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# Nonextensive statistical mechanics: A brief review of its present status

## I Central equations of nonextensive statistical mechanics

Nonextensive statistical mechanics and thermodynamics were introduced in 1988 , and further developed in 1991  and 1998 , with the aim of extending the domain of applicability of statistical mechanical procedures to systems where Boltzmann-Gibbs (BG) thermal statistics and standard thermodynamics present serious mathematical difficulties or just plainly fail. Indeed, a rapidly increasing number of systems are pointed out in the literature for which the usual functions appearing in BG statistics appear to be violated. Some of these cases are satisfactorily handled within the formalism we are here addressing (see  for reviews and  for a regularly updated bibliography which includes crucial contributions and clarifications that many scientists have given along the years). Let us start by just reminding the central equations.

First of all, the exponential function $`e^x`$ is generalized into the $`q`$-exponential function

$$e_q^x[1+(1q)x]^{\frac{1}{1q}}(q).$$
(1)
We can trivially verify that this (nonnegative and monotonically increasing) function (i) for $`q1`$ yields $`e_1^x=e^x`$ ($`x`$), (ii) for $`q>1`$, vanishes as a power-law when $`x\mathrm{}`$ and diverges at $`x=1/(q1)`$, and (iii) for $`q<1`$, has a cutoff at $`x=1/(1q)`$, below which it is defined to be identically zero. If $`x0`$ we have $`e_q^x1+x(q)`$.

The inverse function of the $`q`$-exponential is the $`q`$-logarithm, defined as follows:

$$\mathrm{ln}_qx\frac{x^{1q}1}{1q}(q).$$
(2)
Of course $`\mathrm{ln}_1x=\mathrm{ln}x(x)`$. If $`x1`$ we have $`\mathrm{ln}_qxx1(q)`$.

The nonextensive entropic form we postulate is

$$S_q=k\frac{1_{i=1}^Wp_i^q}{q1}(\underset{i=1}{\overset{W}{}}p_i=1;q),$$
(3)
where $`W`$ is the total number of microscopic configurations, whose probabilities are $`\{p_i\}`$. Without loss of generality we shall from now on assume $`k=1`$. We can verify that, for $`q1`$, this entropy reproduces the usual Boltzmann-Gibbs-Shannon one, namely $`S_1=_{i=1}^Wp_i\mathrm{ln}p_i`$. The continuous and the quantum expressions of $`S_q`$ are respectively given by

$$S_q=\frac{1𝑑x[p(x)]^q}{q1}$$
(4)
and

$$S_q=\frac{1Tr\rho ^q}{q1},$$
(5)
where $`\rho `$ is the matrix density. Unless specifically declared in what follows, we shall be using the form of Eq. (3). It is easy to verify that all its generic properties can be straightforwardly adapted to both the continuous and quantum cases.

$`S_q`$ can be written as

$$S_q=\mathrm{ln}_q\frac{1}{p_i},$$
(6)
where the expectation value $`(\mathrm{})_{i=1}^Wp_i(\mathrm{})`$. It can also be written as

$$S_q=\mathrm{ln}_qp_i_q,$$
(7)
where the unnormalized $`q`$-expectation value is defined to be $`(\mathrm{})_q_{i=1}^Wp_i^q(\mathrm{})`$. Of course $`(\mathrm{})_1=(\mathrm{})`$. This is a good point for defining also the normalized $`q`$-expectation value

$$(\mathrm{})_q\frac{_{i=1}^Wp_i^q(\mathrm{})}{_{i=1}^Wp_i^q},$$
(8)
which naturally emerges in the formalism. We verify trivially that $`(\mathrm{})_1=(\mathrm{})_1=(\mathrm{})`$, and also that $`(\mathrm{})_q=(\mathrm{})_q/1_q`$.

If $`A`$ and $`B`$ are two independent systems (i.e., $`p_{ij}^{A+B}=p_i^Ap_j^B(i,j)`$), then we have that

$$S_q(A+B)=S_q(A)+S_q(B)+(1q)S_q(A)S_q(B).$$
(9)
It is from this property that the name nonextensive statistical mechanics was coined. The cases $`q<1`$ and $`q>1`$ respectively correspond to superextensivity and subextensivity of $`S_q`$ since in all cases $`S_q0`$.

At equiprobability, i.e., $`p_i=1/W`$, we obtain

$$S_q=\mathrm{ln}_qW,$$
(10)
which is the basis for the microcanonical ensemble.

For the thermal equilibrium corresponding to the canonical ensemble of a Hamiltonian system, we optimize $`S_q`$ with the constraints $`_{i=1}^Wp_i=1`$ and $`ϵ_i_q=U_q`$, where $`\{ϵ_i\}`$ are the eigenvalues of the Hamiltonian of the system, and $`U_q`$ is the generalized internal energy. We obtain

$$p_i=\frac{e_q^{\beta (ϵ_iU_q)}}{Z_q}\frac{1}{[1+(q1)\beta (ϵ_iU_q)]^{\frac{1}{q1}}}\frac{1}{[1+(q1)\beta ^{}ϵ_i]^{\frac{1}{q1}}},$$
(11)
where $`\beta `$ is the Lagrange parameter, $`Z_q_{j=1}^We_q^{\beta (ϵ_jU_q)}`$ and $`\beta ^{}`$ a well defined function of $`\beta `$. For $`q=1`$ we recover the celebrated BG weight. When $`\beta >0`$ and the energy $`ϵ_i`$ increases, the probability decays like a power law for $`q>1`$ and exhibits a cutoff for $`q<1`$.

Analogously, if we optimize $`S_q`$ as given by Eq. (4) with the constraints $`𝑑xp(x)=1`$ and $`x^2_q=\sigma ^2`$ ($`\sigma >0`$), we obtain the $`q`$-generalization of the Gaussian distribution, namely

$$p_q(x)=\frac{e_q^{\overline{\beta }x^2}}{𝑑ye_q^{\overline{\beta }y^2}}\frac{1}{[1+(q1)\overline{\beta }x^2]^{\frac{1}{q1}}}(q<3),$$
(12)
where $`\overline{\beta }`$ can be straightforward and explicitly related to $`\sigma `$. The variance of these distributions is finite if $`q<5/3`$ and diverges if $`5/3<q<3`$. For $`q=2`$ we have the Lorentzian distribution. For $`q3`$ the function is not normalizable, and therefore is unacceptable as a distribution of probabilities.

Let us now address typical time dependences. Let us assume that $`\xi (t)`$ is a quantity characterizing an exponential behavior and satisfying $`\xi (0)=1`$. Such is the typical case for the sensitivity to the initial conditions of a one-dimensional chaotic system, where $`\xi (t)lim_{\mathrm{\Delta }x(0)0}[\mathrm{\Delta }x(t)/\mathrm{\Delta }x(0)]`$, where $`\mathrm{\Delta }x(t)`$ is the discrepancy at time $`t`$ of two trajectories which, at $`t=0`$, started at $`x(0)`$ and at $`x^{}(0)`$. Another example is a population which relaxes to zero. If $`N(t)`$ is the number of elements, then we can define $`\xi (t)N(t)/N(0)`$. The quantity $`\xi (t)`$ monotonically increases in our first example (sensitivity), whereas it decreases in the second one (relaxation). The basic equation that $`\xi `$ satisfies is generically

$$\dot{\xi }=\lambda _1\xi ,$$
(13)
hence $`\xi (t)=e^{\lambda _1t}`$. In our example of the chaotic system, $`\lambda _1`$ is the Lyapunov exponent. In our population example, we have $`\lambda _11/\tau _1`$, where $`\tau _1`$ is the relaxation time. What happens in the marginal case $`\lambda _1=0`$? Typically we have

$$\dot{\xi }=\lambda _q\xi ^q,$$
(14)
hence

$$\xi =e_q^{\lambda _qt}=[1+(1q)\lambda _qt]^{\frac{1}{1q}}=\frac{1}{[1+(q1)(\lambda _q)t]^{\frac{1}{q1}}}.$$
(15)
This quantity monotonically increases if $`\lambda _q>0`$ and $`q<1`$, and decreases if $`\lambda _q1/\tau _q<0`$ and $`q>1`$. In both cases it does so as a power law, instead of exponentially. In the limit $`t0`$, we have $`\xi 1+\lambda _qt(q)`$.

A more general situation might occur when both $`\lambda _1`$ and $`\lambda _q`$ are different from zero. In such case, many phenomena will be described by the following differential equation:

$$\dot{\xi }=\lambda _1\xi +\lambda _q\xi ^q,$$
(16)
hence

$$\xi =\left[1\frac{\lambda _q}{\lambda _1}+\frac{\lambda _q}{\lambda _1}e^{(1q)\lambda _1t}\right]^{\frac{1}{1q}}.$$
(17)
If $`q<1`$ and $`0<\lambda _1<<\lambda _q`$, $`\xi `$ increases linearly with $`t`$ for small times, as $`t^{\frac{1}{1q}}`$ for intermediate times, and like $`e^{\lambda _1t}`$ for large times. If $`q>1`$ and $`0>\lambda _1>>\lambda _q`$, $`\xi `$ decreases linearly with $`t`$ for small times, as $`1/t^{\frac{1}{q1}}`$ for intermediate times, and like $`e^{|\lambda _1|t}`$ for large times.

## II Applications in and out from equilibrium

A considerable amount of applications and connections have been advanced in the literature using, in a variety of manners, the above formalism. They concern physics, astrophysics, geophysics, chemistry, biology, mathematics, economics, linguistics, engineering, medicine, physiology, cognitive psychology, sports and others . It seems appropriate to say that the fact that the range of applications is so wide probably is deeply related to and reflects the ubiquity of self-organized criticality , fractal structures  and, ultimately, power laws in nature. In particular, a natural arena for this statistical mechanics appears to be the so called complex systems .

We shall briefly review here four recent applications, namely fully developed turbulence , hadronic jets produced by electron-positron annihilation , motion of Hydra viridissima , and quantitative linguistics .

Fully developed turbulence:

As early as in 1996 Boghosian made the first application of the present formalism to turbulence . That was for plasma. What we shall instead focus on here is fully developed turbulence in normal fluids. Ramos et al advanced in 1999  the possibility of nonextensive statistical mechanics being useful for such systems. The idea was since then further developed by Beck  and by the Arimitsu’s , basically simultaneous and independently. They proposed theories within which the probability distribution of the velocity differences and related quantities are deduced from basic considerations. We present in Fig. 1 the comparison of Beck’s theoretical results with recent high precision experimental data for Lagrangian and Eulerian turbulences . In Fig. 2 we show an analogous comparison between Arimitsu’s theoretical results and recent computer experimental data.

Hadronic jets:

High energy frontal collisions of electron and positron annihilate both and produce relativistic hadronic jets. The distribution of the tranverse momenta of these jets admits, as advanced by Fermi, Feynman, Hagedorn and others, a thermostatistical theoretical approach. Hagedorn’s 1965 theory was $`q`$-extended by Bediaga et al in 1999. Their results , as well as related ones by Beck , compare quite well with the available CERN experimental data, as can be seen in Fig. 3. As important as this is the fact that both Bediaga et al and Beck theories recover a crucial feature of Hagedorn’s scenario, namely that the temperature to be associated with the distributions should not depend on the collision energy.

Hydra viridissima:

The motion of cell aggregates of Hydra viridissima in physiological solution was studied by Upadhyaya et al . The strongly nonmaxwellian distribution of velocities is quite well fitted with $`q1.5`$: See Fig. 4. They also carried diffusion measurements and verified that diffusion is anomalous. Under the assumption that it is of the correlated type addressed in , they obtained once again $`q1.5`$: See Fig. 5. In other words, two different experiments of motion were fitted by one and the same value for $`q`$.

