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# 1 Introduction

## 1 Introduction

In the large $`N`$ limit the Feynman diagrams of $`SU(N)`$ Yang-Mills theory reorganize themselves into a genus expansion of closed string theory . This closed string is believed to propagate in a five dimensional background . At each point on the worldvolume of the string, we have to specify its position in 4d Minkowski space and its thickness, which is represented by its position in the 5th dimension. The metric structure of the 5th dimension describes the internal structure of the string. This expectation has been realized in many supersymmetric examples starting with , where in addition to the 5th dimension, the closed string background includes an internal compact space, representing the additional fields in the theory. Thus, pure Yang-Mills, with only glue as degrees of freedom, is expected to map to an entirely 5d non-critical string theory background .

Adding fundamental flavors effectively introduces boundaries in the ’t Hooft expansion, that is one adds an open string sector. Since the open strings should be allowed to have a thickness as well, one is led to believe that adding fundamental flavors in the gauge theory maps to adding space-time filling D-branes in the 5d bulk theory. In the limit where $`M`$, the number of flavors, is much smaller than $`N`$, the backreaction of the D-branes on the bulk geometry can be ignored. As we discuss later, this corresponds to the quenched approximation of lattice gauge theory. Several puzzles arise. The spacetime filling D-branes can’t carry any charge in order to avoid tadpoles, but nevertheless should be stable. Making the quarks very heavy should decouple them from the IR theory, so D-branes dual to massive quarks should be spacetime filling in the UV region but than end at a finite distance in the 5th dimension, and be absent in the IR. The gauge fields living on the D-branes map to global flavor currents in the gauge theory. Since QCD with $`M`$ flavors has a chiral $`SU(M)\times SU(M)`$ symmetry, which then gets broken by a condensate, one actually needs two sets of space-time filling branes each carrying one of the $`SU(M)`$ symmetries. The chiral condensate should then manifest itself in the bulk as a vev for a scalar, which is bifundamental under the product gauge symmetry. We will show that all this is indeed the case in the supersymmetric cousins of QCD, where the dual closed string background is known.

In the next section we will consider the probe limit, and show how to introduce space-time filling branes without running into contradictions with tadpoles. Most of the stable D-branes we know carry charge under RR-gauge fields, so that without introducing orientifolds it is usually impossible to introduce space-time filling branes, since the net charge has to cancel. We avoid this problem by having our D-branes wrap topologically trivial cycles with zero flux, so that they carry no charge in the 5d world. They are stabilized by the same mechanism as in : there are negative mass modes which control the slipping of the D-branes off the cycle they wrap, but the mass is not negative enough to lead to an instability in the curved 5d geometry, e.g. for our conformal examples it is above the BF bound . We show how to read off both the cycle wrapped in the internal manifold, and the worldvolume scalars that are turned on, from knowledge of the embedding in the flat 10d spacetime. Giving a mass to the flavors turns on a non-trivial profile for the slipping mode, making the D-brane seemingly terminate from the 5d point of view. Last but not least, we will study in this section a simple model that has an $`SU(M)\times SU(M)`$ global symmetry and show how this is reproduced in the bulk by having two distinct spacetime filling sets of branes, which differ by the cycle they wrap in the internal space. We explicitly break the product global symmetry to the diagonal by turning on a mass for the quarks. In the corresponding bulk physics this amounts to Higgsing the gauge symmetry by a bifundamental scalar, mimicking the bulk physics dual to a chiral condensate. We will also verify that all our solutions are supersymmetric by analyzing $`\kappa `$-symmetry on the worldvolume.

Section 3 will be devoted to our most interesting example, a close cousin of $`𝒩=1`$ SYM with $`M`$ flavors. This theory actually has a chiral global symmetry. Again we will show how to obtain the $`SU(M)\times SU(M)`$ symmetry in the bulk from two sets of D-branes, but this time a single D7 brane will only give rise to a single chiral multiplet. As opposed to the examples studied before, the $`𝒩=1`$ theory has non-trivial $`B`$ field turned on in the supergravity background. So this time a lower dimensional D-brane charge is induced and tadpole cancellation becomes a non-trivial constraint, corresponding to the dual gauge theory being anomaly free. In Section 4 we conclude and speculate about the use of D-brane probes to extract the non-perturbative superpotential of SQCD.

## 2 Spacetime filling branes and Tadpoles

### 2.1 The probe limit

In this work we only study branes in the probe limit, as in . This is justified by taking the limit where $`g_s0`$, $`M`$ fixed, such that $`g_sM0`$, which is the strength with which the $`M`$ D-branes source the metric, dilaton and gauge fields. At the same time we take $`N\mathrm{}`$ holding as usual $`g_sN=\lambda `$ fixed. So the D3 brane backreaction is large, and we replace the D3 branes with their near-horizon geometry. The flavor probe branes will minimize their worldvolume action in this background without deforming the background. In particular this means that we take $`M<<N`$, that is in the large $`N`$ gauge theory we introduce a finite number of flavors. In the lattice literature this limit is known as the quenched approximation: the full dynamics of the glue and its effect on the fermions is included, but the backreaction of the fermions on the glue is dropped. In the probe limit this approximation becomes exact. For some of the backgrounds we study, like the D3-D7 system, the supergravity solution is known beyond the probe limit .

### 2.2 Tadpoles

As explained in the introduction, our proposal that fundamental quarks are dual to spacetime filling D-branes seems to suffer from a problem with tadpoles: usually stable D-branes carry charge, and for a spacetime filling brane, the net charge has to cancel. The way the supersymmetric branes we study avoid this pitfall is that they wrap topologically trivial cycles in the internal space. This phenomenon was encountered in  for the closely related D3-D5 system. There the field theory interpretation is in terms of a CFT with defect or boundary (dCFT). The $`M`$ D5 branes give rise to $`M`$ flavors in the dual gauge theory, but they are confined to a codimension one defect. In the supergravity dual, the branes aren’t spacetime filling but live on an AdS4 inside the AdS5. For the cosmological constant to not jump across the branes, they also should not carry any D3 brane charge. This happens since the D5 wraps an equatorial, topologically trivial $`S^2`$ inside the $`S^5`$. Also the $`S^2`$ is not stabilized by any flux, so there is no induced D3 brane charge. The brane is stabilized by the dynamics of fields in AdS. As shown by Breitenlohner and Freedman , a negative mass mode in AdSd+1 does not lead to an instability as long as the mass is above the BF bound, $`m^2\frac{d^2}{4}`$ in units of the curvature radius. Roughly speaking, this is due to AdS being a box. To satisfy the boundary conditions, all non-vanishing fluctuations have to carry a finite amount of gradient energy. In order to lower the energy of the system by rolling down the hill, the field’s loss in potential energy would have to outweigh its gain in gradient energy. As shown in  the slipping mode that wants to have the D5 move off the equator and contract to a point, as allowed by topology, is such a stable, negative mass mode above the BF bound.

The same mechanism can be employed to get flavors from spacetime filling D-branes. The simplest example is the D3-D7 system. The corresponding gauge theory is $`𝒩=4`$ $`SU(N)`$ SYM with $`M`$ additional fundamental $`𝒩=2`$ hypermultiplets. This theory is asymptotically non-free, but the $`\beta `$-function is proportional to $`g_{YM}^2M`$, so that in the probe limit the theory is still conformal, the background is just the usual $`AdS_5\times S^5`$. Writing the $`S^5`$ as

$$ds^2=L^2(d\psi ^2+\mathrm{cos}^2(\psi )d\theta ^2+\mathrm{sin}^2(\psi )d\mathrm{\Omega }_3^2)$$
(1)
the D7 branes wrap an $`S^3`$ given by

$$\psi =0$$
(2)
which can easily be seen from its flat space embedding as we will explain below. Expanding the D7 brane action to quadratic order in the fluctuations of $`Z_\psi `$ around the extremum $`\psi =\frac{\pi }{2}`$ (as was done in  for the D3 D5 system)

$$1+\frac{1}{2}(Z_\psi )^2\frac{3}{2}Z_\psi ^2,$$
(3)
we can read of the masses of scalar fluctuations and the corresponding operator dimensions

$$m_l^2=l(l+2)3,\mathrm{\Delta }_l=1l,3+l.$$
(4)
The dimension 3, $`l=0`$, mode maps to the fermion mass term in the CFT. This spectrum was already anticipated in  without actually doing the calculation. It was noted that due to superconformal invariance, the r-charge and the dimension of the chiral operators are related, so that one can simply determine the dimension of a given spherical harmonic on the $`S^3`$ from its angular quantum numbers.

In order to establish that this $`S^3`$ is actually a supersymmetric solution to the worldvolume equations of motion, we have to check $`\kappa `$ symmetry on the worldvolume. We will do so for this and similar configurations at the end of this section.

### 2.3 Worldvolume Scalars: D-branes vanishing in thin air

In order to determine the above cycle on which the 7-branes wrap the internal manifold, we used our knowledge of the brane setup in the full asymptotic space-time. The coordinate

$$u^2=x_4^2+x_5^2+x_6^2+x_7^2+x_8^2+x_9^2$$
(5)
becomes the radial coordinate in AdS5 and the $`S^5`$ is the $`u=const.`$ slice of the $`R^6`$ parametrized by the 4,5,6,7,8,9 coordinates. The D7 sitting on

$$x_8=x_9=0$$
(6)
wraps an equatorial $`S^3`$ inside the $`S^5`$ and fills all of AdS5. Generically the cycle wrapped by the D7 brane will not have this simple product form, but the cycle in the internal space will be fibered over the AdS space. From the 5-dimensional point of view this is encoded in a non-trivial profile for one of the D-brane worldvolume scalars. To see how this works let us study the D3-D5 system of  with a non-zero mass term for the defect hyper. In  similar logic was used to establish that a D5 brane along $`x_3=x_7=x_8=x_9=0`$, wraps the equatorial $`S^2`$ inside the $`S^5`$. In the AdS5, whose metric is given by

$$ds^2=L^2\left(\frac{du^2}{u^2}+u^2(dx_0^2+dx_1^2+dx_2^2+dx_3^2)\right),$$
(7)
it lives on $`x_3=0`$; that is on an AdS4 slice with the same curvature radius, stretching straight from the boundary towards the horizon. The field theory described by this brane system is 4d $`𝒩=4`$ SYM with a 3d hypermultiplet defect .

The simple product form of the worldvolume metric gets modified when turning on a mass term for the defect hyper, by having the D5-brane now at $`x_7=c`$. Using a parametrization of the $`S^5`$ where $`x_7=u\mathrm{cos}(\psi )`$ this leads to

$$\psi =\mathrm{arccos}(\frac{c}{u})\frac{\pi }{2}\frac{c}{u}\frac{1}{6}\frac{c^3}{u^3}+\mathrm{},$$
(8)
where on the D5 worldvolume $`u`$ only takes values between $`\mathrm{}`$ and $`c`$. For $`c=0`$ we recover the equatorial $`S^2`$ sitting at $`\psi =\frac{\pi }{2}`$. Since $`\psi `$ is one of the worldvolume scalars, we see that non-zero $`c`$ induces a $`u`$-dependent profile for this scalar. The tension of the D5, that is the potential for $`\psi `$, is proportional to the radius of the $`S^2`$, $`\mathrm{cos}^2(\psi )`$. At $`u=c`$ the tension of the D-brane becomes zero and the D5 brane just stops. This scalar profile can be interpreted as an exactly solvable boundary RG flow***Recently a different boundary RG flow appeared in . Their flow breaks all supersymmetry and corresponds to adding an operator of dimension 4. There, the actual embedding of the brane changes, and only asymptotically does it become AdS4 $`\times `$ $`S^2`$..

