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# 1 Introduction

## 1 Introduction

In recent years one of the most important technical and conceptual advances in the lattice discretisation of QCD has been the discovery and practical implementation of chirally symmetric lattice fermion actions. While in the continuum limit chiral symmetry is expected to be recovered in any lattice discretisation of fermions, the new formulation guarantees that it already holds exactly at non-zero lattice spacings. This has important practical consequences opening new possibilities in the study of QCD with light quarks.

By now, there are several different implementations of chirally symmetric lattice fermions (see e.g. Ref. ), but being relatively new, the properties of these implementations have not yet been fully explored. Certainly many questions are still to be answered before chiral fermions can reach their full potential. In particular, speed, scaling properties and locality are just some of the issues that clearly play an important role in this context and have to be optimized before chiral fermions can make their way into realistic full (unquenched) QCD simulations.

In the present paper we propose to study a simple variant of one of the formulations of chiral fermions, namely the overlap . The basic overlap construction starts with any “reasonable” Dirac operator, $`D_0`$, that is used as a “kernel” in the overlap construction. The overlap operator is defined in terms of $`D_0`$ by the formula

$$D_{\text{ov}}=1A\left[A^{}A\right]^{\frac{1}{2}},A=1+sD_0,$$
(1)
where $`s`$ is a real parameter. In the original overlap construction $`D_0`$ was the Wilson lattice Dirac operator. It is by now clear, however, that properties of the overlap depend strongly on what operator is used for $`D_0`$ -. In the construction we propose here, $`D_0`$ is the clover improved Dirac operator with the tree-level value of $`c_{\text{sw}}=1.0`$ and smeared fat gauge links . This construction is neither particularly imaginative, nor is it new. In particular, fattened gauge links are used in more complicated overlap kernels  and the type of fat link clover overlap (FCO) we propose here has already been used to estimate the quark-mass dependence of the unquenched topological susceptibility . The authors of Ref.  argue that the evaluation of the FCO—although a slightly different version thereof—is roughly two times faster than the Wilson overlap, due to the better condition number of $`A^{}A`$.

The reason why we propose to study some properties of the FCO in more detail is that it might represent an optimal compromise between much more complicated choices of $`D_0`$ and the Wilson overlap. In the present paper we shall explicitly demonstrate that the FCO action has the following advantages compared to the Wilson Overlap (WO).

* Already after a very small amount of fattening, lattice configurations are smooth enough that the parameter $`s`$ does not have to be tuned, it can be set to zero independently of the gauge coupling. This feature also makes it possible to check that the localisation range of of $`D_{\text{ov}}`$ does not change as the gauge coupling is varied.
* The operator $`A^{}A`$ is much better conditioned which translates into savings of a factor of 2–5 in computing time when evaluating its inverse square root.
* In contrast to the WO , the FCO precisely reproduces the continuum wave function of quark zero modes in the background of smooth instantons down to an instanton size of one lattice spacing.

The downside is, purists might object, that using fat gauge links might affect short distance properties. This however is not a real problem, since very little fattening turns out to be enough to ensure the above listed good properties. We shall also explicitly check how non-local the APE smearing is and find that the needed smearing is actually more localized than the overlap itself. Even better, one step of “HYP” smearing , a smearing that stays within a hypercube, is already enough to guarantee the above listed good properties.

In Section 2 we test the locality of both the APE smearing and the overlap operator. We find that the (exponential) localisation range of the FCO is essentially independent of the gauge coupling of the background gauge fields in the range of (Wilson) $`5.7\beta 6.0`$, where we tested it. The most important consequence of this is that the FCO action is very likely to remain local in the continuum limit. In fact, at these gauge couplings the localisation range of the FCO turns out to be somewhat smaller than that obtained for the WO after optimizing the parameter $`s`$.

We also discuss the possible role of small eigenvalues of $`A^{}A`$ in the locality properties of the overlap. We find that although the spectral density of $`A^{}A`$ is divergent at zero, small eigenmodes occur with a finite probability, decreasing towards the continuum limit. They seem to be related to gauge field defects living on the scale of the cut-off and the localisation of the corresponding eigenmodes stays constant in lattice units as the continuum limit is approached. Therefore, they are very unlikely to affect the locality of the overlap in the continuum limit.

In Section 3 we study the topological properties of quenched gauge fields with the FCO operator. We demonstrate that—unlike the Wilson overlap—the FCO reproduces continuum instanton zero mode wave functions down to lattice instanton sizes of $`\rho /a12`$. We also discuss the criteria for a fermionic and a gauge field definition of the topological charge to satisfy the index theorem in the continuum limit. We find that the FCO Dirac operator and the Boulder charge satisfy these criteria. Finally we present a high statistics computation of the quenched topological susceptibility using both definitions of the charge.

## 2 Locality

Locality is a crucial property of lattice actions since it guarantees that physics in the continuum limit is independent of the details of the discretisation (universality). Most of the conventional lattice QCD actions, both fermionic and gauge actions, are ultralocal. This means that they connect only degrees of freedom up to a finite distance measured in lattice units. It has been proved that there is no chirally symmetric lattice fermion action that is ultralocal , therefore if we insist on chiral symmetry, we have to settle with a weaker form of locality. We demand only that the matrix elements of the operator should fall off exponentially with the distance measured in lattice units and that this exponent should be non-zero in the continuum limit. This weaker form of locality is still enough for universality. In the present section we study the locality of the two ingredients of our FCO action, the smeared gauge links and the fermion action itself.

### 2.1 Smearing

The smearing that we use on the gauge links entering the fermion operator consists of two steps. First, each link is replaced with a linear combination of itself and the six shortest staples around it, as

$$U_\mu (x)U_\mu ^{}(x)=(1c)U_\mu (x)+\frac{c}{6}\underset{\nu \mu }{}\left(S_\mu ^{(\nu )}(x)+S_\mu ^{(\nu )}(x)\right),$$
(2)
where $`S_\mu ^{(\nu )}(x)`$ is the product of gauge links along the path $`(x,x+\widehat{\nu },x+\widehat{\nu }+\widehat{\mu },x+\widehat{\mu })`$, the staple and $`c`$ is a real parameter. Since a linear combination of SU(3) elements is in general not an element of the group, in the second step $`U_\mu ^{}(x)`$ is projected back to the gauge group by minimizing tr$`U_\mu ^{}(x)𝒫(U_\mu ^{}(x))`$ for all possible $`𝒫(U_\mu ^{}(x))`$ SU(3).

One sweep of this procedure through the whole lattice will be referred to as one step of APE smearing. In the course of a sweep the new smeared links are always constructed from the original ones without immediate replacement. The original gauge links are replaced with the new smeared ones only after a full sweep through the lattice has been completed. Therefore, the procedure is independent of the order in which the gauge links are smeared and it is also strictly ultralocal.

Since any finite number of APE smearing steps is ultralocal, from a conceptual point of view operators constructed from smeared links are as good as any other local operator, as long as the number of smearing steps is kept constant in the continuum limit. There is, however, a more practical issue. In actual simulations, it is desirable to keep the “size” of operators much smaller than the inverse mass of the heaviest physical particle in the system, otherwise strong scaling violations can be expected. For this reason, in the present section we check how the locality of smearing depends on the number of smearing steps and the smearing coefficient, $`c`$.

The simplest way of doing that is by monitoring how a local disturbance in the gauge field is propagated into gauge invariant quantities measured at a distance from the disturbance. We choose the most local disturbance, a random change of a single gauge link and the simplest gauge invariant observable, the plaquette. After randomly flipping a single gauge link, we compute the modulus of the difference between each smeared plaquette of the original and the changed configuration. Let us denote this quantity, averaged over all 24 plaquettes at site $`x`$, by $`\delta p(x)`$. We are interested in how $`\delta p(x)`$ changes with the distance from the flipped link at $`x=0`$. Therefore, the quantity we look at is $`\overline{\delta p}(r)`$, the average of $`\delta p(x)`$ over spherical shells of radius $`r=|x|`$, normalized such that $`\delta p(0)=1`$.

In Fig. 1 $`\overline{\delta p}(r)`$ versus $`r`$ is shown, averaged over a set of 50 quenched Wilson $`\beta =5.94`$ $`12^4`$ lattice configurations. In this computation $`c`$ was (arbitrarily) set to $`0.45`$ and the number of smearing steps shown are 2,4,6,10,16 and 24. The important feature we have to notice here is that for moderate smearing (about $`n<10`$), $`\overline{\delta p}(r)`$ decays faster than exponentially over the whole range where it is non-zero. The starting exponents, that were fit in the range $`1r3`$ vary from 4.0 to 1.3 for 2 and 10 steps of smearing respectively. Notice that the actual decay rate of $`\overline{\delta p}(r)`$ for $`r3`$ is much faster than that.

