text:
# Decoherence can be useful in quantum walks

## I Overview

There is currently great interest within the quantum information community in quantum versions of random walks, because of the possibility they may produce new, powerful types of quantum algorithms. All the quantum algorithms known until very recently are essentially based on application of the quantum fourier transform, including Grover’s search Grover (1996) and Shor’s factoring Shor (1997), which provide quadratic and exponential speed up respectively over the best known classicl algorithms. Other types of quantum computation, such as quantum adiabatic computation Farhi et al. (2000), have not yet been shown to provide exponential speed up over classical methods. Some of the most powerful known classical algorithms are based on classical random walks, so it is a natural question to ask whether there are quantum counterparts that can do even better. For example, a random walk on a general graph can be used to address hard problems such as approximating the permanent, $`k`$-SAT and graph connectivity Jerrum et al. (2001); Schöning (1999); Motwani and Raghavan (1995).

Before attempting to create quantum algorithms from quantum walks, it is first useful to study their properties and dynamics on simpler structures. Several quantum analogues of a classical random walk on discrete lattices or graphs have been proposed. These include discrete time walks both with and without a quantum coin Aharonov et al. (1992); Watrous (2001), and a continuous time walk Farhi and Gutmann (1998). The relationship between the continuous time quantum walk and discrete time quantum walks is not fully understood. For the cases where they have been studied on the same graph, they give essentially the same results, e. g., Moore and Russell (2001). Quantum walks on the infinite line, the cycle, and the hypercube have all been solved analytically Aharanov et al. (2001); Ambainis et al. (2001); Moore and Russell (2001), and some bounds are known for more general graphs Aharanov et al. (2001). On the line and cycle, for most quantities of interest, such as the standard deviation and the mixing time, there is a quadratic speed up over the classical walk. Kempe Kempe (2002) recently proved that the hitting time to the opposite corner of a hypercube shows an exponential speed up (a possibility also found numerically by Yamasaki et al. Yamasaki et al. (2002)). Making an algorithm out of a quantum walk requires significant further work. Two have been proposed very recently, Childs et al. Childs et al. (2002) use a continuous time quantum walk to traverse a special graph exponentially faster than a classical algorithm, and Shenvi et al. Shenvi et al. (2002) prove that a coined quantum walk can match Grover’s algorithm searching an unstructured database.

Quantum walks themselves (both discrete and continuous time) can be implemented efficiently on a quantum computer Aharonov and Ta-Shma (2002); Watrous ; Kempe , i. e., it is not necessary to provide a physical implementation of a quantum walk to base an algorithm on them. Nonetheless, quantum walks are interesting in their own right as physical systems in which a precise level of coherent control can be demonstrated. Several direct implementations of discrete walks have been proposed, all with a quantum coin: a walk in the vibration modes of a trapped ion Travaglione and Milburn (2002), in the phase of the field in a cavity containing an atom Sanders et al. (2002), and with an atom hopping between traps in an optical lattice Dür et al. (2002). Other than for these physical implementations, and recent work on coin decoherence by Brun et al. Brun et al. (2002a, b, c), the effect of decoherence in quantum walks has not previously been studied in any detail.

The key observation of this paper is that, in small doses, rather than degrading the quantum features, decoherence in a coined quantum walk can enhance the desirable quantum speed up, even though overall, quantum walks (consisting as they do of extremely delocalized quantum particles) are highly sensitive to the effects of decoherence. This is very encouraging for the prospects of using quantum walks as the basis of powerful quantum algorithms.

The paper is organized as follows. First we review one of the simplest examples of a quantum walk, the coined walk on a discrete line, and describe the properties of the perfect quantum walk. Then we present our results showing the effects of decoherence in the quantum walk on a line, on a cycle, on a hypercube, and on the “glued trees” graph of ref. Childs et al. (2002).