Linguistics:

The frequency $`p`$ of words used in a text (say a book or a set of books of one or more authors) as a function of their rank $`r`$ roughly follows the so called Zipf law, namely $`p1/r`$. This law was improved by Mandelbrot in the form $`p1/(a+r)^\gamma `$. This form fits better real data and is sometimes called the Zipf-Mandelbrot law. This law precisely is Eq. (15) with the notation $`(t,\xi )(r,p)`$ (or equivalently Eq. (11) where the energy plays the role of the word rank), as first argued by Denisov in 1997 . However, although quite faithful at low and intermediate word ranks, the Zipf-Mandelbrot law fails at high ranks. This point has been addressed recently by Montemurro : See Fig. 6, where results are shown from well known texts in English, Greek, Italian and Spanish, from authors of very different historical periods and literary styles (all reasonably well fitted by using $`q1.9`$ hence $`\gamma =1/(q1)1.1`$). Montemurro has shown that the fittings are all sensibly improved by using the present Eq. (17) instead of Eq. (15). The agreement obtained is illustrated with a large set of books by Dickens as shown in Fig. 7. In other words, at large values of the word rank a crossover occurs from $`q1.9`$ to $`q1`$. The reason for this interesting phenomenon is unknown. As a plausible hypothesis, we would like to advance that it might be related to the fact that most authors possibly use the very rare words in a manner which reflects their relatively poor knowledge of their exact meaning. This attitude could make those words to be used slightly uncorrelated with the context within which they are placed. It is however clear that this phenomenon is a very subtle one, and its full elucidation would presumably require very sophisticated analysis.

## III A priori determination of the entropic index $`q`$

Physical bounds to the admissible values of $`q`$ were first discussed as early as 1993 by Plastino and Plastino  (for self-gravitating systems), and since then by many others. However, the strict aim of the present Section is how is to be determined the value of $`q`$ to be associated with a specific system whose microscopic (or mesoscopic) dynamics is exactly known. This is to say, how the knowledge of the rules that provide the (continuous or discrete) time evolution of the system can be used in order to determine without ambiguity the appropriate value(s) of $`q`$ for that system. This crucial question must be answered for the present proposal to be a complete theory, in the sense that it is in principle able to predict the results to be expected in all types of experiments with well defined systems. This question has by now been answered in several important classes of systems. We shall briefly review here two of them, namely low-dimensional maps and long-range many-body classical Hamiltonian systems.

### A Low-dimensional maps

We shall focus on one- and two-dimensional maps. The one-dimensional maps necessarily are dissipative. The two-dimensional ones can be either dissipative or conservative, but we shall primarily address the latter. Indeed, on one hand the dissipative two-dimensional maps are dynamically not so different from the one-dimensional ones. On the other hand, two-dimensional conservative maps provide us an avant premiere of Hamiltonian systems.

One-dimensional maps:

We consider here one-dimensional dissipative maps of the type

$$x_{t+1}=f(x_t;a,z)(t=0,1,2,\mathrm{};x_t[x_{min},x_{max}]),$$
(18)
where $`a`$ is a control parameter such that when it increases for fixed $`z`$, it makes the map to become chaotic (we note $`a_c`$ the smallest value of $`a`$ above which the system can be chaotic; $`z`$ is another control parameter which differs essentially from $`a`$ in the sense that $`z`$ controls the universality class of the chaotic attractor emerging at $`a=a_c(z)`$; the function $`f`$ is such that chaotic and nonchaotic behaviors are possible for the variable $`x`$, depending on the values of $`(a,z)`$. A paradigmatic such map is the so called $`z`$-logistic map, defined as

$$x_{t+1}=1a|x_t|^z(t=0,1,2,\mathrm{};x_t[1,1]),$$
(19)
with $`a(0,2]`$ and $`z>1`$. The critical value $`a_c(z)`$ (chaos threshold or edge of chaos) monotonically increases from 1 to 2 when $`z`$ increases from 1 to infinity; $`a_c(2)=1.401155\mathrm{}`$ . For $`z=2`$ this map is, as well known, isomorphic to $`X_{t+1}X_t(1X_t)`$. The $`z`$-logistic maps and several others have already been studied  within the nonextensive scenario. We briefly review here their main properties. Most of these properties have been found heuristically, and no theorems or rigorous results are available. Consequently, we are unable to precisely specify how generic are the properties we are going to describe. We know, however, that wide classes of maps do satisfy them.

Let us first address the sensitivity to the initial conditions. For all values of $`a`$ for which the Lyapunov exponent $`\lambda _1`$ is nonzero we verify that $`q=1`$, i.e., $`\xi (t)=e^{\lambda _1t}`$, with $`\lambda _1<0`$ for most values of $`a<a_c`$, and $`\lambda _1>0`$ for most values of $`a>a_c`$. However, for the infinite number of values of $`a`$ for which $`\lambda _1=0`$ we verify that $`q1`$. More precisely, for values of $`a`$ such as those for which bifurcations occur between finite cycle attractors of say the $`z`$-logistic map, we verify the validity of Eq. (15) with $`q>1`$ and $`\lambda _q<0`$ (this has been very recently proved ). For $`a=a_c(z)`$ we verify that $`\xi (t)`$ exhibits a complex behavior which has, nevertheless, a simple upper bound which satisfies Eq. (15) with $`q<1`$ (from now on noted $`q_{sen}(z)`$, where the subindex sen stands for sensitivity) and $`\lambda _q(z)>0`$ (also this has been very recently proved ) . For the universality class of the $`z`$-logistic map we verify that $`q_{sen}`$ monotonically increases from minus infinity to a value slightly below unity, when $`z`$ increases from 1 to infinity ($`q_{sen}(2)=0.2445\mathrm{}`$). For the $`z`$-cercle and other maps we verify similar behaviors.

Let us now address the attractor in $`x`$ space for $`a=a_c(z)`$. Its anomalous geometry can be usefully characterized by the so called multifractal function $`f(\alpha ,z)`$ which typically is defined in the interval $`\alpha _{min}(z)\alpha \alpha _{max}(z)`$, and whose maximal value is the fractal or Hausdorff dimension $`d_f(z)`$. For the $`z`$-logistic map universality class we have $`d_f(z)<1`$, whereas for the $`z`$-circle map universality class we have $`d_f(z)=1(z)`$. In all the cases we have checked, we verify a remarkable scaling law, namely

$$\frac{1}{1q_{sen}(z)}=\frac{1}{\alpha _{min}(z)}\frac{1}{\alpha _{max}(z)}(z).$$
(20)
This relation has purely geometrical quantities at its right hand member, and a dynamical quantity at its left hand member. It can also be shown that

$$\frac{1}{1q_{sen}(z)}=(z1)\frac{\mathrm{ln}\alpha _F}{\mathrm{ln}b}(z),$$
(21)
where $`\alpha _F`$ is one of the two well known Feigenbaum constants, and $`b`$ is the attractor scaling ($`b=2`$ for period-doubling bifurcations; $`b=2/(\sqrt{5}1)`$ for cercle maps).

Let us now address the entropy production $`dS_q(t)/dt`$. We first make a partition of the interval $`[x_{min},x_{max}]`$ into $`W`$ nonoverlaping little windows. We place (randomly or not) inside one of those $`W`$ windows a large number $`N`$ of initial conditions, and run the map $`t`$ times for each of these points. We generically verify that the $`N`$ points spread into the windows, in such a way that we have the set $`\{N_i\}(t)`$ (with $`_{i=1}^WN_i(t)=N,t`$ ) . With these numbers we can define the set of probabilities $`\{p_i(t)\}`$ where $`p_i(t)N_i(t)/N(i)`$. We then choose a value for $`q`$ and calculate $`S_q(t)`$ by using Eq. (3). We then make an average $`S_q(t)`$ over a few or many initial windows (see  for details), and finally evaluate numerically $`lim_t\mathrm{}lim_W\mathrm{}lim_N\mathrm{}S_q(t)/t`$. We verify a very interesting result , namely that this limit is finite only for $`q=q_{sen}(z)`$; it diverges for all $`q<q_{sen}(z)`$ and vanishes for all $`q>q_{sen}(z)`$. We shall note this limit $`K_q`$ and constitutes a natural $`q`$-generalization of the Kolmogorov-Sinai entropy. Summarizing,

$$K_{q_{sen}}\underset{t\mathrm{}}{lim}\underset{W\mathrm{}}{lim}\underset{N\mathrm{}}{lim}\frac{S_{q_{sen}}(t)}{t}.$$
(22)
It is easy to verify, whenever $`\lambda _1>0`$, that $`q_{sen}(z)=1`$ and that the Pesin identity holds, i.e., $`K_1=\lambda _1`$. A fascinating open question constitutes to find, whenever $`\lambda _1=0`$ (more specifically for $`a=a_c(z)`$), under what circumstances the conjecture $`K_{q_{sen}}=\lambda _{q_{sen}}`$ could be true, $`\lambda _{q_{sen}}`$ being the coefficient appearing in Eq. (15) for $`q=q_{sen}`$. We would then have the generalization of the Pesin identity.

Let us next address another aspect  concerning the edge of chaos $`a_c(z)`$. We spread now, at $`t=0`$, the $`N`$ points uniformly within the entire $`[x_{min},x_{max}]`$ interval, i.e., over all the $`W`$ windows, and follow, as function of time $`t`$, the shrinking of the number $`W(t)`$ of windows which contain at least one point (disappearence of the Lebesgue measure on the $`x`$-axis); $`W(0)=W`$. It can be verified that, for the sequence $`lim_W\mathrm{}lim_N\mathrm{}`$, we asymptotically have $`W(t)1/t^{\frac{1}{q_{rel}(z)1}}`$, where $`q_{eq}(z)>1`$ (the subindex rel stands for relaxation). The entropic index $`q_{rel}`$ monotonically increases when $`z`$ increases from 1 to infinity; also, within some range it is verified  that $`1/[q_{rel}(z)1][1d_f(z)]^2`$. We shall now advance a recently established  relation between $`q_{rel}`$ and $`q_{sen}`$.

Let us go back to the procedure when, at $`t=0`$, only one among the $`W`$ windows is populated. That single window is chosen to be that which makes $`S_{q_{sen}}(t)`$ to achieve the highest value as $`t`$ increases. To be more precise $`S_{q_{sen}}(0)=0`$ and $`0<S_{q_{sen}}(\mathrm{})<\mathrm{ln}_{q_{sen}}W`$. While $`t`$ increases, there are many windows for which $`S_{q_{sen}}(t)`$ overshoots above $`S_{q_{sen}}(\mathrm{})`$. We choose the window for which the overshooting is the most pronounced. After $`S_{q_{sen}}(t)`$ achieves this peak, it relaxes slowly towards $`S_{q_{sen}}(\mathrm{})`$. It does so as $`1/t^{\frac{1}{q_{rel}(z,W)1}}`$, where $`q_{rel}(z,W)`$ approaches its limiting value $`q_{rel}(z,\mathrm{})`$ while $`W`$ diverges. The remarkable fact is that $`q_{rel}(z,\mathrm{})=q_{rel}(z)`$ ! More than this, the approach is asymptotically as follows:

$$q_{rel}(z)q_{rel}(z,W)\frac{1}{W^{q_{sen}(z)}}.$$
(23)
This relation is a remarkable connection between the mixing properties, the equilibration (or relaxing) ones, and the degree of graining (from coarse to fine graining while $`W`$ increases). We may also say that in some sense Eq. (23) provides a connection between the Boltzmannian and the Gibbsian approaches to statistical mechanics. Indeed, the concept of $`q_{sen}`$ is kind of natural within a typical Boltzmann scenario where individual trajectories in phase space are the “protagonists of the game”, whereas $`q_{rel}`$ is kind of natural within a typical Gibbs scenario where the entire phase space is to be in principle occupied. Before taking into Eq. (23) the $`q_{sen}=q_{rel}=1`$ particular case (i.e., the BG-like case), some adaptation is obviously needed; as written in Eq. (23), it is valid only for $`q_{sen}<1`$ and $`q_{rel}>1`$.

