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# Topological defect brane-world models

## 1 Introduction

For nearly a century, starting with Kaluza–Klein (KK) theories  which were seeking for a unification between gravity and electromagnetism, higher dimensional cosmological models have been quite often present in scientific research. These theories has received a great attention during the last years due to some seminal papers published on brane-worlds, and extra dimensions models, which are able to provide an explanation for fundamental physical troubles such as the hierarchy problem. The geometry as well as the topology of the extra dimensions has to be compatible with the effective 4–dimensional (4–D) universe where we live in, i.e. the extra dimension should be hidden: they can be compact as in the old KK theories or large and infinite as was firstly pointed out by Rubakov and Shaposhnikov , Akama  and others .

The allowance of more than four dimensions, $`4+n`$ with $`n>0`$, for the space-time introduces a new Planck scale, $`M_{PL_{4+n}}`$, which can be considered as a fundamental one and is related to the usual 4–dimension Planck mass $`M_{PL}`$. This relation depends on the topology as well as on the geometry of the extra dimensions and allows a solution of the hierarchy problem by considering that $`M_{PL_{4+n}}`$ is of the order of the weak scale $`M_{EW}`$ . In the Arkani-Dimopoulus-Dvali (ADD) model , the extra dimensions are compact and $`M_{PL}=M_{PL_{4+n}}^{2+n}R^n`$, being $`R`$ the size of the extra dimensions. The hierarchy problem in this case can be solved whenever $`n3`$ (see e.g. ). However, more recently, Rundall and Sundrum proposed a model (RS1)  where turned out to be enough introducing a unique compact extra dimension. One of the main differences between both models lies on the dependence of the warp factor on the extra dimension. The RS1 model, inspired by string theory , places our universe in a flat 3–brane, i.e. a 4–D flat hypersurface, with negative tension, embedded in a 5–D Anti de Sitter (AdS) space-time, while the second brane with positive tension is hidden. Later on, Randall and Sundrum constructed another model (RS2)  where the extra dimension is infinite and the universe is lying on a flat 4–D brane with positive tension, being the bulk a 5–D AdS space-time.

The framework of brane-worlds has been used in cosmology to describe the birth of branes . In particular, Garriga and Sasaki constructed an interesting instanton brane-world model able to describe the birth of an inflating brane in the semiclassical approximation. The brane is surrounded by a 5–D AdS space. However, the general 5–D solution used in this model can present a singularity when the warp factor vanishes.

In the present paper, we have obtained 5–D solutions which can be used to construct singularity–free brane-world instantons which, in some cases, can describe inflating 3-branes. Indeed, we have obtained a brane-world model where the brane is inflating and the warp factor has the same dynamical behaviour as in the RS1 and RS2 models  (see Eqs. (4.4) and (4.5) below).

In order to get singularity–free 5–D instantons, we have considered the bulk filled with matter, which we have modeled by a minimally coupled scalar field whose energy density and pressure satisfy a perfect fluid state equation. This scalar field can mimic the behaviour of different networks of frustrated (i.e. chaotically distributed) topological defects (NFTD) such as cosmic strings, domain walls and hyperdomain walls -, depending on the specific state equation we choose.

The NFTD can be formed during phase transitions. They do not satisfy scaling solutions and the number of topological defects do not change in the comoving volume. Up to our knowledge, these defects were first introduced in cosmology by Kibble, and could have occasionally dominated the energy density of the early universe , so changing its dynamical behaviour. Vilenkin proposed  a scenario to describe a network of frustrated cosmic strings where the strings do not intercommute, assuming the probability for such physical process to be nearly zero. The equivalence between such NFTD and scalar fields has enabled us to obtain 5-dimensional instantonic solutions which can be used to construct brane-world models.

The paper is organized as follows. In the next section, we describe the model and get a constraint equation that must satisfy the scale factor of a 5–D Euclidean homogeneous and isotropic space endowed with a 5–D cosmological constant and filled with a scalar field whose energy density and pressure satisfy a perfect fluid state equation $`P=(\alpha 1)\rho `$. In section 3, we obtain the instantonic solutions for $`\alpha =3/4`$, i.e. when the bulk is filled with a network of frustrated cosmic strings. Many of these solutions describe asymptotically AdS wormholes. In section 4, we get the 5–D Euclidean solutions when the state equation for the scalar field reads $`P=1/2\rho `$. This scalar field can describe a network of frustrated domain walls. As an example, one of the solutions (Eq. (4.4)) is used to construct a brane-world instanton which can describe the birth of an inflating brane from nothing in the semiclassical approximation and whose scale factor coincides with the one of RS1 and RS2 models. In section 5, we analyze the case $`\alpha =1/4`$, which may correspond to a bulk with a network of frustrated hyperdomain walls (3–D objects). Finally, we summarize and generalize our model for an arbitrary number of dimensions ($`D>5`$) in section 6.

## 2 The model

As it was stressed before, we are interested in getting 5–D instanton solutions which can be used to construct brane-world instantons  free from any singularity at the origin of the extra-coordinate. For this purpose, we consider now a 5–D space filled with a minimally coupled scalar field, $`\phi `$, and a cosmological constant, $`\mathrm{\Lambda }_5`$. The Lorentzian action of this system has the form

$`S`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _5^2}}{\displaystyle d^{\mathrm{\hspace{0.17em}5}}X\sqrt{|g^{(5)}|}\left\{R[g^{(5)}]2\mathrm{\Lambda }_5\right\}}`$ (2.1)
$`+`$ $`{\displaystyle d^{\mathrm{\hspace{0.17em}5}}X\sqrt{|g^{(5)}|}\left\{\frac{1}{2}g^{(5)MN}_M\phi _N\phi V(\phi )\right\}}+S_{YGH},`$
where $`\kappa _5^2`$ is the 5–D gravitational constant and $`S_{YGH}`$ is the boundary term . The metric of the Lorentzian 5–D space $`g^{(5)}`$ is taken to be homogeneous and isotropic, so it can be written as

$`g^{(5)}=g_{MN}^{(5)}dX^MdX^N=e^{2\gamma (\tau )}d\tau d\tau +e^{2\beta (\tau )}g_{\mu \nu }^{(4)}dx^\mu dx^\nu .`$ (2.2)
In this expression, $`g^{(4)}`$ represents the metric of a 4–D Einstein space; i.e. $`R_{\mu \nu }[g^{(4)}]=\lambda g_{\mu \nu }^{(4)}`$, with constant scalar curvature; $`R[g^{(4)}]=R_4=4\lambda :=12k`$ where $`k=\pm 1,0`$. Unless otherwise stated, the Einstein spaces are considered as spaces of constant curvature. However, all the solutions we will obtain are valid for arbitrary Einstein spaces with constant scalar curvature $`R_4=12k,k=\pm 1,0`$.

Analogously to the case for Eq. (2.2), we consider the scalar field to be homogeneous. Therefore, its energy density and pressure are given by:

$`\rho `$ $`=`$ $`{\displaystyle \frac{1}{2}}e^{2\gamma }\dot{\phi }^2+V(\phi )=T_0^0,`$
$`P`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^{2\gamma }\dot{\phi }^2V(\phi )=T_\mu ^\mu ,\mu =1,\mathrm{},4.`$ (2.3)
Furthermore, we suppose that the scalar field satisfies the state equation

$$P=(\alpha 1)\rho ,$$
(2.4)
where $`\alpha `$ is a constant. The conservation equation for the scalar field energy momentum tensor implies $`\rho =Aa^{4\alpha }`$, where $`A`$ is an arbitrary constant. This results in an inverse power-law for the scalar field potential $`V`$ in term of the scale factor $`a=\mathrm{exp}[\beta (\tau )]`$; i.e. $`V=(1\frac{\alpha }{2})Aa^{4\alpha }`$, whenever $`\alpha >0`$. This potential can be rewritten in terms of the scalar field $`\phi `$ (see e.g. ). Therefore, Eq. (2.4) strongly constrains the form of the potential $`V(\phi )`$. Depending on the values taken on by the parameter $`\alpha `$, the scalar field can mimic different kinds of matter as we will discuss shortly.

This model can equivalently be considered as a 5–D space-time filled with a perfect fluid with action

$$S=\frac{V_4}{\kappa _5^2}𝑑\tau \left[\mathrm{\hspace{0.17em}6}e^{\gamma +\gamma _0}\dot{\beta }^2+e^{\gamma \gamma _0}U\right],$$
(2.5)
where $`\gamma _0=4\beta `$, $`V_4=d^4x\sqrt{|g^{(4)}|}`$, the overdot denotes derivative with respect to the Lorentzian time $`\tau `$, while the potential $`U`$ is defined as

$$U=e^{2\gamma _0}\left(\frac{1}{2}R_4e^{2\beta }+\mathrm{\Lambda }_5+\kappa _5^2\rho \right).$$
(2.6)
From Eqs. (2.5), (2.6) the scale factor $`a`$, in the proper time gauge ($`\gamma =0`$), must satisfy:

$$\left(\frac{\dot{a}}{a}\right)^2+\frac{k}{a^2}\frac{\mathrm{\Lambda }_5}{6}\frac{1}{6}\kappa _5^2Aa^{4\alpha }=0.$$
(2.7)
As it has been said before, in this model the matter in the 5–D space can be equivalently represented by either a scalar field or a perfect fluid. In both cases, we have to specify the state equation; i.e. the parameter $`\alpha `$ given in Eq. (2.4), to find the dynamical behaviour of the warp factor $`a`$. There are many values of $`\alpha `$ which represent relevant kinds of matter. For example, if $`\alpha =0,1,5/4`$, the matter content corresponds to a 5–D cosmological constant, dust and radiation, respectively. In this paper, we will consider scalar fields which could mimic a matter content described by networks of frustrated cosmic strings (1–D objects) -; i.e. $`\alpha =3/4`$, domain walls (2–D objects) -; i.e. $`\alpha =1/2`$, and also hyperdomain walls (3–D objects); i.e. $`\alpha =1/4`$. These topological defects may have been formed during phase transitions and their evolution afterwards does not correspond to scaling solutions . On the other hand, we shall suppose that the number of topological defects does not change in the comoving volume. In this paper, we will not study the underlying field theory that can give rise to such topological defects.