## II Coined quantum walk

We consider only coined quantum walks on discrete lattices in this paper. Since the classical random walk requires a source of randomness (coin-toss) in the dynamics, introducing a quantum coin is a natural way to proceed. For the walk on an infinite line, the total Hilbert space is $`H=𝒞^2^{\mathrm{}}`$, where $`^{\mathrm{}}`$ has supposrt on $`x`$. We label the coin states by $`\{|1,|+1\}`$ for “move left” and “move right” respectively, and those of the particle by $`|x`$ for position on the line. We write the tensor product states as $`|a,x`$, where $`a\{\pm 1\}`$ is the state of the coin. The unitary operator describing a single step of the walk is

$$U=S(H\text{1}\text{1})$$
(1)
where $`S`$ is the conditional shift operator $`S|a,x=|a,x+a`$, and H is the Hadamard operator

$$(H\text{1}\text{1})|a,x=(a|a,x+|a,x)/\sqrt{2},$$
(2)
acting on the coin states only, it plays the role of a “coin toss”. It can be shown for unbiased quantum walks on a line in which the “coin toss” prepares an equal superposition of states, all such operators are essentially equivalent to the Hadamard Ambainis et al. (2001); Bach et al. (2002). In higher dimensions, when the particle has more than two choices of direction at each step, the choice of unbiased coin-toss operator becomes correspondingly richer Mackay et al. (2002); Tregenna et al. (2003). Unlike the classical case, where each coin toss is independent of the previous coin tosses, in the quantum case, unitarity of the evolution and hence reversibility implies the initial state of the coin has observable consequences at all later times. Specifically, in the following (unless stated otherwise) we will choose the initial state to be $`(|+1+i|1)/\sqrt{2}`$ which results in a symmetric probability distribution Ambainis et al. (2001); Bach et al. (2002); Tregenna et al. (2003). The dynamics of the quantum walk thus consist of repeated application of the operator $`U`$ to the particle and coin, resulting in a spreading out on the line, with interference causing the quantum speed up.

The quantum walk on a line has been solved exactly Ambainis et al. (2001) using both real space (path counting) and Fourier space methods. The solutions are complicated, mainly due to the “parity” property, i. e., the solutions must have support only on even(odd)-numbered lattice sites at even(odd) times. The shape of the probability distribution for the particle position consists of a nearly flat region around the center with the same width as the classical binomial distribution, and oscillating peaks out towards $`x=\pm T/\sqrt{2}`$. Both quantum and classical distributions are shown in fig. 1, calculated numerically for $`T=200`$. The moments can be calculated, for a walk starting at the origin, $`|x|=T/2`$ and $`x^2=(11/\sqrt{2})T^2=\sigma ^2(T)`$. The standard deviation (from the origin) $`\sigma (T)`$ is thus linear in $`T`$, in contrast to $`\sqrt{T}`$ for the classical walk.

## III Decoherence in a quantum walk on a line

In order to model decoherence in this system, we write the coin-particle dynamics in terms of a density matrix $`\rho (t)`$ that evolves according to

$`\rho (t+1)`$ $`=`$ $`(1p)U\rho (t)U^{}`$ (3)
$`+`$ $`p{\displaystyle \underset{i}{}}_iU\rho (t)U^{}_i^{}.`$
Here $`_i`$ is a projection that represents the action of the decoherence and $`p`$ is the probability of a decoherence event happening per time step. We took equation (3) and evolved it numerically for various choices of $`_i`$. Motivated by the likely form of experimental errors, we also modelled an imperfect Hadamard by applying a Gaussian spread of standard deviation $`\sqrt{p}\pi /4`$ about the perfect value of $`\pi /2`$ implicit eq. (2), compare Mackay et al. (2002). An imperfect shift on the particle has been studied in Dür et al. (2002). In each case we find the same general form for the decay of $`\sigma _p(T)`$ from the quantum to the classical value, with small differences in the rates, as shown in fig. 2.

The slope of $`\sigma _p(T)`$ is finite as $`p0`$ and zero at $`p=1`$. We calculated $`\sigma _p(T)`$ analytically (details in ref. Tregenna and Kendon (2002)) for $`pT1`$ and $`T1`$ for the case where $`_i`$ is the projector onto the prefered basis $`\{|a,x\}`$ (decohering both particle and coin),

$$\sigma _p(T)\sigma (T)\left\{1\frac{pT}{6\sqrt{2}}+O(p)\right\}.$$
(4)
This compares well with simulation data, once a second order correction for $`\sigma (T)=(11/\sqrt{2})^{1/2}(T1/T)`$ is taken into account. The first order dependence is thus proportional to $`pT`$, so the sensitivity to decoherence grows linearly in $`T`$ for a given decoherence rate $`p`$.

