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# Entanglement concentration of continuous variable quantum states

## I Introduction

Quantum entanglement is an essential ingredient of many protocols for quantum information processing such as quantum teleportation Bennett93 ; Teleportation  or quantum cryptography Ekert91 . In order to achieve optimum performance of these protocols, the two involved parties, traditionally called Alice and Bob, should share a pure maximally entangled state. In practice, however, we are often able to generate only non-maximally entangled state and, in addition, the distribution of the entangled state between the two distant parties via some noisy quantum channel will degrade the entanglement and Alice and Bob will share some partially entangled mixed state. One of the most important discoveries in the quantum information theory was the development of the entanglement purification protocols that allow Alice and Bob to extract a small number of highly entangled almost pure states from a large number of weakly entangled mixed states Bennett96b ; Bennett96 ; Deutsch96 . These protocols involve only local operations and classical communication (LOCC) between the two parties, therefore they can be performed after the distribution of the entangled states.

In the simplest scenario Alice and Bob share a pure non-maximally entangled state in a $`d`$-dimensional Hilbert space whose Schmidt decomposition reads

$$|\psi =\underset{j=1}{\overset{d}{}}c_j|\alpha _j_A|\beta _j_B,$$
(1)
where each set of states $`|\alpha _j`$ and $`|\beta _j`$ forms a basis. Alice and Bob would like to prepare from $`|\psi `$ a state with higher entanglement by means of LOCC operations. Remarkably, this is possible, albeit only with certain probability, even if they share only a single copy of this state. The procedure that accomplishes this task was fittingly called the Procrustean method Bennett96b , because it cuts off the Schmidt coefficients $`c_j`$ to the size of the smallest one. In this way, Alice and Bob obtain, with certain probability, a maximally entangled state in a $`d`$-dimensional Hilbert space.

In view of the recent interest in quantum information processing with continuous variables Teleportation ; Cloning ; Cryptography ; ErrorCorrection ; EntanglementSwapping , it is highly desirable to establish experimentally feasible entanglement distillation and concentration protocols for the continuous variables. Of particular importance are the protocols for Gaussian states, because these states can be prepared in the lab with the use of commonly available resources comprising lasers, passive linear optics and squeezers (parametric amplifiers). However, it was proved recently that it is impossible to distill Gaussian entangled states by means of Gaussian operations only Nogo . This means that additional resources beyond the linear optics and homodyne detectors are required. The distillation protocols for Gaussian states proposed so far employ the photon-number measurements. The scheme suggested by Duan et al. Duan00  relies on nondemolition measurement of the total photon number in two (or more) modes and represents a direct extension of the Schmidt projection method to infinite-dimensional Hilbert space. The Procrustean schemes considered by Opatrný et al. Opatrny00  and further analyzed by Cochrane et al. Cochrane01  are based on a controlled addition and subtraction of photons. We also note that several distillation schemes for entangled coherent states have been proposed Parker00 ; Clausen02 .

In this paper, we design two entanglement-concentration setups for a single copy of pure two-mode squeezed vacuum state

$$|\psi =\underset{n=0}{\overset{\mathrm{}}{}}c_n|n,n,c_n=\sqrt{1\lambda ^2}\lambda ^n,$$
(2)
where $`\lambda =\mathrm{tanh}r`$ and $`r`$ is the squeezing constant. This state can be generated in the process of a non-degenerate spontaneous parametric downconversion and provides a common source of the continuous-variable entanglement in the experiments. The Procrustean procedures that we are proposing preserve the structure of the state (2) while the Schmidt coefficients $`c_n`$ are transformed to new ones, $`c_nd_n`$. The first scheme is based on a dispersive interaction of a two-level atom with the microwave cavity field and the atomic-state detection. The second scheme utilizes a cross Kerr interaction, coherent states, homodyne measurements, and linear optics. The underlying mechanism of both these schemes is that a certain auxiliary system experiences a phase shift that depends on the number of photons in the Alice’s mode of the shared state (2). We convert this phase modulation into amplitude modulation via interference, which allows us to control the amplitude of the Schmidt coefficients $`c_n`$. An essential part of our probabilistic protocols is the measurement on the auxiliary system which tells us whether the concentration succeeded or failed.

The paper is organized as follows. The first scheme is analyzed in Sec. II and the second scheme is discussed in Sec. III. Finally, Sec. IV contains the conclusions.

## II Entanglement concentration in cavity QED

Our first entanglement concentration scheme is designed for the quantum state of electromagnetic field confined in a high-$`Q`$ cavity and is schematically sketched in Fig. 1. Note, that this setup has been successfully realized experimentally and employed for the QND measurements of the cavity-field photon number and the preparation of Schrödinger cat states qnd ; Brune96 . The scheme shown in Fig. 1 is based on an off-resonant interaction of an (effectively) two-level Rydberg atom with a single mode of a cavity sandwiched in the Ramsey interferometer. The atoms are emitted from an oven, their velocity is selected by the velocity selector, and are excited by a laser pulse to the upper level. Subsequently, each atom enters the first microwave Ramsey zone where it is prepared in a coherent superposition of the two (relevant) long-living circular Rydberg states $`|g`$ and $`|e`$,

$$|\varphi =\frac{1}{\sqrt{2}}(|g+e^{i\phi _0}|e).$$
(3)
The atom then traverses the cavity that contains the Alice’s part of the shared two-mode state (2). The dispersive atom-field interaction in the cavity is governed by the following effective Hamiltonian

$$H=\mathrm{}\kappa a^{}a|ee|,$$
(4)
where $`a`$ is annihilation operator of Alice’s mode and $`\kappa `$ is effective atom-field interaction constant. The coupling (4) results in a phase shift $`\mathrm{\Delta }\phi =a^{}a\phi `$ of the state $`|e`$ that is linearly proportional to the number of photons in the mode $`A`$. On the other hand, the state $`|g`$ is not changed by the interaction. The single-photon phase shift $`\phi =\kappa t`$, where $`t`$ is an effective interaction time, can be adjusted to the required value by a proper selection of the atomic velocity.

After leaving the cavity, the atom passes through the second microwave Ramsey zone, where it undergoes a $`\pi /2`$ Rabi rotation,

$$|g\frac{1}{\sqrt{2}}(|g+|e),|e\frac{1}{\sqrt{2}}(|e|g).$$
(5)
The resulting state of the atom and the two-mode field reads

$`|\mathrm{\Psi }={\displaystyle \frac{1}{2}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}c_n(1e^{i\phi _0in\phi })|g|n,n`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}c_n(1+e^{i\phi _0in\phi })|e|n,n.`$ (6)
To complete the procedure, we measure the state of the atom by means of state-selective ionization detectors exhibiting almost unit detection efficiency. The entanglement concentration succeeds only if the atom is found to be in the ground state $`|g`$. The new Schmidt coefficients after this conditional transformation read

$$d_n=ic_n\mathrm{exp}\left(i\frac{\phi _0n\phi }{2}\right)\mathrm{sin}\left(\frac{n\phi \phi _0}{2}\right).$$
(7)
The irrelevant overall phase factor $`i\mathrm{exp}(i\phi _0/2)`$ can be dropped. Moreover, the phase factor $`\mathrm{exp}(in\phi /2)`$ can easily be compensated by appropriate phase shift or simply by properly redefining the quadratures of the Alice’s mode. After these transformations, the new Schmidt coefficients become real and after renormalization we get

$$d_n=\sqrt{\frac{1\lambda ^2}{P}}\lambda ^n\mathrm{sin}\left(\frac{n\phi \phi _0}{2}\right),$$
(8)
where

$$P=\frac{1}{2}\frac{1\lambda ^2}{2}\frac{\mathrm{cos}(\phi _0)\lambda ^2\mathrm{cos}(\phi +\phi _0)}{12\lambda ^2\mathrm{cos}(\phi )+\lambda ^4}$$
(9)
is the probability of success of the conditional transformation. Clearly, two trends are competing in Eq. (8). The exponential decay $`\lambda ^n`$ is for certain $`n`$ partially compensated by the second term $`\mathrm{sin}[(n\phi \phi _0)/2]`$ which grows with $`n`$ up to $`n_{\mathrm{max}}=(\pi +\phi _0)/\phi `$. This allows us to increase the entanglement of the shared state.

Formally, the conditional transformation can be described as a diagonal filter applied to the input two-mode density matrix $`\rho _{AB}`$. Define operator

$$A=\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{sin}\left(\frac{n\phi \phi _0}{2}\right)|nn|.$$
(10)
The output (unnormalized) density matrix is given by

$$\rho _{\mathrm{out}}=A𝟙_𝔹\rho _{𝔸𝔹}𝔸^{}𝟙_𝔹,$$
(11)
where $`𝟙_𝔹`$ stands for an identity operator on the Hilbert space of the Bob’s mode.

Since the conditional transformation preserves the purity of the two-mode state, we can conveniently quantify the entanglement as the von Neumann entropy of the reduced density matrix of the Alice’s mode,

$$S=\underset{n=0}{\overset{\mathrm{}}{}}|d_n^2|\mathrm{ln}|d_n^2|.$$
(12)
The entropy $`S`$ is plotted in Fig. 2(a) as a function of $`\phi _0`$ for fixed $`\phi `$ and $`\lambda `$. Before concentration, Alice and Bob share two-mode squeezed vacuum (2), and the entropy (12) reads

$$S=\mathrm{ln}(1\lambda ^2)\frac{\lambda ^2}{1\lambda ^2}\mathrm{ln}\lambda ^2.$$
(13)
For the data in Fig. 2, we obtain $`S_{\mathrm{in}}=0.75`$. The figure 2(a) clearly shows that for certain interval of phase shifts $`\phi _0`$ our procedure allows us to conditionally increase the amount of entanglement in the pure two-mode state shared by Alice and Bob.

Let us now demonstrate that the entanglement concentrated in this way is useful in practical tasks. To be specific, we consider the teleportation of coherent states in the Braunstein-Kimble scheme Teleportation  where our state is used as the quantum channel. Making use of the transfer operator formalism Hofmann00 ; Kurzeja02 , we can express the fidelity of teleportation as follows,

$$F=\frac{1}{2}\underset{m=0}{\overset{\mathrm{}}{}}\underset{n=0}{\overset{\mathrm{}}{}}\left(\genfrac{}{}{0pt}{}{m+n}{n}\right)\frac{d_md_n^{}}{2^{m+n}}.$$
(14)
On inserting the Schmidt coefficients (8) into Eq. (14) and carrying out the summations we obtain analytical formula for the fidelity of teleportation of coherent states,

$$F=\frac{1\lambda ^2}{4P}\left[\frac{1}{1\lambda \mathrm{cos}(\phi /2)}\frac{\mathrm{cos}(\phi _0)\lambda \mathrm{cos}(\phi /2+\phi _0)}{12\lambda \mathrm{cos}(\phi /2)+\lambda ^2}\right].$$
(15)
The fidelity $`F`$ is plotted in Fig. 2(b). For fixed $`\lambda `$ and $`\phi `$ we can optimize the phase $`\phi _0`$ so that the teleportation fidelity $`F`$ will be maximized. For the data used in Fig. 2, we find that it is optimum to set $`\phi _0\pi /10`$, which yields the fidelity $`F=0.837`$ and the probability of success is $`P=0.05`$. This should be compared with the fidelity $`F_{\mathrm{in}}=0.75`$ that is achieved when the original two-mode squeezed vacuum with $`\lambda =1/2`$ serves as the quantum channel. This improvement in fidelity is quite significant and clearly illustrates the practical utility of our procedure.