If more than about 10 smearing steps are applied, the function $`\overline{\delta p}(r)`$ slowly starts to develop a “shoulder” that gradually extends to larger distances. In other words this means that for more than 10 smearing steps the logarithmic derivative of $`\overline{\delta p}(r)`$ is not monotonous; the initial short distance exponential decay rate slows down at medium distances of $`r35`$ before accelerating again above that.

From this behaviour we can conclude that for most physical quantities, operators built of 2-4-smeared links should be quite safe, and even as much as 10 steps of smearing might not be too severe. Going beyond this point, however, smearing will start to affect medium distance properties and might have an adverse effect on spectral quantities.

For comparison we also plotted $`\overline{\delta p}(r)`$ for one step of HYP smearing that is strictly localized within a hypercube (triangles in Fig. 1). Regarding the properties of the smeared configurations, HYP1 is roughly equivalent to APE4. The initial fall-off of $`\overline{\delta p}(r)_{\text{HYP1}}`$ is slightly slower than that of APE4, however, $`\overline{\delta p}(r)_{\text{HYP1}}`$ vanishes for $`ra3.5`$.

We also briefly experimented with APE smearing coefficients other than $`c=0.45`$ and confirmed the previously established rule of thumb that the extent of APE smearing can be adequately characterized with $`c`$ times the number of smearing steps222More precisely, this is true only as long as the smearing coefficient $`c`$ is not bigger than its critical value of $`0.75`$, which will always be the case here.. To illustrate this point, in Fig. 2 we compare the behaviour of $`\overline{\delta p}(r)`$ obtained with 10 steps of $`c=0.45`$ and 6 steps of $`c=0.75`$ APE smearing.

### 2.2 The fat link clover overlap

We now turn to testing the locality of the overlap operator itself. The simplest way to measure how its matrix elements fall-off with the distance is to create a delta source $`\psi _k(x)=\delta (x)\delta _{kj}`$ ($`k`$ and $`j`$ refer to Dirac and colour indices) and compute how $`D_{\text{ov}}\psi (x)`$ decays with the distance from the source.

In the only available detailed study of the locality of the Wilson overlap, the so called “taxi driver distance”, the sum of the moduli of the coordinate differences $`r=_\mu |x_\mu |`$ was used and the function

$$f(r)=\mathrm{max}\left\{D_{\text{ov}}\psi (x):\underset{\mu }{}|x_\mu |=r\right\}$$
(3)
was computed . To be able to compare our results to those of Ref. , we first also compute this quantity for the FCO action.

Before presenting our results, however, we have to briefly discuss how we choose the arbitrary parameter $`s`$ in the overlap construction. If the Wilson action is used, the parameter $`s`$ has to be optimized. Roughly speaking, $`s`$ is an arbitrary “cut” that controls whether a given real eigenvalue of the Wilson operator between the physical modes and the doublers will become a low physical mode or a doubler of the resulting overlap. It is clearly advantageous, both from the practical and the conceptual point of view, to set $`s`$ in a way to minimize the number of small eigenvalues of $`A^{}A`$. According to Ref. , e.g. at Wilson $`\beta =6.0`$ the exponent governing the decay of $`f(r)`$ can vary between $`0.28`$ and $`0.49`$ as $`s`$ changes from $`0.0`$ to $`0.4`$. In the continuum limit, the optimal value of $`s`$ is expected to go to zero.

Since the localisation range of $`D_{\text{ov}}`$ depends strongly on $`s`$, it is not an easy task to verify numerically that $`D_{\text{ov}}`$ remains local in the continuum, i.e. that the exponent goes to a non-zero constant. To this end, one would need to compute the optimal exponent at every value of $`\beta `$ and verify the statement for that. While the numerical results of Ref.  are encouraging in this respect, such a complete study was not undertaken there. Moreover, it is not guaranteed that the localization and the density of small eigenvalues of $`A^{}A`$ are optimal at the same $`s`$.

The situation with the FCO action is much simpler. Even after 2-4 steps of APE smearing the gauge field is smooth enough that $`s`$ can be safely set to the continuum value, zero, regardless of the gauge coupling (at least as long as the quenched Wilson $`\beta 5.70`$). In Fig. 3 we compare the function $`f(r)`$ on three $`12^4`$ quenched gauge ensembles. The first two were generated at (Wilson) $`\beta =5.75`$ and one with $`\beta =6.00`$. The kernel used for the overlap here was the clover action with the perturbative value of $`c_{\text{sw}}=1.0`$ and the gauge links have been 4 times APE smeared with $`c=0.45`$ (APE4). The two data sets lie so close to each other that they are hardly distinguishable by the naked eye. We also verified that $`f(r)`$ is the same on two other gauge ensembles with intermediate $`\beta `$ values. This means that a $`40\%`$ decrease in the lattice spacing resulted in no discernible change of the localisation of the overlap; asymptotically it decays as $`e^{\nu r}`$ with the same exponent, $`\nu =0.60`$. For comparison we also included in the same figure the conventional Wilson overlap on unsmeared $`\beta =6.0`$ gauge backgrounds. Here the parameter $`s`$ was chosen to be 0.3 which is roughly the optimal value for localisation and an exponential fit yielded $`\nu =0.51`$333As in Ref. , the fit was done for the range $`13ra24`$ to facilitate the comparison of the exponents $`\nu `$. We have to note, however that due to finite size effects, the obtained values do not coincide with the asymptotic exponent $`\nu `$. Nevertheless, they are accurate enough to assess the qualitative differences between various fermion actions.

Although the FCO appears to be somewhat more local than the Wilson overlap, the main point here is not this, but that in the case of the former, the range of the operator (in lattice units) can be seen to be independent of the lattice spacing. This strongly suggests that even on gauge backgrounds generated with the Wilson action the FCO stays local in the continuum limit.

To appreciate this statement, let us recall what is known about the locality of the overlap. In Ref.  it was shown that it is sufficient for its exponential localisation if the spectrum of $`A^{}A`$ has a gap at zero. It was also suggested there that a finite gap might not be necessary, it might be enough if the continuous spectrum of $`A^{}A`$ is separated from zero. On the other hand, the spectrum is guaranteed to have a finite gap if the gauge field action restricts the plaquette values sufficiently close to unity everywhere. This condition, however, even in the continuum limit, is not necessarily satisfied for practically useful actions.

Although most practical gauge actions damp plaquette fluctuations exponentially in the gauge coupling, the number of plaquettes in a fixed physical volume also grows exponentially in the continuum limit. How the probability of a given plaquette fluctuation in a fixed physical volume will behave in the continuum limit, will depend on which of the two exponentials wins. The results of Ref.  therefore do not exclude the possibility that the overlap in gauge backgrounds generated with e.g. the Wilson action becomes non-local in the continuum limit. Even though locality can be proved for special gauge actions, universality cannot be used to argue that any other gauge action in the same universality class will also have the same property. This is because in principle, with a different gauge action, the overlap can be non-local and universality of the complete fermion gauge system is not guaranteed then.

Fortunately the situation is much better since neither the constraint on the plaquette fluctuations nor the one on the spectral gap of $`A^{}A`$ has been proved to be necessary for locality. In fact, based on earlier work of the SCRI group , the continuous spectrum of $`A^{}A`$ can be expected to extend all the way down to zero and diverge there as $`\lambda ^{1/2}`$ at any finite (Wilson gauge action) $`\beta `$. This is because in  the spectral density at zero of the Hermitian Wilson Dirac operator,

$$H=\gamma _5(D1s),$$
(4)
was found to be non-vanishing (but exponentially decreasing as a function of $`\beta `$). Using $`A^{}A=H^2`$, the claimed behaviour of spectrum of $`A^{}A`$ immediately follows.

We verified this behaviour for the spectrum of the clover $`A^{}A`$ on APE10 quenched gauge backgrounds. In Fig. 4 we plotted the numerically obtained spectral density of both of $`(A^{}A)^{1/2}`$ (a), and of $`A^{}A`$ (b) on the three fixed physical volume gauge ensembles listed in Table 1. The spectral density of $`(A^{}A)^{1/2}`$ at zero appears to be non-vanishing (Fig. 4a), and the expected singularity of the spectral density of $`A^{}A`$ shows up as a spike at zero (Fig. 4b). We also verified that this qualitative behaviour persists if less or no smearing is applied to the gauge field and the clover term is switched off. In the latter case, however, the numerical value of the spectral density of $`(A^{}A)^{1/2}`$ is almost an order of magnitude higher.

The spectral density of $`(A^{}A)^{1/2}`$ at zero can be quite accurately determined as the slope of a linear fit to the integrated spectral density

$$I(\lambda a)=_0^{\lambda a}\rho (x)𝑑x$$
(5)
for small values of $`\lambda `$. The obtained values are listed in the last column of Table 1444Notice that the spectral density was defined as the number of eigenvalues per fm4 in terms of the dimensionless eigenvalues $`\lambda a`$, therefore its unit is fm-4.. Although the $`\beta `$ range is a bit narrow, this behaviour is consistent with an exponentially falling spectral density that has been already reported for the thin link Wilson operator over a much wider $`\beta `$ range . Since our volumes are not particularly big, we also checked that the spectral density obtained on the one available larger volume is consistent with that in the corresponding smaller volume at the same coupling.

