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# MORIOND QCD 2002: THEORETICAL SUMMARY

## 1 Preface

During this conference we heard many impressive talks on a vast variety of subjects. Although QCD is a mature field, very significant progress is still being made. Understanding QCD is not just an academic challenge but impacts on almost all aspects of high-energy physics. In particular, it is a prerequisite for precise measurements of many Standard Model parameters, such as the gauge couplings $`\alpha _s`$ and $`\alpha `$, fermion and boson masses, flavor-changing couplings, and the CP-violating phase of the CKM matrix. Understanding QCD is also important for searches for physics beyond the Standard Model, both via the direct production of new particles and using precision measurements at low energy. Last but not least, QCD is our playground for exploring strongly coupled gauge theories; lessons learned here will help in understanding other strongly coupled theories (i.e., almost any New Physics model, perhaps even gravity).

In this talk I will focus on three sectors of QCD research: core QCD (pQCD, resummation, power corrections, factorization), multi-body problems in QCD (saturation, unitarization, heavy ions), and searches for New Physics and CP violation. Rather than repeating all 39 theory talks of this conference, I will try to put things in perspective and focus on a few recent developments. I apologize to all those whose interesting contributions are only briefly mentioned here because of space (time) limitations.

## 2 Hard-Core QCD (rated R)

Precise calculations of physical cross sections in QCD pose several theoretical challenges. Recently, significant progress has been made on various fronts, pushing the limits of what is state-of-the-art to a new level of sophistication. Research in this area has focused on three directions: multi-loop amplitudes, resummation of large logarithms, and non-perturbative power corrections. Although rather different in their technicalities, these three major directions go together and form the basis of most precision calculations in QCD, as indicated in Figure 1.

### 2.1 Scattering Amplitudes Beyond Leading Order

Controlling the scale dependence (and, more generally, the dependence on the choice of the renormalization scheme) in the prediction for a QCD amplitude requires that the calculations be performed beyond the leading order. This requires exact multi-loop calculations of Feynman diagrams. There has been impressive progress in recent years in the calculation of multi-parton scattering amplitudes at next-to-leading order (NLO) and beyond. Examples include jets in $`e^+e^{}`$ and hadron collisions, Higgs production, Drell–Yan production, etc. The challenges faced in such calculations were discussed by Oleari. They are the evaluation of (many) two-loop diagrams, the need for next-to-next-to-leading order (NNLO) splitting functions, the handling of real emissions (soft and collinear cancellations), and finally the implementation of hadronization effects using Monte Carlo generators, also discussed by Weinzierl.

An important example of a NNLO calculation is the inclusive Higgs production at hadron colliders, which was reviewed by Kilgore and Grazzini. The cross section for this process increases strongly when going from leading to NLO, and so a NNLO calculation is required to see whether or not a reliable prediction can be obtained. Such a NNLO calculation becomes feasible after introducing an effective vertex for the $`Hgg`$ coupling (with the top loop integrated out). The result shows that perturbation theory converges better than expected based on previously available partial resummations. Fortunately, it appears that there is now a reliable prediction for this important discovery process.

### 2.2 Resummations

While exact multi-loop calculations are indispensable for obtaining precise predictions, in many cases they are insufficient due to the presence of widely separated mass scales. Such scales typically arise when experimental cuts restrict phase space, or when heavy particles are involved. Physical quantities are infrared safe, but large logarithms can arise as a result of incomplete infrared cancellations near phase-space boundaries. Such logarithms lead to a breakdown of fixed-order perturbation theory, making it necessary to resum an infinite number of terms in the perturbation series. While the leading double logarithms are under good control, Salam pointed out that the resummation of the NLO single logarithms still poses significant theoretical challenges. As an example he discussed so-called “non-global” observables, which measure gluon emission only in part of the event. In this case the approximation of independent emissions implies suppression only of primary emissions in the current hemisphere. But for a correct resummation of single logarithms one must also suppress energy-ordered large-angle secondary emissions. Accounting for the non-global logarithms thus needs a change of philosophy.

A semi-numerical method for the computation of single-logarithmic effects due to multiple gluon radiation was suggested by Zanderighi, who presented new predictions for several event-shape distributions (thrust major, oblateness, 3-jet resolution). Novel effects can also arise from the interplay of different types of logarithms. Kulesza explained how the simultaneous resummation of recoil and threshold logarithms in electroweak boson production leads to an interplay of Sudakov suppression and enhancement.

### 2.3 Power Corrections

Unfortunately, physics doesn’t stop with partons, and the presence of hadronization effects complicates our understanding of QCD observables, as indicated in Figure 2. This is what adds the spice to the life of QCD phenomenologists.

There are contributions to scattering amplitudes not seen at any (finite) order in perturbation theory. Such non-perturbative effects are often power suppressed by a large scale $`(\mathrm{\Lambda }/Q)^n`$. In simple cases, they can be included using the operator product expansion (OPE), which provides a systematic parameterization of power corrections in terms of matrix elements of local operators. Examples include moments of structure functions discussed by Alekhin, and a gauge-dependent $`A^2/Q^2`$ correction in lattice determinations of $`\alpha _s`$ mentioned by Quintero, which is a lattice artifact that must be subtracted before taking the continuum limit.

There is evidence for an interplay of perturbative terms and power corrections in the sense that often power corrections are found to diminish if higher-order perturbative corrections are included. In general, however, power corrections cannot be made arbitrarily small, and an estimate of their effects is often the limiting factor in theoretical predictions. Much effort is currently being devoted to more systematic studies of power corrections in cases where no local OPE can be applied. For many years, the method of choice was based on the renormalon calculus, by means of which one can study the renormalization-group mixing of (certain) terms of different power in $`1/Q`$. This method has been applied rather successfully to event shapes in $`e^+e^{}`$ annihilation, which as Marchesini reviewed can be fitted (within large errors) in terms of only two parameters: $`\alpha _s(M_Z)`$ and $`\alpha _0(\mu _I)`$. Both Marchesini and Salam stressed, however, that event shapes in deeply inelastic scattering (DIS) are not just a simple extension of $`e^+e^{}`$ but pose additional problems. For instance, the question about the universality (i.e., process independence) of the hadronic parameter $`\alpha _0(\mu _I)`$ arises. Another interesting application, presented by Qiu, employs the $`b`$-space method of Collins, Soper and Sterman to estimate the non-perturbative contribution to resummation formulae for heavy boson production, using a new extrapolation to the large-$`b`$ region.

More recently, significant progress has been made toward a systematic analysis of power corrections for observables that do not admit an expansion in local operators. Factorization theorems provide a separation of different energy scales (hard, collinear, soft, ultrasoft) to all orders of perturbation theory. Traditionally, they are derived by an analysis of Feynman diagrams using the method of regions. The example of factorization in heavy-quark fragmentation was discussed by Cacciari and Corcella. Another example (which I would have discussed if I had not been convinced to give the summary talk) is the QCD factorization approach to hadronic $`B`$-meson decays developed by Beneke, Buchalla, Sachrajda and myself. Alternatively, factorization theorems can be derived by constructing effective field theories for soft and collinear fields. Examples in the context of non-relativistic QCD were presented by Zhang and Vairo. Although not discussed at this conference, I consider the recent development of the soft-collinear effective theory by Bauer, Pirjol and Stewart a significant step forward. This theory has potential applications in many areas of QCD phenomenology. Another interesting development was presented by Gardi, who made the conjecture of a factorization formula for the moments of the structure function $`F_2(x,Q^2)`$, which is believed to be valid beyond leading power.

### 2.4 Other Topics

Let me finish this section by mentioning several other interesting talks, which were not related to perturbative QCD. Igi presented a new look at an old subject, the large-$`s`$ behavior of the $`\pi `$$`N`$ cross section, using finite-energy sum rules. Semi-classical quantization of effective string theories and Regge trajectories were studied in great detail by Baker. Tung presented a new generation of parton distribution functions, with uncertainties from the global QCD fit taken into account. New results on Fierz transformations and bosonization were discussed by Jäckel, while Arleo summarized constraints on quark energy loss from Drell–Yan data.

## 3 QCD in Many-Body Systems (rated PG-13)

While exact perturbative calculations are only possible for very simple processes involving few partons, new challenges are met when one attempts to understand the properties of hadronic, nuclear or quark matter.