## III Entanglement concentration for traveling light fields

To implement the scheme discussed in the preceding Section for traveling light fields, we could replace the atomic Ramsey interferometer with a Mach–Zhender interferometer for a single photon and couple this auxiliary photon to the Alice’s mode via nonlinear medium with cross Kerr effect, see Fig. 3. A similar setup has been proposed by Gerry for the generation of Schrödinger cat states Gerry00 . However, this scheme has several drawbacks. First, the currently achievable Kerr nonlinearities are rather low. Secondly, we have to prepare a single photon. Therefore we propose an alternative scheme, see Fig. 4. In that setup, an auxiliary mode $`C`$ is prepared in a (strong) coherent state $`|\alpha `$ and then interacts with the Alice’s mode $`A`$ in the Kerr medium described by the Hamiltonian

$$H_{\mathrm{Kerr}}=\mathrm{}\kappa a^{}ac^{}c.$$
(16)
After the interaction, we project the output state into coherent state $`|\beta `$ in the eight-port homodyne detector.

The principle of the operation of this scheme may be explained as follows. If there are $`n`$ photons in the mode $`A`$, then the coherent state $`|\alpha `$ evolves to $`|\alpha e^{in\phi }`$, where $`\phi =\kappa t`$ and $`t`$ is the effective interaction time. The probability of projecting into $`|\beta `$ is given by

$$P(\beta |n)=\frac{1}{\pi }|\beta |\alpha e^{in\phi }|^2.$$
(17)
From this formula we can see that the probability may grow with $`n`$ if $`\beta `$ belongs to certain region of the phase space. Without loss of generality, we may assume that $`\alpha `$ is real and positive and define $`\beta =|\beta |\mathrm{exp}(i\phi _0)`$. After projecting into $`\beta `$, the new Schmidt coefficients can be expressed as

$$d_nc_n\beta |\alpha e^{in\phi }.$$
(18)
Making use of the formula for the scalar product of two coherent states Perina91

$$\beta |\alpha =\mathrm{exp}\left(\frac{1}{2}|\alpha |^2\frac{1}{2}|\beta |^2+\beta ^{}\alpha \right)$$
(19)
we obtain

$$d_nc_n\mathrm{exp}(q_n+i\varphi _n),$$
(20)
where

$`q_n`$ $`=`$ $`|\alpha \beta |\mathrm{cos}(n\phi \phi _0),`$ (21)
$`\varphi _n`$ $`=`$ $`|\alpha \beta |\mathrm{sin}(n\phi \phi _0).`$ (22)
The old coefficients $`c_n`$ are amplified or de-amplified by the factor $`\mathrm{exp}(q_n)`$. The highest enhancement occurs for $`n=\phi _0/\phi `$, when $`q_n=|\alpha \beta |`$. For strong auxiliary signal $`\alpha 1`$, the phase $`\phi _0`$ between $`\beta `$ and $`\alpha `$ will typically be of the order $`|\phi _0|1/|\alpha |`$ and also $`|\beta ||\alpha |`$ will hold. Since the nonlinear phase shift $`n\phi `$ will typically be very small for all $`n`$ for which $`c_n`$ substantially differs from zero, $`n\phi 1`$, we can expand the expressions (21) and (22) in Taylor series and keep only terms up to linear in $`n\phi `$,

$`q_n`$ $`=`$ $`|\alpha \beta |\mathrm{cos}(\phi _0)+n\phi |\alpha \beta |\mathrm{sin}(\phi _0),`$
$`\varphi _n`$ $`=`$ $`|\alpha \beta |\mathrm{sin}(\phi _0)+n\phi |\alpha \beta |\mathrm{cos}(\phi _0).`$ (23)
This approximation is valid when

$$|\alpha |n\phi 1$$
(24)
holds. Within this approximation the exponents $`q_n`$ are linearly proportional to $`n`$ and the conditional transformation preserves the structure of the two-mode squeezed state:

$$|d_n|\stackrel{~}{\lambda }^n,\stackrel{~}{\lambda }=\lambda \mathrm{exp}(\phi |\alpha \beta |\mathrm{sin}\phi _0).$$
(25)
Since $`|\beta |\mathrm{sin}\phi _01`$, it is the product $`\phi |\alpha |`$ that determines the modulation of the input Schmidt coefficients. A weak Kerr nonlinearity (small phase shift $`\phi `$) can be compensated by using a sufficiently strong auxiliary coherent state $`|\alpha `$. Furthermore, the strength of the cross-Kerr interaction can be enhanced by many orders of magnitude in a coherently prepared resonant atomic medium. A medium with electromagnetically induced transparency can exhibit an extremely large Kerr nonlinearity Schmidt96 ; Imamoglu97 ; Hau99 ; Kash99 ; Lukin00  that would suffice for the practical implementation of the present entanglement concentration scheme.

One undesirable effect of the projection into coherent state $`|\beta `$ is the phase modulation $`\varphi _n`$ of the Schmidt coefficients. Note, however, that if the approximation (24) holds then it follows from Eq. (23) that the conditional phase shift $`\varphi _n`$ is linearly proportional to $`n`$ and can thus be removed by a suitable phase shifter PS. The actual phase shift is proportional to the real part of $`\beta `$ and we must use a feedforward scheme, where the operation of the PS (e.g., a Pockels cell) is controlled by the measurement outcome, as is schematically indicated in Fig. 4.

After this qualitative discussion, let us now provide a rigorous mathematical description of the entanglement concentration scheme shown in Fig. 4. The probability that $`\beta `$ will be measured in the EHD is the sum of all the conditional probabilities $`P(\beta |n)`$ multiplied by the probabilities $`|c_n|^2`$ that there are $`n`$ photons in the mode $`A`$,

$$Q(\beta )=\frac{1\lambda ^2}{\pi }\underset{n=0}{\overset{\mathrm{}}{}}\lambda ^{2n}\mathrm{exp}(|\alpha e^{in\phi }\beta |^2).$$
(26)
The normalized Schmidt coefficients corresponding to the measurement outcome $`\beta `$ read

$$d_n(\beta )=\frac{\sqrt{1\lambda ^2}\lambda ^n\mathrm{exp}\left[\alpha \beta ^{}e^{in\phi }in\phi |\alpha \beta |\mathrm{cos}\phi _0\right]}{\sqrt{\pi Q(\beta )}\mathrm{exp}\left(|\alpha |^2/2+|\beta |^2/2\right)}.$$
(27)
We need to establish a criterion according to which we will accept or reject the state in dependence on the measurement outcome $`\beta `$. The most natural approach is to choose some reasonable figure of merit $`(\beta )`$ that has to be evaluated for each $`\beta `$ and then specify a region $`\mathrm{\Omega }`$ in the phase space where this figure of merit is sufficiently large. The entanglement concentration succeeds only if $`\beta \mathrm{\Omega }`$ and fails otherwise. It follows that the concentration will yield a mixture of the states

$$|\psi (\beta )=\underset{d=0}{\overset{\mathrm{}}{}}d_n(\beta )|n,n$$
(28)
and the density matrix of the output state shared by Alice and Bob can be expressed as follows,

$$\rho _\mathrm{\Omega }=\frac{1}{P_\mathrm{\Omega }}_\mathrm{\Omega }d^2\beta Q(\beta )|\psi (\beta )\psi (\beta )|.$$
(29)
Here

$$P_\mathrm{\Omega }=_\mathrm{\Omega }d^2\beta Q(\beta )$$
(30)
denotes the probability of success of the concentration, i.e., the probability that the measurement outcome $`\beta `$ will belong to $`\mathrm{\Omega }`$.

Different figures of merit $`(\beta )`$ may be suitable depending on the intended usage of the shared quantum state. For instance, if that state shall be used to teleport coherent states, then it will be natural to employ the fidelity (14) as the figure of merit. Here we make use of an even simpler quantity, namely the fidelity

$$(\beta )=\left|\mathrm{\Phi }_N|\psi (\beta )\right|^2$$
(31)
between the conditionally prepared state and a maximally entangled state in the Hilbert space of the first $`N+1`$ Fock states,

$$|\mathrm{\Phi }_N=\frac{1}{\sqrt{N+1}}\underset{n=0}{\overset{N}{}}|n,n,$$
(32)
The fidelity depends on the sum of the first $`N+1`$ Schmidt coefficients and is explicitly given by the following formula,

$$(\beta )=\frac{1}{N+1}\left|\underset{n=0}{\overset{N}{}}d_n(\beta )\right|^2.$$
(33)
In the rest of this section we present the results of the numerical calculations for $`\alpha =10`$, $`\phi =\pi /100`$, and $`\lambda =1/2`$. The $`Q`$-function (26) of the output auxiliary mode is plotted in Fig. 5(a). Since the assumed nonlinear single-photon phase shift $`\pi /100`$ is relatively small, the $`Q`$-function is practically identical to the input Gaussian $`Q_{\mathrm{in}}(\beta )=\mathrm{exp}(|\alpha \beta |^2)/\pi `$. The function $`(\beta )`$ is plotted in Fig. 5(b) for $`N=10`$. We can see that there are regions in the phase space where $``$ is higher than the fidelity corresponding to the input two-mode squeezed vacuum, $`_0=0.273`$. As described above, we define $`\mathrm{\Omega }`$ as the region of the phase space where $`(\beta )_0+\mathrm{\Delta }`$. The dependence of the average fidelity

$$=\frac{1}{P_\mathrm{\Omega }}_\mathrm{\Omega }d^2\beta Q(\beta )(\beta )$$
(34)
on $`\mathrm{\Delta }`$ is plotted in Fig. 6. Also the probability of successful entanglement concentration (30) is shown there. As the gap $`\mathrm{\Delta }`$ becomes larger, the average fidelity increases while the probability decreases.

Finally, we show that the entanglement concentrated in this way is suitable for the teleportation. We can calculate the average teleportation fidelity similarly as $``$. We evaluate the fidelity of teleportation $`F(\beta )`$ for each $`\beta \mathrm{\Omega }`$ by inserting the relevant Schmidt coefficients $`d(\beta )`$ given by Eq. (27) into Eq. (14) and then we average $`F(\beta )`$ over $`\mathrm{\Omega }`$ with the properly normalized probability density $`Q(\beta )/P_\mathrm{\Omega }`$. The results are shown in Fig. 7. We can see that the teleportation fidelity monotonically grows with $`\mathrm{\Delta }`$ and for all $`\mathrm{\Delta }>0`$ we have $`F>0.75`$. This example confirms that our procedure indeed extracts more useful entanglement from the input two-mode squeezed vacuum.

## IV Conclusions

In this paper, we have designed two schemes for probabilistic concentration of continuous-variable entanglement. The Procrustean protocols that we are proposing have the important property that they can be applied several times to a single copy of the shared two-mode entangled state. Thus we could, in principle, extract a state with very high entanglement, at the expense of a low probability of success. When repeating the concentration procedure, one could optimize the relevant parameters such as the phase shifts $`\phi _0`$ and $`\phi `$ in order to achieve the optimum performance of the schemes. In view of the recent advances in cavity-QED experiments and the preparation of media with extremely high Kerr nonlinearity, we may hope that the schemes proposed in the present paper will become experimentally feasible in a near future.