Two-dimensional maps:

We consider here two-dimensional conservative maps of the type

$`x_{t+1}=f_x(x_t,y_t;a,z)`$ (24)
$`y_{t+1}=f_y(x_t,y_t;a,z)`$ (25)
where $`x_t[x_{min},x_{max}]`$ and $`y_t[y_{min},y_{max}]`$ with $`t=0,1,2,\mathrm{}`$; the control parameter $`z`$ characterizes, as for the one-dimensional maps we considered above, the universality class; the control parameter $`a0`$ and we assume that, while $`a`$ increases from zero to its maximum value, the nonnegative Lyapunov exponent $`\lambda _1`$ monotonically increases from zero to its maximum value. Since the map is conservative (i.e., $`|(x_{t+1},y_{t+1})/(x_t,y_t)|=1`$), the other Lyapunov exponent is $`\lambda _1`$. A paradigmatic such map is the so called standard map, defined as follows

$`y_{t+1}`$ $`=`$ $`y_t+{\displaystyle \frac{a}{2\pi }}\mathrm{sin}(2\pi x_t)(mod\mathrm{\hspace{0.33em}1})`$ (26)
$`x_{t+1}`$ $`=`$ $`y_{t+1}+x_t=y_t+{\displaystyle \frac{a}{2\pi }}\mathrm{sin}(2\pi x_t)+x_t(mod\mathrm{\hspace{0.33em}1})`$ (27)
as well as its $`z`$-generalization , defined as follows

$`y_{t+1}`$ $`=`$ $`y_t+{\displaystyle \frac{a}{2\pi }}\mathrm{sin}(2\pi x_t)|\mathrm{sin}(2\pi x_t)|^{z1}(mod\mathrm{\hspace{0.33em}1})`$ (28)
$`x_{t+1}`$ $`=`$ $`y_{t+1}+x_t=y_t+{\displaystyle \frac{a}{2\pi }}\mathrm{sin}(2\pi x_t)|\mathrm{sin}(2\pi x_t)|^{z1}+x_t(mod\mathrm{\hspace{0.33em}1}),`$ (29)
where $`z`$.

Some (not clearly characterized yet) classes of such maps exhibit for the entropy production $`dS_q(t)/dt`$ a behavior which closely follows the crossover behavior associated with Eq. (17). Let us be more precise. We first partition the accessible $`(x,y)`$ phase in $`W`$ nonoverlaping little areas (for example $`W`$ little squares), and put a large number $`N`$ of initial conditions inside one of those areas. As before, we follow along time the set of probabilities $`\{p_i\}`$, with which we calculate $`S_q(t)`$ for an arbitrarily chosen value of $`q`$. We then average over the entire accessible phase space and obtain $`S_q(t)`$. Finally we numerically approach the quantity $`𝐒_q(t)lim_W\mathrm{}lim_N\mathrm{}S_q(t)`$.

For large values of $`a`$, we verify  that $`𝐒_1(t)`$ asymptotically increases linearly with $`t`$, as expected from the fact that $`\lambda _1(a)>0`$, in agreement with Pesin identity. However, an interesting phenomenon occurs for increasingly small $`a`$, hence increasingly small $`\lambda _1`$. For small $`t`$ (say $`0<t<<t_1(a,z)`$), $`𝐒_q(t)`$ is linear with $`t`$ for $`q=0`$, and acquires an infinite slope for any $`q<0`$. For intermediate $`t`$ (say $`t_1(a,z)<<t<<t_2(a,z)`$), $`𝐒_q(t)`$ is linear with $`t`$ for $`q=q_{sen}(z)<1`$, acquires an infinite slope for $`q<q_{sen}(z)`$ and acquires a vanishing slope for $`q>q_{sen}(z)`$. For large $`t`$ (say $`t>>t_2(a,z)`$), $`𝐒_q(t)`$ is linear with $`t`$ for $`q=1`$, acquires an infinite slope for $`q<1`$ and acquires a vanishing slope for $`q>1`$. The characteristic times $`t_1(a,z)`$ and $`t_2(a,z)`$ respectively correspond to the $`[q=0][q=q_{sen}(z)]`$ and $`[q=q_{sen}(z)][q=1]`$ crossovers. The remarkable feature is that, in the limit $`a0`$, $`t_1(a,z)`$ remains finite whereas $`t_2(a,z)`$ diverges. In other words, for asymptotically small values of $`a`$, the time evolution of $`𝐒_q(t)`$ is, excepting for an initial transient, basically characterized by $`q_{sen}(z)<1`$. This fact opens the possibility for something similar to occur for Hamiltonian classical systems for which the Lyapunov spectrum tends to zero. This is precisely what occurs when the size of the system increase in the presence of long-range interactions, as we shall see in the next Subsection. Before closing this subsection, let us mention that studies focusing on $`q_{rel}`$ for conservative maps are in progress.

### B Long-range many-body classical hamiltonian systems

From the thermodynamical viewpoint it is interesting to classify the two-body interactions (and analogously, of course, the many-body interactions). According to their behavior near the origin, i.e., for $`r0`$, potentials could be classified as collapsing and noncollapsing. Collapsing are those which exhibit a minimum at $`r=0`$. This minimum can be infinitely deep, i.e., the potential can be singular at $`r=0`$; such is the case of attractive potentials which asymptotically behave as $`1/r^\nu `$ with $`\nu >0`$ (e.g., Newtonian gravitation, hence $`\nu =1`$). Alternatively, the potential at this $`r=0`$ minimum can be finite, as it is the case of those which behave as $`a+br^\nu `$ with $`a>0`$, $`b>0`$ and $`\nu <0`$. Collapsing potentials, especially those of the singular type, are known to exhibit a variety of thermodynamical anomalies. Noncollapsing potentials are those which exhibit a minimum either at a finite distance (e.g., the Lennard-Jones one, or the hard spheres model or any other model having a cutoff at a finite distance $`r_0`$) or at infinity (e.g., Coulombian repulsion). Potentials can be also classified according to their behavior at $`r\mathrm{}`$. We can divide them into short\- and long-range interactions. Short-range interactions are those whose associated force quickly decreases with distance, for example potentials which exponentially decrease with distance, or classical potentials of the type $`1/r^\alpha `$ with $`\alpha >d`$, $`d`$ being the space dimension where the system is defined. For classical systems, thermodynamically speaking, short-range interactions correspond to the potentials which are integrable at infinity , and long-range interactions correspond to those which are not integrable in that limit, such as those increasing like $`1/r^\alpha `$ with $`\alpha <0`$ (which belong to the confining class of potentials, i.e., those which make escape impossible), or those like $`1/r^\alpha `$ with $`0\alpha /d1`$ (which belong to the nonconfining class of potentials, i.e., those which make escape possible). Long-range interactions, especially those of the nonconfining type, are also known to induce a variety of thermodynamical anomalies. From the present standpoint a particularly complex potential is Newtonian gravitation (corresponding to $`\alpha =1`$ and $`d=3`$). Indeed, it is both singular at the origin, and long-ranged since $`0<\alpha /d=1/3<1`$.

In this Section we address an important case, namely that of nonsingular attractive long-range two-body interactions in a $`d`$-dimensional $`N`$-body classical hamiltonian system with $`N>>1`$. Such systems are being actively addressed in the literature by many authors (see  and references therein). As an illustration of the thermodynamical anomalies that long-range interactions produce, we shall focus on the $`d`$-dimensional simple hypercubic lattice with periodic boundary conditions, each site of which is occupied by a classical planar rotator. All rotators are coupled two by two as indicated in the following Hamiltonian:

$$=\underset{i=1}{\overset{N}{}}\frac{L_i^2}{2}+\underset{ij}{}\frac{1cos(\theta _i\theta _j)}{r_{ij}^\alpha }(\theta _i[0,2\pi ];\alpha 0).$$
(30)
The distance (in crystal units) between any two sites is the shortest one taking into account the periodicity of the lattice. For $`d=1`$, it is $`r_{ij}=1,2,3,\mathrm{}`$; for $`d=2`$, it is $`r_{ij}=1,\sqrt{2},2,\mathrm{}`$; for $`d=3`$, it is $`r_{ij}=1,\sqrt{2},\sqrt{3},2,\mathrm{}`$; and so on for higher dimensions. We have written the potential term in such a way that it vanishes in all cases for the fundamental state, i.e., $`\theta _i=\theta _0(i)`$, where, without loss of generality, we shall consider $`\theta _0=0`$ for simplicity. Also without loss of generality we have considered unit moment of inertia and unit first-neighbor coupling constant. It is clear that, excepting for the inertial term, the present model is nothing but the classical $`XY`$ ferromagnet. The cases $`\alpha =0`$ and $`\alpha \mathrm{}`$ respectively correspond to the so called HMF model  (all two-body couplings have the same strength), and to the first-neighbor model. For BG statistical mechanics to be applicable without further considerations, it is necessary that the potential be integrable, i.e., $`_1^{\mathrm{}}𝑑rr^{d1}r^\alpha <\mathrm{}`$. This implies $`\alpha >d`$. In this case, the energy of the system is extensive, i.e., the energy per particle is finite in the thermodynamic limit $`N\mathrm{}`$. But the situation becomes more delicate for $`0\alpha /d1`$, since then that integral diverges. However, strictly speaking, the system being finite, the integral that is to be analyzed is not the one already mentioned but the following one instead:

$$_1^{N^{1/d}}𝑑rr^{d1}r^\alpha ,$$
(31)
which, in the $`N\mathrm{}`$ limit, converges for $`\alpha /d>1`$ and diverges otherwise. It is in fact convenient to introduce the quantity

$$\stackrel{~}{N}1+d_1^{N^{1/d}}𝑑rr^{d1}r^\alpha =\frac{N^{1\alpha /d}\alpha /d}{1\alpha /d}.$$
(32)
$`\stackrel{~}{N}`$ equals $`N`$ for $`\alpha =0`$, and, for $`N\mathrm{}`$, diverges like $`N^{1\alpha /d}`$ for $`0<\alpha /d`$, diverges like $`\mathrm{ln}N`$ for $`\alpha /d=1`$, and is finite for $`\alpha /d>1`$, being unity in the limit $`\alpha /d\mathrm{}`$ . In general, the energy per particle scales with $`\stackrel{~}{N}`$; in other words, the energy is nonextensive for $`0\alpha /d1`$. To make the problem artificially extensive even for $`\alpha /d1`$, the Hamiltonian can be written as follows:

$$^{}=\underset{i=1}{\overset{N}{}}\frac{L_i^2}{2}+\frac{1}{\stackrel{~}{N}}\underset{ij}{}\frac{1cos(\theta _i\theta _j)}{r_{ij}^\alpha }.$$
(33)
The rescaling of the potential of this model is more properly taken into account by $`_{ij}r_{ij}^\alpha `$  rather than by $`\stackrel{~}{N}`$, but since their $`N\mathrm{}`$ asymptotic behaviors coincide, we can as well use $`\stackrel{~}{N}`$ as introduced here. The original (Eq. (27)) and rescaled (Eq. (30)) versions of this model are completely equivalent (see ) and lead to results that can be easily transformed from one to the other version. To make easier the comparison of results existing in the literature, we shall from now on refer to the rescaled version (30).

The $`\alpha =0`$ model (HMF) clearly is $`d`$-independent and is paradigmatic of what happens for any $`\alpha `$ such that $`0\alpha /d<1`$. When isolated (microcanonical ensemble) the $`\alpha /d=0`$ model exhibits a second-order phase transition at $`uU/N=0.75`$, where $`U`$ is its total energy and $`N\mathrm{}`$. This critical value $`u_c`$ smoothly increases with $`\alpha /d`$ approaching unity. Dynamical and thermodynamical anomalies exist in both ordered and disordered phases, respectively for $`u<u_c`$ and $`u>u_c`$. Let us discuss some anomalies for $`u>u_c`$, then some for $`u<u_c`$, and finally show that these anomalies on both sides of $`u_c`$ are in fact connected.

The Lyapunov spectrum is made by couples of real quantities that are equal in absolute value and opposite in sign, whose sum vanishes in accordance with the Liouville theorem. The sum of the positive values equals the Kolmogorov-Sinai entropy, in accordance with the Pesin theorem. If the maximal Lyapunov exponent vanishes, the entire spectrum vanishes, and no exponentially quick sensitivity to the initial conditions is possible.