### 3.1 Non-perturbative Effects on Structure Functions

Kulagin emphasized that the structure functions of nuclei are not simply multiples of nucleon structure functions, but that several novel effects must be taken into account. These are, in particular, the shadowing effect at small $`x`$, nuclear binding and off-shell corrections at intermediate $`x`$, and nuclear motion (Fermi motion) at large $`x`$. Constraints on nuclear gluon shadowing obtained from DIS data were pointed out by Salgado.

Liuti argued that, at large $`x`$ and low $`Q^2`$ ($`W^2<2.5`$ GeV2), structure functions can no longer be described by standard pQCD evolution, but instead exhibit significant scaling and duality violations. A “semi-hard” cluster mass distribution was introduced, describing the rescattering of the proton remnant ($`p\text{cluster}\text{partons}`$).

Very interesting effects occur at low $`x`$ and/or very large $`A`$, where saturation and unitarization corrections become important. As Iancu pointed out, parton distributions rise strongly at small $`x`$. A linear evolution à la BFKL or DGLAP can explain the rise but leads to inconsistencies such as violation of unitarity. At high density, non-linear effects should limit the growth.

Capella, Kaidalov, Ferreiro and Salgado have suggested a hybrid approach to DIS and diffraction, in which Regge theory is combined with pQCD. Properties of this model were discussed by Kaidalov and Ferreiro. Unitarity is restored by including multi-pomeron exchange. For instance, in $`ep`$ collisions the virtual photon dissociates into a $`(q\overline{q})`$ fluctuation, which for small transverse size is described by pQCD (color dipole), but for large size is described by Regge phenomenology. This model provides a good description of the HERA data for $`F_2(x,Q^2)`$.

An alternative approach discussed by Steffen links gluon saturation to unitarity in a model based on the functional integral approach, which relates the transition amplitude to correlation functions of Wilson loops. In that way a unified description of $`pp`$, $`\gamma ^{}p`$ and $`\gamma \gamma `$ reactions can be obtained.

### 3.2 The Color-Glass Condensate

A very interesting formal development discussed by Iancu, Itakura and Kharzeev is that of an effective theory, derived from QCD, for (very) high-density gluonic systems at (very) small $`x`$. Saturation occurs when the interaction probability becomes $`O(1)`$, i.e., for $`Q^2<Q_S^2(x)`$ with a saturation scale given by $`Q_S^2(x)=\alpha _sN_c(xG(x,Q^2)/\pi R_A^2)`$. A crucial observation, stressed by Iancu, is that $`Q_S^2(x)A^{1/3}x^{C\alpha _s}`$ with a coefficient $`C>0`$. It follows that the saturation scale becomes perturbative in the formal limit where $`A\mathrm{}`$ and/or $`x0`$. One then enters a semi-classical regime of weak coupling and large occupation numbers. The high-density gluons correspond to classical color fields in the effective theory, which are radiated by fast-moving partons. In other words, the fast partons are “frozen” in some random color configuration, which the authors have called a “color glass” (in analogy with spin glasses).

Some predictions of this theory have been discussed by Itakura. The gluon distribution in transverse phase space saturates for small $`k_{}`$ and falls off over a region $`Q_S<|k_{}|<Q_S^2/\mathrm{\Lambda }`$, yielding geometric scaling, i.e., $`\sigma _{\mathrm{tot}}^{\gamma ^{}p}(x,Q^2)f(Q^2R_0^2(x))`$. Scaling holds over a wide region $`0.045<Q^2<450`$ GeV2, since $`Q_S/\mathrm{\Lambda }5`$–20 is a large scale. Predictions for hadron production at RHIC (multiplicity and rapidity distributions) were presented by Kharzeev.

In the discussion sessions there was much controversy about the phenomenological applications of these ideas, mainly related to the fact that the shadowing corrections predicted by the color-glass theory are larger than those seen in the data. The question was raised whether this might be “a beautiful theory, which however fails when applied to present data”? Future will tell. In my opinion one cannot overemphasize the importance of having first-principles predictions in some limit of QCD, even if this limit is not so close to reality. Therefore, work on the color glass theory is certainly worth pursuing.

### 3.3 Chiral Phase Transition in $`\chi `$PT

The temperature dependence of the chiral condensate, the order parameter of chiral symmetry breaking, can be studied in chiral perturbation theory using the virial expansion and unitarization, as pointed out by Pelaez. He observes a “paramagnetic effect” (reduction of the critical temperature $`T_c`$ when going from $`n_f=2`$ to $`n_f=3`$ light flavors) and a “ferromagnetic effect” (reduction of $`T_c`$ for $`m_q0`$). These analytical results are consistent with lattice computations.

### 3.4 Other Topics

There were several other interesting presentations related to heavy-ion physics. Pierog discussed the role of screening corrections in numerical simulations. Baryon-number transfer was discussed by Shabelski, while Sousa presented predictions for the baryon and anti-baryon yields obtained in the dual parton model. Finally, Sarcevic presented detailed calculations of prompt photon production for RHIC and LHC.

## 4 QCD in Flavor Physics and New Physics Searches (rated General Audience)

The last few years have seen a revolution in $`B`$ physics. At this year’s spring conferences, BaBar and Belle (and CLEO) have presented yet another round of exciting results, such as updated precision measurements of $`\mathrm{sin}2\beta `$, measurements of mixing-induced and direct CP violation in $`B\pi ^+\pi ^{}`$ decays, measurements of (and limits on) direct CP asymmetries in several decay modes, updated results for rare charmless and radiative decays, and last but not least new precision determinations of the CKM matrix elements $`|V_{cb}|`$ and $`|V_{ub}|`$. This wealth of experimental information has triggered a steady improvement of the theoretical tools that allow us to interpret these data in terms of Standard Model parameters. This is non-trivial, because the physics of hadronic weak decays is to a large extent the physics of hadronic bound states.

### 4.1 Unitarity Triangle

The experimental knowledge about the smallest entries in the CKM matrix ($`V_{ub}`$ and $`V_{td}`$) can be summarized by displaying the unitarity relation $`V_{ub}^{}V_{ud}+V_{cb}^{}V_{cd}+V_{tb}^{}V_{td}=0`$ as a triangle in the complex $`(\overline{\rho },\overline{\eta })`$ plane. As is well known, CP violation results from $`\overline{\eta }0`$ and so corresponds to a non-vanishing area of the triangle. The so-called “standard constraints” on the apex of the unitarity triangle come from measurements of CP violation in $`K`$$`\overline{K}`$ mixing (parameter $`ϵ_K`$), $`|V_{ub}/V_{cb}|`$ in semileptonic decays of $`B`$ mesons, the neutral $`B`$-meson mass differences $`\mathrm{\Delta }m_{d,s}`$ in $`B_{d,s}`$$`\overline{B}_{d,s}`$ mixing, and $`\mathrm{sin}2\beta `$ in $`BJ/\psi K_S`$ decays. A summary of the resulting constraints is shown in the first plot in Figure 3. With the exception of the $`\mathrm{sin}2\beta `$ measurement, the standard analysis is limited by large theoretical uncertainties, which dominate the widths of the various bands in the figure. These uncertainties enter via the calculation of hadronic matrix elements.

With the new data of BaBar and Belle, it is possible to construct the unitarity triangle using novel methods based on charmless hadronic $`B`$ decays. They are afflicted by smaller hadronic uncertainties and hence provide powerful new tests of the Standard Model, which can complement the standard analysis. The resulting constraints on $`(\overline{\rho },\overline{\eta })`$ are independent of $`B`$$`\overline{B}`$ and $`K`$$`\overline{K}`$ mixing. They are in this sense orthogonal to the standard analysis. Specifically, one combines information from semileptonic $`B`$ decays, CP-averaged branching fractions in $`B^\pm (\pi K)^\pm `$ decays, and the time-dependent CP asymmetry in the decays $`B\pi ^+\pi ^{}`$. The result of such an analysis, using present data, is shown in the second plot in Figure 3.

