. Comparing the results for the gap and NLS solitons in the two models will be quite helpful in realizing the generality of the conclusions presented below.

The rest of the paper is organized as follows. In section 2 we present the main results obtained in this work, in the form of a stability diagram for the solitons in the BG model, its remarkable features being that the stability region virtually does not depend on the soliton’s power, and a non-zero average value of the Kerr coefficient is necessary for the existence of stable solitons. Similar results for the NLS model are presented, in a brief form (as they differ from results for the gap solitons only in the case when the solitons are very narrow), in section 3. In section 4, results produced by interactions between two stable gap solitons with a phase difference between them are presented; in particular, stable moving solitons are readily generated by the interaction. The paper is concluded by section 5.

## 2 The stability diagram for the gap solitons

The main issue of this work is the existence of stable solitons in the model. Obviously, a soliton may only be a pulsating one (“breather”), due to the periodic inhomogeneity of the system. For the same reason, the problem is too difficult for an analytical treatment. In principle, one may try to develop an analytical approach for pulsating solitons based on the variational approximation, as it was done successfully in the case of the layered medium described by the (2+1)-dimensional NLS equation with the periodically changing sign of the Kerr coefficient ; however, unlike the NLS solitons, the variational approximation for the gap solitons is very complex even without the periodic modulation, see Ref. . Therefore, we rely on direct numerical simulations of Eqs. (3) and ( 4), with the coefficient $`\gamma (z)`$ defined as per Eqs. (6 ) and (8).

At $`z=0`$, we used the well-known exact gap-soliton solution of the standard model (1) and (2):

$$\begin{array}{cc}\hfill u_0(x)=& \left(1/\sqrt{3}\right)\left(\mathrm{sin}\theta \right)\mathrm{sech}\left(x\mathrm{sin}\theta \frac{1}{2}i\theta \right),\hfill \\ \hfill v_0(x)=& \left(1/\sqrt{3}\right)\left(\mathrm{sin}\theta \right)\mathrm{sech}\left(x\mathrm{sin}\theta +\frac{1}{2}i\theta \right),\hfill \end{array}$$
(11)
where $`\theta `$ is an internal parameter of the soliton family, which takes values $`0<`$ $`\theta <\pi `$. As is known, these solitons are stable in the interval $`0<`$ $`\theta <`$ $`\theta _{\mathrm{cr}}`$, where the border (critical) value is slightly larger than $`\pi /2`$, $`\theta _{\mathrm{cr}}0.506\pi `$ ). We ran the simulations for a fixed value of the parameter $`\theta `$ in the initial configuration (11), while the model’s control parameters $`\gamma _+`$ and $`L_+`$ were gradually varied, subject to the above-mentioned constraint $`L_+\gamma _+1`$. Then, the same was done for other values of $`\theta `$.

By means of these simulations we have been able to identify a stability region for the solitons in the parameter plane $`(L_+,\gamma _+)`$, which is shown in Fig. 1. The upper boundary of the stability region shown in Fig. 1 is $`L_+\gamma _+=1`$, which, as was explained above, limits the case considered in this work, as the local Kerr coefficient does not change sign above this boundary . The upper boundary itself corresponds, as per Eqs. (8), to a system in which nonlinear layers of the width $`L_+`$ alternate with linear ones (having $`\gamma _{}=0`$) of the width $`L_{}`$. The simulations demonstrate that everywhere on this boundary, the solitons are stable, and they remain stable above the boundary, so that it only bounds the region that we aim to consider in this work. It is noteworthy that the system composed of alternating nonlinear and linear segments is similar to the recently introduced model of a split-step fiber-optic link, which also readily gives rise to stable solitons, despite its strongly heterogeneous structure .

The lower boundary of the stability region in Fig. 1 is rather close to a hyperbola, the product $`L_+\gamma _+`$ along this boundary taking values between $`0.65`$ and $`0.70`$. For comparison, the dashed curve in Fig. 1 shows the hyperbola $`L_+\gamma _+=1/2`$, along which the average Kerr coefficient (9) exactly vanishes. The finite separation between the lower stability boundary and the dashed curve can be measured by the average value $`\overline{\gamma }`$ of the Kerr coefficient (9). The smallest value for $`\overline{\gamma }`$ found on the lower boundary is approximately $`0.3`$. Thus, stable solitons are not possible in a system where the average value of Kerr coefficient is zero. This is, incidentally, a noteworthy difference from the dispersion-managed fiber-optic systems, where stable solitons have been found in the case when the average dispersion exactly vanishes .

The left vertical boundary of the stability region in Fig. 1 at $`L_+=0.2`$ is not a real stability border. It only bounds a range in which the systematic simulations were performed, which is $`0.2L_+<1.0`$.

The result described above is similar to that obtained in Ref.  for the (2+1)-dimensional solitons in a layered medium without BG: there too, a *finite positive* average value of the Kerr coefficient was necessary for the existence of any soliton, stable or unstable. It will be shown in the next section that the same result is also true for the one-dimensional layered NLS system. On the other hand, a difference of the present model from the NLS one is that the sign of the nonlinearity is not crucial (as it was explained in detail above). Indeed, the substitution $`u^{}\stackrel{~}{u}`$, $`v^{}=\stackrel{~}{v}`$ transforms Eqs. (3) and (4) into themselves, but with the opposite sign of the Kerr coefficient $`\gamma (z)`$, i.e., with

$$\gamma (z)=\{\begin{array}{cc}\stackrel{~}{\gamma }_+\left|\gamma _{}\right|,& \mathrm{if}\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}<z<\stackrel{~}{L}_+L_{},\\ \stackrel{~}{\gamma }_{}\gamma _+,& \mathrm{if}\stackrel{~}{L}_+<z<L_++L_{},\end{array}.$$
(12)
Therefore, there must exist another stability area in the region where the average Kerr coefficient is negative, i.e., $`L_+\gamma _+<1/2`$. However, the distribution (“nonlinearity-management map”) of the Kerr coefficient corresponding to Eq. (12) does not satisfy the second normalization condition (7). Therefore, it is necessary to additionally redefine the wave fields, so that

$$(\stackrel{~}{u},\stackrel{~}{v})\frac{(\stackrel{~}{\stackrel{~}{u}},\stackrel{~}{\stackrel{~}{v}})}{\sqrt{\stackrel{~}{L}_+\stackrel{~}{\gamma }_++\stackrel{~}{L}_{}|\stackrel{~}{\gamma }_{}|}}=(\stackrel{~}{\stackrel{~}{u}},\stackrel{~}{\stackrel{~}{v}})\sqrt{\frac{1L_+}{L_++\gamma _+2L_+\gamma _+}},$$
(13)
where $`\stackrel{~}{L}_{}L_\pm `$, and Eqs. (8) and ( 12) were taken into regard. Finally, with regard to the transformation (13), the second stability region (not shown in Fig. 1), corresponding to the negative average value of the Kerr coefficient, is obtained from the region shown in Fig. 1 by the transformation

$$(L_+;\gamma _+)(1L_+;\frac{1L_+\gamma _+}{L_++\gamma _+2L_+\gamma _+}).$$

In the cases when the initial pulse (11) gives rise to a stable soliton, the formation of the soliton is accompanied by emission of radiation, and, possibly, by generation of a small additional pulse. An example of stable soliton formation is shown in Fig. 2. The emission of radiation is conspicuous in the case when a stable soliton is in the proximity of the lower stability border. On the other hand, in the unstable case the initial pulse completely decays into radiation; a typical example is shown in Fig. 3. Strong symmetry breaking evident in Figs. 2 and 3 has, plausibly, the same reason as in Fig. 7(a), which is discussed below.