We address first the case $`u>u_c`$. For the Hamiltonian of rotors we are interested in (Eq. (30)), the maximal Lyapunov exponent $`\stackrel{~}{\lambda }^{max}`$ scales, for large $`N`$, like

$$\stackrel{~}{\lambda }^{max}\frac{l(u,\alpha ,d)}{N^{\kappa (\alpha /d)}},$$
(34)
where $`l(u,\alpha ,d)`$ is some smooth function of its variables, and $`\kappa (\alpha /d)`$ decreases from 1/3 to zero when $`\alpha /d`$ increases from zero to unity; $`\kappa `$ remains zero for all values of $`\alpha /d`$ above unity, consistently with the fact that $`\stackrel{~}{\lambda }^{max}`$ is positive in that region. In other words, above the critical energy, the sensitivity to the initial conditions is exponential for $`\alpha /d>1`$, and subexponential (possibly power like) for $`0\alpha /d1`$.

We address now the case $`0<u<u_c`$, and focus especially on the region slightly below the critical value $`u_c`$ (e.g., $`u=0.69`$ for the $`\alpha =0`$ model). For $`0\alpha /d1`$, at least two (and possibly only two with nonzero measure) important basins exist in the space of the initial conditions: one of them contains the Maxwellian distribution of velocities, the other one contains the water-bag (as well as the double water-bag) distibution of velocities. When the initial conditions belong to the Maxwellian basin, the system relaxes quickly onto the BG equilibrium distribution (strictly speaking, we do not have this numerical evidence but a weaker one, namely that the marginal probability of one-rotator velocities tends to the Maxwellian one when $`N\mathrm{}`$). When the initial conditions belong to the other basin, it first relaxes quickly to an anomalous, metastable (quasi-stationary) state, and only later, at a crossover time $`\tau `$, starts slowly approaching the BG equilibrium. The crossover time diverges with $`N`$ for $`\alpha =0`$ . It has been conjectured  that it might in general diverge like $`\tau \stackrel{~}{N}`$. It has been recently established  that, for $`d=1`$ and fixed $`N`$, $`\tau `$ exponentially vanishes with $`\alpha `$ approaching unity. All these features are consistent with the conjecture $`\tau \stackrel{~}{N}`$, which might well be true. During the metastable state, the one-particle distribution of velocities is clearly non Gaussian, and in fact it seems to approach the distribution of velocities typical of nonextensive statistical mechanics for $`q>1`$. This anomalous behavior reflects on the sensitivity to the initial conditions. The maximal Lyapunov exponent $`\stackrel{~}{\lambda }^{max}`$ remains during long time, in fact until $`t\tau `$, at a low value and then starts approaching a finite value. This low value scales like $`1/N^{\kappa ^{}(\alpha /d)}`$. The remarkable feature which has been observed  for the $`d=1`$ model is that $`\kappa ^{}=\kappa /3`$ for all values of $`\alpha `$. The anomalies above and below the critical point become thus intimately related.

The whole scenario is expected to hold for large classes of models, including the classical $`n`$-vector ferromagnetic-like two-body coupled inertial rotors ($`n=2`$ being the present one, $`n=3`$ the Heisenberg one, $`n\mathrm{}`$ the spherical one, etc). For all of them, in the isolated situation, we expect (i) at the disordered phase, that the maximal Lyapunov decreases with $`N`$ with the exponent $`\kappa (\alpha /d,n)`$ (it is yet unclear whether this exponent depends on $`n`$ or not); (ii) at the ordered phase, and starting from initial conditions within a finite basin including the water-bag, that a metastable state exists with non BG (possibly $`q`$-type) distribution associated with a maximal Lyapunov exponent which decreases with $`N`$ with the exponent $`\kappa (\alpha /d)/3`$. In these circumstances, for $`\alpha /d1`$ (nonextensive systems), the $`lim_N\mathrm{}lim_t\mathrm{}`$ ordering is expected to yield the usual BG equilibrium, whereas the $`lim_t\mathrm{}lim_N\mathrm{}`$ ordering yields a non BG (meta)equilibrium, possibly of the type predicted by nonextensive statistical mechanics. This interesting phenomenon disappears for $`\alpha /d>1`$ (extensive systems); indeed, both orderings lead then to the same equilibrium, namely the BG one, as known since long.

## IV Conclusions

We have presented some of the main peculiarities associated with nonextensive systems. Most of the paradigmatic behaviors are expected to become (or have been shown to become) power laws instead of the usual exponentials:

(i) the sensitivity to the initial conditions is given by $`\xi =e_q^{\lambda _qt}`$ (typically $`q1`$);

(ii) the finite entropy production (Kolmogorov-Sinai entropy like) occurs only for $`S_q`$ (with $`q1`$, the same as above);

(iii) the relaxation towards quasi-stationary or (metaequilibrium) states, or perhaps from these to the terminal equilibrium states, may occur through $`e_q^{t/\tau _q}`$ (typically $`q1`$);

(iv) the stationary, (meta)equilibrium distribution for thermodynamically large Hamiltonian systems may be given by $`p_ie_q^{\beta ^{}ϵ_i}`$ (typically $`q1`$, possibly the same as just above).

The two-dimensional conservative maps exhibit, in the vicinity of integrability and at intermediate times, features very similar to those observed in one-dimensional dissipative maps at the edge of chaos. The intermediate stage has a duration which diverges when the control parameters approach values where the system is close to integrability. Isolated classical Hamiltonian systems behave similarly to low-dimensional conservative maps, $`1/N`$ playing a role analogous to the distance of the control parameters to their values where integrability starts.

The scenario which emerges is that sensitivity and entropy production properties are related to one and the same value of $`q_{sen}1`$ (also related to $`\alpha _{min}`$ and $`\alpha _{max}`$ of some multifractal function), whereas the relaxation and (meta)equilibrium properties are related to (possibly one and the same) value of $`q_{rel}1`$ (also related to the Hausdorff dimension of the same multifractal function). These two sets of properties are quite distinct and generically correspond to distinct values of $`q`$ (namely, $`q_{sen}`$ and $`q_{rel}`$). It happens that for the usual, extensive, BG systems they coincide providing $`q_{sen}=q_{rel}=1`$, which might sometimes be at the basis of some confusion. In all cases, once the microscopic dynamics of the systems is known, it is in principle possible to determine a priori both $`q_{sen}`$ and $`q_{rel}`$ (as well as the connection among them and with the chosen graining, as illustrated in Eq. (23)). We have here shown how this is done for simple systems. This type of calculation of $`q`$ from first principles has also been illustrated for a variety of other systems . The quest for such calculations for more complex systems is in progress.

## Acknowledgements

I thank I. Bediaga, E.M.F. Curado, J. Miranda, C. Beck, T. and N. Arimitsu, A. Upadhyaya, J.-P. Rieu, J.A. Glazier and Y. Sawada and M.A. Montemurro for kindly providing and allowing me to use the figures that are shown here. I also thank CNPq, PRONEX and FAPERJ (Brazilian agencies) and FCT (Portugal) for partial financial support. Finally, I am grateful to B.J.C. Cabral, who provided warm hospitality at the Centro de Fisica da Materia Condensada of Universidade de Lisboa, where this work was partially done.


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# Classifying Luyten Stars Using An Optical-Infrared Reduced Proper Motion Diagram

## 1 Introduction

One of the principal motivations for undertaking a proper-motion survey is to construct a reduced proper motion (RPM) diagram, in which the RPM $`(=m+5\mathrm{log}\mu )`$, is plotted against color. Here $`m`$ is the apparent magnitude and $`\mu `$ is the proper motion measured in arcsec per year. The RPM serves as a rough proxy for the absolute magnitude $`M=m+5\mathrm{log}\pi +5`$, where $`\pi `$ is the parallax measured in arcsec. Indeed, if all stars had the same transverse speed, the RPM diagram would be identical to a conventional color-magnitude diagram (CMD) up to a zero-point offset.

Hence, one can hope to roughly classify stars using a RPM diagram, even when one has no parallax or spectroscopic information. In particular, subdwarfs (SDs) should be especially easy to distinguish from main-sequence (MS) stars, since they are several magnitudes dimmer at the same color, and are generally moving several times faster. Each of these effects tends to move SDs several magnitudes below the MS on a RPM diagram. White dwarfs (WDs) should also be easily distinguished from MS stars, since they are typically 10 magnitudes fainter at the same color, and are generally moving at similar velocities. Although WDs are closer to SDs on an RPM than they are to the MS, they still should be distinguishable.

## 2 NLTT RPMs: Promise and Limitations

More than two decades after its final compilation, the New Luyten Two-Tenths Catalog (NLTT) of high proper-motion stars ($`\mu >0\stackrel{}{\mathrm{.}}18\mathrm{yr}^1`$) (Luyten, 1979, 1980; Luyten & Hughes, 1980), and its better known subset Luyten Half-Second Catalog (Luyten, 1979, LHS) ($`\mu >0\stackrel{}{\mathrm{.}}5\mathrm{yr}^1`$) continue to be a vital source of astrometric data. They are still mined for nearby stars (Reid & Cruz, 2002; Jahreiss, Scholz, Meusinger, & Lehmann, 2001; Scholz, Meusinger, & Jahreiss, 2001; Gizis & Reid, 1997; Henry, Ianna, Kirkpatrick, & Jahreiss, 1997), subdwarfs (Gizis & Reid, 1997; Ryan, 1992, 1989), and white dwarfs (Reid, Liebert, & Schmidt, 2001; Schmidt et al., 1999; Liebert, Dahn, Gresham, & Strittmatter, 1979; Jones, 1972; Luyten, 1970, 1977). NLTT is by far the largest all-sky catalog of high-proper motion stars with more than 58,000 entries, and it is substantially complete to $`V18.5`$ over most of the sky. In addition to positions and proper motions (PPM), NLTT contains photographic photometry in two bands, $`B_\mathrm{L}`$ and $`R_\mathrm{L}`$, as well as important notes on some individual stars, particularly binaries. The combination of NLTT photometry and astrometry permits the construction of a RPM diagram. See Figure 1. Unfortunately, this diagram is almost devoid of features that could be used to isolate individual populations. There is a clump of stars off to the lower left that one might plausibly identify with WDs. However, there is no obvious separation between SDs and MS stars. Moreover, it is common knowledge that reddish WDs are mixed in with the SDs at intermediate colors, so that WDs must be spectroscopically culled from relatively large samples drawn from the lower reaches of this diagram (e.g., Liebert, Dahn, Gresham, & Strittmatter 1979). There are three reasons for this mixing of populations. First, photographic $`B`$ and $`R`$ do not provide a very broad color baseline. Second, photographic photometry has intrinsically large errors. Third, NLTT does not reach even the relatively limited precision that is in principle achievable with photography. Given the steepness of the color-magnitude relations of individual populations, the short color baseline and large errors combine to seriously smear out the diagram.

## 3 New Photometry and Astrometry for NLTT Stars

We are in the process of obtaining improved photometry and astrometry for the great majority of NLTT stars. Here we give a very brief summary of our procedure. Details are given in Gould & Salim (2002) and Salim & Gould (2002). For bright stars, we find counterparts to NLTT stars in three PPM catalogs: Hipparcos (ESA, 1997), Tycho-2 (Høg et al., 2000), and Starnet (Röser, 1996). Using this improved astrometry, we easily identify the 2MASS (Skrutskie et al., 1997) second incremental release counterparts of these stars and so obtain infrared (IR) photometry. Hipparcos and Tycho-2 have generally excellent optical photometry. For faint stars, we first identify candidate counterparts from USNO-A (Monet, 1996, 1998) around the (circa 1950 epoch) positions given by NLTT, and then ask if there are any 2MASS counterparts around the (circa 2000 epoch) positions predicted by the USNO-A positions and the NLTT proper motion. We use several criteria to ascertain the validity of the NLTT/USNO-A/2MASS match. Thus, we obtain infrared photometry from 2MASS, optical photometry from USNO-A, and proper motions with typical accuracies of $`5\mathrm{mas}\mathrm{yr}^1`$ from the difference of positions in the two catalogs. The former allows us to construct the optical-IR color index $`VJ`$. The latter represents a roughly 5-fold improvement relative to the NLTT proper-motion errors (Salim & Gould, 2002).