###### Acknowledgements.

This work was supported by the EU grant under QIPC project IST-1999-13071 (QUICOV) and project LN00A015 of the Czech Ministry of Education.


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# 1 Introduction

## 1 Introduction

Economics deals with the real life around us. The area of economics is not only restricted to the marketplace but also covers almost everything from the environment to family life! Economics is the study of how societies can use the scarce resources efficiently to produce valuable commodities and distribute them among different people or economic agents . Financial markets exhibit several properties that characterize complex systems. For financial markets, the governing rules are rather stable and the time evolution of the system can be continuously monitored. Recently, an increasing number of physicists have made attempts to analyse and model financial markets, and in general, economic systems . The physics community took the first interest in financial and economic systems, when Majorana wrote a pioneering paper  on the essential analogy between statistical laws in physics and in the social sciences. This off-the-track outlook did not create much interest until recent times. In fact, prior to the 1990’s, a very few professional physicists like Kadanoff  and Montroll , took much interest for research in social or economic systems. Since 1990, physicists started turning to this interdisciplinary subject, and their research activity is complementary to the most traditional approaches of finance and mathematical finance. It may be surprising to the students of physical sciences but the first use of power-law distribution was made by an Italian social economist Pareto, a century ago, who investigated the wealth of individuals in a stable economy by modelling them using the distribution

$$yx^\upsilon ,$$

where $`y`$ is the number of people having income greater than or equal to $`x`$ and $`\upsilon `$ is an exponent which he estimated to be $`1.5`$ . Almost during the same time, the first formalization of a random walk was made by a French mathematician Bachelier in his doctoral thesis , where he used the increments of Brownian motion to model ‘absolute’ price changes. A major part of the recent efforts made by physicists has gone in investigating the nature of fluctuations and their distributions in the stock markets . We believe that a thorough understanding of the statistical mechanics of the money market, especially studying of the distribution functions, is essential. There has been some very interesting papers along this line . Here, we make a very brief review of the earlier models and then propose a new variant where the agents invest equal amounts of money in each transaction. We find that for short time-periods, the money distribution obeys a power-law with an exponent very close to unity, and has an exponential tail; after a very long time, this distribution collapses and the entire amount of money goes to a tiny fraction of the population.

## 2 Brief review of models and distributions of money

We consider a model of a closed economic system where the total amount of money $`M`$ is conserved and the number of economic agents $`N`$ is fixed. Each economic agent $`i`$, which may be an individual or a corporate, possesses money $`m_i`$. An economic agent can exchange money with any other agent through some trade, keeping the total amount of money of both the agents conserved. We assume that an agent’s money must always be non-negative and therefore no debt is permitted.

### 2.1 Random transactions

Let an arbitrary pair of agents $`i`$ and $`j`$ get engaged in a trade so that their money $`m_i`$ and $`m_j`$ change by amounts $`\mathrm{\Delta }m_i`$ and $`\mathrm{\Delta }m_j`$ to become $`m_i^{}`$ and $`m_j^{}`$, where $`\mathrm{\Delta }m_i`$ is a random fraction of $`(m_i+m_j)`$ and $`\mathrm{\Delta }m_j`$ is the rest of it, so that conservation of the total money in each trade is ensured. The money distribution goes to the equilibrium Gibb’s distribution  of statistical mechanics: $`P(m)=(1/T)\mathrm{exp}(m/T)`$ where “temperature” $`T=M/N`$, the average money per agent in the market, satisfying $`P(m_i)P(m_j)=P(m_i+m_j)`$.

Extensive numerical simulations show that this and various modifications of trade, like multi-agent transactions, etc., all lead to the robust Gibb’s distribution \[see Fig. 1\], independent of the initial distribution the market starts with . So, most of the agents end-up in this market with very little money.

### 2.2 Transactions with constant saving

Let us introduce the concept of “saving”, which is a very natural and important ingredient in economics, in our model. We assume that each economic agent saves a constant amount of money $`m_o`$ before trading. Let us now consider that an arbitrary pair of agents $`i`$ and $`j`$ get engaged in a trade so that their money $`m_i`$ and $`m_j`$ change by amounts $`\mathrm{\Delta }m_i`$ and $`\mathrm{\Delta }m_j`$ to become $`m_i^{}`$ and $`m_j^{}`$ ; $`\mathrm{\Delta }m_i=ϵ(m_i+m_j2m_o)`$ and $`\mathrm{\Delta }m_j=(1ϵ)(m_i+m_j2m_o)`$, where $`ϵ`$ is a random number between zero and unity, and $`m_i^{}=m_o+\mathrm{\Delta }m_i`$ and $`m_j^{}=m_o+\mathrm{\Delta }m_j`$ after the trade. In this case, the lower limit of money that an agent is allowed to possess actually changes from zero to $`m_o`$. Conservation of the total money in each trade is ensured, as earlier.

The probability distribution of money still remains the Gibb’s distribution \[see Fig. 2\] but the money corresponding to maximum probability $`m_p`$, shifts from zero (or very little money) to $`m_o`$, and the “temperature” $`T`$ changes. When $`m_o=0`$, we get back the case of 2.1.

### 2.3 Transactions with fractional saving (marginal propensity of saving)

We now consider the case where each economic agent saves a fraction $`\lambda `$ of its money $`m_i`$ before trading . This constant fraction of saving $`\lambda `$ is called the “marginal propensity of saving” and is a very important quantity in economics.

Here, we choose randomly two agents $`i`$ and $`j`$ having money $`m_i`$ and $`m_j`$, respectively. Then $`\mathrm{\Delta }m_i=ϵ(1\lambda )(m_i+m_j)`$ and $`\mathrm{\Delta }m_j=(1ϵ)(1\lambda )(m_i+m_j)`$, where $`ϵ`$ is a random number between zero and unity. Then $`m_i^{}=\lambda m_i+\mathrm{\Delta }m_i`$ and $`m_j^{}=\lambda m_j+\mathrm{\Delta }m_j`$ after the trade. Conservation of the total money in each trade is ensured, as earlier.

The results for the equilibrium distribution $`P(m)`$ are shown in Fig. 3, for some values of $`\lambda `$. The real money exchanged randomly in any trade is less than the total money, because of the saving by each agent. This destroys the multiplicative property of the distribution $`P(m)`$ (seen earlier for $`\lambda =0`$) and $`P(m)`$ changes from the Gibb’s form to the asymmetric Gaussian-like form as soon as a finite $`\lambda `$ is introduced. The $`\lambda =0`$ case, same as in 2.1, was practically a random-noise dominated one and therefore effectively a non-interacting market. Introduction of a finite amount of saving ($`\lambda 0`$), dictated by individual self-interest, immediately makes the money dynamics cooperative and the global ordering (in the distribution) is achieved.

An important feature of this humped distribution $`P(m)`$ at any non-vanishing $`\lambda `$ is the variation of the most probable money $`m_p(\lambda )`$ ( where $`P(m)`$ becomes maximum) of the agents . We have, $`m_p=0`$ for $`\lambda =0`$ (Gibb’s distribution) and most of the economic agents in the market end-up losing most of their money. However, even with pure self-interest of each agent for saving a factor $`\lambda `$ of its own money at any trade, a global feature emerges: the entire market ends-up with a most-probable money $`m_p(\lambda )`$. This $`m_p(\lambda )`$ shifts in an interesting manner from $`m_p=0`$ (for $`\lambda =0`$) to $`m_pT`$ (for $`\lambda 1`$). The half-width $`\mathrm{\Delta }m_p`$ and the peak height $`P_{m_p}`$ of the equilibrium distribution scale practically as $`(1\lambda )^{1/2}`$ and $`(1\lambda )^{1/2}`$ respectively. We also note that each individual’s money $`m_i`$ fluctuates randomly. Since the total money is conserved, $`m_i`$ remains constant ($`=T`$) here, while $`\mathrm{\Delta }m_i`$ goes down with $`\lambda `$ as $`(1\lambda )`$. This is because at any time the agents keep a fixed fraction of their individual money and receive a random fraction of the money traded proportional to $`(1\lambda )`$.

## 3 Model and simulation results

We now introduce a new model where we assume that both the economic agents invest the same amount of money $`m_{min}`$, the minimum money between the agents. We choose randomly two agents $`i`$ and $`j`$ having money $`m_i`$ and $`m_j`$, respectively. Thus $`2m_{min}`$ is the real money which is available in the market for random sharing. Then $`\mathrm{\Delta }m_i=ϵ2m_{min}`$ and $`\mathrm{\Delta }m_j=(1ϵ)2m_{min}`$, where $`ϵ`$ is a random number between zero and unity. Then $`m_i^{}=(m_im_{min})+\mathrm{\Delta }m_i`$ and $`m_j^{}=(m_jm_{min})+\mathrm{\Delta }m_j`$ after the trade. Conservation of the total money in each trade is ensured, as earlier. Note that we may rewrite the amounts of money after trade as $`m_i^{}=m_i+\alpha m_{min}`$ and $`m_j^{}=m_j\alpha m_{min}`$, where $`\alpha `$($`=2ϵ1`$) is a random fraction whose absolute value is less than unity, i.e., $`1<\alpha <1`$ and $`m_{min}`$ is either $`m_i`$ or $`m_j`$, whichever is less. We consider one transaction between any arbitrary pair of agents as a unit of ‘time’, $`t`$. We made computer simulations for agents $`N=1000`$ and the total money in the market $`M=1000`$ and then took averages over $`5000`$ different configurations. We studied the money distribution $`P(m)`$ at different times.

The money distribution $`P(m)`$ for time $`t=10000`$ is shown in Fig. 4. We find that the distribution obeys a power-law: $`P(m)m^\upsilon `$, where $`\upsilon `$ is an exponent, and has a tail which falls off exponentially ($`\mathrm{exp}(\alpha m)`$). The numerically fitted curves (indicated by the solid line and the dashed curve in the figure) give the following exponents: $`\upsilon =0.9\pm 0.01`$, which is very close to unity, and $`\alpha =0.25\pm 0.02`$. The errors are obtained by eye-estimation.

We note that once an agent loses all its money, it is unable to trade any more because $`m_{min}`$ becomes zero and no other agent will invest money for trade with this agent. Thus, a trader is effectively driven out of the market once it loses all its money. In this way, after an infinite number of transactions have taken place, one would expect that only one trader survives in the market with the entire amount of money and the rest of the traders have zero money. In our numerical simulations, we found that for $`t=15000000`$, more than $`99\%`$ of the traders have zero money and the rest have the entire money of the market. This can be prevented, for example, by government intervention via taxes, but we do not consider any such thing in our model.

Acknowledgements:

The author is grateful to B. K. Chakrabarti, T. Lux and S. Pradhan for their useful comments and discussions, and the referee for suitable corrections and suggestions.

Figure captions

Fig. 1 : Histogram of money, obtained from computer simulations made for agents $`N=1000`$ and total money $`M=1000`$. Note that in the figure, the money has been scaled by the average money in the market.

Fig. 2 : Histogram of money for different saving amounts $`m_o=0.2`$ and $`m_o=0.8`$, obtained from computer simulations made for agents $`N=1000`$ and total money $`M=1000`$. Note that in the figure, the money has been scaled by the average money in the market.

Fig. 3 : Histogram of money for different saving propensity factor $`\lambda =0.2`$ and $`\lambda =0.8`$, obtained from computer simulations made for agents $`N=1000`$ and total money $`M=1000`$. Note that in the figure, the money has been scaled by the average money in the market.