The quantum walk on infinite regular lattices of higher dimension shows a similar decoherence profile, as might be expected, since the standard deviation of a classical random walk is $`\sqrt{T}`$, independent of dimension.

## IV Distribution shape on a line

The transition from quantum to classical in the standard deviation of the particle position shown in fig. 2 is qualitatively the same for all types of decoherence examined. However, there are interesting differences in the shape of the distribution of the particle position. The decoherence rate that gives the closest to uniform distribution has been selected and plotted in fig. 1, along with the pure quantum and classical distributions for comparison. When the particle position is subject to decoherence that tends to localize the particle in the standard basis, this produces a highly uniform distribution between $`\pm T/\sqrt{2}`$ for a particular choice of $`p`$. The optimal decoherence rate $`p_u`$ can be obtained by calculating the total variational distance between the actual and uniform distributions,

$`\nu (p,T)`$ $``$ $`P(x,p,T)P_u(T)_{\text{tv}}`$ (5)
$``$ $`{\displaystyle \underset{x}{}}|P(x,p,T)P_u(T)|,`$
where $`P(x,p,T)`$ is the probability of finding the particle at position $`x`$ after $`T`$ time steps, regardless of coin state, and $`P_u(T)=\sqrt{2}/T`$ for $`T/\sqrt{2}xT/\sqrt{2}`$ and zero otherwise. Figure 3 shows $`\nu (p,T)`$ for $`T=200`$ with decoherence applied to the coin, particle and both at once.

Decoherence on both particle and coin produces the best uniform distribution, but at a cost of a lower decoherence rate, and sharper minimum, i. e., greater sensitivity to the value of $`p`$. Walks with decoherence only on the particle can tolerate more variation in the exact decoherence rate, while not achieving such a good uniform distribution. The optimum decoherence rate depends on the number of steps in the walk, we determined numerically that $`p_uT2.6`$ for decoherence on both and $`p_uT5`$ for decoherence on the particle only. These differences in the quality of the uniform distribution are independent of $`p`$ and $`T`$, and provide an order of magnitude (0.6 down to 0.06) improvement in $`\nu `$ over the pure quantum value. Decoherence just on the coin doesn’t enhance the uniformity of the distribution, as fig. 1 shows, there is a cusp at $`x=0`$. However, for finite $`T`$, there is still a useful window within which even coin only decoherence does not significantly degrade the linear spreading of the walk.

## V Decoherence on a cycle

If, instead of an infinite line, the quantum particle is allowed to walk on a cycle of size $`N`$ points, the appropriate quantity to measure the progress of the walk is the mixing time. We immediately have to modify the classical definition, because, unlike the classical random walk which mixes to a uniform distribution in the the long time limit, a unitary process such as that evolving the quantum walk does not mix to any limit at large times. We can instead define a time averaged particle distribution

$$\overline{P(x,p,T)}=\frac{1}{T}\underset{t=0}{\overset{T1}{}}P(x,p,t)$$
(6)
which does always mix for large enough times $`T`$ Aharanov et al. (2001). It is easy to sample from the distribution $`\overline{P(x,p,T)}`$: run the walk for some randomly chosen number of steps $`0<t<T`$ and measure the particle position at that time $`t`$. The mixing time is then defined as

$$M_ϵ=\mathrm{min}\left\{T|t>T:\overline{P(x,p,t)}P_u_{\text{tv}}<ϵ\right\}$$
(7)
where $`P_u`$ is the limiting (uniform) distribution over the cycle. The mixing time quantifies how long it takes for the time-averaged probability distribution of the particle position to reach its limiting value within a margin of small parameter $`ϵ>0`$.