Figure 2 shows the resulting RPM restricted to $`\delta >17^{}`$, for which the data of Gould & Salim (2002) and Salim & Gould (2002) are relatively homogeneous. For $`V`$ band we adopt (Salim & Gould, 2000) $`V=R_\mathrm{U}+0.23+0.32(BR)_\mathrm{U}`$, where $`B_\mathrm{U}`$ and $`R_\mathrm{U}`$ are the photographic magnitudes from USNO-A. Note that the SDs and MS stars are clearly separated into two tracks, at least for $`V+5\mathrm{log}\mu 9`$. The WDs are also clearly separated from the other stars. Going towards the bright end, the SD track becomes vertical at $`V+5\mathrm{log}\mu 10`$ and then turns to the right at $`V+5\mathrm{log}\mu 9`$. For a star having a transverse speed of $`v_{}250\mathrm{km}\mathrm{s}^1`$, this latter value corresponds to $`M_V5`$, i.e., roughly a mag below the subdwarf turnoff. In any event, the bright end is dominated by Hipparcos counterparts of NLTT stars (shown in yellow). Hipparcos stars generally have excellent parallaxes, so for them RPMs are superfluous. We therefore remove these stars from further consideration.

Using superior color-color plots of NLTT stars based on Sloan Digital Sky Survey (SDSS, York et al. 2000) photometry, we have checked that the scheme shown in Figure 2 indeed properly classifies NLTT stars that lie in the SDSS Early Data Release (Stoughton et al., 2002) area. In a future paper, we will show how SDSS/USNO-A data can be combined to classify stars at much lower proper motions than the threshold of NLTT.

Once stars are classified using the RPM diagram, it is possible to estimate their distances photometrically. Using this technique, in Table 1 we have tentatively identified 23 WD candidates111Here we extend our sample to $`\delta >33\mathrm{°}`$ that lie within 20 pc and are not listed in the online edition of the Gliese Catalog of Nearby Stars222http://www.ari.uni-heidelberg.de/aricns. These WD candidates are also not listed in McCook & Sion (1999) catalog of spectroscopically confirmed WDs. We determine photometric distances from $`J`$, $`VJ`$, and a CMR calibrated using Bergeron, Leggett, & Ruiz (2001) data. Stars with low values of $`\mathrm{\Delta }(VJ)`$ lie close to the SD/WD discriminator line shown in Figure 2, and could therefore be extreme SDs–stars interesting in their own right. Spectroscopy will be ultimately required to confirm the nature of these objects. If confirmed, these WDs would represent a significant addition to 109 WDs known to be closer than 20 pc (Holberg, Oswalt, & Sion, 2002). In fact, since for 10 of our candidate WDs we calculate $`d<13`$ pc, they could raise the local density derived by Holberg, Oswalt, & Sion (2002) using a 13 pc sample (which they believe is complete) by as much as 20% (but note that we do not cover the entire sky).

## 4 Comparison with NLTT

Panels in Figure 3 show respectively where the stars classified as WDs, SDs, and MS stars in Figure 2, lie in the original NLTT RPM. The points representing the WDs are enlarged for emphasis. Note that while the region to the lower left is indeed dominated by WDs, the red WDs are sprinkled among a much higher density of other faint red stars. From the distribution of SDs and MS stars it is clear that while the SDs do tend on average to be bluer and fainter than the MS stars, the two populations are severely mixed in the original NLTT RPM diagram.

## 5 Conclusions

We have presented an optical/IR RPM diagram for NLTT stars based on photometry and astrometry obtained from USNO-A and 2MASS. WDs, SDs, and MS stars are well separated in this diagram, at least for stars with RPMs $`V+5\mathrm{log}\mu 9`$. This should provide a powerful tool for choosing WD and SD candidates from among the 58,845 NLTT stars for a variety of studies.

We acknowledge the use of CD-ROM versions of USNO-A1.0 and A2.0 catalogs provided to us by D. Monet. This publication makes use of catalogs from the Astronomical Data Center at NASA Goddard Space Flight Center, VizieR and SIMBAD databases operated at CDS, Strasbourg, France, and data products from the Two Micron All Sky Survey, which is a joint project of the University of Massachusetts and the IPAC/Caltech, funded by the NASA and the NSF. We thank the referee for useful suggestions. This work was supported by JPL contract 1226901.


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# Magnetic catalysis and anisotropic confinement in QCD

## I Introduction

Since the dynamics of QCD is extremely rich and complicated, it is important to study this theory under external conditions which provide a controllable dynamics. On the one hand, this allows one to understand better the vacuum structure and Green’s functions of QCD, and, on the other hand, there can exist interesting applications of such models in themselves. The well known examples are hot QCD (for a review see Ref. ) and QCD with a large baryon density (for a review see Ref. ).

Studies of QCD in external electromagnetic fields had started long ago . A particularly interesting case is an external magnetic field. Using the Nambu-Jona-Lasinio (NJL) model as a low energy effective theory for QCD, it was shown that a magnetic field enhances the spontaneous chiral symmetry breakdown. The understanding of this phenomenon had remained obscure until a universal role of a magnetic field as a catalyst of chiral symmetry breaking was established in Refs. . The general result states that a constant magnetic field leads to the generation of a fermion dynamical mass (i.e., a gap in the one-particle energy spectrum) even at the weakest attractive interaction between fermions. For this reason, this phenomenon was called the magnetic catalysis. The essence of the effect is the dimensional reduction $`DD2`$ in the dynamics of fermion pairing in a magnetic field. In the particular case of weak coupling, this dynamics is dominated by the lowest Landau level (LLL) which is essentially $`D2`$ dimensional . The applications of this effect have been considered both in condensed matter physics  and cosmology (for reviews see Ref. ).

The phenomenon of the magnetic catalysis was studied in gauge theories, in particular, in QED  and in QCD . In the recent work , it has been suggested that the dynamics underlying the magnetic catalysis in QCD is weakly coupled at sufficiently large magnetic fields. In this paper, we study this dynamical problem rigorously, from first principles. In fact, we show that, at sufficiently strong magnetic fields, $`|eB|\mathrm{\Lambda }_{QCD}^2`$, there exists a consistent truncation of the Schwinger-Dyson (gap) equation which leads to a reliable asymptotic expression for the quark mass $`m_q`$. Its explicit form reads:

$$m_q^22C_1|e_qB|\left(c_q\alpha _s\right)^{2/3}\mathrm{exp}\left[\frac{4N_c\pi }{\alpha _s(N_c^21)\mathrm{ln}(C_2/c_q\alpha _s)}\right],$$
(1)
where $`e_q`$ is the electric charge of the $`q`$-th quark and $`N_c`$ is the number of colors. The numerical factors $`C_1`$ and $`C_2`$ equal $`1`$ in the leading approximation that we use. Their value, however, can change beyond this approximation and we can only say that they are of order $`1`$. The constant $`c_q`$ is defined as follows:

$$c_q=\frac{1}{6\pi }(2N_u+N_d)\left|\frac{e}{e_q}\right|,$$
(2)
where $`N_u`$ and $`N_d`$ are the numbers of up and down quark flavors, respectively. The total number of quark flavors is $`N_f=N_u+N_d`$. The strong coupling $`\alpha _s`$ in the last equation is related to the scale $`\sqrt{|eB|}`$, i.e.,

$$\frac{1}{\alpha _s}b\mathrm{ln}\frac{|eB|}{\mathrm{\Lambda }_{QCD}^2},\text{ where}b=\frac{11N_c2N_f}{12\pi }.$$
(3)
We should note that in the leading approximation the energy scale $`\sqrt{|eB|}`$ in Eq. (3) is fixed only up to a factor of order $`1`$.

As we discuss below, because of the running of $`\alpha _s`$, the value of the dynamical mass (1) grows very slowly with increasing the value of the background magnetic field. Moreover, there may exist an intermediate region of fields where the mass decreases with increasing the magnetic field. Another, rather unexpected, consequence is that a strong external magnetic field suppresses the chiral vacuum fluctuations leading to the generation of the usual dynamical mass of quarks $`m_{dyn}^{(0)}300\text{ MeV}`$ in QCD without a magnetic field. In fact, in a wide range of strong magnetic fields $`\mathrm{\Lambda }^2B(10\text{ TeV})^2`$ (where $`\mathrm{\Lambda }`$ is the characteristic gap in QCD without the magnetic field; it can be estimated to be a few times larger than $`\mathrm{\Lambda }_{QCD}`$), the dynamical mass (1) remains smaller than $`m_{dyn}^{(0)}`$. As it will be shown in Sec. IV, this point is intimately connected with another one: in a strong magnetic field, the confinement scale, $`\lambda _{QCD}`$, is much less than the confinement scale $`\mathrm{\Lambda }_{QCD}`$ in QCD without a magnetic field.

The central dynamical issue underlying this dynamics is the effect of screening of the gluon interactions in a magnetic field in the region of momenta relevant for the chiral symmetry breaking dynamics, $`m_q^2|k^2||eB|`$. In this region, gluons acquire a mass $`M_g`$ of order $`\sqrt{N_f\alpha _s|e_qB|}`$. This allows to separate the dynamics of the magnetic catalysis from that of confinement. More rigorously, $`M_g`$ is the mass of a quark-antiquark composite state coupled to the gluon field. The appearance of such mass resembles pseudo-Higgs effect in the $`1+1`$ dimensional massive QED (massive Schwinger model)  (see below).

Since the background magnetic field breaks explicitly the global chiral symmetry that interchanges the up and down quark flavors, the chiral symmetry in this problem is $`SU(N_u)_L\times SU(N_u)_R\times SU(N_d)_L\times SU(N_d)_R\times U^{()}(1)_A`$. The $`U^{()}(1)_A`$ is connected with the current which is an anomaly free linear combination of the $`U^{(d)}(1)_A`$ and $`U^{(u)}(1)_A`$ currents. \[The $`U^{()}(1)_A`$ symmetry is of course absent if either $`N_d`$ or $`N_u`$ is equal to zero\]. The generation of quark masses breaks this symmetry spontaneously down to $`SU(N_u)_V\times SU(N_d)_V`$ and, as a result, $`N_u^2+N_d^21`$ gapless Nambu-Goldstone (NG) bosons occur. In Sec. III, we derive the effective action for the NG bosons and calculate their decay constants and velocities.

The present analysis is heavily based on the analysis of the magnetic catalysis in QED done by Gusynin, Miransky, and Shovkovy . A crucial difference is of course the property of asymptotic freedom and confinement in QCD. In connection with that, our second major result is the derivation of the low energy effective action for gluons in QCD in a strong magnetic field \[see Eq. (20) below\]. The characteristic feature of this action is its anisotropic dynamics. In particular, the strength of static (Coulomb like) forces along the direction parallel to the magnetic field is much larger than that in the transverse directions. Also, the confinement scale in this theory is much less than that in QCD without a magnetic field. This features imply a rich and unusual spectrum of light glueballs in this theory.

A special and interesting case is QCD with a large number of colors, in particular, with $`N_c\mathrm{}`$ (the ’t Hooft limit). In this limit, the mass of gluons goes to zero and the expression for the quark mass becomes essentially different \[see Eq. (27) in Sec. V\]. In fact, it will be shown that, for any value of an external magnetic field, there exists a threshold value $`N_c^{thr}`$, rapidly growing with $`|eB|`$ \[e.g., $`N_c^{thr}100`$ for $`|eB|(1\text{ GeV})^2`$\]. For $`N_c`$ of the order $`N_c^{thr}`$ or larger, the gluon mass becomes small and irrelevant for the dynamics of the generation of a quark mass. As a result, expression (27) for $`m_q`$ takes place for such large $`N_c`$. The confinement scale in this case is close to $`\mathrm{\Lambda }_{QCD}`$. Still, as is shown in Sec. V, the dynamics of chiral symmetry breaking is under control in this limit if the magnetic field is sufficiently strong.

It is important that, unlike the case of QCD with a nonzero baryon density, there are no principal obstacles for checking all these results and predictions in lattice computer simulations of QCD in a magnetic field.

