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# 1 Biasing of ²²Ne Diffusion in Liquid White Dwarf Interiors

## 1 Biasing of $`{}_{}{}^{22}\mathrm{Ne}`$ Diffusion in Liquid White Dwarf Interiors

After $`{}_{}{}^{12}\mathrm{C}`$ and $`{}_{}{}^{16}\mathrm{O}`$, the most abundant nucleus in a $`M<M_{}`$ white dwarf (WD) interior is $`{}_{}{}^{22}\mathrm{Ne}`$. As the slowest step in the CNO cycle is the $`p+^{14}\mathrm{N}`$ reaction, almost all CNO nuclei end up as $`{}_{}{}^{14}\mathrm{N}`$ at the end of H burning. During the He burning stage, the reaction $`{}_{}{}^{14}\mathrm{N}(\alpha ,\gamma )^{18}\mathrm{F}(\beta ^+)^{18}\mathrm{O}(\alpha ,\gamma )^{22}\mathrm{Ne}`$ processes all $`{}_{}{}^{14}\mathrm{N}`$ into $`{}_{}{}^{22}\mathrm{Ne}`$. For recently formed WDs of $`M<M_{}`$ this results in a $`{}_{}{}^{22}\mathrm{Ne}`$ mass fraction $`X_{22}Z_{\mathrm{CNO}}0.02`$ (see, for example, ).

$`{}_{}{}^{22}\mathrm{Ne}`$ has a mass to charge ratio, $`A/Z`$ greater than that of $`{}_{}{}^{12}\mathrm{C}`$ and $`{}_{}{}^{16}\mathrm{O}`$. As pointed out by  and , this affects the dynamics of $`{}_{}{}^{22}\mathrm{Ne}`$ nuclei in the following manner. In the degenerate WD interior, there exists an upward pointing electric field of magnitude $`eE2m_pg`$ , $`g`$ being the local gravitational acceleration. The resulting net force on $`{}_{}{}^{22}\mathrm{Ne}`$, $`𝐅=2m_pg\widehat{}r`$, biases $`{}_{}{}^{22}\mathrm{Ne}`$’s diffusion inward. In contrast, the predominant $`{}_{}{}^{12}\mathrm{C}`$ and $`{}_{}{}^{16}\mathrm{O}`$ ions experience no net force. The resulting sedimentation of $`{}_{}{}^{22}\mathrm{Ne}`$ will impact the cooling history and seismology of the WD.

The $`{}_{}{}^{22}\mathrm{Ne}`$ evolution is governed by mass continuity

$$\frac{\rho _{22}}{t}+𝐉_{22}=0,$$
(1)
where $`\rho _{22}`$ and $`𝐉_{22}`$ are the local $`{}_{}{}^{22}\mathrm{Ne}`$ density and flux respectively. The flux is given by

$$𝐉_{22}=(D\frac{\rho _{22}}{r}v\rho _{22})\widehat{}r,$$
(2)
where $`D`$ is $`{}_{}{}^{22}\mathrm{Ne}`$’s diffusion coefficient in the background plasma and $`v`$ is the magnitude of its local drift velocity. $`D`$ and $`v`$ are related via the Stokes-Einstein equation: $`v=2m_pgD/kT`$.

As discussed in  and , $`D`$ is not well known for conditions in the WD interior. So, for this work, we took as a starting point the self diffusion coefficient of the one-component plasma, $`D_s`$, as calculated in ,$`D_s3\omega _pa^2\mathrm{\Gamma }^{4/3}`$, where $`\omega _p^2=4\pi n_i(Ze)^2/Am_p`$, $`\mathrm{\Gamma }=(Ze)^2/akT`$ and $`a^3=3Am_p/4\pi \rho `$ is the inter-ion spacing of the background ions. At $`\mathrm{\Gamma }=173`$, the plasma crystallizes . We quantify the effects of the uncertainty of $`D`$ on our results by performing calculations with varying $`D`$.

## 2 $`{}_{}{}^{22}\mathrm{Ne}`$ Sedimentation and WD Cooling

We simultaneously evolve the initially constant $`X_{22}`$ and WD core temperature, $`T_c`$. The $`{}_{}{}^{22}\mathrm{Ne}`$ evolution is modeled as above. We halt sedimentation in the solid phase. We consider the WD interior to be isothermal, and calculate $`T_c(t)`$ using

$$\frac{dT_c}{dt}_0^M\frac{C_V}{Am_p}𝑑m=L+L_g+\frac{l}{Am_p}\frac{dM_{crys}}{dt},$$
(3)
where $`C_V`$ is the heat capacity, $`L`$ is the WD luminosity, $`L_g`$ the power generated by $`{}_{}{}^{22}\mathrm{Ne}`$ sinking, $`l`$ is the latent heat released per nucleon, and $`M_{crys}`$ is the mass of the WD that has crystallized. $`L`$ is determined from the $`LT_c`$ relations of  and $`L_g=_0^RF(J_{22}/\rho _{22})n_{22}4\pi r^2𝑑r`$, where $`n_{22}=\rho _{22}/22m_p`$. We ignore fractionation effects. Finally, throughout we utilize background WD models composed of a single ion species, representing realistic C/O WD compositions by taking $`A=14`$ and $`Z=7`$.

The overall impact of $`{}_{}{}^{22}\mathrm{Ne}`$ sedimentation on the WD age depends on the diffusion rate and when the WD crystallizes. Sinking is fast in massive WDs, but crystallization occurs earlier, somewhat mitigating the impact. The opposite is the case for low mass WDs, where sedimentation is slower, but can continue for up to 10 Gyrs. $`{}_{}{}^{22}\mathrm{Ne}`$ content is also a factor, as $`L_g`$ depends on the $`X_{22}`$.

Figure 1 shows cooling curves for a $`0.6M_{}`$ WD model, comparing differing values of $`D`$ and $`X_{22}`$. The higher metallicity is that of NGC 6791, a metal rich, old ($`8.0\pm 0.5`$ Gyr) open cluster . Figure 2 details the expected CMD location of WDs in NGC 6791 today assuming several values of $`D`$, demonstrating how observations can constrain on the value of $`D`$.

## 3 Enhanced Internal Buoyancy from $`{}_{}{}^{22}\mathrm{Ne}`$

The gradient in $`{}_{}{}^{22}\mathrm{Ne}`$ abundance creates a gradient in the mean molecular weight per electron, $`\mu _e`$, that provides an extra restoring force for the g-modes in the WD interior. We can approximate the Brunt-Väisälä frequency, $`N^2`$, in this case by considering an isothermal plasma of degenerate, relativistic electrons and ideal ion gas with a $`\mu _e`$ gradient due to $`X_{22}`$ gradients. Doing so, we find (see  for details)

$$N^2=\frac{3}{8}\frac{kT}{h^2\mu _im_p}g\frac{1}{11}\frac{dX_{22}}{dz},$$
(4)
where $`h=P/\rho g`$ and $`\mu _i`$ is the ion mean molecular weight. The first piece is the thermal contribution to $`N^2`$ while the second is the $`{}_{}{}^{22}\mathrm{Ne}`$ contribution.

We estimate the impact of $`{}_{}{}^{22}\mathrm{Ne}`$ on the mode frequencies by performing the integral $`Nh/rd(\mathrm{ln}P)`$ through the liquid WD interior (the envelope’s contribution to the integral is $`0.3\mathrm{rad}\mathrm{s}^1`$). Neglecting the $`{}_{}{}^{22}\mathrm{Ne}`$ contribution to $`N^2`$ gives $`0.073\mathrm{rads}^1`$ through the WD core, while taking into account the $`{}_{}{}^{22}\mathrm{Ne}`$ gradient gives $`0.079(0.095)\mathrm{rad}\mathrm{s}^1`$ for $`D=D_s(5D_s)`$ . Including the envelope contribution shows $`{}_{}{}^{22}\mathrm{Ne}`$ can impact mode periods by more than 1%, a level over 100 times larger than the measurement errors (see, e.g., ). Clearly, if meaningful results are to be inferred from WD pulsation studies, $`{}_{}{}^{22}\mathrm{Ne}`$ gradients need to be taken into account.

This work was supported by the NSF under Grants PHY99-07949, AST01-96422, and AST02-05956. L. B. is a Cottrell Scholar of the Research Corporation.


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# Nonlinear Riemann-Hilbert problem for bordered Riemann surfaces

## 1. Introduction

Let $`\mathrm{\Sigma }`$ be (the interior of) a bordered Riemann surface with genus $`g`$ and $`m`$ real analytic boundary components. In this paper we consider the existence of holomorphic solutions of a nonlinear Riemann-Hilbert problem for $`\mathrm{\Sigma }`$. Let $`k`$ be a nonnegative integer and let $`0<\alpha <1`$. We denote by $`C^{k,\alpha }(\mathrm{\Sigma })`$ the Hölder space of all real $`k`$ times differentiable functions on the boundary $`\mathrm{\Sigma }`$ whose derivatives of order $`k`$ are Hölder continuous of order $`\alpha `$ and we denote by $`A^{k,\alpha }(\mathrm{\Sigma })`$ the space of all holomorphic functions on $`\mathrm{\Sigma }`$ which are of class $`C^{k,\alpha }`$ on $`\overline{\mathrm{\Sigma }}`$.

We will say that a family of simple closed curves $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ in $``$ is a $`C^k`$ $`(k)`$ family of Jordan curves if there exists a function $`\rho C^k(\mathrm{\Sigma }\times )`$ such that

$$\gamma _z=\{w;\rho (z,w)=0\}$$

and $`(\overline{}_w\rho )(z,w)0`$ for every $`z\mathrm{\Sigma }`$ and $`w\gamma _z`$. We call $`\rho `$ a defining function for the family $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$.

###### Theorem 1.1.

Let $`\mathrm{\Sigma }`$ be a bordered Riemann surface with genus $`g`$ and $`m`$ real analytic boundary components. Let $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ be a $`C^{k+1}`$ $`(k3)`$ family of Jordan curves in $``$ which all contain the point $`0`$ in their interior. Then there exists a holomorphic function $`fA^{k,\alpha }(\mathrm{\Sigma })`$ with at most $`2g+m1`$ zeros on $`\mathrm{\Sigma }`$ such that $`f(z)\gamma _z`$ for every $`z\mathrm{\Sigma }`$.

The interior of a simple closed curve $`\gamma `$ is the bounded component of $`\gamma `$.

###### Corollary 1.2.

Let $`𝒟0`$ be a divisor of finite degree on $`\mathrm{\Sigma }`$. Then there exists a solution $`fA^{k,\alpha }(\mathrm{\Sigma })`$ of the Riemann-Hilbert problem for $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ such that $`(f)𝒟`$ and that the degree of the divisor $`(f)`$ is at most $`\mathrm{deg}(𝒟)+2g+m1`$.

In the disc case $`(\mathrm{\Sigma }=\mathrm{\Delta })`$ results of this type were first proved by Šnirelman, , and later by Forstnerič, , in a different context. For planar domains the result, without the bound on the number of the zeros, was proved by Begehr and Efendiev in . Linear Riemann-Hilbert problem for bordered Riemann surfaces was considered by Koppelman in . For other results on the existence of solutions for planar domains one should see  and the references therein.

Let

$$T=\underset{z\mathrm{\Sigma }}{}(\{z\}\times \gamma _z).$$

Then $`T`$ is the union of $`m`$ totally real tori in $`\mathrm{\Sigma }\times `$ and the existence of a solution of the Riemann-Hilbert problem for $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ is equivalent to the existence of a holomorphic function $`fA^{k,\alpha }(\mathrm{\Sigma })`$ whose graph is attached to $`T`$, that is, $`(z,f(z))T`$ for every $`z\mathrm{\Sigma }`$. Results on the existence of large analytic discs attached to certain manifolds can be found in . Results on small holomorphic perturbations of a given analytic object along maximal real manifolds are given in .

There is also a strong connection of the solutions of the Riemann-Hilbert problem to the description of the polynomial hull of a compact set $`K`$ fibered over $`\mathrm{\Delta }`$, . Recall that the polynomial hull $`\widehat{K}`$ of a compact set $`K^n`$ is defined as

$$\widehat{K}=\{z^n;|p(z)|\underset{K}{\mathrm{max}}|p|\mathrm{for}\mathrm{every}\mathrm{polynomial}p\mathrm{in}n\mathrm{variables}\}$$

and that by the maximum principle every analytic variety whose boundary lies in $`K`$ belongs to the polynomial hull $`\widehat{K}`$ of $`K`$.

###### Corollary 1.3.

Let $`a_0,\mathrm{},a_{n1}`$ be holomorphic functions on the disc $`\mathrm{\Delta }`$ which are smooth up to the boundary. Let

$$V=\{(z,w)\overline{\mathrm{\Delta }}\times ;w^n+a_{n1}(z)w^{n1}+\mathrm{}+a_0(z)=0\}$$

be an $`n`$-sheeted analytic variety over $`\overline{\mathrm{\Delta }}`$ such that for each $`z\mathrm{\Delta }`$ there are exactly $`n`$ different points in $`\{z\}\times `$ which belong to $`V`$. Let $`\{\gamma _p\}_{pV}`$ be a $`C^{k+1}`$ $`(k3)`$ family of Jordan curves in $``$ such that each $`\gamma _p`$ contains the point $`w(p)`$, $`p=(z(p),w(p))`$, in its interior. Then there exists an $`n`$-sheeted analytic variety $`V_0`$ over $`\mathrm{\Delta }`$ whose boundary is contained in

$$\underset{p=(z(p),w(p))V}{}(\{z(p)\}\times \gamma _p).$$

The main theorem has an application to embedding finitely connected planar domains into convex domains in $`^n`$ $`(n2)`$. See  for embeddings into $`^2`$.