The stability diagram displayed in Fig. 1 was obtained by simulations of Eqs. (3) and (4) with the initial conditions (11) having $`\theta =\mathrm{0.\hspace{0.17em}484}\pi `$, which is close to the above-mentioned stability-limiting value $`\theta _{\mathrm{cr}}0.506\pi `$ of the standard model (1), (2 ) which has $`\gamma 1`$. The stability region may, of course, depend on the initial value of $`\theta `$, or, in other words, on the initial value of the soliton’s power, defined by the expression (5), which is $`P_{\mathrm{sol}}=\left(4/3\right)\theta `$ for the configuration (11). As for the dependence of the stability region \[defined in terms of the parameter plane $`(L_+,\gamma _+)`$, as in Fig. 1 \] on soliton’s power, one may naturally expect that the dependence is strongest when the initial value of $`\theta `$ is close to the above-mentioned value $`\theta _{\mathrm{cr}}`$, which is the stability border for solitons in the ordinary BG model (1), (2). Our simulations show that, in fact, the stability region shows virtually no sensitivity to the variation of $`\theta `$: for example, decreasing $`\theta `$ from the value $`\theta =\mathrm{cos}^1(0.05)\mathrm{0.\hspace{0.17em}484}\pi `$, corresponding to Fig. 1, to $`\theta =\mathrm{cos}^1\left(0.15\right)0.452\pi `$, produces no visible change whatsoever in the shape of the stability region. Because the region shows no sensitivity to the initial power in the case when the sensitivity might be strongest, we conjecture (which is also corroborated by additional simulations for essentially smaller values of $`\theta `$) that the stability diagram shown in Fig. 1 is a universal one, without any tangible dependence upon the soliton’s power.

In this connection, it may be relevant to mention a somewhat similar stability property of the gap solitons in the ordinary model (1) and (2): besides the zero-velocity ones given by Eqs. (11), more general analytical solutions for solitons moving at an arbitrary velocity $`V`$, which takes values in the interval $`1<V<1`$, are also known . This generalization of the exact soliton solutions is not trivial, as Eqs. (1) and (2) do not feature any invariance with respect to the change of the reference frame; for the same reason, the stability limit for the moving solitons cannot be obtained by any straightforward transformation from that for the zero-velocity ones. Nevertheless, direct numerical results  show that, although the corresponding limit value $`\theta _{\mathrm{cr}}`$ does depend on $`V`$, the dependence is very weak: as $`V`$ increases from $`0`$ to $`1`$, the stability boundary gradually moves from the above-mentioned value $`\theta _{\mathrm{cr}}(V=0)0.506\pi `$ to $`\theta _{\mathrm{cr}}(V=1)0.508\pi `$.

## 3 Stability of solitons in the NLS equation with spatially modulated nonlinearity

It is well known that the BG model based on Eqs. (1) and (2) is related to the NLS equation: in the limit $`\theta 0`$, a small-amplitude broad gap soliton given by Eqs. (11) is asymptotically equivalent to the NLS soliton. Therefore, in the limit of small $`\theta `$ Eqs. (3) and (4) are tantamount to the NLS equation (10) with the periodically modulated nonlinear coefficient. On the other hand, for solitons with a small amplitude $`\theta `$ and a large width $`1/\theta `$, a characteristic diffraction length, which determines the dynamical scale for the evolution of the soliton, is $`1/\theta ^2`$. This length is much larger than the modulation period of the Kerr coefficient, which is $`L1`$ in the present notation, hence the small-amplitude broad soliton will feel only the average value (9) of the Kerr coefficient. This, in turn, means that the broad solitons should be stable in both the BG and NLS models for any positive value of the average Kerr coefficient $`\overline{\gamma }`$.

The latter conclusion appears to be in contradiction with the results presented in Fig. 1, where, as was stressed above, for all the stable solitons the average Kerr coefficient $`\overline{\gamma }`$ was found to exceed the minimum value $`0.3`$. However, direct simulations of very broad solitons in either model (the BG or NLS one) are quite difficult to run, and they do not readily produce definite results, as very long propagation is necessary, in view of the large value of the above-mentioned diffraction length for these solitons. Besides that, it is not easy to distinguish a small-amplitude soliton from radiation waves which it sheds off in the course of the evolution. Lastly, this issue, i.e., finding exact stability limits for very broad gap and NLS solitons, is of no practical interest, as experiments with such solitons would require very large samples of the layered waveguide and would therefore be extremely difficult, not promising anything for applications. Therefore, we did not try to investigate this issue in detail.

Nevertheless, for the sake of the comparison between the two models just in the case when they are really different, it is of interest to generate a stability diagram for (not-very-broad) NLS solitons, of the same type as the diagram displayed in Fig. 1. To this end, systematic simulations of Eq. (10) were performed, with $`\gamma (z)`$ taken as per Eqs. (6), ( 8). The simulations began with the initial condition

$$u_0(x)=\eta \mathrm{sech}\left(\eta x\right),$$
(14)
that would generate an exact soliton in the NLS equation with $`\gamma 1`$. In view of the above-mentioned difficulties with simulations of very broad solitons, definite results were obtained for the initial configurations (14) with $`\eta \eta _{\mathrm{min}}=0.5`$ \[for $`\eta =0.4`$, the situation is very similar, but residual evolution of the soliton does not completely cease during the simulation time; note the $`\eta =0.5`$ corresponds, roughly, to $`\theta =\pi /6`$ in the case of the gap soliton (11), if the comparison is made by the soliton’s width\] .

The result is that, for all the moderately narrow initial solitons of the type (14), the thus obtained stability diagram is virtually  *indistinguishable* from its counterpart in Fig. 1. This finding once again stresses the universal character of the stability diagram presented in Fig. 1, as it applies to both models in the case when they are really different.

The difference between the BG and NLS models becomes drastic if the amplitude $`\eta `$ of the initial pulse (14) is high (recall that the amplitude of the NLS soliton may be indefinitely large, while the amplitude of the gap solitons (11), which is $`\left(2/\sqrt{3}\right)\mathrm{sin}\left(\theta /2\right)`$, does not exceed the maximum value $`2/\sqrt{3}`$ ). It is obvious that, for very narrow solitons with large $`\eta `$, whose diffraction length $`1/\eta ^2`$ is much smaller than the modulation period $`L=1`$, the periodic change of the nonlinearity sign, as per Eq. (6), is a strong perturbation that may destroy the soliton. Indeed, running the simulations for the NLS equation (10) with the initial condition (10), we have observed that the stability region strongly shrinks (compared with that shown in Fig. 1) in the case of large $`\eta `$. Moreover, even if the evolution of the initial pulse (14) with large $`\eta `$ results in the appearance of stable solitons, they were frequently produced by *splitting* of the initial pulse. The situation was classified as a stable one if stable solitons finally appeared in any fashion.

An example of the thus defined stability diagram for the NLS model (10 ) with a large initial amplitude $`\eta =5`$ is displayed in Fig. 4, and an example of the splitting of the initial pulse into two secondary solitons with a much smaller amplitude is presented in Fig. 5. In the case $`\eta =5`$ , the splitting was always observed if, for instance, the parameter $`L_+`$ was fixed to be $`0.4`$. We did not aim to find the smallest value of the initial amplitude which gives rise to the splitting, as this would require running extremely long simulations (it is plausible that the splitting distance diverges around that smallest value of $`\eta `$).

In some other cases, a stable soliton, with an amplitude essentially smaller than the large initial amplitude, appears as a result of what may be interpreted as splitting of the initial pulse into a central soliton and two very weak additional solitons which move aside. A typical example of this outcome is shown in Fig. 6.

## 4 Interactions between solitons and generation of moving solitons

Coming back to gap solitons, we note that, as the standard model (1), (2) is not integrable, interactions between the gap solitons are not elastic. This has already been demonstrated in the first direct simulations of the model . One may, therefore, expect that interactions between stable gap solitons in Eqs. (3) and (4) will not be elastic either.

We studied interactions between gap solitons, taking two identical ones, giving them an initial phase difference $`\mathrm{\Delta }\varphi `$, and placing them at some distance $`\mathrm{\Delta }x`$ from each other. As a result, we observed that, quite naturally, the in-phase solitons with $`\mathrm{\Delta }\varphi =0`$ attract each other, while out-of-phase ones with $`\mathrm{\Delta }\varphi =\pi `$ mutually repel, see Figs. 7(a) and 7(c). In the intermediate case $`\mathrm{\Delta }\varphi =\pi /2`$, the solitons also repel each other, see Fig. 7(b).

Fig. 7 demonstrates two other important features. First, it clearly shows that stable moving solitons also exists in the present model, and they can be easily generated. Second, in the case when the two solitons initially attract each other, and hence temporarily merge into a “lump” \[see Fig. 7(a)\], conspicuous spontaneous symmetry breaking is observed, and the outcome of the interaction is inelastic: generation of an extra moving (quasi-)soliton, along with some radiation, is clearly seen. In fact, this spontaneous symmetry breaking, in the case of the initially attractive interaction, is similar to an effect recently reported in Ref. . It seems plausible that an explanation which was proposed in that paper applies to the present case as well: the above-mentioned “lump” is subject to modulational instability , hence the amplification of small random numerical perturbations by the instability gives rise to the symmetry breaking.