The walk on a cycle is the simplest example of a walk on the Cayley graph of an Abelian group, and was historically the first to be treated analytically Aharanov et al. (2001). The dynamics of the walk on the cycle are the same as for the walk on a line, with the particle position taken mod($`N`$). Aharonov et al. Aharanov et al. (2001) proved an upper bound for the mixing time of $`O(N\mathrm{log}N)`$. The limiting distribution thus obtained depends on the choice of coin operator Tregenna et al. (2003), in sharp contrast to the classical walk, which always mixes to a uniform distribution. For the Hadamard coin used here, the odd-$`N`$ cycle mixes to the uniform distribution, but the even-$`N`$ cycle does not.

We numerically evaluated the mixing times for walks on cycles of sizes up to $`N80`$, both for pure states, and in the presence of the same types of decoherence as described in the previous section for the walk on a line. For odd-$`N`$ cycles with no decoherence, we find that $`M_ϵN/ϵ`$ as compared to the upper bound of $`M_ϵN\mathrm{log}N/ϵ`$ in ref. Aharanov et al. (2001). While we believe that the linear scaling with $`N`$ is the correct result, obtaining a tighter bound analytically is a tough task, because the time averaged probability distribution $`\overline{P(x,p,T)}`$ is a rather fluctuating quantity, especially for $`p=0`$, as is illustrated in fig. 4. In this figure, the quantity $`\overline{P(x,p,t)}P_u_{\text{tv}}`$ from eq. (7) is plotted against time. The time at which the curves last cross the horizontal line at $`ϵ=0.01`$ is the mixing time as plotted in fig. 5.

A different choice of $`ϵ`$ thus causes a jump in the value of $`M_ϵ`$ if it happens to touch the next peak in $`\overline{P(x,p,t)}P_u_{\text{tv}}`$.

### V.1 Even-$`N`$ cycles with decoherence

Under the action of a small amount of decoherence, the mixing time becomes shorter for all cases, typical results are shown in fig. 5. Also, decoherence causes the even-$`N`$ cycle to mix to the uniform distribution. The asymptotes in fig. 5 for $`N`$ even and decoherence on the coin only, for $`p<2/N`$, are well fitted by $`ϵpM_ϵN/4`$ for $`N`$ divisible by 2, and $`ϵpM_ϵN/16`$ for $`N`$ divisible by 4. For larger $`p`$, the mixing time tends to the classical value of $`N^2/16ϵ`$ \[note this is not $`\mathrm{log}(1/ϵ)`$ because we are calculating the average mixing time, eq. (7)\]. Although for $`N`$ divisible by 4, the (coin-decohered) mixing time shows a minimum below the classical value at $`p2/N`$, this mixing time is $`N^2/32ϵ`$, i. e., still quadratic in $`N`$. Thus, although noise on the coin causes the even-$`N`$ cycle to mix to the uniform distribution, it does not produce a significant speed up over the classical random walk.

For decoherence on the particle position, with $`p<16/N^2`$, $`ϵpM_ϵ1/(N/21)`$ for $`N`$ divisible by 2, and $`ϵpM_ϵ1/(N/4+3)`$ for $`N`$ divisible by 4. At $`p16/N^2`$, there is a minimum in the mixing time at a value roughly equal to the $`(N\pm 1)`$-cycle pure quantum mixing time, $`M_ϵ^{(\text{min})}\alpha N/ϵ`$ (with $`\alpha `$ a constant of order unity). The top three lines in fig. 5 show how decoherence pulls an even-$`N`$ cycle down to mix to the uniform distribution at the same rate as the neighboring odd-$`N`$ cycle. Decoherence on the particle position thus causes the even-$`N`$ cycle to mix to uniform in linear time for a suitable choice of decoherence rate $`p^{(\text{min})}16/N^2`$, independent of $`ϵ`$.

