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# Existence and Uniqueness of Solutions to the Operator Riccati Equation. A Geometric Approach

## 1. Introduction

In the present article we address the problem of a perturbation of invariant subspaces of self-adjoint operators on a separable Hilbert space $``$ and related questions of the existence and uniqueness of solutions to the operator Riccati equation.

Given a self-adjoint operator $`𝐀`$ and its closed invariant subspace $`_0`$ we set $`A_i=𝐀|__i`$, $`i=0,1`$ with $`_1=_0`$. Assuming that the perturbation $`𝐕`$ is off-diagonal with respect to the orthogonal decomposition $`=_0_1`$ consider the self-adjoint operator

$$𝐁=𝐀+𝐕=\left(\begin{array}{cc}A_0& V\\ V^{}& A_1\end{array}\right)$$

where $`V`$ is a linear operator from $`_1`$ to $`_0`$. It is well known (see, e.g., , , ) that the Riccati equation

(1.1)
$$A_1XXA_0XVX+V^{}=0$$

has a bounded solution $`X:_0_1`$ iff its graph

(1.2)
$$𝒢(_0,X):=\left\{x_0Xx_0\right|x_0_0\}$$

is an invariant subspace for the operator $`𝐁`$. It might happen, however, that the operator $`𝐁`$ has invariant subspaces that are the graphs of closed densely defined unbounded operators $`X:_0_1`$, and the problem of more general solutions to the Riccati equation naturally arises.

In the present article we introduce the new concept of *unbounded* (closed densely defined) operator solutions to the Riccati equation and we obtain a geometric criterion for their existence (Corollary 4.5) resulting in the complete description of the bijective correspondence between solutions of the Riccati equation and the $`𝐁`$-invariant graph subspaces.

Among all solutions to the Riccati equation, those corresponding to the spectral subspaces of the operator $`𝐁`$, i.e., the solutions $`X`$ such that $`𝒢(_0,X)=\mathrm{Ran}𝖤_𝐁(\mathrm{\Delta })`$, the range of the spectral projection corresponding to some Borel set $`\mathrm{\Delta }`$ , are of particular interest. Using the Douglas-Pearcy theorem  we prove that a solution to the Riccati equation is associated with a spectral subspace iff it is an isolated point in the set of all its solutions (Theorem 5.3).

Revisiting the case of bounded solutions, we give a complete description of the set of all contractive solutions ($`X1`$) to the Riccati equation, provided that the Riccati equation has a contractive solution which is associated with a spectral subspace (Lemma 6.1 and Theorem 6.2). This result substantially generalizes the recent uniqueness theorem due to Adamyan, Langer, and Tretter .

In the forthcoming publications  we prove a number of new existence and uniqueness results for solutions of the Riccati equation assuming some conditions on the spectra of the operators $`A_0`$ and $`A_1`$. Also we obtain sharp estimates for the norm of these solutions. These estimates are related to the study of the subspace perturbation problem .

To avoid getting into technical issues that may obscure the basic ideas of the work, we assume in this paper that the operator $`𝐀`$ and the perturbation $`𝐕`$ are bounded. In some cases this hypothesis can easily be relaxed to handle the case of unbounded $`𝐀`$’s and even unbounded perturbations $`𝐕`$ as well. The extension to unbounded operators will be presented elsewhere.

The article is organized as follows. In Section 2 we collect some known facts about two closed subspaces of a separable Hilbert space $``$. In Section 3 we give a particularly simple proof of the Halmos theorem  providing a criterion for a closed subspace of the Hilbert space $``$ to be the graph $`𝒢(_0,X)`$ of a closed densely defined operator $`X`$ from a closed subspace $`_0`$ to its orthogonal complement $`_1=_0^{}`$. In Section 4 we formulate and prove a general criterion for the solvability of the operator Riccati equation in the class of closed densely defined (not necessarily bounded) operators. The structure of the set of all solutions to the Riccati equation is analyzed in Section 5 from the topological point of view. Finally, Section 6 is devoted to the thorough analysis of the set of all contractive solutions going beyond the one undertaken recently in . In particular, we establish a general criterion for a contractive solution which is associated with a spectral subspace of the operator matrix $`𝐁`$ to be unique with no additional assumptions on the spectra of the operators $`A_0`$ and $`A_1`$.

A few words about the notations used throughout the paper. Given a linear operator $`A`$ on a Hilbert space $`𝔎`$, by $`\mathrm{spec}(A)`$ we denote the spectrum of $`A`$. If not explicitly stated otherwise, $`𝔑^{}`$ denotes the orthogonal complement in $`𝔎`$ of a subspace $`𝔑𝔎`$, i.e., $`𝔑^{}=𝔎𝔑`$. The identity operator on $`𝔎`$ is denote by $`I_𝔎`$. The notation $`(𝔎,𝔏)`$ is used for for the Banach algebra of bounded operators from the Hilbert space $`𝔎`$ to the Hilbert space $`𝔏`$. Finally, we write $`(𝔎)=(𝔎,𝔎)`$.

### Acknowledgments.

V. Kostrykin is grateful to V. Enss, A. Knauf, H. Leschke, and R. Schrader for useful discussions. A. K. Motovilov acknowledges the great hospitality and financial support by the Department of Mathematics, University of Missouri–Columbia, USA. He was also supported in part by the Russian Foundation for Basic Research within Project RFBR 01-01-00958.

## 2. Geometry of Two Subspaces of the Hilbert Space

In this section we collect some facts about pairs of closed subspaces of a separable Hilbert space. Although most of them are well known, they are scattered in the literature and frequently formulated in a different form which does not fit the context of the present paper. Without any attempt to give a complete overview of the whole work done in this direction we mention the pioneering work of Friedrichs , M. Krein, Krasnoselsky, and Milman , , Dixmier , , Davis , and Halmos . Some of the results described in this section admit an extension to the case of Banach spaces. We refer the interested reader to the papers  and .

###### Definition 2.1.

Let $`(P,Q)`$ be an ordered pair of orthogonal projections in $``$. We use the standard notation as introduced by Halmos  (see also )

$`𝔐_{pq}`$ $`:=\left\{f\right|Pf=pf,Qf=qf\},p,q=0,1`$
$`𝔐_0^{}`$ $`:=\mathrm{Ran}P(𝔐_{10}𝔐_{11})`$
$`𝔐_1^{}`$ $`:=\mathrm{Ran}P^{}(𝔐_{00}𝔐_{01})`$
$`𝔐^{}`$ $`:=𝔐_0^{}𝔐_1^{}`$
$`P^{}`$ $`:=P|_𝔐^{}`$
$`Q^{}`$ $`:=Q|_𝔐^{}.`$
To avoid possible confusion we will often write $`𝔐_{pq}(P,Q)`$ instead of the shorthand notation $`𝔐_{pq}`$ to emphasize that the canonical decomposition of the Hilbert space $``$ is considered with respect to the ordered pair $`(P,Q)`$.

Following Halmos  we call the pair $`(P^{},Q^{})`$ the generic part of the pair $`(P,Q)`$. Roughly speaking, $`(P^{},Q^{})`$ is the non-commuting part of $`(P,Q)`$. Indeed, if $`P`$ and $`Q`$ commute, then $`P^{}=Q^{}=0`$.

###### Theorem 2.2.

Let $`(P,Q)`$ be an ordered pair of orthogonal projections in the Hilbert space $``$. Then the space $``$ admits the (canonical) orthogonal decomposition

(2.1)
$$=𝔐_{00}𝔐_{01}𝔐_{10}𝔐_{11}𝔐^{}.$$

With respect to this decomposition the projections $`P`$ and $`Q`$ read

$$\begin{array}{ccccccccccc}P& =& 0& & 0& & I_{𝔐_{10}}& & I_{𝔐_{11}}& & P^{},\\ Q& =& 0& & I_{𝔐_{01}}& & 0& & I_{𝔐_{11}}& & Q^{}.\end{array}$$

With respect to the decomposition $`𝔐^{}=𝔐_0^{}𝔐_1^{}`$ the projections $`P^{}`$ and $`Q^{}`$ read

(2.2)
$$P^{}=\left(\begin{array}{cc}I_{𝔐_0^{}}& 0\\ 0& 0\end{array}\right),Q^{}=𝒲^{}\left(\begin{array}{cc}\mathrm{cos}^2\mathrm{\Theta }& \mathrm{sin}\mathrm{\Theta }\mathrm{cos}\mathrm{\Theta }\\ \mathrm{sin}\mathrm{\Theta }\mathrm{cos}\mathrm{\Theta }& \mathrm{sin}^2\mathrm{\Theta }\end{array}\right)𝒲,$$

where $`\mathrm{\Theta }`$ is a (unique) positive semidefinite angle operator in $`𝔐_0^{}`$ such that

$$\mathrm{sin}^2\mathrm{\Theta }=P^{}(I_𝔐^{}Q^{})P^{}|_{𝔐_0^{}};$$

$`\mathrm{spec}(\mathrm{\Theta })[0,\pi /2]`$ but $`0`$ and $`\pi /2`$ are not eigenvalues of $`\mathrm{\Theta }`$. The unitary operator matrix $`𝒲:𝔐_0^{}𝔐_1^{}𝔐_0^{}𝔐_0^{}`$ reads

$$𝒲=\left(\begin{array}{cc}I_{𝔐_0^{}}& 0\\ 0& W\end{array}\right)$$

where $`W(𝔐_1^{},𝔐_0^{})`$ is the unitary operator from the polar decomposition

$$P_{}^{}{}_{}{}^{}Q^{}P^{}|_{𝔐_0^{}}=W^{}\left((P_{}^{}{}_{}{}^{}Q^{}P^{}|_{𝔐_0^{}})^{}P_{}^{}{}_{}{}^{}Q^{}P^{}|_{𝔐_0^{}}\right)^{1/2}.$$

In particular, the difference $`Q^{}P^{}`$ of the generic parts of the projections $`P`$ and $`Q`$ can be represented with respect to the decomposition $`𝔐^{}=𝔐_0^{}𝔐_1^{}`$ in the form

(2.3)
$$\begin{array}{cc}\hfill Q^{}P^{}& =𝒲^{}\left(\begin{array}{cc}\mathrm{sin}\mathrm{\Theta }& 0\\ 0& \mathrm{sin}\mathrm{\Theta }\end{array}\right)\left(\begin{array}{cc}\mathrm{sin}\mathrm{\Theta }& \mathrm{cos}\mathrm{\Theta }\\ \mathrm{cos}\mathrm{\Theta }& \mathrm{sin}\mathrm{\Theta }\end{array}\right)𝒲\hfill \\ & =𝒲^{}\left(\begin{array}{cc}\mathrm{sin}\mathrm{\Theta }& \mathrm{cos}\mathrm{\Theta }\\ \mathrm{cos}\mathrm{\Theta }& \mathrm{sin}\mathrm{\Theta }\end{array}\right)\left(\begin{array}{cc}\mathrm{sin}\mathrm{\Theta }& 0\\ 0& \mathrm{sin}\mathrm{\Theta }\end{array}\right)𝒲.\hfill \end{array}$$

and hence

(2.4)
$$Q^{}P^{}=\mathrm{sin}\mathrm{\Theta }(Q^{},P^{}).$$

In a slightly different form Theorem 2.2 was proven by Davis  and Halmos in . An alternative, simple and direct proof of this theorem was given by Amrein and Sinha .

Theorem 2.2 has been proved to be of great importance in a number of problems related to pairs of orthogonal projections. In particular, it was successfully used for the study of the operator algebras generated by a pair of orthogonal projections (see ,  and references therein).

In the next section we will study the graph subspaces associated with an orthogonal decomposition of the Hilbert space and we will revisit Theorem 2.2 which allows to perform the subsequent analysis in a particularly simple manner.

## 3. Graph Subspaces

###### Definition 3.1.

Let $`_0`$ be a closed subspace of a Hilbert space $``$ and $`X`$ a closed densely defined (possibly unbounded) operator from $`_0`$ to $`_1=_0^{}`$ with domain $`\mathrm{Dom}(X)`$. The closed linear subspace

$$𝒢(_0,X)=\{x|x=x_0Xx_0,x_0\mathrm{Dom}(X)_0\}$$

is called the graph subspace of $``$ associated with the pair $`(_0,X)`$ or, in short, the graph of $`X`$.

One easily checks that

(3.1)
$$𝒢(_0,X)^{}=𝒢(_0^{},X^{}).$$

We start with presenting a fairly simple and partly known result (see ) that characterizes the graph subspaces in terms of the canonical decomposition (2.1).

###### Theorem 3.2.

Let $`P`$ and $`Q`$ be orthogonal projections in a Hilbert space $``$. The subspace $`\mathrm{Ran}Q`$ is a graph subspace $`𝒢(\mathrm{Ran}P,X)`$ associated with some closed densely defined (possibly unbounded) operator $`X:\mathrm{Ran}P\mathrm{Ran}P^{}`$ with $`\mathrm{Dom}(X)\mathrm{Ran}P`$ iff the subspaces $`𝔐_{01}(P,Q)`$ and $`𝔐_{10}(P,Q)`$ in the canonical decomposition of the Hilbert space $``$ (2.1) are trivial, i.e.,

(3.2)
$$𝔐_{01}(P,Q)=𝔐_{10}(P,Q)=\{0\}.$$

For given orthogonal projection $`P`$ the correspondence between the closed subspaces $`\mathrm{Ran}Q`$ satisfying (3.2) and closed densely defined operators $`X:\mathrm{Ran}\mathrm{Ran}P^{}`$ is one-to-one.