Collisions between moving solitons may also lead to inelastic interactions, but detailed simulations of such collisions are beyond the scope of this paper.

## 5 Conclusion

In this work, we have introduced a model that describes a planar nonlinear waveguide, equipped with a Bragg grating and composed of periodically alternating self-focusing and self-defocusing layers. The main result, obtained by means of systematic simulations of the evolution of solitons in the model, was presented as the soliton’s stability diagram on the parameter plane of the model; it has been found that the diagram practically does not depend on the soliton’s power. An important feature revealed by the stability diagram is that a minimum non-zero value of the average Kerr coefficient is necessary for the existence of stable solitons.

To compare the result with the nonlinear Schrödinger model, where the Kerr coefficient is subjected to the same sign-changing modulation as in the Bragg-grating model, the NLS model was also simulated in a systematic way. It has been found that, for moderately narrow NLS solitons, the stability diagram is virtually identical to that for the gap solitons, which stresses the universal character of this diagram. For very narrow NLS solitons, the stability region is much smaller, and, in the latter case, stable solitons frequently appear as a result of splitting of the initial pulse.

Interactions between two identical stable gap solitons with an initial phase difference between them were simulated too. As a result, stable moving solitons were easily generated, and a strong spontaneous symmetry breaking was observed in the case when two in-phase solitons pass through each other.

Figure Captions

Fig. 1. The stability diagram for solitons in the model based on Eqs. (3), (4) and (6), (8). The stability region is bounded by the lower solid curve, while the upper curve, the hyperbola $`L_+\gamma _+=1`$, is a border of the parametric area where the local Kerr coefficient periodically changes its sign. The dashed curve is the hyperbola $`L_+\gamma _+=1/2`$ along which the average value of nonlinearity is zero.

Fig. 2. An example of the formation of a stable soliton when $`L_+=0.5`$ and $`\gamma _+=1.7`$. Only the $`u`$ component is shown.

Fig. 3. An example of the decay of the initial pulse (11) into radiation at a point belonging to the unstable region in Fig. 1, with $`L_+=0.5`$ and $`\gamma _+=1.2`$. Only the u component is shown.

Fig. 4. A narrow stability region in the nonlinear Schrödinger model ( 10) where the Kerr coefficient periodically changes its sign as per Eqs. (6) and (8) for the case when the initial pulse is given by Eq. (14) with $`\eta =5`$.

Fig. 5. An example of splitting of the narrow pulse in the NLS model (10), (14) into two secondary solitons with a smaller amplitude in the case $`\eta =5`$. The parameters of the model are $`L_+=0.35`$ and $`\gamma _+=2.74`$. The propagation distance shown in this figure is $`200`$ (i.e., $`200`$ modulation periods).

Fig. 6. An example of spitting of the narrow pulse in the NLS model (10), (14) into a central soliton with a smaller amplitude and two very weak side pulses in the case $`\eta =5`$. The parameters of the model are almost the same as in Fig. 5, with a difference that $`\gamma _+=2.76`$.

Fig. 7. The interaction of two identical stable solitons, with the initial phase difference $`\mathrm{\Delta }\varphi `$ and separation $`\mathrm{\Delta }x`$ between their centers, when $`L_+=0.5`$, $`\gamma _+=1.94`$. The solitons have been generated from the initial configuration (11) with $`\theta \mathrm{0.\hspace{0.17em}484}\pi `$ (the same value as the one used in Fig. 1). The three cases displayed in the figure correspond to (a) $`\mathrm{\Delta }\varphi =0`$, $`\mathrm{\Delta }x=12`$; (b) $`\mathrm{\Delta }\varphi =\pi /2`$, $`\mathrm{\Delta }x=8`$; (c) $`\mathrm{\Delta }\varphi =\pi `$, $`\mathrm{\Delta }x=12`$. Only the u component is shown.


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# 1 Introduction

## 1 Introduction

The AdS/CFT correspondence relates large $`N`$ quantum gauge theories and gravity or string theories in anti-de Sitter (AdS) spacetime. We can compute various quantities in Large $`N`$ Yang-Mills theories by using gravity in AdS backgrounds. For example, partition functions of a four dimensional $`𝒩=4`$ supersymmetric Yang-Mills theory with a source term $`J_i𝒪_id^4x`$ for gauge invariant operators $`𝒪_i`$ are computed as classical actions of supergravity solutions in the $`\mathrm{AdS}_5`$ background. Each source $`J_i`$ of operators $`𝒪_i`$ with conformal dimension $`d_i`$ is taken into account in the supergravity computation as a boundary condition $`\varphi _iJ_ir^{4d_i}`$ on the conformal boundary at $`r=0`$ for a supergravity field $`\varphi _i`$ corresponding to the operator $`𝒪_i`$. (The conformal metric $`ds^2=(dr^2+\eta _{\mu \nu }dx^\mu dx^\nu )/r^2`$ is assumed.) This idea is based on the fact that the near horizon geometry of a large number of coinciding D3-branes is $`\mathrm{AdS}_5\times \mathrm{S}^5`$ and gauge invariant operators in the Yang-Mills theory on the D3-branes couple to bulk fields. In the weak coupling regime, the D3-branes can be treated as branes without thickness in the flat background and the sources for gauge invariant operators $`𝒪_i`$ are supplied by expectation values of bulk fields $`\varphi _i`$ via brane-bulk coupling $`𝒪_i\varphi _id^4x`$. In strong coupling regime, this is re-interpreted as boundary conditions mentioned above. Although a lot of works had been done about this correspondence between boundary operators and bulk fields, only restricted types of operators had been discussed.

Recently, Berenstein, Maldacena and Nastase suggested correspondence between new class of boundary operators and bulk fields. They defined a charge $`J`$ associated with a $`\mathrm{U}(1)`$ subgroup of the $`\mathrm{SU}(4)_R`$ symmetry of four dimensional $`𝒩=4`$ supersymmetric Yang-Mills theory and investigated operators with large $`J`$ and small $`dJ`$. The conformal dimension $`d`$ of an operator is bounded below by the BPS bound $`dJ`$. In the context of bulk supergravity, $`J`$ is regarded as the angular momentum along a certain direction in $`\mathrm{S}^5`$. Therefore, near BPS operators with small $`dJ`$ and large $`J`$ correspond to fields with near light like momentum in $`\mathrm{AdS}_5\times \mathrm{S}^5`$. In the Penrose limit, which is a natural limit to study near light-like fields, the background geometry $`\mathrm{AdS}_5\times \mathrm{S}^5`$ reduces to a PP-wave background. This background has maximal supersymmetry as $`\mathrm{AdS}_5\times \mathrm{S}^5`$. Recently, string on this background was exactly solved by the Green Schwarz formalism in light-cone gauge. In Ref, it is shown that the string spectrum on the pp-wave background is exactly reproduced as single trace operators constructed from $`tr(𝒵^J)`$ by insertion of fields carrying $`dJ=1`$.

In the weak coupling regime, in which the D3-branes are treated as branes without thickness in the flat spacetime, the suggested correspondence between string states and operators implies that closed strings with large angular momenta couple to corresponding single trace operators defined on the D3-branes. The purpose of this work is to check directly by CFT computation that such couplings between closed strings and the operators really exist. By computing disk amplitudes we explicitly show that the correspondence given in  is correctly reproduced as couplings among large angular momentum closed strings and open strings on D3-branes. Although explicit calculation is given only in the case that the string excitation is purely bosonic or includes one fermion oscillator, it is plausible that the correspondence is proved in the same way in the general case.

Usually, strings on the pp-wave background are studied by the light-cone GS formalism. Here, to use the worldsheet CFT tecnique, we use the NSR formalism. In the light-cone formalism, the interpretation of the light-cone direction in the boundary CFT is not clear. This is related to a question discussed in several works: “where does the dual gauge theory live?” To avoid this problem, and clarify the correspondence between string modes and single trace operators, we define ‘spacelike light-cone’ in the next section.

## 2 Spacelike light-cone

Let us consider coinciding D3-branes in the flat Minkowski spacetime. We denote the spacetime coordinates $`X^I`$ ($`I=0,\mathrm{},9`$) where $`X^\mu `$ ($`\mu =0,1,2,3`$) are Neumann directions and $`X^i`$ ($`i=4,5,6,7`$), $`Z=(X^8+iX^9)/\sqrt{2}`$ and $`Z^{}`$ are Dirichlet directions. We define $`J`$ as the angular momentum on the $`Z`$-plane. We will discuss closed strings with large $`J`$ compared with the excitation number $`L_0+\stackrel{~}{L}_0`$.