We analytically continue the constraint equation (2.7) into the Euclidean proper ”time” $`y`$, $`\tau iy`$, so that we will obtain 5–D instantons. In term of $`y`$ Eq. (2.7) becomes

$$\left(\frac{da}{dy}\right)^2k+\frac{\mathrm{\Lambda }_5}{6}a^2+\frac{1}{6}\kappa _5^2Aa^{4\alpha +2}=\mathrm{\hspace{0.17em}0}.$$
(2.8)
From the previous equation, it can be seen that for negative cosmological constant and matter content with $`\alpha >0`$, the dominant term for large scale factor ($`a+\mathrm{}`$) is proportional to $`\mathrm{\Lambda }_5a^2`$. Therefore, in this limit the instanton solutions are asymptotically Anti de Sitter (AdS). Indeed, this behaviour is shown by all instantons for the kind of matter considered in this work when the warp factor is defined at large $`|y|`$ and $`\mathrm{\Lambda }_5<0`$. On the other hand, the instanton scale factor will obviously depend on the matter content, given by the cosmological constant and the energy density $`\rho `$, as well as the topology of the Euclidean space ($`k=\pm 1,0`$), as it is shown by Eq. (2.8). Throughout the paper $`r_1`$, $`a_1`$, $`y_1`$, $`\tau _0`$ and $`\tau _1`$ will mean integration constants.

## 3 Cosmic string instantons

Networks of frustrated cosmic strings (NFCS) can crop up in a theory where strings neither intercommute nor pass through each other . They have been studied in 4–D cosmology where they could eventually dominate the energy density of the universe . In this section, we consider that the energy density $`\rho `$ in our model behaves like that of a NFCS in a 5–D space; i.e. $`\rho a^3`$. The last expression reminds us the energy density of a 4–D space filled with dust. The dynamical behaviour of the scale factor is equivalent in both cases. However, they actually correspond to space-times with different dimensionality, topology and matter content.

In the time gauge $`\gamma =\sqrt{a}dr:=dy/\sqrt{a}`$ and for $`\alpha =3/4`$, the constraint equation (2.8) becomes:

$$\left(\frac{da}{dr}\right)^2ka+\text{sign}(\mathrm{\Lambda })|\mathrm{\Lambda }|a^3+\overline{A}^2=0,$$
(3.1)
where we have introduced the notation: $`\mathrm{\Lambda }=\mathrm{\Lambda }_5/6`$ and $`\overline{A}^2=(1/6)\kappa _5^2A`$. For the particular chosen gauge, $`\gamma =\sqrt{a}`$, we can obtain an analytical expression for the scale factor when the 5–D instanton is sliced into flat, spherical and hyperbolic sections ($`k=\pm 1,0`$) and also for positive, zero and negative cosmological constant.

### 3.1 Negative cosmological constant: $`\mathrm{\Lambda }_5<0`$

The 5–D instantons filled with a scalar field whose energy density behave like a NFCS, and are 5–D asymptotically AdS wormholes, when $`\mathrm{\Lambda }_5`$ is negative and the sections $`r=\text{const}`$ have constant curvature. The scale factor of these instantons for $`p=\frac{k}{27|\mathrm{\Lambda }|^3}+\frac{\overline{A}^4}{4\mathrm{\Lambda }^2}>0`$ reads

$`a(r)=a_1+\lambda ^2{\displaystyle \frac{1\text{cn}\left(\lambda \sqrt{|\mathrm{\Lambda }|}(rr_1)|m\right)}{1+\text{cn}\left(\lambda \sqrt{|\mathrm{\Lambda }|}(rr_1)|m\right)}},0\lambda \sqrt{|\mathrm{\Lambda }|}|rr_1|<\mathrm{\hspace{0.17em}\hspace{0.17em}2}K(m),`$ (3.2)
where

$`a_1=\left[\overline{A}^2/(2|\mathrm{\Lambda }|)+\sqrt{p}\right]^{1/3}\left[\overline{A}^2/(2|\mathrm{\Lambda }|)+\sqrt{p}\right]^{1/3},\lambda =\left[3a_1^2+{\displaystyle \frac{k}{|\mathrm{\Lambda }|}}\right]^{1/4},m={\displaystyle \frac{1}{2}}{\displaystyle \frac{3a_1}{4\lambda ^2}}.`$ (3.3)
The function $`\text{cn}(u|m)`$ is a Jacobian Elliptic function while $`K(m)`$ is the complete Jacobian Elliptic integral of the first kind . For $`r=r_1`$, the scale factor is equal to the minimum radius (throat) of the wormhole, $`a_1`$. Independently of the curvature of the 4-D sections ($`k=\pm 1,0`$), the scale factor $`a`$ tends to infinity when $`\lambda \sqrt{|\mathrm{\Lambda }|}|rr_1|2K(m)`$ (asymptotic AdS behaviour).

When the parameter $`p`$ vanishes; i.e. when $`\mathrm{\Lambda }=4/(27\overline{A}^4)`$, and the wormhole is sliced into hyperbolic sections, the solution to equation (3.1) becomes

$`a(r)=a_1\left\{1+{\displaystyle \frac{3}{2}}\mathrm{tan}^2\left[\sqrt{{\displaystyle \frac{3a_1|\mathrm{\Lambda }|}{8}}}(rr_1)\right]\right\},0\sqrt{{\displaystyle \frac{3a_1|\mathrm{\Lambda }|}{8}}}|rr_1|<{\displaystyle \frac{\pi }{2}},`$ (3.4)
where $`a_1`$ is defined by Eq. (3.3).

Finally, the scale factor of the instanton for negative values of $`p`$ can be written as

$`a(r)={\displaystyle \frac{a_1}{\text{cn}^2\left(\lambda \sqrt{|\mathrm{\Lambda }|}(rr_1)|m\right)}}a_3\text{sc}^2\left(\lambda \sqrt{|\mathrm{\Lambda }|}(rr_1)|m\right),0\lambda \sqrt{|\mathrm{\Lambda }|}|rr_1|<K(m),`$ (3.5)
where the function $`\text{sc}(u|m)`$ again is a Jacobian Elliptic function and

$`a_1`$ $`=`$ $`2s^{1/3}\mathrm{cos}(\theta /3),a_2=s^{1/3}[\mathrm{cos}(\theta /3)+\sqrt{3}\mathrm{sin}(\theta /3)],a_3=s^{1/3}[\mathrm{cos}(\theta /3)+\sqrt{3}\mathrm{sin}(\theta /3)],`$
$`s`$ $`=`$ $`\left({\displaystyle \frac{1}{27|\mathrm{\Lambda }|^3}}\right)^{1/2},\theta =\mathrm{arctan}\left[{\displaystyle \frac{2|\mathrm{\Lambda }|\sqrt{p}}{\overline{A}^2}}\right],\lambda ={\displaystyle \frac{1}{2}}(a_1a_2)^{1/2},m={\displaystyle \frac{a_3a_2}{a_1a_2}}.`$ (3.6)
The parameter $`\theta `$ takes values on the interval $`(0,\pi /2)`$. This can be deduced by taking into account that $`\mathrm{cos}(\theta )=\overline{A}^2/(2|\mathrm{\Lambda }|s)`$ and $`\mathrm{sin}(\theta )=\sqrt{p}/s`$. On the one hand, the negativeness of $`p`$ in the case under consideration forbids the value $`\theta =0`$. On the other hand, the existence of a non zero matter content in the model ($`\overline{A}0`$) does not allow the value $`\theta =\pi /2`$.

The cases described by Eqs. (3.4) and (3.5) represent also Euclidean asymptotically AdS wormholes. In fact, the scale factor varies from $`a_1`$ ($`a_1=a(r_1)`$), corresponding to the radius of the wormhole throat, up to infinity as $`\sqrt{3a_1|\mathrm{\Lambda }|/8}|rr_1|\pi /2`$ or $`\lambda \sqrt{|\mathrm{\Lambda }|}|rr_1|`$ approaches $`K(m)`$ for (3.4) and (3.5), respectively.

All the above solutions can be continued back into the Lorentzian time ($`(rr_1)i(\tau \tau _1)/\sqrt{a}`$). In this case, it can be seen that the Lorentzian solutions represent 5–D collapsing FRW universes as the scale factors then vary between 0 and $`a_1`$ where the explicit expression of $`a_1`$ depends on the type of 4–d geometry ($`k=\pm 1,0`$) and the parameter $`p`$.

### 3.2 Positive cosmological constant: $`\mathrm{\Lambda }_5>0`$

Unlike for negative cosmological constant, there are not Euclidean solutions for $`r=\text{const}`$ with hyperbolic ($`k=1`$) or flat ($`k=0`$) geometry, when the 5–D space is filled with NFCS and positive cosmological constant. This is because in these cases the differential equation (3.1) would imply $`(\frac{da}{dr})^2<0`$.

It will however be seen that there are instantonic solutions with spherical $`r=\text{const}`$ sections. The explicit form of such solutions (for $`k=1`$) depends on the parameter $`p=\frac{1}{27\mathrm{\Lambda }^3}+\frac{\overline{A}^4}{4\mathrm{\Lambda }^2}`$. If $`p0`$, then there are not Euclidean solution because Eq.(3.1) would then imply $`\left(\frac{da}{dr}\right)^2<0`$. The situation is rather different for $`p<0`$, as in this case there is an Euclidean 5–D space whose scale factor $`a`$ is

$`a(r)={\displaystyle \frac{a_3}{\text{dn}^2\left(\lambda \sqrt{\mathrm{\Lambda }}(rr_1)|m\right)}}a_2m\text{sd}^2\left(\lambda \sqrt{\mathrm{\Lambda }}(rr_1)|m\right),0\lambda \sqrt{\mathrm{\Lambda }}|rr_1|K(m).`$ (3.7)
The functions $`\text{dn}(u|m)`$ and $`\text{sd}(u|m)`$ again are Jacobian Elliptic functions, the parameters $`\lambda ,a_1`$, $`a_2`$, $`a_3`$ $`s`$, $`\theta `$ are defined in Eq. (3.6) with the obvious substitution $`|\mathrm{\Lambda }|`$ by $`\mathrm{\Lambda }`$, and

$$m=\frac{a_1a_3}{a_1a_2}.$$
(3.8)
The warp factor of this instanton takes on values between $`a_3`$ for $`r=r_1`$ and $`a=a_1`$ for $`\lambda \sqrt{\mathrm{\Lambda }}|rr_1|=K(m)`$. The parameter $`\theta `$ takes on values in the interval $`(\frac{\pi }{2},\pi )`$ as $`\mathrm{cos}(\theta )=\overline{A}^2/(2\mathrm{\Lambda }s)`$ and $`\mathrm{sin}(\theta )=\sqrt{p}/s`$. The presence of matter in the model ($`\overline{A}0`$) does not allow the case $`\theta =\pi /2`$, while the negativeness of $`p`$ ($`p<0`$) forbids the value $`\theta =\pi `$. In the semiclassical approximation, this instanton describes the tunneling between a collapsing 5–D FRW universe with a maximum radius equal to $`a_3`$ and an asymptotically de Sitter (dS) space-time with a minimum scale factor $`a=a_1`$.