Fig. 4 : Histogram of money plotted in the double logarithmic scale, obtained from computer simulations made for agents $`N=1000`$ and total money $`M=1000`$, at time $`t=10000`$. The solid line is the numerically fitted line with slope $`\upsilon =0.9`$ and the dashed curve is the numerically fitted exponential curve with an exponent $`\alpha =0.25`$. Note that in the figure, the money has been scaled by the average money in the market.


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# Untitled Document

Anomalous dimensions in gauge theories from rotating strings in $`AdS_5\times S^5`$

J.G. Russo  e-mail address: russo@df.uba.ar

Departamento de Física, Universidad de Buenos Aires,

Ciudad Universitaria and Conicet, Pab. I, 1428 Buenos Aires, Argentina

Abstract

Semi-classical soliton solutions for superstrings in $`AdS_5\times S^5`$ are used to predict the dimension of gauge theory operators in $`𝒩=4`$ SU(N) SYM theory. We discuss the possible origin of scaling violations on the gauge theory side.

May 2002

1. Introduction

Understanding the AdS/CFT correspondence \[1,,2,,3\] to full string theory level can lead to important insights about the $`1/N`$ expansion and strong coupling physics in Yang-Mills theories. It is therefore of interest to develop methods to study string propagation in backgrounds with R-R gauge fields. Recently, some direct checks of the AdS/CFT correspondence beyond the supergravity level were performed by considering a special sector of states where some global quantum numbers (such as R-charge or spin) are large \[4,,5,,6,,7\]. The idea of  is based on the observation \[8,,4,,9,,10\] that string theory in certain \[11,,12\] R-R plane-wave backgrounds is solvable. Extensions in different directions were carried out in \[13--29\].

The strategy of , which was further elaborated in , is to identify certain semi-classical soliton solutions representing highly excited string states with gauge theory operators of some finite anomalous dimension. The classical energy in global $`AdS`$ coordinates is identified with the conformal dimension of the corresponding state in the dual gauge theory.

The soliton solutions investigated in  can be separated into three classes:

i) Strings spinning on $`AdS_5`$, stretched along the radial direction $`\rho `$, at fixed angles on $`S^5`$ (an earlier study of this classical string solution is in ). They represent string states with spin $`S`$, and they have an energy

$$ES+\frac{\sqrt{\lambda }}{\pi }\mathrm{log}\frac{S}{\sqrt{\lambda }},S\sqrt{\lambda }.$$

ii) Strings spinning on $`S^5`$, stretched along the radial direction $`\rho `$, representing string states carrying R-charge $`J`$. For them

$$E=J+\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}N_n\sqrt{1+\frac{\lambda n^2}{J^2}},J\sqrt{\lambda },$$

where the second term arises by considering small oscillations around the soliton state. This is the same formula obtained by  in the exactly solvable \[8,,9\] pp-wave background \[11,,12\].

iii) Strings spinning on $`S^5`$ (i.e. with R-charge $`J`$), sitting at $`\rho =0`$ and strectched along an angular direction. Here one obtains

$$EJ+\frac{2\sqrt{\lambda }}{\pi }.$$

In , a more general solution interpolating between the cases i) and ii) was investigated, leading to a general formula for the energy as a function of $`S`$ and $`J`$. Here we shall present a solution interpolating between the three cases i), ii), iii) described above. This will lead to a more general formula $`E=E(S,J)`$, which will reduce to the previously known cases by taking different limits. The string state (and thus the corresponding gauge operator) is not the same as the one studied in . In a large $`J`$ limit, the energy approaches the energy of the state of . The main virtue of the present approach is to incorporate the features of the formulas (1.1)-(1.1) into a single general expression for the conformal dimension.

2. More general soliton rotating in $`AdS_5`$ and $`S^5`$

We consider type IIB superstrings moving in the $`AdS_5\times S^5`$ background, with metric:

$$ds^2=\alpha ^{}R^2\left[dt^2\mathrm{cosh}^2\rho +d\rho ^2+\mathrm{sinh}^2\rho d\stackrel{~}{\mathrm{\Omega }}_3^2+d\psi ^2\mathrm{sin}^2\theta +d\theta ^2+\mathrm{cos}^2\theta d\mathrm{\Omega }_3^2\right],$$

$$d\stackrel{~}{\mathrm{\Omega }}_3^2=\mathrm{cos}^2\beta d\stackrel{~}{\varphi }^2+d\beta ^2+\mathrm{sin}^2\beta d\varphi ^2,$$

$$d\mathrm{\Omega }_3^2=\mathrm{cos}^2\psi _1d\psi _2^2+d\psi _1^2+\mathrm{sin}^2\psi _1d\psi _3^2,$$

where $`R^2=\sqrt{\lambda }`$ and $`\lambda =g_{\mathrm{YM}}^2N`$ is the ’t Hooft coupling. We look for a soliton solution of the following form:

$$t=\kappa \tau ,\varphi =\omega \tau ,\psi =\nu \tau ,$$

$$\rho =\rho (\sigma )=\rho (\sigma +2\pi ),\theta =\theta (\sigma )=\theta (\sigma +2\pi ),$$

$$\beta =\frac{\pi }{2},\psi _1=\psi _2=\psi _3=\stackrel{~}{\varphi }=0.$$

It describes a string rotating in $`AdS_5`$ and in $`S^5`$ with independent angular velocity parameters $`\omega `$ and $`\nu `$, which is stretched along the radial coordinate and along the angular coordinate $`\theta `$ of $`S^5`$. We will find below that this rotating soliton generalizes the solutions discussed in \[6,,30\], and smoothly interpolates beween all previously known cases.

The equations of motion and constraints become

$$\rho ^{\prime \prime }+(\omega ^2\kappa ^2)\mathrm{cosh}\rho \mathrm{sinh}\rho =0,$$

$$\theta ^{\prime \prime }+\nu ^2\mathrm{cos}\theta \mathrm{sin}\theta =0,$$

$$\kappa ^2\mathrm{cosh}^2\rho +\rho _{}^{}{}_{}{}^{2}+\omega ^2\mathrm{sinh}^2\rho +\theta _{}^{}{}_{}{}^{2}+\nu ^2\mathrm{sin}^2\theta =0,$$

where prime denotes derivative with respect to $`\sigma `$. The general solution is given by

$$\rho _{}^{}{}_{}{}^{2}=\kappa ^2\mathrm{cos}^2\alpha _0(\omega ^2\kappa ^2)\mathrm{sinh}^2\rho ,$$

$$\theta _{}^{}{}_{}{}^{2}=\nu ^2\mathrm{sin}^2\theta +\kappa ^2\mathrm{sin}^2\alpha _0.$$

where $`\alpha _0`$ is an integration constant.

We have chosen a convenient parametrization in terms of $`\mathrm{cos}\alpha _0,\mathrm{sin}\alpha _0`$ to take into account automatically that the solution describes a finite closed string stretching from $`\rho =0`$ up to some $`\rho =\rho _{\mathrm{max}}`$, which is finite provided $`\omega >\kappa `$. The string is folded onto itself, and the interval $`0\sigma <2\pi `$ is split into four segments. The first segment starts with $`\rho =0`$ at $`\sigma =0`$ up to $`\rho _{\mathrm{max}}`$ at $`\sigma =\frac{\pi }{2}`$.

Let us define parameters

$$a\frac{\nu ^2}{\kappa ^2\mathrm{sin}^2\alpha _0},b\frac{\omega ^2\kappa ^2}{\kappa ^2\mathrm{cos}^2\alpha _0}.$$

We will assume $`b>0`$. There are different situations according to the value of $`a`$.

The case $`a=1`$ gives a solution with infinite energy, unless $`\theta \frac{\pi }{2}`$, which is the case discussed by . This includes the cases discussed in sects. 2 and 3 of , corresponding to the pp wave limit and to the Regge string.

If $`a<1`$, then $`\theta [0,\pi ]`$. This describes a closed string stretched around the great circle of $`S^5`$. This solution is a generalization of a similar solution (but with $`\rho 0`$) discussed in  (it reduces to that particular constant $`\rho `$ case when $`b1`$). As pointed out in , the solution seems unstable, since a small perturbation of the string makes it to slide over the sides of the sphere due to the string tension.

Here we shall consider the interesting case of $`a>1`$. Then $`\theta [0,\theta _{\mathrm{max}}]`$, where $`\theta _{\mathrm{max}}=\mathrm{arcsin}(a^{1/2}),\theta _{\mathrm{max}}<\frac{\pi }{2}`$. It generalizes the case discussed in sect. 4.1 of  (corresponding to the special case $`\rho 0`$, $`a>1`$) to strings which also stretch along the radial direction. In the regime $`a1`$, the major contribution to the quantum numbers of the string will come from the region $`\theta \frac{\pi }{2}`$. For this reason, in this regime we will recover the results of  for the anomalous dimension, with a small correction due to the fact that the string is also stretched along the $`\theta `$ direction.

Thus there is a general solution interpolating between the different known cases. This will give a more general formula relating the dimension of the operators with the R-charge and spin.

Note that there are no solutions in this class where $`\theta [\frac{\pi }{2},\frac{\pi }{2}+ϵ]`$. Either $`\theta `$ is stuck at $`\frac{\pi }{2}`$, or it goes all the way up to $`\theta =0`$. However, one can consider time-dependent small fluctuations around $`\theta =\frac{\pi }{2}`$ . This semiclassical quantization was carried out in , , and it leads to the full spectrum (1.1), including the contributions of oscillators. For the present soliton, the semiclassical quantization in terms of a small $`\theta `$ expansion, retaining only the harmonic oscillations, is meaningful only for small $`J`$, where $`\theta _{\mathrm{max}}`$ is small, but not in the interesting region of large $`J`$ (corresponding to $`a1`$), where the angular variable $`\theta `$ takes all values from $`0`$ to $`\frac{\pi }{2}`$.

From eqs. (2.1), (2.1), we obtain

$$(\kappa \mathrm{sin}\alpha _0)\sigma =_0^\theta 𝑑\theta ^{}\frac{1}{\sqrt{1a\mathrm{sin}^2\theta ^{}}}=(\theta ,a),$$

$$(\kappa \mathrm{cos}\alpha _0)\sigma =_0^\rho 𝑑\rho ^{}\frac{1}{\sqrt{1b\mathrm{sinh}^2\rho ^{}}}=i(i\rho ,b),$$

where $`(x,m)`$ represents the elliptic integral of the first kind. These equations define $`\rho =\rho (\theta )`$. In the present case of $`a>1`$ and $`b>0`$, there are maximum values of $`\theta `$ and $`\rho `$ taken by the string which are given by $`\theta _{\mathrm{max}}=\mathrm{arcsin}(a^{1/2}),\rho _{\mathrm{max}}=\mathrm{arcsinh}(b^{1/2})`$. From now on it is convenient to trade the parameters $`\omega ,\nu `$ by $`a,b`$ (see (2.1)).