Given the fact that even on these locally very smooth smeared gauge fields, on which the average plaquette is at least 2.97, a nonzero spectral density of $`(A^{}A)^{1/2}`$ persists, it is very unlikely that this picture will qualitatively change with any reasonable gauge action or fermion kernel in the overlap. (Of course the numerical value of the spectral density can strongly depend on these details.) The good news is, however that the spectral density decreases with the gauge coupling and as Fig. 3 shows, even at moderately large couplings, these small modes do not seem to have an important impact on the locality of the overlap.

To understand at least qualitatively why this is so, we can look at the localisation of the small eigenmodes of $`A^{}A`$. In Fig. 5 we plotted the participation ratio distribution of low modes of $`A^{}A`$ for the four ensembles listed in Table 1. The participation ratio is defined as

$$P=\frac{_i[\psi (i)^{}\psi (i)]^4}{\left(_i[\psi (i)^{}\psi (i)]^2\right)^2},$$
(6)
where $`\psi `$ is the wave function and the summation is over the whole lattice. $`P`$ is a measure of the extension of the wave function; it can vary between $`1/V`$ (if $`\psi ^{}\psi `$ is homogeneously distributed over the whole volume) and 1 (if it is localized on a single site). The important points that can be inferred from Fig. 5 are that small modes of $`A^{}A`$ are rather localized and their localisation (in lattice units) appears to be independent of $`\beta `$ as well as of the physical volume. This suggests that these eigenmodes correspond to independent gauge defects that have a fixed size of the order of the cut-off. Moreover, as we have seen, their physical density is decreasing at weaker coupling, therefore they are incapable of propagating quarks to large distances and are very likely to be harmless lattice artifacts that do not influence the locality of the overlap in the continuum limit.

Apart from these theoretical considerations, there is also a practical reason to prefer the FCO action to the WO. We found that, depending on the extent and type of smearing used, the computation of the FCO is a factor 2-5 cheaper than that of the WO. The reason for this is that smearing considerably raises the point where the spectrum of $`A^{}A`$ becomes dense. In our simulation we projected out the 8 lowest eigenmodes of $`A^{}A`$, treated them exactly and approximated the inverse square root of the remainder with Chebyshev polynomials. The degree of the polynomial needed for a given precision is proportional to $`\lambda _8^{1/2}`$, where $`\lambda _8`$ is the 8th smallest eigenvalue of $`A^{}A`$. We compared $`\lambda _8`$ for different types of smearing on the $`\beta =5.94`$ ensemble of Table 1. As a reference we used the same quantity for the WO (no smearing, $`c_{\text{sw}}=0.0`$) at $`s=0.4`$. The factors of reduction in computation time were the following: 2.2 for APE2, 3.3 for APE4, 4.7 for APE10, all with a smearing factor $`c=0.45`$. We also compared these to one level of so called “HYP” smearing, a slightly more complicated smearing that stays within a hypercube . Here we found an improvement factor of 3.7 compared to the WO. Also in other respects (locality of the overlap, density of small modes of $`(A^{}A)^{1/2}`$) HYP smearing seems to have similar or slightly better properties than APE4 smearing, but it is strictly localized within a hypercube. In this respect HYP smearing probably represents the optimal choice so far for building a FCO action.

## 3 Topology

### 3.1 Zero mode wave functions

It has been observed that Wilson overlap quark zero mode wave functions corresponding to smooth instantons are considerably more extended than their continuum counterparts . While this effect is expected to decrease for larger instantons, it can still be important in current lattice simulations where typical instantons are on the scale of a few lattice spacings.

To see how our FCO action fares in this respect, we compared the FCO, the WO and the exact analytical continuum zero mode wave function on discretised lattice instantons of various sizes. Since the instanton backgrounds were locally smooth, we did not apply any smearing in this study, that would not have changed our results appreciably. Both for the FCO and the WO operator time antiperiodic and space periodic boundary conditions were chosen.

Fig. 6 shows a typical result for and instanton size of $`\rho /a=2.0`$. The values of $`\psi ^{}\psi (x)`$ have been averaged over all the lattice points at a distance $`|x|=r`$ from the centre of the instanton. Error bars represent the standard deviation of $`\psi ^{}\psi (x)`$ at a given distance from the centre. It is non-zero partly because the lattice instanton was constructed a bit off-site and also because different directions are not equivalent; spherical symmetry is broken by the hypercubic geometry of the finite box.

We can confirm that the WO zero modes are much more extended than the continuum zero modes, as claimed in Ref. . On the other hand the FCO zero modes follow very closely the continuum wave functions even for instanton sizes as small as $`a\rho 2a`$.

### 3.2 Index theorem

The Atiyah-Singer index theorem relates the topological charge $`Q`$ of a smooth continuum gauge field to the number of zero modes of the Dirac operator as

$$Q=N_{}N_+,$$
(7)
where $`N_+`$ and $`N_{}`$ are the number of positive and negative chirality zero modes . Since the overlap has exact chiral zero modes, it is interesting to ask whether their number with a certain gauge field definition of the charge will satisfy the index theorem.

For the gauge field definition of $`Q`$ we use the “Boulder charge” which is constructed from two loops in two representations evaluated on smeared gauge links. Details of the construction and its motivation can be found in Ref. . The smearing we chose to use here was 8 steps of APE smearing with $`c=0.45`$.

At any finite gauge coupling an exact index theorem cannot be expected to hold. The best one can hope for is that the index theorem be more and more precisely satisfied as the continuum limit is approached. The reason for this is that small topological objects on the scale of the cut-off can occur with a finite probability. Whether a given charge operator will identify such an object or not, can depend on the non-universal details of the operator in question.

It might be possible to detect the occurrence of such an object both with the gauge field charge and the Dirac operator. A topological object on the cut-off scale corresponds to a configuration close to the boundary between two charge sectors. Since the gauge field charge is a continuous function of the field, such an object should be signalled by a gauge field charge that is not close to any integer value. In terms of the overlap, transitions between different topological sectors are singular points. On the other hand, the operator $`A^{}A`$ depends continuously on the gauge field and it has a zero eigenvalue whenever the number of zero modes of the overlap change. Therefore, if the gauge field is in the vicinity of a transition between two charge sectors, it is signalled by a small eigenvalue of $`A^{}A`$.

Based on this intuitive picture, we shall loosely say that a small topological object is detected by a certain charge definition if according to that charge definition the gauge field is “close” to the boundary between different charge sectors. Two topological charge definitions, be they gauge field or fermionic, can be consistent in the continuum limit only if they have the following two properties.

1. The density, per unit physical volume, of small, ambiguous topological objects must go to zero in the continuum limit for both definitions of the charge.
2. If neither charge operator detects a small topological object, they have to give the same charge value.

At first sight property (A) might seem trivially true, but in fact there are examples when it does not hold. This is the case e.g. in quenched SU(2) gauge theory with the Wilson action and the geometric charge. The dislocation problem , appearing there, is essentially equivalent to the violation of property (A). Whether (A) is satisfied in a particular case, depends both on the action and the charge operator.

In Table 2 we demonstrate how the probability of configurations with an “ill defined” charge changes with $`\beta `$. For the fermionic definition, we listed the fraction of configurations on which the smallest eigenvalue of $`A^{}A`$ was below 0.5 (0.2). For the gauge field definition we computed the fraction of configurations with a charge farther than 0.2 (0.1) from the nearest integer. According to all these criteria the charge appears to become more well-defined for weaker coupling. We emphasize that throughout this study the number of smearing steps was kept fixed at 10 (and 8) for the fermionic (and the gauge) definition of the charge.

It was also essential to keep the physical volume of the compared configurations constant as $`\beta `$ was increased. If our intuitive picture is correct, and the boundary between charge sectors is associated with localized small defects, we expect that in larger volumes the charge becomes ill defined more frequently (at fixed $`\beta `$).

Let us see whether our gauge and fermionic charge definition satisfy criterion (B). In Fig. 7 we show a scatter plot of the difference between the fermionic and the gauge field charge versus the smallest eigenvalue of $`A^{}A`$ on 2000 gauge configurations obtained at two values of $`\beta `$ on the same physical volume. It is clear that if $`a^2\lambda _{\text{min}}`$ is larger than about $`0.40.6`$, the two charge definitions are rather close. This means that (B) is also satisfied.

Interestingly enough, on these locally smooth gauge backgrounds there is a good correlation between small eigenmodes of $`A^{}A`$ and change of topology. We would like to remark that while the latter implies the former by continuity, the argument does not hold the other way round. It is not guaranteed that a small mode of $`A^{}A`$ implies that the gauge configuration is close to the boundary between charge sectors. In fact, on unsmeared configurations the density of small modes is much larger and it is possible that many or even most of these small modes are not related to topology.