### 3.3 Zero cosmological constant: $`\mathrm{\Lambda }_5=0`$

If $`\mathrm{\Lambda }_5`$ vanishes, there is a unique non-trivial instantonic solution with the topology $`\times 𝐒^4`$ and the following scale factor:

$$a(r)=\overline{A}^2+\frac{1}{4}(rr_1)^2,r.$$
(3.9)
This instanton is a 5–D asymptotically flat wormhole whose throat is located at $`r=r_1`$. It is worth mentioning that a fine tuning between the matter content and the spatial curvature: $`ka=\overline{A}^2a=a_1:=\overline{A}^2`$, leads to a ”static trivial solution” with constant scale factor, $`a_1`$, and topology $`\times 𝐒^4`$. This static instanton is unstable.

There is a baby universe branching off from the wormhole throat. Bearing in mind that the energy density of a NFCS in a 5–D space scales respect to the warp factor $`a`$ similarly to as dust did in a 4–D space, the behaviour of this baby universe is similar to the dynamics of a 4–D closed FRW universe filled with dust.

## 4 Domain wall instantons

Domain walls may have been formed during phase transition when the vacuum manifold has disconnected components. Particularly interesting are the networks of frustrated domain walls (NFDW)  whose evolution does not approach a scaling solution. They have been sketched recently in the literature to give account of the dark matter in the universe  as well as the dark energy . While in a 4–D universe the energy density of a NFDW is proportional to $`a^1`$, in a 5–D space it behaves as $`a^2`$. Therefore, the presence of a scalar field in a 5–D space with an energy density similar to the one of a NFDW implies the appearance of an effective curvature term. This has interesting consequences as we will see shortly.

### 4.1 Negative cosmological constant: $`\mathrm{\Lambda }_5<0`$

We are now going to describe 5–D Euclidean spaces filled with a matter content with state equation $`P=1/2\rho `$. The matter content can either be modeled by a scalar field or a perfect fluid. Both cases can describe effectively a NFDW. For convenience we rewrite the constraint equation (2.8) (for $`\alpha =1/2`$) in the proper Euclidean time gauge as

$$\left(\frac{da}{dy}\right)^2+\text{sign}(\mathrm{\Lambda })|\mathrm{\Lambda }|a^2k_{eff}=0.$$
(4.1)
In this equation, $`k_{eff}=k\overline{A}^2`$ is the effective spatial curvature parameter. This parameter encodes the geometry of the $`y=\text{const}`$ sections by means of $`k`$ and the matter content through $`\overline{A}^2`$. For a negative cosmological constant, the solution to Eq. (4.1) reads

$$a(y)=\sqrt{\left|\frac{k_{eff}}{\mathrm{\Lambda }}\right|}\mathrm{cosh}\left[\sqrt{|\mathrm{\Lambda }|}(yy_1)\right],y,$$
(4.2)
when $`k_{eff}`$ is negative ($`k_{eff}<0`$). This instanton describes a 5–D asymptotically AdS wormhole whose throat is located at the hypersurface $`y=y_1`$. Even if the behaviour of the scale factor of the wormhole is similar for all negative values of the parameter $`k_{eff}`$, its topology can be different as it can be sliced into flat, hyperbolic or spherical $`y=\text{const}`$ sections. Indeed, for a given 5–D cosmological constant, the radius of the wormhole throat get narrower, when the instanton is sliced into spherical 4–D hypersurfaces, than in hyperbolic 4–D ones.

The behaviour of the warp factor $`a`$ is different for strictly positive values of $`k_{eff}`$. In this case

$$a(y)=\sqrt{\frac{k_{eff}}{|\mathrm{\Lambda }|}}\mathrm{sinh}\left[\sqrt{|\mathrm{\Lambda }|}|yy_1|\right],y,$$
(4.3)
while the topology of the instanton is $`\times 𝐒^4`$. In contrast with the solution described by Eq. (4.2), the scale factor vanishes at $`y=y_1`$ and could induce a singularity at this hypersurface ($`y=y_1`$). It happens when $`k_{eff}<1`$, because in this case the scalar curvature blows up when $`y`$ approaches $`y_1`$. However, for $`k_{eff}=1`$ (absence of matter), the solution (4.3) describes an Euclidean AdS space when the $`y=\text{const}`$ sections are spherical and the scalar curvature is well-defined at the origin of the extra-coordinate $`y=y_1`$. The situation can be rather different for instantons whose scale factor equals solution (4.3) with $`k_{eff}=k=1`$, sliced into more general 4–D Einstein spaces with $`R[g^{(4)}]=12`$. In the later case, this is so because the invariant $`C^2`$ related to the 5–D Weyl tensor of the 5–D instanton by $`C^2C_{}^{\mu }{}_{\nu \rho \sigma }{}^{}C_{\mu }^{}{}_{}{}^{\nu \rho \sigma }`$ can be divergent at the origin of the extra-coordinate. For $`k_{eff}=1`$, the instanton solution (4.3) has been used to construct a brane-world model .

Finally, for vanishing $`k_{eff}`$, i.e. when the 5–D instanton has spherical sections at $`y=\text{const}`$ and a matter content with $`\overline{A}^2=1`$, the warp factor is:

$$a(y)=a_1\mathrm{exp}(\pm \sqrt{|\mathrm{\Lambda }|}y),a_1>0,y.$$
(4.4)
This scale factor coincides with the one of an Euclidean 5–D AdS space sliced into 4–D flat spatial sections. However, an instanton, with the scale factor (4.4), sliced into 4–D spherical sections is not an Euclidean 5–D AdS. In fact, its scalar curvature depends on the Euclidean extra coordinate , $`y`$,

$`R[g^{(5)}]={\displaystyle \frac{12}{a_1^2}}\mathrm{exp}(\mathrm{\hspace{0.17em}2}\sqrt{|\mathrm{\Lambda }|}y)20|\mathrm{\Lambda }|,`$
and get asymptotically AdS for large values of $`a(y)`$. It is clear that solution (4.4) with the fine tuning $`\overline{A}^2=1`$ is unstable: any matter fluctuations $`\overline{A}^2+\delta \overline{A}^2`$ will result in transition of (4.4) into either (4.2) or (4.3), depending on the sign of $`\delta \overline{A}^2`$, with $`k_{eff}=\delta \overline{A}^2`$ and the same topology $`\times 𝐒^4`$.

Instanton (4.4) is nonsingular at any finite value of $`|y|`$. It can be used to construct a brane-world instanton . For example, this can be done, firstly, by excising from the instanton the regions: $`y>0`$ for $`a=a_1\mathrm{exp}(\sqrt{|\mathrm{\Lambda }|}y)`$, and, $`y<0`$ for $`a=a_1\mathrm{exp}(\sqrt{|\mathrm{\Lambda }|}y)`$, and secondly, by gluing the remaining instanton pieces at $`y=0`$. The resulting solution corresponds to a brane-world instanton with a 4–D spherical brane located at $`y=0`$, with tension $`T_1=\mathrm{\hspace{0.17em}6}/\kappa _5^2\sqrt{|\mathrm{\Lambda }|}`$.

The above brane-world instanton can describe the birth of inflating brane. In fact, it can be interpreted as a semiclassical path for the quantum tunneling from nothing (the Euclidean region). This can be easily seen by performing an analytical continuation along the azimuthal coordinate $`\chi `$ of the 4–D sphere: $`\chi iHt+\pi /2`$. The resulting Lorentzian metric reads:

$$ds_L^2=dy^2+H^2a^2(y)(dt^2+\frac{1}{H^2}\mathrm{cosh}^2Htd\mathrm{\Omega }_{(3)}^2),$$
(4.5)
where $`a(y)=a_1\mathrm{exp}(\sqrt{|\mathrm{\Lambda }|}|y|)`$. Here, the parameter $`H`$ is chosen in such a way that $`t`$ describes the proper time on the brane; i.e $`H=1/a(y)|_{y=0}=1/a_1`$. The metric (4.5) describes an inflating brane located at $`y=0`$ with a positive tension $`T_1`$. This brane-world has a warp factor similar to those of the RS1 and RS2 models . However, in our model the brane is inflating , it is a 4–D de Sitter space-time (dS) with Hubble constant $`H`$, instead of being static and flat as in .

The others 5–D Euclidean solutions described in the present paper can also be used to construct brane-world instantons by a similar procedure of cutting and gluing of the original instanton . Some of this gravitational instantons with branes can describe the creation of brane-worlds.

### 4.2 Positive cosmological constant: $`\mathrm{\Lambda }_5>0`$

For a space filled with a scalar field, with $`P=1/2\rho `$, and a positive cosmological constant, there is an unique Euclidean solution when the $`y=\text{const}`$ sections have constant scalar curvature. The solution to Eq. (4.1) reads

$`a(y)=\sqrt{{\displaystyle \frac{k_{eff}}{\mathrm{\Lambda }}}}\mathrm{sin}\left[\sqrt{\mathrm{\Lambda }}|yy_1|\right],0\sqrt{\mathrm{\Lambda }}|yy_1|{\displaystyle \frac{\pi }{2}},`$ (4.6)
and the effective spatial curvature parameter must be $`0<k_{eff}1`$; i.e. $`k=1`$ and $`\overline{A}^2<1`$. In the limiting case $`k_{eff}=1`$ (absence of matter), the instanton describes a 5–D sphere, that equivalently is an Euclidean dS space.

In the semiclassical approximation, solution (4.6) describes a quantum path for the creation of a 5–D asymptotically dS space-time from nothing. However, similarly to solution (4.3), this instanton is singular at the hypersuface $`y=y_1`$ when $`k_{eff}<1`$, because the scalar curvature reaches infinite value when $`y`$ approaches $`y_1`$.