This at first sounds implausible, D-branes should not be able to end in the middle of nowhere. In our case, this is possible due to the existence of the BF bound in AdS: for one we have a stable D-brane without charge, so that the usual reasoning that the D-brane has to end on something which carries away its flux, fails. The fact that the tension can go to zero at a point in space relies on the fact, that we can have a scalar which lowers the tension without leading to an instability. From the higher dimensional point of view it is clear that the D-brane isn’t really ending at all since the $`S^2`$ goes to zero size. Similar phenomena have appeared in the literature, e.g. in  where an internal circle shrinks when a D6 brane ”ends”. What is different there is that spacetime itself is a circle fibration. Compactifying on the internal space, the locus of the degenerate fiber becomes a defect, on which the D-brane then ends. In our case the background is a product and the $`S^5`$ has constant size. It is only the $`S^2`$ the brane wraps that vanishes. In the lower dimensional description the brane literally vanishes in thin air.

From the dual dCFT point of view, it is also clear what is going on. The leading $`\frac{c}{u}`$ term means we deformed by the dimension 2 operator dual to $`\psi `$, so that the boundary behavior is like $`\frac{1}{u}^{d\mathrm{\Delta }}=\frac{1}{u}`$. This is just the mass term for the defect hyper. The absence of the subleading $`\frac{1}{u^2}`$ term indicates that no vev is turned on. In the dCFT the defect has to become transparent at energies below the mass of the defect hyper. It is amazing to see how directly the gravity captures this phenomenon: the D-brane stops at the energy scale set by the mass of the defect hyper.

### 2.4 Interactions and the subleading term in AdS/CFT

The behavior of the D3-D5 defect system generalizes to the case of large $`N`$ gauge theory with massive flavors, e.g. the D3-D7 system, with the D7 brane separated from the D3 branes in $`x_8`$. The D-brane representing the massive fundamentals is spacetime filling in the UV and then simply stops at the position dual to the mass scale. The exact profile for $`\psi `$ is once more known and given by (8). The leading term again corresponds to the fermion mass term, this time of dimension 3. However, here, the subleading order $`u^3`$ term seems to indicate the presence of a vev. We know from the field theory that this is not the case. We will show that this is an artifact of treating the scalar as a free field. According to the rules of AdS/CFT , we have to evaluate the classical action on the solution. In the presence of a leading $`c/u`$ term higher order terms from the non-linearities in the action, quartic in the leading term, come in at the same order as the first contribution of the subleading $`c^3/u^3`$ term. We use a coordinate $`r=\mathrm{log}(u)`$ in terms of which the metric reads

$$ds^2=e^{2r}(dt^2+d\stackrel{}{x}^2)+dr^2$$
(9)
In terms of the fluctuating field, defined via $`\psi =\frac{\pi }{2}+\phi (r)`$, the DBI action expanded to quartic order in $`\phi `$ reads

$$S=d^5xe^{4r}\mathrm{sin}^3(\psi )\sqrt{1+(\phi ^{})^2}=(1\frac{3}{2}\phi ^2+\frac{7}{8}\phi ^4+\mathrm{})(1+\frac{1}{2}(\phi ^{})^2\frac{1}{8}(\phi ^{})^4+\mathrm{}).$$
(10)
Evaluated on

$$\phi =ce^r\frac{1}{6}c^3e^{3r},$$
(11)
$$=1(ce^r)^2$$
(12)
exactly. All higher order terms cancel on our solution. No vacuum expectation value is thus turned on. A very similar result was obtained in  where it was also found that the definition of the subleading term in the presence of the leading term requires a more careful treatment.

### 2.5 $`SU(M_1)\times SU(M_2)`$ global symmetry

The third property we would like the spacetime filling D-branes to have, is to come in two distinct sets, giving rise to chiral $`SU(M)\times SU(M)`$ global symmetry, as in QCD. Before we study a chiral example in the next section, let us exhibit this effect in a simpler system, which has a non-chiral $`SU(M_1)\times SU(M_2)`$ global symmetry, the D3-D7-D7’ system. The D7 and D7’ branes are distinguished by their embedding in the 6 directions transverse to the D3, parametrized by 3 complex variables $`u_1`$, $`u_2`$, $`u_3`$. The D7 branes we studied so far sit at $`u_3=x_8+ix_9=0`$. D7’ branes sit at $`u_2=0`$, breaking another half of the supersymmetries.

The worldvolume gauge theory is $`𝒩=4`$ SYM with $`M_1+M_2`$ extra hypermultiplets $`Q`$ and $`T`$. Each of the flavors forms a different $`𝒩=2`$ subsystem, that is it couples to a different adjoint :

$$W=X[Y,Z]+YQ\stackrel{~}{Q}+ZT\stackrel{~}{T}.$$
(13)
This way only $`𝒩=1`$ supersymmetry is preserved, and the global symmetry is $`SU(M_1)\times SU(M_2)`$. Writing the metric on $`S^5`$ as the metric inherited from the $`C^3`$ formed out of the 3 $`u_i=r_ie^{i\theta _i}`$ subject to $`r_i^2=1`$, the two D7 branes are given by the two $`S^3`$s $`u_2`$=0 and $`u_3=0`$ respectively. Since they intersect along $`u_2=u_3=0`$ in $`C^3`$, on the $`S^5`$ they intersect over a circle. They give rise to two separate spacetime filling 4-branes in AdS5, responsible for the two global symmetries. The reduction of the 8d fields on the equatorial $`S^3`$s proceeds as before. On the intersection, the 77’ strings give rise to a 6d, bifundamental, hypermultiplet. It’s KK reduction on the $`S^1`$ gives rise to scalar fields dual to operators mixing $`Q`$ and $`T`$ flavors.

From the bulk gravity point of view, a toy model for chiral symmetry breaking is the mass deformation

$$\mathrm{\Delta }W=hQ\stackrel{~}{T}+\stackrel{~}{h}\stackrel{~}{Q}T$$
(14)
This corresponds to giving a vev to the 6d bifundamental hyper . For $`M_1=M_2=M`$, the global $`SU(M)\times SU(M)`$ symmetry in the field theory gets broken explicitly to the diagonal $`SU(M)`$. The 2 disjoint 7 branes join into one smooth 7-brane wrapping the curve

$$u_2u_3=ϵh\stackrel{~}{h}.$$
(15)
From the bulk point of view, the gauge symmetry gets higgsed to the diagonal subgroup. The scalars in the 6d hypermultiplet develop a non-trivial profile. This is precisely the way chiral symmetry breaking would be captured by the bulk physics, the only difference being that for chiral symmetry breaking only subleading terms would be present in the profile. A geometric measure for the vev $`h\stackrel{~}{h}`$ is the size of the disk ending on the curve . The curve $`u_2u_3=ϵ`$ in $`R^6`$ has a non-contractible circle of radius $`R=\sqrt{2ϵ}`$. As we will show in the appendix, on the $`S^5`$, the corresponding curve still has a non-trivial circle. Its radius at a given value of $`u`$ is given by $`R=\frac{\sqrt{2ϵ}}{u}`$ consistent with having a fermion mass term turned on. To see the absence of a sub-leading term, which would be dual to a fermion-bilinear vev, we would need a better understanding of the non-linear completion of the 6d HM action, that is, the analog of the DBI used previously.

### 2.6 $`\kappa `$\- Symmetry

To get a BPS brane in spacetime, supersymmetry variations of the background fields have to be compensated by a $`\kappa `$ symmetry transformation on the worldvolume of the D7 branes. For this to work, one needs to satisfy

$$\mathrm{\Gamma }ϵ=ϵ$$
(16)
where

$$\mathrm{\Gamma }=e^{\frac{a}{2}}\mathrm{\Gamma }_0^{}e^{\frac{a}{2}}$$
(17)
with

$$\mathrm{\Gamma }_0^{}=i\sigma _2\frac{1}{(8)!\sqrt{g}}ϵ^{i_1\mathrm{}i_8}_{i_1}X^{a_1}\mathrm{}_{i_8}X^{a_8}\mathrm{\Gamma }_{a_1\mathrm{}a_8}^{},$$
(18)
the matrix $`a`$ captures the $`B`$-field and worldvolume gauge field, in our case $`B=0`$, $`a=1`$. $`\mathrm{\Gamma }^{}`$s are curved space $`\mathrm{\Gamma }`$-matrices, $`\mathrm{\Gamma }_a^{}=E_a^M\mathrm{\Gamma }_M`$, and $`ϵ`$ is a Killing spinor of the AdS5 $`\times `$ $`S^5`$ background, whose explicit form can found in . For the metric eq.(1) we used in the D3-D7 system:

$$ϵ=e^{\frac{i}{2}\psi \gamma _5\mathrm{\Gamma }^\psi }e^{\frac{i}{2}\theta \gamma _5\mathrm{\Gamma }^\theta }e^{\frac{i}{2}\alpha _1\mathrm{\Gamma }^{\alpha _1\psi }}e^{\frac{i}{2}\alpha _2\mathrm{\Gamma }^{\alpha _2\alpha _1}}e^{\frac{i}{2}\alpha _3\mathrm{\Gamma }^{\alpha _3\alpha _2}}\times R_{AdS}ϵ_0$$
(19)
where $`\gamma _5=\mathrm{\Gamma }^\psi \mathrm{\Gamma }^\theta \mathrm{\Gamma }^\stackrel{}{\alpha }`$, $`\mathrm{\Gamma }^\stackrel{}{\alpha }=\mathrm{\Gamma }^{\alpha _1\alpha _2\alpha _3}`$, $`R_{AdS}`$ is a similar rotation matrix to the one we spelled out for the sphere  and $`ϵ_0`$ is a constant spinor. What is important is that all the sphere $`\mathrm{\Gamma }`$ matrices as well as $`\gamma `$, the analog of $`\gamma _5`$ for the 5 AdS directions, commute with $`R_{AdS}`$.

The projection matrix for the D7 living on the equator, $`\psi =\frac{\pi }{2}`$, simply becomes

$$\mathrm{\Gamma }=\mathrm{\Gamma }^\stackrel{}{\alpha }\gamma .$$
(20)
Now we want to solve $`\mathrm{\Gamma }ϵ=ϵ`$. First, note that since all the exponentials contain an even number of $`\mathrm{\Gamma }`$ matrices associated with the sphere, $`\gamma `$ pulls through all the exponentials and can be made to act on $`ϵ_0`$. If we try to do the same with $`\mathrm{\Gamma }^\stackrel{}{\alpha }`$, we flip the sign of the first exponentials on the left hand side (these are the terms with an odd number of $`\mathrm{\Gamma }`$ matrices differing from the one we want to pull through). Multiplying both sides with $`e^{\frac{i}{2}\psi \gamma _5\mathrm{\Gamma }^\psi }`$ we arrive at

$`e^{i\psi \gamma _5\mathrm{\Gamma }^\psi }e^{\frac{i}{2}\theta \gamma _5\mathrm{\Gamma }^\theta }e^{\frac{i}{2}\alpha _1\mathrm{\Gamma }^{\alpha _1\psi }}e^{\frac{i}{2}\alpha _2\mathrm{\Gamma }^{\alpha _2\alpha _1}}e^{\frac{i}{2}\alpha _3\mathrm{\Gamma }^{\alpha _3\alpha _2}}\times R_{AdS}\mathrm{\Gamma }^\stackrel{}{\alpha }\gamma ϵ_0`$ $`=`$
$`e^{\frac{i}{2}\theta \gamma _5\mathrm{\Gamma }^\theta }e^{\frac{i}{2}\alpha _1\mathrm{\Gamma }^{\alpha _1\psi }}e^{\frac{i}{2}\alpha _2\mathrm{\Gamma }^{\alpha _2\alpha _1}}e^{\frac{i}{2}\alpha _3\mathrm{\Gamma }^{\alpha _3\alpha _2}}\times R_{AdS}ϵ_0.`$ (21)
At $`\psi =\frac{\pi }{2}`$, the first term on the lhs just becomes $`i\gamma _5\mathrm{\Gamma }^\psi `$. Pulling this through changes the next two exponentials back to agree with the rhs and we arrive at a simple projector acting on $`ϵ_0`$. The D7 brane worldvolume theory hence preserves 16 out of the 32 supercharges of the AdS5 $`\times `$ $`S^5`$ background. In the field theory this reflects the fact that, in the probe limit, the theory with massless flavors still preserves conformal invariance and hence the resulting $`𝒩=2`$ theory actually has 16 instead of 8 supercharges.