###### Proof.

“If” Part. Assume (3.2). Let $`P^{}`$ and $`Q^{}`$ be generic parts of the projections $`P`$ and $`Q`$, respectively. From (2.2) it follows that $`\mathrm{Ran}Q^{}`$ given by

$$\mathrm{Ran}Q^{}=\{x𝔐^{}|\mathrm{cos}\mathrm{\Theta }x_0+W^{}\mathrm{sin}\mathrm{\Theta }x_0,x_0𝔐_0^{}\}$$

is a graph subspace of the generic subspace $`𝔐^{}=\mathrm{Ran}P^{}(\mathrm{Ran}P^{})^{}`$. More explicitly,

$$\mathrm{Ran}Q^{}=𝒢(\mathrm{Ran}P^{},W^{}\mathrm{tan}\mathrm{\Theta })$$

with

$$\mathrm{Dom}(\mathrm{tan}\mathrm{\Theta })=\{x_0\mathrm{Ran}P^{}|x_0=P^{}x\text{ for some }x\mathrm{Ran}Q^{}\}.$$

Introducing the operator $`X`$ from $`\mathrm{Ran}P`$ to $`\mathrm{Ran}P^{}`$ with

(3.3)
$$\mathrm{Dom}(X)=\mathrm{Dom}(\mathrm{tan}\mathrm{\Theta })(\mathrm{Ran}P𝔐_0^{})$$

by

(3.4)
$$Xx=\{\begin{array}{cc}W^{}\mathrm{tan}\mathrm{\Theta }x,\hfill & x𝔐_0^{},\hfill \\ 0,\hfill & x\mathrm{Ran}P𝔐_0^{}\hfill \end{array}$$

yields $`\mathrm{Ran}Q=𝒢(\mathrm{Ran}P,X)`$ since (3.2) holds.

“Only If” Part. Assume that $`\mathrm{Ran}Q`$ is a graph subspace associated with a closed densely defined operator $`X`$, i.e., $`\mathrm{Ran}Q=𝒢(\mathrm{Ran}P,X)`$. To prove (3.2) it suffices to establish that the points $`\pm 1`$ are not eigenvalues of $`QP`$, i.e., $`\mathrm{Ker}(QP\pm I_{})=0`$.

Suppose to the contrary that, say, $`+1`$ is an eigenvalue of $`QP`$, that is,

(3.5)
$$(QP)f=f,0f\mathrm{Ran}P,$$

and, hence, by (3.1) $`f`$ admits the decomposition

(3.6)
$$f=x+XxX^{}y+y$$

for some $`x\mathrm{Dom}(X)𝔑`$ and $`y\mathrm{Dom}(X^{})\mathrm{Ran}P^{}`$. By inspection

(3.7)
$$(QP)(x+XxX^{}y+y)=Xx+X^{}y.$$

Therefore, combining (3.5), (3.6), and (3.7) yields

$$Xx+X^{}y=x+XxX^{}y+y$$

and

$$2X^{}y=x+y,$$

which is only possible if $`x=y=0`$ and, thus, $`f=0`$. Hence, the point $`+1`$ is not an eigenvalue for $`QP`$.

One proves that $`1`$ is not an eigenvalue of $`QP`$ in a similar way.

The last statement of the theorem follows from the fact that if two closed graph subspaces $`𝒢(\mathrm{Ran}P,X_1)`$ and $`𝒢(\mathrm{Ran}P,X_2)`$ coincide iff $`X_1=X_2`$ (see, e.g., ). ∎

###### Remark 3.3.

Under the hypothesis of Theorem 3.2

(3.8) $`𝔐_{11}(P,Q)`$ $`=\mathrm{Ker}X,`$
(3.9) $`𝔐_{00}(P,Q)`$ $`=\mathrm{Ker}X^{}=(\mathrm{Ran}X)^{}.`$
The first representation holds by the definition (3.4) of the operator $`X`$ and (3.9) follows from (3.8) by duality argument (3.1).

The following reformulation of Theorem 3.2 distinguishes the cases of the graph subspaces associated with bounded and unbounded operators $`X`$, respectively.

###### Corollary 3.4.

Assume Hypothesis 2.1. Then:

(i) The inequality $`PQ<1`$ holds true iff $`\mathrm{Ran}Q`$ is a graph subspace associated with the subspace $`\mathrm{Ran}P`$ and some bounded operator $`X(\mathrm{Ran}P,\mathrm{Ran}P^{})`$, that is, $`\mathrm{Ran}Q=𝒢(\mathrm{Ran}P,X)`$. In this case

(3.10)
$$X=\frac{PQ}{\sqrt{1PQ^2}}$$

and

(3.11)
$$PQ=\frac{X}{\sqrt{1+X^2}}.$$

(ii) $`𝔐_{10}(P,Q)=𝔐_{01}(P,Q)=\{0\}`$ and $`PQ=1`$ iff $`\mathrm{Ran}Q`$ is a graph subspace associated with the subspace $`\mathrm{Ran}P`$ and an unbounded operator $`X`$ from $`\mathrm{Ran}P`$ to $`\mathrm{Ran}P^{}`$, i.e., $`\mathrm{Ran}Q=𝒢(\mathrm{Ran}P,X)`$.

###### Proof.

(i). By Theorem 3.2 $`\mathrm{Ran}Q`$ is a graph subspace with respect to the projection $`P`$ if and only if $`𝔐_{10}(P,Q)=𝔐_{01}(P,Q)=\{0\}`$, and hence

$$PQ=P^{}Q^{},$$

where $`(P^{},Q^{})`$ is the generic part of the pair $`(P,Q)`$. By Theorem 2.2

$$P^{}Q^{}=\mathrm{sin}\mathrm{\Theta }(P^{},Q^{}),$$

where $`\mathrm{\Theta }(P^{},Q^{})`$ is the operator angle between the subspaces $`\mathrm{Ran}P^{}`$ and $`\mathrm{Ran}Q^{}`$ and, moreover,

$$\mathrm{Ran}Q^{}=𝒢(\mathrm{Ran}P^{},W^{}\mathrm{tan}\mathrm{\Theta }(P^{},Q^{})),\mathrm{Ran}Q=𝒢(\mathrm{Ran}P,X),$$

where $`X`$ is the extension of $`W^{}\mathrm{tan}\mathrm{\Theta }(P^{},Q^{})`$ given by (3.3), (3.4).

Clearly, $`X`$ is bounded iff the operator $`\mathrm{tan}\mathrm{\Theta }(P^{},Q^{})`$ is bounded. The equality (3.4) implies

(3.12)
$$X=\mathrm{tan}\mathrm{\Theta }(P^{},Q^{}),$$

and then (3.11) is a consequence of the trigonometric identity

$$\mathrm{sin}\theta =\frac{\mathrm{tan}\theta }{\sqrt{1+\mathrm{tan}^2\theta }},\theta [0,\pi /2)$$

combining (6.22), (6.23), and (3.12) which proves (i).

(ii). The operator $`X`$ is unbounded iff $`\pi /2\mathrm{spec}(\mathrm{\Theta }(P^{},Q^{}))`$. In this case $`P^{}Q^{}=PQ=1`$ by (6.23) and (3.12) which proves (ii). ∎

###### Remark 3.5.

Part (i) with inequality sign instead of the equality (3.11) is well known. A proof can be found, e.g., in \[8, Theorem 1\] or \[5, Lemma 2.3\].

###### Remark 3.6.

The orthogonal projection $`Q`$ onto the graph subspace $`𝒢(\mathrm{Ran}P,X)`$ corresponding to a closed densely defined operator $`X:\mathrm{Ran}P\mathrm{Ran}P^{}`$ can be written as $`2\times 2`$ operator matrix with respect to the orthogonal decomposition $`=\mathrm{Ran}P\mathrm{Ran}P^{}`$

(3.13)
$$Q=\left(\begin{array}{cc}(I__0+X^{}X)^1& \overline{(I__0+X^{}X)^1X^{}}\\ X(I__0+X^{}X)^1& \overline{X(I__0+X^{}X)^1X^{}}\end{array}\right),$$

where $`_0=\mathrm{Ran}P`$ and the bar denotes the closure. The operator entries of (3.13) are bounded operators since $`\mathrm{Dom}(X^{}X)\mathrm{Dom}(X)`$ is a core for $`X`$ (see, e.g., ).

## 4. Riccati Equation

The main purpose of this section is to introduce a concept of closed densely defined (possibly unbounded) operator solutions to the Riccati equation and to provide a geometric criterion of their existence.

Throughout this section we adopt the following hypothesis.

###### Hypothesis 4.1.

Assume that the separable Hilbert space $``$ is decomposed into the orthogonal sum of two subspaces

(4.1)
$$=_0_1.$$

Assume, in addition, that $`𝐁`$ is a self-adjoint operator represented with respect to the decomposition (4.1) as a $`2\times 2`$ operator block matrix

$$𝐁=\left(\begin{array}{cc}A_0& V\\ V^{}& A_1\end{array}\right),$$

where $`A_i(_i)`$, $`i=0,1`$, are bounded self-adjoint operators in $`_i`$ while $`V(_1,_0)`$ is a bounded operator from $`_1`$ to $`_0`$. More explicitly, $`𝐁=𝐀+𝐕`$, where $`𝐀`$ is the bounded diagonal self-adjoint operator,

$$𝐀=\left(\begin{array}{cc}A_0& 0\\ 0& A_1\end{array}\right),$$

and the operator $`𝐕=𝐕^{}`$ is an off-diagonal bounded operator

$$𝐕=\left(\begin{array}{cc}0& V\\ V^{}& 0\end{array}\right).$$

The notion of strong and weak *bounded* solutions to the Riccati equation with *unbounded* operator coefficients was introduced in  (cf. ). In our case where the operator coefficients are bounded but solutions are allowed to be unbounded we use the following definition.

###### Definition 4.2.

Assume Hypothesis 4.1. A closed densely defined (possibly unbounded) operator $`X`$ from $`_0`$ to $`_1`$ with $`\mathrm{Dom}(X)`$ is called a weak solution to the Riccati equation

(4.2)
$$A_1XXA_0XVX+V^{}=0$$

if for any $`x\mathrm{Dom}(X)`$ and any $`y\mathrm{Dom}(X^{})`$

(4.3)
$$(A_1y,Xx)(X^{}y,A_0x)(X^{}y,VXx)+(Vy,x)=0.$$

A closed densely defined (possibly unbounded) operator $`X`$ from $`_0`$ to $`_1`$ with $`\mathrm{Dom}(X)`$ is called a strong solution to the Riccati equation (4.2) if

$$\mathrm{Ran}(A_0+VX)|_{\mathrm{Dom}(X)}\mathrm{Dom}(X)$$

and

$$A_1XxX(A_0+VX)x+V^{}x=0\text{for any}x\mathrm{Dom}(X).$$

Obviously, if $`X`$ is a bounded operator, then the Riccati equation (4.2) can be understood as an operator equality.

The notions of weak and strong solutions to the Riccati equation are in fact equivalent. The precise statement is as follows.

###### Lemma 4.3.

Assume Hypothesis 4.1. A closed densely defined (possibly unbounded) operator $`X`$ from $`_0`$ to $`_1`$ with $`\mathrm{Dom}(X)`$ is a weak solution to the Riccati equation (4.2) iff $`(A_0x+VXx)\mathrm{Dom}(X)`$, $`x\mathrm{Dom}(X)`$, and

(4.4)
$$A_1XxX(A_0+VX)x+V^{}x=0\text{for any}x\mathrm{Dom}(X),$$

i.e., $`X`$ is a strong solution to (4.2).

###### Proof.

Assume that $`X`$ is a weak solution to the Riccati equation (4.2), i.e., (4.3) holds for any $`x\mathrm{Dom}(X)`$ and any $`y\mathrm{Dom}(X^{})`$. Then

$$(y,A_1Xx+V^{}x)=(X^{}y,A_0x+VXx),$$

which implies, in particular, that $`A_0x+VXx\mathrm{Dom}(X^{})`$. Since $`X`$ is closed and densely defined, one infers $`X^{}=X`$ and, therefore, $`A_1Xx+V^{}x=X(A_0+VX)x`$ for all $`x\mathrm{Dom}(X)`$.

The converse statement is obvious. ∎

As a consequence of Lemma (4.3) we obtain the following theorem.

###### Theorem 4.4.

Assume Hypothesis 4.1. A closed densely defined (possibly unbounded) operator $`X`$ from $`_0`$ to $`_1`$ with $`\mathrm{Dom}(X)`$ is a weak solution to the Riccati equation (4.2) iff the graph subspace $`𝒢(_0,X)`$ is invariant for the operator $`𝐁`$.

###### Proof.

First, assume that $`𝒢(_0,X)`$ is invariant for $`𝐁`$. Then

$$𝐁(xXx)=(A_0x+VXx)(A_1Xx+V^{}x)𝒢(_0,X)\text{ for any }x\mathrm{Dom}(X).$$

In particular, $`A_0x+VXx\mathrm{Dom}(X)`$ and

$$A_1Xx+V^{}x=X(A_0x+VXx)\text{ for all }x\mathrm{Dom}(X).$$

Hence,

$$(y,V^{}x+A_1Xx)=(y,X(A_0x+VXx))\text{ for all }x\mathrm{Dom}(X)\text{ and for all }y\mathrm{Dom}(X^{}),$$

which proves that $`X`$ is a weak solution to the Riccati equation (4.2).

To prove the converse statement assume that $`X`$ is a weak solution to the Riccati equation (4.2), i.e., (4.3) holds for any $`x\mathrm{Dom}(X)`$ and any $`y\mathrm{Dom}(X^{})`$. From Lemma 4.3 it follows that

$$A_0x+VXx\mathrm{Dom}(X)$$

and

$$A_1Xx+V^{}x=X(A_0x+VXx),x\mathrm{Dom}(X),$$

which proves that the graph subspace $`𝒢(_0,X)`$ is $`𝐁`$-invariant. ∎

The next statement is an immediate corollary of Theorems 3.4 and 4.4.

###### Corollary 4.5.

Assume Hypothesis 4.1. Let $`𝔊`$ be a closed $`𝐁`$-invariant subspace of the Hilbert space $``$ and $`P`$ and $`Q`$ denote the orthogonal projections in $``$ respectively onto $`_0`$ and $`𝔊`$. Then:

(i) The inequality

$$PQ<1$$

holds iff $`𝔊`$ is a graph subspace, $`𝔊=𝒢(_0,X)`$ where $`X`$ is a bounded solution to the Riccati equation (4.2). In this case equalities (3.10) and (3.11) hold true.