### 3.3 Topological susceptibility

We also computed the quenched zero mode susceptibility

$$\chi _{\text{zm}}=\frac{1}{V}(N_+N_{})^2,$$
(8)
with the APE10 FCO action as well as the topological susceptibility

$$\chi _{\text{top}}=\frac{1}{V}Q^2,$$
(9)
with the APE8 Boulder charge. The results are summarized in Fig. 8. In addition to the ensembles listed in Table 1, here we also used a coarser ensemble of 1000 $`6^4`$ lattices with $`\beta =5.62`$ and a finer one of 200 $`14^4`$ lattices at $`\beta =6.033`$. On the two coarsest ensembles the Boulder charge was not computed, while on the finest one, we computed only the Boulder charge. The physical volumes were chosen to be approximately the same, except for the $`12^4`$ $`\beta =5.85`$ ensemble where the volume was about two times bigger to test finite volume effects. Although the fixed volumes $`V2.3`$ fm4 are not particularly big, no finite size effects can be observed. After the discussion in the previous subsection, it does not come as a surprise that the Boulder charge susceptibility and the overlap zero mode susceptibility appear to be compatible whenever both are available.

There is no simple trend as to how the susceptibility changes with $`\beta `$, most likely because our $`\beta `$ range at weak couplings is rather limited. For this reason we do not attempt a continuum extrapolation. Our results, however, at the weakest two couplings are consistent with those of the other available high statistics chiral fermion computation of the quenched susceptibility .

## 4 Conclusions

In the present paper we studied the properties of fat link clover overlap actions. The motivation came from the already known good properties of fat link clover actions . It turns out that if used in the overlap construction, much less smearing (2-4 steps of APE smearing or 1 step of HYP smearing) is enough to guarantee a substantial improvement in several properties. In particular, we showed here that the localisation range of the FCO action in quenched gauge backgrounds is independent of the gauge coupling in the range of Wilson $`5.75\beta 6.00`$, suggesting that the FCO remains local in the continuum limit.

Another advantage of the construction is that in contrast to the Wilson overlap (WO), the parameter $`s`$ does not need to be optimized, one can simply use the tree level value $`s=0.0`$. The FCO also turns out to be slightly more local than the WO at the optimal value of $`s`$. The improvement in this respect, however, is not nearly as significant as in the case of more complicated fermion actions . Smearing also improves the condition number of $`A^{}A`$ and results in a saving of a factor of 2-5 in CPU time when evaluating the overlap. Finally, in contrast to the WO, the FCO action correctly describes fermion zero mode wave functions of instantons as small as the cut-off.

We explicitly studied the locality of the involved smearing. We found that 2-4 steps of APE smearing (with a smearing coefficient of $`c=0.45`$) can be safely used; the range of the smearing is bounded with an exponential with an exponent much bigger than 1 (in lattice units). For some purposes, as much as 10 smearing steps might still be acceptable. Probably the best compromise between locality and efficiency is hypercubic smearing that mixes only gauge degrees of freedom within a hypercube .

We also studied the connection between small modes of $`A^{}A`$ and the locality of the overlap. Smearing together with the clover term considerably reduces the density of low modes of $`A^{}A`$ but the spectral density still appears to be divergent at zero. This is a simple consequence of the fact that the Hermitian Dirac operator $`H=\gamma _5(D1)`$ has a non-vanishing spectral density at zero. Our results show that small modes of $`H`$ (or $`A^{}A`$) do not affect the locality of the overlap in practice. The reason for this is that the low modes are typically localized at the scale of the cut-off, their localisation (in lattice units) does not change as the lattice spacing shrinks, but their physical density rapidly decreases at the same time.

Low modes of $`A^{}A`$ can signal that the gauge field configuration is “close” to the boundary between topological sectors, as defined with the corresponding overlap. We also used the Boulder charge (a field theoretic definition) to monitor whether the gauge field is close to a transition between charge sectors. We found that whenever the gauge field is far away from such a transition according to both the fermionic and the gauge field definition, the two charge definitions are always consistent. Moreover, the occurrence of configurations close to the transition region becomes more rare as $`\beta `$ increases, while the physical volume stays fixed. This suggests that in the continuum limit the FCO fermionic and Boulder field theoretic charge satisfy the index theorem. In this connection we also discussed the general criteria for two charge definitions to give consistent results in the continuum limit. Finally we also presented a high statistics computation of the quenched topological susceptibility with the fermionic definition involving the FCO action.

Fat link clover overlap actions can represent the optimal compromise between complexity on the one hand and good physical properties and efficiency on the other hand. This might be the case also in future dynamical overlap simulations, especially if hybrid Monte Carlo cannot be implemented with the overlap.

## Acknowledgments

I would like to thank the MILC collaboration  and the creators of the ARPACK package  for making their code publicly available, as well as Anna Hasenfratz for discussions and for providing the code for HYP blocking. This work was supported by the EU’s Human Potential Program under contract HPRN-CT-2000-00145, by Hungarian science grant OTKA-T032501, and also partly by a Bolyai Fellowship.


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# Ferrofluids as thermal ratchets

## Abstract

Colloidal suspensions of ferromagnetic nano-particles, so-called ferrofluids, are shown to be suitable systems to demonstrate and investigate thermal ratchet behavior: By rectifying thermal fluctuations, angular momentum is transferred to a resting ferrofluid from an oscillating magnetic field without net rotating component. Via viscous coupling the noise driven rotation of the microscopic ferromagnetic grains is transmitted to the carrier liquid to yield a macroscopic torque. For a simple setup we analyze the rotation of the ferrofluid theoretically and show that the results are compatible with the outcome of a simple demonstration experiment.

To extract directed motion from random fluctuations is a problem at the heart of statistical mechanics with long history Maxwell ; Smo ; Fey ; HaRe . On the one hand it is crucial for basing the second law of thermodynamics on statistical reasoning and for depriving various Maxwell’s demon type devices of their mystique. On the other hand it is closely linked to practical issues like the efficiency of heat engines. The problem has gained renewed attention HaBa ; Ast ; Reirev  due to its possible relevance for biological transport Mag ; JAP  and the prospects of nano-technology RSAP ; OuBo ; Lin .

A particularly clear example of a so-called ratchet is provided by an over-damped particle in a time dependent on-off spatially sawtooth potential subject to some random noise AjPr . In the stationary (on or off) state, thermodynamic equilibrium prevails and detailed balance prohibits directed transport. Complementary, with the potential switched on and off regularly diffusion and relaxation combine to yield a non-zero average particle drift. Other means may be used to drive the system away from equilibrium. In any case a noise driven drift is to be expected generically under non-equilibrium conditions where, however, the specification of the value and even the sign of this drift can be rather subtle Reirev .

In the present letter we show that colloidal suspensions of ferromagnetic nano-particles, so-called ferrofluids Ros , are ideal systems to test theoretical predictions on fluctuation driven transport experimentally. This is due to three main reasons: First, the small size of the ferromagnetic grains ($`10`$nm) implies that their dynamics is strongly influenced by thermal fluctuations Sh . Second, spatially periodic time-dependent potentials for the orientation of the particles can be easily realized by external magnetic fields. Third, directed orientational transport manifests itself as systematic rotation of the ferromagnetic particles which can be easily detected from the resulting macroscopic torque on the carrier liquid. We show that our theoretical consideration are in agreement with a simple demonstration experiment.

Ferrofluids combine the hydrodynamic properties of Newtonian fluids with the magnetic behavior of superparamagnets Ros . Many of their fascinating properties stem from the viscous coupling between the rotation of the magnetic grains and the vorticity of the hydrodynamic flow. A direct way to set this coupling into action is with a rotating external magnetic field as used, e.g., to spin up a ferromagnetic drop floating under hydraulic zero-gravity BCP ; MEL . Complementary, a rotational ferrofluid flow exposed to a static magnetic field exhibits an enhanced shear viscosity McTague . Various unusual effects such as “negative” rotational viscosity ShMo , magneto-vortical resonance GHBCP , and anomalously enhanced ac-response due to coherent particle rotation HWM  rely on the exchange of angular momentum between rotating particles and an oscillating magnetic field. In these cases the involved non-zero flow vorticity is crucial for explicitly breaking the symmetry between clockwise and counter-clockwise particle rotation.

In contrast to these situations we demonstrate the transfer of angular momentum from an oscillating magnetic field to a ferrofluid at rest. A crucial ingredient of the operating mechanism is a sufficient impact of thermal noise due to random collisions between the ferromagnetic grains and the molecules of the carrier liquid.