Next, let us consider what happens when we turn on the mass parameter, that is we separate the D7 brane from the D3 branes. The superconformal generators now will be broken, but the D7 brane still preserves 8 supercharges. This actually follows from a very general result of Kehagias , as discussed in . In a type IIB background of the form

$$ds^2=Z^{\frac{1}{2}}\eta _{\mu \nu }+Z^{\frac{1}{2}}ds_K^2$$
(22)
where the warpfactor $`Z`$ depends on the internal Ricci flat space $`K`$

$$ϵ=Z^{\frac{1}{8}}ϵ_0$$
(23)
gives rise to an unbroken supersymmetry for every covariantly constant spinor on $`K`$ satisfying in addition

$$i\gamma _{0123}ϵ_0=ϵ_0.$$
(24)
As shown e.g. in , this corresponds precisely to picking out the 16 Poincare supersymmetries of $`𝒩=4`$ SYM and breaks the 16 special supersymmetries of the superconformal algebra. In our case, $`K`$ is flat $`R^6`$ and these correspond to the 16 Poincare supersymmetries of AdS5. Writing the background spinor like this, it is obvious that the D7 brane just breaks half of the Poincare supersymmetries for any warpfactor $`Z`$, including AdS5 $`\times `$ $`S^5`$, as it does in flat space, since all projection matrices can be pulled through $`Z^{\frac{1}{8}}`$. The same arguments show, that for the D7-D7’ system the 4 supersymmetries that are preserved by the D3-D7-D7’ configuration in the flat embedding space are still preserved once we include the backreaction of the D3 branes; that is go over to the warped geometry. In the massless case, in addition we expect to recover 4 more supersymmetries from the special superconformal supersymmetries.

Moreover, it was shown by Grana and Polchinski in  that the same supersymmetries are preserved when we turn on, in addition, certain 3-form fluxes on $`K`$ (the (0,3) piece has to vanish). This includes in particular the Klebanov Strassler solution , which we will investigate in the next section.

## 3 Chiral symmetry and the Conifold

### 3.1 Chiral symmetry from NS5 branes

The problem of how to incorporate chiral flavors in brane setups was first solved in  in the context of Hanany-Witten setups , which are related to orbifolds of the D3-D7 system by a simple T-duality .

Starting with a brane setup for an $`𝒩=2`$ gauge theory with NS5 branes along 012345 and D4 branes along 01236, two types of D6 branes can be introduced preserving some supersymmetry. D6 branes along 0123789 add a hypermultiplet worth of matter with the $`𝒩=2`$ preserving $`QX\stackrel{~}{Q}`$ superpotential, and hence no chiral symmetry. The rotated D6’ brane along 0123457 switches off the superpotential, and hence the gauge theory has the full chiral $`SU(M)\times SU(M)`$ global symmetry. In the brane setup this is seen as the fact that the D6’ brane can split on the NS5 brane, see Fig.(2). The two pieces by themselves form a HW setup, realizing a 6d $`SU(M)\times SU(M)`$ gauge theory .

### 3.2 Chiral multiplets from D7 branes on orbifolds

The HW setup we just described has a T-dual description in terms of D3 branes on an $`C^2/Z_k`$ orbifold. Following a suggestion of ,  showed that for an orbifold acting on $`u_2`$ and $`u_3`$, the D6 branes map to $`u_1=0`$ while a single D6’ brane maps to two D7’ branes, one D73 along $`u_3=0`$ and one D72 along $`u_2=0`$. A standard orbifold calculation  yields that each of those D7’ branes only gives rise to a single chiral multiplet for a single $`SU(N)`$ gauge group associated with a single set of fractional branes. If both types of fractional branes are present, like in the cascading solution of KS  for which the supergravity background is known, a single D7’ gives rise to a chiral fundamental in one and a chiral anti-fundamental in the neighboring gauge group. In more singular geometries obtained from deformation of $`Z_{>2}`$ orbifolds, the same pattern persists: each D7’ brane gives rise to two chiral multiplets, as usual. But they are charged under different gauge groups. If only a single fractional D3 brane is present, the D7’ brane only contributes a single chiral multiplet. From the Hanany-Witten point of view this phenomenon was studied in  and was called ”flavor-doubling”. On the blown up orbifold,

$$xy=\underset{i=1}{\overset{k}{}}(zz_i)$$
(25)
the D7’ brane wraps the cycle $`z=0`$, or $`xy=z_i`$, a single smooth curve. In the orbifold limit this degenerates into the curve $`xy=0`$ with the two branches corresponding to the two different D7’ branes. Turning on a mass again corresponds to a vev for the bifundamental scalar of the D72 \- D73, deforming the curve to $`xy=ϵ`$, while keeping the $`z_i=0`$ (as in our non-chiral toy example).

A new issue that arises in this chiral example is one of anomalies. The number of chiral and anti-chiral flavors has to be the same in the field theory. On the gravity side the new ingredient is that a $`B`$-field is turned on in the orbifold background. Even though the 7-branes still wrap a topologically trivial cycle on the base, there now will be induced lower dimensional D-brane charges, and tadpoles become an issue. In the orbifold limit a perturbative string theory calculation  shows that tadpoles indeed cancel, if and only if, the number of D7’ branes along $`u_2`$=0 and $`u_3=0`$ respectively are the same.

### 3.3 The conifold

In order to get a gravity dual for a confining gauge theory we turn to the conifold. The corresponding gauge theory is pure $`𝒩=1`$ SYM if we study a single set of $`N`$ fractional 3-branes and the corresponding background was found in  More precisely, the KS solution evolves through a duality cascade through product gauge groups of the form $`SU(N)\times SU(N+M)`$. The physics of the last cascade is (almost) that of pure SYM.. In the T-dual brane setup , now in addition to rotating the D6 brane we also rotate one of the NS5 branes. So this time, no matter whether we introduce D6 or D6’ branes, we will get matter with a chiral symmetry and the corresponding gauge theory is $`SU(N)`$ SYM with $`M`$ flavors. The deformed conifold is given by

$$w_1^2+w_2^2+w_3^2+w_4^2=const.,$$
(26)
specifying the internal space in the KS solution. The D7 brane, T-dual to the D6’ brane which is not affected by the rotation of the NS5 brane, still lives on the curve

$$w_1^2+w_2^2=(w_1+iw_2)(w_1iw_2)=ϵ,$$
(27)
where $`ϵ`$ is the mass of the multiplet. For $`ϵ=0`$ we obtain two sets of D7 branes, giving rise to the chiral $`SU(M)\times SU(M)`$ global symmetry, with the bifundamental scalar being dual to the superpotential mass term. As we recalled above,  showed that the supersymmetries of the KS background are once more given by the Killing spinors of the internal space multiplied by a power of the warp factor, despite the additional 3-from flux. As shown in , $`\kappa `$-symmetry again would require that our 7-brane lie on a holomorphic curve inside the conifold, even in the presence of the B-field. In addition, the pullback of the B-field has to be (1,1) and we would need to verify that it satisfies an extra condition on the worldvolume. Though we have not explicitly done this, we expect from the T-dual setup that the supersymmetric cycle is indeed given by the above curve. In terms of the ”usual” coordinates used to describe the singular, warped conifold, i.e. those used in , our zero mass cycle is simply given by $`\theta _1=0`$ or $`\theta _2=0`$, very similar to the $`S^5`$ case.

## 4 Conclusions

We have shown that a few flavors can be incorporated into the closed string dual of large $`N`$ gauge theories by adding space-time filling probe D-branes. Several unusual properties of D-branes on AdS spaces have been uncovered, most of them due to the dynamics associated with the Breitenlohner-Freedman bound. What remains to be done is a quantitative study of the Klebanov-Strassler solution, which should be possible with the tools we provided. In particular, $`𝒩=1`$ SYM has a runaway superpotential, which should be possible to extract by finding the embedding of the probe D7 branes in the deformed conifold geometry. This runaway may be stabilized by adding a mass term, in which case the scalar dual to the meson vev will have a profile proportional to $`\frac{\mathrm{\Lambda }^3}{m}`$. Alternatively, a quartic potential might be part of the field theory dual to the  solution with flavors, and a stable vacuum would then exist even for $`m=0`$. For this we have to study the supersymmetry conditions for D7 branes in the warped conifold background more closely, we hope to do so in the future. Another theory for which our tools can be applied is pure $`𝒩=2`$ with $`𝒩=1`$ preserving fundamental matter, a theory whose dynamics is rather intricate . Ultimately we believe that our approach will also be useful for non-supersymmetric large $`N`$ QCD. Once the supergravity background is known, including a few flavors corresponds to adding two distinct sets of space-time filling D-branes. The chiral condensate corresponds to a nontrivial profile for the bifundamental scalar. The meson-spectrum can be read off from the discrete eigenmodes of the worldvolume gauge fields, just like the glueball masses arise as the eigenmodes of the graviton. The chiral Lagrangian appears as the effective action of the zero-modes. Of course, to get $`M=N=3`$ the backreaction of the D-branes has to be included. Neglecting the backreaction, we could still compare to quenched lattice calculations.

## Appendix A Image of a Holomorphic Curve on $`S^5`$

Again we want to use eq.(15) to determine the curve the single smooth D7 brane wraps in AdS5 $`\times `$ $`S^5`$ and establish that it is a supersymmetric solution. This time we parametrize the $`S^5`$ as

$`Re(u_1)=x_4`$ $`=`$ $`u\mathrm{sin}(\psi )\mathrm{cos}(\theta )`$
$`Im(u_1)=x_5`$ $`=`$ $`u\mathrm{sin}(\psi )\mathrm{sin}(\theta )`$
$`Re(u_2)=x_6`$ $`=`$ $`u\mathrm{cos}(\psi )\mathrm{sin}(\xi )\mathrm{cos}(\alpha )`$
$`Im(u_2)=x_7`$ $`=`$ $`u\mathrm{cos}(\psi )\mathrm{sin}(\xi )\mathrm{sin}(\alpha )`$
$`Re(u_3)=x_8`$ $`=`$ $`u\mathrm{cos}(\psi )\mathrm{cos}(\xi )\mathrm{cos}(\beta )`$
$`Im(u_3)=x_9`$ $`=`$ $`u\mathrm{cos}(\psi )\mathrm{cos}(\xi )\mathrm{sin}(\beta ).`$
The metric is

$$ds^2=d\psi ^2+\mathrm{sin}^2(\psi )d\theta ^2+\mathrm{cos}^2(\psi )\left(\mathrm{sin}^2(\xi )d\alpha ^2+d\xi ^2+\mathrm{cos}^2(\xi )d\beta ^2\right)$$
(28)
with $`\alpha `$, $`\beta `$ and $`\theta `$ running from 0 to $`2\pi `$ and $`\psi `$ and $`\xi `$ running from 0 to $`\frac{\pi }{2}`$. The zero mass curve

$$u_2u_3=0(x_6=x_7=0\text{ or }x_8=x_9=0)$$
(29)
is just given by two $`S^3`$s

$$\xi =0\text{ or }\xi =\frac{\pi }{2}$$
(30)
intersecting along the $`S^1`$ $`\psi =\frac{\pi }{2}`$. Turning on $`ϵ`$ which we choose to be real we get

$$x_6x_8x_7x_9=ϵ\text{ and }x_6x_9+x_7x_8=0$$
(31)
which yields

$$u^2\mathrm{cos}(\psi )\mathrm{sin}(2\xi )\mathrm{sin}(\alpha +\beta )=0\text{ and }u^2\mathrm{cos}(\psi )\mathrm{sin}(2\xi )\mathrm{cos}(\alpha +\beta )=2ϵ$$
(32)
and hence, taking $`\alpha `$ and $`\xi `$ to be the two fluctuating fields we find the solution

$$\alpha =\beta \text{ and }\mathrm{sin}(2\xi )=\frac{2ϵ}{u^2}\frac{1}{\mathrm{cos}(\psi )}.$$
(33)
As in the D3 D5 case this restricts $`u`$ to reach a minimal value $`u_{min}^2=2ϵ`$. In addition for a given $`uu_{min}`$ the $`\psi `$ variable only runs over values such that $`\frac{2ϵ}{u^2\mathrm{cos}(\psi )}1`$. At the boundary, $`u\mathrm{}`$, we just recover two equatorial $`S^3`$s. From the 5d point of view all that happened is that the bifundamental scalar from the DD’ strings develops a profile, higgsing the $`SU(M)\times SU(M)`$ gauge symmetry down to its diagonal subgroup.