There are four allowed regions, two of which remain if we use the information that the measured value of $`ϵ_K`$ requires a positive value of $`\overline{\eta }`$. One of these regions (dark shading) is close to the standard fit. This agreement is highly non-trivial, since with the exception of $`|V_{ub}|`$ none of the standard constraints are used in this construction. Interestingly, there is a second allowed region (light shading) which would be consistent with the constraint from $`ϵ_K`$ but inconsistent with the constraints derived from $`\mathrm{sin}2\beta `$ and $`\mathrm{\Delta }m_s/\mathrm{\Delta }m_d`$. Such a solution would require a significant New Physics contribution to $`B`$$`\overline{B}`$ mixing.

### 4.2 Anomalous Magnetic Moment of the Muon

If you type “fits supersymmetry like a glove” in Google, you find an article published in the science section of the New York Times on Feb. 9, 2001, which is entitled Tiniest of Particles Pokes Big Hole in Physics Theory. There we find the following modest statements by some leading physicists:

“The most natural meaning of this kind of indication,” Dr. Marciano said, “would be supersymmetry.” The observed change in frequency, he said, “fits supersymmetry like a glove.”

“It would mean that in describing the world, we would need to add to the equations of the Standard Model,” Dr. Wilczek said. “And those additions make the whole thing much prettier, more unified and more beautiful.”

And best of all: “It could lead to a whole deeper understanding of how reality is put together”, Dr. Gabrielse said.

Unfortunately, by now the supersymmetrists have once again to find a reason why SUSY does not give a sizable contribution to an observable, since the $`(g_\mu 2)`$ anomaly has essentially disappeared with a sign mistake! As everybody knows, the contraction of two $`ϵ`$-tensors is proportional to the determinant of the space-time metric: $`ϵ_{\mu \nu \alpha \beta }ϵ^{\mu \nu \alpha \beta }=24\text{det}(g^{\mu \nu })`$. Since we live in 1 time and 3 spatial dimensions (or so we think), this number is $`24`$. In FORM, this quantity is $`+24`$ (as explained on p. 14 of the tutorial), and there the trouble begins …(and my polemics stops).

What is left after the dust has settled is a hard QCD problem, since the main uncertainty in the calculation of $`a_\mu =(g_\mu 2)/2`$ comes from hadronic contributions such as light-by-light scattering, discussed by Czarnecki. The relevant diagrams shown in Figure 4 are dominated by soft physics and thus cannot be computed reliably. The corresponding uncertainty makes up for a large portion of the difference $`a_\mu ^{\mathrm{exp}}a_\mu ^{\mathrm{th}}=(202\pm 151_{\mathrm{exp}}\pm 100_{\mathrm{th}})10^{11}`$. While the double and single chiral logarithms in this estimate are sort of under control, the non-logarithmic contribution to light-by-light scattering is largely model dependent. To improve the situation would require a better control over the $`\pi \gamma ^{}\gamma ^{}`$ form factor, which was discussed by Dorokhof and Praszalowicz.

### 4.3 Black Holes at Future Colliders

Even a QCD conference can nowadays not avoid having a talk on extra dimension. While his presentation was totally unrelated to QCD, Landsberg presented perhaps the most fancy transparencies seen at this conference. If his claim that the LHC will turn out to be a black-hole factory is correct, this machine should be renamed the Large Hole Producer (LHP).

## 5 Fromages et Desserts

As at any good meeting, a couple of surprises were presented and lively discussed at this conference. I therefore finish with my list of three $`3\sigma `$ effects.

The measurement of the weak mixing angle in deep-inelastic neutrino scattering presented by NuTeV, $`\mathrm{sin}^2\theta _W=0.2277\pm 0.0016`$, deviates by $`3\sigma `$ from the value obtained from the global electroweak fit. If this discrepancy is real (i.e., if it cannot be explained by some underestimated hadronic uncertainty), it could be explained in terms of a left-handed coupling $`g_L`$ lower than predicted by the Standard Model, whereas the right-handed coupling $`g_R`$ appears to be about right.

Belle has reported two anomalies at this conference. The first is the observation of a near maximal direct CP asymmetry in $`B\pi ^+\pi ^{}`$ decays, $`A_{\mathrm{CP}}=0.94_{0.31}^{+0.25}\pm 0.09`$. This is a factor 3 larger than even the most optimistic theoretical predictions. The second Belle anomaly is equally surprising. They see a large direct CP asymmetry in $`B^\pm \pi ^\pm K_S`$ decays, $`A_{\mathrm{CP}}=0.46\pm 0.15\pm 0.02`$, which deviates from zero by about $`3\sigma `$. However, in the Standard Model these decays are almost pure penguin processes and so lack the required amplitude interference, which could result is a large direct CP asymmetry. The Standard Model expectation is $`A_{\mathrm{CP}}<3\%`$.

If only one of these three $`3\sigma `$ effects will turn out to be real, then perhaps Moriond 2002 will be remembered as the conference where the Standard Model begun to collapse.

## Acknowledgments

I wish to thank the organizers of Moriond QCD for the invitation to present this summary talk, and many of my colleagues (you know who you are) for great times on (and off!) the slopes of Les Arcs.


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# Adaptive learning and coloniality in birds

## I Introduction

In the last few years there has been an increasing interest in the understanding of learning processes of collective behavior, specially in systems of interacting agents. The aim of these studies is to reproduce qualitatively features of economic or biological systems Aetal88 ; S96 .

Colonial breeding behavior in birds has been extensively studied L68 ; SK90 ; Retal98 . During the breeding season vertebrate social systems can be behaviorally classified into three main groups: territorial, cooperative and colonial. This classification is according to the genetical relationship with the other members of the colony, and to the spatial organization. While territorial and cooperative behavior are evolutionary understood, colonial behavior remains an open question. Different hypotheses have been put forward in order to explain this behavior, like minimizing the distance required for foraging H68 , observation of conspecific foraging groups T56 ; BB96 ; BB01 , information transfer at the colony WZ73 , shortage of nests S76 ; SC87 , or predation pressure L68 .

One of the difficulties in verifying the previous hypotheses is that present day conditions need not to coincide with those which lead to colonial behavior in the first place. Thus, modelling of bird populations using reasonable assumptions for bird behavior can be useful in the elucidation of possible scenarios favorable towards the evolution of coloniality.

Some theoretical studies give support to the hypothesis that information transfer at the colony increases the tendency towards colony formation BL88 ; BS95 ; B97 . However this hypothesis requires the previous existence of a group or colony, and therefore it cannot explain by itself the evolution towards colonial behavior.

Predation can induce colonial habits in many ways. The simplest passive mechanism is the dilution effect provided by a colony of sufficiently large size V77 ; B81 ; T96 . In addition, the detection and defense capabilities are enhanced in colonies K64 ; HS76 ; V77 ; A95 ; T96 . On the other hand, the lack of significant predation pressure on some colonial species has been used as evidence against the predation hypothesis B81 ; F89 , although a phylogenetic analysis of coloniality across bird species shows a strong correlation with exposure to predation in the past Retal98 .

The present work analyzes the role of predation on the formation of colonial habits by means of a mathematical model which incorporates some of the known facts about the response of birds to attacks by predators, and makes simple assumptions about the memory and learning processes at play.

## II Modelling learning processes in social systems

### II.1 Minority Game and Individual Minority Game

We model birds experience in a similar way to that used in the “Minority Game” (MG) model CZ97 ; Z98 ; Jetal98 ; Cetal99 ; web . The minority game was introduced in the analysis of decision making by agents with bounded rationality, derived from “El Farol” bar problem A94 ; CZ97 . The model describes $`N`$ agents which must make a choice between two alternatives (originally defined as $`\{0,1\}`$, later on described as $`\{1,1\}`$). Agents make choices using as input the preceding collective performance. A successful choice for an agent is that which no more than half the total of agents choose. The bounded capacity of each agent is modelled assuming that agents can only remember the last $`m`$ rounds of the game. This time span defines $`2^m`$ possible outcomes which each agent needs to consider. Hence, the number of strategies that the agents can use is $`2^{2^m}`$, each of which is a set of choices for each possible previous outcome. To keep the assumption of bounded rationality, agents have a limited number $`s`$ of strategies, taken at random (in most studies, $`s=2`$). Each strategy has an independent score, which is updated after each move, according to its performance.