### 4.3 Zero cosmological constant: $`\mathrm{\Lambda }_5=0`$

If the 5–D cosmological constant vanishes, the scale factor solution of Eq. (4.1) is

$`a(y)=a_1\pm \sqrt{k_{eff}}(yy_1),a_1\pm \sqrt{k_{eff}}(yy_1),`$ (4.7)
while the instanton topology corresponds to $`\times 𝐒^4`$ and $`0k_{eff}\mathrm{\hspace{0.17em}1}`$. When the effective curvature parameter equals unity (absence of matter), the previous solution describes a flat 5–D Euclidean space sliced into 4–D spherical sections. On the other hand, if $`k_{eff}=0`$, the instanton has an arbitrary constant warp factor which can have a runaway behaviour similar to Einstein universe. Therefore, in this case, the solution is unstable<sup>4</sup><sup>4</sup>4A small perturbation on the effective spatial curvature parameter leads to a linear growth of the instanton scale factor.. For the remaining cases, $`0<k_{eff}<1`$, the instanton is asymptotically flat and has a singularity at the origin of the extra dimension $`y=y_1a_1/\sqrt{k_{eff}}`$.

## 5 Hyperdomain wall instantons

Since we are working in 5–D spaces, there can still be another kind of topological defects which might have been formed during early phase transition. We have called them hyperdomain walls and they are 3–D objects. Analogously, to strings and domains walls, these topological defects could give rise to networks of frustrated hyperdomain walls (NFHW) depending on the underlying broken symmetry. The energy density of a NFHW scales as $`a^1`$ and can also be effectively modeled either by a scalar field or by a perfect fluid, with the state equation $`P=3/4\rho `$ (this corresponds to $`\alpha =1/4`$ in Eq. (2.4)). A 5–D universe filled with this matter content has a dynamical behaviour similar to a 4–D universe filled with NFDW, as the energy density in both cases has the same behaviour respect to the scale factor.

### 5.1 Negative cosmological constant: $`\mathrm{\Lambda }_5<0`$

We can rewrite the constraint equation (2.8) in the proper Euclidean time gauge for $`\alpha =1/4`$ as follows:

$$\left(\frac{da}{dy}\right)^2+\text{sign}(\mathrm{\Lambda })|\mathrm{\Lambda }|a^2+\overline{A}^2ak=0.$$
(5.1)
If $`\mathrm{\Lambda }_5<0`$ and the 5–D space is filled with a scalar field with $`P=3/4\rho `$, there is a solution which describes Euclidean asymptotically AdS wormholes whose scale factor reads

$`a(y)={\displaystyle \frac{1}{2|\mathrm{\Lambda }|}}\left\{\overline{A}^2+\sqrt{q}\mathrm{cosh}[\sqrt{|\mathrm{\Lambda }|}(yy_1)]\right\},y.`$ (5.2)
Here, the parameter $`q`$, defined as $`q:=\overline{A}^44k|\mathrm{\Lambda }|`$ and $`k=\pm 1,0`$; is strictly positive. This wormhole can be sliced into flat, hyperbolic or spherical 4–D sections and its throat radius, $`a_1=a(y_1)`$, located at $`y=y_1`$ is smaller when $`k=1`$. There is a collapsing baby universe branching off from the throat of the wormhole. When the 4–D geometry is flat or hyperbolic, the scale factor of the baby universe takes values on $`[0,a_1]`$, while for $`k=1`$, the baby universe has a minimum radius different from zero $`a_0=(\overline{A}^2\sqrt{q})/(2|\mathrm{\Lambda }|)`$. In this case, $`q>0`$ and $`k=1`$, the Lorentzian metric of the universe interpolates between the wormhole solution (5.2), with $`k=1`$, and the instanton<sup>5</sup><sup>5</sup>5This Lorentzian metric has the form of equation (2.2), with $`\gamma =0`$, where the scale factor $`a`$ is obtained either from (5.2) or from (5.3) with the help of the Wick rotation: $`yy_1i(\tau \tau _1)`$ or $`yy_0i(\tau \tau _0)`$, i.e., $`a(\tau )=1/(2|\mathrm{\Lambda }|)\left\{\overline{A}^2\sqrt{q}\mathrm{cos}\left[\sqrt{|\mathrm{\Lambda }|}|\tau \tau _0|\right]\right\}`$, $`0|\tau \tau _0|\pi /\sqrt{|\mathrm{\Lambda }|}`$.

$`a(y)={\displaystyle \frac{1}{2|\mathrm{\Lambda }|}}\left\{\overline{A}^2\sqrt{q}\mathrm{cosh}\left[\sqrt{|\mathrm{\Lambda }|}|yy_0|\right]\right\},0\sqrt{|\mathrm{\Lambda }|}|yy_0|\text{arccosh}\left[{\displaystyle \frac{\overline{A}^2}{\sqrt{q}}}\right].`$ (5.3)
The scale factor (5.3) vanishes at $`y=\text{arccosh}(\overline{A}^2/\sqrt{q})`$ and reaches its maximum value, $`a_0`$, at $`y=y_0`$, where $`y_0`$ is an integration constant.

When the parameter $`q=0`$, i.e. $`\overline{A}^4=4k|\mathrm{\Lambda }|`$, there are 5–D instanton solutions only for $`k=1`$, and the scale factor reads

$$a(y)=\left(a_1\frac{1}{\sqrt{|\mathrm{\Lambda }|}}\right)\mathrm{exp}\left[\sqrt{|\mathrm{\Lambda }|}(yy_1)\right]+\frac{1}{\sqrt{|\mathrm{\Lambda }|}}.$$
(5.4)
On the one hand, if $`a_1>1/\sqrt{|\mathrm{\Lambda }|}`$, $`\sqrt{|\mathrm{\Lambda }|}(yy_0)`$, the scale factor is larger than $`1/\sqrt{|\mathrm{\Lambda }|}`$ and approaches $`1/\sqrt{|\mathrm{\Lambda }|}`$, when $`\sqrt{|\mathrm{\Lambda }|}(yy_1)\mathrm{}`$. This solution is asymptotically AdS (it can be easily checked, that scalar curvature $`R20|\mathrm{\Lambda }|`$ as $`a(y)+\mathrm{}`$). On the other hand, if $`a_1<1/\sqrt{|\mathrm{\Lambda }|}`$, $`\sqrt{|\mathrm{\Lambda }|}(yy_1)(\mathrm{},\mathrm{ln}\{1a_1\sqrt{|\mathrm{\Lambda }|}\}]`$ and the scale factor can take on values in the interval $`[\mathrm{\hspace{0.17em}0},1/\sqrt{|\mathrm{\Lambda }|})`$. When $`\sqrt{|\mathrm{\Lambda }|}(yy_1)=\mathrm{ln}(1a_1\sqrt{|\mathrm{\Lambda }|})`$, $`a`$ vanishes and the scalar curvature diverges, while for $`\sqrt{|\mathrm{\Lambda }|}(yy_1)\mathrm{}`$, $`a`$ approaches $`1/\sqrt{|\mathrm{\Lambda }|}`$. In both cases, it is impossible to perform an analytical continuation to a Lorentzian metric whose proper time would be $`\tau `$. This can be easily seen by checking that the extrinsic 5–D curvature does not vanish for any finite value of the Euclidean proper time $`y`$. It must be noted that there is a ”static solution”, where the scale factor takes a very particular value $`a=1/\sqrt{|\mathrm{\Lambda }|}`$. Similar to the 4-D static Einstein universe, this instanton is unstable: a small variation of the cosmological constant or the matter content (through $`\overline{A}`$), leads to an exponential increasing or decreasing of the scale factor (with $`y`$).

Finally, when the parameter $`q`$ is strictly negative, there is a 5–D Euclidean solution whose scale factor is

$`a(y)={\displaystyle \frac{1}{2|\mathrm{\Lambda }|}}\left\{\overline{A}^2+\sqrt{q}\mathrm{sinh}\left[\sqrt{|\mathrm{\Lambda }|}(yy_1)\right]\right\},\sqrt{|\mathrm{\Lambda }|}(yy_1)\text{arcsinh}\left[{\displaystyle \frac{\overline{A}^2}{\sqrt{q}}}\right].`$ (5.5)
The topology of the previous instanton is $`\times 𝐒^4`$ and it is asymptotically AdS. The scale factor can take any positive value. Moreover, it vanishes when $`\sqrt{|\mathrm{\Lambda }|}(yy_1)=\text{arcsinh}\left[\overline{A}^2/\sqrt{q}\right]`$, where the scalar curvature diverges and consequently the instanton is singular at that 4–D hypersurface.

### 5.2 Positive cosmological constant: $`\mathrm{\Lambda }_5>0`$

It can be easily seen that for positive bulk cosmological constant, the Euclidean equation (5.1) has a unique instanton solution which is sliced into 4–D spherical $`y=\text{const}`$ sections and whose scale factor reads

$`a(y)={\displaystyle \frac{1}{2\mathrm{\Lambda }}}\left\{\overline{A}^2+\sqrt{\overline{A}^4+4\mathrm{\Lambda }}\mathrm{cos}\left[\sqrt{\mathrm{\Lambda }}(yy_1)\right]\right\},0\sqrt{\mathrm{\Lambda }}|yy_1|\mathrm{arccos}\left({\displaystyle \frac{\overline{A}^2}{\sqrt{\overline{A}^4+4\mathrm{\Lambda }}}}\right).`$ (5.6)
The scale factor of this instanton solution vanishes when $`\sqrt{\mathrm{\Lambda }}|yy_1|=\mathrm{arccos}(\overline{A}^2/\sqrt{\overline{A}^4+4\mathrm{\Lambda }})`$. Moreover, the vanishing of the scale factor induces a singularity as the scalar curvature diverges in this hypersurface. It must be also noted that there is a 5–D Lorentzian universe branching off from this instantonic solution at $`y=y_1`$. In fact, if we perform the analytical continuation $`\sqrt{\mathrm{\Lambda }}(yy_1)i\sqrt{\mathrm{\Lambda }}(\tau \tau _1)`$, we obtain a 5–D asymptotically dS universe.

### 5.3 Zero cosmological constant: $`\mathrm{\Lambda }_5=0`$

Analogously to the positive cosmological constant case, the constraint equation (5.1) has a unique non-trivial solution when $`\mathrm{\Lambda }_5`$ is zero<sup>6</sup><sup>6</sup>6A fine tuning between the matter content and the spatial curvature: $`k=\overline{A}^2a`$, leads to a ”static trivial solution” with constant scale factor, $`a=\overline{A}^2`$, and 4–D spherical $`y=\text{const}`$ sections. This solution is unstable. For example, small fluctuations around its Lorentzian counterpart will grow with time quadratically.. The scale factor of the instanton is

$`a(y)={\displaystyle \frac{1}{\overline{A}^2}}\left[1{\displaystyle \frac{\overline{A}^4}{4}}(yy_1)^2\right],0|yy_1|{\displaystyle \frac{2}{\overline{A}^2}},`$ (5.7)
and has the topology $`\times 𝐒^4`$. This Euclidean solution has a singularity at $`|yy_1|=2/\overline{A}^2`$, where the scale factor vanishes.There is a 5–D universe branching off from the hypersurface corresponding to the maximum radius of the scale factor, i.e. $`y=y_1`$.