###### Corollary 1.4.

Let $`\mathrm{\Omega }`$ be a smoothly bounded convex domain in $`^n`$ $`(n2)`$ and let $`D`$ be a bounded finitely connected planar domain with smooth boundary. Then there exists a holomorphic embedding of $`D`$ into $`\mathrm{\Omega }`$.

The paper is organized as follows. In Section 2 the proofs of the main theorem and corollaries are given. In Section 3 a special case where $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ are circles centered at $`0`$ and $`\mathrm{\Sigma }`$ is a planar domain is considered more closely. Finally in the Appendix some technical results needed in our arguments are proved.

## 2. The Riemann-Hilbert problem

Our first proposition claims that if there is a solution of the Riemann-Hilbert problem, then there is also one which has at most $`2g+m1`$ zeros on $`\mathrm{\Sigma }`$. The idea of the proof is the fact that the family of solutions of the Riemann-Hilbert problem with more than $`2g+m1`$ zeros is not compact in the space $`A^{k,\alpha }(\mathrm{\Sigma })`$.

###### Proposition 2.1.

If there exists a solution $`fA^{k,\alpha }(\mathrm{\Sigma })`$ of the Riemann-Hilbert problem for $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$, then there exists a solution with at most $`2g+m1`$ zeros.

###### Proof.

Every solution $`fA^{k,\alpha }(\mathrm{\Sigma })`$ of the Riemann-Hilbert problem for $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ has finitely many zeros on $`\mathrm{\Sigma }`$. Let $`N`$ be the minimal number of zeros counting algebraically of a solution of the Riemann-Hilbert problem and let $`f_0A^{k,\alpha }(\mathrm{\Sigma })`$ be a solution with the minimal number of zeros. Let $``$ be the family of all solutions $`fA^{k,\alpha }(\mathrm{\Sigma })`$ of the Riemann-Hilbert problem such that $`f:\mathrm{\Sigma }\{0\}`$ is homotopic to $`f_0:\mathrm{\Sigma }\{0\}`$, that is, $`f`$ and $`f_0`$ have the same winding number over each boundary component of $`\mathrm{\Sigma }`$ (we orient the boundary $`\mathrm{\Sigma }`$ coherently with the natural orientation on $`\mathrm{\Sigma }`$). The number of zeros of a function $`fA^{k,\alpha }(\mathrm{\Sigma })`$ which is nonzero on $`\mathrm{\Sigma }`$ equals the winding number of $`f`$ along $`\mathrm{\Sigma }`$. Hence each $`f`$ has the same number of zeros counting algebraically.

Let $`T=_{z\mathrm{\Sigma }}(\{z\}\times \gamma _z)`$. Manifold $`T`$ is a finite union of maximal real tori in $`\mathrm{\Sigma }\times `$. By Lemma 4.2 in the Appendix there exists a $`C^{k+1}`$ strongly plurisubharmonic function $`v`$ on $`\overline{\mathrm{\Sigma }}\times `$ such that $`T`$ is Lagrangian for the symplectic form $`\omega =i\overline{}v`$ and that the $`\omega `$-area of any disc $`\{z\}\times \widehat{\gamma _z}`$ $`(z\mathrm{\Sigma })`$ is $`1`$. Then, by the Stokes’ theorem, all the graphs of the functions in $``$ have $`\omega `$-area equal to $`N+a`$, where $`a`$ is a constant which depends only on $`T`$ and $`\omega `$.

Using Gromov’s compactness theorem (see ,  or ), the family $``$ is compact. Namely, if $`\{f_n\}`$ is a sequence, then there exists a subsequence $`\{f_{n_j}\}`$, a finite set $`\mathrm{\Gamma }\mathrm{\Sigma }`$ and a holomorphic function $`f_{\mathrm{}}A^{k,\alpha }(\mathrm{\Sigma })`$ such that $`f_{\mathrm{}}`$ is a solution of the Riemann-Hilbert problem and the sequence $`\{f_{n_j}\}`$ converges to $`f_{\mathrm{}}`$ in the $`C^{k,\alpha }`$ sense on the compact subsets of $`\overline{\mathrm{\Sigma }}\mathrm{\Gamma }`$. Also, at the points $`p\mathrm{\Gamma }`$ holomorphic bubbles appear

$$\phi _p:(\mathrm{\Delta },\mathrm{\Delta })(\mathrm{Int}(\widehat{\gamma _p}),\gamma _p)(p\mathrm{\Gamma })$$

and the sum of the $`\omega `$-area of the graph of $`f_{\mathrm{}}`$ and the $`\omega `$-areas of the bubbles $`\phi _z`$, $`z\mathrm{\Gamma }`$, equals the $`\omega `$-areas of the graphs of $`f_{n_j}`$’s. Hence

$$\mathrm{the}\mathrm{number}\mathrm{of}\mathrm{zeros}\mathrm{of}f_{\mathrm{}}+\mathrm{card}\mathrm{\Gamma }=\mathrm{the}\mathrm{number}\mathrm{of}\mathrm{zeros}\mathrm{of}f_{n_j}=N.$$

Since $`N`$ is the minimal number of zeros of a solution of the Riemann-Hilbert problem on $`\mathrm{\Sigma }`$, we conclude that $`\mathrm{\Gamma }`$ is empty and therefore $``$ is a compact subset of $`A^{k,\alpha }(\mathrm{\Sigma })`$.

Let $`d`$ be a distance-metric on $`\overline{\mathrm{\Sigma }}`$ induced from a Riemannian metric on $`\overline{\mathrm{\Sigma }}`$. For each $`f`$ let $`Z_f\mathrm{\Sigma }`$ denote the set of its zeros. We define

$$\sigma (f)=d(Z_f,\mathrm{\Sigma })(\mathrm{the}\mathrm{distance}\mathrm{of}Z_f\mathrm{from}\mathrm{\Sigma })\mathrm{and}\sigma =\underset{f}{inf}\sigma (f).$$

Then there exists a sequence $`\{f_n\}`$ such that $`lim_n\mathrm{}\sigma (f_n)=\sigma `$. Let $`\{f_{n_j}\}`$ be a subsequence which converges in the $`C^{k,\alpha }`$ sense on $`\overline{\mathrm{\Sigma }}`$ to a function $`f_{\mathrm{}}`$ (compactness!). Since $`\sigma (f_{\mathrm{}})>0`$ and since every function from $``$ has the same number of zeros counting algebraically we get $`\sigma (f_{\mathrm{}})=\sigma >0`$.

Let $`\rho `$ be a $`C^{k+1}`$ defining function for $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$. The map

$$\mathrm{\Psi }:A^{1,\alpha }(\mathrm{\Sigma })C^{1,\alpha }(\mathrm{\Sigma })$$

$$(\mathrm{\Psi }(f))(z)=\rho (z,f(z))$$

is (twice) differentiable, , and its derivative at a function $`fA^{1,\alpha }(\mathrm{\Sigma })`$ is

$$(D\mathrm{\Psi }(f)h)(z)=2\mathrm{R}\mathrm{e}((_w\rho )(z,f(z))h(z)).$$

Let $`f`$ be a solution of the Riemann-Hilbert problem and let $`\kappa `$ be the winding number of the nonzero function $`(\overline{}_w\rho )(z,f(z))`$ on $`\mathrm{\Sigma }`$. Geometric assumptions on the family $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ imply that $`\kappa `$ equals the winding number of $`f`$ on $`\mathrm{\Sigma }`$ and hence the number of its zeros. The linear operator $`D\mathrm{\Psi }(f)`$ is a Fredholm operator of index $`2\kappa (2g+m2)`$ and it has no cokernel if $`\kappa 2g+m1`$, . Therefore the implicit function theorem in Banach spaces shows (see also ) that in the case $`N2g+m1`$ the family $``$ is $`M=2N(2g+m2)`$ dimensional submanifold of $`A^{1,\alpha }(\mathrm{\Sigma })`$. Using a theorem of Čirka, , we may even conclude that $``$ is an $`M`$ dimensional submanifold of $`A^{k,\alpha }(\mathrm{\Sigma })`$.

Let us now assume that $`N2g+m`$. Let $`f_0`$ and $`z_0\mathrm{\Sigma }`$ be such that $`f_0(z_0)=0`$ and $`\sigma =d(z_0,\mathrm{\Sigma })`$. Let $`f(,p)`$ be a local $`C^1`$ parametrization of $``$ with the space $`𝒫=^M`$ such that $`f(,0)=f_0`$. The derivative $`(D_pf)(,0)`$ is an isomorphism from $`𝒫`$ into the tanget space of $``$ at the point $`f_0`$, that is, for every $`p𝒫`$ we have

$$\mathrm{Re}(\overline{a(z)}(D_pf)(z,0)p)=0(z\mathrm{\Sigma }),$$

where $`a(z)=(\overline{}_w\rho )(z,f_0(z))`$.

We define the mapping $`\mathrm{\Phi }:\mathrm{\Sigma }\times 𝒫\mathrm{\Sigma }\times `$ by $`\mathrm{\Phi }(z,p)=(z,f(z,p))`$. We will show that $`\mathrm{\Phi }`$ is a submersion in a neighbourhood of $`(z_0,0)\mathrm{\Sigma }\times 𝒫`$. Hence for each point $`z`$ close enough to $`z_0`$ the equation $`\mathrm{\Phi }(z,p)=(z,0)`$ has a solution $`p(z)`$ and this contradicts the fact that $`z_0`$ is a zero of a function from $``$ which is the nearest to the boundary $`\mathrm{\Sigma }`$. Therefore $`N2g+m1`$.

To prove that $`\mathrm{\Phi }`$ is a submersion in a neighbourhood of $`(z_0,0)`$ we have to prove that the derivative $`(D\mathrm{\Phi })(z_0,0):T_{z_0}\mathrm{\Sigma }\times 𝒫T_{z_0}\mathrm{\Sigma }\times `$ is surjective. For this it is enough to prove that the partial derivative $`(D_pf)(z_0,0):𝒫`$ is surjective.

Let us assume that the image of $`(D_pf)(z_0,0)`$ is either $`0`$ or $`1`$ dimensional. In either case its image lies in a line in $`^2`$, that is, there exists a nonzero complex number $`a_0`$ such that

$$\mathrm{Re}(\overline{a_0}(D_pf)(z_0,0)p)=0$$

for every $`p𝒫`$. We may assume, without loss of generality, that $`a_0=i`$.

Let $`h_j(z)=(D_pf)(z,0)e_j`$, where $`e_j`$ $`(j=1,\mathrm{},M)`$ is a basis of the space $`𝒫`$. Then $`h_j(z_0)`$ for each $`j`$ and hence there is another basis $`\stackrel{~}{e}_j`$ $`(j=1,\mathrm{},M)`$ of the space $`𝒫`$ such that for $`\stackrel{~}{h}_j(z)=(D_pf)(z,0)\stackrel{~}{e}_j`$ we have $`\stackrel{~}{h}_j(z_0)=0`$ for every $`j=1,\mathrm{},M1`$.

We know that every $`(D_pf)(z,0)p`$ is a solution of the homogeneous Riemann-Hilbert problem

$$\mathrm{Re}(\overline{a(z)}(D_pf)(z,0)p)=0(z\mathrm{\Sigma }).$$

Hence

$$\mathrm{Re}(\overline{a(z)}\stackrel{~}{h}_j(z))=0$$

for every $`z\mathrm{\Sigma }`$ and $`j=1,\mathrm{},M`$. Let $`g`$ be a function from $`A^{k,\alpha }(\mathrm{\Sigma })`$ such that it has the only simple zero on $`\overline{\mathrm{\Sigma }}`$ at the point $`z_0`$. Thus $`\stackrel{~}{h}_j(z)=g(z)g_j(z)`$ for some $`g_jA^{k,\alpha }(\mathrm{\Sigma })`$ and $`j=1,\mathrm{},M1`$. Also, since $`\stackrel{~}{h}_j`$, $`j=1,\mathrm{},M1`$, are linearly independent, so are the functions $`g_j`$, $`j=1,\mathrm{},M1`$. Therefore

$$\mathrm{Re}(\overline{a(z)}g(z)g_j(z))=0$$

for every $`z\mathrm{\Sigma }`$ and $`j=1,\mathrm{},M1`$. Let us define

$$b(z)=a(z)\overline{g(z)}$$

for $`z\mathrm{\Sigma }`$. Then $`b`$ is a nonzero function on $`\mathrm{\Sigma }`$ of class $`C^k`$ and its winding number on $`\mathrm{\Sigma }`$ is

$$W(b)=W(a)W(g)=W(a)1=N1.$$

Hence $`W(b)2g+m1`$ and the space of solutions of the linear homogeneous Riemann-Hilbert problem $`\mathrm{Re}(\overline{b(z)}h(z))=0`$ is $`2(N1)(2g+m2)=M2`$ dimensional, . Therefore the functions $`g_j`$, $`j=1,\mathrm{},M1`$ are linearly dependent, which is a contradiction. ∎

###### Remark 2.2.

The above proof shows that in the case the minimal number of zeros of a solution of the Riemann-Hilbert problem on $`\mathrm{\Sigma }`$ is $`2g+m1`$, then the set of solutions with the minimal number of zeros is a closed submanifold in the space $`A^{k,\alpha }(\mathrm{\Sigma })`$ of dimension $`2g+m`$. See also Example 3.2.

