text:
# 1 Introduction

## 1 Introduction

The differential cross-section for neutrino (anti-neutrino) nucleon deep-inelastic scattering (DIS) is parametrized by three structure functions in the familiar formula

$$\frac{d^2\sigma }{dxdy}=\frac{G_F^2M_\mathrm{N}E_\nu }{\pi (1+Q^2/M_\mathrm{W}^2)^2}\left[y^2xF_1+\left(1y\frac{M_\mathrm{N}xy}{2E_\nu }\right)F_2\pm \left(y\frac{1}{2}y^2\right)xF_3\right]$$
(1)
with $`0x1`$, $`y=E_{\mathrm{had}}/E_\nu `$, $`0y1/(1+xM_\mathrm{N}/2E_\nu )`$, and a $`+()`$ sign applying to neutrino (anti-neutrino) beams.

Analyses of data from previous $`\nu \mathrm{N}`$ DIS experiments concentrated on the extraction of $`F_2`$ and $`xF_3`$ (see e.g. the works of Ref.) and the ratio $`R=(1+4M_\mathrm{N}^2x/Q^2)F_2/(2xF_1)`$. (For a recent extraction in $`\nu \mathrm{N}`$ DIS, see Ref..) However, there are already at least two attempts to obtain direct information about $`F_1^{\nu \mathrm{N}}`$ . Such efforts are interesting from several points of view. They allow comparison with models for the $`O(1/Q^2)`$ contributions to both $`F_1`$ and $`xF_3`$, obtained within the framework of an infrared renormalon approach, which predicts similar $`x`$-dependence of these two power corrections . A second point of interest is comparison with QCD sum rule estimates  for the twist-4 matrix element introduced in Ref. which gives an $`O(1/Q^2)`$ correction to the unpolarized Bjorken sum rule (Bjunp SR)

$`C_{\mathrm{Bjunp}}(Q^2)`$ $`=`$ $`{\displaystyle _0^1}𝑑x\left[F_1^{\nu p}(x,Q^2)F_1^{\overline{\nu }p}(x,Q^2)\right]`$ (2)
$`=`$ $`{\displaystyle _0^1}𝑑x\left[F_1^{\nu p}(x,Q^2)F_1^{\nu n}(x,Q^2)\right]`$
with a corresponding twist-4 term for the Bjorken polarized sum rule estimated in Ref..

In this note, we present analytical all-orders results for the one-renormalon-chain contributions to $`C_{\mathrm{Bjunp}}`$, obtained within the large-$`N_F`$ expansion, and then apply the simplistic procedure of naive nonabelianization (NNA), proposed in Ref.. A comparison is made with the polarized Bjorken sum rule, and with the application of NNA to vector and scalar correlators. We hope that these considerations will encourage theoretical study of the Bjorken unpolarized sum rule, whose experimental study may be enabled by $`\nu \mathrm{N}`$ DIS data from a future Neutrino Factory, operating in a region of medium $`Q^2`$, with $`N_F=3,4`$ active flavours. (For active consideration of such a facility, see Ref..)

## 2 Large-$`N_F`$ series

Here we study radiative corrections to Bjunp SR induced in the large-$`N_F`$ limit. Using methods developed for the calculations in Refs., the large-$`N_F`$ limit of the perturbative part of Eq.(2) was obtained with the result:

$`C_{\mathrm{Bjunp}}`$ $`=`$ $`1+{\displaystyle \frac{C_F}{T_FN_F}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}U_n\left(T_FN_F\overline{a}_s\right)^n+O(1/N_F^2)`$
$`U_n`$ $`=`$ $`\underset{\delta 0}{lim}\left({\displaystyle \frac{4}{3}}{\displaystyle \frac{\mathrm{d}}{\mathrm{d}\delta }}\right)^{n1}U(\delta )`$ (3)
where $`\overline{a}_s`$=$`\alpha _s(\mu ^2=Q^2)/4\pi `$ is the coupling in the $`\overline{\mathrm{MS}}`$-scheme, $`C_F=4/3`$, $`T_F=1/2`$ and

$$U(\delta )=\frac{2\mathrm{exp}(5\delta /3)}{(1\delta )(1\delta ^2/4)}.$$
(4)
This expression produces the following large-$`N_F`$ $`\overline{\mathrm{MS}}`$-scheme series for the Bjunp SR

$`{\displaystyle \underset{n<10}{}}U_nx^n`$ $`=`$ $`2x+{\displaystyle \frac{64}{9}}x^2{\displaystyle \frac{2480}{81}}x^3+{\displaystyle \frac{113920}{729}}x^4{\displaystyle \frac{6195968}{6561}}x^5+{\displaystyle \frac{395898880}{59049}}x^6`$ (5)
$`{\displaystyle \frac{29418752000}{531441}}x^7+{\displaystyle \frac{2510236057600}{4782969}}x^8{\displaystyle \frac{242876551331840}{43046721}}x^9.`$
It should be noted that in this new result the order $`x^2`$ and $`x^3`$-terms are in agreement with the corresponding parts of the total expression for the $`\overline{a}_s^2`$-correction to the Bjunp SR  and its $`\overline{a}_s^3`$-term, calculated in the $`\overline{\mathrm{MS}}`$-scheme in Ref.. Notice also that the series of Eq.(5) has sign-alternating behaviour with factorially increasing coefficients. This pattern is explained by the dominant role of the renormalon at $`\delta =1`$, which is generated by a single chain of quark-loop insertions into the corresponding one-loop QCD diagrams for this characteristic of $`\nu \mathrm{N}`$ DIS.

It is interesting to compare the above expressions to the analogous ones, obtained in Ref. , for the coefficient function $`C_{\mathrm{Bjp}}(Q^2)`$ in the Bjorken polarized sum rule (Bjp SR)

$$_0^1𝑑x\left[g_1^p(x,Q^2)g_1^n(x,Q^2)\right]=\frac{1}{3}\left|\frac{g_A}{g_V}\right|C_{\mathrm{Bjp}}(Q^2).$$
(6)
The large $`N_F`$-expression for the Bjp SR can be obtained from the following equation

$`C_{\mathrm{Bjp}}`$ $`=`$ $`1+{\displaystyle \frac{C_F}{T_FN_F}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}K_n\left(T_FN_F\overline{a}_s\right)^n+O(1/N_F^2)`$
$`K_n`$ $`=`$ $`\underset{\delta 0}{lim}\left({\displaystyle \frac{4}{3}}{\displaystyle \frac{\mathrm{d}}{\mathrm{d}\delta }}\right)^{n1}K(\delta )`$ (7)
where

$$K(\delta )=\left(\frac{3+\delta }{2(1+\delta )}\right)U(\delta )=\frac{(3+\delta )\mathrm{exp}(5\delta /3)}{(1\delta ^2)(1\delta ^2/4)}.$$
(8)
The all-orders large-$`N_F`$ result of Eq.(8) was given in Ref.. The expansion up to order $`O(\alpha _s^9N_F^8)`$ was also given in Ref. in the $`\overline{\mathrm{MS}}`$-scheme and reads:

$`{\displaystyle \underset{n<10}{}}K_nx^n`$ $`=`$ $`3x+8x^2{\displaystyle \frac{920}{27}}x^3+{\displaystyle \frac{38720}{243}}x^4{\displaystyle \frac{238976}{243}}x^5+{\displaystyle \frac{130862080}{19683}}x^6`$ (9)
$`{\displaystyle \frac{10038092800}{177147}}x^7+{\displaystyle \frac{274593587200}{531441}}x^8{\displaystyle \frac{82519099473920}{14348907}}x^9.`$
As in the case of Eq.(5), this series is dominated by the renormalon at $`\delta =1`$, which has the same reside in each sum rule. (Note that the renormalon in $`K(\delta )`$ at $`\delta =1`$ is suppressed by a factor $`\frac{1}{2}\mathrm{exp}(10/3)=0.018`$, relative to the dominant renormalon at $`\delta =1`$.)

In the next section we apply naive nonabelianization to the large-$`N_F`$ series for both unpolarized and polarized Bjorken sum rules, in an attempt to estimate higher-order perturbative coefficients.

## 3 Application of NNA to euclidean sum rules

By naive nonabelianization (NNA) we simply mean the substitution  $`N_F\frac{3}{2}\beta _0=N_F\frac{33}{2}`$ in the leading terms of the large-$`N_F`$ expansion. The hope is that terms of lower order in $`N_F`$ may be roughly estimated by assuming that they follow the leading terms with weights generated by the one-loop term of the QCD beta function, $`\beta _0=\frac{11}{3}C_A\frac{4}{3}T_FN_F`$. In a variety of cases (see e.g. Refs.) this simplistic procedure gives reasonable estimates of known higher-order perturbative coefficients in different physical quantities (see Ref. for a review). As a rule, the signs of contributions from sets of diagrams with fewer quark loops are correctly predicted and often the actual magnitudes of coefficients of lower powers of $`N_F`$ are within a factor of 2 of the NNA estimates. In this section we apply this procedure to the Bjorken unpolarized and polarized sum rules, where $`Q^2>0`$ is, of course, in the euclidean region.

We expand the perturbative contributions to Eq.(2) in powers of $`\alpha _s/\pi =4\overline{a}_s`$

$$C_{\mathrm{Bjunp}}=1+\underset{n1}{}d_n\left(\frac{\alpha _s}{\pi }\right)^n$$
(10)
with known results $`d_1=\frac{2}{3}`$ and

$`d_2`$ $`=`$ $`3.8333+0.29630N_F`$
$`d_3`$ $`=`$ $`36.155+6.3313N_F0.15947N_F^2`$ (11)
from Refs., in the $`\overline{\mathrm{MS}}`$-scheme. Taking the input of Eq.(5), naive nonabelianization yields

$`d_2^{\mathrm{NNA}}`$ $`=`$ $`4.8889+0.29630N_F`$
$`d_3^{\mathrm{NNA}}`$ $`=`$ $`43.414+5.2623N_F0.15947N_F^2`$
$`d_4^{\mathrm{NNA}}`$ $`=`$ $`457.02+83.094N_F5.0360N_F^2+0.10174N_F^3`$ (12)
obtained from the exact results for the terms with highest powers of $`N_F`$. One can observe reasonable agreement between the estimates and exact results for the coefficients of $`N_F^0`$ in $`d_2`$ and of $`N_F^1`$ in $`d_3`$. Moreover, even the estimate, $`43.414`$, of the $`N_F^0`$ term in $`d_3`$ has the correct sign and a magnitude close to the known value, $`36.155`$.

We now perform a similar analysis for the Bjp SR perturbative series $`C_{\mathrm{Bjp}}(Q^2)=1+_{n1}\overline{d}_n(\alpha _s/\pi )^n`$. The exact known results are $`\overline{d}_1=1`$ and

$`\overline{d}_2`$ $`=`$ $`4.5833+0.33333N_F`$
$`\overline{d}_3`$ $`=`$ $`41.440+7.6073N_F0.17747N_F^2,`$ (13)
obtained at $`O(\alpha _s^2)`$ in Ref. and at $`O(\alpha _s^3)`$ in Ref.. The NNA estimates are

$`\overline{d}_2^{\mathrm{NNA}}`$ $`=`$ $`5.5+0.33333N_F`$
$`\overline{d}_3^{\mathrm{NNA}}`$ $`=`$ $`48.316+5.8565N_F0.17747N_F^2`$
$`\overline{d}_4^{\mathrm{NNA}}`$ $`=`$ $`466.00+84.728N_F5.1350N_F^2+0.10374N_F^3`$ (14)
with $`\overline{d}_2`$ and $`\overline{d}_3`$ in tolerable agreement with the exact results of Eq.(13).