We consider a ferrofluid in a horizontal, spatially homogeneous magnetic field $`𝐇`$ composed of a constant part $`H_x`$ parallel to the $`x`$-axis and an oscillatory part $`H_yf(t)`$ along the $`y`$-direction. The precise form of the time modulation $`f(t)`$ will be fixed below. As common for diluted ferrofluids Ros ; Sh  we model the ferromagnetic particles as non-interacting spherical equal sized dipoles of volume $`V`$ and magnetic moment $`𝐦`$ com1 . The external magnetic field gives rise to a potential $`U=𝐦𝐇`$ for the direction of the magnetic moment. This direction in turn is assumed to be tightly co-aligned with the orientation of the magnetic particle. A reorientation of the magnetic moment hence requires a rotation of the particle against the viscosity $`\eta `$ of the carrier liquid characterized by the Brownian relaxation time $`\tau _B=3\eta V/k_BT`$ with $`T`$ denoting the temperature of the liquid. We use the dimensionless Langevin parameters $`\alpha _{x,y}=mH_{x,y}/k_BT`$ to measure the magnetic field strengths and scale time by twice the Brownian relaxation time. As time dependence in the ac part of the field we choose

$$f(t)=\mathrm{cos}(\omega t)+a\mathrm{sin}(2\omega t+\beta ).$$
(1)
The parameters $`\alpha _x,\alpha _y,a,\omega `$, and $`\beta `$ are easily controlled in experiments.

Parameterizing the orientation of a magnetic dipole by two angles, $`𝐞=𝐦/m=(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta )`$ the potential $`U`$ generated by the above specified magnetic field takes the form

$$U(\theta ,\varphi ,t)=\mathrm{sin}\theta (\alpha _x\mathrm{cos}\varphi +\alpha _yf(t)\mathrm{sin}\varphi ).$$
(2)
Neglecting thermal fluctuations, the particle orientation is governed by an overdamped relaxation dynamics in the force field $`U`$. Accordingly, the orientation $`𝐞(t)`$ tends to align with the magnetic field. Since the field is restricted to the $`x`$-$`y`$-plane, $`\theta (t)\pi /2`$ for $`t\mathrm{}`$. Within the plane, the angle between the field and the $`x`$-axis is always less than $`\pi /2`$, implying the same for $`\varphi (t)`$ when $`t\mathrm{}`$, see Fig.1, i.e. no average rotation or torque can arise.

Things change in the presence of thermal fluctuations causing stochastic transitions between the deterministic solutions. As elucidated qualitatively with Fig.1 the dynamical asymmetry induced by $`\alpha _x0`$ and $`a0`$ gives rise to slightly different probabilities for a $`2\pi `$-phase-slip in the “forward-$`\varphi `$ direction” and “backward-$`\varphi `$ direction” respectively. This in turn results in an average rotation of the particle, a manifestation of the ratchet effect HaBa ; Ast ; PaWe  for the orientational motion of the ferromagnetic grains. Similar to situations with additive driving ChMi ; SeMa ; GoHa ; Flach  the spatial symmetry of our potential $`U(\theta ,\varphi ,t)`$ requires a sufficiently complex time modulation function $`f(t)`$ for noise induced transport to occur.

A more quantitative analysis of the effect can be made on the basis of the Fokker-Planck equation for the probability distribution $`P(\theta ,\varphi ,t)`$ of the particle orientation. It is given by (see e.g. CKW )

$$_tP=(PU)+^2P,$$
(3)
where $``$ denotes the angular part of the Nabla-operator in spherical coordinates.

We have solved this equation numerically by expanding $`P(\theta ,\varphi ,t)`$ in spherical harmonics. From the solution we can determine the average orientation $`𝐞=𝑑\varphi 𝑑\theta \mathrm{sin}\theta 𝐞P(\theta ,\varphi ,t)`$ and the average torque $`𝐍_p=m𝐞\times 𝐇`$ acting upon an individual particle. For symmetry reasons only the $`z`$-component of the torque is different from zero. Due to the viscous coupling between the ferromagnetic grains and the carrier liquid the individual torques combine to yield a macroscopic torque per fluid volume

$$𝐍=n𝐍_p=\mu _0M_s𝐞\times 𝐇=\mu _0𝐌\times 𝐇.$$
(4)
Here $`n`$ denotes the number density of the particles, $`𝐌=M_s𝐞`$ the magnetization of the ferrofluid, $`M_s=mn/\mu _0`$ its saturation value and $`\mu _0`$ the permeability of free space. A non-zero torque after averaging (4) over one period of the external ac-driving is the macroscopic signature of a directed orientational transport.

An explicit expression for the torque can be obtained from an approximate solution of the Fokker-Planck equation (3) by adopting the effective field method MRS . It gives rise to a relaxation equation MuLi  for the average orientation $`𝐞`$ which for a fluid at rest reduces to

$$_te_i=\underset{j}{}\left[(1\frac{e}{\alpha _{\text{eff}}})\delta _{ij}+(3\frac{e}{\alpha _{\text{eff}}}1)\frac{e_i}{e}\frac{e_j}{e}\right](\alpha _{\text{eff}}\alpha )_j$$
(5)
where $`e`$ denotes $`|𝐞|`$ and the so-called effective field $`\alpha _{\text{eff}}(e)`$ is given by the inverse of the Langevin function $`e=(\alpha )=\mathrm{coth}\alpha 1/\alpha `$. The numerical integration of Eq.(5) yields rather accurate approximations for the orientation $`e_i(t)`$, which deviate from the numerical solution of the Fokker-Planck equation (3) by less than a few percent. Nevertheless the final values for the time averaged magnetic torque (4) differ by a factor between 2 and 3. This is due to the fact that the time average $`\overline{N_z}`$ is much smaller than the typical values of the time dependent component $`N_z`$ of the torque.

For sufficiently weak magnetic field we may use $`(\alpha )\alpha /3`$ which makes eq.(5) linear in $`𝐞`$. It is then easily solved for a time dependence of the field $`\alpha `$ as specified by eq.(1). The resulting time averaged torque (4), however, vanishes identically. Exploring the non-linear regime perturbatively by using $`(\alpha )\alpha /3\alpha ^3/45`$ we find to leading order for the time-averaged $`z`$-component of the torque

$$\overline{N_z}=\mu _0\frac{M_s^2}{3\chi }\alpha _y^3\alpha _x\frac{a}{30}\frac{\omega ^2(\omega \mathrm{cos}\beta +2\mathrm{sin}\beta )}{(1+\omega ^2)(4+\omega ^2)^2}.$$
(6)
where $`\chi `$ denotes the magnetic susceptibility of the ferrofluid. This expression provides a useful approximate formula for the nontrivial dependencies of the torque on the parameters of the problem. In particular it shows that both the static magnetic field component $`\alpha _x`$ and the anharmonic time dependence (1) of the oscillatory component are essential for directed rotational transport to occur. The effective field method may be an useful tool for the analysis of other ratchet systems as well EMR .

To verify our theoretical findings we have designed a simple demonstration experiment as sketched in Fig.2. The setup is a torsion balance similar to those used in string galvanometers. A hollow plastic sphere with inner diameter $`16`$ mm was filled with a ferrofluid APG 933 (Ferro-Tec), with the following specifications: density $`\rho =1,100`$ kg/$`\mathrm{m}^3`$, susceptibility $`\chi =1.09`$, saturation magnetization $`M_s=18`$ kA/m, dynamic viscosity $`\eta =0.1`$ Pas. The container was suspended on a Kevlar fiber with a length of $`20`$ cm and $`10\mu `$m diameter. The oscillatory magnetic field was generated by a pair of Helmholtz coils of $`100`$ windings each via a computer generated signal of the form specified in Eq.(1). The RMS-field strength in the center of the coil amounted to about $`H_y2.1`$ kA/m. The static field component $`H_x9`$ kA/m was generated by a commercial electro-magnet (Bruker). The applied frequency was $`\nu =200`$ Hz. In the choice of the frequency and the ratio between the amplitudes of the static and oscillating field we where guided by our numerical solutions of the Fokker-Planck equation (3). The dimensionless parameters describing the setup are $`\alpha _x=1.72,\alpha _y=0.4,a=1`$. The dimensionless frequency $`\omega `$ depends on the Brownian relaxation time $`\tau _B`$ which was used as a fit parameter.

The main qualitative result of the experiment is the unambiguous demonstration of the proposed thermal ratchet effect: After switching on the fields the ferrofluid sphere immediately starts to rotate. Switching off either the static field $`\alpha _x`$ or the modulation amplitude $`a`$ the torque disappears. A reversal of the sign of either $`\alpha _x`$ or $`a`$ causes a reversal of the sample’s rotation sense.

A more quantitative comparison between theory and experiment was difficult for the following reason: Our setup was designed to be as sensitive as possible with respect to the appearance or not of a rotation of the drop. The actual rotation speeds of the sphere then became usually so large that the field had to be switched off after a short time in order not to destroy the experiment. We hence resorted to the following semi-quantitative procedure to determine the torque: Starting with the sphere at rest and then letting act the magnetic field for a fixed amount of time (a few seconds), the resulting final rotation speed of the sphere was used as a measure for the torque. In this way we have experimentally recorded the torque (in arbitrary units) as a function of the phase angle $`\beta `$ in (1). The results are shown in fig.3 together with a fit to our approximate theoretical result given in eq.(6).