Acknowledgments: We would like to thank Mina Aganagic, Ofer Aharony, Neil Constable, Oliver DeWolfe, Dan Freedman, Michael Gutperle, Shiraz Minwalla, Lisa Randall, Stephe Sharpe and Matt Strassler for helpful comments. This work was partially supported by the DOE under contract DE-FGO3-96-ER40956. Further AK likes to acknowledge the Physics Department of Harvard University for its support during the initial stages of this work.


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text:
# Correlated random networks

\[

## Abstract

We develop a statistical theory of networks. A network is a set of vertices and links given by its adjacency matrix $`𝐜`$, and the relevant statistical ensembles are defined in terms of a partition function $`Z=_𝐜\mathrm{exp}[\beta (𝐜)]`$. The simplest cases are uncorrelated random networks such as the well-known Erdös-Rény graphs. Here we study more general interactions $`(𝐜)`$ which lead to correlations, for example, between the connectivities of adjacent vertices. In particular, such correlations occur in optimized networks described by partition functions in the limit $`\beta \mathrm{}`$. They are argued to be a crucial signature of evolutionary design in biological networks.

\]

Networks describe structures as diverse as the interaction links between proteins in a cell, the wiring of the brain, or the connections of the internet. Recent theoretical work  has focused on communication networks, and a wealth of quantitative data is now becoming available on networks in molecular biology. Examples include control networks in gene transcription , the interaction map of proteins , and the pathways of cell metabolism . All these systems consist of many different kinds of molecules linked by complex interactions. Network models are a simplified description, which neglects quantitative aspects of these interactions and focuses solely on their pathways.

A network is a set of vertices $`i=1,\mathrm{},N`$ connected by links. It is uniquely defined by the adjacency matrix $`𝐜`$, whose entries are $`c_{ij}=1`$ if there is a link from $`i`$ to $`j`$ and $`c_{ij}=0`$ otherwise. We consider here networks with undirected links, where $`𝐜`$ is symmetric. The connectivity or degree of a vertex is then defined as the total number of links connected to it, $`k_i_jc_{ij}`$. The distance $`d_{ij}`$ between two vertices $`i`$ and $`j`$ is the number of links along the shortest path connecting them . We assume the vertices are labeled (for example, by their biochemical identity), so that the correspondence between adjacency matrix $`𝐜`$ and its graph is one-to-one .

Networks with an irregular wiring naturally lend themselves to a statistical description . We discuss here the equilibrium statistics of networks. The partition function $`Z`$ can be defined as a sum over all graphs with a fixed number $`N`$ of vertices and a fixed number $`M=_{i<j}c_{ij}=\mathrm{Tr}𝐜^2/2`$ of links

$$Z=\underset{i<j}{}\underset{c_{ij}=0}{\overset{1}{}}\delta (M\mathrm{Tr}𝐜^2/2)\mathrm{exp}[\beta (𝐜)].$$
(1)
Averages over this ensemble are denoted by $`\mathrm{}`$. Alternatively one can define $`Z`$ with an arbitrary number of links adjusted by a suitable chemical potential. The ensembles of relevance here have a finite average connectivity $`\kappa 2M/N`$. For fixed $`\kappa `$, the distribution of connectivities,

$$p(k)\frac{1}{N}\underset{i=1}{\overset{N}{}}\delta (k_ik),$$
(2)
becomes asymptotically independent of $`N`$, implying that typical adjacency matrices $`𝐜`$ become sparse for large $`N`$. This is the case of interest for applications.

A satisfactory mathematical theory exists to date only for what we call uncorrelated random networks . In this case, the Hamiltonian depends only on single-point connectivities,

$$_1(𝐜)=\underset{i=1}{\overset{N}{}}f(k_i),$$
(3)
leading to $`p(k)\mathrm{exp}[\beta f(k)\mu k]/k!`$ where the constant of proportionality is fixed by normalization and $`\mu `$ is adjusted to give the correct average connectivity. Since all graphs with the same connectivities $`k_1,\mathrm{},k_N`$ have the same statistical weight, this ensemble ensures the maximally random wiring compatible with the distribution $`p(k)`$. The simplest example is the well-known Erdös-Rény graphs, where $`\beta =0`$ and $`p(k)`$ is a Poissonian.

Many natural networks are, however, not of this type. The simplest kind of correlations occur if the joint distribution of connectivities for neighboring vertices,

$$q(k,k^{})\frac{1}{\kappa N}\underset{i,j=1}{\overset{N}{}}\delta (k_ik)c_{ij}\delta (k_jk^{}),$$
(4)
differs from its form for uncorrelated random networks, $`q_0(k,k^{})=(kk^{}/\kappa ^2)p(k)p(k^{})`$. Higher correlations can be defined in a similar way . Connectivity correlations have been found in growth models of communication networks  as well as in data of genetic and protein networks.

These observations call for a statistical theory of more general ensembles called correlated random networks, which is the subject of this Letter. The ensembles of interest are characterized by finite distributions $`p(k)`$ and $`q(k,k^{})`$ in the limit of large $`N`$. One then expects a universal logarithmic scaling of the average distance $`d_{ij}`$ between vertices, $`_{i,j}d_{ij}/N_\mathrm{\Omega }^2\mathrm{log}N_\mathrm{\Omega }`$, in any connected component $`\mathrm{\Omega }`$ with $`N_\mathrm{\Omega }`$ nodes . This is consistent with our numerical findings. Hence, correlated random networks maintain a sparse connectivity matrix and are locally tree-like. The ‘inverse temperature’ $`\beta `$ in (1) measures the deviation from Erdös-Rény graphs. Quite remarkably, these structural properties are preserved in the limit $`\beta \mathrm{}`$, where we obtain nontrivial optimized networks. Ensembles of this kind generically have strong correlations.

The simplest type of Hamiltonian producing correlations has nearest-neighbor connectivity interactions,

$$_2(𝐜)=\underset{i<j}{}c_{ij}g(k_i,k_j),$$
(5)
where $`g(k,k^{})`$ is some function of the connectivities. The resulting class of graph ensembles can be seen as a showcase for correlated random networks where analytic expressions can be derived. Higher order correlations are generated by Hamiltonians with next-nearest neighbor interactions etc. We also study a Hamiltonian $`=_1+\lambda _d`$ with a nonlocal part,

$$_d(𝐜)=\underset{i<j}{\overset{N}{}}d_{ij},$$
(6)
often called the diameter of the graph. For $`\lambda >0`$ and a suitable scaling $`\lambda 1/(N\mathrm{log}N)`$, this Hamiltonian is found to generate compactified networks with finite $`p(k)`$ and $`q(k,k^{})`$, provided the extra term $`_1`$ stabilizes the network against collapse to a star.

Compactified networks occur in communication and transport , and may play a role in biology . For example, distance-optimized networks obtained from (6) show an abundance of high-connectivity vertices (hubs) which are preferentially connected to peripheral vertices of low connectivity. A very similar structure (with even more pronounced hubs) can also be obtained from local interactions of the form (5). Typical graphs are shown in Fig 1.

To establish these results, we first discuss the analytical treatment of local interactions, choosing a generic Hamiltonian of the form $`=_1+_2`$ given by (3) and (5). From the partition function (1), the free energy is derived by using an integral representation for the constraints due to the connectivity $`k_i`$ at each vertex and making a Hubbard-Stratonovich transformation. The resulting integral can be evaluated in a saddle-point approximation, yielding the reduced free energy per vertex in the thermodynamic limit,

$``$ $`\beta f\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{N}}\mathrm{log}Z={\displaystyle \frac{\kappa }{2}}\mathrm{log}N+{\displaystyle \frac{\kappa }{2}}\left(\mathrm{log}\kappa 1\right)`$ (9)
$`{\displaystyle \frac{\kappa }{2}}\mathrm{log}\left({\displaystyle \underset{k,k^{}}{}}Q_k𝒢_{kk^{}}^1Q_k^{}+\mathrm{e}^{2\mu }\right)`$
$`+\mathrm{log}\left[{\displaystyle \underset{k}{}}{\displaystyle \frac{(Q_k+\mathrm{e}^\mu )^k}{k!}}\mathrm{exp}\left[\beta f(k)\right]\right]`$
The ‘order parameters’ $`Q_k`$ and the chemical potential $`\mu `$ have to be determined self-consistently from the saddle-point condition. This form is closely related to a field-theoretic approach , where networks appear as the Feynman diagrams of a Gaussian integral with a propagator matrix $`𝒢_{kk^{}}=\mathrm{exp}[\beta g(k,k^{})]1`$ and interactions as specified by the last term in (9). Notice the super-extensive scaling of the entropy, $`(\kappa /2)\mathrm{log}N`$, which reflects that unlike in a regular lattice, each vertex can be connected to all $`N1`$ other vertices. The last term in (9) is directly related to the degree distribution,

$$p(k)=C\frac{(Q_k+\mathrm{e}^\mu )^k}{k!}\mathrm{exp}\left[\beta f(k)\right].$$
(10)
where $`C`$ is a normalization constant. For example, a power-law tail in $`p(k)`$ may be generated by a suitable choice of the weights $`f(k)`$ but it is not generic.

A more detailed account of networks with generic local interactions will be published elsewhere . Here we turn to the simplest Hamiltonian with local interactions producing nontrivial optimized networks, see Fig. 1. It has the form $`_L=_1+_2`$ with $`_1(𝐜)=(1/2)_ik_i^2+\eta _ik_i^3`$ and $`_2(𝐜)=\zeta _{i<j}\delta _{k_i,1}c_{ij}\delta _{k_j,1}`$. The first term $`(1/2)_ik_i^2=(1/2)_{ijk}c_{ik}c_{kj}`$ gives the number of paths of length two on the graph. It rewards the formation of hubs, i.e. highly connected vertices, which in turn lead to short distances. In fact this term has the maximally compact, starlike configuration as its ground state. The collapse to a star, where the connectivity of the central vertex scales with the size of the graph, however, is prevented by the regularization term $`\eta _ik_i^3`$. The correlation term $`_2`$ with $`\zeta \mathrm{}`$ suppresses single, isolated links connecting two vertices of connectivity $`1`$. Without this term an extensive number of isolated links remains even in the limit $`\beta \mathrm{}`$ leading to graphs with a large number of disconnected parts. A minimal connectivity of $`1`$ of each vertex is enforced. For this Hamiltonian, the free energy (9) contains only one non-zero order parameter $`Q_1`$ given by $`p(1)=\kappa \frac{Q_1}{Q_1e^\mu }.`$ The chemical potential $`\mu `$ is determined by $`_kkp(k)=\kappa `$. Remarkably, the connectivity correlation can be obtained from $`_2`$ and single-vertex quantities,

$$q(k,k^{})kp(k)t_kk^{}p(k^{})t_k^{}\mathrm{exp}\left[\beta g(k,k^{})\right].$$
(11)
The constant of proportionality is fixed by normalization and the $`t_k`$ are determined by the marginal distribution $`_k^{}q(k,k^{})=kp(k)/\kappa `$, giving $`t_1=\kappa /(T(\kappa p(1)))`$ and $`t_k=T=\sqrt{1p(1)^2/(\kappa p(1))^2}`$ for $`k>1`$.