In , the operator-string state correspondence is discussed in the framework of AdS/CFT correspondence. In this case, we should take the large ’t Hooft coupling limit. The ’t Hooft coupling $`\eta =Ng_{\mathrm{YM}}^2`$ determines the radius of the AdS5 and large $`\eta `$ justifies the treatment of the AdS5 background as a solution of supergravity. In this paper, we use a completely different approach. We are going to study the correspondence as interactions between closed strings and D3-branes in the flat Minkowski background. Thus, we should assume the ’t Hooft coupling $`\eta `$ (and the string coupling $`g_{\mathrm{str}}`$) is sufficiently small. Similarly, we do not have to take the large $`N`$ limit, which is necessary in the AdS/CFT framework to decouple uncontrollable effects of the quantum gravity. We emphasize that we are not going to consider AdS/CFT correspondence. We will only study the coupling between closed strings and operators in a weak coupling gauge theory.

When we compute amplitude, we consider only colliding processes satisfying the following conditions.

* Zero momentum condition: Every open string participating in processes has zero momentum.
* Least number condition: The number of open string vertices is the smallest for a given closed string state.

Because we are assuming the small string coupling constant, contribution of higher genus worldsheets are suppressed and we can take a disk amplitude as a leading contribution. If the number of open string vertices inserted on the boundary of the disk is $`n`$, the amplitude is proportional to $`g_{\mathrm{str}}^{n/2}`$. (The factor $`g_{\mathrm{str}}`$ due to one closed string vertex inserted inside the disk is included.) Therefore, the contribution of a diagram with the least number of the open string vertex dominates. Therefore we may focus on single trace operators satisfying the least number condition.

We adopt the zero momentum condition to simplify the computation of amplitudes. Of cause, if we want to consider local operators, we should represent them as superpositions of infinite number of Fourier modes. Such a treatment is necessary if we discuss correlation functions of local operators. We leave this problem for future study.

The zero momentum condition drastically reduces the open string states we have to consider. Because only massless fields can be on-shell at zero momentum, it is sufficient to consider states in the $`𝒩=4`$ vector multiplet. The fields and corresponding vertex operators are summarized in Table 1. We have chosen boson and fermion vertices in picture $`0`$ and in picture $`1/2`$, respectively.

The zero momentum condition also constrains closed string states. By the momentum conservation, closed strings cannot carry momenta longitudinal to the D3-branes. This forbids on-shell plane waves except massless states with constant wave functions. However, we can consider closed strings carrying non-vanishing angular momenta in the following way. Vertex operators of closed strings generally have the form

$$𝒪_c=V\stackrel{~}{V}f(X^I),$$
(1)
where $`V`$ and $`\stackrel{~}{V}`$ represent excitations of left and right-moving parts, respectively, which are the origin of the spin and the mass of the states, and $`f(X^I)`$ is an orbital wave function. First, let us discuss the wave function $`f(X^I)`$. For the vertex operator to be primary operator with conformal dimension $`(1,1)`$, the wave function should satisfy the Laplace equation:

$$(_i_i+2_z_z^{}M^2)f(X^i,Z,Z^{})=0.$$
(2)
The wave function does not depend on the longitudinal coordinates $`X^\mu `$ because of the zero momentum condition. $`M`$ in the Laplace equation (2) is a mass of the state determined by the conformal dimension of the oscillator parts $`V`$ and $`\stackrel{~}{V}`$. If we assume a plane wave function $`f(X^I)=\mathrm{exp}(ikX)`$, only zero momentum mode ($`f(X^I)=`$const) of massless states can satisfy (2). However, if we do not do so, there exist many non-trivial wave functions. What we will consider is a wave function $`f_J(Z,Z^{})`$ depending on $`Z`$ and $`Z^{}`$ and satisfying the $`J`$ eigenstate equation

$$(Z_ZZ^{}_Z^{})f_J(Z,Z^{})=Jf_J(Z,Z^{}).$$
(3)
Although the function $`f_J`$ grows exponentially at large $`|Z|`$, only the leading term in its power series expansion in $`Z`$ contributes amplitudes of processes satisfying the least number condition and the divergence of $`f_J`$ does not cause any problems. Therefore, we can use the wave function $`f_J(Z,Z^{})`$ to make the closed string vertex (1). We normalize the wave function such that the coefficient of the leading term is one.

$$f_J(Z,Z^{})=\underset{k=0}{\overset{\mathrm{}}{}}\frac{(M^2Z^{})^k}{k!}\frac{Z^{J+k}}{(J+k)!}.$$
(4)
Next let us determine physical components of the oscillator factors $`V`$ and $`\stackrel{~}{V}`$. We discuss only massless states here. Excited states can be treated in a similar way. The vertex operator of the massless NS-NS fields in picture $`(1,1)`$ is

$$𝒪_c=V_1[\zeta ]\stackrel{~}{V}_1[\stackrel{~}{\zeta }]f_J,$$
(5)
where the excitation parts $`V_1`$ and $`\stackrel{~}{V}_1`$ are given by

$$V_1[\zeta _I]=\zeta _IV_1^I=e^\varphi (\zeta _I\psi ^I),\stackrel{~}{V}_1[\stackrel{~}{\zeta }_I]=\stackrel{~}{\zeta }_I\stackrel{~}{V}_1^I=e^{\stackrel{~}{\varphi }}(\stackrel{~}{\zeta }_I\stackrel{~}{\psi }^I),$$
(6)
and the wave function is $`f_J=Z^J`$. The physical components of the polarization vectors $`\zeta _I`$ and $`\stackrel{~}{\zeta }_I`$ are determined as follows. The BRS invariance of the vertex operator requires the following OPE to be regular.

$$j_{\mathrm{BRS}}(w)cV_1f_J(z)\frac{1}{wz}\eta c\zeta ^I\frac{f_J}{X^I}.$$
(7)
Because $`f_J=Z^J`$, This implies that $`\zeta ^z=0`$. The gauge transformation of this vertex operator is

$$j_{\mathrm{BRS}}(w)c\mathrm{\Lambda }_1(z)\frac{1}{wz}ce^\varphi \psi ^I\frac{\lambda }{X^I},$$
(8)
where $`\lambda `$ is the gauge transformation parameter depending on the coordinates $`X^I`$ and $`\mathrm{\Lambda }_1`$ is the following operator in picture $`1`$.

$$\mathrm{\Lambda }_1e^{2\varphi }\xi \lambda (X^I).$$
(9)
If we take $`\lambda =Z^{J+1}`$, the gauge transformation (8) implies that $`\zeta ^z^{}`$ is a gauge degree of freedom. Thus, we conclude that physical components of the vector $`\zeta ^I`$ are $`\zeta ^\mu `$ ($`\mu =0,1,2,3`$) and $`\zeta ^i`$ ($`i=4,5,6,7`$). In other word, physical degrees of freedom are $`J=0`$ components of the polarization vector. The same condition is obtained for the right moving part polarization vector $`\stackrel{~}{\zeta }^I`$ by using $`\stackrel{~}{j}_{\mathrm{BRS}}`$. This situation is quite similar to the light-cone formalism, in which the wave function include a plane wave factor $`e^{ik^{}X^+}`$ and physical mode oscillations are transverse to the light-cone coordinates $`X^\pm `$. In this sense, we refer to the $`Z`$-plane as ‘(spacelike) light-cone’ directions.

Similar arguments can be applied to fermionic vertices. The excitation factor representing the R-vacuum in picture $`1/2`$ is

$$V_{1/2}[u_a]=u_aV_{1/2}^a=e^{\varphi /2}(u_aS^a),$$
(10)
where $`u_a`$ is a $`16`$-component polarization spinor. The OPE of the vertex and the BRS current is

$$j_{\mathrm{BRS}}(w)cV_{1/2}f(z)\frac{1}{wz}\eta c(u\mathrm{\Gamma }^I\overline{S})\frac{f_J}{X^I}.$$
(11)
If we take the massless wave function $`f_J=Z^J`$, the BRS invariance condition demands that the spinor $`u`$ satisfies

$$u\mathrm{\Gamma }^z=0.$$
(12)
This implies that eight components of $`u_a`$ carrying $`J=1/2`$ are physical.