The periodicity condition (2.1) determines $`\alpha _0,\kappa `$ in terms of $`a,b`$. As a function of $`\sigma `$, $`\rho (\sigma ),\theta (\sigma )`$ start at $`\rho =0,\theta =0`$ at $`\sigma =0`$ and reach a maximum value of $`\rho `$ and $`\theta `$ at the point where $`\rho ^{},\theta ^{}`$ vanish, which for the one-fold string is at $`\sigma =\frac{\pi }{2}`$. Therefore one has $`\rho (\pi /2)=\rho _{\mathrm{max}},\theta (\pi /2)=\theta _{\mathrm{max}}`$. Demanding this, we get the conditions:

$$\frac{\pi }{2}\kappa \mathrm{sin}\alpha _0=_0^{\theta _{\mathrm{max}}}𝑑\theta \frac{1}{\sqrt{1a\mathrm{sin}^2\theta }}=\frac{\pi }{2\sqrt{a}}{}_{2}{}^{}F_{1}^{}(\frac{1}{2},\frac{1}{2},1;\frac{1}{a}),$$

$$\frac{\pi }{2}\kappa \mathrm{cos}\alpha _0=_0^{\rho _{\mathrm{max}}}𝑑\rho \frac{1}{\sqrt{1b\mathrm{sinh}^2\rho }}=\frac{\pi }{2\sqrt{b}}{}_{2}{}^{}F_{1}^{}(\frac{1}{2},\frac{1}{2},1;\frac{1}{b}).$$

The hypergeometric function is related to $`𝒦(m)`$, the complete elliptic integral of the first kind ($`𝒦(m)=(\pi /2,m)`$).

The energy, spin, and R-charge of the soliton are given by the following formulas:

$$E=\frac{R^2}{2\pi }\kappa _0^{2\pi }𝑑\sigma \mathrm{cosh}^2\rho =\frac{2R^2}{\pi \mathrm{cos}\alpha _0}_0^{\rho _{\mathrm{max}}}𝑑\rho \frac{\mathrm{cosh}^2\rho }{\sqrt{1b\mathrm{sinh}^2\rho }},$$

$$S=\frac{R^2}{2\pi }_0^{2\pi }𝑑\sigma \omega \mathrm{sinh}^2\rho =\frac{2R^2\omega }{\pi \kappa \mathrm{cos}\alpha _0}_0^{\rho _{\mathrm{max}}}𝑑\rho \frac{\mathrm{sinh}^2\rho }{\sqrt{1b\mathrm{sinh}^2\rho }},$$

$$J=\frac{R^2}{2\pi }_0^{2\pi }𝑑\sigma \nu \mathrm{sin}^2\theta =\frac{2R^2\nu }{\pi \kappa \mathrm{sin}\alpha _0}_0^{\theta _{\mathrm{max}}}𝑑\theta \frac{\mathrm{sin}^2\theta }{\sqrt{1a\mathrm{sin}^2\theta }}.$$

Computing the integrals, we find

$$E=E(a,b)=\frac{R^2}{\sqrt{b}\mathrm{cos}\alpha _0}{}_{2}{}^{}F_{1}^{}(\frac{1}{2},\frac{1}{2},1;\frac{1}{b}),$$

$$S=S(a,b)=\frac{R^2}{2b^{3/2}\mathrm{cos}\alpha _0}\sqrt{1+b\mathrm{cos}\alpha _0^2}{}_{2}{}^{}F_{1}^{}(\frac{1}{2},\frac{3}{2},2;\frac{1}{b}),$$

$$J=J(a)=\frac{R^2}{2a}{}_{2}{}^{}F_{1}^{}(\frac{1}{2},\frac{3}{2},2;\frac{1}{a}),$$

$$\mathrm{tan}\alpha _0=\sqrt{\frac{b}{a}}\frac{{}_{2}{}^{}F_{1}^{}(\frac{1}{2},\frac{1}{2},1;\frac{1}{a})}{{}_{2}{}^{}F_{1}^{}(\frac{1}{2},\frac{1}{2},1;\frac{1}{b})}.$$

These formulas define parametrically $`E=E(J,S)`$.

Let us now derive explicit analytic formulas for $`E=E(J,S)`$ in four different regimes, according to the cases $`J`$ or $`S\sqrt{\lambda }`$, and $`J`$ or $`S\sqrt{\lambda }`$. In all cases, we will consider $`J,S1`$. The regimes of large spin $`S`$ and large R-charge $`J`$ (as compared to $`\sqrt{\lambda }`$) correspond to $`b1`$ and to $`a1`$ respectively, whereas small $`S`$ and $`J`$ correspond to $`b1`$ and to $`a1`$.

Define

$$I_1(b)=_0^{\rho _{\mathrm{max}}}𝑑\rho \frac{1}{\sqrt{1b\mathrm{sinh}^2\rho }},I_2(b)=_0^{\rho _{\mathrm{max}}}𝑑\rho \frac{\mathrm{sinh}^2\rho }{\sqrt{1b\mathrm{sinh}^2\rho }},$$

$$I_3(a)=_0^{\theta _{\mathrm{max}}}𝑑\theta \frac{1}{\sqrt{1a\mathrm{sin}^2\theta }},I_4(a)=_0^{\theta _{\mathrm{max}}}𝑑\theta \frac{\mathrm{sin}^2\theta }{\sqrt{1a\mathrm{sin}^2\theta }}.$$

The basic expansion formulas we need are

$$I_1(b)\frac{1}{2}\mathrm{log}b,I_2(b)\frac{1}{b}+\frac{1}{4}\mathrm{log}b,\mathrm{for}b1,$$

$$I_1(b)\frac{\pi }{2\sqrt{b}}\left(1\frac{1}{4b}\right),I_2(b)\frac{\pi }{4b^{3/2}},\mathrm{for}b1,$$

and

$$I_3(a)\frac{1}{2}\mathrm{log}\frac{(a1)}{16},I_4(a)\frac{1}{2}\mathrm{log}\frac{(a1)}{16}1,\mathrm{for}a1,$$

$$I_3(a)\frac{\pi }{2\sqrt{a}}\left(1+\frac{1}{4a}\right),I_4(a)\frac{\pi }{4a^{3/2}},\mathrm{for}a1.$$

Let us now consider the different cases:

I) $`a1`$, $`b1`$, $`b/a`$ fixed (short strings): This is the regime of small $`S`$ and $`J`$ with fixed $`J/S`$. From eqs. (2.1), (2.1), (2.1), we get, to leading order,

$$ER^2\sqrt{a^1+b^1},S\frac{R^2}{2b},J\frac{R^2}{2a},$$

and $`\mathrm{tan}\alpha _0\sqrt{J/S}`$. Thus

$$E^22\sqrt{\lambda }(J+S),\frac{J}{\sqrt{\lambda }}1,\frac{S}{\sqrt{\lambda }}1,$$

which is the usual Regge-type spectrum of string theory in flat spacetime. This is expected, since short strings do not feel the curvature of spacetime. In the case $`J/S0`$, eq. (2.1) reduces to the case discussed in ref. . Equation (2.1) differs from the formula $`E^2J^2+2\sqrt{\lambda }S`$ of . The reason is the following: in the case of , the string is located at $`\theta =\pi /2`$; in the present case, the string is located near $`\theta =0,\rho =0`$, where there is a symmetry $`JS`$ due to the symmetry of the solution at small $`\rho ,\theta `$ under $`\varphi \psi `$. From the gauge theory point of view, the soliton of  and the present solution correspond to different operators when $`J0`$.

II) $`a1`$, $`b1`$: This is the case of large R-charge $`J`$ and large spin $`S`$. Then the string is long with $`\theta _{\mathrm{max}}\frac{\pi }{2}`$. Now eqs. (2.1) - (2.1) give

$$E\frac{2R^2}{\pi \mathrm{cos}\alpha _0}\left(\frac{1}{b}\frac{1}{4}\mathrm{log}b\right),$$

$$S\frac{2R^2}{\pi \mathrm{cos}\alpha _0}\left(\frac{1}{b}+\frac{1}{4}\mathrm{log}b\right),$$

$$J\frac{R^2}{\pi }\mathrm{log}\frac{(a1)}{16}\frac{2R^2}{\pi },$$

and $`\mathrm{tan}\alpha _0=\frac{\mathrm{log}\frac{(a1)}{16}}{\mathrm{log}b}`$. Thus we obtain

$$ES=\frac{\sqrt{\lambda }}{\pi }\sqrt{\mathrm{log}^2b+(\frac{\pi J}{\sqrt{\lambda }}+2)^2}.$$

The parameter $`b`$ is a function of $`S`$ and $`J`$, determined by the transcendental equation

$$S=\frac{2\sqrt{\lambda }}{\pi b|\mathrm{log}b|}\sqrt{\mathrm{log}^2b+(\frac{\pi J}{\sqrt{\lambda }}+2)^2}.$$

For $`\frac{J}{\sqrt{\lambda }}\mathrm{log}\frac{S}{\sqrt{\lambda }}`$, we have $`b\frac{2\sqrt{\lambda }}{\pi S}`$. Thus we obtain

$$ES\sqrt{(J+\frac{2\sqrt{\lambda }}{\pi })^2+\frac{\lambda }{\pi ^2}\mathrm{log}^2\frac{\pi S}{2\sqrt{\lambda }}}$$

$$\frac{\sqrt{\lambda }}{\pi }\mathrm{log}\frac{\pi S}{2\sqrt{\lambda }}+\frac{\pi (J+2\sqrt{\lambda }/\pi )^2}{2\sqrt{\lambda }\mathrm{log}\frac{\pi S}{2\sqrt{\lambda }}},$$

$$\frac{J}{\sqrt{\lambda }}1,\frac{S}{\sqrt{\lambda }}1,\frac{J}{\sqrt{\lambda }}\mathrm{log}\frac{S}{\sqrt{\lambda }}.$$

Corrections to this formula are of order $`J^2/\mathrm{log}^2\frac{S}{\sqrt{\lambda }}`$.

For $`\frac{J}{\sqrt{\lambda }}\mathrm{log}\frac{S}{\sqrt{\lambda }}`$, we have $`b\mathrm{log}b=\frac{2J}{S}`$, so that

$$ESJ+\frac{2\sqrt{\lambda }}{\pi }+\frac{\lambda }{2\pi ^2J}\mathrm{log}^2\frac{2J}{S},$$

$$\frac{J}{\sqrt{\lambda }}1,\frac{S}{\sqrt{\lambda }}1,\frac{J}{\sqrt{\lambda }}\mathrm{log}\frac{S}{\sqrt{\lambda }}.$$

The formulas (2.1), (2.1) agree with the corresponding formulas in  for a rotating string fixed at $`\theta =\frac{\pi }{2}`$. The reason is that in this regime $`a1`$, most of the contribution to the R-charge comes from the region $`\theta =\frac{\pi }{2}`$. The only difference is the shift in $`J`$ by $`\frac{2\sqrt{\lambda }}{\pi }`$, which represents the subleading correction to the large $`J/\sqrt{\lambda }`$ expansion. As mentioned above, the presence of this term reflects the fact that the string state we are considering is not the same as the state considered in .

III) $`b1,a1`$: In this case $`\frac{J}{\sqrt{\lambda }}1,\frac{S}{\sqrt{\lambda }}1`$; the string is long with $`\theta `$ being nearly fixed at $`\theta 0`$. Now $`\mathrm{tan}\alpha _0=\frac{\pi }{\sqrt{a}|\mathrm{log}b|}`$. Using eqs. (2.1), (2.1), and $`J`$ as in (2.1), we obtain

$$ES=\frac{\sqrt{\lambda }}{\pi }|\mathrm{log}b|(1+\frac{\pi ^2J}{\sqrt{\lambda }\mathrm{log}^2b}),$$

with $`b\frac{2\sqrt{\lambda }}{\pi S}`$. Thus

$$ES=\frac{\sqrt{\lambda }}{\pi }\mathrm{log}\frac{S}{\sqrt{\lambda }}+\frac{\pi J}{\mathrm{log}\frac{\pi S}{2\sqrt{\lambda }}},$$

$$\frac{J}{\sqrt{\lambda }}1,\frac{S}{\sqrt{\lambda }}1.$$

This formula is new, and differs from the analog limit (small $`J`$, large $`S`$) in . Again, the reason is that the small $`J`$ string spins in the region of small $`\theta `$, whereas in  is always fixed at $`\theta =\frac{\pi }{2}`$.