### V.2 Odd-$`N`$ cycles with decoherence

For all types of decoherence, the odd-$`N`$ cycle shows a minimum mixing time at a position somewhat earlier than the even-$`N`$ cycle, roughly $`p=2/N^2`$, but because of the oscillatory nature of $`\overline{P(x,p,T)}`$, the exact behavior is not a smooth function of $`p`$ or $`ϵ`$. As decoherence on the particle (or both) increases, the oscillations in $`\overline{P(x,p,T)}`$ are damped out. The lower set of lines on fig. 4 shows how both these features affect the mixing time. At $`p16/N^2`$, the mixing time passes smoothly through an inflexion and from then on behaves in a quantitatively similar manner to the adjacent-sized even-$`N`$ cycles, including scaling as $`M_ϵ^{(\text{min})}\alpha N/ϵ`$ at the inflexion. Thus for $`0p16/N^2`$ there is a region where the mixing time stays linear in $`N`$. Our overall conclusion is thus the same as for the walk on a line, there is a useful window within which decoherence enhances rather than degrades the quantum features of the walk.

## VI Hypercube decoherence

The hypercube (boolean $`N`$-cube) is also the Cayley graph of a group, and provides a step on the way to quantum walks on more complex structures. Since there are $`N`$ edges joining at each vertex, we need an $`N`$-dimensional coin to choose between the possible paths at each step. This opens up a correspondingly larger range of possible unitary operations to use for the coin toss, but a sensible choice is one which respects the symmetry of the underlying graph, and is as far from the identity as possible. For the hypercube, this is the Grover operator, whose elements expressed as an $`N\times N`$ matrix are defined as $`G_{jk}=2/N\delta _{jk}`$. We also choose a symmetric starting state for the coin with equal weights for all possible directions from the chosen starting node. The high degree of symmetry in the hypercube allows the quantum walk to be mapped to a walk on a line with a different coin toss operation at each point Moore and Russell (2001). While the mixing time for a quantum walk on a hypercube is somewhat worse than a classical random walk, Kempe Kempe (2002) proved that the hitting time to the opposite corner is polynomial, an exponential speed up over the classical walk.

Kempe discusses two types of hitting times, one-shot, where a measurement is made after a pre-determined number of steps, and concurrent, where the desired location is monitored continuously to see if the particle has arrived. In each case, the key parameter is the probability $`P_h`$ of finding the particle at the chosen location.

We calculated $`P_h`$ numerically and found that all forms of decoherence have a similar effect on $`P_h`$, see fig. 6, reducing the peaks and smoothing out the troughs. For the one-shot hitting time this is useful, raising $`P_h`$ in the trough to well above the classical value, so it is no longer necessary to know exactly when to measure. For $`p1/N`$, the height of the first peak scales as $`P_h(p)=P_h(0)\mathrm{exp}\{(N+\alpha )p\}`$, where $`0\alpha 2`$ depending on whether coin, particle or both are subject to decoherence. An exponential decrease in the presence of decoherence sounds about as bad as it could reasonably be, and for long times, of course, decoherence reduces the walk to classical behavior. However, the hitting times are short, only $`N\pi /2`$ steps, and $`p1/N`$ only lowers $`P_h`$ by a factor of $`1/e`$. For algorithmic purposes this is insignificant, only a factor of order unity and thus still exponentially better than classical. (Standard amplification techniques can be used to bring the hitting probability as close to one as desired.) Note also, that the size of the graph (measured in number of nodes) is exponential in $`N`$, so the decoherence has only a linear effect measured in terms of the size of the graph.

Continuous monitoring of the target location as in the concurrent hitting time is already a sort of controlled decoherence, note that the height of the initial peak at $`N\pi /2`$ steps is only about $`2/3`$ that of the one-shot hitting probability. No extra features are produced by the addition of unselective decoherence, but there is still a range of $`0<p1/N`$ within which the quantum speed up is preserved. Note that in both the one-shot and concurrent cases, $`p1/N`$ is a critical damping rate, smoothing out the second peak (shown at around 40 ($`3N\pi /2`$) steps in fig. 6).