The properties of optimized networks resulting from the Hamiltonian $`_L`$ are readily inferred from Eqs. (10) and (11). At finite values $`\beta `$ one finds that the degree distribution (10) has an exponentially decaying tail. In order to analyze the limit $`\beta \mathrm{}`$, we replace the sum over $`k`$ in (9) by an integral. One finds that the vertices arrange themselves into hubs of connectivity

$$k^{}=(12\eta )/4\eta $$
(12)
and peripheral vertices of connectivity $`1`$. The peripheral vertices are connected only to hubs, while the hubs form an uncorrelated random network.

A remarkably similar structure is found for compactified networks generated by the Hamiltonian with nonlocal interactions $`=H_1+\lambda H_d`$ with $`H_d`$ given by (6) and $`_1=\eta _ik_i^3`$. For $`\lambda >0`$, the nonlocal part $`_d`$ favors networks with short distances, while $`_1`$ prevents the collapse to a star as before. Hence, by choosing $`\lambda =2/(N\mathrm{log}N)`$, one obtains a well-defined thermodynamic limit with the average distance between vertices scaling as $`\mathrm{log}N`$. We have studied this ensemble, as well as the case of local interactions $`_L`$, by a Monte-Carlo link dynamics. Starting, for example, from an Erdös-Reny graph, randomly chosen links are moved to previously unlinked vertex pairs with probability $`p=\text{min}(1,\mathrm{exp}[\beta \mathrm{\Delta }])`$ where $`\mathrm{\Delta }`$ denotes the corresponding change in the Hamiltonian. The minimum degree of $`1`$ is enforced throughout, self-links are excluded . No dependence on the initial conditions has been found. For the local Hamiltonian we use a network with $`N=200`$, $`\kappa =2.4`$, $`\eta =0.03`$, for the nonlocal Hamiltonian we use $`N=100`$, $`\kappa =2.4`$, $`\eta =0.001`$. We averaged over $`100`$ samples. Fig. 2 juxtaposes analytical and numerical results for local interactions on the left with numerical results for nonlocal interactions on the right. The connectivity distribution $`p(k)`$ shows the formation of high-connectivity hubs in both cases.

For local interactions the hub connectivity is given by (12), for non-local interaction the distribution remains broad even in the limit $`\beta \mathrm{}`$ (Fig. 2(a)) . Low-connectivity vertices are preferentially attached to hubs as indicated by the peaks at $`q(1,k^{})`$ for local interactions and the corresponding peaks of $`q(k,k^{})`$ for nonlocal interactions (Fig. 2(b)). The deviation from uncorrelated random networks is measured by the relative entropy $`S(q|q_0)=_{k,k^{}}q(k,k^{})\mathrm{log}\frac{q(k,k^{})}{q_0(k,k^{})}.`$ In a single network of size $`N`$, we obtain the estimate $`S(\widehat{q}|\widehat{q}_0)`$ from the observed frequencies $`\widehat{q}(k,k^{})`$ and $`\widehat{p}(k)`$, with $`\widehat{q}_0(k,k^{})=(kk^{}/\kappa ^2)\widehat{p}(k)\widehat{p}(k^{})`$. We then generate a sufficient number of uncorrelated random networks  with frequencies $`\widehat{q}^\alpha (k,k^{})`$ and sampling entropies $`S(\widehat{q}^\alpha |\widehat{q}_0)`$; their average and standard deviation are denoted by $`S_0(\widehat{q}_0)`$ and $`\mathrm{\Delta }S_0(\widehat{q}_0)`$ respectively. Connectivity correlations in the original network are significant if $`S(\widehat{q}|\widehat{q}_0)S_0(\widehat{q}_0)\mathrm{\Delta }S_0(\widehat{q}_0)`$. This is typically the case above a certain optimization degree $`\beta `$ on, as shown by the ensemble averages over $`10`$ samples $`S(\widehat{q}|\widehat{q}_0)`$, $`S_0(\widehat{q}_0)`$, and $`\mathrm{\Delta }S_0(\widehat{q}_0)`$ shown in figure 2c).

Both kinds of networks become more compactified with increasing $`\beta `$, as shown by the average inverse distance $`K(2/N(N1))_{i<j}d_{ij}^1`$ (Fig. 2(d)) . We also plot $`K`$ for the equivalent uncorrelated random networks; no such compactification is seen. Hence, the one-point distribution $`p(k)`$ may miss important functional properties. On the other hand, the nonlocally interacting networks and their equivalent locally interacting counterparts (constructed to have the same $`p(k)`$ and $`q(k,k^{})`$) have a very similar degree of compactification . This illustrates how optimization induces correlations.

In summary, we have shown how interactions shape the structure of a network. Hamiltonians beyond the ‘single-vertex’ form (3) generate correlations such as a neighbor connectivity distribution $`q(k,k^{})`$ which differs from that in uncorrelated networks. Higher correlations can be defined in a similar way . These correlations provide a more detailed fingerprint of the interactions present than the single-point connectivity distribution $`p(k)`$. This observation should carry over to the dynamical rules for non-equilibrium ensembles such as the well-known growth models .

In transcription control networks, structural motifs have been identified that can be expressed in terms of connectivity correlations . Such correlations have also been observed in protein networks . In view of our findings for optimized networks, they appear to be a natural consequence of the underlying dynamics and functional optimization. We expect the data to give important information on the underlying design principles of networks and on the selective forces governing their evolution. Reverse engineering seems feasible, with the aim of inferring the relevant dynamics from the data. The nonequilibrium theory of correlated random networks will thus be an important avenue for future research.

Acknowledgements Many thanks to Sergei Maslov for fruitful discussions and for making  available prior to publication.


text:
# Chondrules and Nebular Shocks

## Abstract

Beneath the fusion-encrusted surfaces of the most primitive stony meteorites lies not homogeneous rock, but a profusion of millimeter-sized igneous spheres. These chondrules, and their centimeter-sized counterparts, the calcium-aluminum-rich inclusions, comprise more than half of the volume fraction of chondritic meteorites. They are the oldest creations of the solar system. Their chemical composition matches that of the solar photosphere in all but the most volatile of elements, reflecting their condensation from the same pristine gas that formed the sun. In this invited editorial, we review the nebular shock wave model of Desch & Connolly (Meteoritics and Planetary Science 2002, 37, 183) that seeks to explain their origin. While the model succeeds in reproducing the unique petrological signatures of chondrules, the origin of the required shock waves in protoplanetary disks remain a mystery. Outstanding questions are summarized, with attention paid briefly to competing models.

meteors, meteoroids

Beneath the fusion-encrusted surfaces of the most primitive stony meteorites lies not homogeneous rock, but a profusion of millimeter-sized igneous spheres \[see Hewins (1996) and other articles in the excellent compendium edited by Hewins, Jones, & Scott\]. These chondrules, and their centimeter-sized counterparts, the CAIs (calcium-aluminum-rich inclusions), comprise more than half of the volume fraction of chondritic meteorites. They are the oldest creations of the solar system; the oft-quoted age of the solar system of $`4.566\pm 0.002`$ billion years refers to the crystallization ages of CAIs as determined from radioactive isotope dating. Their chemical composition matches that of the solar photosphere in all but the most volatile of elements, reflecting their condensation from the same pristine gas that formed the sun. Their petrology is consistent with their being heated to super-liquidus temperatures for a period of a few minutes; their roundness suggests that the heating occurred while chondrule precursors were suspended in space, so that surface tension pulled their shapes into spheres. In the two hundred years since the discovery of chondrules, this heating event has shrouded itself in secrecy. Identifying the mechanism would be prize enough in itself; but the stakes are potentially even greater for those who suspect that the primitive character of chondrules and their substantial volume-filling fraction implicate them in the equally mysterious process of planet formation; that micron-sized dust grains could agglomerate to kilometer-sized planetesimals only by first taking the form of millimeter-sized, molten marbles; that the chondrule heating mechanism and the means of planetesimal assembly are part and parcel of the same physical process.

Numerous theories have been proposed for the formation of chondrules. Many are staged within the primordial solar nebula, the circumsolar disk of gas and dust from which the planets congealed. None of these proposals has gained general acceptance. The proposals (see the summary by Boss 1996) range from nebular lightning (but how can we hope to understand electrical discharges in the solar nebula when we fail to understand them on Earth?), to collisions between molten planetesimals, to irradiation by particle flares in the vicinity of a magnetically active early sun (Shu et al. 2000). Rarely are the predictions of any given theory so detailed as to warrant comparison with the wealth of experimental data available on chondrites. The article by Desch and Connolly constitutes one of these welcome exceptions. The potent combination of theoretical astrophysicist and experimental petrologist consider the hypothesis that chondrules were heated by shock waves propagating through the nebula. Without devoting much attention to the question of the origin of these shocks, they ask whether a nebular shock wave could in principle generate thermal histories for chondrules that are consistent with the mineralogical and textural evidence (see also Hood & Horanyi 1993; Connolly & Love 1998). The answer is enthusiastically affirmative. Solving the equations of conservation of mass, momentum, and energy, they compute the detailed temperature and density profile of a one-dimensional, plane-parallel, steady shock. They conclude that shock waves propagating at velocities of $`v_s7\mathrm{km}/\mathrm{s}`$ through gas having initially undisturbed temperatures of $`T_1300\mathrm{K}`$, densities $`\rho _110^9\mathrm{g}/\mathrm{cm}^3`$, and chondrule concentrations of $`10^8`$$`10^6`$ precursor particles/cm3 (where a chondrule precursor is a ferromagnesian sphere of radius 0.3 mm and density $`3\mathrm{g}/\mathrm{cm}^3`$) can reproduce empirically determined thermal histories for chondrules. These initial environmental parameters are chosen to resemble those of standard models of protoplanetary disks at a heliocentric distance of 2.5 AU \[see, e.g., the minimum-mass solar nebula, obtained by augmenting the masses of the planets to solar composition and spreading that material in radius (Weidenschilling 1977).\] On its approach to the shock front, the precursor is heated to temperatures of $``$1500 K (just below the liquidus) for $``$1 hour by absorbing radiation emitted by yet hotter chondrules and nebular dust that are further downstream past the front. Immediately after crossing the front, the precursor encounters a supersonic headwind of gas and is frictionally heated to temperatures of $``$1800 K for a few minutes. Subsequent cooling is slowed by the fact that chondrules remain in thermal contact with hot shocked gas. The time to cool through solidus is given by the time the chondrule takes to travel several optical depths away from the intensely luminous shock front; this cooling timescale is several hours for the parameters above, in accord with experiment. Increasing the precursor concentration enhances the degree of pre-shock radiative heating and thereby increases the peak temperatures that chondrules attain. Since greater chondrule concentrations imply greater rates of collisions among them, and since higher peak temperatures give rise to radial or barred textures as opposed to porphyritic textures in chondrules synthesized in the lab, the model predicts the incidence of compound chondrules (two or more chondrules bound together by a collision in which one or more of the bodies was still plastic) to be higher among radial/barred chondrules than among porphyritic ones. This correlation is, in fact, observed in nature.