IV) $`b1,a1`$. Then the string extends from $`\theta =0`$ to $`\theta _{\mathrm{max}}\frac{\pi }{2}`$ with $`\rho `$ being nearly fixed at $`\rho 0`$. Now $`\frac{J}{\sqrt{\lambda }}1`$ and $`\frac{S}{\sqrt{\lambda }}1`$. Using eqs. (2.1), (2.1), (2.1), we obtain

$$E=\frac{2\sqrt{\lambda }}{\pi }I_3\sqrt{1+\frac{I_1^2}{I_3^2}}(1+\frac{I_2}{I_1}),$$

$$S=\frac{2\sqrt{\lambda }}{\pi }I_3\frac{I_2}{I_1}\sqrt{1+(1+b)\frac{I_1^2}{I_3^2}},$$

$$J\frac{2\sqrt{\lambda }}{\pi }(I_31).$$

Combining these equations, we find

$$EJ+\frac{2\sqrt{\lambda }}{\pi }+S+\frac{\lambda S}{2J^2},$$

$$\frac{J}{\sqrt{\lambda }}1,\frac{S}{\sqrt{\lambda }}1.$$

For $`S=0`$, eq. (2.1) reduces to the result (1.1) of . Equation (2.1) can be compared with the similar formula found in ,

$$EJ+S+\frac{\lambda S}{2J^2}.$$

Note that in the present case the correction $`\frac{2\sqrt{\lambda }}{\pi }`$ is important, being larger than the next terms.

V) General case: Using the general formulas eqs. (2.1) - (2.1), one can do a numerical plot of $`E=E(S,J)`$ in the general case. We find that $`E=E(S,J)`$ smoothly interpolates between the different regimes described above, with no surprises at intermediates regimes.

3. Discussion

The regime IV) is closely related to strings in the pp-wave background. Indeed, this background is obtained as the limiting geometry seen by a particle moving along the $`\psi `$ direction with large momentum $`J`$, sitting near $`\rho =0`$ and near $`\theta =\frac{\pi }{2}`$ \[12,,4\].1 Note that our definition of $`\theta `$ in (2.1) differs by $`\theta \frac{\pi }{2}\theta `$ from the notation of .  To see that (2.1) can be understood from the string spectrum in the pp wave background, we start with eq. (1.1), and consider string states with spin $`S`$ associated with rotations in the plane 1-2. Let us assume that it is a state of the Regge trajectory, so that only $`n=1`$ oscillators in the directions 1-2 are excited (e.g. by acting $`S/2`$ times with $`a_{1+}^{},\stackrel{~}{a}_{1+}^{},`$ on the light-cone vacuum, where $`a_{n+}^{}=\frac{1}{\sqrt{2}}(a_n^1ia_n^2)`$ ). Then we have $`N_n=S+N_n^T`$, where $`N_n^T`$ contains the oscillators corresponding to the other directions. Thus eq. (1.1) becomes

$$E=J+S\sqrt{1+\frac{\lambda }{J^2}}+\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}N_n^T\sqrt{1+\frac{\lambda n^2}{J^2}},$$

For $`J\sqrt{\lambda }`$, this gives

$$EJ+S+\frac{\lambda S}{2J^2}+\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}N_n^T\sqrt{1+\frac{\lambda n^2}{J^2}}.$$

This agrees with eq. (2.1), up to the contribution of extra oscillators. This quantum part of the spectrum can be captured by a semiclassical quantization around the soliton \[6,,30\].

Given the correspondence between physical string states and gauge theory operators, there must be operators in the dual gauge theory with dimension given by

$$\mathrm{\Delta }J+S+\frac{\lambda S}{2J^2}+\mathrm{}.$$

Denoting by $`\varphi ^1,\mathrm{},\varphi ^6`$ the six scalars of $`𝒩=4`$ Yang-Mills theory and $`Z=\varphi ^5+i\varphi ^6`$, the unique single trace operator of bare dimension $`\mathrm{\Delta }=J`$ is given by  $`\mathrm{tr}[Z^J]`$. The spin $`S`$ can be introduced by adding covariant derivatives to this operator, i.e. replacing $`S`$ factors $`Z`$ by $`D_iZ=_iZ+[A_i,Z]`$, $`i=1,2`$, adding phase factors of the form $`\mathrm{exp}(2\pi il/J)`$, and summing over all possible insertion points ($`l`$ is the position of $`D_i`$ along the string of $`Z`$’s). We propose that the resulting operator:

$$𝒪_{i_1\mathrm{}i_S}=\underset{l_1,\mathrm{},l_s=1}{\overset{J}{}}\frac{1}{\sqrt{J}N^{J/2}}\mathrm{tr}\left[\mathrm{}ZD_{i_1}Z\mathrm{}ZD_{i_S}Z\mathrm{}\right]e^{\frac{2\pi i}{J}(l_1+\mathrm{}+l_S)},SJ,$$

should be identified with the soliton of  (which is fixed at $`\theta =\frac{\pi }{2}`$). One of the sums can be performed by using the cyclic property of the trace. For $`SJ`$, this operator is almost BPS. The bare dimension is $`\mathrm{\Delta }=J+S`$. The correction $`\frac{\lambda S}{2J^2}`$ arises by a one-loop calculation, by considering a subset of Feynman diagrams, as follows. Each insertion of $`D_i`$ (corresponding to $`a_{1+}^{}`$ acting on the light-cone vacuum) is treated similarly as the insertions of $`\varphi ^r`$ operators computed in .2 In the pp wave background there is a symmetry under the exchange of the directions 1234 and 5678, which in the gauge theory corresponds to the exchanges of $`D_i`$ with $`\varphi ^r`$. They give the contribution to the anomalous dimension

$$(\mathrm{\Delta }J)_1=1+\frac{\lambda }{2J^2},$$

so that, for $`S`$ insertions, we get $`\mathrm{\Delta }J=S+\frac{\lambda S}{2J^2}`$, in agreement with eq. (3.1). This gives evidence that these operators are not decoupled in the large $`\lambda `$ limit, with $`\lambda /J^2`$ fixed.

Let us now consider the string of section 2, which is stretched from $`\theta =0`$ up to $`\theta =\theta _{\mathrm{max}}`$. Consider the case $`S=0`$ and $`J\sqrt{\lambda }`$. The correction to the energy by a shift $`\frac{2\sqrt{\lambda }}{\pi }`$ in (2.1) has a simple interpretation. For a string of large $`J`$ which is not stretched in the $`\theta `$ direction, its energy is $`E=J`$. When this string is stretched from $`\theta =0`$ up to $`\theta =\frac{\pi }{2}`$, its energy must increase in a quantity approximately given by $`EJ+\mathrm{tension}\times \mathrm{length}`$. Indeed, using (2.1), the energy (2.1) can also be written as

$$E=\frac{2\sqrt{\lambda }}{\pi \mathrm{sin}\alpha _0}_0^{\theta _{\mathrm{max}}}𝑑\theta \frac{1}{\sqrt{1a\mathrm{sin}^2\theta }}J+\frac{\sqrt{\lambda }}{2\pi }4_0^{\frac{\pi }{2}}𝑑\theta \mathrm{cos}\theta ,$$

where we have used (2.1) and $`a1`$. Thus we recover eq. (2.1) for $`S=0`$, $`EJ+\frac{2\sqrt{\lambda }}{\pi }`$.

The possible decay of the string of section 2 into BPS states should be suppressed by powers of the string coupling $`g_s`$. From the gauge theory point of view, such string should correspond to a highly excited local operator. This operator should be a linear combination of operators containing $`S`$ insertions of $`D_i`$ into $`\mathrm{tr}[Z^J]`$ – to account for the spin as above – and, in addition, insertions of various $`\varphi ^r`$, $`r=1,2,3,4`$. It remains an interesting question to identify the corresponding operator.3 String states with $`EJ\sqrt{\lambda }`$ can be explicitly constructed in the pp-wave background in terms of coherent states of length proportional to $`R=\lambda ^{1/4}`$.

Acknowledgements

The author wishes to thank J. Gomis and A. Tseytlin for useful remarks.

References

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text:
# On mode trapping in pulsating DA white dwarf stars

## 1 Introduction

ZZ Ceti or DAV stars are variable white dwarf (WD) stars with hydrogen-rich envelopes (DA WDs) that become unstable against non-radial $`g`$(gravity)-modes when they move across the effective temperature ($`T_{\mathrm{eff}}`$) range 12500 K $`>T_{\mathrm{eff}}>`$ 10700 K. Apart from the fact that these cool WDs pulsate, they are completely normal DA WDs. ZZ Ceti stars exhibit light curves having periodicities in the range of periods $`100\mathrm{s}<P<1200`$ s, with low amplitudes ($`<0.30`$ magnitudes). Because the effects of geometric cancellation on the stellar disk make brightness variations diminish for progressively higher values of the harmonic degree ($`\mathrm{}`$), all of the observed periods in ZZ Ceti stars correspond to $`\mathrm{}`$ 3 (Dziembowski 1977), being most of them dipolar ($`\mathrm{}`$= 1) modes. The classical $`\kappa \gamma `$ mechanism of overstability acting in the outer layers of hydrogen has been usually invoked as responsible for $`g`$-modes in ZZ Ceti stars (Dolez & Vauclair 1981; Winget et al. 1982). More recently, Brickhill (1991) and Goldreich & Wu (1999) have proposed the “convective driving mechanism” as being the cause of onset of pulsations in such stars.

The existence of the DAV instability strip111Other hotter instability strips corresponding to degenerate pulsators are those of the DBVs and the DOVs (and PNNVs) stars, which correspond to the $`T_{\mathrm{eff}}`$ ranges 24000 K $`>T_{\mathrm{eff}}>`$ 22000 K and 170000 K $`>T_{\mathrm{eff}}>`$ 80000 K, respectively. provides astronomers with an unique opportunity to peer into the internal structure of WDs, which otherwise would remain hidden from observers. In this regard, powerful tools have been developed in recent years taking advantage both of important advances in the observational techniques (Whole Earth Telescope; see Nather et al. 1990) and the WD modeling. As a result, valuable constraints on fundamental quantities such as stellar mass, chemical composition of the core and helium and hydrogen envelope masses have been assessed for several DA WDs (see, e.g. Pfeiffer et al. 1996; Bradley 1998, 2001; Benvenuto et al. 2002).