## 3 Bosonic excitations

In the last section, we have determined the massless physical states of a closed string with ‘light-cone’ angular momentum. They consist of 128 bosonic and 128 fermionic massless physical states. Similarly to the ordinary light-cone GS formalism, the whole Fock space of closed string physical states is constructed by exciting these $`256`$ vacuum states by oscillators of eight boson fields carrying $`J=0`$ and eight fermions carrying $`J=1/2`$. In this section, we discuss closed string states excited by only bosonic oscillators $`X_n^\mu `$ ($`\mu =0,1,2,3`$) and $`X_n^i`$ ($`i=4,5,6,7`$). Because we can construct all the $`256`$ ground states from one of them as states ‘excited’ by fermionic zero modes, we here choose one ground state as a ‘vacuum’ state. It will be specified in the next section. We represent the vertex operator of the ‘vacuum’ state of a closed string by

$$𝒪_c=f_J(Z,Z^{}),$$
(13)
where $``$ is an operator in picture $`2`$ consisting of matter fermions and superconfomal ghosts as will be shown in the next section.

Let us consider a non-vanishing disk amplitude including one closed string vertex (13) and the least number of open string vertices. Because the closed string vertex has the factor $`Z^J`$, we need at least $`J`$ open string vertices $`_{}Z^{}`$. As we see below, this amplitude does not vanish if $``$ is chosen appropriately. The amplitude we would like to compute is

$$𝒜_0=d^{J1}\theta c\stackrel{~}{c}𝒪_c(\text{center})c𝒪_J(2\pi )𝒪_{J1}(\theta _{J1})\mathrm{}𝒪_2(\theta _2)𝒪_1(\theta _1),$$
(14)
where $`𝒪_i(\theta _i)=_{}Z^{}(\theta _i)`$. (Figure 1) The integral $`d^{J1}\theta `$ is defined by

$$d^{J1}\theta _0^{2\pi }𝑑\theta _{J1}_0^{\theta _{J1}}𝑑\theta _{J2}\mathrm{}_0^{\theta _2}𝑑\theta _1.$$
(15)
We fix the residual $`\mathrm{SL}(2,𝐑)`$ diffeomorphysm by putting the closed string vertex at the center of the disk and the open string vertex $`𝒪_J`$ at the point $`\theta =2\pi `$ on the boundary. The amplitude factorizes as

$$𝒜_0=c\stackrel{~}{c}(\text{center})c(\theta =0)\frac{J!}{J}d^{J1}\theta \underset{i=1}{\overset{J}{}}Z(\text{center})_{}Z^{}(\theta _i),$$
(16)
where $`J!`$ represents the number of combinations of contractions between $`J`$ $`Z`$s and $`J`$ $`_{}Z^{}`$ and the $`1/J`$ factor reflects the ambiguity of the choice of the position-fixed vertex $`𝒪_J`$. Because the conformal ghost factor $`c\stackrel{~}{c}c`$ and the matter fermion and superconformal ghost factor $``$ give just constant factors, let us focus on the contribution from contractions of $`Z`$ and $`Z^{}`$. The Green function of a scalar field on the unit disk with Dirichlet boundary condition is

$`\varphi (w)\varphi (z)=\mathrm{log}|wz|+\mathrm{log}|1wz^{}|.`$ (17)
From this Green function, we easily obtain

$$Z(0)_{}Z^{}(e^{i\theta })=1.$$
(18)
By substituting (18) into (16) and carrying out the integrations, we obtain

$$𝒜_0=c\stackrel{~}{c}c(J1)!I_{J1}(2\pi ).$$
(19)
The function $`I_n(x)`$ is defined as an integration over $`n`$ ordered variables in the interval $`[0,x]`$.

$$I_n(x)=_0^x𝑑x_n_0^{x_n}𝑑x_{n1}\mathrm{}_0^{x_2}𝑑x_11=\frac{x^n}{n!}.$$
(20)
The amplitude (19) is interpreted as a coupling between the closed string state (13) and the single trace operator $`tr(𝒵^J)`$.

Let us consider excitation modes of a closed string. We first discuss excitation by oscillators of Dirichlet directions $`X_n^i`$ and $`\stackrel{~}{X}_n^i`$ ($`i=4,5,6,7`$). The excitation by oscillators of Neumann directions $`X_n^\mu `$ and $`\stackrel{~}{X}_m^\mu `$ ($`\mu =0,1,2,3`$) will be mentioned later. An excitation by $`X_n^i`$ ($`\stackrel{~}{X}_n^i`$) is realized by adding a factor $`^nX^i`$ ($`\stackrel{~}{}^nX^i`$) to the massless vertex operator. Here we discuss only the case with one left-moving excitation $`X_m^i`$ and one right-moving excitation $`\stackrel{~}{X}_n^j`$. Generalization to the case with arbitrary number of excitations is straightforward. The vertex operator is

$$𝒪_c=\frac{1}{m!}^mX^i\frac{1}{n!}\stackrel{~}{}^nX^jZ^J.$$
(21)
In general, vertex operators obtained in this way are not BRS invariant and we need to add extra terms in order to make them BRS invariant. For example, the massive wave function $`f_J`$ is not simply $`Z^J`$ but includes infinite terms of the form $`Z^{J+k}Z^k`$ (k=1,2,…). However, these terms do not contribute amplitudes we will consider below because these extra terms consist of larger number of fields than the leading term $`Z^J`$ and some of them do not have partner operators to be contracted with in amplitudes satisfying the least number condition. We also need to modify the excitation part $`V\stackrel{~}{V}^mX^i\stackrel{~}{}^nX^j`$ because operators of the form $`^nX^I`$, $`\stackrel{~}{}^nX^I`$ and their products are in general not primary operators. We have to add extra terms to the vertex operators. In the computation of amplitudes given below, we neglect such extra terms. Although we can explicitly show for some simple examples that they indeed do not contribute the amplitude, in order to prove the irrelevance of these terms for arbitrary cases, we need detailed investigation of structure of vertex operators of circular wave closed strings. Unfortunately, we have not obtained a strict proof at this point and we just suppose that these terms do not affect our analysis of the operator-string state correspondence.

If we replace $`𝒪_c`$ in (16) by the vertex (21), the amplitude vanishes. To obtain non-vanishing amplitude, we need two vertices $`_{}X^i(\phi )`$ and $`_{}X^j(\phi ^{})`$ on the boundary in addition to the $`J`$ vertices $`_{}Z^{}(\theta _i)`$. We insert these two extra vertices into the $`p`$-th and $`q`$-th intervals. (Figure 2) Namely, the angles $`\phi `$ and $`\phi ^{}`$ satisfy

$$\theta _{p+1}>\phi >\theta _p,\theta _{q+1}>\phi ^{}>\theta _q.$$
(22)
Contribution from the contractions between these extra open string vertices and excitation factors in the closed string vertex (21) is obtained from the correlation function (17).

$$\frac{1}{m!}^mX^i(0)_{}X^i^{}(e^{i\phi })=\delta ^{ii^{}}e^{im\phi },\frac{1}{n!}\stackrel{~}{}^nX^j(0)_{}X^j^{}(e^{i\phi ^{}})=\delta ^{jj^{}}e^{in\phi ^{}}.$$
(23)
The amplitude is given by

$$𝒜=c\stackrel{~}{c}c\frac{J!}{J}d^{J1}\theta _{\theta _p}^{\theta _{p+1}}𝑑\phi _{\theta _q}^{\theta _{q+1}}𝑑\phi ^{}e^{im\phi }e^{in\phi ^{}}.$$
(24)
(If the directions of the polarizations of the two excitations coincide, there are one more term coming from the other contraction of boson fields. We here assume $`ij`$.) When the number $`J`$ is very large and both $`|pq|`$ and $`J|pq|`$ are the same order of magnitude as $`J`$, this integral can be estimated with the help of the dilute gas approximation. (see Appendix) We replace the integration over $`J1`$ angular variables $`\theta _k`$ by a constant factor $`I_{J1}(2\pi )`$ and fixed even-interval points $`\theta _k=2\pi k/J`$ and we have

$$𝒜=\frac{(2\pi )^2}{J^2}e^{im2\pi p/J}e^{in2\pi q/J}𝒜_0.$$
(25)
This amplitude implies that the existence of a coupling between the closed string state (21) and the single trace operator

$$\underset{p,q=1}{\overset{J}{}}e^{2\pi i(mp/Jnq/J)}tr(𝒵^{Jp}\varphi _i𝒵^{pq}\varphi _j𝒵^q).$$
(26)
Of cause, when $`mn`$, this amplitude vanishes because of the summation of $`p`$ and $`q`$. Generalization to the case with arbitrary number of excitations are straightforward. This result coincide with the suggestion in .