(ii) The equality

$$PQ=1$$

holds and

$$𝔐_{01}(P,Q)=𝔐_{10}(P,Q)=\{0\},$$

iff $`𝔊`$ is a graph subspace, $`𝔊=𝒢(_0,X)`$, where X is a closed densely defined unbounded weak solution to the Riccati equation (4.2).

We present an example where the Riccati equation has an unbounded solution.

###### Example 4.6.

Let $`=_0_1`$ where $`_0=_1=L^2(0,1)`$. Let $`\mathrm{\Lambda }`$ be the multiplication operator in $`L^2(0,1)`$,

$$(\mathrm{\Lambda }f)(\lambda )=\lambda f(\lambda ),fL^2(0,1),$$

and $`A_0=\mathrm{\Lambda }`$, $`A_1=\mathrm{\Lambda }`$, and $`V=\mathrm{\Lambda }^2`$. In this case the Riccati equation (4.2) being of the form

$$\mathrm{\Lambda }X+X\mathrm{\Lambda }X\mathrm{\Lambda }^2X+\mathrm{\Lambda }^2=0$$

has a unbounded self-adjoint solution $`X=f(\mathrm{\Lambda })`$ where

$$f(\lambda )=\frac{1+\sqrt{1+\lambda ^2}}{\lambda }.$$

## 5. Solutions Associated With Spectral Subspaces

The structure of the set of solutions to the Riccati equation associated with spectral subspaces of the operator $`𝐁`$ can be studied based on the Douglas-Pearcy theorem \[12, Theorem 3\] on invariant subspaces of normal operators.

###### Theorem 5.1.

Let $`T`$ be a bounded self-adjoint operator in a Hilbert space $``$ and $`Q`$ an orthogonal projection onto a closed $`T`$-invariant subspace of $``$. Then the following are equivalent:

(i) $`\mathrm{Ran}Q`$ is a spectral subspace of the operator $`T`$, i.e., there is a Borel set $`\mathrm{\Delta }`$ such that $`Q=𝖤_T(\mathrm{\Delta })`$, where $`𝖤_T(\mathrm{\Delta })`$ denotes the spectral projection of $`T`$ corresponding to the set $`\mathrm{\Delta }`$;

(ii) $`QP=1`$ for any orthogonal projection $`P`$ in $``$, $`PQ`$, such that $`\mathrm{Ran}P`$ is $`T`$-invariant;

(iii) $`dim𝔐_{10}(P,Q)+dim𝔐_{01}(P,Q)>0`$ for any orthogonal projection $`PQ`$ in $``$ such that $`\mathrm{Ran}P`$ is $`T`$-invariant;

(iv) $`Q`$ is an isolated point (in the operator norm topology) of the set of all orthogonal projections onto all $`T`$-invariant subspaces.

###### Proof.

The equivalence of (i), (ii), and (iv) is proven in . The implication (iii)$``$(ii) is implied by the decomposition (2.1). Thus, we will only prove the implication (i)$``$(iii).

Assume that (i) holds. Suppose to the contrary that (iii) does not hold. That is, $`Q`$ is a spectral projection for $`T`$ such that $`𝔐_{10}(P,Q)=𝔐_{01}(P,Q)=\{0\}`$ for some orthogonal projection $`PQ`$ such that $`\mathrm{Ran}P`$ is $`T`$-invariant. Since $`T`$ is self-adjoint, the subspace $`\mathrm{Ran}P`$ is reducing for $`T`$ and thus $`TP=PT`$. Therefore, (see, e.g., \[6, Theorem 6.3.2\]) $`P`$ commutes with all spectral projections of $`T`$. In particular, $`PQ=QP`$. Since $`𝔐_{10}(P,Q)=𝔐_{01}(P,Q)=\{0\}`$, we conclude that $`P=Q`$, a contradiction. Thus, (i) implies (iii). ∎

In the following we will use a concept of the generalized convergence of closed operators (see \[16, Section IV.2\]). The generalized convergence is a natural extension to the case of unbounded operators of a notion of uniform convergence. For convenience of the reader we recall its definition adapted to the present context.

###### Definition 5.2.

A sequence $`\{X_n\}_n`$ of closed densely defined operators $`X_n`$ from $`_0`$ to $`_1`$ converges in the generalized sense to a closed operator $`X`$ from $`_0`$ to $`_1`$ if

$$\underset{n\mathrm{}}{lim}Q_nQ=0,$$

where $`Q_n`$ and $`Q`$ are orthogonal projections onto the graph subspaces $`𝒢(_0,X_n)`$ and $`𝒢(_0,X)`$, respectively.

The following statement characterizes the set of solutions to the Riccati equation (4.2) associated with spectral subspaces of the operator $`𝐁`$.

###### Theorem 5.3.

Assume Hypothesis 4.1. Denote by $`𝒳`$ the set of all (weak) solutions to the Riccati equation (4.2). Then:

(i) If $`X𝒳`$ and the invariant graph subspace $`𝒢(_0,X)`$ is a spectral subspace of the operator $`𝐁`$, i.e., $`𝒢(_0,X)=\mathrm{Ran}E_𝐁(\mathrm{\Delta })`$ for some Borel set $`\mathrm{\Delta }`$, then $`X`$ is an isolated point of the set $`𝒳`$ in the topology of the generalized convergence of operators.

(ii) If $`X𝒳`$ is a bounded operator, then the invariant graph subspace $`𝒢(_0,X)`$ is a spectral subspace iff $`X`$ is an isolated point of the set $`𝒳(_0,_1)`$ in the operator norm topology, i.e., there is a neighborhood of $`X`$ in $`(_0,_1)`$ where the Riccati equation (4.2) has no solutions except $`X`$.

###### Proof.

(i) Let $`𝒢(_0,X)`$ be a spectral subspace for $`𝐁`$ and let $`Q`$ denote the orthogonal projection in $``$ onto $`𝒢(_0,X)`$. Suppose to the contrary that $`X`$ is not an isolated solution, i.e., there is a sequence $`\{X_n\}_n`$ of solutions to (4.2) such that $`X_nX`$, $`n`$ and

$$\underset{n\mathrm{}}{lim}Q_nQ=0,$$

where $`Q_n`$, $`n`$ denote the orthogonal projections in $``$ onto the $`𝐁`$-invariant graph subspaces $`𝒢(_0,X_n)`$. By Theorem 5.1 this contradicts the assumption that $`𝒢(_0,X)`$ is a spectral subspace for $`𝐁`$ which completes the proof of (i).

(ii) Since by Theorem IV.2.23 in  the generalized convergence of bounded operators implies its uniform convergence, the “only if” part follows from (i). Therefore, we only prove the “if” part.

Let $`X(_0,_1)`$ be an isolated bounded solution to (4.2). Suppose that $`𝒢(_0,X)`$ is not a spectral subspace for $`𝐁`$. By Theorem 5.1 (iv) this implies that there is a sequence of orthogonal projections $`Q_n`$, $`n`$ such that $`\mathrm{Ran}Q_n`$ is $`𝐁`$-invariant and

(5.1)
$$\underset{n\mathrm{}}{lim}Q_nQ=0,$$

where $`Q`$ is the orthogonal projection onto $`𝒢(_0,X)`$. Equation (5.1) means that

$$Q_nQ<1\frac{X}{\sqrt{1+X^2}}$$

for $`n`$ large enough. Therefore,

$$Q_nPQ_nQ+QP=Q_nQ+\frac{X}{\sqrt{1+X^2}}<1,$$

$`n`$ large enough, where $`P`$ denotes the orthogonal projection in $``$ onto $`_0`$. By Theorem 3.2 for those $`n`$, $`\mathrm{Ran}Q_n=𝒢(_0,X_n)`$ for some $`X_n(_1,_0)`$ where $`X_n`$ is a solution to (4.2) by Theorem 4.4. Finally, by Theorem IV.2.23 in  equality (5.1) implies

$$\underset{n\mathrm{}}{lim}X_nX=0,$$

which contradicts the assumption that $`X`$ is an isolated solution. ∎

## 6. Contractive Solutions Associated With Spectral Subspaces: Uniqueness Criteria

Corollaries 3.4 and 4.5 imply that under Hypothesis 4.1 the Riccati equation (4.2) has a contractive solution $`X`$ iff the subspaces $`_0`$ and $`𝒢(_0,X)`$ are invariant for $`𝐀`$ and $`𝐁=𝐀+𝐕`$, respectively, and the orthogonal projections $`P`$ and $`Q`$ onto these subspaces satisfy $`PQ\sqrt{2}/2`$. It is also known  that under the same hypothesis the Riccati equation (4.2) has a contractive solution iff there exists a self-adjoint involution $`𝐉`$ in $`=_0_1`$ such that

$$\mathrm{𝐁𝐉}=\mathrm{𝐉𝐁}$$

and the subspace $`_1`$ is maximal $`𝐉`$-nonnegative, that is, $`_1`$ is not properly contained in another $`𝐉`$-nonnegative subspace. In principle, these criteria provide complete although somewhat implicit characterization of the set $`𝒮`$ of all possible contractive solutions for the Riccati equation (4.2). The main goal of this section is to obtain new characterization of the set $`𝒮`$ under the assumption that the Riccati equation has at least one contractive solution associated with a spectral subspace of the operator matrix $`𝐁`$. As a by-product of this new description we get some uniqueness results generalizing those obtained in .

We start by stating an auxiliary result describing two contractions such that the orthogonal projections onto their graphs commute.

###### Lemma 6.1.

Assume Hypothesis 4.1. Let $`X,Y(_0,_1)`$, $`X1`$, $`Y1`$ be two contractions such that the orthogonal projections in $``$ onto their graphs $`𝒢(_0,X)`$ and $`𝒢(_0,Y)`$ commute. Then

(6.1)
$$Y|_𝔏=X|_𝔏,Y|_𝔏^{}=X|_𝔏^{},$$

where

(6.2) $`𝔏`$ $`=\mathrm{Ker}(I__0+Y^{}X)=\mathrm{Ker}(I__0+X^{}Y)`$
is a subspace of $`\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}(I__0Y^{}Y)`$ and

$$𝔏^{}=_0𝔏.$$

Moreover,

(6.3)
$$𝔏=\mathrm{Ker}(X+Y)\left(\mathrm{Ker}(X)\mathrm{Ker}(Y)\right)$$

and

(6.4)
$$𝔏^{}=\mathrm{Ker}(XY).$$

###### Proof.

Note that $`x\mathrm{Ker}(I__0+Y^{}X)`$ means that

$$x^2=(Y^{}Xx,x)=(Xx,Yx),$$

which holds if and only if

$$Yx=Xx$$

and

$$x\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}(I__0Y^{}Y)$$

since both $`X`$ and $`Y`$ are contractions. Hence

(6.5)
$$\mathrm{Ker}(I__0+Y^{}X)=\mathrm{Ker}(X+Y)\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}(I__0Y^{}Y).$$

By symmetry,

$$\mathrm{Ker}(I__0+Y^{}X)=\mathrm{Ker}(I__0+X^{}Y).$$

Therefore, we have proven equalities (6.2), and the first equality in (6.1).

Given an arbitrary $`x𝔏^{}`$, one concludes that $`(x,y)=0`$ for any $`y𝔏`$. By (6.5) $`y\mathrm{Ker}(I__0X^{}X)`$ and, hence,

$$(x,y)+(Xx,Xy)=0,y𝔏,$$

which means that

(6.6)
$$(xXx)(yXy),y𝔏.$$

By hypothesis the orthogonal projections onto $`𝒢(_0,X)`$ and $`𝒢(_0,Y)`$ commute. This implies in particular that

$$\left(𝒢(_0,X)𝔗\right)\left(𝒢(_0,Y)𝔗\right),$$

where $`𝔗=𝒢(_0,X)𝒢(_0,Y).`$ Introducing the subspace

$$𝒩=P_0\left(𝒢(_0,X)𝔗\right),$$

where $`P_0`$ denotes the canonical projection from $`_0_1`$ onto $`_0`$, one proves by inspection that

(6.7)
$$𝒩𝔏.$$

In particular, (6.6) and (6.7) imply that

(6.8)
$$(xXx)(yXy),\text{ for any }x𝔏^{}\text{ and any }y𝒩.$$

Since

$$𝒢(_0,X)𝔗=\{yXy|y𝒩\}$$

and $`xXx𝒢(_0,X)`$, condition (6.8) means that

$$xXx𝔗,\text{ for any }x𝔏^{}.$$

Therefore, by the definition of the subspace $`𝔗`$,

$$Xx=Yx,\text{ for all }x𝔏^{},$$

proving the second equality in (6.1) and the following inclusion

$$𝔏^{}\mathrm{Ker}(XY).$$

It remains to check the opposite inclusion

(6.9)
$$𝔏^{}\mathrm{Ker}(XY).$$

Let $`x\mathrm{Ker}(XY)`$ admit the representation

$$x=\text{v}+w,$$

where $`\text{v}𝔏`$ and $`w𝔏^{}`$. Then

(6.10)
$$0=(XY)x=2X\text{v},$$

using (6.1). Since $`𝔏\mathrm{Ker}(I__0X^{}X)`$, by (6.10)

$$0=\text{v}X^{}X\text{v}=\text{v},$$

that is, $`x=w𝔏^{}`$, proving (6.9). Thus, (6.4) holds.

Finally, we prove (6.3). First, we notice that (6.2) and (6.5) imply that if $`x𝔏`$ then $`x\mathrm{Ker}(X+Y)`$ and for any $`y\mathrm{Ker}(X)`$

$$(x,y)=(X^{}Xx,y)=(Xx,Xy)=0$$

Similarly, $`(x,y)=0`$ for any $`y\mathrm{Ker}(Y)`$. Hence, $`x`$ is orthogonal to $`\mathrm{Ker}(X)\mathrm{Ker}(Y)`$ and

(6.11)
$$𝔏\mathrm{Ker}(X+Y)\left(\mathrm{Ker}(X)\mathrm{Ker}(Y)\right).$$

Suppose that the inverse inclusion does not hold. Then by (6.11) there is a nonzero

(6.12)
$$y\mathrm{Ker}(X+Y)\left(\mathrm{Ker}(X)\mathrm{Ker}(Y)\right)$$

orthogonal to $`𝔏`$, i.e. $`y𝔏^{}`$. By the second equality in (6.1) we will have $`Xy=Yy`$ which contradicts (6.12). Hence equality (6.3) holds true.