## VII “Glued trees” walk

The graph used in Childs et al. Childs et al. (2002) is similar to the hypercube in that it can also be mapped to a walk on a line. It consists of two identical binary trees of depth $`N`$, glued at their branches by a randomly distributed set of edges (two per node so the degree of the graph is three except for the roots of the trees). They use a continuous time walk for their algorithm, but a discrete quantum walk using a three dimensional Grover coin operator has essentially similar properties Watrous ; Tregenna et al. (2003). The effects of decoherence are similar to the hypercube. The peak in the probability of finding the particle at the exit node occurs after $`2N+1`$ steps, and is around $`0.6`$ for a pure walk. Decoherence reduces this peak exponentially (in $`N`$) while spreading out the range of time steps over which the probability is significantly (exponentially) larger than the classical value.

## VIII Conclusions

One of the generic ways in which classical random walks are applied to algorithms is to sample an exponentially large problem space to estimate statistical properties of the system. Fast mixing times and uniform sampling are necessary properties of the random walk process for it to perform efficiently. This is the sense in which we propose that a small amount of decoherence in a walk on the line or the cycle is beneficial, producing more uniform distributions (line) and faster mixing to a uniform distribution (cycle).

On the hypercube and “glued trees” walks, the key quantum property exploited by the examples in the literature is the opposite of a uniform distribution, the ability of a quantum walk to continue its forward march through the graph despite the many possible “wrong turns” a classical random walk gets lost in. For the examples given, it is easy to determine a priori the best time to check for the particle having found the target node. But for more complex graphs this may not be easy to calculate, so having a wider window of opportunity to successfully detect the particle could be an advantage. Note that the concurrent hitting time is doing exactly this in a more precise way by monitoring the target node at every time step. For these type of walks, we don’t claim that decoherence gives a major advantage, only that it is not detrimental for small decoherence rates.

We have also found numerically that the walk on a cycle mixes in linear time (compared to the upper bound of $`O(N\mathrm{log}N)`$ proved in Aharanov et al. (2001)), and show why it is hard to prove a tighter bound analytically because the quantities involved are highly fluctuating.

Overall, these results are quite promising for the development of further quantum algorithms, and for the practical implementation of quantum computing. They are also encouraging for the experimental implementation of quantum walks as proposed in refs. Travaglione and Milburn (2002); Sanders et al. (2002); Dür et al. (2002). For the modest number of steps in the proposals, our results suggest a very reasonable range in which quantum effects can be observed experimentally. Finally, it is also an intriguingly counter-intuitive result in its own right, worthy of further study in the context of the transition from quantum to classical.

###### Acknowledgements.

We thank Peter Knight, Richard Maile, Will Flanagan, Julia Kempe, Todd Brun, Hilary Carteret, John Watrous and Dorit Aharonov for useful discussions. Work funded by the UK Engineering and Physical Sciences Research Council.


format: text

text:
# Gauge-invariant critical exponents for the Ginzburg-Landau model

## Abstract

The critical behavior of the Ginzburg-Landau model is described in a manifestly gauge-invariant manner. The gauge-invariant correlation-function exponent is computed to first order in the $`4d`$ and $`1/n`$-expansion, and found to agree with the ordinary exponent obtained in the covariant gauge, with the parameter $`\alpha =1d`$ in the gauge-fixing term $`(_\mu A_\mu )^2/2\alpha `$.

Despite being one of the most studied field-theoretic models in theoretical physics, the critical behavior of the Ginzburg-Landau model is still poorly understood due to nontrivial gauge properties. The model is defined by the Hamiltonian

$$=\left|(_\mu +ieA_\mu )\varphi \right|^2+m^2|\varphi |^2+\lambda |\varphi |^4+\frac{1}{4}F_{\mu \nu }^2+\frac{1}{2\alpha }(_\mu A_\mu )^2,$$
(1)
where $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu `$, with $`\mu ,\nu =1,\mathrm{}d`$, $`e`$ and $`m`$ are electric charge and mass, and $`\lambda `$ parametrizes the self-interaction. The last term with parameter $`\alpha `$ fixes the gauge. The phase transition occurs where $`m^2`$ changes sign. The complex field $`\varphi `$ plays the role of an order field which has a nonzero expectation value in the ordered phase.