## 6 Conclusions

In the present paper we have described 5–D gravitational instantons whose geometry is homogeneous and isotropic in a space which is filled with a cosmological constant, $`\mathrm{\Lambda }_5`$, and a minimally coupled scalar field, $`\phi `$, that satisfies a perfect fluid state equation. In particular, we have chosen the 5–D space to be sliced into 4–D constant curvature spaces. However, all our solutions are valid when the $`y=\text{const}`$ sections are 4–D Einstein spaces with constant scalar curvature. The scalar field potential, $`V(\phi )`$, is strongly constrained by the perfect fluid state equation $`P=(\alpha 1)\rho `$. Indeed, we have seen that in terms of the scale factor $`a`$, $`V(\phi )`$ satisfies an inverse power law, whenever $`\alpha >0`$.

The matter content in the model can equivalently be represented either by a minimally coupled scalar field or by a perfect fluid with a given state equation. In both cases, it can be noticed that in the Euclidean sector, the energy density $`\rho `$ is frozen. On the other hand, we have seen that $`\phi `$ can mimic different types of networks of frustrated topological defects, including cosmic strings ($`\alpha =3/4`$), domain walls ($`\alpha =1/2`$) and hyperdomain walls ($`\alpha =1/4`$). For all of these equations of state and for the different possibilities of the cosmological constant (positive, negative and zero) we have got the behaviour of the scale factor $`a`$. These instantons are asymptotically AdS when $`\mathrm{\Lambda }_5`$ is negative and the scale factor takes on large values ($`a+\mathrm{}`$). Moreover, we have checked that some of the Euclidean solutions are wormholes.

The obtained instantons are useful to construct nonsingular brane-world models, such as we have explicitly done in section 4 for solution (4.4). There, we have seen that an Euclidean space with a negative cosmological constant and a NFDW matter content when $`k_{eff}=0`$, i.e. $`\overline{A}=1`$ and $`k=1`$, has a scale factor similar to those of RS1 and RS2 models . This space can be used to build a brane-world instanton by a cutting and gluing procedure. Some of the advantages of this model are that it is not singular and can describe the birth of an inflating brane in the semiclassical approximation. Here, inflation is due only to the geometrical construction. Since the sections of constant Euclidean ”time” ($`y=\text{const}`$) are spherical, the analytical continuation along the azimuthal coordinate, $`\chi `$, of the 4–D sphere, $`\chi iHt+\pi /2`$, results in a brane whose geometry is a 4–D dS space-time. Here, the bulk energy density $`\rho `$ remains frozen after the analytical continuation.

The cutting and gluing procedure can also be used to construct models with an arbitrary number of parallel branes . These branes can either be inflating or static, after their birth, whenever the topology of the $`y=\text{const}`$ are $`\text{S}^4`$ or $`^4`$, respectively. It must be noted that we can also use instantons with a singularity at some hypersurface $`y=\text{const}`$, by introducing an additional brane and removing from the brane-world instanton the singular region. This could lead to the appearance of branes with negative tension.

It is worth remarking that model (2.2) can be generalized for an arbitrary number of dimensions: $`g^{(4)}g^{(d)}`$ and $`\times 𝐌^4\times 𝐌^d`$, where the d-dimensional manifold $`𝐌^d`$ undergoes a topological splitting into $`n`$ Einstein spaces: $`𝐌^d=_{i=1}^n𝐌_i^{d_i}`$ , $`g^{(d)}=_{i=1}^ng_{(i)}^{(d_i)}`$ , $`R_{\mu \nu }[g_{(i)}^{(d_i)}]=\lambda _ig_{(i)\mu \nu }^{(d_i)},d=_{i=1}^nd_i`$, with $`\lambda _i>0`$. Now, using the conformal transformation $`g_{(i)}^{(d_i)}(\lambda _i/\lambda )g_{(i)}^{(d_i)}`$, it can be easily shown  that the constituent manifold $`𝐌^d`$ is also the Einstein space: $`R_{\mu \nu }[g^{(d)}]=\lambda g_{\mu \nu }^{(d)}`$ and the scale factor $`a(\tau )`$ satisfies the $`(D=d+1)`$-dimensional analog of Eq. (2.7):

$`\left({\displaystyle \frac{\dot{a}}{a}}\right)^2+{\displaystyle \frac{R_d}{d(d1)}}{\displaystyle \frac{1}{a^2}}{\displaystyle \frac{2}{d(d1)}}\mathrm{\Lambda }_D{\displaystyle \frac{2}{d(d1)}}\kappa _D^2Aa^{\alpha d}=\mathrm{\hspace{0.17em}\hspace{0.17em}0},`$ (6.1)
where $`R[g^{(d)}]=R_d=d\lambda :=d(d1)k`$. Obviously, cosmic strings correspond to $`\alpha =(d1)/d`$, domain walls have $`\alpha =(d2)/d`$, etc. For example, the warp factor of a model filled with a frustrated network of $`(d2)`$-dimensional topological defects is described in Euclidean region by Eq. (4.4) (in the case of fine tuning $`2\kappa _D^2A/d(d1)\overline{A}^2=1`$ and negative cosmological constant $`\mathrm{\Lambda }2\mathrm{\Lambda }_D/d(d1)`$).

Thus, the brane-world instantons, as well as the birth of the brane-worlds from them, can be constructed for this $`(d+1)`$-dimensional model following a completely parallel procedure to that was applied to solution (4.4). By instance, in the particular case $`𝐌^d=\text{S}^4\times _{i=1}^n\text{S}^{d_i}`$, the analytic continuation $`\chi iHt+\pi /2`$ with respect to the coordinate $`\chi `$ of the 4–sphere $`\text{S}^4`$ results in the following Lorentzian metric:

$`ds_L^2=dy^2+H^2a^2(y)(dt^2+{\displaystyle \frac{1}{H^2}}\mathrm{cosh}^2Htd\mathrm{\Omega }_{(3)}^2+{\displaystyle \frac{r_1^2}{H^2}}d\mathrm{\Omega }_{(d_1)}^2+\mathrm{}+{\displaystyle \frac{r_n^2}{H^2}}d\mathrm{\Omega }_{(d_n)}^2),`$ (6.2)
where $`r_i,i=1,\mathrm{},n`$ are the radii of the $`d_i`$-spheres and $`n`$ the number of spheres. We thus arrive at a brane-world model with inflating 4–D part of the brane, plus frozen, compactified and unobservable (for $`r_i\begin{array}{c}<\hfill \\ \hfill \end{array}10^{17}cm`$) $`(d4)`$ dimensions on it. This scenario, with a brane of codimension one, is of interest because:
1. it points out to the very interesting possibility for the unification of new brane-world scenarios with the standard Kaluza–Klein approach.
2. it gives a possibility for the localization of the gauge fields on the brane<sup>7</sup><sup>7</sup>7 As it follows from equation (2) of reference , only for $`n>0`$, where $`n`$ is the number of additional compactified dimensions, such localized gauge fields are normalizable. , .

Acknowledgments

A.Z. acknowledges support by Spanish Ministry of Education, Culture and Sport (the programme for Sabbatical Stay in Spain) and the programme SCOPES (Scientific co-operation between Eastern Europe and Switzerland) of the Swiss National Science Foundation, project No. 7SUPJ062239. M.B.L. is supported by a grant of the Spanish Ministry of Science and Technology. This investigation was supported by GICYT under the research Projects Nos BFM2002-03758 and PB98-0520.


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# Cluster Percolation and Critical Behaviour in Spin Models and SU(N) Gauge Theories

## I Introduction

The study of critical phenomena is one of the most fascinating topics in physics: phase transitions are processes that physicists continuously encounter in their investigations of nature, and they can occur in an incredible variety of systems. A phase transition is basically a change in the order of a system: by varying some parameter (usually the temperature), the microscopic constituents of the system, that we here call ‘spins’, choose a different way of staying together. If we go from high to low temperatures, we see that one passes from a situation in which the behaviour of each spin is totally independent of the others, to a situation in which several spins are correlated with each other and form ordered structures in the body of the system. These structures are local realizations of the new phase nota1 . If we further lower the temperature, the size of the ordered regions increases, until most of them stick to each other and form a domain which spans the whole system. When this happens, the system is in a new state of order, i.e. in a new phase.

This mechanism led already at the end of the 40’s onsager  to the idea that the physics of the phase transition is basically governed by the ordered domains built by the spin-spin correlations, and not by the individual spins. If the degrees of freedom relevant for the phase change are the ones of sets of particles, and not of single particles, it is likely that they do not depend on the details of the microscopic interaction, but only on its gross features (e.g. symmetries). That could explain why whole classes of systems, ruled by dynamics which appear very different from each other, happen to have the same behaviour at the phase transition. In particular, for second-order phase transitions, this simple picture could allow to explain the universality of the critical indices.

Percolation theory stauffer  is the ideal framework for a geometrical description of phase transitions. The percolation phenomenon takes place when geometrical clusters, formed by elementary objects of some system, stick to each other giving rise to an infinite network, that spans the whole system. The analogy with the phase transition mechanism described above is evident, but there is much more than that. The real amazing thing is the fact that, in spite of the apparently different nature of percolation, which is a purely geometrical phenomenon, and second-order thermal phase transitions, these two types of processes are formally identical, as they are characterized by the same basic features, which are:

* Power law behaviour of the variables near the critical point, with relative exponents;
* Scaling relations between the exponents;
* Universality of the critical indices.

The temptation to identify a continuous thermal phase transition with a simple percolation transition is then very strong. This identification is possible provided one can establish a one-to-one correspondence between thermal and percolation variables. The main percolation variables are:

* the percolation strength $`P`$, i.e. the probability that a site chosen at random belongs to a percolating cluster;
* the average cluster size $`S`$,

$$S=\frac{_sn_ss^2}{_sn_ss},$$
(1)
where $`n_s`$ is the number of clusters with $`s`$ sites and the sums exclude eventual percolating clusters.