The proof is complete. ∎

Given any contractive solution $`X`$ associated with a *spectral* subspace, Lemma 6.1 allows one to provide a complete characterization of the set of all contractive solutions to the Riccati equation in the sense that all contractive solutions $`Y`$ to the Riccati equation (4.2) are in one-to-one correspondence with the closed subspaces

(6.13)
$$𝔏\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}(XVXV^{})$$

reducing both the operators $`A_0`$ and $`VX`$. An explicit description of this correspondence is a content of Theorem 6.2 below. In particular, this theorem provides an efficient criterion for a contractive solution $`X`$ associated with a spectral subspace of $`𝐁`$ to be unique.

###### Theorem 6.2.

Assume Hypothesis 4.1 and suppose that $`X(_0,_1)`$, $`X1`$ is a contractive solution to the Riccati equation (4.2) such that $`𝒢(_0,X)`$ is a spectral subspace of the operator $`𝐁`$. Denote by $`𝒮`$ the set of all contractive solutions to the Riccati equation (4.2) and by $``$ the lattice of all closed subspaces of the Hilbert space $`_0`$. Then the mapping $`𝒯_X:𝒮`$ introduced by

$$𝒯_X(Y)=\mathrm{Ker}(I__0+Y^{}X),Y𝒮$$

is one-to-one and the image of $`𝒯_X`$ coincides with the set $``$ of all closed subspaces $`𝔏_0`$ satisfying (6.13) and reducing both the operators $`A_0`$ and $`VX`$.

In particular, if $`X(_0,_1)`$, is a contractive solution to the Riccati equation (4.2) associated with a spectral subspace of the operator $`𝐁`$, then $`X`$ is a unique contractive solution to (4.2) iff

(6.14)
$$\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}(XVXV^{})=\{0\}.$$

###### Proof.

Let $`Y𝒮`$ be arbitrary. Since the graph of $`X`$ is a spectral subspace of $`𝐁`$, the orthogonal projections onto the graphs of $`X`$ and $`Y`$ commute. Then by Lemma 6.1

(6.15)
$$Y|_{𝒯_X(Y)}=X|_{𝒯_X(Y)}\text{and}Y|_{𝒯_X(Y)^{}}=X|_{𝒯_X(Y)^{}},$$

which proves, in particular, that the mapping $`𝒯_X`$ is one-to-one.

It remains to prove that

$$\mathrm{Ran}𝒯_X=.$$

We start with the proof of the inclusion

(6.16)
$$\mathrm{Ran}𝒯_X.$$

First, we prove that the subspace

(6.17)
$$𝔏=𝒯_X(Y),Y𝒮$$

reduces $`A_0+VX`$. That is, we need to establish that $`𝔏`$ and $`𝔏^{}`$ are $`(A_0+VX)`$-invariant subspaces.

The fact that $`𝔏^{}`$ is $`(A_0+VX)`$-invariant can be proven as follows. Taking into account that both $`X`$ and $`Y`$ satisfy the Riccati equation (4.2) and by Lemma 6.1 $`(XY)x=0`$ for $`x𝔏^{}`$, a simple computation shows that

$$(XY)(A_0+VX)x=0\text{for any}x𝔏^{}.$$

Applying Lemma 6.1 again yields $`(A_0+VX)x𝔏^{}`$ for any $`x𝔏^{}`$ which proves that $`𝔏^{}`$ is $`(A_0+VX)`$-invariant.

Next we establish that $`𝔏`$ is $`(A_0+VX)`$-invariant. Since $`𝔏^{}`$ is $`(A_0+VX)`$-invariant, the subspace $`𝔏`$ is invariant for the operator $`A_0+X^{}V^{}`$. Note that the operator $`(A_0+X^{}V^{})(I__0+X^{}X)`$ is self-adjoint. This fact is proven in ,  but alternatively can easily be seen from the identity

$$(x+Xx,𝐁(x+Xx))=(x,(A_0+X^{}V^{})(I__0+X^{}X)x)\text{for any}x_0.$$

Taking into account that by Lemma 6.1 $`X^{}X|_𝔏=I_𝔏`$, one concludes that

$$(I__0+X^{}X)(A_0+VX)x=(A_0+X^{}V^{})(I__0+X^{}X)x=2(A_0+X^{}V^{}),x𝔏,$$

which implies $`(A_0+VX)x𝔏`$, proving that $`𝔏`$ is also $`(A_0+VX)`$-invariant. Thus we have proven that $`𝔏`$ reduces the operator $`A_0+VX`$.

The same arguments hold for the operator $`A_0+VY`$. In particular, the subspace $`𝔏`$ reduces the operator $`A_0+VY`$.

Now we are ready to prove inclusion (6.16). Combining the facts that $`𝔏`$ reduces $`A_0+VX`$ as well as $`A_0+VY`$ and that $`X|_𝔏=Y|_𝔏`$ implies that $`𝔏`$ reduces the operators $`A_0`$, $`VX`$, and $`VY`$. In particular,

$`0`$ $`=(A_1YYA_0YVY+V^{})x`$
$`=(A_1Xx+XA_0xXVXx+V^{})x`$
$`=2(XVXV^{})x,x𝔏,`$
proving that

(6.18)
$$𝔏\mathrm{Ker}(XVXV^{}),$$

and hence (6.13) holds, since $`𝔏\mathrm{Ker}(I__0X^{}X)`$ by Lemma 6.1. Thus, $`𝔏=𝒯_X(Y)`$ which proves the inclusion (6.16).

In order to complete the proof of the theorem it remains to prove the opposite inclusion

(6.19)
$$\mathrm{Ran}𝒯_X.$$

Let $`𝔏`$ be arbitrary. Introduce the contraction $`Y`$ by setting

(6.20)
$$Y|_𝔏=X|_𝔏,\text{and}Y|_𝔏^{}=X|_𝔏^{}.$$

We need to show that $`Y𝒮`$ and that $`𝒯_X(Y)=𝔏`$.

For $`x𝔏^{}`$ one obtains

$$(A_1YYA_0YVY+V^{})x=(A_1XXA_0XVX+V^{})x=0$$

using the invariance of $`𝔏^{}`$ with respect to the operators $`A_0`$ and $`VX`$, the fact that $`X`$ solves the Riccati equation (4.2), and the second equality in (6.20).

Using the invariance of $`𝔏`$ with respect to the operators $`A_0`$ and $`VX`$, and the first equality in (6.20), for $`x𝔏`$ one obtains

$$(A_1YYA_0YVY+V^{})x=(A_1X+XA_0XVX+V^{})x.$$

Since $`𝔏`$, and hence $`𝔏\mathrm{Ker}(XVXV^{})`$, for $`x𝔏`$ one concludes that $`(XVXV^{})x=0`$. Therefore,

$$(A_1X+XA_0XVX+V^{})x=(A_1X+XA_0+XVXV^{})x,$$

which is zero, since $`X`$ solves the Riccati equation (4.2). Hence,

$$(A_1YYA_0YVY+V^{})x=0,x𝔏.$$

Thus, we constructed a contractive solution $`Y`$ to the Riccati equation (4.2), which yields $`Y𝒮`$. Applying Lemma 6.1 implies that

(6.21)
$$Y|_{𝒯_X(Y)}=X|_{𝒯_X(Y)},Y|_{𝒯_X(Y)^{}}=X|_{𝒯_X(Y)^{}}.$$

and

(6.22)
$$𝒯_X(Y)\mathrm{Ker}(I__0X^{}X).$$

Since $`𝔏`$ one also concludes that

(6.23)
$$𝔏\mathrm{Ker}(I__0X^{}X).$$

Combining (6.20), (6.21), (6.22), and (6.23) proves that

$$𝒯_X(Y)=𝔏.$$

Thus, inclusion (6.19) is proven.

The proof is complete. ∎

###### Remark 6.3.

Notice that the subspace

$$𝔏^{}=\{xXx|x𝔏\},$$

where $`𝔏`$ stands for any subspace referred to in Theorem 6.2, is simultaneously $`𝐀`$\- and $`𝐁`$-invariant and, therefore, it can be split from the further considerations if necessary.

###### Proof.

On the one hand,

$`𝐀(xXx)`$ $`=A_0xA_1Xx`$
$`=A_0xXA_0x,x𝔏`$
since $`x𝔏\mathrm{Ker}(XVXV^{})`$ taking into account that $`X`$ solves (4.2), proving that $`𝔏^{}`$ is also $`𝐀`$-invariant.

Since $`X`$ solves the Riccati equation (4.2), for any $`x_0`$, in particular, for $`x𝔏`$ one has

$`𝐁(xXx)`$ $`=(A_0+VX)x(V^{}+A_1X)x`$
$`=(A_0+VX)xX(A_0+VX)x,`$
which proves that $`𝔏^{}`$ is also $`𝐁`$-invariant, since $`𝔏`$ is $`(A_0+VX)`$-invariant by hypothesis. ∎

As an immediate corollary of Theorem 6.2 we get the following uniqueness results.

###### Corollary 6.4.

Assume Hypothesis 4.1. Let $`X(_0,_1)`$, $`X1`$ be a contractive solution to the Riccati equation (4.2) such that $`𝒢(_0,X)`$ is a spectral subspace of the operator $`𝐁`$.

(i) If $`X`$ is a strictly contractive operator, i.e., $`Xx<x`$ for any $`x_0`$, $`x0`$, then $`X`$ is a unique contractive solution to (4.2).

(ii) If

(6.24)
$$\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}\left(\mathrm{Im}(VX)\right)=\{0\},$$

then $`X`$ is a unique contractive solution to (4.2). In particular, if $`VX`$ is a dissipative operator with positive imaginary part, them $`X`$ is a unique contractive solution to (4.2).

###### Proof.

(i) If $`X`$ is a strictly contractive operator, then $`\mathrm{Ker}(I__0X^{}X)=\{0\}`$. Hence (6.14) holds and by Theorem 6.2 the operator $`X`$ is the unique contractive solution to (4.2).

(ii) Suppose that $`Y`$ is a contractive solution of the Riccati equation (4.2). Introducing the subspace $`𝔏=\mathrm{Ker}(I__0+Y^{}X)`$, by Theorem 6.2 one concludes that

$$𝔏\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}(XVXV^{}).$$

In particular,

$$(XVXV^{})x=0,x𝔏$$

and hence

(6.25)
$$X^{}(XVXV^{})x=X^{}XVXxX^{}V^{}x=0,x𝔏.$$

By Theorem 6.2 $`𝔏`$ reduces the operator $`VX`$. In particular,

(6.26)
$$X^{}XVXx=VXx,x𝔏.$$

Combining (6.25) and (6.26) yields

$$(VXX^{}V^{})x=0,x𝔏,$$

that is, $`x=0`$ for any $`x𝔏`$, since $`\mathrm{Ker}(VXX^{}V^{})=\{0\}`$ by hypothesis. Hence $`𝔏=\mathrm{Ker}(I__0+Y^{}X)=\{0\}`$ which proves that $`Y=X`$ using Lemma (6.1), completing the proof. ∎

###### Remark 6.5.

Statement (i) of Corollary 6.4 concerning the spectral subspaces $`\mathrm{Ran}`$ $`𝖤_𝐁(\mathrm{\Delta })`$ associated with *closed* Borel sets $`\mathrm{\Delta }`$ of the real axis appeared first in  with a somewhat different strategy of the proof based on a description of maximal $`J`$-non-negative subspaces in a Krein space.

###### Remark 6.6.

Some different uniqueness results for Riccati equations in finite-dimensional Hilbert spaces were obtained in . Note that the property for a solution to the Riccati equation to be isolated is related to its stability . Stability of invariant subspaces is studied in .

To illustrate the statement of Theorem 6.2 suppose that $`=_0_1`$ where $`_0`$ and $`_1`$ are copies of the same Hilbert space $`𝔎`$, i.e., $`_0=_1=𝔎`$. Assume that $`A_0=A_1=0`$ and $`V=I_𝔎`$ is the identity operator in $`𝔎`$. Then the Riccati equation (4.2) (after the appropriate identification of the copies $`_0`$ and $`_1`$) reads as $`X^2=I_𝔎`$ and it obviously has the solution $`X=I_𝔎`$ associated with the eigenspace of $`𝐁`$ corresponding to the eigenvalue one. Therefore, $`X`$ is an isolated point in the set of all solutions. Obviously,

$$\mathrm{Ker}(I_𝔎X^{}X)\mathrm{Ker}(XVXV^{})=𝔎,$$

$`VX=I_𝔎`$, and $`𝔎`$ reduces $`A_0=0`$. Therefore, by Theorem 5.3 all solutions to the Riccati equation can be uniquely parameterized by closed subspaces $`𝔏𝔎`$. The case of $`𝔏=\{0\}`$ corresponds to the identity solution $`X=I_𝔎`$, the case $`𝔏=𝔎`$ corresponds to the solution $`\widehat{X}=X=I_𝔎`$ which is also isolated being associated with the eigenspace of $`𝐁`$ corresponding to the eigenvalue negative one. If $`dim𝔎>1`$, all the other solutions to the Riccati equation $`X^2=I_𝔎`$ can be uniquely parameterized by the nontrivial subspaces $`𝔏𝔎`$ of nonzero codimension and thus correspond to invariant subspaces of the operator $`𝐁`$ which are not spectral ones. All those solutions $`Y`$ are unitary self-adjoint operators in $`𝔎`$ different from $`I_𝔎`$ and $`I_𝔎`$, with $`𝔏=\mathrm{Ker}(Y+I_𝔎)`$, and hence

$$\mathrm{spec}(𝐁|_{𝒢(_0,Y)})=\{1,1\}.$$

It is worth to note that given a solution $`X`$ to the Riccati equation (4.2) (in contrast to the hypothesis of Theorem 6.2 not necessarily contractive and not necessarily associated with a spectral subspace of the operator matrix $`𝐁`$), the set $``$ of all closed subspaces of $`_0`$ reducing both the operators $`A_0`$ and $`VX`$ and satisfying (6.13) admits a dual description in terms of the corresponding subspaces of $`_1`$.