In the argument above, we have assumed $`m,n1`$. It is also possible to consider ‘level 0’ excitation by adding a factor $`X^i`$ to the vertex operator. The contraction between this factor and a vertex on the boundary is

$$X^i(0)_{}X^i(e^{i\theta })=1.$$
(27)
Thus, this corresponds to an insertion of the scalar field $`\varphi _i`$ in the single trace operator without phase factor like

$$\underset{p=1}{\overset{J}{}}tr(𝒵^{Jp}\varphi _i𝒵^p).$$
(28)
The factor $`X^i`$ in the closed string vertex changes the wave function $`f_J`$ rather than the oscillator parts $`V\stackrel{~}{V}`$. This is consistent with the fact that the operator (28) is a chiral primary and is related to a Kaluza-Klein mode of supergravity fields on $`𝐒^5`$ via the AdS/CFT correspondence.

Inclusion of excitations by oscillators of Neumann directions is straightforward. The Green function of a scalar field on the unit disk with Neumann boundary condition is

$$\varphi (w)\varphi (z)=\mathrm{log}|wz|\mathrm{log}|1wz^{}|+\frac{1}{2}(|w|^2+|z|^2).$$
(29)
From this, we can obtain correlation functions between operator $`^nX^\mu `$ or $`\stackrel{~}{}^nX^\mu `$ at the center of the disk and vertex operator $`_{}X^\mu `$ on the boundary as

$$\frac{1}{n!}^nX^\mu (0)_{}X^\nu (e^{i\theta })=i\eta ^{\mu \nu }e^{in\theta },\frac{1}{n!}\stackrel{~}{}^nX^\mu (0)_{}X^\nu (e^{i\theta })=i\eta ^{\mu \nu }e^{in\theta }.$$
(30)
Therefore, an excitation $`^nX^\mu `$ corresponds to an insertion of the gauge field $`A_\mu `$ with a phase factor like

$$\underset{p=1}{\overset{J}{}}tr(\mathrm{}A_\mu \mathrm{})e^{2\pi inp/J},$$
(31)
where $`p`$ is a position of $`A_\mu `$ inserted. A right moving excitation $`\stackrel{~}{}^nX^\mu `$ corresponds to a similar insertion with an opposite phase. The operator (31) is gauge invariant if $`n1`$. Indeed we can rewrite (31) up to constant factor as

$$\underset{p=1}{\overset{J}{}}tr(\mathrm{}[A_\mu ,]\mathrm{})e^{2\pi inp/J}.$$
(32)
Because we assume vanishing open string momenta, the commutator $`[A_\mu ,𝒪]`$ is equivalent to the covariant derivative $`D_\mu 𝒪=_\mu 𝒪+[A_\mu ,𝒪]`$ and is gauge covariant. Therefore, the trace (32) is a gauge invariant operator.

If $`n=0`$, however, the expression (32) identically vanishes. We can also see this on the CFT side as follows: Let us add a level zero excitation factor $`X^\mu `$ to a closed string vertex and compute the amplitude. Unlike the case of Dirichlet boundary condition, it has vanishing contraction with a vertex on the boundary.

$$X^\mu (0)_{}X^\nu (e^{i\theta })=0.$$
(33)
Therefore, we obtain a vanishing coupling between the closed string and the operator with gauge field insertion without phase factor.

## 4 Fermionic excitations

Let us discuss fermion excitations of closed strings. In the previous section, we have not specified the vacuum state (13). Let us begin with determining it. Among $`256`$ ground states, only one state gives non-vanishing one point function $``$. To determine such a $``$, we can use symmetries of the system. The rotational symmetry transverse to the spacelike light-cone is $`SO(1,3)\times SO(4)`$. By taking T-duality along $`X^4`$, $`X^5`$, $`X^6`$ and $`X^7`$, this symmetry is enhanced into $`SO(1,7)`$. Let us refer to this symmetry as $`\stackrel{~}{SO(1,7)}`$. In this section, we use this T-dual picture to make the $`\stackrel{~}{SO(1,7)}`$ symmetry manifest. To have non-vanishing $``$, we should take an $`\stackrel{~}{SO(1,7)}`$ singlet as $``$. There are two singlet physical states. One is an NS-NS state ($`=e^{\varphi \stackrel{~}{\varphi }}_{\mu =0}^7\psi _\mu \stackrel{~}{\psi }^\mu `$) and the other is an R-R state ($`=e^{\varphi /23\stackrel{~}{\varphi }/2}SC\mathrm{\Gamma }^z\stackrel{~}{S}`$). However, one point function of the R-R singlet state vanishes because it carries angular momentum $`J=1`$. Therefore, the ‘vacuum state’ should be the NS-NS singlet state. In the original picture before taking the T-duality, this operator is represented as

$$=e^{\varphi \stackrel{~}{\varphi }}\left(\underset{\mu =0}{\overset{3}{}}\psi _\mu \stackrel{~}{\psi }^\mu \underset{i=4}{\overset{7}{}}\psi ^i\stackrel{~}{\psi }^i\right).$$
(34)
This state should be identified with the unique ground state of a closed string in the PP-wave background. In the GS formalism, all the other massless states are generated from it by acting the zero modes of the GS fermions $`\psi ^a`$ in $`\mathrm{𝟖}_𝐬`$ representation of $`\stackrel{~}{SO(1,7)}`$. They belong to $`(\mathrm{𝟖}_𝐯+\mathrm{𝟖}_𝐜)\times (\mathrm{𝟖}_𝐯+\mathrm{𝟖}_𝐜)`$ of $`\stackrel{~}{SO(1,7)}`$ and are decomposed into irreducible representations as follows.

$$\begin{array}{cccc}\text{NS-NS}& \mathrm{𝟏}+\mathrm{𝟐𝟖}+\mathrm{𝟑𝟓}_𝐯,& \text{NS-R}& \mathrm{𝟖}_𝐬+\mathrm{𝟓𝟔}_𝐬,\\ \text{R-R}& \mathrm{𝟏}+\mathrm{𝟐𝟖}+\mathrm{𝟑𝟓}_𝐜,& \text{R-NS}& \mathrm{𝟖}_𝐬+\mathrm{𝟓𝟔}_𝐬.\end{array}$$
(35)
This completely coincides with a set of the antisymmetric products of from zero to eight $`\mathrm{𝟖}_𝐬`$’s. Therefore, we guess the corresponding operators in $`𝒩=4`$ SYM are ones with gaugino insertions without phase factor. As the simplest case, let us consider one gaugino insertion. The relevant closed string state must belongs to the $`\mathrm{𝟖}_𝐬`$ representation of $`\stackrel{~}{SO(1,7)}`$. The vertex operator of the $`\mathrm{𝟖}_𝐬`$ state in the R-NS sector is

$$𝒪_c=e^{\varphi /2\stackrel{~}{\varphi }}\overline{\zeta }_{\dot{a}}(\mathrm{\Gamma }_\mu )^{\dot{a}}{}_{b}{}^{}V_{1/2}^{b}\stackrel{~}{V}_1^\mu ,$$
(36)
where the physical state condition for the polarization spinor $`\overline{\zeta }_{\dot{a}}`$ is $`\overline{\zeta }\mathrm{\Gamma }^z=0`$. The amplitude we would like to compute is

$$𝒪_c_{}Z^{}\mathrm{}_{}Z^{}V_{1/2}[\lambda _a]_{}Z^{}\mathrm{}_{}Z^{},$$
(37)
where the gaugino vertex $`V_{1/2}[\lambda _a]`$ is inserted into the $`p`$-th interval $`[\theta _p,\theta _{p+1}]`$. Because the gaugino has no momentum, any conditions are not imposed on $`\lambda _a`$.