Suppose we have defined how to group the spins of the configurations of a given model in clusters. Such clusters are the ‘physical’ clusters or droplets of the model if the following conditions are satisfied:

* the percolation point coincides with the thermal critical point;
* the connectedness length (average cluster radius) diverges as the thermal correlation length (same exponent);
* the percolation strength $`P`$ near the threshold varies like the order parameter $`m`$ of the model (same exponent);
* the average cluster size $`S`$ diverges as the physical susceptibility $`\chi `$ (same exponent).

The first studies in this direction concerned the Ising model. The simplest clusters one can think of are just the magnetic domains, i.e. the clusters built by joining nearest-neighbour spins of the same sign. In two dimensions these clusters indeed percolate at the critical temperature of the Ising model connap ; however, the critical percolation exponents differ from the thermal ones sykes . So, the magnetic domains are not the Ising droplets. It was soon realized that the problem of these clusters is that they are too big due to purely geometrical effects. The average cluster size would be non-negligible also at extremely high temperatures, just because spins of the same sign may happen to lie close to each other, even in the absence of a physical correlation between them. In order to eliminate these artificial geometrical correlations, one can introduce a bond probability $`p_B`$ and join nearest-neighbouring spins with this probability, which automatically reduces the size of the clusters. Since the correlation changes with the temperature $`T`$, $`p_B`$ must be as well a function of $`T`$. If one chooses the expression $`p_B=1\mathrm{exp}(2J/kT)`$ nota2  ($`J`$ is the Ising coupling), the corresponding site-bond clusters are indeed the critical droplets of the Ising model, in any dimension FK ; CK .

Nobody can yet say whether the phase transition of every model can be geometrically described as a percolation transition, i.e. whether one can always define the droplets. The Ising result, which is valid more in general for the $`q`$-state Potts model, can easily be extended to several spin systems, both discrete and continuous san1 ; san2 ; san3 . In general, one finds that each interaction between a pair of spins corresponds to a bond in the percolation picture with an analogous bond probability as in Ising. In models with several spin-spin interactions of the same type (all ferro- or antiferromagnetic), one can still define a percolation picture san2  by putting bonds between any pair of interacting spins with some probability, but the picture becomes quite involved: if two interacting spins are far from each other, the geometrical bond between them looks virtual, as the two spins are geometrically disconnected.

Recent investigations san4 ; san5  aimed at recovering the importance of the role of geometrical connectivity in the mapping between percolation and thermal critical behaviour. In san5  it was shown that, for a wide class of bidimensional models, one can define simple site-bond clusters which show all features the droplets should have. For the models where a rigorous mapping between percolation and critical behaviour is possible, such site-bond clusters are in general different from the ”exact” droplets (see san1 ; san2 ; san3 ), which are in general more complex, even if their behaviour at criticality is identical. Moreover, the result remains valid as well for models with competitive interactions (e.g. ferromagnetic + antiferromagnetic), for which an exact definition of the droplets is, at present, missing. In san5  one examined theories with center symmetry $`Z(2)`$ and $`Z(3)`$, such that their critical behaviour is in the universality class of the model obtained by removing all interactions except the nearest-neighbour one (Ising for $`Z(2)`$, 3-state Potts for $`Z(3)`$). Therefore, for these models the nearest-neighbour spin-spin coupling is the fundamental interaction which determines the behaviour at the phase transition. This is probably the reason why, if one just considers geometrical connections between nearest-neighbours, weighted by some suitable bond probability, the corresponding clusters are at least a good approximation of the critical droplets of the model. The previous argument is of course independent of the number $`d`$ of space dimensions of the system. For this reason we believe that the result of san5  must be valid in general, i.e. for $`d>2`$ as well. In this paper we review the 2-dimensional results presented in san5  and provide numerical evidence, based on Monte Carlo simulations, that our droplet definition holds true also in three dimensions.

We stress that the original target of our investigations was to provide a geometrical description in terms of percolation of the confinement-deconfinement transition in $`SU(N)`$ gauge theories. Early attempts focused on $`SU(2)`$ pure gauge theory, whose deconfining transition is second-order and in the universality class of the Ising model engels . The strategy we followed at that stage was to approximate the gauge model by means of simpler Polyakov loop effective theories for which an exact droplet definition exists san6 ; san7 . In this way one finds only an approximate solution of the problem, which strongly depends on the specific lattice regularization one chooses nota3 . This seemed to us unsatisfactory: the droplet prescription we propose here solves the problem in a simple and general way.

The paper is divided as follows: in Section II we discuss more in detail our droplet definition; in Section III we present the results of our simulations, distinguishing between spin models and $`SU(2)`$ pure gauge theory; finally the conclusions of our work are exposed.

## II The Droplet Definition

Our droplet candidates are clusters built by joining nearest-neighbour spins of the same sign with a bond probability $`p_B`$: they are then uniquely defined once we specify $`p_B`$. In san5 , the following criterion was proposed: $`p_B`$ is the minimal probability that still makes percolation possible at the critical temperature $`T_c`$. This special minimal probability, that we will call $`p_{CK}`$, depends on the model at study. We recall that $`p_{CK}`$ is in general a function of the temperature, like in the Ising model (where $`p_{CK}(T)=1\mathrm{exp}(2J/kT)`$). We are only interested in the behaviour at the transition, i.e. near $`T_c`$. Therefore what matters is basically only the value $`p_{CK}(T_c)`$ of the bond weight at $`T_c`$ nota3b . This is why, referring to $`p_B`$ ($`p_{CK}`$), we use the term ”value” instead of ”expression”.

In two dimensions, for any $`p_B<p_{CK}`$, the percolation temperature $`T_p<T_c`$ and the exponents are in the universality class of 2D pure random percolation. On the other hand, for any $`p_B>p_{CK}`$ (including the pure-site case $`p_B=1`$), $`T_p=T_c`$, but the exponents do not coincide either with the thermal or with the random percolation ones. For $`p_B=p_{CK}`$ and only in this case, the site-bond clusters satisfy all conditions required for the droplets, i.e. both the critical temperature and the exponents of the geometrical transition are equal to the thermal counterparts. We see that there is a whole range of $`p_B`$ values, i.e. $`p_{CK}p_B\mathrm{\hspace{0.17em}1}`$, for which the relative site-bond clusters begin to percolate exactly at the onset of the thermal transition. Such feature is specific of bidimensional lattices. In three dimensions we shall see that there is just a single value of the bond probability $`p_B`$ for which the percolation threshold is exactly at $`T_c`$. If $`p_B`$ is greater than this value, the clusters begin to percolate at some $`T_p>T_c`$. However, this asymmetry between the 2D and the 3D cases does not represent a serious problem. In the Ising model, by using the Fortuin-Kasteleyn bond weight $`p_{CK}=1\mathrm{exp}(2J/kT)`$, one obtains the correct droplets in any dimension FK ; CK . In particular, for the 3-dimensional Ising model, $`p_{CK}(T_c)`$ is necessarily the unique $`p_B`$ value for which the two thresholds coincide nota4 . This special $`p_B`$ value is again the minimal probability one needs in order to have a percolating cluster at $`T_c`$, so that the ”criterion of the minimal bond probability” adopted in san5  would lead to the correct droplet definition in three dimensions too, at least in the Ising case. We then assume that such criterion is valid more in general, and we shall verify its validity by computer simulations of two models in three dimensions, the $`O(2)`$ spin model and $`SU(2)`$ lattice gauge theory.

## III Results

### III.1 Numerical Analysis

Our aim is to investigate the percolation transition of special site-bond clusters, determining in particular the percolation temperature and the critical exponents.

To produce the equilibrium configurations we made use of standard Monte Carlo algorithms, like Metropolis or heat bath; for some models we adopted cluster updates, like the Wolff algorithm, which allows to reduce sensibly the correlation of the data and save a lot of CPU time. At each iteration, once the configuration to be examined is determined, all lattice sites are grouped in clusters by means of the algorithm devised by Hoshen and Kopelman kopelman ; for the cluster labeling we have always used free boundary conditions. After that we are left with a set of clusters of various sizes, and we can calculate the percolation variables. If a cluster connects the top with the bottom side (face in 3D) of the lattice, we say that it percolates nota5 . Besides the percolation strength $`P`$ and the average cluster size $`S`$, we also calculate the size $`S_M`$ of the largest cluster of the configuration, since from it one can derive the fractal dimension $`D`$ of the spanning cluster at the threshold nota6 . At each iteration the energy density $`ϵ`$ and the lattice average $`m`$ of the order parameter of the thermal transition were also stored nota7 .

The first step is of course the determination of the percolation temperature. This can be effectively done by using a variable that can be extracted from the data sample of the percolation strength $`P`$. Suppose we have performed a number $`N_I`$ of iterations for one of our models at a given temperature and lattice size. Looking at the column of the $`P`$ data, say $`N_P`$ the number of configurations of our sample with (at least) a percolating cluster (for those configurations $`P0`$). The ratio $`N_P/N_I`$ is the percolation cumulant $`\mathrm{\Pi }`$, which shares the same properties of the well-known Binder cumulant, namely:

1. if one plots $`\mathrm{\Pi }`$ as a function of $`T`$, all curves corresponding to different lattice sizes cross at the same temperature $`T_p`$, which marks the threshold of the percolation transition;
2. the percolation cumulants for different values of the lattice size $`L`$ coincide, if considered as functions of $`t_pL^{1/\nu _p}`$ ($`t_p=(TT_p)/T_p`$, $`\nu _p`$ is the exponent of the connectedness length);
3. the value of $`\mathrm{\Pi }`$ at $`T_p`$ is a universal quantity, i.e. it labels a well defined set of critical indices.

The first property suggests that it is enough to make simulations on two different lattices to determine the critical point. The result is of course the more precise the larger the size of the lattices.

After evaluating the percolation temperature $`T_p`$, we extracted the values of the critical indices by means of standard finite-size scaling techniques at the critical point. If corrections to scaling do not play an important role, the finite-size scaling laws of the percolation variables at $`T_p`$ are given by the simple formulas

$`P(T_p)`$ $``$ $`L^{\beta _p/\nu _p}`$ (2)
$`S(T_p)`$ $``$ $`L^{\gamma _p/\nu _p}`$ (3)
$`S_M(T_p)`$ $``$ $`L^D,`$ (4)
where $`L`$ is the lattice side and $`\beta _p`$, $`\gamma _p`$ are the exponents that rule the power law behaviour at criticality of $`P`$ and $`S`$, respectively. In order to improve the precision of the fits and to keep disturbing finite-size effects under control, for each model four to six different lattices were used. In all our analyses we found that corrections to scaling do not perturb appreciably the leading behaviour expressed by Eqs. (2)-(4).