The game is defined by three parameters: $`N`$, the number of agents, $`m`$, the number of time steps agents use to determine the next decision, and $`s`$, the number of strategies available to each agent. Depending on the ratio $`\alpha =2^m/N`$, a phase transition has been found Savit99 ; CMZ ; GMS00 ; HC01 . This transition has been successfully analyzed using replica symmetry breaking and dynamical mean field theory methods CMZ ; HC01 . The phase at $`\alpha 1`$ has many agents which are able to identify the “optimal” strategies, leading to a poor global performance, as the minority group is usually small. For $`\alpha 1`$, agents play almost at random, as the total number of strategies being used is a small fraction of the total number possible. Near the phase transition, there is a situation where groups of agents tend to play anticorrelated strategies, and the global performance has a maximum.

The model has been generalized in different directions (see web ). There are different versions in which the agents are allowed to evolve. The strategies with which each agent is endowed can be considered its “genotype”, and can be allowed to change. Alternatively, each agent can have an extra character, which allows it to favor a given strategy or its opposite LHJ00 .

The main objective of the present work, as described previously, is the modelling of processes which lead to individual or collective behavior and which are determined by responses to unexpected events, like predation. While the generic pattern of response can be genetically defined, we will concentrate on the adaptation to the habitat which takes place during the lifetime of each individual, using the agent’s past experience only. Hence, our starting point will be a variation of the minority game in which the information used by each agent is not taken from the collective history, but from the agent’s own choices and perfomance Cetal00 . We define this version of the minority game as the individual minority game. Previous studies show that the use of different sources of information by different agents change significantly their behavior in the $`\alpha 1`$ region, where some of the “herding” effects described in this section are avoided. On the other hand, the fact that the information used by each agent cannot be considered a random input C99 , makes it difficult to use analytical techniques.

### II.2 Coloniality by predation

In our approach to colonial behavior we assume that the available choices to birds are limited to two possibilities each breeding season: they can either form an individual nest, or join an existing colony. Therefore we find a binary system of decisions, equivalent to the MG model.

Successful breeding individuals tend to be faithful to their previous nesting site. Birds choose a colony or an isolated nest depending on their previous experience.

Each season, birds can be predated with probability $`p`$. We take as our unit a breeding couple. A predation event does not imply the birds which form the predated pair are removed from the population, but that the nest suffers predation from small animals (rats, snakes, etcetera) which eat or damage the eggs. Therefore, the reproductive success of the couple is zero or small, and they learn from the experience. These “small” predation events are much more common in nature than those which involve big predators, such as mammals, which can destroy the whole colony. The birds have a finite lifetime, which limits their ability for learning (see below), which is not related to predation. The objective of the present work is the study of simplified learning schemes by which birds can aggregate in colonies, and this learning mechanism can only occur when birds survive to predation. Hence, “big” predation events are irrelevant for this purpose.

Each bird has, as already mentioned, $`s`$ strategies (see table 1 for example of a strategy of memory $`m=2`$). Each of these strategies has a score, which reflects the innate preferences of each bird, or the degree of reproductive success that the bird would have had if it had followed it.

We consider different scoring mechanisms, as the available biological data can be interpreted in different ways. We first assume that this score is updated using collective information from the performance of all individuals. Next, we analyze the case when each bird updates the scores of its strategies using information from its own success in previous occasions. Hence, each bird uses information different from that used by other birds, and the model departs from the minority game usually analyzed in the literature, where the score of strategies is the same for all agents.

The finite lifespan of the birds is modelled with a probability of setting the scores of the strategies of a bird to zero $`p=\frac{1}{v}`$ at each time step, where $`v`$ is the average lifespan of the birds. This is equivalent to introduce a new bird with no previous experience, and allows us to keep the population size constant.

## III Results

### III.1 Collective scoring model

We first study a scoring scheme in which the collective traits used in the standard minority game are combined with the use of information private to each individual. The scores are updated according to the following rules: i) The scores corresponding to strategies which lead to the outcome not chosen by the bird are updated according to their average success among the birds which have followed them, ii) The scores corresponding to the strategies which lead to the actual choice taken by the bird are updated according to the success obtained by the bird at that season. We assume that, in the absence of predation, the innate tendency of the birds is such that the score assigned to strategies leading to individual behavior is twice that for colonial behavior.

This choice of scores takes into account the innate tendency of many birds towards an individual behavior T96 . The dilution effect, which favors colonial behavior in the presence of predation, is included in two ways: i) birds which choose an individual behavior update the scores of the strategies leading to colonial behavior taking into account the dilution effect which exists in a large colony which includes all the birds and ii) birds which choose a colonial behavior are predated less often, depending on the size of the colony to which they are in, which we assume to include all colonial birds.

We have studied this model for different values of the parameters, and we have found that the same qualitative features as we vary the number of strategies $`s`$ available to each bird or its memory $`m`$. Typical results are shown in fig. 1.

It is interesting to consider the case of infinite lifespan, although biologically unrealistic, shown in fig. 2. Then, the population reaches a stationary state where all birds behave individually or colonially, with a sharp phase transition at $`p=0.5`$. This result can be obtained by estimating the balance between costs and benefits of each type of behavior for the whole population. Thus, the learning scheme described by this model is guaranteed to lead to the optimal behavior if the learning ability, or the memory, of the birds was infinity. Near $`p=0.5`$ we find a very long lived transient, which tends to become a power law decay, in line with the critical slowing down near a second order phase transition HH77 . In this sense, one consider the stationary distribution at finite lifespans (fig. 1) as the equivalent of finite size effects near a continuous phase transition.

### III.2 Individual scoring model

It is equally or more consistent with existing field data to assume that each bird makes all choices according to its own experiences. This requires to modify the scoring assigned to the strategies not followed by each bird, defined in table 2. The simplest choice is to assume that, when unsuccesful (predated), the bird assigns to the strategies leading to the option not followed the score corresponding to the benefit of that behavior in the absence of predation, as shown in table 3. A bird who made a succesful choice (not predated), updates only the scores of those strategies which lead to that choice. Finally, we assume that the predation pressure is not the same for all colonial birds, as they form colonies of different sizes. In order to take this into account, we distribute the colonial birds into colonies which sizes follow a power law distribution. The number of colonies of size $`w`$ is proportional to $`w^1`$. This is the expected behavior if the relative fluctuation of colony sizes is random. The distribution is normalized to the number of colonial birds.

At each time step, which corresponds to one breeding season, there is a finite probability $`p`$ that a nest will be predated. Unless otherwise stated, the predation probability, $`p`$ is constant in time, though the inclusion of variable probability does not change the results qualitatively.

As in the previous case, individual strategies, when successful, obtain a larger score than colonial strategies (2 vs. 1), reflecting the innate (or genetic) preference of birds to individual breeding in the absence of predation.

We have studied the temporal evolution of the number (or frequency) of colonial breeders, for different values of $`m`$, $`s`$ and $`v`$, performing simulations for each combination of these three parameters from $`p=0.01`$ to $`p=0.99`$. In fig. 3 we can observe that the qualitative features are equivalent for $`v=3`$ and $`v=15`$, however with longer lifespan, birds can learn more, and therefore the adaptation process is clearer for $`v=15`$. These results are in agreement with field studies T96 .

### III.3 Modelling colony distributions

Finally, we will consider explicitly the influence of the colony size distribution, which is not taken as given. We start with a population of individual birds, $`n_b`$, distributed among $`n_s`$ sites, where $`n_bn_s`$. Birds have two possible strategies or behaviors, individual or colonial, which have a score which reflects the reproductive success that a bird would have if it would have followed it. Note that we do not make use here of the set of the strategies of the MG (such as in table 1), but only these two stretegies, as well as the information of the previous time step. These birds are predated, and use scoring rules similar to those described in the previous subsection, and given in table 3. Birds which, at a given time step, choose to follow colonial behavior, join an existing colony. At the beginning, as no colonies still exist, birds which acquire this behavior are paired among them. A given colonial bird has the same probability of joining any one of the existing colonies colonies . Otherwise the bird (couple) nests in one of the available empty sites. When the score of a bird is taken to zero, the (new) bird has an innate tendency towards individual behavior. Finally, and guided by field observations, we have considered the case where birds make new choices every season, and the case where birds which have not been predated repeat the previous choice, and only consider their possible choices if they have been predated.