The amplitude is decomposed into several sectors. The sectors of boson fields $`X^I`$ and the conformal ghost are the same with what is discussed in the last section. In addition to it, we now have the superconformal ghost sector

$$e^{\varphi (0)/2}e^{\stackrel{~}{\varphi }(0)}e^{\varphi (z)/2}\frac{1}{z^{1/4}},$$
(38)
and the matter fermion sector

$$\overline{\zeta }_{\dot{a}}(\mathrm{\Gamma }^i)^{\dot{a}}{}_{b}{}^{}S_{}^{b}(0)\stackrel{~}{\psi }^i(0)\lambda _aS^a(z)\frac{1}{z^{3/4}}(\overline{\zeta }C\lambda ),$$
(39)
where $`C`$ is the charge conjugation matrix in ten-dimension. Because the closed string polarization spinor $`\overline{\zeta }`$ carries $`J=1/2`$, only half of $`\lambda `$ with $`J=1/2`$ participate in this process. These factors are combined into

$$𝒜d^{J1}\theta _{[p]}𝑑z\frac{1}{z}(\overline{\zeta }C\lambda ),$$
(40)
where $`[p]`$ is the arc between two points $`\theta _{p+1}`$ and $`\theta _p`$ on the boundary. By means of the dilute gas approximation, we obtain the following $`p`$-independent result.

$$𝒜\overline{\zeta }C\lambda .$$
(41)
This implies that the closed string state (36) couples to the gauge invariant operator

$$\underset{p=1}{\overset{J}{}}tr(𝒵^{Jp}\lambda ^{J=1/2}𝒵^p),$$
(42)
where $`\lambda ^{J=1/2}`$ represent eight components satisfying $`\lambda \mathrm{\Gamma }^z^{}=0`$. Because the NS-R closed string vertex

$$𝒪_c=e^{\varphi /2\stackrel{~}{\varphi }}\overline{\zeta }_{\dot{a}}(\mathrm{\Gamma }_\mu )^{\dot{a}}{}_{b}{}^{}V_{1}^{\mu }\stackrel{~}{V}_{1/2}^b,$$
(43)
also couples to the operator (42), a closed string state coupled to the boundary operator (42) is a linear combination of the R-NS state (36) and the NS-R state (43). The other combination of these two states would couples to a boundary operator with seven fermion insertions, which also belongs to the $`\mathrm{𝟖}_𝐬`$ representation of $`\stackrel{~}{SO(1,7)}`$. In this way, we can establish a relation between the $`256`$ physical massless states of a closed string and operators with gaugino insertions without phase factors.

Next, let us discuss excitations by fermion non-zero modes. In NSR formalism, the excitation is realized by a contour integral of a fermion vertex. The level $`n`$ fermion excitation of a vertex $`𝒪_c`$ is given by

$$𝒪_c^{}(0)=𝑑w\frac{1}{w^n}V_{1/2}[u^a](w)𝒪_c(0).$$
(44)
We here neglect the extra terms necessary for the vertex to be BRS invariant as we have done for bosonic excitations. The vertex operator $`V_{1/2}[u_a]`$ in picture $`1/2`$ is defined by

$$V_{1/2}[u_a]=e^{\varphi /2}u_a(\mathrm{\Gamma }^z)^a{}_{\dot{b}}{}^{}\overline{S}_{}^{\dot{b}}Z^{}+\mathrm{},$$
(45)
where ‘$`\mathrm{}`$’ means terms irrelevant to our calculation. When $`𝒪_c`$ is the ground state vertex (13) and $`n=0`$, $`𝒪_c^{}`$ is fermion vertex given in (36). As a simplest case, let us consider one fermion insertion given by (44) with $`𝒪_c`$ in (13). In what follows, we omit all the bosonic open string operators because they just give the factor we have discussed in the previous section. The relevant part of the amplitude is

$$𝒜d^{J1}\theta _{[p]}𝑑z𝑑w\frac{1}{w^n}\eta _{\mu \nu }V_1^\mu (0)V_1^\nu (\mathrm{})V_{+1/2}[u_a](w)V_{1/2}[\lambda _a](z)$$
(46)
with the polarization $`u`$ satisfying

$$u\mathrm{\Gamma }^z^{}=0.$$
(47)
Although we also need boson excitations to satisfy the level matching condition, we omit them because they just give the factor we obtained in the last section.

The matter fermion sector is

$$\psi _\mu (0)\stackrel{~}{\psi }^\mu (0)u\mathrm{\Gamma }^z\overline{S}(w)\lambda S(z)\frac{w+z}{w^{1/2}z^{1/2}(wz)^{5/4}}(u\mathrm{\Gamma }^zC\lambda ).$$
(48)
Because of the coupling $`u\mathrm{\Gamma }^zC\lambda `$, only $`J=1/2`$ components of $`\lambda `$ satisfying $`\lambda \mathrm{\Gamma }^z^{}=0`$ participate in the interaction. The superconformal ghost sector is

$$e^{\varphi (0)}e^{\stackrel{~}{\varphi }(0)}e^{\varphi (w)/2}e^{\varphi (z)/2}\frac{w^{1/2}(wz)^{1/4}}{z^{1/2}}.$$
(49)
Furthermore, we have a factor $`1/w`$ coming from a contraction between $`Z^{}`$ in $`V_{1/2}`$ and $`f_J(Z)`$. The correlation function is obtained as a product of these factors and boson factor discussed in the previous section. By using the dilute gas approximation, the amplitude is obtained as

$$𝒜d^{J1}𝑑\theta _{[p]}𝑑z𝑑w\frac{1}{w^n}\frac{z+w}{wz(zw)}(u\mathrm{\Gamma }^zC\lambda )e^{2\pi inp/J}(u\mathrm{\Gamma }^zC\lambda ).$$
(50)
Now we are omitting the factor from boson excitations. The amplitude has a phase factor $`e^{2\pi inp/J}`$ depending on the position of the fermion insertion. This implies that the closed string vertex $`𝒪_c^{}`$ couples to the boundary operator

$$\underset{p=1}{\overset{J}{}}tr(\mathrm{}\lambda ^{J=1/2}\mathrm{})e^{2\pi inp/J},$$
(51)
where $`p`$ is the position of the $`\lambda ^{J=1/2}`$ insertion. This is exactly what suggested in .

## 5 Conclusions

In this paper we investigated large angular momentum closed strings colliding with D3-branes and decaying into large number of open strings. As couplings between closed strings and gauge invariant operators on D3-branes, the string states-boundary operators correspondence suggested in  is reproduced completely for states without fermionic excitation. Concerning states including fermionic excitations, we gave explicit computation of amplitudes only for the case of one fermion excitation. It is plausible that the correspondence for general states would be reproduced in the same way.

We briefly comment on fields carrying $`dJ=2`$. In processes consistent with the least number condition, only $`dJ=0`$ ($`𝒵`$) and $`dJ=1`$ fields ($`A_\mu `$, $`\varphi _i`$, $`\lambda ^{J=1/2}`$) participate in the interactions. Although single trace operators including $`dJ=2`$ fields ($`𝒵^{}`$, $`\lambda ^{J=1/2}`$) also have non-vanishing couplings with closed strings, the operators ‘decay’ into other operators consisting of less number of fields. For example, let us consider the operator $`tr(𝒵^{}𝒵^{J+1})`$. It is expressed as insertion of $`J+1`$ $`_{}Z^{}`$ and one $`_{}Z`$ on the disk boundary. Because the vertex $`_{}Z`$ can be contracted with one of $`_{}Z^{}`$, the operator cannot satisfy the least number condition.

After Ref., many works has appeared discussing the pp-wave limit of orbifold  and open strings in the pp-wave background along the line of . We hope that our CFT analysis is also useful to study these cases.

## Acknowledgements

We would like to thank T. Takayanagi for a nice lecture about recent development of the pp-wave/gauge theory correspondence.