Apart from the standard field-theoretic interpretation, the Ginzburg-Landau model can be equivalently understood as describing a random tangle of intertwined electric current loops of arbitrary length and shape GFCM ; leshouches . In the normal state, only a few current loops are present due to a finite line tension $`\theta `$. At the critical temperature $`T_\mathrm{c}`$, the tension vanishes and the current loops become infinitely long. An important characteristic of these geometrical objects is their fractal dimension $`D`$, which at $`T_\mathrm{c}`$ is related to Fisher’s critical exponent $`\eta `$, determining the anomalous dimension of the order field (see below). In the absence of gauge fields, this exponent manifests itself in the power behavior of the correlation function

$$G(xx^{})\varphi (x)\varphi ^{}(x^{})$$
(2)
at the critical point as being $`G(x)1/x^{d2+\eta _\varphi }`$. The free theory has $`G(x)1/x^{d2}`$, corresponding to $`\eta _\varphi =0`$. A nonzero value of the critical exponent $`\eta _\varphi `$ implies that the dimension of $`\varphi `$ deviates from the canonical, or engineering dimension $`(d2)/2`$.

For a particular value of the Ginzburg-Landau parameter $`\kappa _{\mathrm{GL}}`$, defined by the ratio $`\kappa _{\mathrm{GL}}^2e^2/\lambda `$, the Hamiltonian (1) is also a dual description of an ensemble of fluctuating vortex lines of arbitrary length and shape in superfluid helium GFCM , in which case $`\varphi `$ is a disorder field.

In this note, we wish to clarify the properties of this important exponent, which has been controversially discussed in the past, and very recently also in the context of quantum electrodynamics (QED)—the fermionic counterpart of the Ginzburg-Landau model (see Refs. \[FTV, ; Khveshchenko, ; Ye, ; GKR, \] and references therein). The poor understanding of this exponent is because in a gauge theory, the correlation function (2) depends on the gauge parameter $`\alpha `$ in Eq. (1). This has led to a severe theoretical puzzle. In ordinary local quantum field theories without gauge fields, one can prove that it must be greater or equal to zero. In contrast, renormalization group studies have always produced negative (albeit gauge-dependent) values, starting with the historic paper by Halperin, Lubensky, and Ma HLM . In gauge theories, the proof of a non-negative $`\eta `$ is not applicable due to the nonlocal nature of the gauge-invariant correlation function, as has been understood only recently Nog .

We first consider the model close to the upper critical dimension in $`d=4ϵ`$ dimensions, and extend the Hamiltonian (1) for later discussions to contain $`n/2`$ complex fields with an O($`n/2`$)-symmetric self-interaction.

A one-loop perturbative treatment of the Hamiltionian (1) yields the first term in the $`ϵ`$-expansion of the critical exponents. For the exponent $`\eta _\varphi `$, the well-known result is HLM ; Kang :

$$\eta _\varphi =\widehat{e}_{}^2\frac{\alpha 3}{8\pi ^2}=\frac{6}{n}(\alpha 3)ϵ,$$
(3)
where $`\widehat{e}_{}^2=48\pi ^2ϵ/n`$ is the value of the charge at the fixed point. For an infrared-stable fixed point to exist in the two-dimensional space spanned by $`e`$ and $`\lambda `$, $`n`$ must satisfy $`n>12(15+4\sqrt{15})365.9`$ to first order in the the $`ϵ`$-expansion. These results are for the massless model ($`m=0`$). To avoid infrared divergences, Feynman diagrams are evaluated at finite external momentum $`\kappa `$. Being the only scale available, $`\kappa `$ is used to remove the dimension from dimensionful parameters, for example, $`\widehat{e}^2=e^2\kappa ^{d4}`$. Most calculations reported in the literature are performed in the Landau gauge ($`\alpha =0`$) for which HLM  $`\eta _\varphi 18ϵ/n`$.