In spite of the notable success reached in asteroseismological studies of ZZ Ceti stars, some problems in this field remain yet unsolved. One of these problems is to find the reason of why only some modes, amongst all the available ones as predicted by theoretical studies, are observed in real stars. In this regard, notable examples are some DAVs with very few independent periodicities in their intrinsic luminosity variations: G226-29 shows only one period (109.3 s; Kepler, Robinson & Nather 1983); R548 exhibits two periods (213 and 274 s; Stover et al. 1980); G117-B15A and GD 154 pulsate in three periods of 215.2, 271 and 304.4 s (Kepler et al. 1982), and 402.6 s, 1088.6 s and 1186.5 s (Pfeiffer et al. 1996), respectively. Alarmingly, tens of excited eigenmodes are predicted by current non-adiabatic pulsation calculations for DA WD models having structural characteristics corresponding to the above-mentioned stars. In this connection, it has been long suspected that some efficient mechanism of mode filtering must be working in such stars. By means of this mechanism, only some few modes would reach large enough amplitudes for them to be preferentially detected in the light curves.

In a pioneer work, Winget, Van Horn & Hansen (1981) showed that there are certain modes that are “trapped” in the outer hydrogen envelope of stratified WDs. These authors found that a mode is trapped when the local wavelength (or an integer number of it) of its radial eigenfunction nearly matches the thickness of the hydrogen envelope. Such a mode suffers from an efficient reflection at the density change across the hydrogen-helium chemical transition. The mode is thus forced to oscillate with appreciable amplitude only in the low-density region between the stellar surface and that interface. As a result, the amplitude of the trapped mode is notably reduced below the chemical transition region222This picture becomes more complex when transition regions other than the hydrogen-helium interface are present in the interior of star. However, their mode trapping capability is markedly weaker than that of the hydrogen-helium transition (see Brassard et al. 1992ab and Bradley 1996).. Consequently, trapped modes are characterized by low oscillation kinetic energies ($`E_{\mathrm{kin}}`$) and therefore large linear growth rates. In particular, trapped modes with periods close to the thermal time-scale at the base of the driving region would have the largest amplitudes and they would be the preferentially observed ones (Bradley & Winget 1994). This scenario, which has had great acceptance in the WD pulsation community, may help explain in a natural way the scarcity of eigenperiods in the light curves of some ZZ Ceti stars.

Observationally, signatures of mode trapping have been found for various DAVs on the basis of the measured period ratios between the dominant modes, in agreement with the predictions of adiabatic numerical calculations (see Bradley & Winget 1991, Brassard et al. 1992a). However, recent studies cast some doubts on the validity of the mode trapping hypothesis. In particular, seismological fits to the pulsating WD G117-B15A (Bradley 1998, Benvenuto et al. 2002) indicate that the observed period of 215.2 s, which has the larger amplitude in the Fourier spectrum, does not correspond to the trapped mode predicted by the best fitting WD model.

A key ingredient entering the mode trapping studies concerns the modeling of the chemical transition zones. In this regard, we note that in the vast majority of DA WD pulsation studies (Tassoul, Fontaine & Winget 1990; Brassard et al. 1991, 1992ab; Bradley & Winget 1991; Bradley 1996, 1998, 2001), the modeling of the hydrogen-helium interface (the most relevant one in DA white dwarf pulsations) is performed assuming that the abundance profiles in the transition regions are specified by the condition of diffusive equilibrium333On the opposite point of view, in the study of Winget, van Horn & Hansen (1981) the chemical interfaces are treated as true discontinuities., and in most cases the trace element approximation is employed (see Tassoul et al. 1990). An improvement to this situation is the work of Córsico et al. (2001) who have carried out an adiabatic pulsational analysis of DA WD evolutionary models computed in a self-consistent way with the predictions of time-dependent element diffusion, nuclear burning, and the history of the WD (Althaus et al. 2002). As a result of this study, the authors found that, at least for massive hydrogen envelopes and for long periods, the effects of mode trapping in DA WDs are strongly diminished as compared with the situation in which the trace element approximation is employed.

As well known, the theory of stellar evolution predicts massive hydrogen envelopes for DA WDs (Iben & MacDonald 1986; D’Antona & Mazzitelli 1991; Althaus et al. 2002), in agreement with expectations from some seismological studies (Clemens 1994; Bradley 1998, 2001). However, the possible existence of DAVs with thin hydrogen envelopes has been put forward in some cases, such as the ZZ Ceti GD 154 (Pfeiffer et al. 1996). In this regard, we judge it to be worthwhile to extend our exploration of the effects of element diffusion on the trapping properties made in Córsico et al. (2001) to the case of less massive hydrogen envelopes. In contrast to Córsico et al. (2001), we do not attempt here a detailed treatment of the pre-WD evolution. Rather, we obtain our initial models on the basis of an artificial evolutionary procedure. Another aim of this work is to compare our results with the predictions of equilibrium diffusion in the trace element approximation.

The paper is organised as follows. In Section 2 we briefly describe our evolutionary-pulsational code and starting models. In Section 3 we present in detail the pulsational results. Attention is focused mainly on the oscillation kinetic energies and period spacing diagrams. Finally, Section 4 is devoted to summarizing our results.

## 2 Details of the Computations

For this work we have employed the same pulsational code and physical ingredients as in Córsico & Benvenuto (2002) and Benvenuto et al. (2002). One of the most important aspects of this study concerns the modeling of the chemical abundance distribution. Specifically, we are interested in assessing the effect of diffusion of nuclear species on the shape of the profile of the chemical composition at the chemical transition zones. To this end, we have included in our calculations the various processes responsible for element diffusion. In particular, gravitational settling, chemical and thermal diffusion have been taken into account (Althaus & Benvenuto 2000) following the formulation given by Burgers (1969) for multicomponent plasmas. In our work, the WD evolution is followed in a self-consistent way with the evolution of the chemical abundance distribution as given by time-dependent element diffusion. In this way, we are avoiding the use of the equilibrium diffusion in the trace element approximation usually assumed in most of white dwarf pulsation studies. In this approximation, the transition zone is separated into two parts: an upper one in which one element is dominant and the other is considered as a trace and a lower region in which the role of the respective elements is reversed. Because the solutions are matched for fulfilling the condition of conservation of mass of each element, a discontinuity in the derivative occurs just at the matching point. The resulting profile remains fixed during the whole evolution except only for small changes induced by modification in the ionization state of the plasma.

In our code, evolutionary and pulsational calculations are performed in an automatic way. After selecting a starting stellar model we choose an interval in $`P`$ and $`T_{\mathrm{eff}}`$ . The evolutionary code computes the model cooling until the hot edge of the $`T_{\mathrm{eff}}`$ -interval is reached. Afterwards, the pulsation code searches and computes the whole set of eigenfrequencies within the selected period window. From this stage, the eigensolution for the first model within the $`T_{\mathrm{eff}}`$ -interval is employed as approximate one for the subsequent model and iterated to convergence. This process is repeated for all of the evolutionary models inside the chosen $`T_{\mathrm{eff}}`$ -interval. Note that the search for eigenmodes is performed only once in the whole computational procedure. We refer the reader to Córsico & Benvenuto (2002) and Benvenuto et al. (2002), and references therein for further details about our computational strategy. Let us quote that most of our WD evolutionary models have been divided in about 2000 mesh-points, whereas for mode calculations we employed up to 5000 mesh-points.

As mentioned in the Introduction, we undertake this project to assess the role of element diffusion on the pulsation properties of DAV models with different hydrogen envelopes. Because thin hydrogen envelopes are not predicted by the standard treatment of stellar evolution, we construct the starter models for the computation of the cooling sequences by means of an artificial evolutionary procedure. Specifically, we use the artificial heating technique detailed in Althaus & Benvenuto (2000). Here, the stellar model is forced to undergo an unphysical evolution as a result of introducing an artificial energy release which, after the star become bright enough, is switched off smoothly. The star relaxes then to the physical cooling branch after few tens of models. We have checked that the stellar model converges not only to the physical cooling branch but simultaneously to a correct internal chemical profile. To this end, we employ different shapes of the initial hydrogen and helium profiles at the hydrogen-helium interface. We found that, irrespective of the precise shape of such initial chemical interface, diffusion evolves it to a well defined one far before the star reaches the ZZ Ceti domain. With respect to the hydrogen envelope mass, we elect the following values: $`\mathrm{log}(M_\mathrm{H}/M_{})`$ = $`3.941`$444We find that models with more massive hydrogen envelopes suffer from hydrogen flashes. So, we consider this value as the upper limit for the hydrogen content. Interestingly, this value is in agreement with what is predicted when an account is made of the evolutionary stages prior to the WD formation (see Althaus et al. 2002)., $`4.692`$, $`5.672`$, $`6.700`$ and $`7.349`$. Finally, the innermost chemical composition of our models is that of Salaris et al. (1997).

## 3 Pulsational Results

In this work we have computed adiabatic non-radial $`g`$-modes with $`\mathrm{}=`$ 1, 2, 3, for periods ranging from 100 to 1000 s. In addition, we have obtained the forward period spacing $`\mathrm{\Delta }P_k=P_{k+1}P_k`$ (being $`k`$ the radial order of mode), and the oscillation kinetic energy $`E_{\mathrm{kin}}`$ for each mode, given by:

$$E_{\mathrm{kin}}=\frac{1}{2}(GM_{}R_{}^2)\omega _k^2_0^1x^2\rho \left[x^2y_1^2+x^2\frac{\mathrm{}(\mathrm{}+1)}{(C_1\omega _k^2)^2}y_2^2\right]𝑑x,$$
(1)
where $`M_{}`$ and $`R_{}`$ are the stellar mass and the stellar radius respectively, $`G`$ is the gravitation constant, $`C_1=(r/R_{})^3(M_{}/M_r)`$ and $`x=r/R_{}`$. $`\omega _k`$, the dimensionless eigenfrecuency, is given by equation $`\omega _k^2=\sigma _k^2(GM_{}/R_{}^3)^1`$, being $`\sigma _k`$ the eigenfrecuency ($`P_k=2\pi /\sigma _k`$). The quantities $`y_1`$ and $`y_2`$ are the dimensionless eigenfunctions (see Unno et al. 1989 for their definition).