More ambitious estimates are presented in Tables 1 and 2, where we have evaluated Eq.(12) and Eq.(14) for $`N_F=3,4,5`$ active flavours and compared these estimates with exact results from Eq.(11) and Eq.(13), or with estimates in Ref. at $`O(\alpha _s^4)`$, obtained by a method of effective charges . (The latter are in fair agreement with Padé estimates in Ref..)

| $`\mathrm{order}`$ | $`N_F=3`$ | $`N_F=4`$ | $`N_F=5`$ |
| --- | --- | --- | --- |
| $`(\frac{\alpha _s}{\pi })^2`$ (NNA) | -4 | -3.70 | -3.40 |
| $`(\frac{\alpha _s}{\pi })^2`$ (exact) | -2.94 | -2.65 | -2.35 |
| $`(\frac{\alpha _s}{\pi })^3`$ (NNA) | -29.1 | -24.9 | -21.1 |
| $`(\frac{\alpha _s}{\pi })^3`$ (exact) | -18.6 | -13.4 | -8.5 |
| $`(\frac{\alpha _s}{\pi })^4`$ (NNA) | -250 | -199 | -155 |
| $`(\frac{\alpha _s}{\pi })^4`$ ) | -133 | -76 | -29 |

Table 1. The $`N_F`$-dependence of the NNA expressions for Bjunp SR and their comparison with the results of explicit calculations and $`O(\alpha _s^4)`$ estimates of Ref..

| $`\mathrm{order}`$ | $`N_F=3`$ | $`N_F=4`$ | $`N_F=5`$ |
| --- | --- | --- | --- |
| $`(\frac{\alpha _s}{\pi })^2`$ (NNA) | -4.5 | -4.17 | -3.83 |
| $`(\frac{\alpha _s}{\pi })^2`$ (exact) | -3.58 | -3.25 | -2.92 |
| $`(\frac{\alpha _s}{\pi })^3`$ (NNA) | -32.3 | -27.7 | -23.5 |
| $`(\frac{\alpha _s}{\pi })^3`$ (exact) | -20.2 | -13.8 | -7.8 |
| $`(\frac{\alpha _s}{\pi })^4`$ (NNA) | -255 | -203 | -158 |
| $`(\frac{\alpha _s}{\pi })^4`$ ) | -130 | -68 | -18 |

Table 2. The $`N_F`$-dependence of the NNA expressions for Bjp SR and their comparison with the results of explicit calculations and $`O(\alpha _s^4)`$ estimates of Ref..

Here one is pushing NNA rather hard, since there are substantial cancellations between powers of $`N_F`$ with alternating signs, which are most pronounced at $`N_F=5`$. Nevertheless, there is agreement to within a factor of 2 for $`N_F=3,4`$ at order $`\alpha _s^2`$ and $`\alpha _s^3`$.

The similarities between Tables 1 and 2 are rather striking: the NNA estimates, the known values, and the effective-charges estimates in the two sum rules follow very similar patterns. Indeed this was observed in the renormalization-group invariant analysis of known results in Ref., where this similarity between polarized and unpolarized sum rules appeared to be somewhat mysterious. From our point of view there is a simple-minded explanation: the residues of the dominant infrared renormalon, at $`\delta =1`$, in the Borel transforms of Eq.(4) and Eq.(8) are identical. Thus one may attribute the close similarities in the full perturbative structures to the rough success of NNA, which assumes that the overall trends are driven by this renormalon.

However, in the concluding section we remind the reader of two important effects that suggest caution in relying on estimates obtained from a single chain of quark loops.

## 4 Application of NNA to euclidean correlators

To sharpen our understanding of the limitations of NNA, we reconsider analyses of the vector  and scalar  correlators, of light-quark currents, following the recent and impressive calculations of the $`O(\alpha _s^4N_F^2)`$ terms reported in Ref..

In the vector channel we study the Adler function

$$D(Q^2)=Q^2_0^{\mathrm{}}\frac{R(s)}{(s+Q^2)^2}𝑑s=3\underset{F}{}Q_F^2\left[1+\underset{n1}{}d_n^\mathrm{V}\left(\frac{\alpha _s}{\pi }\right)^n\right]$$
(15)
where $`R(s)`$ is the well-known $`e^+e^{}`$ ratio, $`Q_F`$ are the quarks charges, and the known perturbative results, at large $`Q^2>0`$ in the euclidean region, are $`d_1^\mathrm{V}=1`$ and

$`d_2^\mathrm{V}`$ $`=`$ $`1.98570.11530N_F`$
$`d_3^\mathrm{V}`$ $`=`$ $`18.2434.2158N_F+0.086207N_F^2`$
$`d_4^\mathrm{V}`$ $`=`$ $`d_{4,0}^\mathrm{V}+d_{4,1}^\mathrm{V}N_F+1.8753N_F^20.010093N_F^3`$ (16)
taking $`d_2^\mathrm{V}`$ from Ref. and $`d_3^\mathrm{V}`$ from Ref., with neglect of the term in the vector correlator with two quark loops and a three-gluon intermediate state. The $`O(\alpha _s^4N_F^3)`$ term in $`d_4^\mathrm{V}`$ was obtained in Ref., and the $`O(\alpha _s^4N_F^2)`$ term was recently published in Ref.. The corresponding NNA estimates are

$`d_2^{\mathrm{V},\mathrm{NNA}}`$ $`=`$ $`1.90240.11530N_F`$
$`d_3^{\mathrm{V},\mathrm{NNA}}`$ $`=`$ $`23.4702.8448N_F+0.086207N_F^2`$
$`d_4^{\mathrm{V},\mathrm{NNA}}`$ $`=`$ $`45.3388.2433N_F+0.49959N_F^20.010093N_F^3.`$ (17)
While the pattern of agreement of signs and rough magnitudes is comparable to that for the sum rules it is notable that the $`O(N_F)`$ term in $`d_3^\mathrm{V}`$ exceeds the NNA estimate by a factor $`1.5`$ and the $`O(N_F^2)`$ term in $`d_4^\mathrm{V}`$ exceeds the estimate by a factor $`1.8753/0.499593.8`$.

Proceeding to the scalar correlator, again in the euclidean region, we study the following analogue of Eq.(15)

$$D^\mathrm{S}(Q^2)=Q^2_0^{\mathrm{}}\frac{R^\mathrm{S}(s)}{(s+Q^2)^2}𝑑s=3\left[m(Q^2)\right]^2\left[1+\underset{n1}{}d_n^\mathrm{S}\left(\frac{\alpha _s}{\pi }\right)^n\right]$$
(18)
with $`d_1^\mathrm{S}=\frac{17}{3}`$ and

$`d_2^\mathrm{S}`$ $`=`$ $`51.5671.9070N_F`$
$`d_3^\mathrm{S}`$ $`=`$ $`648.7163.742N_F+0.92913N_F^2`$
$`d_4^\mathrm{S}`$ $`=`$ $`d_{4,0}^\mathrm{S}+d_{4,1}^\mathrm{S}N_F+54.783N_F^20.45374N_F^3`$ (19)
taking $`d_2^\mathrm{S}`$ from Ref., $`d_3^\mathrm{S}`$ from Ref., the $`O(\alpha _s^4N_F^3)`$ term in $`d_4^\mathrm{S}`$ from Ref., and the $`O(\alpha _s^4N_F^2)`$ term from Ref.. We choose this comparator so as to make contact with the analyses of Refs., notwithstanding the comment made in Ref. that the necessity of a second subtraction in the dispersion relation for the scalar correlator makes such a construct infrared unsafe. The corresponding NNA estimates are

$`d_2^{\mathrm{S},\mathrm{NNA}}`$ $`=`$ $`31.4651.9070N_F`$
$`d_3^{\mathrm{S},\mathrm{NNA}}`$ $`=`$ $`252.9630.661N_F+0.92913N_F^2`$
$`d_4^{\mathrm{S},\mathrm{NNA}}`$ $`=`$ $`2038.3370.60N_F+22.460N_F^20.45374N_F^3`$ (20)
again with a fair pattern of agreement in signs and magnitudes. The $`O(N_F)`$ term in $`d_3^\mathrm{S}`$ exceeds the NNA estimate by a factor $`2.1`$ and the $`O(N_F^2)`$ term in $`d_4^\mathrm{S}`$ exceeds the estimate by a factor of $`54.783/22.4602.4`$

Two remarks are in order. First, one notes that the absolute sizes of the radiative corrections in the scalar channel are much larger than those in the vector channel. This may be regarded as a success for the NNA estimator, which attributes this trend to the inadequately subtracted dispersion relation of Eq.(18), taken as the object of study in Refs.. The failure to make a second subtraction in the scalar channel results  in an infrared renormalon at $`\delta =1`$, whereas no such renormalon can appear in Adler’s correctly subtracted dispersion relation of Eq.(15). Moreover, this disparity between the scalar and vector channels is already apparent in the $`O(\alpha _s)`$ diagrams, into which quark loops are inserted, where the coefficient $`d_1^\mathrm{S}=\frac{17}{3}`$ is almost 6 times larger than $`d_1^\mathrm{V}=1`$.

As in the previous section, this renormalon analysis has value only if the known radiative corrections follow the pattern suggested by NNA. Fortunately this is again the case, in the euclidean region. We remark that the very large $`O(\alpha _s^4N_F^2)`$ coefficient $`d_{4,2}^\mathrm{S}=54.783`$ is better approximated by NNA than is the far smaller coefficient $`d_{4,2}^\mathrm{V}=1.8753`$. It thus appears that NNA is a useful indicator of significant euclidean radiative corrections.

The second important observation is that a very different picture emerges if one chooses the comparator $`R^\mathrm{S}(s)`$, which is the discontinuity of the scalar correlator across the cut in the minkowskian (timelike) region $`Q^2=s>0`$. The modest success of NNA in the euclidean region does not ensure comparable success in the minkowskian region, because of the numerically large terms involving powers of $`\pi ^2`$ and coefficients of the beta function, $`\beta (\alpha _s)`$, and the mass anomalous dimension, $`\gamma _m(\alpha _s)`$, noted in . These easily computed effects of analytic continuation do not naively nonabelianize. Moreover, the infrared renormalon at $`\delta =1`$ in Eq.(18) is absent  from the scalar imaginary part $`R^\mathrm{S}(s)`$. Accordingly, NNA behaves poorly in this comparator. For example, it was noted in Ref. that the exact $`O(\alpha _s^4N_F^2)`$ term in $`R^\mathrm{S}(s)`$ exceeds that obtained by applying NNA to the exact $`O(\alpha _s^4N_F^3)`$ term of Ref. by a factor of $`9.6848/1.012810`$.

Thus we learn from the analytical calculations of Refs. that NNA estimates for the scalar correlator perform better in the euclidean region, where we have already noted tolerable agreement with exact results on sum rules.