Theory and experiment are compatible if the Brownian relaxation time is chosen as $`\tau _B1.8`$ ms. Using $`\tau _B=3\eta V/k_BT`$ this corresponds to a particle diameter of about 35 nm, which exceeds the typical size by about a factor of 3. However, in real ferrofluids size, shape, and magnetic moment of the ferromagnetic grains vary quite significantly (see e.g. Ros , page 41), a situation only poorly described by our model involving a single relaxation time. Moreover, since the transferred angular momentum increases with the particle diameter EMR  the above value for $`\tau _B`$ is likely to characterize the largest grains in the population rather than the average.

In conclusion we have shown that by rectifying rotational Brownian motion angular momentum can be transferred from an oscillating magnetic field to a ferrofluid at rest. A unique feature ferrofluids offer in comparison with other experimental realizations of ratchets is the combined action of many individual nano-scale ratchets to yield a macroscopic thermal noise induced transport effect. More precise experiments are needed to verify quantitatively our theoretical predictions about the dependence of the torque on the magnetic field strength and the frequency of the external driving.

Many other investigations using ferrofluids as thermal ratchets are conceivable. A particularly interesting line is linked with the occurrence of inversion points $`\beta _i`$ of the rotation, see Fig. 3. When keeping $`\beta `$ fixed to such an inversion point and varying instead another parameter of the system the rotational speed of the magnetic grains will generically exhibit a change of sign as a function of this parameter as well. Since $`\alpha _{x,y}`$ or the dimensionless $`\omega `$ (due to its dependence on $`\tau _B`$) depend on the size of the magnetic grains in a polydisperse ferrofluid under the same experimental conditions the larger and smaller particles may rotate in opposite directions.

###### Acknowledgements.

Helpful discussions with K. Knorr, J. Albers, P. Blümler, I. Rehberg, and M. Raible are gratefully acknowleged. This work was supported by Deutsche Forschungsgemeinschaft under SFB 613, SFB 277, FOR 301 and the ESF-program STOCHDYN.


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# Lattice QCD at finite isospin chemical potential and temperature.

## 1 Introduction

QCD at finite baryon-number density describes nuclear matter including neutron stars and heavy nuclei. Nuclear matter at finite temperature may be observed in relativistic heavy-ion collisions at CERN and RHIC.

Because of the sign/phase difficulties associated with simulating QCD at finite baryon-number chemical potential, we have been studying related theories with positive fermion determinants. In particular, we are studying QCD (2-flavours) at finite chemical potential $`\mu _I`$ for isospin ($`I_3`$), at zero and finite temperature $`T`$. This represents a surface in the phase diagram for nuclear matter, which exists at finite isospin ($`I_3`$) density as well as finite baryon-number density.

From effective field theory (chiral perturbation theory) and other analyses, we expect a $`T=0`$ transition at $`\mu _I=m_\pi `$ to a state with a charged pion condensate which breaks $`I_3`$ spontaneously, with the orthogonal charged pion state becoming a Goldstone boson  The transition is expected to be second order with mean-field critical exponents , a result which our simulations confirm .

For $`\mu _I>m_\pi `$ there is a finite $`T`$ phase transition where the pion condensate evaporates. For $`\mu _I`$ large enough, this transition appears to be first order. At low $`T`$ the transition at $`\mu _I=\mu _cm_\pi `$ appears to be second order and mean field as it is for $`T=0`$ .

At $`\mu _I=0`$ ($`m0`$) we know that there is a rapid crossover from ‘hadronic matter’ to a ‘quark-gluon’ plasma at $`T=T_c150200`$MeV. This is the start of a line of such crossovers, which extends to finite $`\mu _I`$. For small $`\mu _I`$, the Swansea-Bielefeld collaboration have noted that $`\beta _c(\mu _q)=\beta _c(\mu _I=2\mu _q)`$ to the extent that $`\beta _c`$ is well defined for a crossover .

## 2 QCD at finite $`\mu _I`$

The lattice quark action is

$$S_f=\underset{sites}{}\left[\overline{\chi }[D/(\frac{1}{2}\tau _3\mu _I)+m]\chi +i\lambda ϵ\overline{\chi }\tau _2\chi \right]$$
(1)
which has a positive fermion determinant. $`\lambda `$ is the explicit $`I_3`$ breaking parameter, required to observe spontaneous symmetry breaking on a finite lattice. We are interested in $`\lambda 0`$.

Our zero temperature simulations were performed on an $`8^4`$ lattice at $`m=0.025`$ and $`m=0.05`$ at $`\lambda =0.1\times m`$ and $`\lambda =0.2\times m`$, using the hybrid molecular-dynamics method with ‘noisy’ fermions, and tuning to $`N_f=2`$.

Figure 1 shows the charged pion condensate for the $`m=0.025`$ runs, which shows evidence for a phase transition at $`\mu _I=\mu _c`$ to a state with a charged pion condensate at $`\lambda =0`$. The fit is to a mean-field scaling form suggested by effective Lagrangian analyses.

For more details and measurements of other observables we refer the reader to .

## 3 QCD at finite $`\mu _I`$ and T

We have performed simulations on $`8^3\times 4`$ lattices to study the finite temperature ($`T`$) behaviour of lattice QCD at finite $`\mu _I`$ .

Simulations at low $`\beta `$ ($`4.0`$ and $`5.0`$) and hence $`T`$ have been performed, varying $`\mu _I`$. Again we find that there is a phase transition for $`\lambda =0`$ at some $`\mu _c(\beta )`$, above which the system is in a phase characterized by a charged pion condensate which breaks $`I_3`$ spontaneously. The transition appears to be second order with mean-field critical exponents, as in the $`T=0`$ case.

We have also performed simulations at fixed $`\mu _I>\mu _c(T=0)`$, increasing $`\beta `$ (and hence $`T`$) until the pion condensate ‘evaporates’ and the $`I_3`$ symmetry is restored. For large $`\mu _I`$ this phase transition is sufficiently abrupt to suggest that the transition has become first order. We are currently repeating these simulations on a larger ($`16^3\times 4`$) lattice to check that the transition is indeed first order.

Figure 2 shows the pion condensate for $`\mu _I=0.8`$ as a function of $`\beta `$. The abrupt ‘jump’ between $`\beta =5.2`$ and $`\beta =5.3`$ suggests a first order transition. Preliminary simulations on a $`16^3\times 4`$ lattice indicate that there is such an abrupt transition between $`\beta =5.265`$ and $`\beta =5.270`$.

## 4 The finite T transition at small $`\mu _I`$

The finite temperature crossover ($`m0`$) from hadronic matter to a quark-gluon plasma extends to finite $`\mu _I`$. We are running on $`8^3\times 4`$ lattices with $`m=0.05`$ and $`N_f=2`$. For $`\mu _I<\mu _c(T=0)=0.569(2)`$ we set $`\lambda =0`$.

At small $`\mu _q`$, the Swansea-Bielefeld collaboration  found that the phase $`\theta `$ of the fermion determinant was ‘well-behaved’ – $`\mathrm{cos}(\theta )>0`$ and goes smoothly to $`1`$ as $`\mu _q0`$. As a consequence they expect, and find numerically by their series expansion methods, that $`\beta _c(\mu _q)=\beta _c(\mu _I=2\mu _q)`$ to the extent that $`\beta _c`$ is well defined for a crossover. Thus for small $`\mu _I`$ our simulations predict the small $`\mu _q`$ behaviour of $`\beta _c`$.

We have performed simulations at $`\mu _I=0.0,0.1,0.2,0.3,0.4`$, and are currently running at $`\mu _I=0.5`$, varying $`\beta `$ through the crossover regime, measuring the chiral condensate, Wilson line, plaquette, isospin density and their susceptibilities, from which we will obtain the position of the crossover (the maxima of the susceptibilities) as a function of $`\mu _I`$.

Figure 3 shows the chiral condensate measurements from these runs. We note that the temperature of the transition decreases slowly with increasing $`\mu _I`$ in qualitative agreement with the $`\mu _q`$ behaviour reported by others .

## 5 Conclusions

At zero and low temperatures, there is some finite $`\mu _I`$, $`\mu _c`$ say, above which $`I_3`$ is spontaneously broken by a charged pion condensate. This phase transition appears to be second order with mean-field critical exponents. Simulations will be performed on a $`12^3\times 24`$ lattice to measure the spectrum of Goldstone and pseudo-Goldstone bosons, and to study instanton effects.

For $`\mu _I>\mu _c`$ there is a finite temperature phase transition at which the pion condensate evaporates. For large $`\mu _I`$ this transition appears to be first order. Simulations on a $`16^3\times 4`$ lattice are being performed to check this.