Can shocks explain naturally the fact that chondrules have nearly uniform sizes of $``$1 millimeter? Desch and Connolly defer this question to future work but we may guess that the answer is positive here as well. The maximum size of a chondrule would be set by the same physics that sets the size of a raindrop (P. Goldreich 1997). By balancing the cohesive force of surface tension against the destructive force of turbulent gas drag, we estimate a maximum chondrule radius of $``$4$`\gamma /\rho _2v_s^24\mathrm{mm}`$, where $`\rho _210^8\mathrm{g}/\mathrm{cm}^3`$ is the density just past the shock front and $`\gamma 500\mathrm{dyne}/\mathrm{cm}`$ is the surface tension of molten rock. Molten droplets greater than this size would bifurcate as they plow supersonically through shocked gas. The minimum size would be set by evaporation in the post-shock flow; particles of radius $`0.1\mathrm{mm}`$ sublimate away if kept at temperatures of $``$1700 K for a few hours.

Nebular shocks may even provide a means of agglomerating chondrules after heating them. At post-shock distances greater than those considered by Desch and Connolly, we expect chondrules and gas to cool back down to their initial temperatures of $``$300 K. The jump conditions for a one-dimensional, plane-parallel isothermal shock yield a final post-shock gas density $`\rho _3`$ that is greater than $`\rho _1`$ by a factor of order $`mv_s^2/kT_110^2`$, where $`m`$ is the mass of a hydrogen molecule and $`k`$ is Boltzmann’s constant. For standard parameters, $`\rho _310^7\mathrm{g}/\mathrm{cm}^3`$—great enough in the context of standard nebular models at heliocentric distances of 2.5 AU that matter may clump together under its own self-gravity.

There is, however, an entire other dimension to the experimental data that the mechanism of nebular shocks does not address: the presence of once-active, short-lived radionuclides such as 26Al in CAIs (Lee et al. 1976). The long-standing hypothesis that these radionuclides were produced in supernovae that externally seeded the solar nebula has been called into question by the discovery of 10 Be in CAIs (McKeegan et al. 2000), since 10Be is not a stellar nucleosynthetic product. The recent competing theory of Shu et al. (2000) and Gounelle et al. (2001) that chondrules were irradiated by particle flares in the vicinity of an active early Sun offers a framework for understanding the origin of radioactive nuclides in CAIs, including 10Be. It is not clear, however, that the latter theory can account for the extensive petrographic data on which Desch and Connolly focus.

Finally, what is the origin of nebular shocks? Desch and Connolly espouse self-gravitating clumps of matter (the potential building blocks of proto-Jupiter) that orbit at $``$5 AU and that gravitationally drive density structures within the chondrule forming region at $``$2.5 AU. This and other proposals are not sufficiently developed to predict the number of times a given chondrule passes through shock fronts. Empirically, the number of times a chondrule is heated must be between 1 and $``$3, based on observations of chondrule rims (Rubin & Krot 1996; Hewins 1996). The proposal for the origin of shock waves by Desch and Connolly may run aground on this point—if the massive bodies at $``$5 AU are present for the lifetime of the nebula, $`T10^6\mathrm{yr}`$, then shock fronts will have processed material along the entire circumference of the asteroid belt $`T/T_{con}3\times 10^4`$ times, where $`T_{con}30\mathrm{yr}`$ is the time between conjunctions of a body at 5 AU and a body at 2.5 AU. While Desch and Connolly provide useful, state-of-the-art computations of the thermal histories of particles traversing shock fronts, until a convincing source of shock waves is identified, the problem of chondrule formation will remain unsolved at the zeroth order level.


text:
# Phase diagram of the random Heisenberg antiferromagnetic spin-1 chain

## Abstract

We present a new perturbative real space renormalization group (RG) to study random quantum spin chains and other one-dimensional disordered quantum systems. The method overcomes problems of the original approach which fails for quantum random chains with spins larger than $`S=1/2`$. Since it works even for weak disorder we are able to obtain the zero temperature phase diagram of the random antiferromagnetic Heisenberg spin-1 chain as a function of disorder. We find a random singlet phase for strong disorder and as disorder decreases, the system shows a crossover from a Griffiths to a disordered Haldane phase.

The study of the effects of disorder on quantum systems is an actual and important area of research MDH -mot . Intensive work on the last decades has deepened our understanding of the phase transitions which occur in pure quantum systems mucio . Now the main effort is concentrated in understanding the role of randomness in these transitions. This gives rise to new and interesting phenomena as the existence of Griffiths phases fisher ; igloi1 . In this connection random quantum spin chains have been intensive investigated. In the pure case their behavior is well known fradkin . Also for spin$`1/2`$ quantum antiferromagnetic chains a perturbative approach developed by Ma, Dasgupta and Hu ($`MDH`$) MDH  and extended by Fisher fisher  allows to obtain results which are essentially exact for this system. The picture which emerges for these chains is described by a random singlet phase ($`RSP`$) where spins are coupled in pairs over arbitrary distances. In the renormalization group approach this random singlet phase is governed by an infinite randomness fixed point fisher ; igloi1 ; mot . A straightforward extension of the $`MDH`$ method for biquadratic spin$`1`$ chains has shown that in the Heisenberg case the perturbative RG approach may fail even for the case of strong disorder bia . The reason is that in the elimination process of strong interactions, in which consists the $`MDH`$ approach, interactions stronger than those eliminated are generated. This failure is better demonstrated when the method is extended to finite temperatures where it gives rise to non-physical behavior as negative specific heat and so on bia4 . Several proposals have been put forward to extend the $`MDH`$ method for quantum spin chains, with $`S>1/2`$ fishernovo -jolicoeur , without undisputed success. The challenge in the case of quantum integer spin chains is particularly exciting as it deals with the question of the fate of the Haldane phase haldane  in the presence of disorder. The existence of a gap in the excitation spectrum is not sufficient to guarantee the robustness of pure chain behavior with respect to the effects of disorder. For gapped biquadratic chains, any amount of disorder drives the system to a random singlet phase or infinite randomness fixed point bia . If this is not the case for Haldane chains there may be a unique property of integer chains which confers them a special stability with respect to the introduction of disorder. In fact Hida hida2  using a density matrix renormalization group approach has not found any evidence for a $`RSP`$ for spin-1 chains even in the presence of strong disorder, although this is still a matter of controversy hyman ; kedar .

In this Letter we propose a new approach to the spin$`1`$ Heisenberg antiferromagnetic chain which is an improvement of the traditional $`MDH`$ perturbative renormalization group method. Our procedure avoids generation of interactions larger than those eliminated even for weak disorder. This provides a unique opportunity to obtain the phase diagram of the quantum, spin$`1`$ Heisenberg chain as a function of disorder which is shown in Fig. 1. We consider here rectangular distributions of antiferromagnetic interactions $`P(J)=(1/(1G))\mathrm{\Theta }(1J)\mathrm{\Theta }(JG)`$. The gap $`G`$ is a measure of the amount of disorder being inversely related to it . We find for strong disorder, $`G=0`$, a random singlet phase. As $`G`$ increases, i.e., disorder decreases, there is a Griffiths phase characterized by exponents which depend on the distance to the infinite randomness fixed point at $`G=0`$. This Griffiths phase extends up to $`G0.45`$ and for weak disorder there is a disordered Haldane phase.

The $`MDH`$ method consists in finding the strongest interaction ($`\mathrm{\Omega }`$) between pairs of spins in the chain (see Fig.2a) and treating the coupling of this pair with their neighbors ($`J_1`$ and $`J_2`$) as a perturbation. For a chain of spins $`S=1`$, after elimination of the strongest coupled pair, the new coupling between their neighbors is given by,

$$J^{}=\frac{4}{3}\frac{J_1J_2}{\mathrm{\Omega }}$$
(1)
The factor, $`(4/3)>1`$, in this equation is the source of the failure of perturbation theory. Let us assume, for example, that the largest of the neighboring couplings ($`J_1`$, $`J_2`$) to the strongest interaction $`\mathrm{\Omega }`$ in the chain is $`J_1`$. If $`J_1>(3/4)\mathrm{\Omega }`$ than the new effective interaction $`J^{}`$ is necessarily larger than one of those eliminated, in this case, than the weaker one $`J_2`$.

Our generalization of the $`MDH`$ method consists in either of the following procedures (Fig.1). If the largest neighboring interaction to $`\mathrm{\Omega }`$, $`J_1<(3/4)\mathrm{\Omega }`$, then we eliminate the strongest coupled pair obtaining an effective interaction between the neighbors to this pair which is given by Eq. 1. This effective interaction is always smaller than those eliminated.

Now suppose $`J_1>(3/4)\mathrm{\Omega }`$ ($`J_1>J_2`$). In this case, we consider the trio of spins $`S=1`$ coupled by the two strongest interactions of the trio, $`J_1`$ and $`\mathrm{\Omega }`$ and solve it exactly (see Fig. 2b). The ground state of this trio of spins $`S=1`$ is a degenerate triplet and it will be substituted by an effective spin$`1`$ interacting with its neighbors through new renormalized interactions obtained by degenerate perturbation theory. This procedure which implies diagonalizing the $`27X27`$ matrix of the trio is carried out analytically. This is important for obtaining results on large chains and to deal with the large numbers of initial configurations that we use. These procedures guarantee that we always comply with the criterion of validity of perturbation theory and never, an interaction larger than those eliminated is generated note  as shown in Fig. 3. Notice from this figure that even for the strong disorder case, with no gap in the original distribution of exchange couplings, the simple $`MDH`$ procedure fails.

We first consider the strong disorder case $`G=0`$. This corresponds to the quantum critical point of the phase diagram where the system flows to an infinite randomness fixed point. This becomes clear when we consider the fixed point form of the probability distribution of interactions. This is given by,

$$P(J)=\frac{\alpha }{\mathrm{\Omega }}\left(\frac{\mathrm{\Omega }}{J}\right)^{1\alpha }$$
(2)
The exponent $`\alpha `$ as a function of the cut-off $`\mathrm{\Omega }`$ is shown in Fig. 4. It varies as,

$$\alpha =\frac{1}{\mathrm{ln}\mathrm{\Omega }}.$$
(3)
This behavior characterizes the strong disorder case, $`G=0`$, as a random singlet phase fisher .

Further evidence for a random singlet phase at $`G=0`$ is obtained considering the fraction of remaining active spins $`\rho `$ as a function of the energy scale set by the cut-off $`\mathrm{\Omega }`$ fisher . This relation introduces a new exponent $`\psi `$ which is defined by,

$$\rho =\frac{1}{L}=\frac{1}{|\mathrm{ln}\mathrm{\Omega }|^{1/\psi }}.$$
(4)
It also establishes the connection between the characteristic length $`L`$ and the energy scale $`\mathrm{\Omega }`$ for the case of logarithmic scaling. This is an extension of the usual definition of a dynamic exponent ($`\mathrm{\Omega }^1\tau L^z`$). In Fig. 5 we show the density $`\rho =1/L`$ as a function of the cut-off. From this expression we extract the exponent $`\psi `$ which takes the value $`\psi =1/2`$ characteristic of the random singlet phase fisher .

Finally we calculate the distribution of first gaps at $`G=0`$ igloi1 ; igloi2 . This is obtained starting from a given configuration of random interactions for a chain of size $`L`$ and eliminating the spins, as described above, until a single pair remains. The interaction between these remaining spins yields the first gap $`\mathrm{\Delta }`$ for excitation. Implementing this procedure for a large number of initial random configurations for chains of different sizes $`L`$ yields the distributions $`P_L(\mathrm{log}\mathrm{\Delta })`$ shown in Fig. 6. We considered over $`10^4`$ initial configurations to obtain the gap distributions. The widths of these distributions increase without limit as the sizes $`L`$ of the chains increase, as expected for an infinite randomness fixed point

According to the scaling form relating energy and length, Eq. 4, we expect that the distribution $`P(\mathrm{log}\mathrm{\Delta }/L^\psi )`$ will present a universal behavior, independent of the size $`L`$ of the chains when plotted versus the variable $`\mathrm{log}\mathrm{\Delta }/L^\psi `$. This is indeed the case for $`G=0`$ as shown in Fig. 6 for the $`RSP`$ exponent $`\psi =1/2`$.