The model leads to different colony distributions. In general, after some transients, large colonies appear and grow indefinitely, leading to distributions skewed towards large sizes. In this respect, the model differs from the two cases considered previously. In the model discussed in III.1, the growth of large colonies was arrested because birds were able to appraise the collective performance of colonial birds. For the individual model in III.2, we assumed a fixed distribution of possible colony sizes. By combining an individual scoring procedure and not imposing constraints on the distribution of colony sizes, we find that the average size drifts towards large values, induced by the dilution of predation presure for large colonies.

This tendency towards large colony sizes, for arbitrarily small predation may help to explain the existence today of species which form very large colonies, like penguins and other sea birds. In many cases, however, there is an upper limit to the maximum size that a colony can have, because of the different disadvantageous effects of colonies, such as parasitism, transmission of diseases, lack of food on the vicinity of the colony and the attraction of big predators to big colonies. We have incorporated this possibility by assuming that there are catastrophic events which act on all members of a colony, and which probability increases with the size of the colony. Similar effects are obtained if the probability of predation includes the possibility that there are events where a whole colony is predated.

The present model, including (few) catastrophic events which limit the maximum colony size, allows us to fit observed colony distributions T96 . A fit to results for colonies of lesser kestrels in Los Monegros (Spain) is shown in figure 4. The predation pressure is $`p=0.08`$, the average lifetime is $`v=5`$, and the ratio between the success of individual birds and colonial birds, in the absence of predation, is $`\mathrm{\Delta }_i/\mathrm{\Delta }_c=2`$. We also assume a catastrophic predation $`p_{cat}=0.01`$. This implies that colonies cannot grow to sizes much larger than 100.

When we introduce an upper cutoff the maximum colony size, the numerical results are very suggestive of a rounded second order phase transition, as in the cases discussed in III.1 and III.2. We find a regime where most birds choose individual strategies, for low predation pressure, and a regime where most birds form colonies. The main difference with the previous cases is that the critical predation pressure, $`p_c`$, at which this transition takes place, is now lower. Our results suggest that, in the present case, $`p_c0.08`$. This reduction in the value of $`p_c`$ is consistent with the enhanced tendency towards coloniality in this version of the model. The evolution towards a stationary state is very slow, and, for the parameters used, at least 103 time steps are required.

It is interesting to note that the best value of $`p`$ which fits the observed broad distribution of colony sizes is close to the critical value which separates the two regimes described earlier. This is best appreciated in fig. 5, where we have repeated the calculations which lead to fig. 4, $`p=0.08`$, and also $`p=0.06`$ and $`p=0.10`$, for a population of 3000 birds, and leaving all other parameters unchanged. These results suggest that the assumption of a power law distribution of colony sizes, made in III.1 and III.2 is consistent.

## IV Conclusions.

Our results suggest that colonial behavior can arise as a natural response to predation pressure. Note that we made a number of conservative assumptions, in order to avoid any bias towards colonial behavior: i) The birds have an innate tendency towards preferring individual nests, ii) The only protection provided by the colony is the dilution effect, iii) The distribution of colonies is such that small colonies are more abundant, and, in some variations of the model, iv) predation pressure fluctuates strongly from year to year, allowing for the existence of periods of low predation.

The number of colonial birds increases with increasing lifespan, as birds accumulate experience for a longer period. This evidence is in agreement with the observation that birds make use of their long term breeding experiencesSetal85 ; BG89 ; TH89 ; Oetal99 .

The models used here are inspired in the minority game model, and use similar definitions of allowed choices and strategies. On the other hand, agents use their individual experiences in order to update the scores of the different strategies, and the payoffs are related to a random event, the chance of being predated.

Our results suggest that simple mathematical models of predation pressure on colonial birds can lead to a dynamical phase transition, in which a majority of birds change from colonial to individual breeding behavior. This transition is smoothed due to the finite lifespan of the birds, which limits the ability to learn new behaviors. Note, however, that the models used in the present work cannot be expressed in terms of the minimization of a benefit function.

Finally, it is intriguing that field observations T96  can be fitted by the model in III.3 by tuning the parameters to be close to the critical point discussed above, suggesting some kind of self critical organization J00 .

## V Acknowledgements.

We are thankful to F. Hiraldo, J. A. Donázar, M. G. Forero, J. Cartwright, J. M. García Ruiz and F. Otálora for helpful discussions. We acknowledge financial support from grants PB96-0875 (MCyT, Spain), 07N/0045/98 (C. Madrid), and Caja de Ahorros de Granada “La General”.


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# REFERENCES

Reply to the Comment on “A Precise Determination of Electroweak Parameters in Neutrino-Nucleon Scattering”

In a recent comment , Miller and Thomas correctly indicate that if nuclear shadowing effects differed significantly between neutrino neutral current (NC) and charged current (CC) interactions, this difference would impact NuTeV’s measurement of $`\mathrm{sin}^2\theta _W`$. As motivation, they offer a specific vector meson dominance (VMD) shadowing model  and argue that nuclear shadowing within the VMD model is weaker for $`Z^0`$ exchange than for $`W^\pm `$ exchange , thereby increasing the predictions for $`R^\nu `$ and $`R^{\overline{\nu }}`$ for a portion of the NuTeV data in the low $`Q^2`$ shadowing region. This effect of VMD models, though, has the wrong sign, since NuTeV measures ratios for neutrino and antineutrino scattering processes, $`R_{\mathrm{exp}}^\nu `$ and $`R_{\mathrm{exp}}^{\overline{\nu }}`$, that are both smaller than expected. Furthermore, this class of models in general and the specific model offered, both fall well short of providing an explanation for the NuTeV observations for a number of reasons.

First, shadowing by VMD is not supported by charged-lepton deep inelastic scattering (DIS) data in the relevant kinematic regime. The VMD model can be tested by looking for deviations from logarithmic $`Q^2`$ dependence of shadowing, particularly at low $`Q^2`$, where VMD models would predict a $`Q^2`$ dependence of the form $`1/(Q^2+m_V^2)`$, $`m_V`$ being the mass of the vector meson. The most precise data which overlaps NuTeV’s kinematic region ($`97\%`$ of the NuTeV data is contained within $`1<Q^2<140`$ GeV2, $`0.01<x<0.75`$) comes from the NMC experiment, which observes only the logarithmic $`Q^2`$ dependence predicted by perturbative QCD . The lack of evidence for strong $`Q^2`$ dependence of shadowing suggests that the conventional modeling of shadowing as a change in parton distribution functions is appropriate in the NuTeV kinematic region . Significant $`Q^2`$ dependence is observed in charged-lepton scattering at low $`Q^2`$, but in a region irrelevant for NuTeV.

Miller and Thomas do not supply a theoretical framework for evaluating the impact of the model on the NuTeV results, nor are their estimates relevant for the NuTeV kinematics (the mean NuTeV $`Q^2`$ is $`25.6`$ GeV2 for $`\nu `$ events and $`15.4`$ GeV2 for $`\overline{\nu }`$ events). We attempt to apply their model by including the small effect of VMD neutral current shadowing and using the $`x`$ dependence as given at $`5`$ GeV2 in Ref. , scaled with the above $`Q^2`$ dependence assuming $`m_V=m_\rho `$ (the lowest possible vector meson mass gives the maximum effect). We find that the predictions for $`R_{\mathrm{exp}}^\nu `$ and $`R_{\mathrm{exp}}^{\overline{\nu }}`$ increase by $`0.6\%`$ and $`1.2\%`$, respectively. While these numbers are somewhat consistent with the $`ϵ`$ and $`\overline{ϵ}`$ values  which Miller and Thomas claim account for the entire NuTeV discrepancy, they neglect to include the high degree of correlation between the neutrino and antineutrino ratios in evaluating the effect on $`R^{}`$. This brings us to the final point.