We are studying the crossover from hadronic matter to a quark-gluon plasma at small $`\mu _I`$ and have confirmed that $`\beta _c`$ and hence $`T_c`$ decrease very slowly with increasing $`\mu _I`$. This observation will be made quantitative. This is made more interesting because at low $`\mu _I`$, the $`\mu _I`$ and $`\mu _q`$ dependence of this transition are believed to be identical. Simulations are planned to extend these studies of the $`\mu _I`$ dependence of the finite temperature transition to intermediate $`\mu _I`$ values. Larger-lattice simulations are needed.

It would be interesting to know if such charged pion condensates form when the system is also at finite baryon number density.


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# 1 The region below each line is excluded by the muon 𝑔-2 experiment, with the assumptions of gaugino mass unification, |𝜇|>𝑀₂, and 𝑚_𝜇̃₁>95" GeV". The different lines correspond to different values of tan𝛽={50,40,30,20,10,6} from top to bottom. The left panel is for 𝜇0. The region constrained by direct searches at the LEP collider is shaded.

The relationship between the half-integral spin $`\stackrel{}{s}`$ of the muon and its magnetic moment $`\stackrel{}{\mu }`$ is written by convention as

$$\stackrel{}{\mu }=g\frac{e\mathrm{}}{2m_\mu c}\stackrel{}{s}(1+a_\mu )\frac{e\mathrm{}}{m_\mu c}\stackrel{}{s}.$$
(1)
The non-zero value of $`a_\mu `$ accounts for radiative corrections to the semi-classical relationship. It is convenient for us to introduce a different variable directly related to $`a_\mu `$:

$$\delta _\mu (a_\mu 11659000\times 10^{10})\times 10^{10}.$$
(2)
The current world average of the experimental measurement  of $`\delta _\mu `$ is

$$\delta _\mu ^{\mathrm{exp}}=203\pm 8.$$
(3)
The computation of the theoretical prediction for $`\delta _\mu `$ in the Standard Model (SM) framework has been an impressive on-going effort by many groups . A thorough analysis of this has been presented recently by Davier et al. . They present two results, depending on whether they use $`\tau `$ decay data or $`e^+e^{}`$ collider decay as their primary source for understanding the hadronic loop corrections of the vacuum polarization diagrams contributing to the muon magnetic moment. The results are

$`\delta _\mu ^{\mathrm{SM}}`$ $`=`$ $`\{\begin{array}{cc}169.1\pm 7.8\hfill & (e^+e^{}\text{ based});\hfill \\ 186.3\pm 7.1\hfill & (\tau \text{decay based}).\hfill \end{array}`$ (6)
The systematic uncertainties differ in the two approaches, and the final results are in mild disagreement. This prompted Davier et al. to not combine the analyses.

The resulting difference between theory and experiment  is

$`\delta _\mu ^{\mathrm{exp}}\delta _\mu ^{\mathrm{SM}}`$ $`=`$ $`\{\begin{array}{cc}33.9\pm 11.2\hfill & (e^+e^{}\text{ based});\hfill \\ 16.7\pm 10.7\hfill & (\tau \text{decay based}).\hfill \end{array}`$ (9)
Therefore, the current results indicate a quite tantalizing $`3\sigma `$ discrepancy  if one prefers the $`e^+e^{}`$ data, or a not-so-tantalizing $`1.6\sigma `$ discrepancy if one prefers the $`\tau `$ decay data.

While the $`\tau `$ decay based analysis does depend on significant theoretical input , in this letter we do not attempt to argue for one theoretical estimate over another, but rather wish to demonstrate that the muon $`g2`$ measurement is interesting even if we take the most wide and conservative estimate of the theoretical and experimental uncertainties.

To accomplish this goal, we will take the union of the $`5\sigma `$ allowed regions of $`\delta _\mu ^{\mathrm{exp}}\delta _\mu ^{\mathrm{SM}}`$ for the $`e^+e^{}`$ based approach and the $`\tau `$ decay based approach, and then declare that the supersymmetric contribution $`\delta _\mu ^{\mathrm{susy}}`$ must fall into this range. Numerically, this works out to

$$36.8<\delta _\mu ^{\mathrm{susy}}<89.9.$$
(10)
Note that the parameter space associated with $`\delta _\mu ^{\mathrm{susy}}0`$ is in the allowed region. Extremely heavy superpartners will just decouple from the muon $`g2`$ computation and yield a very small contribution, and so no upper bounds on superpartners can be stated in this analysis.

The immediate question now is whether this large allowed range has any impact on our view of supersymmetric parameter space given the myriad of other experiments that have been performed over the years, including collider physics direct searches for superpartners. Interestingly, the answer is yes. Especially at high $`\mathrm{tan}\beta `$, there are many combinations of smuon and chargino masses that are ruled out by this conservative muon $`g2`$ analysis that have not been probed by any other experiment. Although it is impossible to succinctly characterize the complete parameter space that is excluded, below we will give several illustrations which convey the power of the muon $`g2`$ experiment even under this most conservative approach to it.

Some might argue that taking a $`5\sigma `$ union for the allowed supersymmetry contribution is too conservative, and the muon $`g2`$ experiment is more constraining than what will result from our analysis. That may well be, but our goal is to arrive at exclusion results that no reasonable person would quarrel with. In other words, there may be more supersymmetry parameter space excluded than we presented here, and perhaps the data is even telling us that some regions of supersymmetry space are being selected by the data. However, our emphasis here is that there is no reasonable chance that our declared excluded region can ever be resurrected by future data or analysis. Given some remaining skepticism about the SM theory computation (e.g., see ref.  regarding the light-by-light contribution), we feel our super-conservative approach to the data and theory is reasonable.

The recent body of work on supersymmetric corrections to muon $`g2`$ is extensive . Our conventions for parameters and computation of the supersymmetric contributions to muon $`g2`$ follow the details presented in ref. . Our procedure is to compute the supersymmetric corrections as a function of the heavier smuon mass and the lighter chargino mass, under some basic restrictions that either simplify the presentation and are theoretically motivated, or insure that there is no conflict with other experiments. In all cases we require the following conditions be satisfied for parameters at the weak scale:

* All supersymmetry parameters such as $`\mu `$, $`M_2`$, etc. are real (no CP violation effects, so the possibility  of an electric dipole moment does not arise).
* $`|\mu |>M_2`$, which is well within the expectations of minimal supersymmetry breaking schemes, and is typically valid for non-minimal scenarios discussed in the literature.
* $`M_1=0.5M_2`$, which is required in simple gaugino mass unification scenarios.
* The scalar cubic coupling of smuons to the Higgs field satisfies $`|A_\mu |/m_{\stackrel{~}{\mu }_2}<3`$, in the notation of , in order to avoid electric charge-violating vacua. (The particular value 3 chosen here has only a very mild impact on the results.)
* Smuon masses must be greater than 95 GeV to be consistent with LEP results .

The theoretical assumptions given above subsume a very large class of theoretical models for supersymmetry breaking. These include, but are not limited to, flavor-preserving minimal supergravity-inspired (“mSUGRA”) models and minimal gauge-mediated supersymmetry breaking (GMSB) models. By making further assumptions, one can relate the magnitude of $`\mu `$ to the other parameters by requiring correct electroweak symmetry breaking within the confines of a particular model. However, there are many ways that these commonly made assumptions can be evaded by simple model extensions. Therefore, in keeping with our conservative approach to the data and the SM calculation, we prefer to maintain as general a model framework as possible. More particular assumptions of course lead to stronger exclusions. Again, the assumptions listed above are employed only to construct wieldy illustrations of the exclusions that the muon $`g2`$ experiment can impose.

Given our basic assumptions listed above, we show in fig. 1 the excluded area of the lighter chargino and heavier smuon plane, with different exclusion contours for various values of $`\mathrm{tan}\beta `$.