Pulsational calculations have been performed on 0.6 $`M_{}`$ WD evolutionary models in a $`T_{\mathrm{eff}}`$ range covering the entire observed ZZ Ceti instability strip. The Brunt-Väisälä frequency ($`N`$), a fundamental quantity entering the non-radial pulsations of WDs, is obtained by employing the “modified Ledoux treatment” as in Brassard et al. (1991), that is

$$N^2=\frac{g^2\rho }{P}\frac{\chi _T}{\chi _\rho }\left[_{\mathrm{ad}}+B\right].$$
(2)
Here, $`_{\mathrm{ad}}`$ and $``$ are the adiabatic and the actual temperature gradients. The Ledoux term $`B`$, for the case of a multicomponent plasma (M-component plasma), is given by

$$B=\frac{1}{\chi _T}\underset{i=1}{\overset{M1}{}}\chi _{X_i}\frac{d\mathrm{ln}X_i}{d\mathrm{ln}P},$$
(3)
where

$$\chi _\rho =\left(\frac{\mathrm{ln}P}{\mathrm{ln}\rho }\right)_{T,\{X_i\}}$$

$$\chi _T=\left(\frac{\mathrm{ln}P}{\mathrm{ln}T}\right)_{\rho ,\{X_i\}}$$

$$\chi _{X_i}=\left(\frac{\mathrm{ln}P}{\mathrm{ln}X_i}\right)_{\rho ,T,\{X_{ji}\}}.$$

Before entering the discussion of the pulsational results, some words concerning the shape of our chemical profile and the relevant pulsation quantities are in order. To this end we show in Fig. 1 the internal chemical abundance distribution, in Fig. 2 the Ledoux term ($`B`$) and in Fig. 3 the resulting Brunt-Väisälä frequency for WD models at $`T_{\mathrm{eff}}`$ 11800 K for all of the considered $`M_\mathrm{H}/M_{}`$ values. We also show in these figures the predictions resulting from the use of the diffusive equilibrium in the trace element approximation at the hydrogen-helium transition zone (thin dotted lines). Note the smoothness of the composition at the hydrogen-helium chemical interface resulting from the diffusion processes. This is true even for the case of the thickest hydrogen envelope, because diffusion is operative at the large depths reached by such envelopes. For each considered $`M_\mathrm{H}/M_{}`$ value, the hydrogen-helium chemical transition gives rise to a marked increase in $`B`$, which in turn is translated as a smooth bump into the Brunt-Väisälä frequency. In contrast, the trace element approximation yields a strongly peaked feature in the $`B`$ and $`N^2`$ values at the hydrogen-helium interface. It is important to note that, despite the fact that the condition of diffusive equilibrium is nearly realised at the bottom of our thinnest hydrogen envelopes, the use of the trace element approximation is clearly not an appropriate one even in the case of such envelopes. As a last remark, note that the $`B`$ term exhibits a very pronounced peak at deepest layers, which is a result of the steep growth of carbon abundance from a central constant value of $`X_{{}_{}{}^{12}\mathrm{C}}0.15`$ to $`X_{{}_{}{}^{12}\mathrm{C}}0.4`$ at $`\mathrm{log}(1M_r/M_{})0.45`$. Fig. 3 clearly shows that this peak is further present in the Brunt-Väisälä frequency profile. As we shall see, the presence of this pronounced feature in the Brunt-Väisälä frequency at high density regions has non-negligible consequences for oscillation kinetic energy of certain modes.

Next, we describe the results of our pulsation calculations. To this end, we concentrate ourselves on the $`\mathrm{log}(E_{\mathrm{kin}})`$-$`P_k`$ and $`\mathrm{\Delta }P_k`$-$`P_k`$ diagrams. As well known, the $`\mathrm{log}(E_{\mathrm{kin}})`$-$`P_k`$ relation enables us to infer the presence of trapped modes in the outer layers. In particular, trapped modes correspond to local mimima in the $`E_{\mathrm{kin}}`$ spectrum. In addition, the presence of mode trapping is also inferred through the analysis of the period spacing diagrams (Brassard et al. 1992ab). Here, mode trapping manifests itself in departures from uniformity in the period spacing of consecutive overtones. Specifically, trapped modes correspond to local minima in $`\mathrm{\Delta }P_k`$. This quantitiy is potentially useful to detect trapped modes in the light curves of pulsating WDs. Nonetheless, the evaluation of $`\mathrm{\Delta }P_k`$ requires at least two periods with consecutive $`k`$ values to be present in the pulsational pattern; otherwise this quantity remains undefined. Unfortunately, the DAVs show periods with sparsed $`k`$ values, making the employment of $`\mathrm{\Delta }P_k`$ almost useless to infer the presence of mode trapping from observations.

Figs. 4 and 5 depict the $`\mathrm{log}(E_{\mathrm{kin}})`$-$`P_k`$ and $`\mathrm{\Delta }P_k`$-$`P_k`$ diagrams corresponding to the $`M_\mathrm{H}/M_{}`$ values of $`3.941`$ and $`7.349`$ for $`\mathrm{}=`$ 1, 2, 3 modes for WD models at $`T_{\mathrm{eff}}`$ 11800 K. The predictions of the time-dependent element diffusion are shown by filled symbols and solid lines, and the expectations from the standard assumption of diffusive equilibrium in the trace element approximation are denoted by empty symbols and thin lines. In the interests of clarity, the scale for the kinetic energy in the case of trace element approximation is displaced upwards by 1 dex. For short periods, the oscillation kinetic energy and period spacing distributions are qualitatively similar for both treatments of diffusion. This is notable in the case of the thin $`M_\mathrm{H}/M_{}`$ value. The outstanding feature illustrated by these figures is the fact that from a sufficiently high radial order, say $`k`$’, and depending on the $`\mathrm{}`$ value, the kinetic energy distribution is quite even when account is made of stellar models with diffusively evolving chemical compositions. This is true even for the thinnest hydrogen envelopes we have analyzed. Note that, particularly for the thin hydrogen envelope, the $`k`$’ value becomes smaller as $`\mathrm{}`$ value is increased. As a last remark, we want to comment on the fact that for the thickest hydrogen envelope (see Fig. 4), the uniformity of the kinetic energy distribution (i.e. the absence of appreciable mode trapping signatures) takes place for periods longer than $``$ 400 - 500 s irrespective of the $`\mathrm{}`$ value555 A similar result has been found by Córsico et al. (2001) in the frame of full evolutionary calculations that take into account the history of the WD progenitor..

The behaviour quoted in the preceding paragraph is in sharp contrast with the situation encountered for equilibrium diffusion models. In fact, we find that, as a result of the use of the trace element approximation, the presence of mode trapping manifests itself for all of the set of hydrogen envelopes and the whole range of periods considered. This is a result that has been found by others authors (Brassard et al. 1992ab; Bradley 1996). As mentioned, trapped modes correspond to local minima in kinetic energy. Note that, as $`M_\mathrm{H}/M_{}`$ decreases, the number of trapped modes becomes markedly lower, and also that the contrast in kinetic energy between trapped modes and other (non-trapped) modes increases, as found by Brassard et al. (1992b) (see their figures 20a and 20b). As detailed by these authors, for models with thick hydrogen envelopes, the hydrogen-helium transition is located at relatively large depths, in such a way that the radial eigenfunctions of modes adopt very low amplitudes. As a consequence, the reduction in the amplitude of the eigenfunctions caused by the presence of the chemical transition region is not very appreciable for the trapped modes, and therefore their $`E_{\mathrm{kin}}`$ values are not very much diminished (see Fig. 4). In contrast, for thin hydrogen envelopes, the lowering of $`E_{\mathrm{kin}}`$ value for trapped modes is more noticeable, because the hydrogen-helium interface is located in a region in which the eigenfunctions have larger amplitudes.

The situation is quite different when time-dependent element diffusion is adopted to modeling the chemical interfaces. As a result of the smoothness caused by element diffusion, the eigenfunctions are not substantially perturbed by the density changes at the interfaces. Therefore, the modes have similar $`E_{\mathrm{kin}}`$ values, at least from a given $`k`$’ value. We conclude that for all of the $`M_\mathrm{H}/M_{}`$ values, the signatures of mode trapping become therefore considerably weaker when the shape of the chemical composition at the hydrogen-helium transition zone is assessed in the frame of non-equilibrium diffusion. However, note that the differences obtained between both treatments of diffusion are not very important as far as the distribution of $`\mathrm{\Delta }P_k`$ is concerned. A closer inspection of the behaviour of this quantity reveals the imprints of the other chemical transitions, such as the helium-carbon interface. The signals of mode trapping from this interface consist of secondary minima in $`\mathrm{\Delta }P_k`$.

Another interesting feature shown by these diagrams is the presence of certain modes characterized by enhanced values of their kinetic energy. The existence of these modes is related to the innermost peak in the Ledoux term. These modes are characterized by relatively large amplitude in the high-density, central region of the star. This can be appreciated in Fig. 6, in which we depict the density of oscillation kinetic energy ($`dE_{\mathrm{kin}}/dr`$) in terms of the stellar radius, corresponding to modes with $`k=`$ 23, 24 and 25 and $`\mathrm{}=`$ 2 in a model with $`M_\mathrm{H}/M_{}`$ = $`3.941`$ (see Fig. 4). As well known, this function is an indicator of how a given mode samples different regions in a stellar model. This function has been employed by Gautschy, Ludwig & Freytag (1996). Note the markedly large amplitude of $`dE_{\mathrm{kin}}/dr`$ corresponding to the centrally enhanced mode ($`k`$= 24), as compared with the neighbouring ones ($`k`$= 23 and 25). The presence of the centrally enhanced modes translates into very pronounced minima in the $`\mathrm{\Delta }P_k`$-$`P_k`$ diagrams. A similar finding has been reported by Gautschy et al. (1996). It is also worth noting that in the case of stellar models with time dependent diffusion, the presence of such centrally enhanced modes in the spectrum of energy is much more apparent that in the case of stellar models calculated under the assumption of diffusive equilibrium in the trace element approximation, in which case the imprint of mode trapping in the outer layers is the dominant feature.

## 4 Conclusions

In this paper we have explored the effect of the time-dependent element diffusion on the mode trapping properties of DA white dwarf models with various thickness of the hydrogen envelope. Specifically, we have computed adiabatic non-radial $`g`$-modes with $`\mathrm{}=`$ 1, 2, 3, for periods ranging from 100 to 1000 s. In addition, we have obtained the period spacing and the oscillation kinetic energy for each mode. Pulsational calculations have been performed on 0.6 $`M_{}`$ WD evolutionary models in a $`T_{\mathrm{eff}}`$ range covering the entire observed ZZ Ceti instability strip. With respect to the hydrogen content, the following values for the hydrogen envelopes $`\mathrm{log}(M_\mathrm{H}/M_{})`$ = $`3.941`$, $`4.692`$, $`5.672`$, $`6.700`$ and $`7.349`$ have been considered. The innermost chemical composition of our models is that of Salaris et al. (1997).

Here, white dwarf modeling rests on a detailed and up-to-date physical description. In particular, the processes describing gravitational settling, chemical and thermal diffusion of nuclear species have been considered in the frame of a multi-component treatment. White dwarf evolution has been computed in a self-consistent way with the predictions of element diffusion and nuclear burning. In the interests of comparison, we have also performed pulsation calculations in the frame of the stellar models constructed under the standard assumption of diffusive equilibrium in the trace element approximation. In this sense, results using such a standard treatment are in good agreement with those of other authors.

We find that time-dependent element diffusion considerably smooth out the composition profile at the hydrogen-helium chemical interface by the time the ZZ Ceti domain is reached. This is true for all of the hydrogen envelopes we considered. The main conclusion of this work is that the presence of mode trapping becomes considerably weaker when the shape of the chemical composition at the hydrogen-helium transition zone is assessed in the frame of time-dependent element diffusion. For large periods, this conclusion remains valid regardless the hydrogen envelope mass with which a white dwarf settles upon its cooling track. Notice that such conclusion is largely the same we have found in our previous work on this topic (Córsico et al. 2001), which was based on white dwarf models constructed by a full stellar evolution treatment. Let us remark that these models have internal profiles somewhat different than those employed here (Salaris et al. 1997). Thus, it seems that, regardless the fine details of the internal chemical profile, the weakening of mode trapping caused by time-dependent element diffusion is expected to be correct on very general grounds. Thus, we see no reason for considering mode trapping as an efficient mechanism to explain the scarcity of eigenperiods in the pulsational spectra of ZZ Ceti stars.

In closing, we note that in view of the smoothness of the kinetic energy distribution predicted by our models with diffusively evolving stratifications, the hypotetical existence of centrally enhanced modes in real stars would manifest itself as the absence of such modes in the light curves. This is so because these modes are very energetic and would have low probability to reach sufficiently high amplitude. Thus, these modes (the absence of them in the light curves) could be a potentially useful means for exploring the structure of innermost deep regions of the WD cores.

## 5 acknowledgments

We would like to acknowledge the comments and suggestions of an anonymous referee, which improved the original version of this work.