Differences in neutral and charged current shadowing will affect $`R^\nu `$ and $`R^{\overline{\nu }}`$ significantly. However, the NuTeV result derives $`\mathrm{sin}^2\theta _W`$ from the Paschos-Wolfenstein $`R^{}=(R^\nu rR^{\overline{\nu }})/(1r)`$, where $`r`$ is the ratio of $`\overline{\nu }`$ to $`\nu `$ charged current cross-sections ($`r1/2`$). This approach was chosen by NuTeV to limit sensitivity to suppression of charged current production of charm quarks from scattering on the strange sea, yet it is also equally effective at reducing sensitivity to other parts of the cross-section common to $`\nu `$ and $`\overline{\nu }`$, such as $`R_L`$ or differences in neutral and charged current nuclear shadowing. A low $`x`$ phenomenon like nuclear shadowing affects primarily sea quark cross-sections which contribute equally to $`\nu `$ and $`\overline{\nu }`$ cross-sections. For this reason, the $`ϵ`$ and $`\overline{ϵ}`$ parameters introduced in the comment  will be highly correlated, regardless of the specifics of the shadowing model, and will affect $`R^{}`$ only slightly. The NuTeV data themselves therefore rule out any such explanation because of the enormous shifts in $`R^\nu `$ and $`R^{\overline{\nu }}`$ individually required to induce a significant shift in $`R^{}`$.

Even if we arbitrarily increase the effect of the VMD model in order to explain the NuTeV $`R^{}`$, NuTeV’s separate measurements of $`R_{\mathrm{exp}}^\nu `$ and $`R_{\mathrm{exp}}^{\overline{\nu }}`$ still cannot be accommodated. Defining $`\mathrm{\Delta }R=R_{\mathrm{exp}}R_{\mathrm{exp}}^{(\mathrm{SM})}`$, NuTeV has measured:

$`\mathrm{\Delta }R^\nu =0.0032\pm 0.0013=R_{\mathrm{exp}}^\nu \times (0.9919\pm 0.0033),`$
$`\mathrm{\Delta }R^{\overline{\nu }}=0.0016\pm 0.0028=R_{\mathrm{exp}}^{\overline{\nu }}\times (0.9960\pm 0.0069),`$
with a correlation coefficient between the uncertainties of $`0.638`$. This VMD model would therefore increase the discrepancy in $`R_{\mathrm{exp}}^\nu `$ from $`2.5`$ to $`4.5`$ standard deviations and in $`R_{\mathrm{exp}}^{\overline{\nu }}`$ from $`0.6`$ to $`2.3`$ standard deviations, and clearly a larger effect would be more disfavored. Also, note that the VMD model predicts the largest change in $`R_{\mathrm{exp}}^{\overline{\nu }}`$ whereas NuTeV observes a discrepancy primarily in $`R_{\mathrm{exp}}^\nu `$.

In conclusion, the VMD mechanism used in this comment  to motivate the possibility of a large difference in neutral and charged current shadowing is not motivated by charged lepton DIS data in the NuTeV kinematic region, and would have a smaller effect on the NuTeV measurement than is stated. Furthermore, VMD shadowing of sufficient size to explain the NuTeV $`\mathrm{sin}^2\theta _W`$ is conclusively excluded due to inconsistency with the NuTeV data itself. More generally, because any model of different neutral and charged current nuclear shadowing will change $`R_{\mathrm{exp}}^\nu `$ and $`R_{\mathrm{exp}}^{\overline{\nu }}`$ more than $`R^{}`$, it is unlikely that any such model could explain the discrepancy in NuTeV’s measurement of $`\mathrm{sin}^2\theta _W`$.


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# Persistent current in superconducting nanorings

(July 10, 2002)

## Abstract

The superconductivity in very thin rings is suppressed by quantum phase slips. As a result the amplitude of the persistent current oscillations with flux becomes exponentially small, and their shape changes from sawtooth to a sinusoidal one. We reduce the problem of low-energy properties of a superconducting nanoring to that of a quantum particle in a sinusoidal potential and show that the dependence of the current on the flux belongs to a one-parameter family of functions obtained by solving the respective Schrödinger equation with twisted boundary conditions.

The properties of superconducting grains change dramatically when their size shrinks to a few nanometers. This phenomenon has recently generated a lot of interest ralph . In particular, it has been established both theoretically and experimentally that the superconductivity cannot be observed if the quantum level spacing in a nanoparticle exceeds the superconducting gap $`\mathrm{\Delta }`$. The recent success in manufacturing of superconducting nanowires bezryadin1  has raised similar questions regarding the superconductivity in one-dimensional objects. It has been demonstrated experimentally bezryadin2  that as the nanowire becomes thiner, the superconducting transition in it disappears, and a finite resistance is observed at low temperatures. The suppression of the superconductivity in thin wires was attributed bezryadin2  to the destruction of the phase coherence by quantum phase slips zaikin ; golubev .

To understand the superconducting properties of thin wires one has to keep in mind that in an infinite one-dimensional conductor all the electronic states are localized. The localization length $`\lambda `$ in a wire of cross-section $`A`$ can be estimated as $`\lambda k_F^2Al`$, where $`k_F`$ is the Fermi wavevector and $`l`$ is the mean free path. If the length $`L`$ of the wire is shorter than $`\lambda `$, it can be viewed as a metal grain which becomes a good superconductor if the gap $`\mathrm{\Delta }`$ exceeds the quantum level spacing $`E_F/k_F^3AL`$. On the other hand, a wire of length $`L\lambda `$ cannot be viewed as a good conductor, and its superconducting properties may be affected by localization.

If the attractive interactions between the electrons are weak, so that the bulk superconducting gap $`\mathrm{\Delta }`$ is small compared to the level spacing $`\delta _\lambda E_F/k_F^3A\lambda `$ of a piece of the wire of length $`\lambda `$, the superconductivity is suppressed on a microscopic scale. In the more interesting regime of $`\mathrm{\Delta }\delta _\lambda `$, the superconducting gap is not affected by the localization 111The ratio $`\delta _\lambda /\mathrm{\Delta }`$ coincides with the Ginzburg parameter $`\mathrm{Gi}`$. In this paper we concentrate on the regime of $`\mathrm{Gi}1`$.. The important question in this regime is that of phase coherence between the different parts of the wire. Experimentally this issue can be studied by measuring the persistent current in a nanowire ring as a function of the magnetic flux piercing it. The magnitude of the persistent current oscillations as a function of the flux is a direct measure of the superconducting phase coherence throughout the wire.

In this paper we study the dependence of the persistent current in a superconducting nanoring as a function of the flux and the size of the ring. If the wire is relatively thick, the electrons move freely between different parts of the wire, and therefore the superconducting phase $`\varphi `$ is a well defined classical variable. At low temperatures $`T\mathrm{\Delta }`$ there are no quasiparticle excitations in the nanoring. The allowed states of the system differ by the phase change $`\phi =\varphi (L)\varphi (0)`$ accumulated over the circumference of the ring. At a given value $`\mathrm{\Phi }`$ of the magnetic flux through the ring $`\phi `$ can assume the values $`\phi _m=2\pi \mathrm{\Phi }/\mathrm{\Phi }_0+2\pi m`$, where $`m`$ is an arbitrary integer, and $`\mathrm{\Phi }_0=\pi \mathrm{}c/e`$ is the superconducting flux quantum. The energies of these states are given by

$$E_m=\frac{2\pi ^2\mathrm{}^2n_sA}{m^{}L}\left(\frac{\mathrm{\Phi }}{\mathrm{\Phi }_0}+m\right)^2.$$
(1)
Here $`n_s`$ is the density of superconducting electrons, $`m^{}`$ is the electron mass. The dependences of the energy levels (1) on the flux are shown by solid line in Fig. 1(a). The persistent current can be found as a derivative of the ground state energy $`I=cdE/d\mathrm{\Phi }`$ and shows the characteristic sawtooth behavior, Fig. 1(b).

The above picture fails in thin wires, where the fluctuations of the superconducting order parameter cannot be neglected. The most important type of the fluctuations is the quantum phase slip zaikin ; golubev  that changes the phase $`\varphi `$ at a point $`x`$ by $`\pm 2\pi `$. We will show that the effect of the rare phase slips on the system reduces to quantum transitions between the levels (1). Such transitions are most important near the degeneracy points at half-integer values of $`\mathrm{\Phi }/\mathrm{\Phi }_0`$ and result in the small level splitting shown by dashed line in Fig. 1(a). We will also show that the multiple quantum phase slips in longer and thiner wires eventually lead to a crossover from sawtooth to sinusoidal behavior of the persistent current, see dotted line in Fig. 1(b).