The idea of the proof of the main theorem is the observation by Begehr and Efendiev, , that one can use solutions of the Riemann-Hilbert problem on the disc to get a very good approximate solutions of the original Riemann-Hilbert problem. Namely, for each boundary component $`\mathrm{\Gamma }`$ of $`\mathrm{\Sigma }`$ one can get a holomorphic function on its neighbourhood in $`\mathrm{\Sigma }`$ (an annulus) such that this function solves the Riemann-Hilbert problem on $`\mathrm{\Gamma }`$ and it is uniformly close to $`0`$ away from $`\mathrm{\Gamma }`$. All these functions are then extended to $`\mathrm{\Sigma }`$ so that their $`\overline{}`$ derivatives are very small. Using solutions of the $`\overline{}`$ equation on $`\mathrm{\Sigma }`$ we get a holomorphic function on $`\mathrm{\Sigma }`$ whose boundary values almost solve the original Riemann-Hilbert problem. Finally we use the following theorem from  to complete the proof.

###### Theorem 2.3 (Begehr-Efendiev).

Let $`X`$ and $`Y`$ be Banach spaces. Let $`A:XY`$ be a continuous mapping, Fréchet differentiable in a neighbourhood of $`x_0X`$. Assume that $`(DA)(x_0)`$ has a bounded right inverse $`B(x_0)`$ with the norm $`\omega _1>0`$. Also, let $`\omega _2>0`$ be such that the derivative $`(DA)(x)`$ satisfies a Lipschitz condition

$$(DA)(x_1)(DA)(x_2)<\omega _2x_1x_2$$

for $`x_1,x_2`$ in a neighbourhood of $`x_0`$. Finally, let $`\omega _3>0`$ be such that

$$4\omega _1(\omega _1+1)(\omega _2+1)\omega _3<1.$$

Then for every $`yY`$ such that $`A(x_0)y<\omega _3`$ there exists a solution of the equation $`A(x)=y`$.

###### Proof.

(Theorem 1.1) Let $`\rho C^{k+1}(\mathrm{\Sigma }\times )`$ be a defining function for $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ and let $`\mathrm{\Gamma }_1`$,$`\mathrm{}`$,$`\mathrm{\Gamma }_m`$ denote the boundary components of $`\mathrm{\Sigma }`$. Let $`A_1,\mathrm{},A_m`$ be pairwise disjoint annuli in $`\mathrm{\Sigma }`$ with real analytic boundaries such that $`\mathrm{\Gamma }_jA_j`$ is one boundary component of $`A_j`$ $`(j=1,\mathrm{},m)`$. For $`j=1,\mathrm{},m`$ there exists $`0<r_j<1`$ and an up to the boundary real analytic biholomorphism

$$\mathrm{\Phi }_j:(\mathrm{\Delta }(0,1)\overline{\mathrm{\Delta }(0,r_j)},\mathrm{\Delta })(A_j,\mathrm{\Gamma }_j).$$

Now we can solve the Riemann-Hilbert problem for $`\mathrm{\Delta }(0,1)`$ and $`\{\gamma _{\mathrm{\Phi }_j(z)}\}_{z\mathrm{\Delta }(0,1)}`$ as the boundary data, . Even more, the proof in  (see Lemma 4.7 in the Appendix) implies that there exists an integer $`l`$ such that for any $`n`$ and any compact subset $`\overline{\mathrm{\Delta }(0,q)}\mathrm{\Delta }(0,1)`$ $`(0<q<1)`$ there exists a solution $`\stackrel{~}{f}_{nj}`$ of the Riemann-Hilbert problem on $`\mathrm{\Delta }`$ with the winding number $`W(\stackrel{~}{f}_{nj})=n`$ and such that

$$\stackrel{~}{f}_{nj}_{A^{1,\alpha }(\mathrm{\Delta }(0,1))}Cn^l\mathrm{and}\stackrel{~}{f}_{nj}_{A^{1,\alpha }(\mathrm{\Delta }(0,q))}Cn^lq^{n2}$$

for some finite positive constant $`C`$ which does not depend on $`n`$ and $`j`$.

Let $`\mathrm{max}\{r_1,\mathrm{},r_m\}<q<1`$ and let $`K_j=\mathrm{\Phi }_j(\overline{\mathrm{\Delta }(0,q)}\mathrm{\Delta }(0,r_j))`$ be a compact subset of $`\overline{A_j}\mathrm{\Gamma }_j`$, $`(j=1,\mathrm{},m)`$. Then there exists a sequence of holomorphic functions $`f_{nj}=\stackrel{~}{f_{nj}}\mathrm{\Phi }_j^1`$ on $`A_j`$ such that $`f_{nj}(z)\gamma _z`$ for each $`z\mathrm{\Gamma }_j`$, the winding number of $`f_{nj}`$ along $`\mathrm{\Gamma }_j`$ is $`n`$, and

(1)
$$f_{nj}_{A^{1,\alpha }(A_j)}Cn^l\mathrm{and}f_{nj}_{C^{1,\alpha }(K_j)}Cn^lq^n$$

for some constant $`C<\mathrm{}`$ which does not depend on $`n`$ and $`j`$.

Let $`\chi `$ be a smooth function on $`\overline{\mathrm{\Sigma }}`$, $`0\chi 1`$, such that $`\chi =1`$ on a neighbourhood of $`_{j=1}^m(\overline{A_jK_j})`$ and such that the support of $`\chi `$ is contained in $`_{j=1}^m(A_j\mathrm{\Gamma }_j)`$. For each $`n`$ we define $`f_n:\overline{\mathrm{\Sigma }}`$ as

$$f_n=\underset{j=1}{\overset{m}{}}\chi f_{nj}.$$

Then

$$f_n_{C^{1,\alpha }(\mathrm{\Sigma })}Cn^l\mathrm{and}\overline{}f_n_{C^\alpha (\mathrm{\Sigma })}Cn^lq^n.$$

Therefore there exists a solution $`u_n`$ on $`\mathrm{\Sigma }`$ of the equation $`\overline{}u_n=\overline{}f_n`$ such that $`u_n_{C^{1,\alpha }(\mathrm{\Sigma })}Cn^lq^n`$ for some universal constant $`C`$, . Hence for the functions $`h_n=f_nu_nA^{1,\alpha }(\mathrm{\Sigma })`$ we have

$$\rho (z,h_n(z))_{C^{1,\alpha }(\mathrm{\Sigma })}Cn^{3l}q^n.$$

See Lemma 4.10 in the Appendix.

We want to use Theorem 2.3. Let us observe the twice differentiable map $`\mathrm{\Psi }:A^{1,\alpha }(\mathrm{\Sigma })C^{1,\alpha }(\mathrm{\Sigma })`$ defined as $`(\mathrm{\Psi }(f))(z)=\rho (z,f(z))`$. The arguments above show that the initial error for $`\mathrm{\Psi }`$ at the point $`h_n`$ is $`\omega _3=Cn^{3l}q^n`$. Now we have to find an estimate of the norm of a right inverse of the derivative of $`\mathrm{\Psi }`$ at the points $`h_n`$ and an estimate on the derivative’s Lipschitz constant near $`h_n`$.

The derivative of $`\mathrm{\Psi }`$ at $`h_n`$ is of the form

$$(\mathrm{\Psi }_n(h))(z)=2\mathrm{R}\mathrm{e}((_w\rho )(z,h_n(z))h(z)).$$

We define

$$(\stackrel{~}{\mathrm{\Psi }_n}(h))(z)=2\mathrm{R}\mathrm{e}((_w\rho )(z,f_n(z))h(z))$$

a linear mapping from $`A^{1,\alpha }(\mathrm{\Sigma })`$ into $`C^{1,\alpha }(\mathrm{\Sigma })`$. Then from Lemma 4.4 we get

$$\stackrel{~}{\mathrm{\Psi }_n}2(_w\rho )(z,f_n(z))_{1,\alpha }C(f_n_{1,\alpha }^2+1)Cn^{2l}$$

and

$$\mathrm{\Psi }_n\stackrel{~}{\mathrm{\Psi }_n}2(_w\rho )(z,h_n(z))(_w\rho )(z,f_n(z))_{1,\alpha }$$

$$C(f_n_{1,\alpha }^2+h_nf_n_{1,\alpha }^2+1)h_nf_n_{1,\alpha }Cn^{3l}q^n$$

as in the proof of Lemma 4.10 in the Appendix. Hence, if we can find a right inverse $`\stackrel{~}{B_n}`$ of $`\stackrel{~}{\mathrm{\Psi }_n}`$ such that $`\stackrel{~}{B_n}Cn^{l_1}`$ for some fixed $`l_1`$ and $`C>0`$, then

$$B_n=\stackrel{~}{B_n}(I+(\mathrm{\Psi }_n\stackrel{~}{\mathrm{\Psi }_n})\stackrel{~}{B_n})^1$$

is a right inverse of $`\mathrm{\Psi }_n`$ such that $`B_nCn^{l_1}`$ for $`n`$ large enough.

Let $`gC^{1,\alpha }(\mathrm{\Sigma })`$. Using solutions of the linear Riemann-Hilbert problem on the disc, Lemma 4.9, we find, similarly as in (1), that there exist $`l_1`$ and a finite constant $`C`$ such that for each boundary component $`\mathrm{\Gamma }_j\mathrm{\Sigma }`$, $`j=1,\mathrm{},m`$, there is a holomorphic function $`H_{nj}(g)`$ on $`A_j`$ with the properties

$$H_{nj}(g)_{A^{1,\alpha }(A_j)}Cn^{l_1}g_{1,\alpha },H_{nj}(g)_{A^{1,\alpha }(K_j)}Cn^{l_1}q^ng_{1,\alpha }$$

and $`2\mathrm{R}\mathrm{e}((_w\rho )(z,f_n(z))H_{nj}(g))=g`$ on $`\mathrm{\Gamma }_j`$. The construction of the functions $`H_{nj}(g)`$ is linear in $`g`$, Lemma 4.9.

We define $`H_n(g)=_{j=1}^m\chi H_{nj}(g)`$ and observe that

$$H_n(g)_{1,\alpha }Cn^{l_1}g_{1,\alpha }\mathrm{and}\overline{}H_n(g)_\alpha Cn^{l_1}q^ng_{1,\alpha }.$$

Let $`T_0:C^\alpha (\overline{\mathrm{\Sigma }})C^{1,\alpha }(\overline{\mathrm{\Sigma }})`$ be an operator which gives a solution of the $`\overline{}`$-equation $`\overline{}T_0u=u`$ such that $`T_0u_{1,\alpha }Cu_\alpha `$ for some positive constant $`C`$ and every $`uC^\alpha (\overline{\mathrm{\Sigma }})`$, . Let us define

$$\widehat{B_n}g=H_n(g)T_0(\overline{}H_n(g)).$$

Then $`\widehat{B_n}`$ is a linear operator from $`C^{1,\alpha }(\mathrm{\Sigma })`$ into $`A^{1,\alpha }(\mathrm{\Sigma })`$ with the norm

$$\widehat{B_n}Cn^{l_1}$$

and

$$\stackrel{~}{\mathrm{\Psi }_n}\widehat{B_n}g=g\stackrel{~}{\mathrm{\Psi }_n}T_0(\overline{}H_n(g))=gE_n(g)$$

where $`E_nCn^{2l+l_1}q^n`$ (the operator $`\stackrel{~}{\mathrm{\Psi }_n}`$ can be naturally extended to the space $`C^{1,\alpha }(\overline{\mathrm{\Sigma }})`$ with the same norm estimate). Hence $`\stackrel{~}{B_n}=\widehat{B_n}(IE_n)^1`$ is a left inverse of $`\stackrel{~}{\mathrm{\Psi }_n}`$ such that its norm is bounded by $`Cn^{l_1}`$ for some universal constant $`C`$.

At the end we estimate the Lipschitz constant for the derivative $`D\mathrm{\Psi }`$ of the mapping $`\mathrm{\Psi }`$ near the point $`h_n`$. Here we need that $`\rho `$ is at least of class $`C^4`$. Let $`f_0`$ and $`f_1`$ be two functions such that $`f_0h_n_{1,\alpha }<1`$ and $`f_1h_n_{1,\alpha }<1`$. Then, as in the proof of Lemma 4.10, we get

$$D\mathrm{\Psi }(f_1)D\mathrm{\Psi }(f_0)2(_w\rho )(z,f_1(z))(_w\rho )(z,f_0(z))_{1,\alpha }$$

$$2f_1f_0_{1,\alpha }\underset{t[0,1]}{sup}(D^2\rho )(z,tf_1+(1t)f_2)_{1,\alpha }$$

$$C(h_n_{1,\alpha }^2+1)f_1f_0_{1,\alpha }Cn^{2l}f_1f_0_{1,\alpha }.$$

Hence we have $`\omega _1=Cn^{l_1}`$, $`\omega _2=Cn^{2l}`$, $`\omega _3=Cn^{3l}q^n`$ and for $`n`$ large enough the product $`4\omega _1(\omega _1+1)(\omega _2+1)\omega _3`$ is arbitrarily small. Therefore by Theorem 2.3 there exists a solution $`fA^{1,\alpha }(\mathrm{\Sigma })`$ of the Riemann-Hilbert problem and by  we have $`fA^{k,\alpha }(\mathrm{\Sigma })`$. ∎

An immediate corollary of Theorem 1.1 is

###### Corollary 2.4.

Let $`F`$ be a continuous function on $`\overline{\mathrm{\Sigma }}`$ which is holomorphic on $`\mathrm{\Sigma }`$. Let $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ be a $`C^{k+1}`$ $`(k3)`$ family of Jordan curves in $``$ such that for each $`z\mathrm{\Sigma }`$ the point $`F(z)`$ lies in the interior of $`\gamma _z`$. Then there exists a holomorphic function $`fA^{k,\alpha }(\mathrm{\Sigma })`$ such that $`f(z)\gamma _z`$ for every $`z\mathrm{\Sigma }`$.