## II Magnetic catalysis in QCD

We begin by considering the Schwinger-Dyson (gap) equation for the quark propagator. It has the following form:

$`G^1(x,y)`$ $`=`$ $`S^1(x,y)+4\pi \alpha _s\gamma ^\mu {\displaystyle G(x,z)\mathrm{\Gamma }^\nu (z,y,z^{})𝒟_{\nu \mu }(z^{},x)d^4zd^4z^{}},`$ (4)
where $`S(x,y)`$ and $`G(x,y)`$ are the bare and full fermion propagators in an external magnetic field, $`𝒟_{\nu \mu }(x,y)`$ is the full gluon propagator and $`\mathrm{\Gamma }^\nu (x,y,z)`$ is the full amputated vertex function. Since the coupling $`\alpha _s`$ related to the scale $`|eB|`$ is small, one might think that the rainbow (ladder) approximation is reliable in this problem. However, this is not the case. Because of the (1+1)-dimensional form of the fermion propagator in the LLL approximation, there are relevant higher order contributions . Fortunately one can solve this problem. First of all, an important feature of the quark-antiquark pairing dynamics in QCD in a strong magnetic field is that this dynamics is essentially abelian. This feature is provided by the form of the polarization operator of gluons in this theory. The point is that the dynamics of the quark-antiquark pairing is mainly induced in the region of momenta $`k`$ much less than $`\sqrt{|eB|}`$. This implies that the magnetic field yields a dynamical ultraviolet cutoff in this problem. On the other hand, while the contribution of (electrically neutral) gluons and ghosts in the polarization operator is proportional to $`k^2`$, the fermion contribution is proportional to $`|e_qB|`$ . As a result, the fermion contribution dominates in the relevant region with $`k^2|eB|`$.

This observation implies that there are three, dynamically very different, scale regions in this problem. The first one is the region with the energy scale above the magnetic scale $`\sqrt{|eB|}`$. In that region, the dynamics is essentially the same as in QCD without a magnetic field. In particular, the running coupling decreases logarithmically with increasing the energy scale there. The second region is that with the energy scale below the magnetic scale but much larger than the dynamical mass $`m_q`$. In this region, the dynamics is abelian like and, therefore, the dynamics of the magnetic catalysis is similar to that in QED in a magnetic field. At last, the third region is the region with the energy scale less than the gap. In this region, quarks decouple and a confinement dynamics for gluons is realized.

Let us first consider the intermediate region relevant for the magnetic catalysis. As was indicated above, the important ingredient of this dynamics is a large contribution of fermions to the polarization operator. It is large because of an (essentially) 1+1 dimensional form of the fermion propagator in a strong magnetic field. Its explicit form can be obtained by modifying appropriately the expression for the polarization operator in QED in a magnetic field :

$`𝒫^{AB,\mu \nu }{\displaystyle \frac{\alpha _s}{6\pi }}\delta ^{AB}\left(k_{}^\mu k_{}^\nu k_{}^2g_{}^{\mu \nu }\right){\displaystyle \underset{q=1}{\overset{N_f}{}}}{\displaystyle \frac{|e_qB|}{m_q^2}},\text{for}|k_{}^2|m_q^2,`$ (5)
$`𝒫^{AB,\mu \nu }{\displaystyle \frac{\alpha _s}{\pi }}\delta ^{AB}\left(k_{}^\mu k_{}^\nu k_{}^2g_{}^{\mu \nu }\right){\displaystyle \underset{q=1}{\overset{N_f}{}}}{\displaystyle \frac{|e_qB|}{k_{}^2}},\text{for}m_q^2|k_{}^2||eB|,`$ (6)
where $`g_{}^{\mu \nu }\text{diag}(1,0,0,1)`$ is the projector onto the longitudinal subspace, and $`k_{}^\mu g_{}^{\mu \nu }k_\nu `$ (the magnetic field is in the $`x^3`$ direction). Similarly, we introduce the orthogonal projector $`g_{}^{\mu \nu }g^{\mu \nu }g_{}^{\mu \nu }=\text{diag}(0,1,1,0)`$ and $`k_{}^\mu g_{}^{\mu \nu }k_\nu `$ that we shall use below. Notice that quarks in a strong magnetic field do not couple to the transverse subspace spanned by $`g_{}^{\mu \nu }`$ and $`k_{}^\mu `$. This is because in a strong magnetic field only the quark from the LLL matter and they couple only to the longitudinal components of the gluon field. The latter property follows from the fact that spins of the LLL quarks are polarized along the magnetic field .

The expressions (5) and (6) coincide with those for the polarization operator in the massive Schwinger model if the parameter $`\alpha _s|e_qB|/2`$ here is replaced by the dimensional coupling $`\alpha _1`$ of $`QED_{1+1}`$. As in the Schwinger model, Eq. (6) implies that there is a massive resonance in the $`k_{}^\mu k_{}^\nu k_{}^2g_{}^{\mu \nu }`$ component of the gluon propagator. Its mass is

$$M_g^2=\underset{q=1}{\overset{N_f}{}}\frac{\alpha _s}{\pi }|e_qB|=(2N_u+N_d)\frac{\alpha _s}{3\pi }|eB|.$$
(7)
This is reminiscent of the pseudo-Higgs effect in the (1+1)-dimensional massive QED. It is not the genuine Higgs effect because there is no complete screening of the color charge in the infrared region with $`|k_{}^2|m_q^2`$. This can be seen clearly from Eq. (5). Nevertheless, the pseudo-Higgs effect is manifested in creating a massive resonance and this resonance provides the dominant forces leading to chiral symmetry breaking.

Now, after the abelian like structure of the dynamics in this problem is established, we can use the results of the analysis in QED in a magnetic field  by introducing appropriate modifications. The main points of the analysis are: (i) the so called improved rainbow approximation is reliable in this problem provided a special non-local gauge is used in the analysis, and (ii) for a small coupling $`\alpha _s`$ ($`\alpha `$ in QED), the relevant region of momenta in this problem is $`m_q^2|k^2||eB|`$. We recall that in the improved rainbow approximation the vertex $`\mathrm{\Gamma }^\nu (x,y,z)`$ is taken to be bare and the gluon propagator is taken in the one-loop approximation. Moreover, as we argued above, in this intermediate region of momenta, only the contribution of quarks to the gluon polarization tensor (6) matters. \[It is appropriate to call this approximation the “strong-magnetic-field-loop improved rainbow approximation”. It is an analog of the hard-dense-loop improved rainbow approximation in QCD with a nonzero baryon density \]. As to the modifications, they are purely kinematic: the overall coupling constant in the gap equation $`\alpha `$ and the dimensionless combination $`M_\gamma ^2/|eB|`$ in QED have to be replaced by $`\alpha _s(N_c^21)/2N_c`$ and $`M_g^2/|e_qB|`$, respectively. This leads us to the expression (1) for the dynamical gap.

After expressing the magnetic field in terms of the running coupling, the result for the dynamical mass takes the following convenient form:

$$m_q^22C_1\left|\frac{e_q}{e}\right|\mathrm{\Lambda }_{QCD}^2\left(c_q\alpha _s\right)^{2/3}\mathrm{exp}\left[\frac{1}{b\alpha _s}\frac{4N_c\pi }{\alpha _s(N_c^21)\mathrm{ln}(C_2/c_q\alpha _s)}\right].$$
(8)
As is easy to check, the dynamical mass of the $`u`$-quark is considerably larger than that of the $`d`$-quark. It is also noticeable that the values of the $`u`$-quark dynamical mass becomes comparable to the vacuum value $`m_{dyn}^{(0)}300\text{ MeV}`$ only when the coupling constant gets as small as $`0.05`$.

Now, by trading the coupling constant for the magnetic field scale $`|eB|`$, we get the dependence of the dynamical mass on the value of the external field. The numerical results are presented in Fig. 1 \[we used $`C_1=C_2=1`$ in Eq. (8)\].

As one can see in Fig. 1, the value of the quark gap in a wide window of strong magnetic fields, $`\mathrm{\Lambda }_{QCD}^2|eB|(10\text{ TeV})^2`$, remains smaller than the dynamical mass of quarks $`m_{dyn}^{(0)}300\text{ MeV}`$ in QCD without a magnetic field. In other words, the chiral condensate is partially suppressed for those values of a magnetic field. The explanation of this, rather unexpected, result is actually simple. The magnetic field leads to the mass $`M_g`$ (7) for gluons. In a strong enough magnetic field, this mass becomes larger than the characteristic gap $`\mathrm{\Lambda }`$ in QCD without a magnetic field ($`\mathrm{\Lambda }`$, playing the role of a gluon mass, can be estimated as a few times larger than $`\mathrm{\Lambda }_{QCD}`$). This, along with the property of the asymptotic freedom (i.e., the fact that $`\alpha _s`$ decreases with increasing the magnetic field), leads to the suppression of the chiral condensate .

This point also explains why our result for the gap is so different from that in the NJL model in a magnetic field . Recall that, in the NJL model, the gap logarithmically (i.e., much faster than in the present case) grows with a magnetic field. This is the related to the assumption that both the dimensional coupling constant $`G=g/\mathrm{\Lambda }^2`$ (with $`\mathrm{\Lambda }`$ playing a role similar to that of the gluon mass in QCD), as well as the scale $`\mathrm{\Lambda }`$ do not dependent on the value of the magnetic field. Therefore, in that model, in a strong enough magnetic field, the value of the chiral condensate is overestimated.

The picture which emerges from this discussion is the following. For values of a magnetic field $`|eB|\mathrm{\Lambda }^2`$ the dynamics in QCD should be qualitatively similar to that in the NJL model. For strong values of the field, however, it is essentially different, as was described above. This in turn suggests that there should exist an intermediate region of fields where the dynamical masses of quarks decreases with increasing the background magnetic field.

## III Effective action of NG bosons

The presence of the background magnetic field breaks explicitly the global chiral symmetry that interchanges the up and down quark flavors. This is related to the fact that the electric charges of the two sets of quarks are different. However, the magnetic field does not break the global chiral symmetry of the action completely. In particular, in the model with the $`N_u`$ up quark flavors and the $`N_d`$ down quark flavors, the action is invariant under the chiral symmetry $`SU(N_u)_L\times SU(N_u)_R\times SU(N_d)_L\times SU(N_d)_R\times U^{()}(1)_A`$. The $`U^{()}(1)_A`$ is connected with the current which is an anomaly free linear combinaton of the $`U^{(d)}(1)_A`$ and $`U^{(u)}(1)_A`$ currents. \[The $`U^{()}(1)_A`$ symmetry is of course absent if either $`N_d`$ or $`N_u`$ is equal to zero\].

The global chiral symmetry of the action is broken spontaneously down to the diagonal subgroup $`SU(N_u)_V\times SU(N_d)_V`$ when dynamical masses of quarks are generated. In agreement with the Goldstone theorem, this leads to the appearance of $`N_u^2+N_d^21`$ number of the NG gapless excitations in the low-energy spectrum of QCD in a strong magnetic field. Notice that there is also a pseudo-NG boson connected with the conventional (anomalous) $`U(1)_A`$ symmetry which can be rather light in a sufficiently strong magnetic field.