## 5 Conclusions

In summary:

1. The new all-orders results for the leading terms in the large-$`N_F`$ expansion of the perturbative contributions to the Bjorken unpolarized sum rule, when naively nonabelianized, offer an explanation of the observation of Ref. that the actual radiative corrections in this sum rule closely follow those of the Bjorken polarized sum rule. Within the simplistic, but here relatively successful, framework of NNA, we attribute this parallelism to the equality of the residues of the dominant infrared renormalon, at $`\delta =1`$, in the Borel transforms of Eq.(4) and Eq.(8).
2. The pattern of NNA estimates for the vector and scalar correlators, in the euclidean region, also suggests a leading role for infrared renormalons. In this case, it helps one to understand why the actual scalar radiative corrections are so much larger than those in the vector case. To attribute this to NNA, it is necessary for the procedure to have reasonable success in each channel. In fact we find that it is slightly more successful in the scalar case, notwithstanding conspicuous failure after analytic continuation to the minkowskian region.
3. Since NNA yields correct signs and sensible magnitudes for all known coefficients of terms with lower powers of $`N_F`$, in all four euclidean analyses considered in this work, we believe that its sign predictions in Eqs.(12,14,17,20), for unknown $`O(\alpha _s^4)`$ terms, are probably reliable. In particular, we expect that in Eqs.(16,19) further dedicated calculation will yield negative signs for $`d_{4,1}^{\mathrm{V},\mathrm{S}}`$ and positive signs for the $`d_{4,0}^{\mathrm{V},\mathrm{S}}`$ coefficients that result from purely gluonic radiative corrections.
4. It is important to recognize the intrinsic limitations of NNA. First we remark that the $`N_F`$ dependence of QCD radiative corrections results not only from insertions of quark loops in gluon propagators; in addition there are diagrams with quark loops inserted at gluonic vertices. It seems unreasonable to expect NNA to mimic contributions such as that in Fig.1(a) of Ref., where a quark loop modifies a three-gluon vertex within a second quark loop. More significantly, perhaps, one first encounters at $`O(\alpha _s^4)`$ the effects of quark loops in different gluon propagators. As remarked in Ref., multiple renormalon chains modify the asymptotic behaviour at next-to-leading order in $`1/N_F`$, notably in the $`O(\alpha _s^4N_F^2)`$ terms. Therefore, it would appear more prudent to use the final row in each of the Tables 1 and 2 as estimates for DIS sum rules. Moreover, in the vector correlator, the effective-charges analysis of Ref. appears to be in good agreement with the partial analytical results of Ref..

## 6 Acknowledgements

This work was first presented at the Quarks-2002 International Seminar (June 1–7, 2002, Novgorod the Great, Russia). ALK thanks C.J. Maxwell and A.I. Vainshtein for comments and acknowledges support by RFBR Grants N 00-02-17432 and N 02-01-00601.


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# Dynamics on the space of harmonic functions and the foliated Liouville problem

## 1 Introduction

Let $`\text{Har}(𝔻)`$ denote the space of complex valued harmonic functions on the unit disc $`𝔻=\{z:|z|<1\}`$ bounded by a common constant, which will be taken without loss of generality to be $`1`$. Endowed with the topology of uniform convergence on compact subsets of $`𝔻`$, $`\text{Har}(𝔻)`$ is a compact metrizable space. The group $`G=PSL(2,)`$ of hyperbolic isometries of $`𝔻`$ acts on $`\text{Har}(𝔻)`$ by composition: $`(g,f)fg^1`$, where $`f\text{Har}(𝔻)`$ and $`gG`$. A central concern of the present paper is the dynamics of the action on $`\text{Har}(𝔻)`$ of $`G`$ and its subgroups, in particular, of lattices in $`G`$.

We are led to study the dynamics of lattices in $`G`$ on $`\text{Har}(𝔻)`$ by what will be call here the foliated Liouville problem. The general setting for this problem is a foliated space $`(M,)`$ (as defined in ), where $`M`$ is a compact topological space and the leaves of $``$ are smooth Riemannian manifolds. The Riemannian metric and all its derivatives are assumed to vary continuously on $`M`$.

The foliated space $`(M,)`$ will be said to have the Liouville property if continuous leafwise harmonic functions on $`M`$ are leafwise constant. More precisely, let $`\mathrm{\Delta }`$ denote the tangential Laplace operator associated to the Riemannian metric on leaves of $``$. A continuous function $`f`$ which is smooth along leaves and satisfies $`\mathrm{\Delta }f=0`$ will be called leafwise harmonic. Then the Liouville property holds if for any such function its restriction to each leaf of $``$ is constant.

If the leaves of $``$ are complex rather than Riemannian manifolds, the related problem of deciding when leafwise holomorphic continuous functions on $`M`$ are leafwise constant was studied in our paper . Clearly, these two problems are related. For example, if the leaves are Kähler manifolds (as in the main class of examples of foliated bundles over Riemann surfaces), the real and imaginary parts of holomorphic functions are harmonic, so that some of the results obtained in our earlier paper have immediate implications to the present setting. On the other hand, some tools used in that paper are unique to holomorphic functions (such as the open mapping principle), which makes the harmonic case more difficult and more interesting. Since both the harmonic and holomorphic versions of the problem will arise in the course of the present paper, it will be convenient at times to use the alternative terminology: a foliated space with the Liouville property will also be called harmonically simple, while its holomorphic counterpart will be called holomorphically simple. (The reader should note that the latter was called in  holomorphically plain.)

This property obviously holds for the trivial foliation, consisting of a single leaf ($`M`$ itself). Less trivial, but for our concerns equally uninteresting examples are provided by foliations whose leaves are in a certain sense parabolic, so that Liouville theorems extensively studied in geometry and complex analysis can be applied to each leaf separately.

When the foliation has leaves that individually admit nonconstant bounded harmonic functions, dynamical considerations must come into play in order to decide whether or not the Liouville property holds. To give a rather simple illustration of this point, note that a minimal foliation (that is, one that does not contain proper closed saturated sets) has the Liouville property regardless of the geometry of the leaves, as an application of the maximum principle for harmonic functions immediately shows. More interesting related results will be offered later. On the other hand, simply having complicated transversal dynamics is not by itself an obstacle to the existence of nonconstant, leafwise harmonic continuous functions on $`M`$, as will be seen later with an example of a codimension $`2`$ ergodic foliation for which the Liouville property fails.

In this paper we describe results and examples connecting the Liouville property with the foliation’s transverse dynamics. We will consider in some detail foliated bundles over compact Riemann surfaces of genus $`2`$ or greater. This is a particularly well suited class of examples for this study since typical leaves often admit nonconstant bounded harmonic functions, and such examples can be constructed so as to possess a wide range of dynamical properties.

It will be shown that constructing foliations without the Liouville property, in the class of foliated bundles over compact Riemann surfaces, naturally leads to study the dynamics of uniform lattices in $`G`$ on $`\text{Har}(𝔻)`$. Among other properties, it will be seen that this action is topologically transitive, and that the $``$-action generated by any hyperbolic element in the lattice is chaotic in the sense of .

The plan of the paper is as follows. After setting some notation, we describe a number of results, topological and measure theoretic, proving the Liouville property for certain classes of foliations. The topological results are harmonic counterparts to results proven in  in the holomorphic setting, and most proofs, although not all, are similar to those in our previous paper. The measure theoretic results are mainly aimed at connecting our problem with L. Garnett’s theory of harmonic measures for foliations.

Next, we describe a class of examples of harmonically non-simple foliations. These are foliated bundles over a compact Riemann surface, of codimension $`2`$, and ergodic. It is also shown how foliated bundles over a compact Riemann surface for which the Liouville property does not hold (and nontrivial leafwise harmonic functions) can be obtained from a universal foliated bundle construction.

We then compare the harmonic problem with the corresponding holomorphic problem studied in . It is remarked that each continuous leafwise harmonic function defines a cohomology class in the first tangential de Rham cohomology space of a leafwise Kähler foliation, and that this class vanishes if and only if the function is the real part of a leafwise holomorphic function. The example of a harmonically non-simple foliation referred to above has, in particular, non-trivial first cohomology as it is shown that the example is holomorphically simple.

Finally, we prove a number of results about the dynamics of actions of subgroups of $`PSL(2,)`$ on $`\text{Har}(𝔻)`$. One of the main results is that the $``$-action of hyperbolic or parabolic elements in $`PSL(2,)`$ define chaotic dynamical systems in the sense of .

The first author would like to thank the École Normale Supérieure de Lyon, UMPA, for its support and hospitality while this works was being written.

## 2 Notations and general facts

We first set some notation. The unit disc $`𝔻=\{z:|z|<1\}`$ can be viewed alternatively as a Riemannian manifold with the metric of constant curvature $`1`$, or as a complex manifold. In the first case, the set of all complex valued harmonic functions $`f`$ on $`𝔻`$ such that $`f(𝔻)\overline{𝔻}`$ will be written $`\text{Har}(𝔻)`$, while $`\text{Hol}(𝔻)`$ will denote the set of all holomorphic functions from $`𝔻`$ into $`\overline{𝔻}`$. Notice that $`\text{Har}(𝔻)\text{Hol}(𝔻)`$. On the other hand, a holomorphic map whose real part lies in $`\text{Har}(𝔻)`$ may fail to be bounded.

The subset of $`\text{Har}(𝔻)`$ (resp., $`\text{Hol}(𝔻)`$) of nonconstant functions will be denoted by $`\text{Har}(𝔻)^{}`$ (resp., $`\text{Hol}(𝔻)^{}`$).

Endowed with the topology of uniform convergence on compact subsets of $`𝔻`$, both $`\text{Har}(𝔻)`$ and $`\text{Hol}(𝔻)`$ are compact metrizable spaces. Recall that $`\text{Har}(𝔻)`$ can be identified, by means of the Poisson representation formula, with the unit ball of $`L^{\mathrm{}}(S^1)`$ endowed with the weak\*-topology, where $`S^1=𝔻`$. Thus, denoting the Poisson kernel by $`K(z,\theta )=(1|z|^2)/(|e^{2\pi i\theta }z|^2),`$ convergence in $`\text{Har}(𝔻)`$

$$\phi _n()=_0^1K(,\theta )f_n(\theta )𝑑\theta \phi ()=_0^1K(,\theta )f(\theta )𝑑\theta $$

holds if for every $`gL^{\mathrm{}}(S^1)`$ (equivalently, for each $`g`$ in a dense subset of continuous functions in $`L^1(S^1)`$), one has

$$_0^1(f_n(\theta )f(\theta ))g(\theta )𝑑\theta 0$$

as $`n\mathrm{}`$.

It is well known that $`PSL(2,)`$, acting on $`=\{z=x+iy:y>0\}`$ by partial linear transformations, $`gz=(az+b)/(cz+d),`$ is the group of isometries of the hyperbolic plane. The conformal isomorphism $`\varphi :𝔻`$ given by $`\varphi (z)=i(1z)/(1+z)`$, conjugates the action on the upper half-plane to an action of $`PSL(2,)`$ on the unit disc, according to the expression $`gz=(\alpha z+\beta )/(\overline{\beta }z+\overline{\alpha })`$, where $`2\alpha =a+d+(bc)i,2\beta =a+d+(b+c)i`$ and $`z𝔻`$. Conjugation by $`\varphi `$ gives, in fact, an isomorphism between $`PSL(2,)`$ and $`PSU(1,1)`$. Elements of the latter group are represented by complex matrices $`\left(\begin{array}{cc}\alpha & \beta \\ \overline{\beta }& \overline{\alpha }\end{array}\right)`$ of determinant $`1`$, modulo the center. The group $`PSL(2,)`$, which consists of harmonic (resp., holomorphic) self-maps of $`𝔻`$, naturally acts on $`\text{Har}(𝔻)`$ (resp., $`\text{Hol}(𝔻)`$) by: $`(g,f)fg^1`$, where $`g^1(z)=(\overline{\alpha }z\beta )/(\alpha \overline{\beta }z).`$

We now recall the construction of a foliated bundle over a Riemann surface. Let $`S`$ be a compact connected Riemann surface, $`\stackrel{~}{S}`$ its universal covering space, and $`\mathrm{\Gamma }`$ the fundamental group of $`S`$. The covering action of $`\gamma \mathrm{\Gamma }`$ on $`p\stackrel{~}{S}`$ will be written $`p\gamma `$. Let $`X`$ be a compact connected space on which $`\mathrm{\Gamma }`$ acts by homeomorphisms, for a given homomorphism $`\rho :\mathrm{\Gamma }\text{Homeo}(X)`$ from $`\mathrm{\Gamma }`$ into the group of homeomorphisms of $`X`$. Given $`\gamma \mathrm{\Gamma }`$ and $`xX`$, $`\rho (\gamma )(x)`$ will be written simply as $`\gamma (x)`$. $`\mathrm{\Gamma }`$ naturally acts on the product $`\stackrel{~}{S}\times X`$, properly discontinuously, by $`(p,x)\gamma :=(p\gamma ,\gamma ^1(x)).`$ The space of orbits for this action, $`M=(\stackrel{~}{S}\times X)/\mathrm{\Gamma }`$, is a foliated space whose leaves are transverse to the fibers of the natural projection $`\pi :MS`$. The restriction of the projection map to individual leaves are covering maps. The resulting foliated space will be written $`(M_\rho ,_\rho )`$.