### III.2 Spin Models

We start by reviewing the investigations of the bidimensional models presented in san5 . There, we analyzed two classes of systems: models with $`Z(2)`$ global symmetry and a magnetization transition with Ising exponents and models with $`Z(3)`$ global symmetry and a magnetization transition with exponents belonging to the 2-dimensional 3-state Potts model universality class. The spin systems belonging to the first group are:

1. the Ising model, $`=J_{ij}s_is_j`$ ($`J>0`$, $`s_i=\pm 1`$);
2. a model with nearest-neighbour (NN) ferromagnetic coupling and a weaker next-to-nearest (NTN) antiferromagnetic coupling: $`=J_1_{NN}s_is_jJ_2_{NTN}s_is_j`$ ($`J_1>0`$, $`J_2<0`$, $`|J_2/J_1|=1/10`$, $`s_i=\pm 1`$);
3. the continuous Ising model, $`=J_{ij}S_iS_j`$ ($`J>0`$, $`1S_i+1`$).

The models belonging to the second group are:

1. the 3-state Potts model, $`=J_{ij}\delta (s_i,s_j)`$ ($`J>0`$, $`s_i=1,2,3`$);
2. a model obtained by adding to 1) a weaker next-to-nearest (NTN) antiferromagnetic coupling: $`=J_1_{NN}\delta (s_i,s_j)J_2_{NTN}\delta (s_i,s_j)`$ ($`J_1>0`$, $`J_2<0`$, $`|J_2/J_1|=1/10`$, $`s_i=1,2,3`$);

The strategy we followed in the numerical analysis was to tune by hand the value of the bond probability $`p_B`$ until, at the critical temperature $`T_c`$ of the model, the percolation cumulant $`\mathrm{\Pi }`$ takes the same value for each of the lattices we used. The smallest $`p_B`$ value for which this is still possible is the minimal bond probability $`p_{CK}`$ we look for. The threshold value of $`\mathrm{\Pi }`$ gives a strong indication on the universality class of the geometrical transition (property 3 of the percolation cumulant). To calculate the error on $`p_{CK}`$ we decreased $`p_B`$ until the $`\mathrm{\Pi }`$ values of all lattices at $`T_c`$ were offset by more than one $`\sigma `$.

From a strictly numerical point of view one should take care to interpret the data of the simulations when $`p_B`$ is close to $`p_{CK}`$. In this case, in fact, the system finds itself in the neighbourhood of a discontinuity and if the lattice is not large enough, its behaviour is influenced by that. The simulations on small lattices would produce configurations which represent a sort of mixture of the two situations at $`p_B=p_{CK}`$ and $`p_Bp_{CK}`$. To recover the real behaviour of the system one should then go to very large lattices and disregard the small ones.

In two dimensions, as we said above, there is a whole range of $`p_B`$ values such that the onset of the percolation transition is exactly at the thermal critical point. The calculation of the exponents is then crucial to distinguish the various geometrical transitions.

We start by discussing the spin systems with $`Z(2)`$ symmetry. Fig. 1 shows the threshold value of the percolation cumulant $`\mathrm{\Pi }`$ in the Ising model as a function of the bond probability $`p_B`$. For $`p_Bp_{CK}`$ we plotted the value of $`\mathrm{\Pi }`$ for the largest lattice we took ($`1000^2`$), as $`\mathrm{\Pi }`$ changes sensibly with the lattice size for the reason we explained above notabis .

The vertical dashed line in the plot marks the minimal probability $`p_{CK}=1\mathrm{exp}(2J/kT_c)=0.58578`$. We see that the cumulant is quite stable to the right and to the left of $`p_{CK}`$, and that the plateau values correspond to two different universality classes. For $`p_B<p_{CK}`$ the site-bond clusters percolate at a temperature $`T_p<T_c`$, and the percolation exponents are in the random percolation universality class nota8 . When $`p_B>p_{CK}`$ $`T_p=T_c`$ and the exponents belong to a special universality class (we call it 2D $`Z(2)`$ site percolation universality class because it includes the pure site percolation case, $`p_B=1`$, and is the same for all $`Z(2)`$ models we studied). For $`p_B=p_{CK}`$ we recover the Fortuin-Kasteleyn mapping FK  and the site-bond clusters are the exact critical droplets of the system. We see that in this case the $`\mathrm{\Pi }`$ threshold value does not lie on either of the plateaus, since the exponents are now in a different universality class, i.e. in the class of the 2D Ising model.

For the other $`Z(2)`$ spin systems the situation is analogous and we could show identical pictures as Fig. 1, except that the minimal probabilities $`p_{CK}`$ are different ($`p_{CK}=0.583(1)`$ for Model 2 and $`p_{CK}=0.6115(9)`$ for Model 3). We remark that for the continuous Ising model we bound nearest-neighbour spins of the same sign, independently of their absolute values, although they play a key role in the definition of the ”exact” droplets san1 . However, there is no proof of the existence of an exact correspondence between the percolation transition of the site-bond clusters for $`p_B=p_{CK}`$ and the magnetization transition. So it is essential to calculate precisely the critical exponents to show that the ”minimal” clusters are indeed droplets for the system. The results are shown in Table 1, where we can see that the agreement with the critical indices of the 2D Ising droplets is very good.

As far as the analysis of the $`Z(3)`$ spin systems is concerned, we attain the same conclusions. Fig. 2 shows the dependence on $`p_B`$ of $`\mathrm{\Pi }`$ at the percolation threshold for the 3-state Potts model. We notice that we obtain the same pattern we found for the $`Z(2)`$ models (see Fig. 1). Since the magnetization transition is characterized by exponents which are different from the Ising ones, one expects to find another set of critical indices to the right of $`p_{CK}=0.6339736\mathrm{}`$. As we can see from the figure, the plateau for $`p_B>p_{CK}`$ lies indeed at a different height compared to the one we have in the Ising plot (0.932 instead of 0.9832). Analogously as we did above, we call this new set of critical indices 2D $`Z(3)`$ site percolation universality class. The values of these indices and of their $`Z(2)`$ counterparts were predicted in stella ; vander : our numerical findings confirm such theoretical predictions, which are listed in Table 2.

For the $`Z(3)`$ model with competitive interactions the results are the same, apart from the value of the minimal probability ($`p_{CK}=0.61(1)`$). Again, in order to prove that the minimal clusters are droplets for the system we can only rely on the numerical evaluation of the exponents. We report our estimates in Table 3: the agreement with the indices of the 3-state Potts droplets is good.

In three dimensions, as we said in Section II, the situation looks quite different. We performed simulations of the 3D Ising model, using several values for the bond probability above and below $`p_{CK}=1\mathrm{exp}(2J/kT_c)=0.35808..`$. We studied the variation of $`\mathrm{\Pi }`$ with $`p_B`$ as we did in two dimensions: the result is shown in Fig. 3. For $`p_Bp_{CK}`$, the percolation temperature $`T_p`$ is different from the magnetization temperature $`T_c`$ and we recover the 3D random percolation exponents (see nota8 ). Only for $`p_B=p_{CK}`$ is $`T_p=T_c`$ and we could eventually get the thermal critical indices (for the 3D Ising model this is exactly what happens).

We notice that, even if the 3D pattern is very different from the 2D one, the special (Fortuin-Kasteleyn) probability $`p_{CK}`$ is still the smallest probability for which the site-bond clusters can form a percolating cluster at $`T_c`$ (for $`p_B<p_{CK}`$, $`T_p<T_c`$ and all clusters at $`T_c`$ are finite).

We want to verify whether this is also valid for other 3D spin systems, and we analyze here the $`O(2)`$, or $`XY`$, model. For $`O(n)`$ models a rigorous mapping between percolation and critical behaviour was established in san3 . The droplets are built in two steps:

1. choose a random vector r of $`O(n)`$;
2. bind together any pair of nearest-neighbouring spins $`𝐬_𝐢`$, $`𝐬_𝐣`$ with the probability

$$p(i,j)=1\mathrm{exp}\{min[0,2\beta (𝐬_𝐢𝐫)(𝐬_𝐣𝐫)]\}$$
(5)
($`\beta =J/kT`$).

Such droplets are just the clusters devised by Wolff in his famous algorithm wolff  for $`O(n)`$ spin systems. We see that only pairs of spin vectors having both a positive/negative projection on the random vector r can be joined to each other. The random vector r, therefore, divides the spin space in two hemispheres, separating the spins which have a positive projection onto it from the ones which have a negative projection. The droplets are made out of spins which all lie either in the one or in the other hemisphere. In this respect, we can again speak of ’up’ and ’down’ spins, like for the Ising model. In addition to that, the bond probability is local, since it explicitly depends on the spin vectors $`𝐬_𝐢`$ and $`𝐬_𝐣`$, and not only on the temperature like the Fortuin-Kasteleyn factor.

The situation is similar as in the 2D continuous Ising model we considered above, and we proceeded in the same way, i.e. we reduced the O(2) configurations to Ising configurations, according to the sign of the projection of the spins on r, so disregarding the length of the projection. The bond weight $`p_B`$ we introduced is the same for each pair of nearest-neighbouring sites.

For our simulations we applied the Wolff algorithm and used four lattices: $`24^3`$, $`48^3`$, $`72^3`$ and $`96^3`$. At each run, 40000 to 100000 measurements were taken. We tuned the bond probability so to make the percolation point coincide with the magnetization point. At the end we found the same scenario that we had seen for the Ising model (Fig. 4).

Our estimate of the minimal bond probability is $`p_{CK}=0.374(1)`$. Finally we calculated the critical indices of the percolation transition when $`p_B=p_{CK}`$. Fig. 5 shows the corresponding finite size scaling plots of the percolation strenght $`P`$ (top) and the average cluster size $`S`$ (bottom) at the critical point. The $`\chi ^2`$ of the fits improves considerably if the smallest lattice ($`24^3`$) is excluded, this is why we put only three points in the plots.

The critical indices we extracted agree with the thermal $`O(2)`$ values (Table 4).

### III.3 SU(2) Pure Gauge Theory

The deconfining transition from hadronic matter to a plasma of quarks and gluons has been object of intensive investigations over the last two decades. Though the concrete goal is to try to produce the quark-gluon plasma by means of high energy heavy ion collisions in the lab, i.e. in tiny and in general non-equilibrated fireballs, it is crucial from a theoretical point of view to study the ideal situation of an infinite system of strongly interacting matter in thermal equilibrium at a temperature $`T`$. This could be effectively done after the discovery of the lattice approach wilson , and indeed finite temperature Quantum Chromodynamics ($`QCD`$) has been extensively simulated on the lattice since then.