Now, in the chiral limit, the general structure of the low energy action for the NG bosons could be easily established from the symmetry arguments alone. First of all, such an action should be invariant with respect to the space-time symmetry $`SO(1,1)\times SO(2)`$ which is left unbroken by the background magnetic field \[here the SO(1,1) and the SO(2) are connected with Lorentz boosts in the $`x_0x_3`$ hyperplane and rotations in the $`x_1x_2`$ plane, respectively\]. Besides that, the low-energy action should respect the original chiral symmetry $`SU(N_u)_L\times SU(N_u)_R\times SU(N_d)_L\times SU(N_d)_R\times U^{()}(1)_A`$. These requirements lead to the following general form of the action:

$`_{NG}`$ $``$ $`{\displaystyle \frac{f_u^2}{4}}\text{tr}\left(g_{}^{\mu \nu }_\mu \mathrm{\Sigma }_u_\nu \mathrm{\Sigma }_u^{}+v_u^2g_{}^{\mu \nu }_\mu \mathrm{\Sigma }_u_\nu \mathrm{\Sigma }_u^{}\right)`$ (9)
$`+`$ $`{\displaystyle \frac{f_d^2}{4}}\text{tr}\left(g_{}^{\mu \nu }_\mu \mathrm{\Sigma }_d_\nu \mathrm{\Sigma }_d^{}+v_d^2g_{}^{\mu \nu }_\mu \mathrm{\Sigma }_d_\nu \mathrm{\Sigma }_d^{}\right)`$ (10)
$`+`$ $`{\displaystyle \frac{\stackrel{~}{f}^2}{4}}\left(g_{}^{\mu \nu }_\mu \stackrel{~}{\mathrm{\Sigma }}_\nu \stackrel{~}{\mathrm{\Sigma }}^{}+\stackrel{~}{v}^2g_{}^{\mu \nu }_\mu \stackrel{~}{\mathrm{\Sigma }}_\nu \stackrel{~}{\mathrm{\Sigma }}^{}\right).`$ (11)
The unitary matrix fields $`\mathrm{\Sigma }_u\mathrm{exp}\left(i_{A=1}^{N_u^21}\lambda ^A\pi _u^A/f_u\right)`$, $`\mathrm{\Sigma }_d\mathrm{exp}\left(i_{A=1}^{N_d^21}\lambda ^A\pi _d^A/f_d\right)`$, and $`\stackrel{~}{\mathrm{\Sigma }}\mathrm{exp}\left(i\sqrt{2}\stackrel{~}{\pi }/\stackrel{~}{f}\right)`$ describe the NG bosons in the up, down, and $`U^{()}(1)_A`$ sectors of the original theory. The decay constants $`f_u,f_d,\stackrel{~}{f}`$ and transverse velocities $`v_u,v_d,\stackrel{~}{v}`$ can be calculated by using the standard field theory formalism (for a review, see for example the book ). Let us first consider the $`N_u^2+N_d^22`$ NG bosons in the up and down sectors, assigned to the adjoint representation of the $`SU(N_u)_V\times SU(N_d)_V`$ symmetry. The basic relation is

$$\delta ^{AB}P_q^\mu f_q=i\frac{d^4k}{(2\pi )^4}\text{tr}\left[\gamma ^\mu \gamma ^5\frac{\lambda ^A}{2}\chi _q^B(k,P)\right],$$
(12)
where $`P_q^\mu =(P^0,v_q^2\stackrel{}{P_{}},P^3)`$ and $`\chi _q^A(k,P)`$ is the Bethe-Salpeter (BS) wave function of the NG bosons ($`P`$ is the momentum of their center of mass). In the weakly coupled dynamics at hand, one could use an analogue of the Pagels-Stokar approximation . In this approximation, the BS wave function is determined from the Ward identities for axial currents. In fact, the calculation of the decay constants and velocities of NG bosons resembles closely the calculation in the case of a color superconducting dense quark matter . In the LLL approximation, the final result in Euclidean space is

$`f_q^2`$ $`=`$ $`4N_c{\displaystyle \frac{d^2k_{}d^2k_{}}{(2\pi )^4}\mathrm{exp}\left(\frac{k_{}^2}{|e_qB|}\right)\frac{m_q^2}{(k_{}^2+m_q^2)^2}},v_q=0.`$ (13)
The evaluation of this integral is straightforward. As a result, we get

$`f_u^2`$ $`=`$ $`{\displaystyle \frac{N_c}{6\pi ^2}}|eB|,`$ (14)
$`f_d^2`$ $`=`$ $`{\displaystyle \frac{N_c}{12\pi ^2}}|eB|.`$ (15)
The remarkable fact is that the decay constants are nonzero even in the limit when the dynamical masses of quarks approach zero. The reason of that is the $`1+1`$ dimensional character of this dynamics: as one can see from expression (13), in the limit $`m_q0`$, the infrared singularity in the integral cancels the mass $`m_q`$ in the numerator. A similar situation takes place in color superconductivity : in that case the $`1+1`$ dimensional character of the dynamics is provided by the Fermi surface.

Notice that the transverse velocities of the NG bosons are equal to zero. This is also a consequence of the $`1+1`$ dimensional structure of the quark propagator in the LLL approximation. The point is that quarks can move in the transverse directions only by hopping to higher Landau levels. Taking into account higher Landau levels would lead to nonzero velocities suppressed by powers of $`|m_q|^2/|eB|`$. In fact, the explicit form of the velocities was derived in the weakly coupled NJL model in an external magnetic field \[see Eq. (65) in the second paper of Ref. \]. It is

$$v_{u,d}^2\frac{|m_{u,d}|^2}{|eB|}\mathrm{ln}\frac{|eB|}{|m_{u,d}|^2}1.$$
(16)
A similar expression should take place also for the transverse velocities of the NG bosons in QCD.

Now, let us turn to the NG boson connected with the spontaneous breakdown of the $`U^{()}(1)_A`$. It is a $`SU(N_u)_V\times SU(N_d)_V`$ singlet. Neglecting the anomaly, we would actually get two NG singlets, connected with the up and down sectors, respectively. Their decay constants and velocities would be given by expression (12) in which $`\lambda ^A`$ has to be replaced by $`\lambda ^0`$. The latter is proportional to the unit matrix and normalized as the $`\lambda ^A`$ matrices: $`\text{tr}[(\lambda ^0)^2]=2`$. It is clear that their decay constants and velocities would be the same as for the NG bosons from the adjoint representation. Taking now into account the anomaly, we find that the anomaly free $`U^{()}(1)_A`$ current is connected with the traceless matrix $`\stackrel{~}{\lambda }^0/2(\sqrt{N_d/N_f}\lambda _u^0\sqrt{N_u/N_f}\lambda _d^0)/2`$. Therefore the genuine NG singlet $`|1`$ is expressed through those two singlets, $`|1,d`$ and $`|1,u`$, as $`|1=\sqrt{N_d/N_f}|1,u\sqrt{N_u/N_f}|1,d`$. This implies that its decay constant is

$$\stackrel{~}{f}^2=\frac{(N_df_u+N_uf_d)^2}{N_f^2}=\frac{(\sqrt{2}N_d+N_u)^2N_c}{12\pi ^2N_f^2}|eB|.$$
(17)
Its transverse velocity is of course zero in the LLL approximation.

## IV Anisotropic confinement of gluons

Let us now turn to the infrared region with $`|k|m_d`$, where all quarks decouple (notice that we take here the smaller mass of $`d`$ quarks). In that region, a pure gluodynamics realizes. However, its dynamics is quite unusual. The point is that although gluons are electrically neutral, their dynamics is strongly influenced by an external magnetic field, as one can see from expression (5) for their polarization operator. In a more formal language, while quarks decouple and do not contribute into the equations of the renormalization group in that infrared region, their dynamics strongly influence the boundary (matching) conditions for those equations at $`km_d`$.

A conventional way to describe this dynamics is the method of the low energy effective action. By taking into account the polarization effects due to the background magnetic field, we arrive at the following quadratic part of the low-energy effective action of gluons:

$$_{g,eff}^{(2)}=\frac{1}{2}\underset{A=1}{\overset{N_c^21}{}}A_\mu ^A(k)\left[g^{\mu \nu }k^2k^\mu k^\nu +\kappa \left(g_{}^{\mu \nu }k_{}^2k_{}^\mu k_{}^\nu \right)\right]A_\nu ^A(k),$$
(18)
where

$$\kappa =\frac{\alpha _s}{6\pi }\underset{q=1}{\overset{N_f}{}}\frac{|e_qB|}{m_q^2}=\frac{1}{12C_1\pi }\underset{q=1}{\overset{N_f}{}}\left(\frac{\alpha _s}{c_q^2}\right)^{1/3}\mathrm{exp}\left(\frac{4N_c\pi }{\alpha _s(N_c^21)\mathrm{ln}(C_2/c_q\alpha _s)}\right)1.$$
(19)
By making use of the quadratic part of the action as well as the requirement of the gauge invariance, we could easily restore the whole low-energy effective action (including self-interactions) as follows:

$$_{gl}\frac{1}{2}\underset{A=1}{\overset{N_c^21}{}}\left(\stackrel{}{E}_{}^A\stackrel{}{E}_{}^A+ϵE_3^AE_3^A\stackrel{}{B}_{}^A\stackrel{}{B}_{}^AB_3^AB_3^A\right),$$
(20)
where the (chromo-) dielectric constant $`ϵ1+\kappa `$ was introduced. Also, we introduced the notation for the chromo-electric and chromo-magnetic fields as follows:

$`E_i^A`$ $`=`$ $`_0A_i^A_iA_0^A+gf^{ABC}A_0^BA_i^C,`$ (21)
$`B_i^A`$ $`=`$ $`{\displaystyle \frac{1}{2}}\epsilon _{ijk}\left(_jA_k^A_kA_j^A+gf^{ABC}A_j^BA_k^C\right).`$ (22)
This low energy effective action is relevant for momenta $`|k|m_d`$. Notice the following important feature of the action: the coupling $`g`$, playing here the role of the “bare” coupling constant related to the scale $`m_d`$, coincides with the value of the vacuum QCD coupling related to the scale $`\sqrt{|eB|}`$ (and not to the scale $`m_d`$). This is because $`g`$ is determined from the matching condition at $`|k|m_d`$, the lower border of the intermediate region $`m_d|k|\sqrt{|eB|}`$, where, because of the pseudo-Higgs effect, the running of the coupling is essentially frozen. Therefore the “bare” coupling $`g`$ indeed coincides with the value of the vacuum QCD coupling related to the scale $`\sqrt{|eB|}`$: $`g=g_s`$. Since this value is much less that that of the vacuum QCD coupling related to the scale $`m_d`$, this implies that the confinement scale $`\lambda _{QCD}`$ of the action (20) should be much less than $`\mathrm{\Lambda }_{QCD}`$ in QCD without a magnetic field.

Actually, this consideration somewhat simplifies the real situation. Since the LLL quarks couple to the longitudinal components of the polarization operator, only the effective coupling connected with longitudinal gluons is frozen. For transverse gluons, there should be a logarithmic running of their effective coupling. It is clear, however, that this running should be quite different from that in the vacuum QCD. The point is that the time like gluons are now massive and their contribution in the running in the intermediate region is severely reduced. On the other hand, because of their negative norm, just the time like gluons are the major players in producing the antiscreening running in QCD (at least in covariant gauges). Since now they effectively decouple, the running of the effective coupling for the transverse gluons should slow down. It is even not inconceivable that the antiscreening running can be transformed into a screening one. In any case, one should expect that the value of the transverse coupling related to the matching scale $`m_d`$ will be also essentially reduced in comparison with that in the vacuum QCD. Since the consideration in this section is rather qualitative, we adopt the simplest scenario with the value of the transverse coupling at the matching scale $`m_d`$ also coinciding with $`g_s`$.

In order to determine the new confinement scale $`\lambda _{QCD}`$, one should consider the contribution of gluon loops in the perturbative loop expansion connected with the anisotropic action (20), a hard problem being outside the scope of this paper. Here we will get an estimate of $`\lambda _{QCD}`$, without studying the loop expansion in detail. Let us start from calculating the interaction potential between two static quarks in this theory. It reads:

$$V(x,y,z)\frac{g_s^2}{4\pi \sqrt{z^2+ϵ(x^2+y^2)}}.$$
(23)
Because of the dielectric constant, this Coulomb like interaction is anisotropic in space: it is suppressed by a factor of $`\sqrt{ϵ}`$ in the transverse directions compared to the interaction in the direction of the magnetic field. The potential (23) corresponds to the classical, tree, approximation which is good only in the region of distancies much smaller than the confinement radius $`r_{QCD}\lambda _{QCD}^1`$. Deviations from this interaction are described by loop corrections. Let us estimate the value of a fine structure constant connected with the perturbative loop expansion.