## 3 Harmonically simple foliations

We describe in this section conditions under which a foliated space has the Liouville property. These are mostly results that were given in  for the holomorphic Liouville problem, but which also hold in the harmonic setting. The proofs are essentially the same as for the corresponding results in that paper, except for Proposition 3.6 below. On the other hand, not all that what was shown in our earlier paper seems to have an easy translation to the present setting. For example, in Theorem 1.15 of , it is shown that $`(M,)`$ is holomorphically simple whenever it has codimension $`1`$. We do not know whether the counterpart for harmonic functions holds.

Some of the results in this section are of a measure theoretic nature while others are purely topological. In all cases, $`(M,)`$ is a compact foliated space with leafwise Riemannian metric.

### 3.1 Topological results

Let $`f`$ be a continuous leafwise harmonic function on $`M`$. It is clear that the set of leaves where $`f`$ is constant is a compact nonempty $``$-saturated set. Notice that it is nonempty by the maximum value property of harmonic functions, since on a leaf containing a point where $`f`$ attains a maximum or a minimum value, $`f`$ must be constant. This remark immediately yields the following proposition.

###### Proposition 3.1

If the closure of every leaf of $``$ contains a unique minimal set, then the leafwise Riemannian compact foliated space$`(M,)`$ is harmonically simple.

Proof. Under these assumptions, the maximum and minimum values of the function must coincide on each leaf closure. $`\mathrm{}`$

###### Corollary 3.2

Let $`(M_\rho ,_\rho )`$ be a foliated bundle over a compact Riemannian manifold $`S`$ with compact fiber a differentiable manifold $`V`$, where $`\rho :\mathrm{\Gamma }H`$ is a homomorphism from the fundamental group of $`S`$ into a compact group of diffeomorphisms of $`V`$. Then $`(M_\rho ,_\rho )`$ is harmonically simple.

Proof. Since $`H`$ is compact, there exists an $`H`$-invariant Riemannian metric on $`V`$, making $`(M_\rho ,_\rho )`$ a Riemannian foliation. By , the closure of each leaf is a minimal set. $`\mathrm{}`$

Denote by $`P(W)`$ the projective space associated to a finite dimensional real or complex vector space $`W`$. The general linear group $`GL(W)`$ naturally acts on $`P(W)`$. We consider next foliated bundles with fiber $`P(W)`$ over a compact Riemannian manifold $`S`$, associated to homomorphisms $`\rho :\mathrm{\Gamma }GL(W)`$, where $`\mathrm{\Gamma }`$ is the fundamental group of $`S`$. An element $`\gamma \mathrm{\Gamma }`$ is called proximal if the maximal characteristic exponent of $`\rho (\gamma )`$ is simple. Proposition 3.1 and \[12, 3.4 and 3.6, ch. VI\] yields the next proposition.

###### Proposition 3.3

Let $`S`$ be a connected, compact, Riemannian manifold with fundamental group $`\mathrm{\Gamma }`$, $`W`$ a finite dimensional vector space and suppose that $`\rho :\mathrm{\Gamma }GL(W)`$ is a homomorphism such that $`\mathrm{\Gamma }`$ contains a proximal element. Let $`(M_\rho ,_\rho )`$ be the foliated bundle over $`S`$ with fiber $`P(W)`$ and $`\mathrm{\Gamma }`$-action on $`P(W)`$ given by $`\rho `$. Then $`(M_\rho ,_\rho )`$ is harmonically simple.

###### Corollary 3.4

Let $`S`$, $`\mathrm{\Gamma }`$, $`W`$, and $`(M_\rho ,_\rho )`$ be as in Proposition 3.3, where the representation $`\rho :\mathrm{\Gamma }GL(W)`$ is now such that the projection of $`\rho (\mathrm{\Gamma })`$ into $`PGL(W)`$ is Zariski dense. Then $`(M_\rho ,_\rho )`$ is harmonically simple.

Proof. If the image of $`\rho (\mathrm{\Gamma })`$ in $`PGL(W)`$ is not precompact, the hypothesis of Proposition 3.3 hold by \[12, Theorem 4.3(i)\]. Otherwise, the conclusion follows from Corollary 3.2. $`\mathrm{}`$

The proof of the next theorem is, with obvious changes, the same as for Theorem 1.11 in . It uses Corollary 3.4, as well as  and \[4, 8.2\].

###### Theorem 3.5

Let $`S=𝔻/\mathrm{\Gamma }`$ be a compact Riemann surface of genus $`g2`$ and write $`G=GL(n,)`$. Then there is a Zariski dense subset $`U`$ of the representation variety $`\text{Hom}(\mathrm{\Gamma },G)`$ such that for each $`\rho U`$, the foliated space $`(M_\rho ,_\rho )`$ with fiber $`P(^n)`$ is harmonically simple.

Another class of foliations to which the ideas of this section apply are obtained from actions of Gromov-hyperbolic groups on their boundary. (See  for the general definitions and facts concerning such groups.) The proof of the next theorem requires some modifications of the proof of its holomorphic counterpart, Proposition 1.13 of .

###### Theorem 3.6

Let $`\mathrm{\Lambda }`$ be a Gromov-hyperbolic group, $`X`$ the boundary of $`\mathrm{\Lambda }`$, and $`S`$ a compact connected Riemannian manifold with fundamental group $`\mathrm{\Gamma }`$. Suppose that $`\mathrm{\Gamma }`$ acts on $`X`$ via a homomorphism $`\rho :\mathrm{\Gamma }\mathrm{\Lambda }`$ and let $`(M_\rho ,_\rho )`$ be the corresponding foliated bundle over $`S`$. Then $`(M_\rho ,_\rho )`$ is harmonically simple.

Proof. Let $`L`$ denote the limit set for the action of $`\rho (\mathrm{\Lambda })`$ on $`X`$. There are only three possibilities for the cardinality of $`L`$: $`1,2,\mathrm{}`$. If the cardinality is either $`1`$ or $`\mathrm{}`$, the action of $`\mathrm{\Lambda }`$ on $`X`$ has a unique minimal set (see ), so the conclusion of the theorem follows from Proposition 3.1.

So suppose that $`L`$ consists of exactly $`2`$ points. In this case $`\rho (\mathrm{\Gamma })`$ fixes the geodesic joining them. But the stabilizer of a geodesic in a (countable) hyperbolic group is virtually cyclic. If $`\rho (\mathrm{\Gamma })`$ is finite, all leaves of $``$ are compact, so the conclusion of the theorem holds. If $`\rho (\mathrm{\Gamma })`$ is not finite, any noncompact leaf is a finitely generated abelian Galois covering of a common compact Riemann surface. But it is known that such surfaces, individually, satisfy the Liouville property. (See .) Therefore the theorem follows. $`\mathrm{}`$

We note that, in the next theorem, a non-discrete $`\rho (\mathrm{\Gamma })`$ is not excluded.

###### Theorem 3.7

The previous theorem still holds after replacing $`\mathrm{\Lambda }`$ by $`SL(2,)`$.

Proof. The proof is essentially the same as for Theorem 3.6. Of the three possibilities for the limit set of the action of $`\rho (\mathrm{\Gamma })`$ on the boundary of the symmetric space, which is now $`^3`$, the difficult case corresponds to a two point limit set. So it can be assumed that $`\mathrm{\Gamma }`$ fixes a geodesic in $`^3`$. The stabilizer in $`SL(2,)`$ of this geodesic is $`\times SO(2)`$, an abelian group. Consequently, non-compact leaves are (virtually) finitely generated abelian Galois coverings of a same compact Riemann surface. As before,  finishes the proof. $`\mathrm{}`$

It seems plausible to expect the statement of Theorem 3.7 still to be valid if one replaces $`SL(2,)`$ with a general rank-$`1`$ semisimple Lie group. The proof given above, however, breaks down since the stabilizer of a geodesic in the corresponding symmetric space is $`\times K`$, for a compact $`K`$ which may be non-abelian. Nevertheless, we expect that a more detailed analysis should yield the result in this more general case.

### 3.2 Measure theoretic results

The next theorem is from . We recall that a measure $`m`$ on $`M`$ is said to be harmonic if for all continuous leafwise smooth functions $`h:M`$,

$$_M(\mathrm{\Delta }h)(x)𝑑m(x)=0.$$

A harmonic measure on $`(M,)`$ is called totally invariant if, together with the leafwise Riemannian measure, it yields a transverse invariant measure for $``$. We refer to  or  for the general properties and results concerning harmonic measures.

###### Theorem 3.8 (Garnett)

Let $`m`$ be a harmonic measure on $`(M,)`$ and $`f`$ a measurable, $`m`$-integrable, leafwise harmonic function on $`M`$. Then $`f`$ is constant on $`m`$-a.e. leaf.

Some generalizations of Garnett’s result are obtained by S. Adams in .

###### Corollary 3.9

If the union of the supports of harmonic measures is all of $`M`$, then $`(M,)`$ is harmonically simple.

###### Corollary 3.10

$`(M,)`$ is harmonically simple whenever it admits a transverse invariant measure of full support.

The last corollary shows that it is easy to obtain examples of harmonically simple foliations. In fact, for every volume preserving action of a cocompact lattice $`\mathrm{\Gamma }PSL(2,)`$ on a compact manifold $`X`$, the corresponding foliated bundle $`(𝔻\times X)/\mathrm{\Gamma }`$ has that property.

## 4 Harmonically nonsimple foliations

We gave in  the following example of a foliated bundle $`(M,)`$ that is not holomorphically or harmonically simple. Here $`M=(𝔻\times 𝒞)/\mathrm{\Gamma }`$, where

$$𝒞=\{[z_1,z_2,t]P^4:|z_1|^2|z_2|^2=t^2\}$$

is an $`SU(1,1)`$-invariant submanifold of projective space for an action of $`SU(1,1)`$ on $`P^4`$ defined as follows:

$$\left(\begin{array}{cc}\alpha & \beta \\ \overline{\beta }& \overline{\alpha }\end{array}\right)[z_1,z_2,t]=[\alpha z_1+\beta \overline{z}_2,\alpha z_2+\beta \overline{z}_1,t].$$

The function $`f:𝔻\times 𝒞`$ given by

$$f(z,[u_1,u_2,t])=\frac{\overline{u}_1zu_2}{\overline{u}_2z+u_1}$$

is easily shown to pass to the quotient by $`\mathrm{\Gamma }`$, yielding a real analytic leafwise holomorphic function.

The transverse dynamics of the above example “essentially” corresponds to the action of $`\mathrm{\Gamma }`$ on a $`3`$-sphere obtained by compactifying $`PSU(1,1)`$ (on which $`\mathrm{\Gamma }`$ acts by translations) by adding a circle at infinity. It is not a particularly complicated dynamics, topologically or measure theoretically.

It is natural to ask whether dynamical properties such as recurrence and ergodicity might somehow prevent examples of this kind. The purpose of this section is to construct a harmonically non-simple foliated space which is ergodic with respect to a transverse measure class that is positive on open sets. (It will be shown later that the example is holomorphically simple.) More precisely, we have the following theorem.