## Appendix A Dilute gas approximation

Consider the following integral:

$`A={\displaystyle _0^x}d^nx{\displaystyle _{x_k}^{x_{k+1}}}𝑑yf(y),`$ (52)
where $`_0^xd^nx`$ is defined by

$`{\displaystyle _0^x}d^nx={\displaystyle _0^x}𝑑x_n{\displaystyle _0^{x_n}}𝑑x_{n1}\mathrm{}{\displaystyle _0^{x_2}}𝑑x_1.`$ (53)
The function $`f(y)`$ depends only one variable $`y`$. Integration over variables $`x_i`$ gives

$$A=_0^xI_k(y)I_{nk}(xy)f(y)𝑑y=_0^x\rho (y)f(y)𝑑y.$$
(54)
where the density function $`\rho (y)`$ is defined by

$$\rho (y)=I_k(y)I_{nk}(xy)=\frac{y^k(xt)^{nk}}{k!(nk)!}.$$
(55)
This function is expanded around its maximum point $`y=y_0`$ as

$$\rho (y_0+ϵ)=\rho (y_0)\left(1\frac{ϵ^2}{2x^2}\frac{n^3}{k(nk)}+𝒪(ϵ^3)\right),y_0=\frac{k}{n}x.$$
(56)
If $`n`$ is sufficiently large, we can estimate the integral (54) by steepest dissent approximation and we obtain

$$A=\frac{x}{n}\sqrt{\frac{2\pi k(nk)}{n}}\rho (y_0)f(y_0).$$
(57)
On the other hand, if both $`k`$ and $`nk`$ are the same order of magnitude as $`n`$, the maximum of the function $`\rho (y)`$ is estimated by the Stirling formula $`z!/z^z=\sqrt{2\pi z}e^z(1+𝒪(z^1))`$.

$$\rho (y_0)=\frac{k^k}{k!}\frac{(nk)^{nk}}{(nk)!}\frac{n!}{n^n}\frac{x^n}{n!}=\sqrt{\frac{n}{2\pi k(nk)}}\frac{x^n}{n!}(1+𝒪(n^1)).$$

By substituting (A) into (57), we obtain a simple expression for $`A`$.

$$A=\frac{x}{n}f\left(\frac{kx}{n}\right)I_n(x)$$
(58)
With the help of this formula, we can easily estimate the following integral of a function depending on two variables.

$$B=_0^xd^nx_{x_k}^{x_{k+1}}𝑑y_{x_l}^{x_{l+1}}𝑑zf(y,z)$$
(59)
We can carry out $`x_i`$ integration to obtain

$`B={\displaystyle _0^x}𝑑y{\displaystyle _0^y}𝑑zI_{nk}(xy)I_{kl}(yz)I_l(z)f(y,z).`$ (60)
By the formula (58) we can carry out $`z`$ integration and the result is

$$B=I_{nk}(xy)I_k(y)\times \frac{y}{k}f(y,\frac{ly}{k}).$$
(61)
We again use the formula (58) to integrate over $`y`$ and obtain

$$B=\frac{x^2}{n^2}f(\frac{kx}{n},\frac{lx}{n})I_n(x)$$
(62)
Generalization to the case of the integrated function depending on an arbitrary number of variables is

$$_0^xd^nx\underset{i=1}{\overset{p}{}}_{x_{k_i}}^{x_{k_i+1}}𝑑y_if(y_1,y_2,\mathrm{},y_p)=\frac{x^p}{n^p}f(\frac{k_1x}{n},\frac{k_2x}{n},\mathrm{},\frac{k_px}{n})I_n(x)$$
(63)
This formula is expressed by the statement: “we can replace the $`x_i`$ integrals with constant factor $`I_n(x)`$ and fixed even-interval points $`x_k=(k/n)x`$.”


text:
# A Study of Convection with 𝛿Scuti Stars in Open Clusters: the Pleiades

## 1. Introduction

Michel et al. (1999) compared observed modes for $`\delta `$ Scuti stars in the Praesepe cluster with unstable modes as obtained from a linear stability analysis including a nonlocal time-dependent treatment of convection. In the present paper, we extend this work to the Pleiades cluster, updating several aspects of the procedure. Following Soufi et al. (1998) we improve the rotation description in the oscillation computations. We take into account the effect of fast rotation in the photometric parameters as described in Pérez et al. (1999).

## 2. Observations and modelling

Observational data for the $`\delta `$ Scuti stars used in this work are summarized in Table 1. All data and references can be found in Fox et al. (2001 and these proceedings).

The evolution models for the Pleiades cluster have been computed (for a metallicity of Z=0.014) using the evolution code CESAM (Morel, 1997). We used OPAL opacity tables (Iglesias & Rogers, 1996) and the atmosphere is computed using the Eddington’s $`T(\tau )`$ law. Models with $`(\alpha ,d_{ov})=(1.61,0.2),(1.8,0.2)`$ and $`(1.61,0.1)`$ will be called Standard (Std), $`\alpha `$\- and $`d_{ov}`$-models respectively. $`d_{ov}`$ and $`\alpha `$ are the overshooting and the mixing-length parameters respectively. An age of $`130\pm 30`$ Myr is found to be representative of this cluster.

### 2.1. The correction for the effect of rotation

Since we work with fast rotators, a correction for the effect of rotation on the photomotric parameters is required (Michel et al., 1999). Following Pérez et al. (1999), we apply such a correction for the selected objects (Fig. 1). The correction gives us access to an estimation of masses, radii and rotation rates, parameters which are used to compute uniformly rotating models.

### 2.2. The oscillations

Rotating evolution models are used to compute adiabatic oscillation eigenfrequencies. Following Soufi et al. (1998), we improve the method used in Michel et al. (1999) to obtain these eigenfrequencies. The objective of such calculations is to determine a possible range of radial orders associated with the observed modes given in (Table 1).

On the other hand, in order to calculate linear growth rates, we use stability computations which are carried out in the manner described by Houdek et al. (1999). To do so, we compute envelope models fitted to our evolution models by outer convection zone dephts, masses, radii and effective temperatures.

## 3. Results and analysis

The fundamental parameters obtained in Sect. 2.1 are not sensitive to realistic changes in age, $`\alpha `$ and $`d_{ov}`$ parameters, as can be expected for such a young cluster. Thus, envelope models are computed for a unique set of parameters. The instability computation results will be sensitive to changes in $`\alpha _{nl}`$111The mixing length parameter associated with the non-local envelope model used in stability computations. only through the fine description of the outer convective regions. They will not be affected by $`d_{ov}`$ variations, making useless the study of this parameter here. In this context, such clusters represent a good opportunity to test the convection in the outer convective zone, since they are free of uncertainties in the overshooting description.

The predicted ranges of radial orders and those derived from observations are given in Table 2 for Std and $`\alpha `$-models. Contrary to the Praesepe results, a unique range of radial orders, including the fundamental, is obtained for the different masses. In the case of Praesepe, a good agreement between the predicted ranges and those derived from observations was found for the high-mass222In the case of Praesepe, where Z=0.019-0.03, “high-mass” corresponds to $`M>1.8M_{}`$ and “low-mass” to $`M1.8M_{}`$. stars independently of the $`\alpha _{nl}`$ values. For low-mass stars, it was possible to reach an agreement for given $`\alpha _{nl}`$ values. Here, for the low-mass stars, a good agreement is found, also independently of $`\alpha _{nl}`$, however, no matching is possible for high-mass stars and realistic $`\alpha _{nl}`$ values.

As in Michel et al. (1999), the previous discussion is limited to the results obtained for instability computations using fundamental parameters of non-rotating models. For the four $`\delta `$ Scuti stars of the Pleiades we have also computed rotating models, which present outer convective zones significantly deeper than the non-rotating models. Therefore, for these non-rotating models it is not possible to build consistent envelope models using the set of parameters described in section 2.2 without introducing, somehow, the effect of the centrifugal force.

## 4. Conclusions and perspectives

For selected $`\delta `$ Scuti stars in the Pleiades, we report here the results of a comparison between frequency ranges of unstable modes, predicted from instability computations, with observed ones. Significant differences are found with respect to results obtained for Praesepe (Michel et al., 1999). We find evidence suggesting that these results might be significantly changed when including some effects of rotation in the stability computations.

Taking advantage of the updated procedure presented in this paper, an homogeneous simultaneous study of the Pleiades and Praesepe is planned. This will give us the possibility of determine whether we can obtain consistent results and how they can constraint the description of the convective transport in the outer convective zones.

## References

Michel, E., Hernández, M.M., Houdek, G., Goupil, M.J., Lebreton, Y., Pérez Hernández, F., Belmonte, J.A., & Soufi, F. 1999, A&A, 342, 153

Soufi, F., Goupil, M.J., & Dziembowski, W.A. 1998, A&A, 334, 911

Houdek, G., Balmforth, N.J., Christensen-Dalsgaard, J., Gough, D.O. 1999, A&A, 351, 582

Iglesias, C.A. & Rogers, F.J. 1996, ApJ464, 943

Fox Machado, L., Pérez Hernández, F., Suárez, J.-C., & Michel, E. 2001, Proc. SOHO 10/GONG, (ESA SP-464), 427

Morel, P. 1997, A&A, 124, 597

Pérez Hernández, F., Claret, A., Hernández, M.M., & Michel, E. 1999, A&A, 346, 586

Suárez, J.-C., Michel, E. , Fox, L., Pérez, F., Lebreton, Y., Claret, A., & Li, Z., 2001, Proc. SOHO 10/GONG, (ESA SP-464), 461