First of all, because of the form of the potential (23), the effective coupling constants connected with the parallel and transverse directions are different: while the former is equal to $`g_{eff}^{}=g_s`$, the latter is $`g_{eff}^{}=g_s/ϵ^{1/4}`$. On the other hand, the loop expansion parameter (fine structure constant) is $`g_{eff}^2/4\pi v_g`$, where $`v_g`$ is the velocity of gluon quanta. Now, as one can notice from Eq. (18), while the velocity of gluons in the parallel direction is equal to the velocity of light $`c=1`$, there are gluon quanta with the velocity $`v_g^{}=1/\sqrt{ϵ}`$ in the transverse directions. This seems to suggest that the fine structure coupling may remain the same, or nearly the same, despite the anisotropy: the factor $`\sqrt{ϵ}`$ in $`(g_{eff}^{})^2`$ will be cancelled by the same factor in $`v_g^{}`$. Therefore the fine structure constant can be estimated as $`\alpha _s=g_s^2/4\pi `$ (although, as follows from Eq. (18), there are quanta with the velocity $`v_g^{}=1`$, their contribution in the perturbative expansion is suppressed by the factor $`1/\sqrt{ϵ}`$).

This consideration is of course far from being quantitative. Introducing the magnetic field breaks the Lorentz group $`SO(3,1)`$ down to $`SO(1,1)\times SO(2)`$, and it should be somehow manifested in the perturbative expansion. Still, we believe, this consideration suggests that the structure of the perturbative expansion in this theory can be qualitatively similar to that in the vacuum QCD, modulo the important variation: while in the vacuum QCD $`\alpha _s`$ is related to the scale $`|eB|`$, it is now related to much smaller scale $`m_d`$.

By making use of this observation, we will approximate the running in the low-energy region by a vacuum-like running:

$$\frac{1}{\alpha _s^{}(\mu )}=\frac{1}{\alpha _s}+b_0\mathrm{ln}\frac{\mu ^2}{m_d^2},\text{ where}b_0=\frac{11N_c}{12\pi },$$
(24)
where the following condition was imposed: $`\alpha _s^{}(m_d)=\alpha _s`$. From this running law, we estimate the new confinement scale,

$$\lambda _{QCD}m_d\left(\frac{\mathrm{\Lambda }_{QCD}}{\sqrt{|eB|}}\right)^{b/b_0}.$$
(25)
We emphasize again that expression (25) is just an estimate of the new confinement scale. In particular, both the exponent, taken here to be equal to $`b/b_0`$, and the overall factor in this expression, taken here to be equal $`1`$, should be considered as being fixed only up to a factor of order one.

The hierarchy $`\lambda _{QCD}\mathrm{\Lambda }_{QCD}`$ is intimately connected with a somewhat puzzling point that the pairing dynamics decouples from the confinement dynamics despite it produces quark masses of order $`\mathrm{\Lambda }_{QCD}`$ or less \[for a magnetic field all the way up to the order of $`(10\text{ TeV})^2`$\]. The point is that these masses are heavy in units of the new confinement scale $`\lambda _{QCD}`$ and the pairing dynamics is indeed weakly coupled.

## V QCD with large number of colors

In this section, we will discuss the dynamics in QCD in a magnetic field when the number of colors is large, in particular, we will consider the (’t Hooft) limit $`N_c\mathrm{}`$. Just a look at expression (7) for the gluon mass is enough to recognize that the dynamics in this limit is very different from that considered in the previous sections. Indeed, as is well known, the strong coupling constant $`\alpha _s`$ is proportional to $`1/N_c`$ in this limit. More precisely, it rescales as

$$\alpha _s=\frac{\stackrel{~}{\alpha }_s}{N_c},$$
(26)
where the new coupling constant $`\stackrel{~}{\alpha }_s`$ remains finite as $`N_c\mathrm{}`$. Then, expression (7) implies that the gluon mass goes to zero in this limit. This in turn implies that the appropriate approximation in this limit is not the improved rainbow approximation but the rainbow approximation itself, when both the vertex and the gluon propagator in the SD equation (4) are taken to be bare.

In order to get the expression for the quark in this case, we can use the results of the analysis of the SD equation in the rainbow approximation in QED in a magnetic field , with the same simple modifications as in Sec. II. The result is

$$m_q^2=C|e_qB|\mathrm{exp}\left[\pi \left(\frac{\pi N_c}{(N_c^21)\alpha _s}\right)^{1/2}\right],$$
(27)
where the constant $`C`$ is of order one. As $`N_c\mathrm{}`$, one gets

$$m_{q,\mathrm{}}^2=C|e_qB|\mathrm{exp}\left[\pi \left(\frac{\pi }{\stackrel{~}{\alpha }_s}\right)^{1/2}\right].$$
(28)
It is natural to ask how large $`N_c`$ should be before the expression (27) becomes reliable. From our discussion above, it is clear that the rainbow approximation may be reliable only when the gluon mass is small, i.e., it is of the order of the quark mass $`m_q`$ or less. Equating expressions (7) and (27), we derive an estimate for the threshold value of $`N_c`$:

$$N_c^{thr}\frac{2N_u+N_d}{\mathrm{ln}|eB|/\mathrm{\Lambda }_{QCD}^2}\mathrm{exp}\left[\frac{\pi }{2\sqrt{3}}\left(11\mathrm{ln}\frac{|eB|}{\mathrm{\Lambda }_{QCD}}\right)^{1/2}\right].$$
(29)
Expression (27) for the quark mass is reliable for the values of $`N_c`$ of the order of $`N_c^{thr}`$ or larger. Decreasing $`N_c`$ below $`N_c^{thr}`$, one comes to expression (1).

It is quite remarkable that one can get a rather close estimate for $`N_c^{thr}`$ by equating expressions (1) and (7):

$$N_c^{thr}\frac{2N_u+N_d}{\mathrm{ln}|eB|/\mathrm{\Lambda }_{QCD}^2}\mathrm{exp}\left[\left(11\mathrm{ln}\frac{|eB|}{\mathrm{\Lambda }_{QCD}}\right)^{1/2}\right]$$
(30)
\[notice that the ratio of the exponents (29) and (30) is equal to $`0.91`$\]. The similarity of estimates (29) and (30) implies that, crossing the threshold $`N_c^{thr}`$, expression (27) for $`m_q`$ smoothly transfers into expression (1).

These estimates show that the value of $`N_c^{thr}`$ rapidly grows with the magnetic field. For example, taking $`\mathrm{\Lambda }_{QCD}=250\text{ MeV}`$ and $`N_u=1`$, $`N_d=2`$, we find from Eq. (29) that $`N_c^{thr}10^2`$, $`10^3`$, and $`10^4`$ for $`|eB|(1\text{ GeV})^2`$, $`(10\text{ GeV})^2`$, and $`(100\text{ GeV})^2`$, respectively.

As was shown in Sec. IV, in the regime with the number of colors $`N_cN_c^{thr}`$, the confinement scale $`\lambda _{QCD}`$ in QCD in a strong magnetic field is essentially smaller than $`\mathrm{\Lambda }_{QCD}`$. What is the value of $`\lambda _{QCD}`$ in the regime with $`N_c`$ being of the order of $`N_c^{thr}`$ or larger? It is not difficult to see that $`\lambda _{QCD}\mathrm{\Lambda }_{QCD}`$ in this case. Indeed, now the gluon mass and, therefore, the contribution of quarks in the polarization operator are small (the latter is suppressed by the factor $`1/N_c`$ with respect to the contribution of gluons). As a result, the $`\beta `$-function in this theory is close to that in QCD without a magnetic field, i.e., $`\lambda _{QCD}\mathrm{\Lambda }_{QCD}`$.

Expression (27) implies that, for a sufficiently strong magnetic fields, the dynamical mass $`m_q`$ is much larger than the confinement scale $`\mathrm{\Lambda }_{QCD}`$. Indeed, expressing the magnetic field in terms of the running coupling, one gets

$$m_q^2\left|\frac{e_q}{e}\right|\mathrm{\Lambda }_{QCD}^2\mathrm{exp}\left[\frac{1}{b\alpha _s}\pi \left(\frac{\pi N_c}{(N_c^21)\alpha _s}\right)^{1/2}\right],$$
(31)
and for small values of $`b\alpha _sN_c\alpha _s\stackrel{~}{\alpha }_s`$ (i.e., for large values of $`|eB|`$) the mass $`m_q`$ is indeed much larger than $`\mathrm{\Lambda }_{QCD}`$. This point is important for proving the reliability of the rainbow approximation in this problem. Indeed, the relevant region of momenta in this problem is $`m_q^2|k^2||eB|`$  where, because $`m_q^2\mathrm{\Lambda }_{QCD}^2`$ for a strong enough field, the running coupling is small. Therefore the rainbow approximation is indeed reliable for sufficiently strong magnetic fields in this case.

## VI Conclusion

QCD in a strong magnetic field yields an example of a rich, sophisticated and (that is very important) controllable dynamics. Because of the property of asymptotic freedom, the pairing dynamics, responsible for chiral symmetry breaking in a strong magnetic field, is weakly interacting. The key point why this weakly interacting dynamics manages to produce spontaneous chiral symmetry breaking is the fact that it is essentially 1+1 dimensional: in the plane orthogonal to the external field the motion of charged quarks is restricted to a region of a typical size of the order of the magnetic length, $`\mathrm{}=1/\sqrt{|e_qB|}`$. Moreover, such a dynamics almost completely decouples from the dynamics of confinement which develops at very low energy scales in the presence of a strong magnetic field.

While the pairing dynamics decouples from the dynamics of confinement, the latter is strongly modified by the polarization effects due to quarks that have an effective $`1+1`$ dimensional dynamics in the lowest Landau level. As a result, the confinement scale in QCD in a strong magnetic field $`\lambda _{QCD}`$ is much less than the confinement scale $`\mathrm{\Lambda }_{QCD}`$ in the vacuum QCD. This implies a rich spectrum of light glueballs in this theory.

This picture changes drastically for QCD with a large number of colors ($`N_c100`$ for $`|eB|1\text{ GeV}^2`$). In that case a conventional confinement dynamics, with the confinement scale $`\lambda _{QCD}\mathrm{\Lambda }_{QCD}`$, is realized.

The dynamics of chiral symmetry breaking in QCD in a magnetic field has both similarities and important differencies with respect to the dynamics of color superconductivity in QCD with a large baryon density . Both dynamics are essentially 1+1 dimensional. However, while the former is anisotropic \[the rotational $`SO(3)`$ symmetry is explicitly broken by a magnetic field\], the rotational symmetry is preserved in the latter. This fact is in particular connected with that while in dense QCD quarks interact both with chromo-electric and chromo-magnetic gluons , in the present theory they interact only with the longitudinal components of chromo-electric gluons. This in turn leads to very different expressions for the dynamical masses of quarks in these two theories.

Another important difference is that while the pseudo-Higgs effect takes place in QCD in a magnetic field, the genuine Higgs (Meissner-Higgs) effect is realized in color superconducting dense quark matter. Because of the Higgs effect, the color interactions connected with broken generators are completely screened in infrared in the case of color superconductivity. In particular, in the color-flavor locked phase of dense QCD with three quark flavors, the color symmetry is completely broken and, therefore, the infrared dynamics is under control in that case . As for dense QCD with two quark flavors, the color symmetry is only partialy broken down to $`SU(2)_c`$, and there exists an analog of the pseudo-Higgs effect for the electric modes of gluons connected with the unbroken $`SU(2)_c`$. As a result, the confinement scale of the gluodynamics of the remaining $`SU(2)_c`$ group is much less than $`\mathrm{\Lambda }_{QCD}`$ , like in the present case. The essential difference, however, is that, unlike QCD in a magnetic field, the infrared dynamics of a color superconductor is isotropic.

Last but not least, unlike the case of QCD with a nonzero baryon density, there are no principal obstacles for examining all these results and predictions in lattice computer simulations of QCD in a magnetic field.

###### Acknowledgements.

We thank Arkady Vainshtein for raising a question concerning the dynamics in QCD with $`N_c\mathrm{}`$ in a magnetic field. V.A.M. is grateful for support from the Natural Sciences and Engineering Research Council of Canada. The work of I.A.S. was supported by the U.S. Department of Energy under Grant No. DE-FG02-87ER40328 and in part by the National Science Foundation under Grant No. PHY99-07949.