In order to formulate the precise statement we introduce the set $`_{}`$ of all closed subspaces $`𝔏_{}_1`$ reducing both $`A_1`$ and $`V^{}X^{}`$ and satisfying

(6.27)
$$𝔏_{}\mathrm{Ker}(I__1XX^{})\mathrm{Ker}(X^{}V^{}X^{}V).$$

###### Proposition 6.7.

Let $`X`$ be a solution to the Riccati equation (4.2). Then, under the above notations, the sets $``$ and $`_{}`$ are in one-to-one correspondence under the mapping

$$𝔏X𝔏,𝔏.$$

In particular, the inverse mapping is given by $`𝔏_{}X^{}𝔏_{}`$, $`𝔏_{}_{}`$.

###### Proof.

Let $`𝔏`$ be arbitrary. Set $`𝔏_{}=X𝔏`$. For any $`x^{}𝔏_{}`$ there is a unique $`x𝔏`$ such that $`x_{}=Xx`$. To prove this, suppose to the contrary that there is another element $`yx`$ in $`𝔏`$ such that $`Xy=x_{}`$. Then $`X(xy)=0`$ and thus $`X^{}X(xy)=0`$. But $`x,y\mathrm{Ker}(I__0X^{}X)`$ and, therefore, $`X^{}X(xy)=xy0`$. A contradiction.

If $`x_{}=Xx`$, $`x𝔏`$, then

$$(A_1V^{}X^{})x_{}=(A_1V^{}X^{})Xx=(A_1XV^{})x=X(A_0VX)x𝔏_{}$$

by successive use of (6.13), the hypothesis that $`X`$ solves the Riccati equation (4.2) and that $`𝔏`$ is obviously $`(A_0VX)`$-invariant. Thus $`𝔏_{}`$ is $`(A_1V^{}X^{})`$-invariant. Moreover, $`A_1x_{}=A_1Xx=XA_0x𝔏_{}`$, since $`x𝔏\mathrm{Ker}(XVXV^{})`$ by (6.13) and $`X`$ solves (4.2). Thus $`𝔏_{}`$ in addition is $`A_1`$-invariant, proving that $`𝔏_{}`$ is invariant for both $`A_1`$ and $`V^{}X^{}`$. Further, we note that $`x_{}=Xx\mathrm{Ker}(I__1XX^{})`$ and hence a simple computation

$$(VX^{}V^{}X^{})x_{}=(VX^{}V^{}X^{})Xx$$

$$=(X^{}XVX^{}V^{}X^{})Xx=X^{}(XVXV^{})x=0$$

proves inclusion (6.27).

Now we claim that $`𝔏_{}^{}=_1𝔏_{}`$ is invariant for $`V^{}X^{}`$. To show this choose arbitrary $`y𝔏_{}^{}`$ and $`x𝔏_{}`$. Then

$$(V^{}X^{}y,x)=(y,XVx)=(y,XX^{}V^{}X^{}x)$$

since $`Vx=X^{}V^{}X^{}x`$. The subspace $`𝔏_{}`$ is invariant for $`V^{}X^{}`$ and by (6.27) we get

$$XX^{}V^{}X^{}x𝔏_{}.$$

Thus, $`(V^{}X^{}y,x)=0`$. Since $`x`$ and $`y`$ are arbitrary, this implies that $`V^{}X^{}y𝔏_{}^{}`$.

Therefore, we proved that $`𝔏_{}`$ reduces both $`A_1`$ and $`V^{}X^{}`$. Thus, $`X𝔏^{}`$ and the mapping $`𝔏X𝔏`$ maps $``$ onto $`_{}`$. By symmetry we also conclude that this mapping is one-to-one. ∎


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# References

gr-qc/0207049

preprint version111The published version was edited and shortened. The title was changed to “Special Treatment”, with “Relativity” as subject heading, and a figure (with elementary description of cosmic-ray observations) was added. of

Nature 418 (2002) 34-35

Doubly Special Relativity

Giovanni AMELINO-CAMELIA

Dipartimento di Fisica, Università “La Sapienza”, P.le Moro 2, I-00185 Roma, Italy

ABSTRACT

I give a short non-technical review of the results obtained in recent work on “Doubly Special Relativity”, the relativistic theories in which the rotation/boost transformations between inertial observers are characterized by two observer-independent scales (the familiar velocity scale, $`c`$, and a new observer-independent length/momentum scale, naturally identified with the Planck length/momentum). I emphasize the aspects relevant for the search of a solution to the cosmic-ray paradox.

Galilei/Newton Relativity was abandoned because of the conflicting results of the Michelson-Morley experiments and because of its incompatibility with the mathematical structure of the successful Maxwell theory of electromagnetism. After a century of successes, Einstein’s Special Relativity, the theory that replaced Galilei/Newton Relativity, could now be questioned for similar reasons. A key Special-Relativity prediction appears to be violated by certain observations of ultra-high-energy cosmic rays , and some Quantum-Gravity arguments appear to encourage a modification of Special Relativity. I argued in Ref.  that this situation can provide motivation for considering a change in the Relativity postulates somewhat analogous to the one needed for the transition from Galilei/Newton Relativity to Einstein’s Relativity: the introduction of a new absolute observer-independent scale. I analyzed in detail a first illustrative example of relativity postulates with an observer-independent length(momentum) scale, in addition to the familiar observer-independent velocity scale $`c`$, and I showed that there is no in principle obstruction for the construction of such new relativistic theories. That illustrative example of new relativistic theory also predicts some new effects of a type that could explain the observations of ultra-high-energy cosmic rays, but the predicted magnitude of these effects turns out to be too weak for a description of the data. For nearly a year, follow-up studies  focused on the example of new relativistic theory which I had used to illustrate the idea. In a very recent paper , Maguejio and Smolin constructed a second example of relativistic theory of the type proposed in Ref. , and this has generated increased interest  in research on relativity theories with two observer-independent scales. These theories are being called222Note added: Of course, the name “Doubly Special Relativity” was not the only possible choice. In particular, in a very recent paper , reporting interesting results on fermions and bosons in DSR, it was argued that the less-compact name “Special Relativity with two invariant scales” could be preferable. Since the name “Doubly Special Relativity” has already been adopted by a few research groups  it is probably best at this point to maintain it, avoiding the risk of a two-name confusion in the literature. Moreover, the name “Special Relativity” has acquired a status in the literature which goes beyond the intended meaning: it is the specific theory proposed by Einstein, which in particular has one observer-independent scale. The name “Special Relativity with two invariant scales” may be confusing since Special Relativity is identified with the known theory with one observer-independent scale. It would also be awkward to adopt the corresponding name “Special Relativity without invariant scales” for the Galilei/Newton theory. It is too early to think of a name to be adopted in the event of the proposal of a deformation of General Relativity which would be consistent with the DSR deformation of Special Relativity, but in perspective I notice that (assuming the description of $`\mathrm{}`$ reserves no surprises) such a deformation of GR should not require the introduction of an extra scale ($`E_p`$ is already there as a coupling constant): it might require attributing  to $`E_p`$ the double role of both kinematical scale and coupling constant. “Doubly Special Relativity” (DSR) theories. Some of the key open issues that are being studies concern the search of other examples of DSR theories, the study of the multi-particle sector of given DSR theories, and attempts of finding a full solution of the cosmic-ray paradox within DSR.

An aspect of cosmic-ray observations that is directly connected with relativity is the Greisen-Zatsepin-Kuzmin (GZK) limit. Ultra-high-energy cosmic rays are particles, most likely protons, produced by distant active galaxies, which we detect through the particle-physics processes they ignite in the atmosphere. The GZK limit is related with the threshold energy, $`E_{GZK}`$, required for such cosmic rays to interact with the “Cosmic Microwave Background Radiation” (CMBR): because of these interactions with the CMBR it should not be possible for cosmic rays with energies above $`E_{GZK}`$ to reach us. The value of the threshold energy $`E_{GZK}`$ is a purely kinematical prediction. In a given relativity theory it is obtained by combining the laws of energy-momentum conservation and the dispersion relation (the relation between the energy and the momentum of a particle). Within Special Relativity one finds $`E_{GZK}510^{19}eV`$, but several cosmic-ray events  are in disagreement with this prediction. As with all emerging experimental paradoxes it is of course possible that the cosmic-ray paradox is the result of an incorrect analysis of the experiment, for example it is legitimate to speculate that the identification of these ultra-high-energy cosmic rays as protons produced by distant active galaxies might eventually turn out to be incorrect. But, in spite of its preliminary status, this cosmic-ray paradox provides encouragement for the study of new relativity postulates.

Besides this motivation coming for the experimental side, the idea of revising the relativity postulates also finds encouragement because of the role that the “Planck scale” $`E_p10^{28}eV`$ plays in certain Quantum-Gravity scenarios. Various arguments lead to the expectation that for particles with energies close to $`E_p`$ it would be necessary to describe spacetime in terms of one form or another of new spacetime quanta, while for our readily available particles with energies much smaller than $`E_p`$ the familiar classical-spacetime picture would remain valid. It would be appealing to introduce such a transition scale, a scale at which our description of physical phenomena changes significantly, as an observer-independent kinematical scale.

Just like in going from Galilei/Newton Relativity to Einstein’s Special Relativity a key role is played by the law of composition of velocities, which for Einstein must reflect the special status of the speed-of-light constant $`c`$, in going then from Special Relativity to DSR a key role is played by the law of composition of energy-momentum, which, in the new framework, must attribute a special status to the Planck scale $`E_p`$. This modification of the laws of energy-momentum conservation also affects the evaluation of the mentioned threshold energy $`E_{GZK}`$ that is relevant for the cosmic-ray paradox. Indeed the DSR theory which I considered as illustrative example in Ref.  predicts, besides the emergence of a maximum momentum of order $`E_p`$ for fundamental particles, a deformation of the laws of energy-momentum conservation. In turn the deformed laws of energy-momentum conservation of the DSR theory of Ref.  leads to a value of $`E_{GZK}`$ which is different from the one predicted by ordinary Special Relativity, but the difference is not as large as required for a full explanation of the cosmic-ray paradox. The DSR theory more recently proposed  by Maguejio and Smolin predicts that $`E_p`$ sets the maximum value of both energy and momentum for fundamental particles. The corresponding deformation  of the laws of energy-momentum conservation leads to yet another alternative prediction for $`E_{GZK}`$, but that too is not sufficient to solve the cosmic-ray paradox.

A lot has been understood of these DSR theories, but several issues must still be investigated. At present, since the status of the paradox is still preliminary, the search of a solution to the cosmic-ray paradox is not to be seen as a consistency condition for the DSR research programme, but the emergence of a compelling phenomenological result would legitimate interest in the rather speculative DSR idea. The recent study  by Magueijo and Smolin, by showing that there exist more than one example of DSR theories, provides indirect encouragement for the search of a DSR theory that would solve the cosmic-ray paradox. It appears  that a DSR theory capable of solving the cosmic-ray paradox should rely on the introduction of some structure not yet present in the DSR theories discussed in Refs.  and . This new structure should enter the law of composition of energy-momentum, which, through energy-momentum conservation, affects the evaluation of $`E_{GZK}`$.

Interestingly, the law of composition of energy-momentum also plays a role in another open problem for DSR theories: while Planck-scale deformed dispersion relations, generically predicted in DSR , are fully consistent with our observations of fundamental/microscopic particles, they are clearly in conflict with observations of macroscopic bodies. Therefore the rule that defines the total momentum of a macroscopic body in terms of the momenta of the composing microscopic particles must allow the emergence of different relativistic properties for macroscopic and microscopic entities333Note added: In particular, it appears plausible that we might have to assign to the “observer” (a key entity in physics, but a rather abstract aspect of ordinary Special Relativity) the properties of a macroscopic body. Therefore, as long as we lack a satisfactory understanding of macroscopic bodies in DSR, certain considerations involving “the observer”, such as the considerations reported in Ref. , should be postponed. The analysis attempted in Ref.  is interesting but premature in DSR: it should be seen as raising important issues for the DSR research programme (particularly for the DSR scheme of Ref. ), rather than as a definitive study of those issues.. Such a difference between macroscopic and microscopic entities could not be accommodated in ordinary Special Relativity, but, remarkably, through the presence of an observer-independent energy/momentum scale, DSR naturally provides room  for a macro/micro separation. Unfortunately, it is still unclear in which specific way this macro/micro separation would be best implemented. In particular, it is unclear whether or not we should assume that the total energy-momentum of a multi-particle system is constructed in terms of the energy-momentum of each composing particle according to laws that are themself observer-independent laws. In addition to the already difficult task of describing a system of free particles both in terms of the momenta of each particle and in terms of the total momentum of the system, even more conceptually challenging for DSR theories is the description of the relativistic properties of bound states (macroscopic particles which are in a sense composed of several fundamental particles, but the composing particles are not free). Besides the indirect connection with the cosmic-ray paradox through the laws of composition of energy-momentum, this issue of the macro/micro separation could turn out to be even directly relevant for the analysis of the cosmic-ray paradox if it is established that (some of) the relevant particles (protons, pions, photons) must be described as composite objects in DSR.