Now we give the proofs of corollaries stated in introduction.

###### Proof.

(Corrollary 1.2) Let $`gA^{k+1}(\mathrm{\Sigma })`$ be a holomorphic function such that $`(g)=𝒟`$ and $`g(z)0`$ for every $`z\mathrm{\Sigma }`$. We define a new $`C^{k+1}`$ family of Jordan curves in $``$ enclosing the point $`0`$ by

$$\stackrel{~}{\gamma }_z=\frac{1}{g(z)}\gamma _z(z\mathrm{\Sigma }).$$

Then there exists a function $`\stackrel{~}{f}A^{k,\alpha }(\mathrm{\Sigma })`$ such that $`\stackrel{~}{f}(z)\stackrel{~}{\gamma }_z`$ for every $`z\mathrm{\Sigma }`$ and such that $`\stackrel{~}{f}`$ has at most $`2g+m1`$ zeros on $`\mathrm{\Sigma }`$. Hence $`f(z)=g(z)\stackrel{~}{f}(z)`$ is the required function. ∎

###### Proof.

(Corollary 1.3) Without loss of generality we may assume that $`a_0,\mathrm{},a_{n1}`$ are polynomials and that $`V`$ is an embedded bordered Riemann surface $`\overline{\mathrm{\Sigma }}`$ in $`\overline{\mathrm{\Delta }}\times `$. If not, we can uniformly on $`\overline{\mathrm{\Delta }}`$ approximate functions $`a_j`$ $`(j=0,\mathrm{},n1)`$ with polynomials (which we still denote by $`a_j`$) and replace $`V`$ by the solution of the equation

$$w^n+a_{n1}(z)w^{n1}+\mathrm{}+a_0(z)=a,$$

where $`a`$ is in absolute value small regular value of the function $`P(z,w)=w^n+a_{n1}(z)w^{n1}+\mathrm{}+a_0(z)`$. Let

$$\mathrm{\Phi }=(f,g):\mathrm{\Sigma }V(\mathrm{\Delta }\times )$$

be a biholomorphism which is smooth up to the boundary. For each $`p\mathrm{\Sigma }`$ let

$$\stackrel{~}{\gamma }_p=\gamma _{\mathrm{\Phi }(p)}g(p).$$

Then $`\{\stackrel{~}{\gamma }_p\}_{p\mathrm{\Sigma }}`$ is a $`C^{k+1}`$ family of Jordan curves in $``$ such that $`\stackrel{~}{\gamma }_p`$ contains the point $`0`$ in its interior. Hence there is a holomorphic function $`hA^{k,\alpha }(\mathrm{\Sigma })`$ such that $`h(p)\stackrel{~}{\gamma }_p`$ for every $`p\mathrm{\Sigma }`$. We define $`V_0`$ as the image of the proper mapping $`p(f(p),g(p)+h(p))`$ from $`\overline{\mathrm{\Sigma }}`$ into $`\overline{\mathrm{\Delta }}\times `$. ∎

###### Proof.

(Corollary 1.4) Without loss of generality we may assume $`n=2`$ and that $`\overline{D}\times \{0\}\mathrm{\Omega }`$. Then $`\{z\}\times `$ intersects $`\mathrm{\Omega }`$ transversally for every $`zD`$ and hence $`\gamma _z=(\{z\}\times )\mathrm{\Omega }`$, $`zD`$, is a smooth family of smooth Jordan curves in $``$ which all contain $`0`$ in their interior. By Theorem 1.1 there exists a holomorphic function $`f:D`$ smooth up to the boundary such that $`f(z)\gamma _z`$ for each $`zD`$. The mapping $`z(z,f(z))`$ gives a holomorphic embedding of $`D`$ into $`\mathrm{\Omega }`$. ∎

## 3. Example

The starting point for our next observation was the simplest nontrivial possible case one can try to solve directly by computations: $`\gamma _z`$ are circles centered at $`0`$. Our computations lead to the following result which is a kind of an inversion problem result for planar domains, e.g. \[30, p.281\].

Let $`D`$ be a bounded finitely connected planar domain with smooth boundary. Let $`\mathrm{\Gamma }_0,\mathrm{},\mathrm{\Gamma }_m`$ be its boundary components, where $`\mathrm{\Gamma }_0`$ is the boundary of the unbounded component of $`D`$. Let $`h_1,\mathrm{},h_m`$ be harmonic functions on $`D`$ smooth up to the boundary such that $`h_j=1`$ on $`\mathrm{\Gamma }_j`$ and $`h_j=0`$ on other boundary components. We denote by $`\overline{D}^m`$ the product of $`m`$ copies of $`\overline{D}`$ and by $`T^m`$ the $`m`$ torus $`S^1\times \mathrm{}\times S^1`$ ($`m`$ factors), where $`S^1=/`$.

###### Proposition 3.1.

The maping $`\mathrm{\Phi }:\overline{D}^mT^m`$ defined by

$$\mathrm{\Phi }(z_1,\mathrm{},z_m)=(\underset{j=1}{\overset{m}{}}h_1(z_j),\mathrm{},\underset{j=1}{\overset{m}{}}h_m(z_j))\mathrm{mod}$$

is surjective.

###### Proof.

Without loss of generality we may assume that

$$D=\mathrm{\Delta }\underset{j=1}{\overset{m}{}}\mathrm{\Delta }(a_j,r_j)$$

where $`|a_j|+r_j<1`$ for every $`j=1,\mathrm{},m`$ and $`|a_ja_t|>r_j+r_t`$ for every $`jt`$. Let $`R(z)`$ be any $`C^{k+1}`$ $`(k3)`$ positive function on $`D`$. We know that there is $`fA^{k,\alpha }(D)`$ such that $`|f(z)|=R(z)`$ for every $`zD`$ and such that it has at most $`m`$ zeros on $`D`$. Let $`z_1,\mathrm{},z_M`$ $`(Mm)`$ be the zeros of $`f`$ and let $`k_j`$ $`(j=1,\mathrm{},m)`$ be the winding number of $`f`$ along $`\mathrm{\Gamma }_j=\mathrm{\Delta }(a_j,r_j)`$ oriented coherently to $`\mathrm{\Delta }(a_j,r_j)`$. Then $`f`$ is of the form

$$f(z)=(zz_1)\mathrm{}(zz_M)(za_1)^{k_1}\mathrm{}(za_m)^{k_m}e^{F(z)}$$

for some $`FA^{k,\alpha }(D)`$.

Let $`u_R`$ be the harmonic function on $`D`$ such that $`u_R=\mathrm{log}R`$ on $`D`$ and let $`u_j`$ $`(j=1,\mathrm{},M)`$ be the harmonic function on $`D`$ such that $`u_j(z)=\mathrm{log}|zz_j|`$ on $`D`$. Hence

$$\mathrm{Re}(F(z))=u_R(z)+\underset{j=1}{\overset{M}{}}u_j(z)\underset{j=1}{\overset{m}{}}k_j\mathrm{log}|za_j|$$

on $`\overline{D}`$.

Since $`F`$ is holomorphic on $`D`$, for $`u=\mathrm{Re}(F)`$ we have

(2)
$$_{\mathrm{\Gamma }_p}\frac{u}{𝐧}𝑑s=0$$

for every $`p=1,\mathrm{},m`$. Here, $`\mathrm{\Gamma }_p=\mathrm{\Delta }(a_p,r_p)`$ is oriented coherently to $`\mathrm{\Delta }(a_p,r_p)`$ and $`𝐧`$ is the outer unit normal to $`\mathrm{\Delta }(a_p,r_p)`$. We know that

$$_{\mathrm{\Gamma }_p}\frac{\mathrm{log}|za_j|}{𝐧}𝑑s=\{\begin{array}{ccc}2\pi & ;& p=j\hfill \\ 0& ;& pj\hfill \end{array}.$$

Let $`G(z,w)`$ be the Green’s function for $`D`$. Then we observe that

$$G(z,z_j)=\frac{1}{2\pi }(u_j(z)+\mathrm{log}|zz_j|)$$

and hence

$$_{\mathrm{\Gamma }_p}\frac{u_j}{𝐧}𝑑s=2\pi _{\mathrm{\Gamma }_p}\frac{G(z,z_j)}{𝐧}𝑑s_{\mathrm{\Gamma }_p}\frac{\mathrm{log}|zz_j|}{𝐧}𝑑s=$$

$$=2\pi _{\mathrm{\Gamma }_p}\frac{G(z,z_j)}{𝐧}𝑑s=2\pi h_p(z_j)$$

for every $`p=1,\mathrm{},m`$ and $`j=1,\mathrm{},M`$.

This calculation and (2) give

(3)
$$\frac{1}{2\pi }_{\mathrm{\Gamma }_p}\frac{u_R}{𝐧}𝑑s=\underset{j=1}{\overset{M}{}}h_p(z_j)+k_p$$

for every $`p=1,\mathrm{},m`$. Since $`R`$ is an arbitrary positive $`C^{k+1}`$ $`(k3)`$ function, $`u_R`$ is an arbitrary real $`C^{k+1}`$ function on $`D`$ and the left hand sides of (3) are arbitrary real numbers. Indeed, let $`\lambda _1,\mathrm{},\lambda _m`$ be real constants such that

$$\underset{p=1}{\overset{m}{}}\lambda _p_{\mathrm{\Gamma }_p}\frac{u}{𝐧}𝑑s=_D\frac{u}{𝐧}(\underset{p=1}{\overset{m}{}}\lambda _ph_p)𝑑s=0$$

for all $`C^{k+1}(D)`$ functions $`u`$ which are harmonic on $`D`$. Then we get by the Green’s identity that

$$_Du(\underset{p=1}{\overset{m}{}}\lambda _p\frac{h_p}{𝐧})𝑑s=0$$

for every such $`u`$ (here $`𝐧`$ is the outer unit normal to $`D`$). Therefore

$$\underset{p=1}{\overset{m}{}}\lambda _p\frac{h_p}{𝐧}=0$$

on $`D`$ and hence the harmonic function $`h=_{p=1}^m\lambda _ph_p`$ is constant by the Hopf’s lemma. Since $`h=0`$ on $`\mathrm{\Gamma }_0`$ we get that $`\lambda _1=\lambda _2=\mathrm{}=\lambda _m=0`$ and the left hand sides of (3) are arbitrary real numbers. Therefore we get surjectivity (in the case $`M<m`$, points $`z_{M+1},\mathrm{},z_m`$ are chosen from $`\mathrm{\Gamma }_0`$). ∎

###### Example 3.2.

Complete computations can be carried over for an annulus $`A(q,1)=\mathrm{\Delta }(0,1)\overline{\mathrm{\Delta }(0,q)}`$. In this case

$$h_1(z)=\frac{\mathrm{log}(|z|)}{\mathrm{log}(q)}$$

and $`h_1`$ obviously takes all the values from the interval $`[0,1]`$. Then the equation (3) is

(4)
$$\frac{1}{2\pi }_{\mathrm{\Gamma }_1}\frac{u_R}{𝐧}𝑑s=\underset{j=1}{\overset{M}{}}h_1(z_j)+k_1$$

and we can easily get a solution of the Riemann-Hilbert problem with either $`1`$ (the left hand side of (4) is not an integer) or no zeros (the left hand side of (4) is an integer). Observe also, that there is always a solution of the Riemann-Hilbert problem with $`2`$ zeros. Finally we observe that local ’pushing’ of solutions of the Riemann-Hilbert problem using the implicit function theorem in general has to lead to a situation in which the index of the problem is such that no further direct use of the implicit function theorem is possible.

## 4. Appendix

In the appendix we give proofs of some technical results needed in our arguments.

###### Lemma 4.1.

Let $`T`$ be a finite disjoint union of $`C^k`$ $`(k2)`$ maximal real tori in $`\mathrm{\Delta }\times `$. Then for each point $`(z_0,w_0)(\mathrm{\Delta }\times )T`$ there exists a polynomial $`P`$ such that $`P(z_0,w_0)=0`$ and that the intersection of its zero set $`V=\{(z,w)^2;P(z,w)=0\}`$ with $`\mathrm{\Delta }\times `$ is a smooth simple closed curve which does not intersect $`T`$. In particular $`T`$ is a rationally convex subset of $`^2`$.