The theory of quantum phase slips in nanowires zaikin ; golubev  is rather complex. In particular, the most important quantitative parameter describing the phase slip—its action—can be found analytically only up to an unknown numerical coefficient. On the other hand, the effect of the phase slips on the ground state of the nanoring can be studied using a much simpler model of a chain of coupled superconducting grains considered below. Similarly to the nanowire, the chain of grains will have quantum phase slips that affect the persistent current in the same way. We will discuss the relation between the two models in more detail below.

We consider a model of the chain of superconducting grains defined by the following imaginary-time action:

$$S=_0^\beta 𝑑t\underset{n=1}{\overset{N}{}}\left\{\frac{\dot{\theta }_n^2}{2E_C}+E_J[1\mathrm{cos}\theta _n(t)]\right\}.$$
(2)
The grains are assumed to be connected by tunnel junctions with Josephson coupling energy $`E_J`$; the capacitance of each junction $`C`$ gives rise to the charging energy $`E_C=(2e)^2/C`$; the variable $`\theta _n`$ is the phase difference across the $`n`$-th junction; $`\beta =1/T`$. To model a closed chain pierced by flux $`\mathrm{\Phi }=(\phi /2\pi )\mathrm{\Phi }_0`$, one should impose an additional condition

$$\underset{n=1}{\overset{N}{}}\theta _n(t)=\phi $$
(3)
on the phases $`\theta _n`$. Note that the action (2) does not include the charging energy terms due to the self-capacitance of the grains. These terms, characterized by charging energy $`\stackrel{~}{E}_C`$ per grain, are known bradley  to give rise to a Kosterlitz-Thouless type quantum phase transition in an infinite chain of Josephson junctions at $`E_J/\stackrel{~}{E}_C1`$. The use of model (2) is motivated by the fact that the electric field is very well screened in metal wires which corresponds to the condition $`\stackrel{~}{E}_CE_J,E_C`$.

The ground state properties of the chain can be derived from the partition function $`Z=e^SD\theta _n`$ in the limit $`\beta \mathrm{}`$. In this paper we consider the case of strong coupling between the grains $`E_JE_C`$. At $`E_C=0`$ the phases $`\theta _n`$ become classical variables, and the energy states of the chain can be found by minimizing the sum of the Josephson energy terms in the action (2) with the constraint (3). At large number of contacts $`N1`$ one finds

$$E_m=\frac{E_J}{2N}\left(\phi +2\pi m\right)^2,$$
(4)
in complete analogy with Eq. (1) for a metal ring.

At finite small $`E_C`$ the fluctuations of $`\theta _n(t)`$ should be taken into consideration. First, one can include the Gaussian fluctuations around the classical solutions $`\theta _n(t)=\text{const}`$. This is accomplished by expanding the cosine in the action (2) up to quadratic terms in $`\theta _n`$. The resulting correction to the ground state energy $`\delta E_m=(N1)\sqrt{E_JE_C}`$ accounts for the zero-point oscillations of the particles in the minima of the cosine potential. This constant correction does not affect the shape of the oscillations of the persistent current $`I=(2e/\mathrm{})dE/d\phi `$. One can also include the anharmonic terms of the expansion of the cosine potential in the action (2). The resulting corrections yield a small in $`E_C/E_J`$ distortion of the sawtooth dependence $`I(\mathrm{\Phi })`$, but do not significantly affect the discontinuities at half-integer $`\mathrm{\Phi }/\mathrm{\Phi }_0`$.

A more interesting fluctuation of the phases $`\theta _n(t)`$ involves an instanton (quantum phase slip), i.e., a trajectory that begins near one of the minima (4) of the potential energy in action (2) at $`t=0`$ and ends near another minimum at $`t=\beta `$. For instance, a trajectory starting at $`\theta _n(0)=\phi /N`$ and ending at $`\theta _n(\beta )=(\phi 2\pi )/N+2\pi \delta _{nk}`$ for arbitrary $`k`$ in the interval $`1kN`$ connects the minima (4) with $`m=0`$ and $`m=1`$. The shape of the instanton trajectory can be found by minimizing the classical action (2) with the above boundary conditions on $`\theta _n(t)`$. In the case of large number of junctions $`N1`$ the dominant contribution is due to the contact $`k`$ where the phase slip occurs, and the contributions of the other contacts can be neglected. Then one obtains the usual result

$$\theta _k(t)=4\mathrm{arctan}\mathrm{exp}\left[\sqrt{E_JE_C}(tt^{})\right],$$
(5)
where $`t^{}`$ is the arbitrary moment in time where the phase slip is centered; we have assumed the limit of low temperature $`T\sqrt{E_JE_C}`$. The action associated with this instanton trajectory is $`S_0=8\sqrt{E_J/E_C}`$, 222At non-zero self-capacitance of the grains one finds a correction $`\stackrel{~}{S}(E_J/\stackrel{~}{E}_C)^{1/2}\mathrm{ln}N`$. In the limit $`N\mathrm{}`$ it leads to the superconductor-insulator transition bradley , but in finite systems our results for $`I(\mathrm{\Phi })`$ remain valid. Furthermore, at $`\stackrel{~}{E}_CE_C`$ the correction $`\delta S`$ is negligible unless $`N`$ is exponentially large..

The instantons account for the possibility of the system tunneling between the different minima (4) of the potential energy in action (2). The effect of the instantons on the ground state energy can be accounted for by considering a tight-binding Hamiltonian defined as

$$H\psi _m=E_m\psi _mNv(\psi _{m1}+\psi _{m+1}).$$
(6)
Here $`\psi _m`$ is the amplitude of the system at the state $`m`$ with energy $`E_m`$ given by Eq. (4). The hopping matrix element is exponentially small,

$$v=\frac{4}{\sqrt{\pi }}(E_J^3E_C)^{1/4}\mathrm{exp}\left(8\sqrt{\frac{E_J}{E_C}}\right),$$
(7)
where the exponent coincides with the instanton action $`S_0`$, and the prefactor can be obtained by considering the problem (2) in the case of a single junction (without the constraint (3)).

It is important to note that for any $`k`$ the set of phases $`\theta _n=(\phi 2\pi )/N+2\pi \delta _{nk}`$ describes the same physical state of the chain. Thus the hopping matrix elements due to the instantons (5) in all the $`N`$ junctions must be summed up, resulting in the additional factor of $`N`$ in the hopping term in the Hamiltonian (6).

At $`NvE_J/N`$ the hopping term is small compared with the diagonal matrix elements in the Hamiltonian (6). Its effect is most significant when $`\mathrm{\Phi }/\mathrm{\Phi }_0`$ is half-integer, and the energy levels $`E_m`$ are degenerate, Fig. 1(a). In this regime hopping gives rise to the level repulsion shown by the dashed line in Fig. 1(a) and the respective rounding of the sawtooth in current, Fig. 1(b). The shape of the current steps is given by

$$I=\frac{2eE_J}{\mathrm{}N}\left[\chi \frac{\pi \chi }{\sqrt{\chi ^2+(vN^2/\pi E_J)^2}}\right],$$
(8)
where $`\chi =\phi \pi =2\pi (\mathrm{\Phi }/\mathrm{\Phi }_01/2)1`$.

In general hopping affects the spectrum of the Hamiltonian (6) dramatically. To find the ground state energy $`E(\phi )`$ it is more convenient to apply the Hamiltonian (6) to the wavefunction in “coordinate representation,” $`\psi (x)=_m\psi _me^{i(2m\phi /\pi )x}`$. The resulting Schrödinger equation then takes the form of Mathieu equation:

$$\psi ^{\prime \prime }(x)+(a2q\mathrm{cos}2x)\psi (x)=0,$$
(9)
where parameter $`a=2NE/\pi ^2E_J`$ is proportional to the energy $`E`$, and $`q=N^2v/\pi ^2E_J`$. The phase $`\phi `$ enters the problem via a twisted boundary condition $`\psi (x+\pi )=e^{i\phi }\psi (x)`$. The regime of strong hopping in the Hamiltonian (6) corresponds to $`q1`$. In this case the dependence of the eigenvalue $`a`$ on the phase $`\phi `$ is exponentially small, $`a=16\sqrt{2/\pi }q^{3/4}e^{4\sqrt{q}}\mathrm{cos}\phi `$, Ref. abramowitz, . For the persistent current $`I=(2e/\mathrm{})dE/d\phi `$ we then find

$$I=16\sqrt{2N}\frac{e}{\mathrm{}}(E_Jv^3)^{1/4}\mathrm{exp}\left(\frac{4}{\pi }N\sqrt{\frac{v}{E_J}}\right)\mathrm{sin}\phi .$$
(10)
It is important to note that the Schrödinger equation for the Hamiltonian (6) coincides with Eq. (9) at arbitrary hopping strength $`q`$. Thus the problem of the flux dependence of the persistent current reduces to the solving the well known Mathieu equation (9) with the appropriate twisted boundary conditions. This conclusion is our main result. The shape of the current oscillations is controlled by a single parameter $`q`$. As $`q`$ changes from 0 to $`\mathrm{}`$, the shape crosses over from sawtooth to the sinusoidal behavior.