We now decrease disorder increasing the gap in the exchange distribution. In Figure 7 we show the first gap distributions for different degrees of disorder as characterized by the gaps $`G`$ in the initial distribution of interactions. In all cases that we have investigated with $`G0`$, we find that the first gap distributions saturate at low energies in a form described by the expression, $`P(\mathrm{log}\mathrm{\Delta })\mathrm{\Delta }^{1/Z}`$ for $`\mathrm{\Delta }0`$. The dynamic exponent $`Z`$ becomes independent of $`L`$ for $`L`$ sufficiently large. We have to consider large chains in order to observe this effect. We find $`Z_{\mathrm{}}10.87`$, $`Z_{\mathrm{}}1.01`$ and $`Z_{\mathrm{}}0.68`$ for $`G=0.1`$, $`G=0.45`$ and $`G=0.5`$, respectively. From these values of the dynamic exponent we can deduce the existence of a Griffiths phase extending up to $`G_G0.45`$ where the dynamic exponent reaches the value $`Z=1`$. For values of the gap $`G>G_G`$, i.e., small disorder, the dynamic exponent $`Z<1`$. The distribution of first gap for excitations, from which low temperature thermodynamic properties can be deduced, implies that $`Z>1`$ is required to obtain a singular behavior for these quantities with decreasing temperature. Consequently at $`G_G`$ there is a significant change in the nature of the thermodynamic behavior of the system. The phase for $`G>G_G`$ is a disordered Haldane phase with a pseudo-gap in the excitation spectrum. The thermodynamic behavior along the phase diagram will be explored in a future publication saguia .

We have generalized the $`MDH`$ perturbative renormalization group. This method was known to fail in the case of random quantum chains with spins $`S>1/2`$ as it generates couplings which are larger than those eliminated, signalling the breakdown of perturbation theory. Taking into account larger clusters and treating them exactly we were able to circumvent this problem. For the important case of the spin$`1`$ random Heisenberg antiferromagnetic chain our elimination procedure gives rise to interactions which are always smaller than those eliminated, even for weak disorder. This allows us to obtain the phase diagram of this system as a function of disorder. We find for initial rectangular distributions with no gap, $`G=0`$, a random singlet phase similar to that found in spin$`1/2`$ chains. For finite values of the gap $`G`$, the first gap distribution $`P_L(\mathrm{log}\mathrm{\Delta })`$ becomes, in the low energy limit, independent of $`L`$ for sufficiently large chains and is characterized by a dynamic exponent $`Z`$ which depends on how far the system is from the infinite randomness fixed point at $`G=0`$. This Griffiths phase is associated with a dynamic exponent $`Z1`$ and is limited by the fixed point at $`G=0`$ (where $`Z=\mathrm{}`$) and by $`G_G0.45`$, where $`Z`$ attains the value $`Z=1`$. For larger values of the gap, i.e., small disorder the system presents a disordered Haldane phase with a pseudogap in the spectrum for excitations.

###### Acknowledgements.

We would like to thank Conselho Nacional de Desenvolvimento Científico e Tecnológico-CNPq-Brasil (PRONEX98/MCT-CNPq-0364.00/00), Fundacão de Amparo a Pesquisa do Estado do Rio de Janeiro-FAPERJ for partial financial support.


text:
# References

UA/NPPS-3-02

hep-ph/0205296

A GLOBAL ASSESSMENT OF THE STRANGENESS-INCLUDING STATISTICAL BOOTSTRAP MODEL ANALYSIS OF NUCLEUS-NUCLEUS AND $`𝐩\overline{𝐩}`$ INTERACTIONS
A. S. Kapoyannis, C. N. Ktorides and A. D. Panagiotou
University of Athens, Division of Nuclear and Particle Physics,
GR-15771 Athens, Greece

## Abstract

A strangeness and isospin asymmetry including statistical bootstrap model analysis of the multiparticle system produced in the $`Pb+Pb`$ collision at 158 AGeV at CERN is presented. It is concluded that this interaction process has not crossed the deconfinenent line. Direct comparisons with the results of similar analyses pertaining to nucleus-nucleus and $`p\overline{p}`$ collisions at CERN are made. The overall picture points to the $`S+S`$ collision at 200 AGeV as a prime candidate of a process which has crossed the border separating the hadronic from the deconfined phase of matter.

e-mail addresses: akapog@cc.uoa.gr, cktorid@cc.uoa.gr, apanagio@phys.uoa.gr

PACS numbers: 25.75.-q, 12.40.Ee, 12.38.Mh, 05.70.Ce

Keywords: Statistical Bootstrap Model, Heavy Ion Collisions, Deconfined Phase

The quintessential issue probed by relativistic heavy ion experiments concerns whether or not a phase of matter beyond the hadronic one has been achieved during the interaction process. Any conclusive evidence, furnishing an affirmative answer to this question, is relevant not only in solidifying the status of QCD, as the microscopic theory for the strong interaction, but also in providing a short glimpse into the early cosmos.

The most tangible element of experimental input, on which one relies to infer as to what has taken place during a given collision between two heavy nuclei, is the constitution of the produced multiparticle system. One viewpoint to examine is whether such a system originates from a thermally and chemically equilibrated state, having gone through a complex stage of dynamical evolution. This is the premise upon which a number of extensive analyses have been conducted \[1-3\], pertaining to multihadron systems in heavy ion collisions, as well as $`p\overline{p}`$ and $`e^+e^{}`$. A common feature in the aforementioned studies is the adoption of an “ideal hadron gas” model to simulate such multiparticle systems. These kinds of approaches, however, can go only so far as to verify the thermalization hypothesis - which, in fact, they do - but fall short of addressing the basic question whether a given observed multiparticle system provides any signature which could trace its source inside or outside the hadronic phase of matter. This is due to the absence of interactions in the thermodynamic description of such relativistic, many-particle system in this type of calculations111Only an excluded volume correction has been addressed in some of these studies..

The fundamental issue of constructing a self-consistent scheme, which furnishes a thermodynamic account of an interacting relativistic multihadron system was formulated in the 1960’s by Hagedorn \[4-7\] and is known as “Statistical Bootstrap Model” (SBM). In this scheme, the notion of interaction at a distance between relativistic particles is simulated by a successive organization of the system in terms of particle-like entities of increasing complexity, known as fireballs. At the lowest level enter all known hadrons, which are incorporated as input into a self-consistent (bootstrap) iterative scheme, realized in terms of an integral equation for the fireball mass spectrum function $`\rho (m)`$. The final construction of the SBM is accomplished by enriching the scheme, in a relativistically consistent way, via the introduction of thermodynamic variables (temperature and fugacities), which monitor its thermal and chemical equilibrium. After some interim mathematical manipulations, the bootstrap equation acquires the form

$$\phi (T,\{\lambda \})=\mathrm{\hspace{0.33em}2}G(T,\{\lambda \})\mathrm{exp}[G(T,\{\lambda \})]+1,$$
(1)
where $`\phi `$ is the so-called input function, whose specification is determined by masses and quantum numbers of the known hadrons, while $`G`$ incorporates the fireball mass spectrum. The most notable feature of the bootstrap equation is that it displays, in the $`\phi G`$ plane, a square-root branch point at

$$\phi (T_{cr},\{\lambda _{cr}\})=\mathrm{ln}41,G(T_{cr},\{\lambda _{cr}\})=\mathrm{ln}2.$$
(2)
The physical branch serves to define a critical hyper-surface in the space of thermodynamic variables, which sets the limits of the hadronic phase. Finally, the “statistical” aspect of the SBM is encoded in a grand-partition function $`Z_{SBM}`$. It is of crucial importance to note that the mass spectrum function, which incorporates the interaction dynamics among the hadrons, enters the expression for $`Z_{SBM}`$.

The task of employing the SBM to perform non-trivial (in the sense of including interactions) thermal-type analysis of multiparticle yields from heavy ion collisions has been undertaken by the present authors in recent publications \[8-11\]. To this end, we extended the original Hagedorn scheme, in which a single fugacity variable for baryon number was employed, so as to include fugacities relating to strangeness numbers, both net (strangeness minus anti-strangeness) $`\lambda _s`$ and absolute (strangeness plus anti-strangeness) $`\lambda _{|S|}`$ \[9-10\], as well as a “net charge” fugacity . The latter, in combination with the baryon number fugacity, accounts for isospin asymmetry in the colliding system. We formulated in this way the Strangeness-including SBM (SSBM). Moreover, we departed \[8-9\] from the usual choice of a certain parameter $`\alpha `$ entering the bootstrap scheme, which determines the particular partitioning between a kinematical and a dynamical factor composing the mass spectrum function $`G`$. In this way, a direct relationship arises between the maximum value of the temperature, $`T_0`$, on the critical surface and the MIT bag constant. The SSBM is analytically applicable only within and up to the limit of the hadronic phase, defining in a precise way this limit. For our purposes the boundary of the hadronic domain will be designated by its projection on the 2-dimensional $`(T,\mu _u)`$ phase diagramme. This projection is close to the intersection of the critical surface with the $`\mu _s=0`$ plane.

Given the wide interest generated by the $`Pb+Pb`$ experiments at SPS, we shall present, in this letter, results stemming from an SSBM analysis of data at 158 AGeV. We shall also make a global assessment of all results we have so far obtained via the SSBM approach, which include $`S+S`$, $`S+Ag`$ and $`p+\overline{p}`$ collisions at SPS. Such an analysis is provided by the space of thermodynamical variables, a comprehensive form of which is represented by the set $`(V,T,\lambda _u,\lambda _d,\lambda _s,\gamma _s)`$, where $`\gamma _s=\lambda _{|S|}`$. Two constraints are imposed on these variables, corresponding to zero strangeness and the connection between total baryon number and total charge of the colliding system

$$<S>=0,\frac{}{<Q>}=\frac{N_p^{in}+N_n^{in}}{N_p^{in}},$$
(3)
where $`N_p^{in}`$ ($`N_n^{in}`$) is the total number of participant protons (neutrons).

Referring to the first column of Table 1, we consider the full phase space yields of particles produced in the Pb+Pb NA49-experiment at CERN  and perform a $`\chi ^2`$-fit in relation to the theoretical expressions furnishing the corresponding particle multiplicities in the SSBM

$$N_i^{th}=\lambda _i\frac{\mathrm{ln}Z_{SSBM}}{\lambda _i}|_{\{\lambda _i=1\}}$$
(4)
through which an optimum value for each one of the thermodynamical variables is determined222Actually, along with the thermodynamical variables, two additional ones enter the $`\chi ^2`$-fit, namely the two Lagrange multipliers that serve to impose the constraints..

Columns 3 and 4 of Table 1 present the SSBM calculated particle yields corresponding to optimum values of the thermodynamical variables, obtained with and without the inclusion of pions, respectively. The corresponding optimum values of these variables are entered in Table 2. Finally, in Table 3 we list the experimentally measured particle ratios, upon which we shall base the presentation of our results. In Fig. 1 we depict the location of the multiparticle emitting source on the $`T\mu _u`$ plane, resulting from the SSBM analysis with the inclusion of pion multiplicities and the fugacity variable $`\gamma _s`$ fixed to its optimal value 0.76 (see second column of Table 2). For each particle ratio we have formed corresponding bands, as determined by experimental uncertainties. The source coordinates, obtained from the fit to the particle yields, are located at the point which is nearer to all the particle-ratio bands, identifying the region of the original achievement of thermal and chemical equilibrium by the multiparticle system. The most significant feature in the plot is the thick solid line, the SSBM (de)confinement line for the value of $`\gamma _s`$ corresponding to the $`Pb+Pb`$ interaction. It is an indigenous characteristic of the SSBM and its particular specification in the plot involves the choice for the critical temperature, $`T_0`$, at zero chemical potentials $`\mu _u`$, $`\mu _d`$ and $`\mu _s`$ ($`\gamma _s`$ is fixed). The reasoning behind our particular choice: $`T_0183`$ MeV, corresponding to maximum MIT bag constant value $`B^{1/4}=235`$ MeV  is that it allows as much as possible space to the hadronic phase 333Also $`T_0(\mu _q=0)183`$ MeV is the maximum temperature for non-negative $`\mu _s`$ in the HG domain. Recent lattice QCD calculations give $`T_0175`$ MeV for \[2+1\] quark flavours .. Thus no doubt can be left that an interaction point is outside the hadronic domain if it lies beyond the surface for which the hadronic domain is maximally extended.