The role of certain $`\kappa `$-Poincaré Hopf algebras  in DSR theories is also a lively subject of investigation . In the one-particle sector of the DSR theories so far considered the Lorentz sector of certain $`\kappa `$-Poincaré Hopf algebras plays a role that is analogous444Since we call “Lorentz transformations” the one-particle-sector laws of transformation between observers of Einstein’s Special Relativity, it might be appropriate to call “$`\kappa `$-Lorentz transformations” the one-particle-sector laws of transformation between observers in those DSR theories in which the Lorentz sector of $`\kappa `$-Poincaré Hopf algebras has the corresponding role. to the role of the Lorentz algebra in Einstein’s Special Relativity: the operators of the (Hopf) algebra are used to describe infinitesimal rotation/boost transformations between inertial observers. But for what concerns the delicate issues just mentioned above, the ones that involve the two-particle and multi-particle sectors, the role of $`\kappa `$-Poincaré Hopf algebras remains unclear . It would also be interesting to establish whether it is possible to construct DSR theories without any use of $`\kappa `$-Poincaré Hopf algebras, not even for the infinitesimal transformations of the one-particle sector. In fact, the DSR proposal  just requires that the laws of rotation/boost transformation between inertial observers have a lenght(momentum) and a velocity observer-independent scales, and it might be possible to realize this proposal in a variety of mathematical frameworks.

The debate on these open issues is likely to keep busy the interested scientists for the next few years. Experimental help could come soon from improved data on the mentioned ultra-high-energy cosmic rays; moreover, in 2006, when related studies  will be performed on the GLAST space telescope, we should have conclusive information on another key prediction of some DSR theories: a possible wavelength dependence  of the speed of photons.


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# Primordial or Dynamical Mass Segregation in Young LMC Clusters?

## 1. Strong mass segregation on short time-scales

One of the major uncertainties in modern astrophysics is the issue of whether the stellar initial mass function (IMF) is universal or, alternatively, determined by environmental effects. Galactic globular clusters and rich, compact Magellanic Cloud star clusters are ideal laboratories for providing strong constraints on the universality of the IMF, in particular because they are essentially single age, single metallicity systems for which statistically significant samples of individual stars over a range of masses can easily be resolved.

Although the standard picture, in which stars in dense clusters evolve rapidly towards a state of energy equipartition through stellar encounters – with the corresponding mass segregation – is generally accepted, observations of various degrees of mass segregation in very young star clusters (e.g., de Grijs et al. 2002a,b and references therein) suggest that at least some of this effect is related to the process of star and star cluster formation itself. Quantifying the degree of actual mass segregation is thus crucial for the interpretation of observational luminosity and mass functions (LFs/MFs) in terms of the IMF, even for very young star clusters.

Therefore, we obtained F555W and F814W Hubble Space Telescope/WFPC2 imaging observations of two young compact LMC clusters, NGC 1805 ($`10`$ Myr) and NGC 1818 ($`25`$ Myr), covering a large range of radii (see de Grijs et al. 2002a for observational details).

The radial dependence of the LF and MF slopes indicate clear mass segregation in both clusters at radii $`r<36R_{\mathrm{core}}`$ (de Grijs et al. 2002a,b). Within the uncertainties, we cannot claim that the slopes of the outer MFs in NGC 1805 and NGC 1818 are significantly different, which therefore implies that these clusters must have had very similar IMFs.

In Fig. 1a we show the dependence of the cluster core radius on the adopted magnitude (mass) range. For both clusters we clearly detect the effects of mass segregation for stars with masses $`\mathrm{log}(m/M_{})>0.2`$ ($`m>1.6M_{}`$). It is also clear that stars with masses $`\mathrm{log}(m/M_{})>0.4(m>2.5M_{})`$ show a similar concentration, while a trend of increasing core radius with decreasing mass (increasing magnitude) is apparent for lower masses.

We estimate that the NGC 1818 cluster core is between $`530`$ crossing times old, so that dynamical mass segregation in its core should be well under way. By applying scaling laws to NGC 1805, we conclude that its core is likely $`<34`$ crossing times old. However, since strong mass segregation is observed out to $`6R_{\mathrm{core}}`$ and $`3R_{\mathrm{core}}`$ in NGC 1805 and NGC 1818, respectively, for stellar masses in excess of $`2.5M_{}`$, it is most likely that significant primordial mass segregation was present in both clusters, particularly in NGC 1805 (cf. Fig. 1b).

## References

de Grijs, R., Johnson, R.A., Gilmore, G.F., Frayn, C.M. 2002, MNRAS, 331, 228

de Grijs, R., Gilmore, G.F., Johnson, R.A., Mackey, A.D. 2002, MNRAS, 331, 245


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# Polarimetric observations of GRB 011211Based on observations made with ESO telescopes at the Paranal Observatories under programme Id 68.D-0064.

## 1 Introduction

It is now generally believed that the afterglow ubiquitously observed in GRBs is produced by synchrotron radiation (see, e.g., Piran Pi99 (1999)) as a beamed relativistic fireball is decelerated by the impact with the ambient medium (Mészáros & Rees MR97 (1997)). This interpretation is confirmed by the observation of power-law decaying lightcurves (Wijers et al. WRM97 (1997)) showing a break at $`t1`$-30 days (Frail et al. Fr01 (2001)), of power-law spectral energy distributions (Wijers & Galama WG99 (1999); Panaitescu & Kumar PK01 (2001)) and of linear polarization (Covino et al. Co99 (1999); Wijers et al. Wi99 (1999); Rol et al. Rol00 (2000)).

The derivation of the fireball opening angle from the time of breaks in the afterglow lightcurves is crucial to derive the energy budget of GRBs (Frail et al. Fr01 (2001)). It is nevertheless a matter of open debate whether the breaks are due to collimation or to different hydrodynamical transitions (Moderski et al. Mo00 (2000); in ’t Zand et al. iZ01 (2001)). The presence of polarization, and in particular its evolution (Ghisellini & Lazzati GL99 (1999), hereafter GL99; Sari Sari99 (1999)) is an alternative and unbiased way to prove that the fireball is beamed and allows to constrain the orientation of the jet with respect to the line of sight to the observer (GL99; Björnsson & Lindfors BL00 (2000)).

Before the observation presented here, 4 GRBs have been observed in polarimetric mode at various wavelengths, yielding two positive measurements and two upper limits. The first measurement was performed on the afterglow of GRB 990123 in the $`R`$ band, yielding an upper limit $`P<2.3\%`$ ($`95\%`$ confidence level, Hjorth et al. Hj99 (1999)). The first detection of linear polarization was obtained by Covino et al. (Co99 (1999)) on GRB 990510. Observations in the $`R`$ band at $`t18.5`$ hours after the burst yielded $`P=(1.7\pm 0.2)\%`$. The detection was confirmed by Wijers et al. (Wi99 (1999)), who obtained $`P=(1.6\pm 0.2)\%`$ at $`t20`$ hours, a value consistent with that of Covino et al. (Co99 (1999)). Multiple measurements of polarization at three different epochs were performed on GRB 990712 (Rol et al. Rol00 (2000)). While the position angle did not vary significantly (but the data are also consistent with a 45 variation), a marginal detection of fluctuation of the polarized fraction was obtained, the second measurement ($`P=(1.2\pm 0.4)\%`$ at $`t16.7`$ hours) being smaller than the other two ($`P=(2.9\pm 0.4)\%`$ and $`P=(2.2\pm 0.7)\%`$ at $`t10.6`$ hours and $`t34.7`$ hours, respectively). Finally, an attempt to measure near infrared (NIR) polarization in the afterglow of GRB 000301C yielded only a weak $`P<30\%`$ constraint111Several other attempts to measure linear polarization of afterglows in the NIR were performed by the same collaboration, but it turned out that for all these bursts an optical–IR afterglow was not detected. (Stecklum et al. St01 (2001)).

As a general rule, some degree of asymmetry is necessary in order to observe polarization. Two general models have been proposed to explain some degree of linear polarization in the framework of synchrotron emission. Gruzinov & Waxman (GW99 (1999)) discuss how ordered magnetic field domains can diffuse in the fireball, predicting $`P10\%`$. GL99 (and, independently, Sari Sari99 (1999)) considered a geometrical setup in which a beamed fireball observed slightly off-axis provides the necessary degree of anisotropy (see also Sect. 3). Variable polarization up to $`10\%`$ is predicted.

## 2 Data and analysis

GRB 011211 was detected by BeppoSAX on Dec. 11, 19:09:21 UT and initially classified as part of the X–ray rich class (Gandolfi Ga01 (2001)). Refined analysis (Frontera et al. Fr02 (2002)) showed that it was actually a standard GRB. The optical afterglow was discovered after 10 hours (Grav et al. Gr01 (2001)) and confirmed by Bloom & Berger (BB01 (2001)).

Our observations of GRB 011211 were obtained at ESO’s VLT–UT3 (Melipal), equipped with the Focal Reducer/low dispersion Spectrometer (FORS) and Bessel filter $`R`$. The OT associated with GRB 011211 was observed for $`3`$ hours, starting $`35`$ hours after the burst, when the $`V`$\- and $`R`$-band magnitudes were $`21.70\pm 0.06`$ and $`21.43\pm 0.1`$, with respect to the USNO star U0675\_11427359 (Covino et al. Co02 (2002), Henden He02 (2002)). Observations were performed in standard resolution mode with a scale of $`0.2\mathrm{}`$/pixel (Fig. 1); the seeing varied from $`1.4\mathrm{}`$ at the beginning to $`0.7\mathrm{}`$ at the end. The observation log is reported in Table 1.

Imaging polarimetry is achieved by the use of a Wollaston prism splitting the image of each object in the field into the two orthogonal polarization components which appear in adjacent areas of the CCD image. For each position angle $`\varphi /2`$ of the half–wave plate rotator, we obtain two simultaneous images of cross-polarization, at angles $`\varphi `$ and $`\varphi +90^{}`$.

Relative photometry with respect to all the stars in the field was performed and each couple of simultaneous measurements at orthogonal angles was used to compute the $`U`$ and $`Q`$ Stokes parameters. This technique removes any difference between the two optical paths (ordinary and extraordinary rays) and the polarization component introduced by Galactic interstellar grains along the line of sight. Moreover, since the Stokes parameters are directly derived from the source intensity ratio between the ordinary and extraordinary beams which are recorded simultaneously, they are not influenced by intensity variations of the source, provided that the polarization remained constant during the exposure time. If the polarization has varied, what is obtained is the average of the Stokes parameters during the measurement (for further details on the reduction algorithm applied to data obtained with a dual–beam instruments like the FORS1 see e.g. Cohen et al. CVO97 (1997) and di Serego Alighieri dS97 (1997)).

With the same procedure, we observed also one polarimetric standard star, Vela1 95, in order to fix the offset between the polarization and the instrumental angles.

The data reduction was carried out with the ESO-MIDAS (version 01SEP) system. After bias subtraction, non–uniformities were corrected using flat-fields obtained with the Wollaston prism. The flux of each point source in the field of view was derived by means of both aperture and profile fitting photometry by the DAOPHOT II package (Stetson St87 (1987)), as implemented in MIDAS. For relatively isolated stars the two techniques differ only by a few parts in a thousand.

In Fig. 2 we plot on the plane defined by the normalized Stokes parameters $`Q`$ and $`U`$ the results of the polarization measurements performed for the optical transient and for most of the stars in the field of view. The average polarization of the stars is consistent with zero: $`Q=0.0015\pm 0.0008`$ and $`U=0.0007\pm 0.0007`$. The normalized polarization Stokes parameters for the optical transient are $`Q=0.0101\pm 0.0058`$ and $`U=0.0018\pm 0.0055`$. The formal degree of polarization could in principle be obtained from the measurements of $`Q`$ and $`U`$ ($`P=\sqrt{U^2+Q^2}`$) after correcting for the instrumental or local interstellar polarization ($`Q`$ and $`U`$). However, for very low level of polarization ($`P/\sigma 4`$), a correction which takes into account the bias due to the fact that $`P`$ is a definite positive quantity (Wardle & Kronberg WK74 (1974)) is required. At low polarization level, the distribution function of $`P`$ (and of $`\theta `$, the polarization angle) are no longer normal and that of $`P`$ becomes skewed (Clarke et al. Cl83 (1983), Simmons & Stewart SS85 (1985), Fosbury et al. Fo93 (1993)). We therefore corrected the bias following Simmons & Stewart (SS85 (1985)) and derived a 3-$`\sigma `$ upper limit of $`2.7\%`$ ($`2.0\%`$ at $`95\%`$ confidence level) for the polarization degree of the optical transient of GRB 011211. Monte Carlo simulations confirmed the reported upper limits222In Covino et al. (Co02 (2002)) we reported a preliminary 3-$`\sigma `$ upper limit slightly lower: $`2.5\%`$..

## 3 Modeling

Linear polarization measurements have been performed, to date, in 5 afterglows. Even though theoretical models predict that the degree of the polarization can be as high as $`10\%`$ (Gruzinov & Waxman GW99 (1999); GL99; Sari Sari99 (1999)), the afterglows seem to show only a few per cent of polarization, if any.

In the model of Gruzinov & Waxman (GW99 (1999)), a smaller polarization can be explained by increasing the number of ordered magnetic field domains $`N_{\mathrm{dom}}`$, since $`P60/\sqrt{N_{\mathrm{dom}}}`$. In the beamed fireball model, the polarization is due to the geometric asymmetry provided by a beamed fireball observed off-axis. The degree of polarization depends on the ratio of the angle between the line of sight and the cone axis ($`\theta _o`$) to the opening angle of the jet ($`\theta _c`$). In addition, the degree of linear polarization is time dependent, with two separate peaks (the first always smaller than the second) spaced by a moment of null polarization. In this moment the position angle of the polarization vector abruptly changes by $`90^{}`$. The expected degree of polarization can then be computed by constraining the fireball geometry. In Fig. 3 we show the predictions of the model as a function of the ratio $`\theta _o/\theta _c`$ and of the ratio $`t/t_{\mathrm{B},0}`$, where $`t`$ is the observed time and $`t_{\mathrm{B},0}`$ is the break time that an observer at $`\theta _o=0`$ would measure in the lightcurve. Note that in the original Fig. 4 of GL99, the polarization was shown as a function of the inverse of the Lorentz factor. Since, however, both the break time and the linear polarization are functions of the geometrical properties of the jet only, the observed polarization is a function of $`t/t_{\mathrm{B},0}`$, without loss of generality (Sari Sari99 (1999)).