###### Proof.

If $`T`$ is a maximal real torus in $`\mathrm{\Delta }\times `$ such that each fiber $`T(\{z\}\times )`$ has only one connected component, then for each point $`(z_0,w_0)(\mathrm{\Delta }\times )T`$ there exists a smooth closed curve $`z(z,w(z))`$ (a mapping from $`\mathrm{\Delta }`$ into $`\mathrm{\Delta }\times `$) such that $`(z,w(z))(\mathrm{\Delta }\times )T`$ for every $`z\mathrm{\Delta }`$ and $`w(z_0)=w_0`$. Approximating the smooth function $`w(z)`$ uniformly on $`\mathrm{\Delta }`$ by Fourier series we may assume

$$w(z)=\underset{j=N}{\overset{j=N}{}}a_jz^j=\frac{p(z)}{z^N}$$

for some holomorphic polynomial $`p(z)`$. We define $`P(z,w)=z^Nwp(z)`$. Similar argument works in the case $`T=_{j=1}^nT_j`$ is a finite disjoint union of maximal real tori $`T_j`$ in $`\mathrm{\Delta }\times `$ such that each component $`T_j`$ has connected fibers.

Let now $`T`$ be a maximal real torus in $`\mathrm{\Delta }\times `$ such that each fiber $`T(\{z\}\times )`$ has $`k`$ connected components. Let $`\mathrm{\Phi }(z,w)=(z^k,w)`$ be a proper polynomial map from $`\overline{\mathrm{\Delta }}\times `$ into itself. Then the preimage $`\mathrm{\Phi }^1(T)`$ is a disjoint union of $`k`$ maximal real tori in $`\mathrm{\Delta }\times `$ such that each component of $`\mathrm{\Phi }^1(T)`$ has connected fibers.

Let $`(z_0,w_0)(\mathrm{\Delta }\times )T`$ and let $`(z_1,w_1)\mathrm{\Phi }^1(z_0,w_0)`$. Then $`(z_1,w_1)(\mathrm{\Delta }\times )\mathrm{\Phi }^1(T)`$ and we can find a polynomial $`Q(z,w)=z^Nwq(z)`$ such that its zero set $`V`$ passes through $`(z_1,w_1)`$ and it intersects $`\mathrm{\Delta }\times `$ in a smooth simple closed curve which does not intersect $`\mathrm{\Phi }^1(T)`$. The variety $`\mathrm{\Phi }(V)`$ passes through the point $`(z_0,w_0)`$ and is the zero set of a polynomial $`P(z,w)`$. Also, $`\mathrm{\Phi }(V)`$ intersects $`\mathrm{\Delta }\times `$ in a smooth simple closed curve which does not intersect $`T`$. Similar argument works in the case $`\mathrm{\Phi }(z,w)=(z^{kn},w)`$.

The general case can be treated similarly as the previous one. For each connected component $`T_0`$ of $`T`$ let $`k_0`$ be the number of connected components in its fibers. We ’pull-back’ the manifold $`T`$ with the map $`\mathrm{\Phi }(z,w)=(z^k,w)`$ where $`k`$ is the product of the numbers $`k_0`$. The rest is as in the previous paragraph. ∎

From the work of Duval, , we get the following lemma.

###### Lemma 4.2.

Let $`\{\gamma _z\}_{z\mathrm{\Sigma }}`$ be a $`C^k`$ $`(k2)`$ family of Jordan curves in $``$ which all contain the point $`0`$ in their interior and let

$$T=\underset{z\mathrm{\Sigma }}{}(\{z\}\times \gamma _z)$$

be a disjoint union of totally real tori in $`\mathrm{\Sigma }\times `$. Then there exists a $`C^k`$ strongly plurisubharmonic function $`v`$ on $`\overline{\mathrm{\Sigma }}\times `$ such that $`T`$ is Lagrangian for the symplectic form $`\omega =i\overline{}v`$. In addition, we can arrange that the $`\omega `$-area of any disc $`\{z\}\times \widehat{\gamma _z}`$ is $`1`$.

###### Remark 4.3.

One may always consider $`\overline{\mathrm{\Sigma }}`$ as a subset of some larger open Riemann surface $`\mathrm{\Sigma }_1`$. A function $`v`$ is a $`C^k`$ strongly plurisubharmonic function on $`\overline{\mathrm{\Sigma }}\times `$ if it is such on an open neighbourhood of $`\overline{\mathrm{\Sigma }}\times `$ in $`\mathrm{\Sigma }_1\times `$.

###### Proof.

Let $`f:\mathrm{\Sigma }\mathrm{\Delta }`$ be a nonconstant holomorphic function, smooth up to the boundary, such that $`|f(z)|=1`$ for every $`z\mathrm{\Sigma }`$, , and let $`g`$ be a holomorphic function on $`\mathrm{\Sigma }`$, smooth up to the boundary, such that the mapping $`z(f(z),g(z))`$ from $`\overline{\mathrm{\Sigma }}`$ into $`\overline{\mathrm{\Delta }}\times `$ is an immersion which is injective on $`\mathrm{\Sigma }`$, .

We observe the mapping $`\mathrm{\Phi }:\overline{\mathrm{\Sigma }}\times \overline{\mathrm{\Delta }}\times `$ defined as $`\mathrm{\Phi }(z,w)=(f(z),g(z)+w)`$. We may assume that the mapping $`\mathrm{\Phi }`$ is injective on $`T`$. If not, replace $`g`$ with $`Rg`$, for some $`R>0`$ large enough.

The totally real manifold $`\mathrm{\Phi }(T)`$ is a subset of $`\mathrm{\Delta }\times `$ and it is rationally convex, Lemma 4.1. Using the result of Duval, , there exists a strongly plurisubharmonic function $`u`$ on $`^2`$ such that $`\mathrm{\Phi }(T)`$ is Lagrangian for the symplectic form $`\mathrm{\Omega }=i\overline{}u`$. In a neighbourhood of $`\mathrm{\Phi }(T)`$ function $`u`$ can be defined as $`u(z,w)=(|z|^21)^2+\rho (z,w)^2`$, where $`\rho `$ is a defining function for $`\mathrm{\Phi }(T)`$. In addition, we may assume that outside some large ball $`u(z,w)=\lambda (|z|^2+|w|^2)`$ for some $`\lambda >0`$.

From the Stokes’ theorem it follows that for any connected component $`T_0`$ of $`\mathrm{\Phi }(T)`$ is the $`\mathrm{\Omega }`$-area of any component of its fibers $`T_0(\{z\}\times )`$, $`z\mathrm{\Delta }`$, a constant which depends only on $`T_0`$. We may assume that all these constants, which could be different for different components $`T_0`$, are smaller than $`1`$ (multiplay $`u`$ with a suitable positive constant).

Let $`P(z,w)`$ be a polynomial such that the intersection of its zero set with $`\mathrm{\Delta }\times `$ is a smooth curve contained in the bounded component of $`(\mathrm{\Delta }\times )T_0`$ (Lemma 4.1). Let $`a>0`$ be so small that the intersections of all level sets $`P(z,w)=c`$, $`|c|a`$, with $`\mathrm{\Delta }\times `$ are still contained in the bounded component of $`(\mathrm{\Delta }\times )T_0`$. Let $`\phi `$ be a smooth nonnegative function on $``$ such that its support lies in $`[a^2,a^2]`$. We observe the $`(1,1)`$ nonnegative closed form

$$\nu =i\phi (|P|^2)P\overline{P}$$

on $`^2`$ whose support is contained in a neighbourhood of the zero set of $`P`$. The pull-back of $`\nu `$ to $`\{z_0\}\times `$ is

$$i\phi (|P(z_0,w)|^2)|P_w(z_0,w)|^2dwd\overline{w}.$$

Since $`P`$ is not identically equal to $`0`$ on any vertical line $`\{z\}\times `$, $`z\mathrm{\Delta }`$, the derivative $`P_w(z_0,w)`$ can be zero only at finite number of points $`w`$. Therefore we can find a suitable function $`\phi `$ such that the $`(\mathrm{\Omega }+\nu )`$-area of any component of the fibers of $`T_0`$ is equal to $`1`$. This procedure can be done independently for any connected component of $`\mathrm{\Phi }(T)`$.

Since $`\mathrm{\Omega }+\nu `$ is a positive $`(1,1)`$ closed form on $`^2`$, there exists a strongly plurisubharmonic function $`u_1`$ such that $`\mathrm{\Omega }+\nu =i\overline{}u_1`$. We may assume that outside some ball $`u_1`$ equals a positive multiple of $`|z|^2+|w|^2`$. In addition, $`\mathrm{\Phi }(T)`$ is a Lagrangian submanifold for $`\mathrm{\Omega }+\nu `$ and the $`(\mathrm{\Omega }+\nu )`$-area of any component of its fibers is $`1`$.

Let $`𝒞=\{z_1,\mathrm{},z_k\}`$ be a finite set of points on $`\mathrm{\Sigma }`$ where $`df=0`$. Then $`v_1=u_1\mathrm{\Phi }`$ is a strongly plurisubharmonic function on $`(\overline{\mathrm{\Sigma }}𝒞)\times `$ and $`v_{1w\overline{w}}>0`$ on $`\overline{\mathrm{\Sigma }}\times `$. Let $`\chi `$ be a smooth nonnegative function on $`\overline{\mathrm{\Sigma }}`$ whose support is contained in some small neighbourhood of the set $`𝒞`$ and which equals $`1`$ in some smaller neighbourhood of $`𝒞`$. Finally we define $`v=v_1+\epsilon \chi |g|^2`$ and function $`v`$ has all the required properties if $`\epsilon `$ is chosen small enough. ∎

Now we give the necessary apriori estimates for approximate solutions of the Riemann-Hilbert problem. We are working on $`\mathrm{\Delta }`$ and with a $`C^{k+1}`$ $`(k3)`$ family of Jordan curves $`\{\gamma _z\}_{z\mathrm{\Delta }}`$ in $``$ such that the point $`0`$ is in the interior of each of them. In what follows $`C`$ will denote a universal constant which depends only on the data. Also, we will use the fact that the Hilbert transform is a bounded linear operator on the Sobolev spaces $`W^{k,p}(\mathrm{\Delta })`$, $`1<p<\mathrm{}`$, and Hölder spaces $`C^{k,\alpha }(\mathrm{\Delta })`$.

###### Lemma 4.4.

Let $`\phi `$ be a $`C^2`$ function on $`\mathrm{\Delta }\times `$ and let $`\{f_n\}_{n=1}^{\mathrm{}}`$ be a uniformly bounded sequence of $`C^{1,\alpha }`$ functions on $`\mathrm{\Delta }`$:

$$f_n_{\mathrm{}}R<\mathrm{}.$$

Then there exists a constant $`C`$ which depends on the $`C^2`$ norm of $`\phi `$ on $`\mathrm{\Delta }\times \overline{\mathrm{\Delta }(0,R)}`$ such that

$$\phi (z,f_n(z))_\alpha C(f_n_\alpha +1),$$

and

$$\phi (z,f_n(z))_{1,\alpha }C(f_n_{1,\alpha }^2+1).$$

###### Remark 4.5.

For the first inequality it is enough to assume that $`\phi `$ is a $`C^1`$ function.

###### Proof.

We denote $`\phi (\theta ,w):=\phi (e^{i\theta },w)`$ and $`f_n(\theta ):=f_n(e^{i\theta })`$. Let $`M`$ be the $`C^2`$ norm of $`\phi `$ on $`\mathrm{\Delta }\times \overline{\mathrm{\Delta }(0,R)}`$. Then

$$|\phi (\theta ,f_n(\theta ))\phi (\nu ,f_n(\nu ))|$$

$$|\phi (\theta ,f_n(\theta ))\phi (\nu ,f_n(\theta ))|+|\phi (\nu ,f_n(\theta ))\phi (\nu ,f_n(\nu ))|$$

$$M(|\theta \nu |+|f_n(\theta )f_n(\nu )|)$$

by Lagrange theorem. So

$$\phi (\theta ,f_n(\theta ))_\alpha C(f_n_\alpha +1).$$

Using this inequality for partial derivatives $`_\theta \rho `$ and $`D_w\rho `$ we get

$$\phi (\theta ,f_n(\theta ))_{1,\alpha }=\phi (\theta ,f_n(\theta ))_{\mathrm{}}+\frac{}{\theta }(\phi (\theta ,f_n(\theta )))_\alpha $$

$$M+(_\theta \phi )(\theta ,f_n(\theta ))_\alpha +(D_w\phi )(\theta ,f_n(\theta ))_\alpha \frac{}{\theta }f_n(\theta )_\alpha $$

$$M+C(f_n_\alpha +1)+C(f_n_\alpha +1)f_n_{1,\alpha }C(f_n_{1,\alpha }^2+1).$$

###### Remark 4.6.

In general one can get an estimate

$$\phi (\theta ,f_n(\theta ))_{k,\alpha }C(f_n_{k,\alpha }^{k+1}+1).$$

In the next lemma we closely analyze the proof of Forstnerič in .