The group that rules the gauge invariance of QCD is $`SU(3)`$, which is non-abelian. Because of that the gauge fields are self-interacting and it makes sense to study systems constitued only by gluons. This simpler situation is described by the so-called $`SU(3)`$ pure gauge theory. Since any $`SU(N)`$ group is non-abelian, the study of the relative pure gauge theories may be of interest also for $`N3`$.

Suppose we have a $`d`$-dimensional box containing gluons at a temperature $`T`$. The discretization of space-time returns a $`(d+1)`$-dimensional lattice, with $`N_\sigma `$ spacings in each space direction and $`N_\tau `$ spacings in the imaginary time (or temperature) direction. The partition function of finite temperature $`SU(N)`$ pure gauge theories on this lattice takes the form

$$𝒵(N_\sigma ,N_\tau ;g^2)=\underset{links}{}dU_{ij}\mathrm{exp}[S(U)],$$
(6)
where $`S(U)`$ is the Wilson action

$$S(U)=\frac{2N}{g^2}\underset{plaq}{}\left(1\frac{1}{N}ReTrUUUU\right).$$
(7)
Here $`g`$ is the (temperature-dependent) coupling and $`U_{ij}`$ the so-called link variable, which is a function of the gauge fields set between a pair of nearest-neighbouring sites $`i`$ and $`j`$. The product in Eq. (6) runs over all links of the lattice, the sum in Eq. (7) over all the smallest closed paths (plaquettes), which are formed by four links; $`UUUU`$ is the product of the link variables corresponding to each side of a plaquette.

All $`SU(N)`$ pure gauge theories undergo a transition from a phase in which the gluons are bound in glueballs to a phase of free gluons. Such deconfining transition is due to the spontaneous breaking of a global $`Z(N)`$ symmetry which results from the periodicity of the gauge fields in the temperature direction nota9 . The order parameter is the lattice average of the Polyakov loop, defined as

$$L=|L_\stackrel{}{x}|$$
(8)
with

$$L_\stackrel{}{x}=\frac{1}{N}Tr\underset{t=1}{\overset{N_\tau }{}}U_{\stackrel{}{x};t,t+1},$$
(9)
The product in (9) runs over all the $`U`$’s in the temperature direction taken at a given spatial site $`\stackrel{}{x}`$. In the confined phase $`L=0`$, whereas at deconfinement $`L\mathrm{\hspace{0.17em}0}`$. The main features of the deconfining transition are then all in the Polyakov loop configurations one obtains by projecting out the temperature direction of the lattice through the matrix product of Eq. (9).

There are conjectures suggesting that the deconfining transition of $`SU(N)`$ pure gauge theories is intimately related to the magnetization transition of the $`N`$-state Potts model, with which they share the $`Z(N)`$ symmetry svet . In particular, it was predicted that if the deconfining transition is second-order, the critical indices are in the universality class of the corresponding Potts model: this prediction has been confirmed by computer simulations without exceptions. This is actually the reason why we investigated simple Potts-like spin systems. As our droplet prescription seems to work for these models, we tried to see whether it is correct for $`SU(N)`$ gauge theories as well, at least in the cases in which the deconfining transition is continuous. In this way we would have for the confinement-deconfinement transition the same geometrical picture as for magnetization in the Potts model. If we take a typical Polyakov loop configuration of an $`SU(N)`$ theory at a certain temperature, there will be areas where $`L`$ takes negative values, and areas where $`L`$ takes positive values. Both the positive and the negative ”islands” can be seen as local regions of deconfinement. As long as there are finite islands of both signs, deconfinement remains a local phenomenon and the whole system is in the confined phase. When one of this islands percolates, i.e. it becomes infinite, we can talk of deconfinement as a global phase of the system.

We examined the simple case of $`SU(2)`$ pure gauge theory, in two and three space dimensions. In both cases we focused on one and the same lattice regularization, corresponding to $`N_\tau =2`$; however, the result should hold for any $`N_\tau `$ (see Conclusions). We stress that for $`SU(2)`$ the Polyakov loop $`L_\stackrel{}{x}`$ is a real number, which can take all possible values in a range (from -1 to +1 according to our normalization choice). We are in the same situation as in the continuous Ising model, and again we will consider only the sign of $`L_\stackrel{}{x}`$, disregarding its absolute value. So, the Polyakov loop configurations reduce themselves to Ising-like configurations, that we treated in the same way as in the previous section.

We start by exposing the results for $`2+1`$ $`SU(2)`$. We carried on our simulations on four different lattices, $`64^2\times 2`$, $`96^2\times 2`$, $`128^2\times 2`$ and $`200^2\times 2`$. For each run we collected from 10000 to 40000 measurements. The result of our analysis is identical as for the $`Z(2)`$ spin systems (Fig. 6).

If we compare Fig. 6 to Fig. 1 we see no differences, except in the value of the minimal bond probability (for $`SU(2)`$, $`p_{CK}=0.6275(5)`$).

This is truly remarkable and shows the substantial analogy of the two cases. The exponents we calculated for $`p_B=p_{CK}`$ are in good accord with the 2D Ising ones, which shows that the minimal clusters are critical droplets for $`SU(2)`$ as well (Table 5).

Let us now turn to $`3+1`$ $`SU(2)`$. We used again four lattices, namely $`12^3\times 2`$, $`20^3\times 2`$, $`30^3\times 2`$ and $`40^3\times 2`$. The number of measurements ranged from 20000 to 50000 for each run. The pattern we derived for $`\mathrm{\Pi }`$ at the percolation threshold (Fig. 7) is the same as the one of the 3D Ising model (see Fig. 3), only the value of $`p_{CK}`$ is different (here is $`p_{CK}=0.385(4)`$).

We notice in particular that for $`p_B=p_{CK}`$ the threshold value of $`\mathrm{\Pi }`$ sits at the height corresponding to the 3D Ising universality class. The exponents relative to the transition of the minimal clusters agree within errors with the 3D Ising exponents, as we expected (Table 6).

## IV Conclusions

We have shown that the phase transition of many systems can be interpreted as a geometrical percolation transition of simple site-bond clusters, like in the Ising model. We have found a general criterion to define the “correct” bond probability $`p_{CK}`$ of geometrical connection between nearest-neighbouring sites carrying spins of the same sign: $`p_{CK}`$ is the minimal probability for which it is still possible to have a percolating cluster at the critical temperature $`T_c`$ of the system. We remark that this criterion looks a bit artificial, since it imposes by hand the coincidence of the percolation with the thermal threshold. So, if one studies a new model, it would be impossible to define the droplets until one finds the critical temperature of the system. However, this is not relevant for us, as our aim was just to show that the droplets exist. We investigated a wide variety of models, from spin systems (discrete and continuous) to $`SU(2)`$ lattice gauge theory, both in two and in three dimensions. To the extent of these models our recipe provides indeed a solution of the problem, valid even for systems for which “exact” droplets could not so far be identified (models with competitive interactions, $`SU(2)`$). The generality of the solution is clearly shown by its validity for a complex theory like $`SU(2)`$: the effective theory of the Polyakov loop for $`SU(N)`$ gauge theory consists of a mixture of many different interactions, short- and long-ranged, ferromagnetic and antiferromagnetic, including couplings between more than two spins (like plaquette-interactions, six-spin couplings, etc.) and self-interactions. Our analysis is entirely numerical, but the result is most likely exact, as it is for Ising.

The droplet definition we propose puts in evidence the key role of geometrical connectivity in the mechanism of the phase transition. This is easy to understand for the models we have considered, where the nearest-neighbour coupling is by far the most important compared to eventual longer-ranged interactions and determines the critical behaviour. However this may not be valid when the strength of other couplings is comparable to the nearest-neighbour one: in this case the phase transition could be influenced as well by the other interactions (e.g. the critical indices might change) and a droplet definition based only on nearest-neighbour connections is probably inadequate.

In our analysis of the models with $`Z(2)`$ symmetry we have seen that the essential spin feature for the droplet definition is the $`Z(2)`$ variable, i.e. the sign of the spin. In fact, we built the clusters in the same way, no matter if the spin is discrete like in Ising or continuous like in $`SU(2)`$. This shows once more the crucial role played by the $`Z(2)`$ symmetry, whose spontaneous breaking is indeed responsible for the phase transition. Since the relationship between $`SU(N)`$ pure gauge theories and $`Z(N)`$ spin models holds for any $`N`$, our result should be valid for all $`SU(N)`$ pure gauge theories with a continuous deconfining transition, i.e. also for $`SU(3)`$ and $`SU(4)`$ in $`2+1`$ dimensions. The special lattice regularization of the gauge theory does not play a role, as the critical behaviour has the same features for any $`N_\tau `$. So, we found that the confinement-deconfinement phase transition of $`SU(N)`$ pure gauge theory, if second-order, is equivalent to a percolation transition of special site-bond clusters of like-signed Polyakov loops: this is the most important result of our work. Very recent studies show that percolation can help to describe as well the chiral transition of special fermion lattice models moro .

We focused only on systems with a continuous second-order transition because the percolation phenomenon is typically smooth. This does not mean that we cannot use percolation to describe discontinuous phase changes. The Fortuin-Kasteleyn mapping FK  is valid for any $`q`$state Potts model in any dimension, and the equivalence between the magnetization and the percolation order parameter holds for first-order phase transitions as well. In this case at the critical point there is a coexistence of a paramagnetic and a ferromagnetic phase, which correspond to two different “geometrical phases”, characterized by small and large clusters, respectively. Therefore, the percolation order parameter jumps at the threshold exactly as the magnetization (from zero to a non-zero value). Because of that we believe that the criterion of the minimal bond probability we adopted here can be directly extended to systems undergoing a discontinuous phase transition. Now it is however more difficult to support the idea of droplets because there are no critical indices to reproduce. One could nevertheless try to see whether the percolation variables ($`P`$, $`S`$) vary near $`T_c`$ like their thermal counterparts ($`m`$, $`\chi `$). In this way one could study in particular the “physical” confinement-deconfinement transition of $`SU(3)`$ pure gauge theory in $`3+1`$ dimensions (quenched $`QCD`$).

###### Acknowledgements.

I am indebted to H. Satz, A. Coniglio and Ph. Blanchard for many helpful discussions. The TMR network ERBFMRX-CT-970122 and the DFG Forschergruppe under grant FOR 339/1-2 are gratefully acknowledged.