###### Theorem 4.1

Let $`S=𝔻/\mathrm{\Gamma }`$ be a compact Riemann surface, where $`\mathrm{\Gamma }`$ is a cocompact lattice in $`PSL(2,)`$. Then there exists a foliated bundle $`(M,)`$ over $`S`$ with fiber $`S^2`$ such that:

1. $`(M,)`$ is real analytic in the complement of a pair of compact leaves, $`S_1,S_2`$ homeomorphic to $`S`$;
2. $`(M,)`$ is ergodic with respect to the smooth measure class;
3. The complement of $`S_1S_2`$ has a real analytic compactification, which is an ergodic foliated bundle over $`S`$ with fiber $`S^1\times [0,2\pi ]`$.
4. For both $`(M,)`$ and its analytic compactification the Liouville property does not hold. Moreover, a continuous leafwise harmonic, not leafwise constant, can be found that is real analytic in the complement of $`S_1S_2`$.

We need to following definitions. By an arc in $`S^1`$ we refer to a set of the form $`\{\zeta e^{it\theta }:0t1\},`$ where $`\zeta S^1`$ and $`\theta (0,2\pi )`$. Therefore the space of arcs is parametrized by the cylinder $`S^1\times (0,2\pi )`$ and has a natural completion, $`S^1\times [0,2\pi ]`$, in which $`S^1\times \{0\}`$ consists of trivial (single point) arcs and $`S^1\times \{2\pi \}`$ consists of full circle arcs with the initial point specified. Since $`PSL(2,)`$ acts on the boundary of the unit disc, it also acts on the space of arcs $`S^1\times (0,2\pi )`$. The action can be written explicitly as follows: $`g(\zeta ,\theta )=(g(\zeta ),\mathrm{\Theta }_g(\zeta ,\theta ))`$, where $`g(\zeta )=(\alpha \zeta +\beta )/(\overline{\beta }\zeta +\overline{\alpha })`$, $`|\alpha |^2|\beta |^2=1`$, and

$$\mathrm{\Theta }_g(\zeta ,\theta )=_0^1\frac{dt}{|\overline{\alpha }+\zeta \overline{\beta }e^{it\theta }|^2}.$$

This is a real analytic action. It extends an action on $`S^1\times [0,2\pi ]`$ which is also real analytic. The boundary components $`S^1\times \{0\}`$ and $`S^1\times \{2\pi \}`$ are invariant subsets.

###### Lemma 4.2

Let $`\mathrm{\Gamma }`$ be an arbitrary lattice in $`PSL(2,)`$. Then the action of $`\mathrm{\Gamma }`$ on $`S^1\times [0,2\pi ]`$ defined above is ergodic with respect to the smooth measure class on the cylinder.

Proof. It is easily seen that $`PSL(2,)`$ acts transitively on the space of (nontrivial) arcs and that the isotropy group of the arc specified by $`\zeta =1`$ and $`\theta =\pi `$ is the subgroup $`APSL(2,)`$ represented by diagonal matrices in $`SL(2,)`$. Thus the action of $`\mathrm{\Gamma }`$ on the space of arcs is analytically conjugate to the action of $`\mathrm{\Gamma }`$ by left translations on the quotient $`PSL(2,)/A`$. But it is well known that this action is ergodic with respect to the smooth measure class on the quotient. In fact, its dual action, of $`A`$ on $`PSL(2,)/\mathrm{\Gamma }`$, is the geodesic flow of a compact negatively curved surface. $`\mathrm{}`$

Write $`X_0=S^1\times [0,2\pi ]`$ and define $`F:𝔻\times X_0`$ according to

$$F(z,\zeta ,\theta )=\frac{\theta }{2\pi }_0^1\frac{1|z|^2}{|\zeta e^{it\theta }z|^2}𝑑t.$$

Observe that $`F`$ is real analytic and $`F(z,\zeta ,0)=0`$, $`F(z,\zeta ,2\pi )=1`$, for all $`z𝔻`$ and $`\zeta S^1`$.

###### Lemma 4.3

We have $`F(g(z),g(x))=F(z,x)`$ for all $`gPSL(2,)`$, $`z𝔻`$, and $`xX_0`$.

Proof. Denote by $`\chi _I`$ the indicator function of the arc $`I`$ determined by $`\zeta `$ and $`\theta `$. By the Poisson formula, $`z\phi (z)=F(z,\zeta ,\theta )`$ is the unique harmonic function on the unit disc with boundary value $`\chi _I`$. Since the action of $`PSL(2,)`$ on the unit disc is conformal, $`\phi g`$ is the unique harmonic function on $`𝔻`$ with boundary value $`\chi _Ig=\chi _{g^1(I)}`$, from which the claim follows. $`\mathrm{}`$

Denote by $`(M_0,_0)`$ the foliated bundle for which $`M_0=(𝔻\times X_0)/\mathrm{\Gamma }`$ and $`_0`$ is the resulting foliation by coverings of $`𝔻/\mathrm{\Gamma }`$. Notice that $`M_0`$ is a compact manifold with boundary, whose boundary components are the two compact leaves of $`_0`$ associated to the invariant boundary circles of $`X_0`$. Due to Lemma 7.7, $`_0`$ is ergodic.

Due to Lemma 7.8, $`F`$ yields on the quotient $`M_0`$ a leafwise harmonic continuous function, $`F_0:M_0`$. Notice that $`F_0`$ is constant on the boundary leaves.

Denote by $`X_1`$ the sphere $`S^2`$ obtained as the quotient of $`S^1\times [0,2\pi ]`$ by collapsing the two boundary circles to the north and south poles. By repeating the above construction, now with $`X_1`$, we obtain a continuous foliated bundle over $`𝔻/\mathrm{\Gamma }`$ with transversal fiber $`S^2`$, which is ergodic and admits a continuous leafwise harmonic function.

Notice that the $`\mathrm{\Gamma }`$-action on $`S^1\times [0,2\pi ]`$ that was used to define $`(M,)`$ passes to the quotient so as to define an action on the torus $`S^1\times S^1`$. The latter action is real analytic and ergodic with respect to the smooth measure class, so it induces an ergodic real analytic foliated bundle. This foliated bundle, however, is harmonically simple.

We end the section with the following two remarks. The first one is an immediate consequence of Garnett’s theorem.

###### Proposition 4.4

The support of any harmonic measure for the foliation $`(M,)`$ of Theorem 4.1 is contained in the union of the compact leaves $`S_1`$ and $`S_2`$.

###### Proposition 4.5

$`(M,)`$, of Theorem 4.1, is holomorphically simple.

Proof. The claim is a corollary of Proposition 1.5 of . We give below a simple direct proof. Let $`f:M`$ be a leafwise holomorphic function. Clearly $`f`$ is constant on the compact leaves $`S_1`$ and $`S_2`$. Let $`K`$ be the union of leaves on which $`f`$ is constant. The transversal dynamics is such that any leaf which is not $`S_1`$ or $`S_2`$ approaches $`S_1`$ or $`S_2`$ along the direction of a hyperbolic element of $`\mathrm{\Gamma }`$. Therefore $`f`$ can take at most two values on $`K`$. On the other hand, the image of the complement of $`K`$ under $`f`$ is an open subset of $``$, due to the open mapping principle for holomorphic functions. Since the union of this open set with the (at most two points of the) image of $`K`$ is compact, it follows that the complement of $`K`$ is empty. $`\mathrm{}`$

## 5 A universal non-Liouville foliation

Foliated bundles over a compact Riemann surface of genus at least $`2`$ for which the Liouville property fails afford a general description, which is explained in this section. A similar construction for the holomorphic case was given in .

Write $`X_0=\text{Har}(𝔻)`$, and let $`S=𝔻/\mathrm{\Gamma }`$ be a compact Riemann surface. As already noted, $`X_0`$ is a compact metrizable space with the topology of uniform convergence on compact subsets of the unit disc, and supports a continuous action of $`PSL(2,)`$ given by $`(g,f)fg^1`$. Thus, it makes sense to form the compact foliated space $`M_0=(𝔻\times X_0)/\mathrm{\Gamma }`$ over $`S`$. We denote this foliated bundle by $`(M_0,_0)`$.

A leafwise harmonic function on $`M_0`$ is given by the following tautological construction. Define $`\overline{\varphi }:𝔻\times X_0`$ by $`\overline{\varphi }(z,f):=f(z)`$. It is easily checked that $`\varphi `$ passes to the quotient and defines a continuous, leafwise harmonic function on $`M_0`$.

Given foliated bundles $`(M^{},^{})`$ and $`(M,)`$ over $`S`$, we define a harmonic morphism between them as a continuous, fiber preserving map $`F:M^{}M`$ that sends leaves of $`^{}`$ to leaves of $``$ and the restriction to each leaf of $`^{}`$ is a harmonic map.

In trying to construct examples of harmonically nonsimple foliations, it is useful to have in mind the following easy fact.

###### Proposition 5.1

Let $`(M,)`$ be a foliated bundle over $`S=𝔻/\mathrm{\Gamma }`$ with fiber $`V`$. Then there is a one-to-one correspondence between continuous leafwise harmonic functions $`\psi :M`$ and $`\mathrm{\Gamma }`$-equivariant continuous maps $`\widehat{\psi }:V\text{Har}(𝔻)`$. Furthermore, if $`\mathrm{\Psi }:MM_0`$ is the harmonic morphism induced from $`\widehat{\psi }`$, then $`\psi =\varphi \mathrm{\Psi }`$, and $`\mathrm{\Psi }`$ is the unique morphism from $`M`$ to $`M_0`$ that satisfies this last equality.

Therefore, if $`V`$ is any $`\mathrm{\Gamma }`$-invariant compact subset of $`X_0`$ that contains non-constant functions, the foliated bundle with fiber $`V`$ will be an example of foliation for which the Liouville property fails, and any example for which the property fails which is a foliated bundle over $`S`$ is obtained in this way.

As an example, we note the following alternative construction of the foliation of Theorem 4.1. Consider the element of $`X_0`$ whose boundary value is the function $`f_0`$ on $`S^1`$ such that

$$f_0(z)=\{\begin{array}{cc}0\hfill & \text{if }\text{Im}(z)>0\hfill \\ 1\hfill & \text{if }\text{Im}(z)0.\hfill \end{array}$$

Any $`gPSL(2,)`$ that fixes $`f_0`$ must also fix the points $`1,1S^1`$, which forces $`g`$ to be diagonal, as a simple calculation shows. Therefore the orbit $`X=PSL(2,)f_0X_0`$ is identified with the quotient $`PSL(2,)/A`$, where $`A`$ is the diagonal subgroup of $`PSL(2,)`$. (This quotient is the space of geodesics of the Poincaré disc.) The closure of the orbit of $`f_0`$ is a topological sphere. Let $`V`$ be this orbit closure and $`(M,)`$ the corresponding foliated bundle. By noting that $`f_0`$ is the indicator function of the arc $`te^{i\pi t}`$, it is easy to check that the two descriptions of the foliation of Theorem 4.1 are isomorphic.

## 6 Relation with the holomorphic case

If the leaves of $`(M,)`$ are Kähler manifolds, it makes sense to ask whether a given continuous leafwise harmonic function corresponds to the real part of a continuous leafwise holomorphic function. This question is of interest since the holomorphically simple property seems to be much easier to obtain than its harmonic counterpart. In fact, we show in  a number of results which prove that a foliation is holomorphically simple, whose harmonic versions are either not true, or we do not yet know to hold.