###### Lemma 4.7.

There exist a finite positive constant $`C`$ and a positive integer $`l`$ such that for each $`n`$ and $`0<q<1`$ there is a solution $`f_n`$ of the Riemann-Hilbert problem on the disc with the winding number $`n`$ and such that

$$f_n_{A^{1,\alpha }(\mathrm{\Delta }(0,1))}Cn^l\mathrm{and}f_n_{A^{1,\alpha }(\mathrm{\Delta }(0,q))}Cn^lq^{n2}.$$

###### Proof.

Let $`\rho (e^{i\theta },w)=\rho (\theta ,w)`$ be a $`C^{k+1}`$ defining function for $`\{\gamma _z\}_{z\mathrm{\Delta }}`$. We define

$$\rho _n(\theta ,w)=\rho (\theta ,e^{in\theta }w)$$

and

$$\gamma _z^n=\{w;\rho _n(\theta ,w)=0\}=\frac{1}{z^n}\gamma _z$$

where $`z=e^{i\theta }`$. Then there exist universal constants $`0<r<R<\mathrm{}`$ such that $`\mathrm{\Delta }(0,r)\gamma _z^n\mathrm{\Delta }(0,R)`$.

Let $`\nu (\theta ,w)=(\overline{}_w\rho )(\theta ,w)`$ be the normal to $`\gamma _z`$ $`(z=e^{i\theta })`$ at the point $`w`$ and $`\eta (\theta ,w)=w\overline{\nu (\theta ,w)}`$. Similarly we define $`\nu _n(\theta ,w)`$ and $`\eta _n(\theta ,w)`$ for $`\rho _n`$. Then

$$\nu _n(\theta ,w)=\nu (\theta ,e^{in\theta }w)e^{in\theta }\mathrm{and}\eta _n(\theta ,w)=\eta (\theta ,e^{in\theta }w).$$

Geometric assumptions on $`\{\gamma _z\}_{z\mathrm{\Delta }}`$ imply that there exist well defined real $`C^{k+1}`$ functions $`a`$ and $`b`$ on $`T=_{z\mathrm{\Delta }}\{z\}\times \gamma _z`$ such that

$$\eta (\theta ,w)=e^{a(\theta ,w)+ib(\theta ,w)}.$$

Hence

$$\eta _n(\theta ,w)=e^{a_n(\theta ,w)+ib_n(\theta ,w)},$$

where $`a_n(\theta ,w)=a(\theta ,e^{in\theta }w)`$ and $`b_n(\theta ,w)=b(\theta ,e^{in\theta }w)`$.

Let $`h_n=e^{g_n}`$ be a solution of the Riemann-Hilbert problem for $`T_n`$ with no zeros on $`\mathrm{\Delta }`$. We know, , that $`h_n`$ is of class $`^{k,\alpha }`$ on $`\overline{\mathrm{\Delta }}`$ for each $`0<\alpha <1`$. We have the following immediate apriori uniform estimates:

$$h_n_\mathrm{\Delta }R,a_n_{T_n}a_T,b_n_{T_n}b_T.$$

Also,

(5)
$$(_\theta \rho _n)(\theta ,w)=(_\theta \rho )(\theta ,e^{in\theta }w)+2\mathrm{R}\mathrm{e}(\overline{\nu _n(\theta ,w)}inw)$$

and so

$$(_\theta \rho _n)(\theta ,h_n(\theta ))_\mathrm{\Delta }\rho _{C^1(T)}+2nR\rho _{C^1(T)}Cn$$

for some universal constant $`C`$. Here we used the notation $`h_n(\theta )=h_n(e^{i\theta })`$.

We differentiate the equation

$$\rho _n(\theta ,h_n(\theta ))=0$$

with respect to $`\theta `$ to get

$$(_\theta \rho _n)(\theta ,h_n(\theta ))+2\mathrm{R}\mathrm{e}(\overline{\nu _n(\theta ,h_n(\theta ))}\frac{h_n}{\theta }(\theta ))=0$$

and so

(6)
$$\mathrm{Re}(\frac{g_n}{\theta }(\theta )e^{\stackrel{~}{b}_n(\theta )+ib_n(\theta ,h_n(\theta ))})=e^{\stackrel{~}{b}_n(\theta )}e^{a_n(\theta ,h_n(\theta ))}(_\theta \rho _n)(\theta ,h_n(\theta )),$$

where $`\stackrel{~}{b}_n(\theta )`$ is the Hilbert transform of $`b_n(\theta ,h_n(\theta ))`$ with the value $`0`$ at $`0`$.

Let $`2<p<\mathrm{}`$. As it is proved in  on pages 881-882 we can write $`b=\mathrm{Re}(q)+b^{}`$ so that $`pb^{}_T<\frac{\pi }{2}`$ and $`q`$ is a function of the form

$$q(\theta ,z)=\underset{0kk_0}{}\underset{j_0jj_0}{}c_{jk}e^{ij\theta }z^k.$$

Then by a classical estimate \[17, p.114\] we have

$$e^{\pm \stackrel{~}{b^{}}}_pC(p)$$

for some universal constant $`C(p)`$ which depends only on $`p`$. Also, the operator $`R_q`$ which assigns to each $`fC(\mathrm{\Delta })`$ the harmonic conjugate of $`\mathrm{Re}(q(\theta ,f(e^{i\theta })))`$ is a bounded nonlinear operator from $`A(\mathrm{\Delta })`$ into $`C(\mathrm{\Delta })`$.

Thus we have the estimate $`pb_n^{}_{T_n}<\frac{\pi }{2}`$ for $`b_n^{}(\theta ,w)=b^{}(\theta ,e^{in\theta }w)`$, and hence

$$e^{\pm \stackrel{~}{b_n^{}}}_pC(p).$$

We still have to estimate $`R_q(z^nh_n(z))`$. Since the family of holomorphic functions $`z^nh_n(z)`$ is uniformly bounded and since the operator $`R_q`$ is a bounded operator from $`A(\mathrm{\Delta })`$ into $`C(\mathrm{\Delta })`$ we get a uniform bound on the harmonic conjugates of $`\mathrm{Re}(q(\theta ,e^{in\theta }h_n(e^{i\theta })))`$. Therefore

$$e^{\pm \stackrel{~}{b}_n}_p=e^{\pm R_q(z^nh_n(z))}e^{\pm \stackrel{~}{b_n^{}}}_pC(p).$$

Now we can estimate the righthand side of (6) in $`L^p`$ norm

$$e^{\stackrel{~}{b}_n(\theta )}e^{a_n(\theta ,h_n(\theta ))}(_\theta \rho _n)(\theta ,h_n(\theta ))_pC(p)n$$

and, since the Hilbert transform is bounded in $`L^p`$ spaces $`(1<p<\mathrm{})`$, we get

$$\frac{g_n}{\theta }(\theta )e^{\stackrel{~}{b}_n(\theta )+ib_n(\theta ,h_n(\theta ))}_pC(p)n.$$

Also, since

$$\frac{h_n}{\theta }=h_n\frac{g_n}{\theta }=h_ne^{\stackrel{~}{b_n}ib_n}\frac{g_n}{\theta }e^{\stackrel{~}{b_n}+ib_n}$$

we get

$$\frac{h_n}{\theta }_{\frac{p}{2}}C(p)n$$

and so

$$h_n_{1,\frac{p}{2}}C(p)n$$

for every $`n`$. Using the embedding of the space $`W^{1,\frac{p}{2}}(\mathrm{\Delta })`$ into the space $`C^\alpha (\mathrm{\Delta })`$ for $`\alpha =1\frac{2}{p}(0,1)`$ we get

$$h_n_\alpha C(\alpha )n.$$

Now we estimate the derivatives

$$\frac{}{\theta }(e^{\pm \stackrel{~}{b_n}})_{\frac{p}{2}}=e^{\pm \stackrel{~}{b_n}}\frac{\stackrel{~}{b_n}}{\theta }_{\frac{p}{2}}e^{\pm \stackrel{~}{b_n}}_p\frac{\stackrel{~}{b_n}}{\theta }_p$$

$$C(p)\stackrel{~}{b_n}_{1,p}C(p)b_n_{1,p}.$$

Since $`\frac{}{\theta }(b_n(\theta ,h_n(\theta )))`$ equals

$$(_\theta b)(\theta ,e^{in\theta }h_n(\theta ))+2\mathrm{R}\mathrm{e}((_wb)(\theta ,e^{in\theta }h_n(\theta ))(e^{in\theta }\frac{h_n}{\theta }(\theta )+ine^{in\theta }h_n(\theta )))$$

we get

$$b_n_{1,p}C(p)n$$

and so $`b_n_\alpha C(\alpha )n`$ and

$$e^{\pm \stackrel{~}{b_n}}_{1,\frac{p}{2}}C(p)n\mathrm{and}e^{\pm \stackrel{~}{b_n}}_\alpha C(\alpha )n(\alpha =1\frac{2}{p}).$$

Now we can work by induction. From (6) we get

$$\frac{g_n}{\theta }(\theta )e^{\stackrel{~}{b}_n(\theta )+ib_n(\theta ,h_n(\theta ))}_\alpha e^{\stackrel{~}{b_n}}_\alpha e^{a_n}_\alpha (_\theta \rho _n)(\theta ,h_n(\theta ))_\alpha $$

and hence, using (5) and Lemma 4.4,

$$\frac{g_n}{\theta }(\theta )e^{\stackrel{~}{b}_n(\theta )+ib_n(\theta ,h_n(\theta ))}_\alpha Cne^{in\theta }h_n(\theta )_\alpha (ne^{in\theta }h_n(\theta )_\alpha )Cn^6.$$

Since

$$\frac{h_n}{\theta }_\alpha h_n_\alpha e^{\stackrel{~}{b_n}ib_n}_\alpha \frac{g_n}{\theta }e^{\stackrel{~}{b_n}+ib_n}_\alpha ,$$

we get

$$h_n_{1,\alpha }Cn^9.$$

Finally we define $`f_n(z)=z^nh_n(z)`$. Then

$$f_n_{A^{1,\alpha }(\mathrm{\Delta }(0,1))}Cn^{11}\mathrm{and}f_n_{A^{1,\alpha }(\mathrm{\Delta }(0,q))}Cn^{11}q^{n2}$$

for any $`n`$ and $`0<q<1`$. ∎

###### Remark 4.8.

It can be shown by induction that for each fixed $`k`$ and $`0<\alpha <1`$ the norms of $`h_n_{k,\alpha }`$ increase as some fixed power of $`n`$.

###### Lemma 4.9.

There exist constants $`C>0`$ and $`l_1`$ such that the linear operator $`\stackrel{~}{\mathrm{\Psi }_n}:A^{1,\alpha }(\mathrm{\Delta })C^{1,\alpha }(\mathrm{\Delta })`$ defined as

$$(\stackrel{~}{\mathrm{\Psi }_n}h)(z)=2\mathrm{R}\mathrm{e}((_w\rho )(z,f_n(z))h(z)).$$

has a bounded right inverse $`\stackrel{~}{B_n}:C^{1,\alpha }(\mathrm{\Delta })A^{1,\alpha }(\mathrm{\Delta })`$ with the norm $`\stackrel{~}{B_n}Cn^{l_1}`$ and such that

$$\stackrel{~}{B_n}g_{A^{1,\alpha }(\mathrm{\Delta }(0,q))}Cn^{l_1}q^{n2}g_{1,\alpha }$$

for every $`gC^{1,\alpha }(\mathrm{\Delta })`$.

###### Proof.

Let $`gC^{1,\alpha }(\mathrm{\Delta })`$. We define

$$\stackrel{~}{B_n}g=\frac{1}{2}f_ne^{(i)(b_n+i\stackrel{~}{b_n})}(e^{a_n\stackrel{~}{b_n}}g+iT(e^{a_n\stackrel{~}{b_n}}g))$$

where $`T:C^{1,\alpha }(\mathrm{\Delta })C^{1,\alpha }(\mathrm{\Delta })`$ is the Hilbert transform. From the estimates in the proof of the previous lemma and Lemma 4.4 we have

$$e^{a_n}_{1,\alpha }C(f_n_{1,\alpha }^2+1)Cn^{2l},e^{ib_n}_{1,\alpha }C(f_n_{1,\alpha }^2+1)Cn^{2l}$$

and

$$e^{\pm \stackrel{~}{b_n}}_{1,\alpha }e^{\pm \stackrel{~}{b_n}}_\mathrm{\Delta }+e^{\pm \stackrel{~}{b_n}}\frac{\stackrel{~}{b_n}}{\theta }_\alpha Cn+e^{\pm \stackrel{~}{b_n}}_\alpha \stackrel{~}{b_n}_{1,\alpha }Cn^{2l+1},$$

where the fact that the Hilbert transform is bounded on $`C^{1,\alpha }(\mathrm{\Delta })`$ was used. Then $`\stackrel{~}{\mathrm{\Psi }_n}\stackrel{~}{B_n}=I`$ and

$$\stackrel{~}{B_n}gCf_n_{1,\alpha }e^{ib_n}_{1,\alpha }e^{\stackrel{~}{b_n}}_{1,\alpha }e^{a_n}_{1,\alpha }e^{\stackrel{~}{b_n}}_{1,\alpha }g_{1,\alpha }.$$

Hence $`\stackrel{~}{B_n}gCn^{9l+2}g_{1,\alpha }`$ and similarly

$$\stackrel{~}{B_n}g_{A^{1,\alpha }(\mathrm{\Delta }(0,q))}Cn^{9l+2}q^{n2}g_{1,\alpha }.$$

With the notation of the proof of Theorem 1.1 we state and prove the following lemma.