In each case, everything below the exclusion contour is inconsistent with the muon $`g2`$ experiment and has never before been constrained by another experiment. We choose to make the plots using the heavierAlthough we do not assume it here, in many theoretical models the heavier smuon is mostly $`\stackrel{~}{\mu }_L`$, and plays a more significant role in collider phenomenology because of its greater coupling to charginos and neutralinos. smuon mass; the boundary of the allowed region is then obtained when the other smuon is not much lighter. As expected, the excluded region grows substantially with larger $`\mathrm{tan}\beta `$. Even for the relatively low value of $`\mathrm{tan}\beta =6`$ there is still a significant portion of parameter space excluded by the $`g2`$ experiment. Graphically it looks like a rather small region in the lower left corner of the graph, but physically it excludes chargino masses as much as 80 GeV beyond the current limits, for low smuon masses. This is an important part of parameter space for Tevatron searches. The excluded region is smaller when we consider $`\mu >0`$, as this is correlated with $`\delta _\mu >0`$, which is less constrained than the $`\delta _\mu <0`$ ($`\mu <0`$) region. \[The existence of small excluded regions that stubbornly persist as one looks further along the lighter chargino mass axis to the right is not related to $`g2`$, but rather the requirement that $`m_{\stackrel{~}{\mu }}>95\text{ GeV}`$. For each $`\mathrm{tan}\beta `$, and given a lower limit on $`|\mu |>M_2`$, there is a minimum value of level repulsion induced by the off-diagonal term of the smuon mass matrix ($`m_\mu \mu \mathrm{tan}\beta `$) such that it is impossible to have both $`m_{\stackrel{~}{\mu }_1}95\text{ GeV}`$ and $`m_{\stackrel{~}{\mu }_2}95\text{ GeV}`$. Therefore, the heavier smuon mass must be a few GeV or more above $`95\text{ GeV}`$.\]

Let us now consider how the exclusions depend on the rather conservative assumptions we have made. The boundary of the excluded region is saturated by large (but not arbitrarily large) $`|\mu |/M_2`$ for lighter charginos, and by the minimum allowed value of $`|\mu |`$ for sufficiently heavy charginos. To illustrate this, we show in the left panel of fig. 2, for $`\mathrm{tan}\beta =30`$ and $`\mu <0`$, how the excluded region increases as one raises the minimum allowed value of $`|\mu |/M_2`$. (The solid line is the same as in fig. 1.) In many models of supersymmetry breaking, $`|\mu |/M_2`$ is required to be well above 1 in order to have correct electroweak symmetry breaking, but we see that increasing the minimum $`|\mu |/M_2`$ ratio only affects the exclusion contours for quite heavy charginos.

In the right panel of fig. 2, the dashed, dash-dotted and dash-dot-dotted lines are stronger exclusion contours that employ assumptions on the supersymmetric parameter space in addition to the ones discussed above (with $`\mathrm{tan}\beta =30`$, $`\mu <0`$, and $`|\mu |>M_2`$). For the dash-dot line, we add the requirement that $`m_{\stackrel{~}{\tau }_1}>80\text{ GeV}`$. Implicit in this is an assumption that the diagonal terms of the stau mass matrix are approximately the same as those of the smuon mass matrix, but the off diagonal terms are not ($`m_\tau \mu \mathrm{tan}\beta `$ rather than $`m_\mu \mu \mathrm{tan}\beta `$). In most fundamental theories of supersymmetry breaking that approximately respect flavor, the diagonal terms of these mass matrices are the same at a high scale but diverge at the low scale where the mass eigenvalues need to be evaluated. The mismatch in diagonal entries between the smuon and stau mass matrices has a smaller effect than the off-diagonal mismatch on the difference in mass eigenvalues, so this approximation has more generality than might perhaps be naively expected. The excluded region is now bigger than that of the solid line, but the part of the boundary for lighter charginos is still entirely due to the muon $`g2`$ result. The dashed line further requires that the lightest neutralino is the lightest superpartner, $`m_{\chi _1^0}<m_{\stackrel{~}{\tau }_1}`$. This is motivated by our desire to not have a charged lightest supersymmetric particle (LSP) in the event that R-parity is exactly conserved and the LSP is stable. Significant cosmological constraints apply to charged LSPs and it is unlikely that a stable, charged LSP can exist without modifying the standard scenario of cosmological history. The dash-dot-dot line in fig. 2b does not assume anything about the tau-slepton, and only requires that $`m_{\chi _1^0}<m_{\stackrel{~}{\mu }_1}`$. It is apparent that the additional constraints just mentioned have no effect on the exclusion curve when a chargino is light (in this case, lighter than about 360 GeV).

In fig. 3 we make the same plots as in fig. 1, but with the additional constraint that the lightest supersymmetric particle should be a neutralino ($`m_{\chi _1^0}<m_{\stackrel{~}{\tau }_1}`$). The straight parts of the exclusion contours on the right part of each panel are set by the requirement that the lightest neutralino be the lightest superpartner (less than the stau mass). The remaining part of each exclusion contour curve is due to the muon $`g2`$ experimental result. The region is significant and demonstrates the probing/exclusion capability of the muon $`g2`$ experiment. Again, even for the relatively low value of $`\mathrm{tan}\beta =6`$ there is still a significant portion of parameter space excluded by the $`g2`$ experiment.

There are several interesting conclusions one can draw from figs. 1, 2 and 3 in addition to just demonstrating a rather large excluded area. For example, if $`\mathrm{tan}\beta >30`$ and $`\mu <0`$ and a chargino is found at or below $`360\text{ GeV}`$, there is no way that both smuons could have mass below $`250\text{ GeV}`$, given our assumptions. If we assume in addition that a neutralino is the lightest supersymmetric particle, then this lower bound on the heavier smuon mass becomes independent of the chargino mass. Heavy slepton mass scales such as this would make a $`\sqrt{s}=500`$ GeV linear collider incapable of detecting both sleptons and measuring their masses and mixings. Likewise, if both smuons are found below about $`240\text{ GeV}`$, then a $`\sqrt{s}=500`$ GeV linear collider should be able to discover them and study them with enough luminosity, but would not be able to discover and study even one chargino if $`\mathrm{tan}\beta >30`$ and $`\mu <0`$ with our assumptions.

Similar correlating statements apply to the Tevatron and LHC. For example, from figs. 66-69 of ref.  we see that the Tevatron upgrade will have a significant discovery capability for light charginos and neutralinos through the trilepton signal. For $`\mathrm{tan}\beta `$ larger than a few (which is suggested by the failure of LEP to detect a Higgs scalar boson), the parameter space in which a trilepton signal might be visible tends to divide into two disconnected regions: a region in which sleptons are comparable in mass to the charginos and neutralinos, and a region in which the sleptons are much heavier.

First, consider the case that sleptons are comparable in mass to the charginos and neutralinos. The sleptons generally greatly increase the branching fractions of chargino and neutralino decays into leptons, enhancing the clean (few backgrounds) trilepton signal. Masses of charginos and neutralinos up to nearly 200 GeV can be probed in these circumstances. However, for large $`\mathrm{tan}\beta \stackrel{>}{}10`$, this is also the region where the $`g2`$ is very sensitive to supersymmetry. Therefore, for large $`\mathrm{tan}\beta `$ the future Tevatron trilepton search will have a strong (but not complete) overlap with the $`g2`$ exclusions we have found above, especially for $`\mu <0`$. The muon $`g2`$ excluded region grows rapidly while the trilepton search sensitivity tends to fall quickly with increasing $`\mathrm{tan}\beta `$. So, in this region of parameter space under our assumptions the present muon $`g2`$ exclusions take a very large bite out of the otherwise new territory that the Tevatron will probe. The precise maximum values of $`\mathrm{tan}\beta `$ which the Tevatron can probe and which are not already ruled out by a conservative interpretation of the muon $`g2`$ results will of course depend strongly on the Tevatron experimental parameters which are still to be determined.

Considering instead the region of parameter space in which the sleptons are very massive, the charginos and neutralinos decay branching fractions to leptons asymptote, respectively, to the values of the $`W`$ and $`Z`$ decay branching fractions to leptons. This remains true provided the masses are light enough such that the second neutralino cannot decay into a Higgs boson plus lightest neutralino. In the extreme of all scalars decoupling, the chargino and second lightest neutralino can be discovered or excluded at the Tevatron with our assumptions if their masses are below about 130 GeV. In that region, the Tevatron has no competition from the present muon $`g2`$ result and is entirely complementary to it.

As for the LHC, there are circumstances in which Tevatron and $`g2`$ data would provide significant insights into LHC searches. For example, if charginos are found to be light at the Tevatron (e.g., $`\mathrm{mass}\stackrel{<}{}150\text{ GeV}`$) and $`\mathrm{tan}\beta `$ is determined to be large (e.g., $`\mathrm{tan}\beta \stackrel{>}{}30`$), the exclusion plots presented here imply that at least one slepton mass has to be greater than about $`290\text{ GeV}`$ ($`190\text{ GeV}`$) for $`\mu <0`$ ($`\mu >0`$). Sleptons with mass greater than about 300 GeV would be very challenging to directly detect at the LHC . Or, if $`\mathrm{tan}\beta `$ has not been measured by the time LHC collects data, discovery of light sleptons and a light chargino with masses less than about 190 GeV would rule out large $`\mathrm{tan}\beta >30`$ supersymmetry, for either sign of $`\mu `$, because of its incompatibility with the muon $`g2`$ experimental result.

Our central point is that even the most conservative view of the data produces a large region of supersymmetry excluded only by the muon $`g2`$, and no other experiment. The implications have the potential to be very important for future experiments. As we detailed in our previous paper , the constraints from $`B(bs\gamma )`$, Higgs mass, and relic abundance are not necessarily correlated in any meaningful way with $`g2`$, and so the $`g2`$ experiment is firmly established as an independently powerful probe of supersymmetry.

Acknowledgments: We thank G. Kane for helpful discussions. SPM is supported in part by the National Science Foundation grants PHY-9970691 and PHY-0140129 and a State of Illinois Higher Education Cooperation Act grant, and JDW is supported in part by the Department of Energy and the Alfred P. Sloan Foundation.