Holland et al. (Ho02 (2002)) claim the detection of a break in the optical lightcurve of GRB 011211 at $`1.5<t<2.7`$ days; this is confirmed also by later measurements at $`t10`$ d (Burud et al. Bu01 (2001); Fox et al. Fox02 (2002)). If such break is indeed due to collimation in the outflow, our polarimetric observation was performed at $`0.5<t/t_{\mathrm{B},0}1`$. The upper limit is shown with a grey arrow in Fig. 3. Our upper limit is then consistent with the model prediction for $`\theta _o<0.67\theta _c`$. Since half of the random oriented observers satisfy this constraint, our upper limit is fully consistent with the theory of jetted fireballs.

However, the analysis of the broad-band spectrum taken on Dec. 12.3 ($`1`$ day before our polarization measurement), including data in the optical (Holland et al. Ho02 (2002)) and X–ray bands (Reeves et al. Re02 (2002); Borozdin & Trudolyubov BT02 (2002)), requires the presence of a spectral break at about $`\nu _\mathrm{b}10^{15}`$ Hz, very close to the optical band (Fig. 4). In the context of the standard synchrotron model (Sari, Piran & Narayan, SNP98 (1998)), this can be interpreted either as the injection frequency (in the fast cooling regime) or the cooling frequency (in the slow cooling regime). In the first case, the low-energy spectral index should be $`\alpha _\mathrm{o}=0.5`$, consistent with the observed value $`0.6\pm 0.15`$, while in the second case the difference between the high- and low-energy slopes should be $`\alpha _\mathrm{X}\alpha _\mathrm{o}=0.5`$, also consistent with the observed one $`0.53\pm 0.15`$. Most afterglow models predict that $`\nu _\mathrm{b}`$ should decrease with time, yielding a chromatic break in the lightcurve, expected soon after Dec. 12.3. The time needed for $`\nu _\mathrm{b}`$ to pass through the optical band is $`1`$ d, and the lightcurve is not sampled enough to discriminate between the chromatic and achromatic case. The case for a chromatic break receives some support from the analysis of the temporal behaviour of the afterglow. In fact, the observed flux decreases with time, following the power-law trend $`F_\nu t^{\delta _\nu }`$, where $`\delta _\mathrm{o}=0.83\pm 0.04`$ in the optical band and $`\delta _\mathrm{X}=1.6\pm 0.1`$ in the X–ray band (Holland et al. Ho02 (2002); Borozdin & Trudolyubov BT02 (2002)). The change in the decay slope after the passage of $`\nu _\mathrm{b}`$ through the optical band is hence predicted to be $`\mathrm{\Delta }=\delta _\mathrm{X}\delta _\mathrm{o}=0.77\pm 0.1`$, fully consistent with the value observed by Holland et al. (Ho02 (2002)): $`\mathrm{\Delta }_{\mathrm{obs}}0.6`$.

We can derive a second estimate for the jet break time using the energy vs break time correlation (Frail et al. Fr01 (2001)). Using Fig. 3 of Bloom, Frail & Sari (BFS01 (2001)), we derive a bolometric isotropic energy $`E_{\mathrm{iso},\mathrm{bol}}10^{53}`$ erg from the (40-700) keV energy release $`E_{\mathrm{iso}}6\times 10^{52}`$ erg (Frontera et al. Fr02 (2002)). We can then estimate the expected jet–break time, which turns out to be (allowing for a factor of two uncertainty in the beaming-corrected total energy), $`3<t_\mathrm{B}<18`$ d. This time is therefore much later than the time $`t_{\mathrm{pol}}1.5`$ d at which the polarization measurement was performed. This estimate of jet-break time, converted into $`t/t_{\mathrm{B},0}`$, is shown by the black arrow in Fig. 3. This figure shows that the polarization measurement was probably performed when the polarized fraction was at its minimum for possibly all the fireball configurations.

## 4 Conclusions

We have observed in polarimetric mode the optical afterglow of GRB 011211; our result is a 3-$`\sigma `$ upper limit of $`P<2.7\%`$. This is consistent with previous measurements performed on other GRBs. Unfortunately a clear achromatic jet break is not observed in the burst lightcurve, and this does not allow us to perform a clear comparison with the currently favored theoretical models for the production of polarization in beamed fireballs. We can nevertheless deduce that, if the ratio of the observing angle to the jet opening angle was less than 2/3, our measurement would be consistent with the models. This result holds true if a break was present at $`t2`$ days (Holland et al. Ho02 (2002)) or if it was at a much later time.

###### Acknowledgements.

We thank the anonymous referee for her/his prompt reply and detailed reading of our manuscript.


text:
# Permutation-Symmetric Multicritical Points in Random Antiferromagnetic Spin Chains.

\[

## Abstract

The low-energy properties of a system at a critical point may have additional symmetries not present in the microscopic Hamiltonian. This letter presents the theory of a class of multicritical points that provide an interesting example of this in the phase diagrams of random antiferromagnetic spin chains. One case provides an analytic theory of the quantum critical point in the random spin-3/2 chain, studied in recent work by Refael, Kehrein and Fisher (cond-mat/0111295).

\]

Many of the interesting but poorly understood systems of interest to current condensed-matter physics research are quantum many-body systems with both strong quenched randomness and strong interactions. One class of such systems where there are some experimental results  and significant theoretical progress has been possible  is antiferromagnetic Heisenberg spin chains. Much of the physics of these systems is captured by the model Hamiltonian

$$=\underset{i}{}J_i\stackrel{}{S}_i\stackrel{}{S}_{i+1},$$
(1)
where the operator $`\stackrel{}{S}_i`$ represents a spin-$`S`$ at site $`i`$ of a linear chain. The nearest-neighbor exchanges $`J_i`$ are all positive, may be random, and may have an imposed “dimerization” $`\delta `$:

$$J_i=J[1+\delta (1)^i]\mathrm{exp}(R\eta _i),$$
(2)
where $`R`$ measures the strength of the randomness and the $`\eta _i`$ are random numbers drawn from a distribution with mean zero, variance one, and all moments finite.

This simple-looking Hamiltonian encodes a variety of low-energy behaviors depending upon the dimerization $`\delta `$, the randomness $`R`$, and the value of the spin $`S`$. For example, for $`S=1`$, the undimerized chain ($`\delta =0`$) has a quantum critical point at some intermediate value of $`R`$ that separates low-disorder Haldane and high-disorder Random Singlet (RS) ground states ; this point is a multicritical point in the $`R`$-$`\delta `$ plane at which three phases meet . In recent work, a related transition between low and high disorder RS states was also seen numerically in undimerized $`S=3/2`$ chains . Here we examine these critical points in a larger context, showing that they are but two members of a countably-infinite class of random multicritical points. The low energy statistical properties of these special points exhibit the symmetry of the permutations of $`N`$ identical objects, $`𝒮_N`$, although for $`N>2`$ this is not a symmetry of the system’s bare Hamiltonian.

To proceed, we describe the phases of the spin chain in the valence-bond picture  in which each spin-$`S`$ is represented by the fully symmetrized multiplet of $`2S`$ spin-$`1/2`$’s. The system’s ground state has total spin zero (modulo end effects), so each such spin-$`1/2`$ forms a singlet (a valence bond) with a spin-$`1/2`$ on a neighboring site. Thus, we can classify a ground state by how many such valence bonds are formed across the even links of the lattice: call this number $`\sigma `$. Since each spin-$`S`$ must participate in $`2S`$ valence bonds, there must be $`(2S\sigma )`$ valence bonds across the odd links. We will denote this valence-bond solid (VBS) ground-state as being in the ($`\sigma `$,$`2S\sigma `$) phase, or, more compactly, the $`\sigma `$ phase. For spin-$`S`$, there are (2S+1) such phases, and various phase transitions between them (some phase diagrams are shown in Fig 1). The VBS ansatz for the ground-state assumes that the valence bonds are all between nearest neighbors, which is not precisely correct even at $`R=0`$. But there are indeed $`2S+1`$ topologically distinct possibilities for the phases to which the real ground state can belong. As suggested by the valence-bond description, these are distinguished by the properties of a chain end: For a chain in the $`\sigma `$ phase, if an even bond in an infinite chain is removed, the two resulting semi-infinite chains have ground states that contain free spin-($`\sigma /2`$)’s localized near their ends.

The phase diagrams in the $`R`$-$`\delta `$ plane are simple for zero or small $`R`$: At $`R=0`$, all the phases (with $`\sigma =0,1,\mathrm{}2S`$) can be accessed by sweeping $`\delta `$ from -1 to +1, passing a succession of $`2S`$ critical points ; for integer $`S`$, the ($`S`$,$`S`$) phase that occurs around $`\delta =0`$ is the familiar Haldane phase , while for half-integer $`S`$, the critical point between $`\sigma =S\pm (1/2)`$ occurs at $`\delta =0`$. At $`R=0`$, the low-energy properties of critical points separating phases ($`\sigma `$,$`2S\sigma `$) and ($`\sigma +1`$,$`2S\sigma 1`$) arise from residual spin-1/2’s obtained by first forming $`\sigma `$ valence-bonds across the even links and $`2S\sigma 1`$ valence-bonds across the odd links. This leaves one unpaired spin-1/2 per site, and these spins behave as a (critical) spin-1/2 chain. Now, since the phases are gapped at $`R=0`$, they survive for small $`R`$ as well. Likewise, the critical points must extend to critical lines at $`R0`$, with the same low-energy properties as the random-exchange spin-1/2 chain : Along these lines, the chain is in the Spin-1/2 Random Singlet (RS1/2) state. In this critical state, the residual spin-1/2 at any given site “pairs” into a singlet with one at some other site not necessarily close to it, with the randomness determining the pairing; this produces a glass of single valence-bonds with specific statistical properties at low energies .

The behavior in the opposite limit of strong-randomness is also readily understood. Due to the broad distribution of exchanges at large $`R`$, the value of $`S`$ is not crucial, and a spin-$`S`$ version (RSS) of the random singlet state obtains for $`\delta =0`$; at low energies, such a state is a glass of $`2S`$-fold valence-bonds with the same statistical properties as the RS1/2 state. When $`\delta `$ is non-zero and (say) positive, the valence-bonds in the RSS state will have their left end-point more often on an even site than on an odd site, and the resulting state is in the ($`2S`$, $`0`$) phase. Thus, turning on $`\delta `$ in this regime drives the system into either the ($`2S`$, $`0`$) or ($`0`$, $`2S`$) phase, and the RSS state is the critical line separating these two phases.

Given this picture of the phase diagram in the two limiting cases, one is immediately led to the interesting possibility that all the RS1/2 critical lines meet the RSS line at a single point at intermediate $`R`$ and $`\delta =0`$, producing a multicritical point at which all $`2S+1`$ distinct phases of the spin-$`S`$ chain meet. Indeed, a general theory of such multicritical points $`𝒫_N`$ at which $`N`$ distinct phases meet forms the focus of the present Letter.

We begin by addressing the question of existence: Recent work  shows that the $`\delta =0`$ transition from the gapless Haldane (1,1) phase to a RS1 state in $`S=1`$ chains studied earlier  is such a multicritical point (with $`N=3`$), where all three phases of the system meet. In the recent RG study of the $`S=3/2`$ case with $`\delta =0`$, a single quantum phase transition between a RS1/2 state for small $`R`$ and a RS3/2 state for large $`R`$ was observed numerically . Our discussion above shows that this transition is actually a multicritical point (with $`N=4`$), at which all four distinct phases of a $`S=3/2`$ chain meet. For $`S=2`$ or higher spin, the $`N=2S+1`$ multicritical point is not generically present when one only varies $`R`$ and $`\delta `$, to locate it requires tuning other parameters. For $`S=2`$, in particular, the possible topologies of the $`R`$-$`\delta `$ phase diagram are shown in Fig 1.

Such multicritical points represent points at which the local ground state of the chain can be in any one of $`N`$ possible phases. Thus, we develop a theory for the low-energy physics of these points in terms of the domain structure of the chain. We begin with a low energy picture of the chain as being made up of a sequence of domains, each belonging to one of the $`N`$ possible phases of a spin-$`S`$ chain ($`N2S+1`$). Neighbouring domains are separated by domain walls. These domain walls each carry spin: The magnitude of the spin on a wall is given by the number of unpaired spin-1/2’s due to the difference of $`\sigma `$ across the wall. For two adjacent domains $`D_1`$ and $`D_2`$, with $`\sigma _1`$ and $`\sigma _2`$, as in Fig 2, the spin on the domain wall separating them has magnitude $`S_{12}=|\sigma _1\sigma _2|/2`$.

The low-energy properties of our chain are now controlled by the effective exchange couplings between neighboring domain-wall spins. In the absence of neighboring domain-walls, each domain-wall spin represents a zero-energy multiplet, with the spin localized near the wall. Neighboring domain-wall spins thus interact with an effective exchange $`J`$ that falls off rapidly with the domain length, and is consequently broadly distributed in magnitude (it can be of either sign). We allow each type of domain, $`\sigma `$, to have its own probability distribution for the length of the domain and thus the exchange across the domain. We thus have $`N`$ probability distributions $`P_\sigma (\beta |\mathrm{\Gamma })`$ for the corresponding log-couplings $`\beta \mathrm{ln}(\mathrm{\Omega }/|J|)0`$, where $`\mathrm{\Omega }`$ is the cutoff energy (the strongest exchange), and $`\mathrm{\Gamma }\mathrm{ln}(\mathrm{\Omega }_0/\mathrm{\Omega })`$ with $`\mathrm{\Omega }_0`$ a bare cutoff.