Let us point out that the recent data  give smaller values for the $`4\pi `$ multiplicities of $`\mathrm{\Xi }^{}`$, $`\overline{\mathrm{\Xi }}^+`$ and for the $`\overline{\mathrm{\Lambda }}/\mathrm{\Lambda }`$ ratio. This leads to the lowering of the fitted temperature as well as the lowering of $`\gamma _s`$. If we had used the older values $`\mathrm{\Xi }^{}+\overline{\mathrm{\Xi }}^+=8.19\pm 1.06`$, $`\mathrm{\Xi }^{}=7.23\pm 0.88`$  and $`\overline{\mathrm{\Lambda }}/\mathrm{\Lambda }=0.20\pm 0.04`$  we would get $`T=172.3\pm 9.3`$ MeV, $`\mu _u=70.4\pm 7.4`$ MeV, $`\mu _d=80.3\pm 7.8`$ MeV, $`\mu _s=10.4\pm 9.7`$ MeV and $`\gamma _s=0.827\pm 0.088`$ with $`\chi ^2/dof=22.8/7`$ and even larger values for $`T`$ and $`\gamma _s`$ if the pions were excluded. These results are compatible with the results of Analysis B for the $`Pb+Pb`$ case in .

From Fig. 1 it is evident that, the source of the produced multiparticle system in the $`Pb+Pb`$ interaction at 158 AGeV lies well within the hadronic domain, which equivalently means that the deconfined, partonic phase has not been attained in this system.

It is evident when comparing the last columns of Table 2 that neither a notable improvement of the fit (e.g. the value of $`\chi ^2/dof`$) nor a remarkable change in the fitted thermodynamic variables occurs when the $`<\pi >`$ multiplicity (which contains pions) is excluded from the data, as is the case with the fits in the $`S+S`$  and $`S+Ag`$  data. The same conclusion can be inferred from Fig. 2, where the fittings of particle multiplicities in $`4\pi `$ phase space, with and without the inclusion of the pion multiplicities, are compared to the experimental values. The overall picture is that there is no notable difference between the two cases, meaning that the produced entropy (mainly associated with the pion production) is well accounted for by the hadronic thermal model.

A summary of results attained through the SSBM analysis of $`S+S`$  and $`S+Ag`$  interactions at 200 AGeV (NA35), as well as the $`p+\overline{p}`$ (UA5) at several energies , is exhibited in Fig. 3. It should be pointed out that the surface setting boundaries on the hadronic domain is a constraint among the thermodynamic variables $`(T,\lambda _u,\lambda _d,\lambda _s,\gamma _s)`$. The projection of this surface on the $`(T,\mu _B)`$ plane which corresponds to the particular value of $`\gamma _s`$ resulting from the fit to the experimental multiplicities is plotted for every interaction. Thus every point of interaction should be compared with the relevant projection. The analysis shows that the $`S+S`$ source is situated mostly outside the hadronic phase (with probability of being outside $`74\%`$), whilst the $`S+Ag`$ is located just beyond the deconfinement line (with probability of being outside $`52\%`$)444It should be noted that, as far as experiments whose multiparticle data flirt with the critical curve, special considerations of computational nature are called for. Such issues have been discussed at length in Refs . Moreover, as an additional aid to probing the region beyond the critical surface we conducted relevant analyses for an increased value of $`T_0`$.. In addition, the analysis exhibits a large ($`30\%`$) entropy enhancement of the experimental negative-hadron yields compared to the model, an effect observed also by other calculations \[1-3\]. This enhancement may be attributed to contributions from the deconfined quark phase with many libarated new partonic degrees of freedom. Also, the thermal-statistical models \[1-3\], which do not posses inherently any bounds for the hadronic phase, give fitted source temperature beyond those of the corresponding SSBM analysis: $`T180200`$ MeV, which is about $`525`$ MeV higher.

We conclude that all these results are corroborating our position that the $`Pb+Pb`$ interaction at the maximum energy of 158 AGeV is well within the hadronic phase. The $`S`$-induced interactions and in particular the $`S+S`$ one are located beyond the HG phase, in the deconfined quark-gluon domain. For the $`p+\overline{p}`$ collision at $`\sqrt{s}=200`$ to $`900`$ GeV, the SSBM analysis clearly locates this system within the hadronic domain555The $`p+\overline{p}`$ thermodynamic variables have been obtained through a grand-canonical analysis. It is known that canonical suppression is relevant to the $`p+\overline{p}`$ interaction and it may affect the extraction of parameters. It cannot, however, move the point outside the critical surface since it lies well inside the hadronic domain..

In summary, the potential of SSBM to perform not only thermal-statistical fits to multiparticle systems, but also to define the limits of the hadronic phase has been employed to analyze and asses several nucleus-nucleus interactions. On the basis of these analyses we reach the conclusion that the $`Pb+Pb`$ interaction at 158 AGeV has not crossed the deconfinement line, remaining within the hadronic phase. On the other hand, the $`S+S`$ interaction at 200 AGeV appears to have produced a deconfined partonic state, for the first time.

Table Captions

###### Table 1

Experimentally measured full phase space multiplicities in the NA49 $`Pb+Pb`$ experiment at 158 AGeV and their theoretically fitted values by SSBM, with the inclusion of the $`<\pi >`$ multiplicity and without it.

###### Table 2

Results of the analysis by SSBM of the experimental data from $`Pb+Pb`$ experiment ($`4\pi `$ phase space), with the inclusion of the $`<\pi >`$ multiplicity and without it.

###### Table 3

Particle ratios from the experimentally measured full phase space multiplicities in the $`Pb+Pb`$ experiment at 158 AGeV, used in the analysis.

$`\mathrm{𝐏𝐛}+\mathrm{𝐏𝐛}`$ (NA49) Full phase space     Particles Experimental Calculated Calculated   Data with $`<\pi >`$ without $`<\pi >`$    $`<\pi >^\mathrm{a}`$ $`600\pm 30`$ 570.51b 527.05c  $`K^+`$ $`95\pm 10`$ 96.583 93.470  $`K^{}`$ $`50\pm 5`$ 58.168 54.528  $`K_{s}^{}{}_{}{}^{0}`$ $`60\pm 12`$ 76.110 72.800  $`p`$ $`140\pm 12`$ 150.73 148.01  $`\overline{p}`$ $`10\pm 1.7`$ 8.1956 7.2435  $`\varphi `$ $`7.6\pm 1.1`$ 7.4101 7.3914  $`\mathrm{\Xi }^{}`$ $`4.42\pm 0.31`$ 4.0838 4.1886  $`\overline{\mathrm{\Xi }}^+`$ $`0.74\pm 0.04`$ 0.76299 0.77076  $`B\overline{B}`$ $`362\pm 12`$ 366.65 364.43  $`\overline{\mathrm{\Lambda }}`$ $`5.14\pm 0.6`$ 4.8591 4.6047  $`\mathrm{\Lambda }`$ $`52\pm 3`$ 48.263 48.472

a $`<\pi >(\pi ^++\pi ^{})/2`$

b A correction factor 1.03272 has been included for the effect of Bose statistics.

c A correction factor 1.03107 has been included for the effect of Bose statistics. This multiplicity is not included in the fit.

Table 1

$`\mathrm{𝐏𝐛}+\mathrm{𝐏𝐛}`$ (NA49) Full phase space    Fitted Parameters Fitted with $`<\pi >`$ Fitted without $`<\pi >`$    $`T`$ (MeV) $`156.3\pm 4.2`$ $`157.4\pm 4.3`$  $`\lambda _u`$ $`1.606\pm 0.051`$ $`1.633\pm 0.064`$  $`\lambda _d`$ $`1.686\pm 0.059`$ $`1.721\pm 0.077`$  $`\lambda _s`$ $`1.178\pm 0.030`$ $`1.171\pm 0.031`$  $`\gamma _s`$ $`0.758\pm 0.068`$ $`0.790\pm 0.081`$  $`VT^3/4\pi ^3`$ $`15.7\pm 2.8`$ $`13.8\pm 3.4`$  $`\chi ^2/dof`$ $`10.85/\mathrm{\hspace{0.33em}8}`$ $`8.46/\mathrm{\hspace{0.33em}7}`$  $`\mu _u`$ (MeV) $`74.0\pm 5.3`$ $`77.2\pm 6.6`$  $`\mu _d`$ (MeV) $`81.7\pm 5.9`$ $`85.5\pm 7.5`$  $`\mu _s`$ (MeV) $`25.6\pm 4.0`$ $`24.9\pm 4.2`$

Table 2

$`\mathrm{𝐏𝐛}+\mathrm{𝐏𝐛}`$ (NA49) Full phase space

| Particle Ratios used | Experimental |
| --- | --- |
| for the plots | Values |
| $`<\pi >/(B\overline{B})`$ | $`1.66\pm 0.10`$ |
| $`K^+/(B\overline{B})`$ | $`0.262\pm 0.029`$ |
| $`K^{}/(B\overline{B})`$ | $`0.138\pm 0.015`$ |
| $`K_{s}^{}{}_{}{}^{0}/(B\overline{B})`$ | $`0.166\pm 0.034`$ |
| $`p/(B\overline{B})`$ | $`0.387\pm 0.036`$ |
| $`\overline{p}/(B\overline{B})`$ | $`0.0276\pm 0.0048`$ |
| $`\varphi /(B\overline{B})`$ | $`0.0210\pm 0.0031`$ |
| $`\mathrm{\Xi }^{}/(B\overline{B})`$ | $`0.0122\pm 0.0009`$ |
| $`\overline{\mathrm{\Xi }}^+/(B\overline{B})`$ | $`0.00204\pm 0.00013`$ |
| $`\overline{\mathrm{\Lambda }}/(B\overline{B})`$ | $`0.0142\pm 0.0017`$ |
| $`\mathrm{\Lambda }/(B\overline{B})`$ | $`0.144\pm 0.010`$ |

Table 3

Figure Captions

###### Figure 1

Experimental particle ratios in the $`(\mu _u,T)`$-plane for the Pb+Pb interaction measured in $`4\pi `$ phase space with $`\gamma _s`$ set to 0.76. The point and the cross correspond to the $`\chi ^2`$ fit with the $`<\pi >`$. The thick solid line represent the limits of the hadronic phase (HG) as set by the SSBM. The smallest experimental value of the ratio $`p/(B\overline{B})=0.351`$ cannot be depicted on the $`(\mu _uT)`$ plane because it has no solution for the given variables. Thus the space which is compatible with the experimental values is the one which is enclosed by the ratio with the largest experimental value.

###### Figure 2

Comparison between the experimentally measured multiplicities in $`4\pi `$ phase space and the theoretically calculated values in the fit with $`<\pi >`$ and without $`<\pi >`$ for the $`Pb+Pb`$ interaction. The difference is measured in units of the relevant experimental error.

###### Figure 3

$`(\mu _B,T)`$-phase diagramme with points obtained from fits to $`p+\overline{p}`$, $`S+S`$, $`S+Ag`$ and $`Pb+Pb`$ data and corresponding critical curves given by SSBM.