For example, if the leaves of $``$ are complex manifolds (not necessarily Kähler) and the codimension is $`1`$, then $`(M,)`$ is holomorphically simple. It is still open whether a codimension $`1`$ leafwise Riemannian $`(M,)`$ is harmonically simple. It was also shown there that if the closure of each leaf contains no more than countably many minimal sets, then $``$ is holomorphically simple. But the harmonic counterpart is not true, as the foliation of Theorem 4.1 shows.

Regarding the relationship between holomorphic and harmonic functions, we limit ourselves here to making the following remark. Recall that the (continuous) tangential de Rham cohomology of a foliated space is the cohomology of the complex $`\mathrm{\Omega }^{}(M,)`$ of (continuous) tangentially smooth differential forms, with the tangential exterior derivative. We denote the cohomology spaces by $`H_{dR}^{}(M,)`$. If $`f`$ is a continuous leafwise harmonic function on $`M`$, then we can obtain, on foliation boxes, continuous functions $`\widehat{f}`$ which are harmonic conjugates of $`f`$. These are well defined up to an additive constant, so the various locally defined $`d\widehat{f}`$ piece together to make a closed $`1`$-form $`\omega _f`$ in $`\mathrm{\Omega }^1(M,)`$. If the corresponding cohomology class, $`[\omega _f]`$, is zero, then $`f`$ admits a global harmonic conjugate, $`\widehat{f}`$, and $`f+i\widehat{f}`$ is a continuous leafwise holomorphic function. This remark yields the following proposition.

###### Proposition 6.1

Let $`(M,)`$ be a foliation of a compact manifold $`M`$ by Kähler manifolds. To each leafwise harmonic continuous function $`f:M`$ is associated a cohomology class $`[\omega _f]H_{dR}^1(M,)`$ having the property that $`[\omega _f]=0`$ if and only if $`f`$ is the real part of a leafwise holomorphic continuous function.

###### Corollary 6.2

Suppose that $`H_{dR}^1(M,)=\{0\}`$, for $`(M,)`$ as in the previous proposition. Then $`(M,)`$ is harmonically simple if and only if it is holomorphically simple.

We noted in Proposition 4.5 that the example given earlier of a codimension $`2`$ foliated bundle which is not harmonically simple is holomorphically simple. In particular, it follows that it has nontrivial first tangential cohomology. It is also interesting to observe that in codimension $`1`$ only in very special cases does $`H_{dR}^1(M,)=\{0\}`$ hold. For this reason, if it is at all true in general that codimension $`1`$ foliations of a compact manifold by Riemann surfaces are harmonically simple, we expect the proof to be much harder than the related holomorphic result shown in .

## 7 Dynamics on $`\text{Har}(𝔻)`$

This section discusses some of the dynamical properties of the action of subgroups of $`G=PSL(2,)`$ on $`\text{Har}(𝔻)`$. Unless further hypothesis are explicitly assumed, $`\mathrm{\Gamma }`$ will denote an arbitrary subgroup of $`G`$.

### 7.1 General properties of $`\mathrm{\Gamma }`$-actions on $`\text{Har}(𝔻)`$

We begin with a few general facts showing that limit sets of orbits in $`\text{Har}(𝔻)`$ often contain constant functions.

###### Proposition 7.1

Let $`g_n`$ be any unbounded sequence in $`PSL(2,)`$. Then for any $`\phi \text{Har}(𝔻)`$ whose boundary value is a continuous function on $`S^1`$, all limit points of $`\{g_n\phi :n=1,2,\mathrm{}\}`$ are constant functions.

Proof. Write $`g_n(z)=(\alpha _nz+\beta _n)/(\overline{\beta }_nz+\overline{\alpha }_n)`$, where $`|\alpha _n|^2|\beta _n|^2=1`$, be an unbounded sequence of elements of $`PSU(1,1)`$. By taking a subsequence it can be assumed that $`\beta _n0`$, and that $`\alpha _n/\beta _n`$ and $`\alpha _n/\overline{\beta _n}`$ converge to points on the unit circle. Let $`\eta `$ be the limit of the latter sequence and observe that $`\phi (g_n(z))=\phi ((\alpha _n/\overline{\beta }_n)(z+\beta _n/\alpha _n)/(z+\overline{\alpha }_n/\overline{\beta }_n))\phi (\eta )`$, uniformly on $`z`$ in any compact subset of $`𝔻`$. $`\mathrm{}`$

Since $`PSL(2,)`$ has dimension $`3`$, we have the following.

###### Corollary 7.2

Let $`fC^0(S^1)`$ and $`\phi `$ the harmonic function on $`𝔻`$ with boundary value $`f`$. Let $`X`$ denote the closure of the orbit $`\mathrm{\Gamma }\phi `$. Then $`X`$ has topological dimension at most $`3`$ and the complement of $`PSL(2,)\phi `$ in $`X`$ consists of constant functions.

As the previous proposition indicates, orbits in $`\text{Har}(𝔻)`$ with interesting dynamical properties are associated to harmonic functions whose boundary values are not continuous functions on $`S^1`$.

Recall that $`\text{Har}(𝔻)^{}`$ denotes the nonconstant elements of $`\text{Har}(𝔻)`$.

###### Proposition 7.3

$`\mathrm{\Gamma }`$ fixes a point in $`\text{Har}(𝔻)^{}`$ if and only if the $`\mathrm{\Gamma }`$-action on $`S^1`$ is not ergodic.

Proof. This is an immediate consequence of the Poisson representation formula and the fact that the action of $`\mathrm{\Gamma }`$ on $`S^1`$ is not ergodic if and only if there exists a measurable, $`\mathrm{\Gamma }`$-invariant, bounded function on $`S^1`$. $`\mathrm{}`$

###### Corollary 7.4

A lattice in $`PSL(2,)`$ cannot have fixed points in $`\text{Har}(𝔻)^{}`$.

More generally, we may ask whether a subgroup $`\mathrm{\Gamma }PSL(2,)`$ leaves invariant a compact subset of $`\text{Har}(𝔻)^{}`$. For cocompact lattices the answer is no.

###### Proposition 7.5

A cocompact lattice in $`PSL(2,)`$ does not leave invariant a compact subset of $`\text{Har}(𝔻)^{}`$.

Proof. If such a $`V`$ existed, it would be possible to construct a foliated space $`(M,)`$ and a leafwise harmonic continuous functions on $`M`$ which is not constant on any leaf. But this is clearly impossible. $`\mathrm{}`$

### 7.2 Chaos

Although there is no universally accepted mathematical definition of chaos, one popular definition was proposed by Devaney in . He isolates three properties as being the essential features of a chaotic dynamical system: i) topological transitivity, ii) a dense set of periodic points, and iii) sensitive dependence on initial conditions. The third condition means the following. Let $`f:XX`$ be a continuous map of a metric space $`X`$. Then $`f`$ (or the $``$-action it generates on $`X`$) is said to have sensitive dependence on initial conditions if there exists $`\delta >0`$ such that for every $`xX`$ and every neighborhood $`N`$ of $`x`$, there exists $`yN`$ and a positive integer $`n`$ such that $`f^n(x)`$ and $`f^n(y)`$ are more than $`\delta `$ apart.

We show in this subsection that the $``$-action generated by parabolic or hyperbolic elements of $`PSL(2,)`$ is chaotic.

###### Theorem 7.6

Let $`\gamma `$ be a hyperbolic or parabolic element of $`PSL(2,)`$, regarded as a transformation on $`\text{Har}(𝔻)`$. Then $`\gamma `$ defines a chaotic dynamical system.

It is proven in  that the first two conditions in the definition of chaos imply the third, so we only need to verify that these $``$-actions are topologically transitive and have a dense set of periodic points.

Let $`K_n=\{z:|z|11/n\}`$ and define for $`\varphi \text{Har}(𝔻)`$,

$$\varphi =\underset{n=1}{\overset{\mathrm{}}{}}\frac{sup_{zK_n}|\varphi (z)|}{n^22^n}.$$

This norm induces a metric on $`\text{Har}(𝔻)`$ compatible with the topology of uniform convergence on compact sets. Let $`f:S^1\overline{𝔻}`$ be the boundary value of $`\varphi `$, which means that

$$\varphi (z)=\frac{1}{2\pi }_0^{2\pi }\frac{1|z|^2}{|e^{i\theta }z|^2}f(e^{i\theta })𝑑\theta .$$

It is a simple calculation to check that

$$\varphi \frac{1}{2\pi }_0^{2\pi }|f(e^{i\theta })|𝑑\theta .$$

###### Lemma 7.7

The $``$-action on $`\text{Har}(𝔻)`$ generated by any hyperbolic element $`\gamma `$ of $`PSL(2,)`$ is topologically transitive.

Proof. Without loss of generality, it can be assumed that $`\gamma `$ fixes $`1`$ and $`1`$ in $`S^1`$, and that $`1`$ is an expanding fixed point, while $`1`$ is contracting. Let $`f_n`$, $`n=1,2,\mathrm{}`$, be a weak\*-dense sequence in the unit ball of $`L^{\mathrm{}}(S^1)`$. It will be convenient to regard $`S^1`$ as the compactified real line, $`\overline{}`$, by means of the map $`\eta :zi(1z)/(1+z)`$. Therefore, the $`f_n`$ are now regarded as functions on the real line and $`\gamma `$ takes the form $`\gamma (x)=\lambda x`$, for some $`\lambda >1`$.

Choose a sequence of positive integers $`k_1<k_2<\mathrm{}`$ having the property

$$n(n+1)<\lambda ^{k_{n+1}k_n},$$

for $`n=1,2,\mathrm{}`$, and define $`a_n=\lambda ^{k_n}/n`$, $`b_n=n\lambda ^{k_n}`$. Notice that the above inequality implies that $`b_{n+1}<a_n`$, so the intervals $`[a_n,b_n]`$ are disjoint and accumulate at $`0`$. Define now a function $`f_{\mathrm{}}`$ on $`\overline{}`$ by:

$$f_{\mathrm{}}(x)=\{\begin{array}{cc}f_n(\lambda ^{k_n}x)\hfill & \text{ for }x[b_n,a_n][a_n,b_n]\hfill \\ 0\hfill & \text{ for }x(a_n,b_{n+1})(b_{n+1},a_n).\hfill \end{array}$$

Thus, we have by construction that $`\gamma ^{k_n}f_{\mathrm{}}:=f_{\mathrm{}}\gamma ^{k_n}=f_n`$ on the set

$$A_n:=[n,1/n][1/n,n]=\gamma ^{k_n}([b_n,a_n][a_n,b_n]).$$

If $`\phi _{\mathrm{}},\phi _n`$ are the elements of $`\text{Har}(𝔻)`$ associated to $`f_{\mathrm{}}`$, $`f_n`$ via the Poisson representation formula, then it follows that $`\gamma ^{k_n}\phi _{\mathrm{}}`$, $`n=1,2,\mathrm{}`$ is arbitrarily close to $`\phi _n`$ for large $`n`$. In fact, let $`B_nS^1`$ be the image of $`A_n`$ under $`\eta ^1`$. Note that $`f_n\eta `$ and $`\gamma ^{k_n}\phi _{\mathrm{}}`$ coincide on $`B_n`$, whereas $`B_n^c`$ has length that goes to zero like $`1/n`$. But $`\gamma ^{k_n}\phi _{\mathrm{}}\phi _nl(B_n^c)/\pi `$ so that $`\phi _{\mathrm{}}`$ is dense in $`\text{Har}(𝔻)`$ as claimed. $`\mathrm{}`$

###### Lemma 7.8

The set of periodic points in $`\text{Har}(𝔻)`$ for the $``$-action generated by any hyperbolic element $`\gamma `$ of $`PSL(2,)`$ is dense.