The signs of the exchanges $`J_i`$ in the domain picture are dictated by the domain sequence. Consider the configuration in Fig 2, assuming that $`J_2`$ is the strongest of the three exchanges shown. At energy below $`|J_2|`$ but above $`|J_1|`$ and $`|J_3|`$, it should be possible to describe the system by replacing $`S_{12}`$ and $`S_{23}`$ with a single effective spin $`S_{13}`$ whose value is determined by the ground-state multiplet of the two-spin Hamiltonian $`J_2\stackrel{}{S}_{12}\stackrel{}{S}_{23}`$. Consistency requires that this must be the same as eliminating $`D_2`$ and having a direct domain wall between $`D_1`$ and $`D_3`$ carrying spin $`S_{13}|\sigma _1\sigma _3|/2`$. For this to be true, $`J_2`$ must be antiferromagnetic (positive) if $`\sigma _1\sigma _2`$ and $`\sigma _3\sigma _2`$ are of the same sign, and ferromagnetic (negative) otherwise.

To proceed further, we need to specify the probabilities with which different domain sequences occur. We do this within a nearest-neighbor transfer matrix formalism. Thus we have a symmetric, purely off-diagonal $`N\times N`$ transfer matrix $`W_{\sigma \sigma ^{}}`$ which gives the relative weights for the two types of domains $`\sigma \sigma ^{}`$ to be present and adjacent to each other. We normalize $`W`$ to make its largest eigenvalue $`+1`$ (we denote the components of the corresponding normalized eigenvector as $`\sqrt{\rho _\sigma }`$). This guarantees that the ‘partition function’ (sum over all possible domain configurations) $`Z_L\mathrm{Tr}(W^L)`$ for a sequence of $`L`$ domains with periodic boundary conditions tends to unity as $`L\mathrm{}`$. The unconditional probability for a given segment, say $`\mathrm{}\mu _a\mu _b\mu _c\mathrm{}`$, to occur in the spatial sequence of domain-types is now given by modifying the expression for $`Z`$ by introducing appropriate projection operators $`\mathrm{\Pi }_{\sigma \sigma ^{}}^\mu \delta _{\sigma \sigma ^{}}\delta _{\sigma \mu }`$ at the corresponding places in the product of $`W`$’s, yielding the expression $`\mathrm{Tr}(\mathrm{}W\mathrm{\Pi }^{\mu _a}W\mathrm{\Pi }^{\mu _b}W\mathrm{\Pi }^{\mu _c}W\mathrm{})`$. Thus, the probability of the $`k^{\mathrm{th}}`$ domain being type $`\mu `$ is $`\rho _\mu `$, that of the $`k^{\mathrm{th}}`$ domain being type $`\mu `$ and the $`(k+1)^{\mathrm{th}}`$ being type $`\nu `$ is $`\sqrt{\rho _\mu \rho _\nu }W_{\mu \nu }`$, etc. (for $`L\mathrm{}`$).

Given the broad probability distributions $`P_\sigma `$ of the log-couplings $`\beta `$ in our domain model, we can analyze the low energy properties using a strong-disorder RG approach that eliminates, at each step, all excited states of the strongest-coupled pair of remaining domain-wall spins . For our domain-wall model, the RG action is rather simple, and in this strongly random limit does not generate any correlations between domains beyond those given by the nearest-neighbor transfer matrix $`W`$: Consider Fig 2 and let $`J_2`$ be the strongest bond. At each step, this RG “integrates out” the domain (in this case $`D_2`$) straddled by the strongest coupling: If $`\sigma _1\sigma _3`$, $`D_2`$ is eliminated, a direct domain-wall between $`D_1`$ and $`D_3`$ is formed, and the signs, but not the magnitudes, of $`J_1`$ and $`J_3`$ are altered (if necessary) to conform to the requirements of the sign-rule for this new configuration. If $`\sigma _1=\sigma _3`$, $`D_2`$ is eliminated and $`D_1`$ and $`D_3`$ are merged together into one domain. This merged domain is straddled by a renormalized coupling of magnitude $`|J_{13}|=|J_1J_3/J_2|`$ and sign determined by our sign-rule. A little book-keeping yields the RG flow equations corresponding to this procedure:

$`{\displaystyle \frac{dW_{\sigma \sigma ^{}}}{d\mathrm{\Gamma }}}`$ $`=`$ $`V_{\sigma \sigma ^{}}{\displaystyle \frac{W_{\sigma \sigma ^{}}}{2}}[P_\sigma ^0+P_\sigma ^{}^0V_{\sigma \sigma }V_{\sigma ^{}\sigma ^{}}],`$ (4)
$`{\displaystyle \frac{P_\sigma }{\mathrm{\Gamma }}}={\displaystyle \frac{P}{\beta }}+P_\sigma ^0P_\sigma (\beta |\mathrm{\Gamma })+V_{\sigma \sigma }(P_\sigma P_\sigma P_\sigma ),`$
$`{\displaystyle \frac{dL}{d\mathrm{\Gamma }}}`$ $`=`$ $`L[\rho P^0+Y],`$ (5)
where $`V_{\alpha \beta }_\mu W_{\alpha \mu }P_\mu ^0W_{\mu \beta }`$, $`P_\mu ^0P_\mu (0|\mathrm{\Gamma })`$, $`P_\sigma P_\sigma 𝑑\beta _1𝑑\beta _2P_\sigma (\beta _1|\mathrm{\Gamma })P_\sigma (\beta _2|\mathrm{\Gamma })\delta (\beta \beta _1\beta _2)`$, $`Y=_\nu \rho _\nu V_{\nu \nu }`$, $`\rho P^0=_\mu \rho _\mu P_\mu ^0`$ and the sums run over the labels of the $`N`$ domain types. Moreover, the flow of $`W`$ also induces a change in $`\rho `$:

$`{\displaystyle \frac{d\rho _\sigma }{d\mathrm{\Gamma }}}`$ $`=`$ $`\rho _\sigma (P_\sigma ^0+V_{\sigma \sigma }\rho P^0Y).`$ (6)
We turn now to a fixed point analysis of these RG equations. The multicritical point $`𝒫_N`$ is controlled by a fixed point with $`𝒮_N`$ statistical symmetry corresponding to freely interchanging between the $`N`$ phases that meet at this point. This fixed point has $`W_{\mu \nu }=1/(N1)\mu \nu `$, $`P_\mu (\beta |\mathrm{\Gamma })=(N1)e^{(N1)\beta /\mathrm{\Gamma }}/\mathrm{\Gamma }\mu `$, and $`\rho _\mu =1/N\mu `$. Also, the number of domains decreases with the cutoff as $`L(\mathrm{\Gamma })=L(0)/\mathrm{\Gamma }^{1/\psi _N}`$, with the exponent $`\psi _N1/N`$. Thus, all $`N`$ domain types are equally likely at this fixed point, with any two types of domains equally likely to be adjacent to each other. The fractions $`p_s`$ of the domain walls in the low-energy effective Hamiltonian that have spin-s follow simply from this. In the $`S=3/2`$, $`N=4`$ case, we predict $`1/\psi _4=4`$, $`p_{1/2}=1/2`$, $`p_1=1/3`$ and $`p_{3/2}=1/6`$; the numerical estimates of  are in reasonable agreement with these results. \[The low-temperature specific heat and susceptibility at the critical point are completely determined  by $`\psi `$ and $`p_s`$.\]

To get information on off-critical scaling properties, we need to analyze small perturbations about this $`𝒫_N`$ fixed point. Fortunately, the $`𝒮_N`$ symmetry imposes enough structure on the linearized flows to allow a full calculation of all RG eigenvalues $`\lambda `$ which govern the $`\mathrm{\Gamma }^\lambda `$ growth or decay of the corresponding eigen-perturbations: There are only $`N1`$ relevant eigenvectors, all having eigenvalue $`\lambda _N^+(\sqrt{4N+1}1)/2`$. Since one has to tune $`N1`$ ‘knobs’ in general to get $`N`$ phases to all be ‘degenerate’, this coincides with the minimal possible number of relevant directions at a $`N`$-fold multicritical point—thus, this $`𝒮_N`$ fixed point governs all such strongly-random $`N`$-fold multicritical points. \[In contrast, usual (non-random) multicritical points in Landau theory or in two-dimensions do not generically have $`𝒮_N`$ low-energy symmetry. For example, at the critical fixed point of the two-dimensional three-state Potts model, there are four relevant modes, two of which produce flows to generic tricritical points that do not have the $`𝒮_3`$ symmetry of the Potts model.\] The relevant eigenvectors can be chosen to correspond to perturbations which make only one of the $`N`$ phases fall out of favour, thus reducing the symmetry from $`𝒮_N`$ to $`𝒮_{N1}`$. In addition we have one irrelevant eigenvector with eigenvalue $`1`$ (representing an additive shift in $`\mathrm{\Gamma }`$), for $`N>2`$ there are $`N1`$ irrelevant eigenvectors with eigenvalue $`(\sqrt{4N+1}+1)/2`$, and for $`N>3`$ there are $`N(N3)/2`$ irrelevant eigenvectors with eigenvalue $`N`$. \[We also expect  other ‘infinitely’ irrelevant perturbations, i.e. decaying exponentially with $`\mathrm{\Gamma }`$—these are not considered here.\]

In the $`S=3/2`$, $`N=4`$ case, we thus predict a relevant eigenvalue of $`\lambda _4^+=(\sqrt{17}1)/2`$, and a correlation length exponent $`\nu 1/\lambda _4^+\psi _42.56`$ (note that the numerical estimate of  differs significantly from this prediction, probably due to slow transients or finite-size effects). Deviations from $`𝒫_4`$ in the $`R`$-$`\delta `$ plane contain linear combinations of the three relevant perturbations. The fact that the RG eigenvalues are all the same means that the phase boundaries come in linearly at $`𝒫_4`$. The slope of two of the four phase boundaries is fixed by noting that any phase boundary between phases related by the $`\delta \delta `$ symmetry of the problem (corresponding to an interchange of even and odd sites) must lie on the $`R`$ axis. The same symmetry forces the the remaining two to be reflections of one another about the $`R`$ axis. To fix their slopes, consider one of them, say the (2,1) to (3,0) phase boundary: These two phases are degenerate here, but the other two have higher energy. A positive $`\delta `$ lowers the energy of both phases (since they have more singlets on the even bonds than on the odd bonds), with the energy of the (3,0) phase lowered more than that of the (2,1) phase. Decreasing $`R`$, on the other hand, lowers the energy of the (2,1) phase relative to the (3,0) phase. Thus, these two phases will remain degenerate if $`R`$ is decreased with increasing $`\delta `$, and this phase boundary must leave $`𝒫_4`$ with a negative slope (see Fig. 1).

The above RG equations also admit fixed points of lower symmetry $`𝒮_M`$ (with $`M<N`$) at which domains of $`M`$ phases each occur with equal probability, and other domain-types do not occur at low energy. These fixed points govern locii of multicritical points $`𝒫_M`$ at which $`M`$ of the phases meet. Two examples of such locii are the RS1/2 and RS3/2 lines in the $`R`$-$`\delta `$ phase diagram of $`S=3/2`$ chains (these have $`M=2`$). Other examples (with $`M=3`$) include the points $`𝒫_3`$ in the $`R`$-$`\delta `$ phase diagram (see Fig 1) of $`S=2`$ chains—these have the same exponents as the point $`𝒫_3`$ of $`S=1`$ chains. In addition to these lower-order multicritical points, the RG equations also admit ‘Griffiths’ fixed points, which describe the continuously varying power-law singularities within the individual phases .

Turning to $`S>3/2`$, it is now clear that the generic phase diagram in the $`R`$-$`\delta `$ plane for $`S=2`$ will look like one of the two insets shown in Fig 1, with the putative $`𝒮_5`$ symmetric point $`𝒫_5`$ splitting into lower-order multicritical points as shown. All five phases of the $`S=2`$ chain will only meet at $`𝒫_5`$ upon fine-tuning some additional parameter in the model (such as nearest-neighbor interactions more general than simply the exchange $`\stackrel{}{S}_i\stackrel{}{S}_{i+1}`$). Similar considerations also rule out the generic occurrence of such maximally symmetric multicritical points in the $`R`$-$`\delta `$ plane for all $`S>2`$.

Finally, we note that the basic structure of the domain-wall model used here can also be motivated from a more microscopic argument with (1) as the starting point. Consider treating (1) for arbitrary $`S`$ with a generalization of the approximate extended Ma-Dasgupta-Hu RG approach . \[For general $`S`$, the procedure eliminates all excited states of the most strongly coupled pair of spins if this coupling is ferromagnetic, while taking care to eliminate only the highest excited state if it is antiferromagnetic; the RG rules for signs and magnitudes of couplings are as in Ref .\] Assign the formal domain label $`\sigma =0`$ ($`\sigma =2S`$) to every even (odd) bond of the unrenormalized Hamiltonian (1). Eqn (1) with this labeling is consistent with the rules for domain-wall spins and signs of couplings in our domain-wall model; we can therefore formally think of each $`J`$ of (1) as straddling a domain of the corresponding type. Now, if the renormalized Hamiltonian and choice of labels at a given stage of the RG is consistent with this domain interpretation, it is possible to relabel the couplings after each RG step to preserve this property: Let $`J_2S_{12}S_{23}`$ in Fig 2 be the term with the largest gap between lowest and highest energy states. If $`J_2>0`$, and neither $`S_{12}`$ nor $`S_{23}`$ are spin-1/2, change $`\sigma _2`$ to $`\sigma _2+(\sigma _1\sigma _2)/|\sigma _1\sigma _2|`$ after the next RG step (which reduces both $`S_{12}`$ and $`S_{23}`$ by $`1/2`$). If $`J_2>0`$ and $`S_{12}=S_{23}=1/2`$, attach the common label of $`J_1`$ and $`J_3`$ to the new coupling $`\stackrel{~}{J}_{13}`$ that reaches across them after the next step (which puts them into a singlet state). In all other cases, there is no need to relabel any of the couplings that remain after the next step. Although this RG procedure is approximate, it is expected to be qualitatively accurate for low-energy properties , and the formal device above thus provides an alternative route to our domain model.

We acknowledge useful discussions with I. Affleck, D. S. Fisher and G. Refael, and the support of NSF-DMR grants 9981283, 9714725, & 9976621 (KD), and 9802468 (DAH).