The Hamiltonian (6) has been rigorously derived for the model (2) of a chain of coupled superconducting grains. Although nanorings are not described by this model, the essential low-energy physics of a superconducting state being destroyed by quantum phase slips remains the same, and the Hamiltonian (6) and the respective Schrödinger equation (9) are still valid.

To apply the Hamiltonian (6) to superconducting nanorings, one needs to relate the matrix elements $`E_m`$ and $`Nv`$ to the parameters describing the nanowires, such as their length $`L`$, coherence and localization lengths $`\xi `$ and $`\lambda `$, etc. The diagonal matrix elements $`E_m`$ are given by their classical values (1). The important difference between nanowires and chains of superconducting grains appears in evaluating the hopping matrix element $`Nv`$. In the absence of tunneling barriers the quantum phase slips must involve suppression of the superconducting gap $`\mathrm{\Delta }`$ in the wire. The typical volume of space where the gap is suppressed is $`VA\xi `$. Given the condensation energy per unit volume $`\epsilon m^{}k_F\mathrm{\Delta }^2`$ and the typical correlation time $`\tau 1/\mathrm{\Delta }`$, one can estimate the phase slip action in the wire $`S_0\epsilon V\tau \sqrt{\mathrm{\Delta }/\delta _\lambda }\lambda /\xi `$. A more rigorous treatment zaikin ; golubev  of the quantum phase-slips gives rise to the same result, but unfortunately the numerical coefficient cannot be obtained analytically. Taking into account the obvious analogy between the number of Josephson contacts $`N`$ and the length $`L`$ of the wire, we conclude $`NvLe^{S_0}`$, with $`S_0\lambda /\xi `$.

Another feature of realistic nanowires not included in our model of a chain of Josephson junctions is the mesoscopic fluctuations introduced by the disorder. For instance, since the instanton action depends on the mean free path, the fluctuations of the random potential can lead to the fluctuations of $`S_0`$. This effect should lead to mesoscopic fluctuations of the persistent current; the magnitude of the fluctuations is expected to be small in relatively thick wires.

A more subtle effect of the random potential affects the relative phases of instantons in different parts of the wire. It can be explored within our model by adding gates to the grains and applying random gate voltages. It has been shown recently ioffe ; averin  that the gate voltages give rise to Aharonov-Casher interference effects for the instantons in different junctions, and under certain conditions can suppress the effects of the phase slips.

To account for the effect of the random gate potential on the persistent current, we present the electrostatic charging energy of the chain as

$$H_C=\underset{nl}{}\frac{1}{2}[C^1]_{nl}(Q_nq_n)(Q_lq_l),$$
(11)
where $`[C^1]_{nl}`$ is the matrix of inverse capacitances of the system, $`Q_n`$ is the charge at the $`n`$-th grain. Parameters $`q_n`$ are determined by the gate voltages and have the meaning of the values of the charges $`Q_n`$ at which the electrostatic energy is minimized.

Using the fact that the grain charge $`Q_n`$ and phase $`\varphi _n`$ are conjugate variables and introducing $`\theta _n=\varphi _n\varphi _{n+1}+\phi /N`$, one rederives the imaginary-time action (2) with an additional term

$$\delta S=i\underset{n}{}p_n\dot{\theta }_n,p_n=q_1+q_2+\mathrm{}+q_n,$$
(12)
accounting for the gate voltages. Since the instanton (5) corresponds to a trajectory where the phase in contact $`k`$ changes by $`2\pi `$, the respective contribution to the hopping matrix element in the Hamiltonian (6) has an additional phase $`e^{i2\pi p_n}`$. Therefore for the total hopping matrix element we obtain $`v_ne^{i2\pi p_n}`$ instead of $`Nv`$, in agreement with Ref. ioffe, . If the random gate voltages are sufficiently strong, so that $`q_n1`$, the average of the hopping matrix element in the Hamiltonian (6) vanishes: $`v_ne^{i2\pi p_n}=0`$. Its typical values are of the order of the mean square fluctuation, thus decreasing from $`Nv`$ in the regular case to $`\sqrt{N}v`$ in the case of random charges. In the limit of large $`N`$, the same square-root dependence on the length of the chain will result even from weak disorder. This suppression of the effect of phase slips results in a higher value of the persistent current, which can be estimated by replacing $`vv/\sqrt{N}`$ in Eqs. (8) and (10). The most significant change in the properties of the persistent current caused by the random gate potential is that instead of $`\mathrm{ln}IN`$ we find a slower dependence $`\mathrm{ln}IN^{3/4}`$ on the length of the chain at large $`N`$.

It is worth noting that the above result cannot be obtained from the action averaged over the random gate potentials $`q_n`$. Indeed, one can easily see that $`\delta S=0`$, thereby restoring our previous results (8) and (10). A term similar to (12) also appears in the theory of the persistent current in disordered wires. This term breaks the translational invariance and destroys the zero mode of the instanton action. Thus the conventional argument that the zero mode gives rise to the prefactor of the instanton contributions to the matrix elements proportional to the length of the system does not apply. Consequently we expect the total matrix element in the Hamiltonian (6) to behave as $`\sqrt{L}e^{S_0}`$, leading to the persistent current $`\mathrm{ln}IL^{3/4}e^{S_0/2}`$. Averaging of the action over the disorder would restore the zero mode and lead to the incorrect result $`\mathrm{ln}ILe^{S_0/2}`$.

Our theoretical predictions can be tested in devices similar to those of Refs. bezryadin1, ; bezryadin2, . Although we discussed the geometry of a nanoring of uniform thickness, all the conclusions are applicable in the case of a straight nanowire with ends shorted by a bulk superconductor. In this geometry only the quantum phase slips in the nanowire part should be considered, and thus the length of the system $`L`$ is that of the nanowire only. The most interesting theoretical prediction to be tested in such devices is the dependence of the persistent current on the magnetic flux $`\mathrm{\Phi }`$. The dependence $`I(\mathrm{\Phi })`$ evolves from sawtooth to the sinusoidal one, Fig. 1(b), as the nanowire becomes longer and/or thiner. We expect that the experimentally measured shape of the oscillations of $`I(\mathrm{\Phi })`$ can be fitted to the function $`da(\phi )/d\phi `$, determined from the Mathieu equation (9). The only free parameter in such a fit is the effective phase slip strength $`q`$.

Another type of systems to which our predictions should apply is the one-dimensional arrays of Josephson junctions. Recently it became possible to tune the Josephson coupling energy in such devices by external magnetic field haviland . As a result, one should be able to study the whole crossover from sawtooth to sinusoidal dependence of $`I(\mathrm{\Phi })`$ in a single sample.

In conclusion, we have studied the persistent current in nanoscale superconducting rings. As the wire becomes thiner, the quantum phase slips begin to suppress the current and change its flux dependence $`I(\mathrm{\Phi })`$. The latter can be found by solving Mathieu equation (9) with the appropriate boundary condition. The Aharonov-Casher interference suppresses the effects of the phase slips and gives rise to the unusual length dependence $`\mathrm{ln}IL^{3/4}`$.

###### Acknowledgements.

KAM acknowledges the support of the Sloan Foundation and NSF Grant DMR-9974435. The work at the University of Minnesota is supported by NSF Grants DMR-9731756 and DMR-0120702. The authors acknowledge the hospitality of Aspen Center for Physics and ITP at UC-Santa Barbara, where part of the work was performed.