Proof. For each $`\phi \text{Har}(𝔻)`$ and for each $`ϵ>0`$, we should find $`\phi _ϵ\text{Har}(𝔻)`$ and an integer $`k2`$ such that $`\phi _ϵ\gamma ^k=\phi _ϵ`$ and $`\phi \phi _ϵϵ`$. Let $`f:S^1\overline{𝔻}`$ be the boundary value of $`\phi `$.

Let $`B=B_n`$ be as in the proof of the previous lemma, where $`n`$ is large enough so that the length of the complement of $`B`$ satisfies $`l(B^c)ϵ\pi `$. Choose a positive integer $`k`$ such that $`\gamma ^k(B)`$ and $`B`$ are disjoint and define

$$f_ϵ=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}(\chi _Bf)\gamma ^{mk}.$$

Notice that $`f_ϵ\gamma ^k=f_ϵ`$ and that $`f_ϵ`$ still takes values into $`\overline{𝔻}`$. Furthermore,

$`{\displaystyle _0^{2\pi }}|f(e^{i\theta })f_ϵ(e^{i\theta })|𝑑\theta `$ $`={\displaystyle _B}|f(e^{i\theta })f_ϵ(e^{i\theta })|𝑑\theta +{\displaystyle _{B^c}}|f(e^{i\theta })f_ϵ(e^{i\theta })|𝑑\theta `$
$`={\displaystyle _{B^c}}|f(e^{i\theta })f_ϵ(e^{i\theta })|𝑑\theta `$
$`2l(B^c).`$
Consequently, if $`\phi _ϵ`$ is the element of $`\text{Har}(𝔻)`$ with boundary value $`f_ϵ`$, then $`\phi _ϵ\gamma ^k=\phi _ϵ`$ and $`\phi \phi _ϵϵ`$. $`\mathrm{}`$

If $`\gamma `$ is a parabolic element of $`PSL(2,)`$, it can be assumed (after conjugation) that its action on the extended real line fixes $`\mathrm{}`$ so that $`\gamma (x)=x+a`$ for some $`a>0`$. The proofs of Lemmas 7.7 and 7.8 are easily modified so as to apply to $`\gamma `$ parabolic. Notice that now it is convenient to take $`A_n=[n,n]`$.

### 7.3 The conjugacy problem

Given two distinct elements $`\gamma _1`$, $`\gamma _2`$ of $`PSL(2,)`$, it is natural to ask whether or not they define dynamical systems on $`\text{Har}(𝔻)`$ that have the same topological dynamics. More precisely, can we find a homeomorphism $`\mathrm{\Phi }:\text{Har}(𝔻)\text{Har}(𝔻)`$ that conjugates (intertwines) the two transformations?

If $`\gamma _1`$ and $`\gamma _2`$ are both hyperbolic (resp., parabolic) elements, then they are topologically conjugate. The conjugating homeomorphism can be taken to be the map that associates to each element of $`\text{Har}(𝔻)`$ with boundary value $`f`$ the element of $`\text{Har}(𝔻)`$ with boundary value $`fh`$, where $`h`$ is a homeomorphism of $`S^1`$ that conjugates $`\gamma _1`$ and $`\gamma _2`$, these two now regarded as transformations of the circle. (It is easy to show that $`h`$ exists.)

It would be interesting to know, for example, whether a hyperbolic and a parabolic elements can be topologically conjugate. We do not yet know the answer to this question.

There are many other topics about the dynamics of the action of $`PSL(2,)`$ and its subgroups on $`\text{Har}(𝔻)`$ which we did not consider here. Some of these topics, particularly those about the ergodic theory of these actions, will be taken up elsewhere.


text:
# 1 Introduction

## 1 Introduction

In light of the voluminous data being collected at the $`B`$ factories, it is worthwhile examining why it is interesting to study $`B`$ physics at the Tevatron at Fermilab (Batavia, Illinois). Both D0 and CDF enjoy a large rate of production with $`\sigma (p\overline{p}b\overline{b})150`$ $`\mu `$b at a collision energy of 2 TeV compared to $`\sigma (e^+e^{}b\overline{b})7`$ nb at the $`Z^0`$ peak, and $`\sigma (e^+e^{}B\overline{B})1`$ nb at the $`\mathrm{{\rm Y}}(4S)`$ peak. Also, in contrast to the $`B`$ factories running at the $`\mathrm{{\rm Y}}(4S)`$ peak where only $`B_d^0`$ and $`B^\pm `$ are produced, all $`b`$ hadron species including $`B_s`$, $`B_c`$, and $`\mathrm{\Lambda }_b`$ are produced. Measurements of $`B_s`$ mixing are important in the understanding of the CKM triangle, and a great deal can be learned from the properties and behavior of hadrons containing heavier quarks besides the $`b`$.

## 2 Run 2 $`B`$ Physics

Run 1 for D0 ended in 1996 and work began on the Main Injector and upgrading the detector as described in the next section. Run 2 is defined by the running of the Tevatron with the Main Injector at an increased collision energy of 2 TeV (from 1.8 TeV) and increased luminosity. Run 2a is planned to have an integrated luminosity of 2 fb-1 and Run 2b of 15–20 fb-1.

Some of the more important topics of the planned D0 Run 2 $`B`$ physics program are summarized in Table 1. Question marks following the decays $`B\pi ^+\pi ^{}`$ and $`B_sK^+K^{}`$ imply that although effort will be made to isolate these samples, it is unclear whether D0’s triggering capability will allow this collection with reasonable bandwidth.

## 3 Upgraded D0 Detector

The described program of $`B`$ physics could only be undertaken if the Run 1 D0 detector were upgraded. The Run 2 detector upgrade retained the excellent Run 1 liquid argon/uranium calorimeter, while increasing the speed of its readout. The muon toroids were retained, and the muon system was upgraded for better muon identification and triggering, particularly suited for tagging $`b`$’s decaying semileptonically. Most importantly for $`B`$ physics, a new tracker operating in a solenoidal magnetic field was added. Further details of the detector can be found elsewhere .

Figure 1 illustrates the new tracker. Working outwards in radius, the silicon microvertex detector (SMT) consists of six barrels (four layers) of single and double-sided silicon strip sensors interspersed with double-sided disks providing 800k channels with a single hit space resolution of 10 $`\mu `$m, leading to good impact parameter resolution. The central fiber tracker (CFT) provides the necessary momentum resolution, and is made up of eight concentric barrels of scintillating optical fiber doublets (half at stereo angles of $`\pm 3^{}`$) mounted on carbon fiber tubes. Single hit $`r`$-$`\varphi `$ resolutions are 80–100 $`\mu `$m. Clear optical fibers carry the light to 77k channels of visible light photon detectors and also provide a fast pick-off for a track trigger. Following a 2 T superconducting solenoid, a central (and forward at larger $`\eta `$’s) preshower detector of triangular scintillator strips with embedded wavelength-shifting fibers improves non-isolated electron identification to aid in semileptonic $`b`$ tagging.

Although the rate for $`b`$ production is high, the hadronic environment still results in a challenging signal to background, with a total hadronic background of $`\sigma _{\mathrm{had}}^{\mathrm{tot}}75`$ mb to be compared to $`\sigma _{bb}0.1`$ mb. To address this, we have a pipelined Level-3 trigger that will have the capability to trigger on tracks with significant impact parameter at Level 2 and on tracks in given momenta ranges at Level 1. In addition, there will often be one or more overlapping minimum bias events on the event of interest, with an expected average of 2.0 at Run 2a’s projected peak luminosity.

The projected performance of the D0 upgrade detector is a momentum resolution of $`\delta p_T/p_T^2=0.002`$ combining the SMT and CFT measurements and tracking out to $`|\eta |<3`$ using the forward silicon disks. The fitted primary vertex should have a resolution of 15–30 $`\mu `$m in $`r`$-$`\varphi `$ and secondary vertices found with resolutions of 40 $`\mu `$m ($`r`$-$`\varphi `$) and 80 $`\mu `$m ($`r`$-$`z`$). The upgrade detector has excellent lepton coverage for both triggers and identification: muons in the range $`p_T>2.0`$ GeV, $`|\eta |<2.0`$ and electrons over $`p_T>2.0`$ GeV, $`|\eta |<2.5`$. The impact parameter resolution is expected to asymptotically approach 15 $`\mu `$m for high-momentum tracks. Comparisons of detector performance to these expected benchmarks will be shown in the next section.

## 4 Current Data and Performance

The D0 upgrade detector physically rolled in to place Jan. 2001 and the first Run 2 collisions occurred in April 2001. Until Nov. 2001, activities were dominated by commissioning the silicon detector, establishing timing, and commissioning the DAQ and online systems. Given the importance of tracking in $`B`$ physics, critical path items were late Analog Front End (AFE) boards that were essential for reading out the central fiber tracker and preshower detectors. In Summer 2001, only a very restrictive slice in $`\varphi `$ was instrumented for CFT axial readout. During a shutdown in Nov. 2001, a large fraction of CFT axial AFE boards were installed and commissioned over the winter. Due to this missing readout, many commissioning tracking studies were performed with silicon-only tracking. The silicon SMT detector itself is operating very well with 95% of the barrel sensors, 96% of the small-$`z`$ F-disks, and 87% of the larger-$`z`$ H-disks operational.

Only by the end of winter 2002 were the CFT axial channels fully instrumented and CFT stereo fully instrumented by the end of April 2002, i.e., it is only until very recently that D0 has had its full tracking system available. Until May 2002, the Tevatron delivered approximately 35 pb-1 and the D0 detector recorded about 10 pb-1 of this in physics runs.

Paramount to being able to carry out the $`B`$ physics program is good impact parameter resolution and the ability to form precise primary and secondary vertices. Using current data, comparisons between expectations and current performance are made. For high multiplicity primary vertices (e.g., $`N_{\mathrm{track}}14`$), a primary vertex resolution of 46 $`\mu `$m has been measured in the transverse $`x`$-$`y`$ plane. Other measurements indicate this resolution contains a convolution over a transverse beam size of approximately 30 $`\mu `$m. The impact parameter resolution measured with respect to this primary vertex is currently found to be 62 $`\mu `$m for global tracks (SMT and CFT point measurements) with transverse momentum $`p_T>0.5`$ GeV as shown in Fig. 2(a). This asymptotically approaches a current value of 20 $`\mu `$m for high-$`p_T`$ tracks and is compared to Monte Carlo expectations in Fig. 2(b). It is clear that progress on alignment of the tracking chambers has resulted in resolutions already approaching expected values.

## 5 Evidence for $`b`$ production

One of the first systems to be reliably commissioned was the muon system and a benchmark analysis is the check of the muon plus jet rate due to $`b\mu `$. Muons reconstructed in only the muon system without a central track match (due to commissioning delays of the CFT) were associated with jets if close in angle: $`\delta R=\sqrt{\delta \varphi ^2+\delta \eta ^2}<0.7`$. The measured differential cross section is shown in Fig. 3(a) for the indicated kinematic region. The shape is consistent with MC predictions as well as Run 1 D0 results . Since the conference, the absolute rate has been measured as well and confirmed to be consistent with expectations.

The muons in this sample will be due to $`b\mu `$, $`bc\mu `$, $`c\mu `$, and $`\pi /K\mu `$ decays in flight. The decay muon from the heavier $`b`$ quark will tend to get a larger transverse momentum kick relative to the jet axis, $`p_t^{\mathrm{rel}}`$. Fig. 3(b) shows typical fits in this parameter to extract the $`b`$ content. Entries at large values of $`p_t^{\mathrm{rel}}`$ are due to $`b`$ hadrons, and also provide a method for identifying $`b`$ jets. Current work using muons with a central track match shows substantial improvement in separation of $`b\mu `$ from backgrounds in the same parameter.