###### Lemma 4.10.

The estimate

$$\rho (z,h_n(z))_{1,\alpha }Cn^{3l}q^n$$

holds for some universal finite constant $`C`$ and every $`n`$.

###### Proof.

Let $`\phi (t)=\rho (z,th_n(z)+(1t)f_n(z))`$ be a mapping from the unit interval $`[0,1]`$ into $`C^{1,\alpha }(\mathrm{\Delta })`$. Then

$$\rho (z,h_n(z))=\rho (z,h_n(z))\rho (z,f_n(z))=\phi (1)\phi (0)=$$

$$=_0^1\phi ^{}(t)𝑑t=_0^12\mathrm{R}\mathrm{e}((_w\rho )(z,th_n(z)+(1t)f_n(z))(h_n(z)f_n(z)))𝑑t.$$

Hence

$$\rho (z,h_n(z))_{1,\alpha }_0^12(_w\rho )(z,th_n(z)+(1t)f_n(z))_{1,\alpha }h_nf_n_{1,\alpha }𝑑t.$$

We observe that

$$h_nf_n_{1,\alpha }Cn^lq^n$$

and from Lemma 4.4

$$(_w\rho )(z,th_n(z)+(1t)f_n(z))_{1,\alpha }C(th_n+(1t)f_n_{1,\alpha }^2+1)$$

$$C(f_n_{1,\alpha }^2+h_nf_n_{1,\alpha }^2+1)Cn^{2l}.$$

Hence

$$\rho (z,h_n(z))_{1,\alpha }Cn^{3l}q^n.$$

Acknowledgement. I wish to thank Manolo Flores for stimulating discussions.


text:
# Sampling from a couple of negatively correlated gamma variates

## 1 Introduction

To fix notation, if $`X`$ follows a gamma distribution with parameters $`\lambda `$ and $`\alpha `$, that is $`X𝒢(\lambda ,\alpha )`$, then the density is

$$f_X(x)=\frac{\lambda ^\alpha \mathrm{e}^{\lambda x}x^{\alpha 1}}{\mathrm{\Gamma }(\alpha )},x>0.$$

Johnson and Kotz  define a multivariate gamma distribution in the following way. We have $`m+1`$ independent standard (that is, each with $`\lambda =1`$), gamma variates (in general with different $`\alpha ^{}s`$) $`X_0,X_1,\mathrm{},X_m`$. Define

$$Y_j=X_0+X_j,j=1,\mathrm{},m$$

Then the $`Y_j,j=1,\mathrm{},m`$ are distributed according a $`m`$-variate gamma variable. We can see that each marginal $`Y_j`$ is a standard gamma variable with $`\alpha =\alpha _0+\alpha _j`$ and

$`𝐂ov(Y_j,Y_j^{})`$ $`=`$ $`𝐕ar(X_0)`$
$`=`$ $`\alpha _0,`$
and so all the marginals are positively correlated.

We follow this suggestion, with $`m=2`$, but we exploit the preserving monotonicity property of the inverse transform method, see Fishman  to generate a couple of gamma variates, $`X_1`$ and $`X_2`$, with a rigid amount of negative correlation and then generate $`X_0`$ to allow for some flexibility.

## 2 First Method

Let $`X_1𝒢(1,r)`$ and $`X_2𝒢(1,s)`$, with $`r`$ and $`s`$ integers. Assume, without loss of generality, $`r<s`$. Let $`U_i`$ be $`s`$ independent uniforms on the unit interval, that is $`U_i𝒰(0,\mathrm{\hspace{0.17em}1}),i=1,\mathrm{},s`$. Then we can write, using properties of the gamma variate and the inverse transform method,

$$X_1=\underset{i=1}{\overset{r}{}}\mathrm{ln}U_i,$$

$$X_2=\underset{i=1}{\overset{s}{}}\mathrm{ln}(1U_i).$$

It follows that

$`𝐂ov(X_1,X_2)`$ $`=`$ $`𝐂ov({\displaystyle \underset{i=1}{\overset{r}{}}}\mathrm{ln}U_i,{\displaystyle \underset{i=1}{\overset{s}{}}}\mathrm{ln}(1U_i))`$
$`=`$ $`{\displaystyle \underset{i=1}{\overset{r}{}}}𝐂ov(\mathrm{ln}U_i,\mathrm{ln}(1U_i))`$
$`=`$ $`{\displaystyle \underset{i=1}{\overset{r}{}}}\left[\left(2{\displaystyle \frac{\pi ^2}{6}}\right)1\right]`$
$`=`$ $`r\left(1{\displaystyle \frac{\pi ^2}{6}}\right).`$
Now define, with $`X_0𝒢(1,\alpha _0)`$ independent of $`X_1`$ and $`X_2`$,

$$Y_1=X_0+X_1,$$

$$Y_2=X_0+X_2.$$

It follows $`Y_1𝒢(1,\alpha _0+r)`$ and $`Y_2𝒢(1,\alpha _0+s)`$. Furthermore

$`𝐂ov(Y_1,Y_2)`$ $`=`$ $`𝐕ar(X_0)+𝐂ov(X_1,X_2)`$
$`=`$ $`\alpha _0+r\left(1{\displaystyle \frac{\pi ^2}{6}}\right).`$
Because

$$c=1\frac{\pi ^2}{6}=0.644934,$$

we can see that varying $`r`$ and $`\alpha _0`$ we have some freedom in modelling a negative covariance.

The correlation coefficient between $`Y_1`$ and $`Y_2`$ is given by

$$\rho (Y_1,Y_2)=\frac{\alpha _0+rc}{\sqrt{(\alpha _0+r)(\alpha _0+s)}}.$$
(1)
For $`\alpha _0+rc<0`$, which guarantees a negative correlation, we see that

$$\frac{\rho (Y_1,Y_2)}{\alpha _0}>0,$$

and so when the correlation is negative, it is an increasing function of $`\alpha _0`$. The lower bound for $`\rho `$ is given by

$$\frac{rc}{\sqrt{rs}}=c\sqrt{\frac{r}{s}}.$$

When $`r=s`$ and assuming that $`\alpha _0=0`$ means that $`X_0=0`$ with probability 1 we reach the most negative correlation possible between two gamma variates.

If we are given $`\alpha _0+r=m`$, $`\alpha _0+s=n`$ and $`\rho =\rho _0`$ then from Equation 1 we get

$$\rho _0=\frac{m+r(c1)}{\sqrt{mn}},$$
(2)
which can be solved for $`r`$ and subsequently obtaining $`\alpha _0`$ and $`s`$. The drawback is that $`r`$ and $`s`$ are required to be integers, so we cannot arbitrarily choose $`m`$, $`n`$ and $`\rho `$. To give an idea of the situation we present some tables, assuming for simplicity that both $`m`$ and $`n`$ are integers. It follows that also $`\alpha _0`$ has to be an integer. Because we want a negative correlation and because $`\alpha _00`$ we have the restriction

$$rm<r(1c).$$

Using Equation 2 we obtain

| r | m | s | $`\rho `$ | r | m | s | $`\rho `$ | r | m | s | $`\rho `$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2 | 2 | 3 | -.5266 | 2 | 2 | 5 | -.4078 | 2 | 2 | 8 | -.3224 |
| 2 | 3 | 4 | -.0837 | 2 | 3 | 6 | -.0683 | 2 | 3 | 9 | -.0557 |
| 5 | 5 | 6 | -.5887 | 5 | 5 | 8 | -.5098 | 5 | 5 | 11 | -.4348 |
| 5 | 6 | 7 | -.3432 | 5 | 6 | 9 | -.3027 | 5 | 6 | 12 | -.2621 |
| 5 | 7 | 8 | -.1636 | 5 | 7 | 10 | -.1463 | 5 | 7 | 13 | -.1283 |
| 5 | 8 | 9 | -.0264 | 5 | 8 | 11 | -.0239 | 5 | 8 | 14 | -.0212 |
| 8 | 8 | 9 | -.6080 | 8 | 8 | 11 | -.5500 | 8 | 8 | 14 | -.4875 |
| 8 | 9 | 10 | -.4384 | 8 | 9 | 12 | -.4002 | 8 | 9 | 15 | -.3579 |
| 8 | 10 | 11 | -.3012 | 8 | 10 | 13 | -.2771 | 8 | 10 | 16 | -.2497 |
| 8 | 11 | 12 | -.1879 | 8 | 11 | 14 | -.1740 | 8 | 11 | 17 | -.1579 |
| 8 | 12 | 13 | -.0928 | 8 | 12 | 15 | -.0864 | 8 | 12 | 18 | -.0788 |
| 8 | 13 | 14 | -.0118 | 8 | 13 | 16 | -.0110 | 8 | 13 | 19 | -.0101 |
| 12 | 12 | 13 | -.6196 | 12 | 12 | 15 | -.5768 | 12 | 12 | 18 | -.5265 |
| 12 | 13 | 14 | -.4995 | 12 | 13 | 16 | -.4672 | 12 | 13 | 19 | -.4288 |
| 12 | 14 | 15 | -.3960 | 12 | 14 | 17 | -.3720 | 12 | 14 | 20 | -.3429 |
| 12 | 15 | 16 | -.3059 | 12 | 15 | 18 | -.2884 | 12 | 15 | 21 | -.2670 |
| 12 | 16 | 17 | -.2267 | 12 | 16 | 19 | -.2144 | 12 | 16 | 22 | -.1993 |
| 12 | 17 | 18 | -.1565 | 12 | 17 | 20 | -.1485 | 12 | 17 | 23 | -.1385 |
| 12 | 18 | 19 | -.0940 | 12 | 18 | 21 | -.0894 | 12 | 18 | 24 | -.0836 |
| 12 | 19 | 20 | -.0379 | 12 | 19 | 22 | -.0361 | 12 | 19 | 25 | -.0338 |

Nothing essentially changes if we require gamma’s with the first parameter different from 1: it is enough to multiply $`Y_1`$ and $`Y_2`$ by, say, a constant $`\beta `$. The correlation coefficient is of course not affected.

## 3 Joint Density

Obtaining the joint density of $`Y_1`$ and $`Y_2`$ in the general case is cumbersome. To give an idea we consider the simplest case, $`r=s=1`$, and we set $`\alpha <c`$ that is $`\alpha <0.644934`$, to guarantee a negative correlation. So we have

$$Y_1=X_0\mathrm{ln}U,$$
(3)
$$Y_2=X_0\mathrm{ln}(1U).$$
(4)
with independence of $`X_0`$ and $`U`$. It turns out that marginally $`Y_1`$ and $`Y_2`$ are both $`𝒢(1,\mathrm{\hspace{0.17em}1}+\alpha _0)`$. Setting

$$\{\begin{array}{ccc}y_1\hfill & =\hfill & x_0\mathrm{ln}u\hfill \\ y_2\hfill & =\hfill & x_0\mathrm{ln}(1u),\hfill \end{array}$$

we get

$$\{\begin{array}{ccc}u\hfill & =\hfill & \frac{1}{1+\mathrm{e}^{y_1y_2}}\hfill \\ x_0\hfill & =\hfill & y_1\mathrm{ln}\left(1+\mathrm{e}^{y_1y_2}\right).\hfill \end{array}$$

Because $`X_00`$ we have the inequality

$$y_1\mathrm{ln}\left(1+\mathrm{e}^{y_1y_2}\right)0.$$

The solution to the equation

$$y_1\mathrm{ln}\left(1+\mathrm{e}^{y_1y_2}\right)=0$$

is given by

$$y_2=y_1\mathrm{ln}\left(\mathrm{e}^{y_1}1\right).$$

It follows that we have $`x_00`$ if

$$y_2y_1\mathrm{ln}\left(\mathrm{e}^{y_1}1\right).$$

For the Jacobian of this transformation we have

$$J=\frac{\mathrm{e}^{y_1y_2}}{\left(1+\mathrm{e}^{y_1y_2}\right)^2}.$$

The joint density of $`X_0`$ and $`U`$ is given by

$$f_{X_0,U}(x_0,u)=\mathrm{e}^{x_0}x_0^{\alpha 1},\{\begin{array}{cc}0\hfill & u1\hfill \\ 0\hfill & x_0.\hfill \end{array}$$

The quantity $`\mathrm{e}^{x_0}J`$ simplifies to

$$\frac{1}{\mathrm{e}^{y_1}+\mathrm{e}^{y_2}}$$

and consequently we get for the joint density of $`Y_1`$ and $`Y_2`$

$$f_{Y_1,Y_2}(y_1,y_2)=\frac{\left[y_1\mathrm{ln}\left(1+\mathrm{e}^{y_1y_2}\right)\right]^{\alpha 1}}{\mathrm{e}^{y_1}+\mathrm{e}^{y_2}},\{\begin{array}{cc}y_1>\hfill & 0\hfill \\ y_2>\hfill & y_1\mathrm{ln}\left(\mathrm{e}^{y_1}1\right).\hfill \end{array}$$

We see that for $`\alpha =1`$ this simplifies to

$$f_{Y_1,Y_2}(y_1,y_2)=\frac{1}{\mathrm{e}^{y_1}+\mathrm{e}^{y_2}},\{\begin{array}{cc}y_1>\hfill & 0\hfill \\ y_2>\hfill & y_1\mathrm{ln}\left(\mathrm{e}^{y_1}1\right),\hfill \end{array}$$

but in this case the correlation is positive:

$`\rho (Y_1,Y_2)`$ $`=`$ $`{\displaystyle \frac{1+c}{2}}`$
$`=`$ $`0.177533.`$
In this last situation the marginals are $`𝒢(1,\mathrm{\hspace{0.17em}2})`$. This can be checked using the fact that

$$_b^+\mathrm{}\frac{1}{a+\mathrm{e}^x}𝑑x=\frac{b+\mathrm{ln}\left(a+\mathrm{e}^b\right)}{a}.$$

## 4 Second Method

Again looking for flexibility we analyze another method where we start generating $`s`$ samples $`(U_{1_i},U_{2_i})`$ from a bivariate distribution with density

$$f(u_1,u_2)=1+\theta (12u_1)(12u_2),0u_1,u_21.$$
(5)
This density is of the form studied by Long and Krzysztofowicw . For $`1\theta 1`$ this function is a proper density. It turns out that marginally $`U_{1_i}`$ and $`U_{2_i}`$ are uniforms over the unit interval and the correlation coefficient is given by

$$\rho (U_{1_i},U_{2_i})=\frac{\theta }{3}.$$

Now define

$$X_1=\underset{i=1}{\overset{r}{}}\mathrm{ln}U_{1_i},$$

$$X_2=\underset{i=1}{\overset{s}{}}\mathrm{ln}U_{2_i}.$$

Now

$`𝐂ov(\mathrm{ln}U_{1_i},\mathrm{ln}U_{2_i})`$ $`=`$ $`{\displaystyle _0^1}{\displaystyle _0^1}\mathrm{ln}x\mathrm{ln}y(1+\theta (12x)(12y))𝑑x𝑑y1`$
$`=`$ $`1+{\displaystyle \frac{\theta }{4}}1`$
$`=`$ $`{\displaystyle \frac{\theta }{4}}.`$
It follows that

$$𝐂ov(X_1,X_2)=\frac{r\theta }{4}.$$

Proceeding as in the other method we define, with $`X_0𝒢(1,\alpha _0)`$ independent of $`X_1`$ and $`X_2`$,

$$Y_1=X_0+X_1,$$

$$Y_2=X_0+X_2,$$

and we get

$$\rho (Y_1,Y_2)=\frac{\alpha _0+\frac{r\theta }{4}}{\sqrt{(\alpha _0+r)(\alpha _0+s)}}.$$
(6)
Now we have a negative correlation if $`4\alpha _0+r\theta <0`$. Because of this inequality the admissible range for $`\theta `$ is $`1\theta <0`$. The lower bound for $`\rho `$ is

$$\frac{\theta }{4}\sqrt{\frac{r}{s}},$$

so we cannot hope to do better than

$$\rho >0.25.$$

Repeating the same reasoning that led us to Equation 2 now we have

$$\rho _0=\frac{4mr(4\theta )}{4\sqrt{mn}}.$$

The restrictions are now

$$rm<\frac{r(4\theta )}{4}.$$
(7)
Solving for $`r`$ we get

$$r=\frac{4m4\rho _0\sqrt{mn}}{4\theta }.$$
(8)
Other restrictions on the minimum value admissible for $`\rho _0`$ arise from Equation 7 and the fact that $`r`$ must be integer. The minimum value of $`r`$ as given by Equation 8 is obtained for $`\theta =1`$. Then

$$\frac{4m4\rho _0\sqrt{mn}}{5}m1,$$

which implies

$$\rho _0\frac{m5}{4\sqrt{mn}}.$$
(9)
Under the condition $`m6`$ this attainable lower bound is an increasing function of $`n`$ and because $`nm`$ it is a decreasing function of $`m`$: in particular if $`m=n`$ the limit for $`m`$ going to infinity is $`0.25`$.

Once observed the conditions on $`m`$ and $`\rho `$ we have the following algorithm.

1. Set $`y=4m4\rho _0\sqrt{mn}`$.
2. Obtain $`a=\frac{y}{5}`$.
3. Set $`r=a`$, that is the lowest integer not lower than $`a`$. Because of the construction such an $`r`$ exists and $`r<m`$.
4. Obtain $`\theta =4y/r`$.

As an example, imagine $`m=7,n=10`$. The attainable lower bound is $`0.0597`$. Set for example $`\rho _0=0.05`$. Then $`\frac{y}{5}=5.2653`$. Take $`r=6`$, so that $`\theta =44.38778=0.38778`$.

Once $`\theta `$ is obtained, the next step is to evaluate $`\alpha _0=mr`$ and $`s=n\alpha _0`$. Then we generate $`s`$ samples from the density given in Equation 5: this can be done for instance with the acceptance-rejection method. And then we follow the final construction to obtain $`Y_1`$ and $`Y_2`$.

We can note that in this second method the attainable lower bound for $`\rho `$ is sensibly greater than in the first method, but for the admissible values we have a complete flexibility. The other negative point is that we have to generate samples from a bivariate density, whose covariance scaler $`\theta `$ (as termed by Long and Krzysztofowicw) has to be preliminarily obtained, instead of generations from univariate densities.


text:
# Kinetic equilibration in heavy ion collisions: the role of elastic processes

## 1 Introduction

Present and upcoming high energy heavy ion collisions at RHIC and LHC offer a great opportunity to test our understanding of the dynamics of strong interactions in unusually extreme conditions. A central question is that of the possible formation of a locally equilibrated state of deconfined matter, the so-called quark-gluon plasma (QGP). By now, there is no doubt that during the very early stages of such collisions the relevant degrees of freedom are quarks and gluons and it is rather clear that the initially produced partons undergo many subsequent rescatterings . It is a question of great interest for interpreting experimental data to know whether this dense gas of partons thermalizes before hadronization and, if yes, on which time scale.

It is usually assumed that elastic scatterings between the produced partons, which randomize their momenta, rapidly drive the system toward a state of local kinetic equilibrium, on time scales $`1`$ fm . Under this assumption, the subsequent evolution toward local thermodynamic equilibrium consists in the equilibration of the chemical composition of the gas through inelastic number changing processes . However, the estimate of the kinetic equilibration time scale on which the previous picture relies is not satisfying. First, it is based on the assumption of a gluonic system near equilibrium , whereas in an actual collision the produced gluons are far away from equilibrium. Second, it neglects the effect of longitudinal expansion at early times, which may have dramatic consequences: on the one hand, longitudinal free-streaming tends to destroy the isotropy of the momentum distribution; on the other hand, expansion dilutes the system and the collisions between partons, which drive the system toward equilibrium, become more and more rare as time goes on. If the expansion is too strong, it may even be that the system never reaches equilibrium . Moreover, the importance of the initial condition which characterizes the partonic system just after the collision has been emphasized . Recent developments concerning a realistic description of the initial state have triggered more reliable studies of the microscopic evolution of the gluon gas . Here we report on a detailed study where we explicitely showed that the assumption of a rapid kinetic equilibration due to elastic collisions is not correct. We summarize the main hypothesis and results of this work; more details can be found in . We then discuss the question of thermalization at the light of recent works.

## 2 Kinetic equilibration: the role of elastic processes

The matter produced in the central rapidity region is essentially made of gluons with transverse momentum $`p_t12`$ GeV . We compare the case where initial conditions are given by the saturation scenario, where the non-abelian Weizsäcker-Williams fields of the incoming nuclei materialize in on-shell gluons after the collision , to the case where the initial gluons are produced incoherently in semi-hard (perturbative) processes, the so-called minijet scenario .

Following Mueller, we assume that already at early times a Boltzmann equation can be written for the partonic phase space distribution. Including only $`22`$ elastic processes in the small-scattering angle limit, one obtains, in the leading logarithmic approximation, the QCD analog of the Landau collision integral . We use a relaxation time approximation, which allows us to make further analytical progress. In particular, we consider simple observables which directly probe kinetic equilibration and for which all the phase-space integrals can be computed analytically. One is then left with a set of coupled one-dimensional dynamical equations, which are easily solved numerically. We compute the time-dependent relaxation time in a self-consistent way and we carefully take care of conservation laws. Comparing with the results of , where the exact solution is worked out numerically in the saturation scenario, one can assess the reliability of our approach, which appears to be quite good. We then apply this method to the minijet scenario . We argue that, to characterize kinetic equilibration, a reliable criterium is to test the isotropy of various observables. As a consequence we find in particular that for both initial conditions the system does not reach equilibrium at RHIC energies. We test the robustness of our results by studying their sensitivity to the details of our description. We argue in particular that, due to the fragility of the weak coupling approximation, it appears difficult to obtain definite conclusions at LHC energies. In any case, we obtain reliable lower limits for the equilibration time. Requiring that the ratio of longitudinal and transverse pressures – which should be $`1`$ in equilibrium – be greater than $`0.8`$, we get:

| \- Saturation scenario: | $`t_{\mathrm{elastic}}6`$ fm at RHIC and $`t_{\mathrm{elastic}}3`$ fm at LHC; |
| --- | --- |
| \- Minijet scenario: | $`t_{\mathrm{elastic}}10`$ fm at RHIC and $`t_{\mathrm{elastic}}5`$ fm at LHC. |

For comparison, recall that, for example at RHIC, the time during which a partonic description makes sense is at most of the order of $`10`$ fm.

It is interesting to quantify our results with respect to the analytic estimate of the equilibration time obtained by Mueller in the saturation scenario : $`t_{\mathrm{elastic}}cQ_S^1\mathrm{exp}\sqrt{1/\alpha _S}`$, where $`\alpha _S`$ is the strong coupling constant, $`Q_S`$ is the saturation scale, and $`c`$ is a numerical constant of order one. Using $`Q_S`$ as the scale fixing the value of the running coupling constant and inserting realistic values ($`Q_S1`$ GeV at RHIC and $`Q_S2`$ GeV at LHC) one gets $`t_{\mathrm{elastic}}c`$ fm at RHIC and $`t_{\mathrm{elastic}}0.6c`$ fm at LHC. Comparing to our results, one concludes that $`c5`$. This number, which is in principle of little importance in the weak coupling limit, plays a crucial role for values of the parameters appropriate for RHIC and LHC energies.

To conclude, we have shown that the kinetic equilibration time due to elastic processes only is at least an order of magnitude bigger than the typical $`1`$ fm estimate usually assumed. Of course, this does not mean that kinetic equilibrium is not achieved in a real collision, but this implies that the standard picture of the space-time evolution of the system, described in the introduction, has to be modified. Important progress are being made in this respect and a more reliable picture is already emerging. In the remaining sections, we try to summarize and discuss the current state of this rapidly evolving subject.

## 3 Beyond elastic processes: the bottom-up scenario

In the context of the saturation picture of gluon production, the authors of  have pointed out the crucial role played by the dominant $`23`$ branching process and have developed a complete description of kinetic equilibration: the so-called bottom-up scenario, which predicts that the equilibration time is parametrically given by: $`t_{\mathrm{eq}}Q_S^1(1/\alpha _S)^{13/5}`$. Inserting realistic values as before, on obtains typically: $`t_{\mathrm{eq}}2`$ fm both at RHIC and LHC. Moreover, from a comparison with the observed multiplicities at RHIC together with reasonable assumptions, the same authors infer the values: $`t_{\mathrm{eq}}3.23.6`$ fm . Therefore, we see that, once $`23`$ processes are taken into account, kinetic equilibrium is likely to be achieved already at RHIC, however on a time scale which is still non negligible. This implies in particular that theoretical calculations addressing the various experimental signatures of deconfined matter should take into account the out of equilibrium evolution of the system

To complete the picture, the important next step is to include quark-antiquark pair production and to describe chemical equilibration. Previous studies indicate that the corresponding equilibration time is not small , but this has still to be investigated in a bottom-up like picture.

## 4 Evidence for early thermalization in heavy ion collisions?

Finally let us discuss a phenomenological puzzle, recently reported in the literature : experimental data on hadron spectra and elliptic flow appear to be very well described by perfect hydrodynamics, if one assumes that local thermal equilibrium is achieved already at a time $`0.6`$ fm after the collision. As we have seen above, such a short time scale is however difficult to understand on the basis of perturbative QCD, which should be at least qualitatively reliable here.111The initial temperature required to match the data in  is $`T330`$ MeV, which correspond to partons having a typical momentum $`p3T1`$ GeV. Moreover, as pointed out by Mueller , this is at the limit of applicability of an hydrodynamic description, this time being only slightly bigger than the time it takes for a typical gluon of this plasma to be produced. Nevertheless, the impressive agreement with data reported in  is striking and needs to be understood.

One can follow two different directions: the first one is to try to understand how such a fast thermalization could occur. A recent suggestion is that of non-perturbative processes leading to very rapid production of large amount of entropy . Also, non-equilibrium phenomena may lead to so-called prethermalization, where some degrees of freedom rapidly exhibit a thermal behavior while the system as a whole is still out-of-equilibrium . Finally, another interesting idea is that the partons may already be “thermalized” in the incoming nuclear wave-function . The second direction is to investigate to which extent this agreement relies on the assumption of a completely equilibrated system. An interesting study of this type has been made in , where the authors considered the opposite limit, namely that of a system which is only transversally thermalized and which undergoes free-streaming in the longitudinal direction. Their results deviate from the ones obtained with perfect hydrodynamics. However, it is not clear how fast the results corresponding to intermediate situations would go from one limit to the other. In this respect, it would be very interesting to consider more realistic situations, where the system develops more and more longitudinal pressure as time goes on (see e.g. ).