Using this muon plus jet sample and demanding $`p_t^{\mathrm{rel}}>1.5`$ GeV to enhance the $`b`$ content, tracks can be examined for evidence of $`b`$ lifetime information. A signed impact parameter significance is formed where the sign is determined if the track in question crosses the jet axis upstream (positive) or downstream of the found primary vertex. Figure 4(a) shows the signed impact parameter significance (i.e., the distance of closest approach (dca) divided by its error) for an unbiased di-jet sample for $`|\mathrm{dca}|<1.0`$ mm to reduce contributions due to $`K_S^0`$ and $`\mathrm{\Lambda }`$. The negative side of the distribution should be indicative of the resolution, and its mirror image is also superimposed on to the positive side of the distribution. The small excess is due to residual $`K_S^0`$ and $`\mathrm{\Lambda }`$ decays as well as small amounts of $`b`$ jets in the sample. Figure 4 shows the same for the $`b`$-enhanced sample that shows a similar resolution as the di-jet sample, but a clear excess of tracks with significant impact parameters due to $`b`$ content.

Using the di-jet sample, probability density functions can be formed for the observed resolution and Fig. 5(a) shows the resulting probability that tracks came from the interaction point (IP) or primary vertex. The spike on the positive side near zero shows that there is an excess of tracks with small probability of coming from the IP, i.e., tracks from secondary vertices carrying lifetime information. Taking the product of these track probabilities over the tracks in a jet, the probability that the jet is due to a light quark is shown in Fig. 5(b). This is the first time that lifetime information has been measured in the D0 detector.

The next step in utilizing lifetime information is the formation of secondary vertices. The important “golden” channel of $`B^0J/\psi K_S^0`$ to measure the $`\mathrm{sin}2\beta `$ parameter of CP violation serves as a useful benchmark to evaluate detector performance. The first physics objects reconstructed using both CFT axial and stereo tracks are two-prong secondary vertices from $`K_S^0`$ decays. The invariant mass as shown in Fig. 6(a) is found with a resolution of 5.1 MeV, close to MC expectations of 5.0 MeV demonstrating that the momentum resolution of the trackers is approaching nominal values.

Figure 6(b) shows the reconstruction of $`J/\psi \mu ^+\mu ^{}`$ (and $`\mathrm{{\rm Y}}`$’s) where the muons have a CFT track match. The resultant mass resolution of 118 MeV improves to approximately 70 MeV if only tracks with both SMT and CFT hits are used. This can be compared to a resolution of 50–60 MeV expected from MC simulations. After the conference, decay lengths of reconstructed $`J/\psi `$ secondary vertices due to $`BJ/\psi X`$ as shown in Fig. 7 have been used to find a lifetime consistent with the PDG  value.

## 6 Some expectations for Run 2a

Continuing with expectations on the precision with which $`\mathrm{sin}2\beta `$ could be measured using $`B^0J/\psi K_S^0`$ events, the strengths of the D0 detector for such a $`B`$ physics measurement are summarized in Table 2. One would measure the decay length of the $`B^0`$ decaying into $`J/\psi K_S^0`$, and tag the $`b`$ quark flavor at production using a same-side tag of pion charge (from the primary) or an opposite-side tag by examining the lepton and/or jet charge. Defining tagging efficiency as $`ϵ=N_{\mathrm{tag}}/N_{\mathrm{tot}}`$, and the dilution factor $`D`$ as the asymmetry between “right” (R) and “wrong” (W) tags, $`D=(N_RN_W)/(N_R+N_W)`$, the overall flavor tag quality can be quantified by $`ϵD^2`$. Although the D0 upgrade detector does not have kaon identification for opposite-side tagging, this is balanced by excellent muon and electron coverage for lepton tagging, and good forward tracking for determining jet charge. We also expect to be able to trigger on $`J/\psi e^+e^{}`$ assisted by information from the preshower subdetectors.

Using these projections, and the expectation of 30–40k reconstructed events from the 2 fb-1 of Run 2a, an error of $`\delta \mathrm{sin}2\beta 0.04`$ is predicted .

Another high priority $`B`$ physics analysis is the measurement of $`B_s^0`$ mixing. Current limits exclude $`x_s=\mathrm{\Delta }m_s/\mathrm{\Gamma }_s>21`$ at 95% C.L. , while a global fit to a number of CKM triangle measurements in the framework of the Standard Model predicts  $`x_s=25.2_{1.0}^{+2.2}`$, although new physics can easily result in a much larger prediction. This very important measurement should therefore be in reach of the Tevatron experiments.

D0 has made Monte Carlo studies of both the semileptonic and hadronic decays of $`B_s^0`$ to extract this mixing. In the hadronic mode, which has the advantage of no missing neutrino, decays of $`B_s^0D_s^{}\pi ^+(\pi ^+\pi ^{})`$; $`D_s^{}\varphi \pi ^{}`$, and $`\varphi K^+K^{}`$ can be reconstructed. Triggers will be from leptons on the opposite side, and this lepton charge will tag the initial flavor. The final flavor will be tagged by the charge of the $`D_s`$. Approximately 2000 events are expected in 2 fb-1, and with a signal-to-background ration of 0.5, and a pessimistic proper time resolution of 0.098 ps, the resulting projected reach on measuring $`x_s`$ for this channel is shown in Fig. 8.

## 7 Future

The D0 upgrade detector with its tracking upgrades is much better suited for $`B`$ physics than the Run 1 detector. The detector is still being commissioned, but we have observed lifetime information from $`b`$ hadrons for the first time in the D0 detector, and are approaching data quality to soon allow preliminary $`B`$ physics results.

Detector commissioning will continue with debugging, calibration, and alignment of the subdetectors and refinement of reconstruction algorithms to select physics objects. The full tracking system has just recently been available and secondary vertexing is rapidly improving as well as the prospects for tagging electrons (for $`b`$ quark identification and $`J/\psi e^+e^{}`$) using a road method and the preshower subdetectors.

The next large jump in performance will come from increasing the scope of the trigger system. The Level 2 trigger is coming online, a Level 1 central track trigger is expected at the end of summer 2002, and a Level 2 silicon track trigger able to fire on tracks with large impact parameter significance should be available fall 2002.

Of course, what is also needed is integrated luminosity and the Tevatron’s performance has fallen short of expectations. Task forces at Fermilab have been addressing this low luminosity, and integrated luminosities of 300 pb-1 by the end of 2002 have been promised by laboratory management. The D0 collaboration eagerly looks forward to this data and the $`B`$ physics that it holds for the future.


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# 1 Introduction

## 1 Introduction

XTE J1550-564 was identified as a Galactic ”microquasar” from both X-ray and radio observations. It outbursts have been observed by the Rossi X-ray Timing Explorer (RXTE) for a few times. High frequency QPO with a frequency as high as 285 Hz was observed casually from this source in the outbursts in both 1998-1999 (Remillard et al. 1999; Homan et al. 2001) and 2001 (Miller et al. 2001). X-ray state transitions during the rise and the decay of its outbursts were also observed (see e.g. Homan et al. 2001). On the other hand, superluminal jet production has been observed in radio (Hannikainen et al. 2001).

The high frequency QPOs occur ocassionally in the frequency range between 102 Hz and 285 Hz in the 1998-1999 outburst (Remillard et al. 2001; Homan et al. 2001) and the 2000 outburst ( Miller et al. 2001). Miller et al. 2001 found that these high frequency QPOs are in fact two QPOs present simultaneuously, and with a rough frequency ratio of 2:3. Possible evidence for the harmonic origin of the high frequency QPOs has been found also in other microquasars such as GRO J1566-40 (Remillard et al. 2002; see also papers in this proceedings). If these QPOs are indeed harmonic-related features, the QPO width in frequency can put strong constrains on the range that the high frequency QPO possiblely moves. If the QPO frequency is related to the general relativistic frequencies at the inner accretion disk, then the range of the QPO frequency may put constrains on the movement of the inner disk radius.

## 2 Observations, Data Analysis and Results

RXTE observations of XTE J1550-564 on 4 March 1999 show a strong high frequency QPO (HFQPO) at 284 Hz and a strong low frequency QPO (LFQPO) at $``$ 6 Hz with its harmonics at $``$ 12 Hz (see Fig.12 in Homan et al. 2001). The HFQPO is always stronger in the hard energy band above 6.5 keV (Homan et al. 2001). In the following analysis, we use the entire PCA energy band ($``$ 2–60 keV) to study the LFQPO and the energy band above 6.5 keV (6.5–60 keV) to study the HFQPO.

We first select time intervals corresponding to the local maxima and the local minima in the 2-60 keV light curve with a window of 1.25 seconds and a time resolution of 0.03125 seconds. Then we require the local maxima and the local minima to be related to the variation of 2–12 Hz. A total of $``$ 2400 pairs of local maxima and minima were obtained, corresponding to a coverage of 1/9 of the entire data set ($``$ 3600 s).

We then calculate the Fourier power spectra corresponding the local maximal and local minimal intervals and the overall observations in the 6.5–60 keV band. The HFQPOs were studied and compared. The average HFQPO frequency corresponding to the minima is 283.8$`\pm `$1.7 Hz, while the average HFQPO frequency corresponding to the maxima is 277.6$`\pm `$3.6 Hz. In the entire observations, the average HFQPO is at 284.9$`\pm `$0.9 Hz. The frequency difference between that in the maximal and that in the minimal intervals is about 1.5 $`\sigma `$, and the frequency difference between that in the extream intervals (280.7$`\pm `$2.0 Hz) and that in the entire observation is about 2 $`\sigma `$. The average power spectrum corresponding to the maxima is shown in Fig.1. The 278$`\pm `$4 Hz QPO, together with its 2:3 harmonic-related QPO at 184$`\pm `$4 Hz, and a feature which is not significant at 92$`\pm `$2 Hz are shown.

## 3 Are High Frequency QPOs Constant ?

From the above analysis, we show that within time scales as short as that corresponding to the LFQPOs (e.g $``$ 0.125s), the HFQPO frequency varies at a significance level of 2 $`\sigma `$. This suggests that the HFQPOs are probably not constant in frequency on short time scales. The QPO frequency movement on short time scales can contribute to part of the HFQPO width observed in each individual observations.

The movement of the HFQPO frequency in the microquasars is also suggested by the HFQPO frequency distribution in XTE J1550-564 and GRO J1655-40 (Remillard et al. 2002). In the histogram of HFQPO frequencies for XTE J1550-564 and GRO J1655-40, the entire width of the HFQPOs or their harmonics is about 50–80 Hz, much larger than the HFQPO width in individual RXTE observations. This suggests that the HFQPO frequency moves also on longer time scales.

## 4 Discussion

The frequencies of the HFQPO in black hole X-ray binaries are thought to be related to some fundamental frequencies at the innermost orbit around the black hole, e.g. combinations of the azimuthal and radial coordinate frequencies in general relativity (Strohmayer 2001), diskoseismic oscillation frequency (Wagoner 1999) or resonance frequency between the Keplerian and radial coordinate frequencies (bramowicz & Kluzniak 2001). If this is true, then the movement of the HFQPO frequencies probably suggests that the radius of the innermost orbit vary. An important consequence is that the maximal fundamental HFQPO frequency is the central HFQPO frequency plus its half width, about 25–40 Hz higher than the HFQPO central frequency which was used in constraining the mass and the spin of the central black hole.

## Acknowledgments

This work was supported in part by the Netherlands Organization for Scientific Research (NWO) under grant 614.051.002. W. Y. is on leave from the Institute of High Energy Physics (IHEP) of Chinese Academy of Sciences and would like to acknowledge partial support from NSFC. This work has made use of data obtained through the High Energy Astrophysics Science Archive Research Center Online Service, provided by the NASA/Goddard Space Flight Center.