Since the correlation function (2) is not gauge-invariant, it is not a physical quantity. It is therefore not surprising to find that the critical exponent $`\eta _\varphi `$ depends on the gauge parameter $`\alpha `$. As long as the gauge is fixed by the last term in Eq. (1), the correlation function is nevertheless well-defined and, as, following Ref. \[Lawrie, \], can be verified explicitly to first order in $`ϵ`$, the critical exponents satisfy the usual scaling laws: $`\beta _\varphi =\frac{1}{2}\nu (d2+\eta _\varphi ),d\nu =\beta _\varphi (\delta _\varphi +1)`$, with $`\eta _\varphi `$ given in Eq. (3). Since the correlation length exponent $`\nu `$ is gauge-independent, $`\beta _\varphi `$ and $`\delta _\varphi `$ depend on $`\alpha `$. The exponents $`\beta _\varphi `$ and $`\delta _\varphi `$ specify the vanishing of the order parameter $`\varphi `$, respectively for $`TT_\mathrm{c}`$ from below and when an external field coupled linearly to $`\varphi `$ tends to zero.

A physical correlation function must be gauge-invariant, i.e., invariant under the combined transformations $`\varphi (x)\mathrm{exp}[\mathrm{i}e\mathrm{\Lambda }(x)]\varphi (x)`$, $`A_\mu (x)A_\mu (x)_\mu \mathrm{\Lambda }(x)`$. Such a correlation function is obtained by including a path-dependent Schwinger phase factor in Eq. (2), forming

$$𝖦(xx^{})\varphi (x)\varphi ^{}(x^{})\mathrm{e}^{\mathrm{i}e_x^x^{}d\overline{x}_\mu A_\mu (\overline{x})},$$
(4)
where the line integral extends from $`x`$ to $`x^{}`$, and the average, denoted by angle brackets, is taken with respect to the Hamiltonian (1). At the critical point, we now expect a power behavior $`𝖦(x)1/x^{d2+\eta _{\mathrm{GI}}}`$, where in contrast to $`\eta _\varphi `$, the exponent $`\eta _{\mathrm{GI}}`$ has no $`\alpha `$-dependence. The exponential in Eq. (4) can alternatively be written in terms of an external electric current line $`J_\mu (z)`$ as $`\mathrm{e}^{\mathrm{i}{\scriptscriptstyle \mathrm{d}^dzJ_\mu (z)A_\mu (z)}}`$, where $`J_\mu (z)=e_x^x^{}d\overline{x}_\mu \delta (z\overline{x})`$ is a delta function along the path from $`x`$ to $`x^{}`$ which satisfies the current conservation law $`_\mu J_\mu (z)=e\delta (zx)e\delta (zx^{})`$, with a current source at $`x`$ and a sink at $`x^{}`$. In Refs. \[KS, ; KKS, \], the gauge-invariant correlation function (4), with its external current line, was studied in $`d=3`$ and found to behave differently in the normal and superconductive state. In the normal state, where the line tension $`\theta `$ of the current line was shown to be finite, this correlation function decreases exponentially for large separation, $`𝖦(r)\mathrm{e}^{\theta r}`$, with $`r_\mu =x_\mu ^{}x_\mu `$ being the distance vector. In the superconductive state, on the other hand, the line tension vanishes and the correlation function was found to behave instead as $`𝖦(r)\mathrm{exp}(e^2\lambda _\mathrm{L}^2/4\pi r)`$, with $`\lambda _\mathrm{L}`$ being the London penetration depth. Rather than tending to zero, the correlation function now reaches a finite value for large separation. The finite expectation value at infinite separation signals that the current lines have lost their line tension and have become infinitely long. In the correlation function (4) it manifests itself in an independence on the path over which the line integral is taken. Only the endpoints of the line connecting $`x`$ and $`x^{}`$ are physical. The exponent in the correlation function contains a Coulomb-like interaction between these endpoints. (Note that the combination $`e\lambda _\mathrm{L}`$ is independent of the electric charge.)

To compute the exponent $`\eta _{\mathrm{GI}}`$ to first order in the $`ϵ`$-expansion, the gauge-invariant correlation function (4) is expanded to order $`e^2`$. Then, using Wick’s theorem, three contibutions are obtained besides the lowest order

$$𝖦(r)=G+T_0+T_1+T_2,$$
(5)
containing respectively no, one and two Schwinger phase factors. The first contribution $`T_0`$ is given by the integral

$`e^2{\displaystyle \mathrm{d}^dz\mathrm{d}^dz^{}[G(xz)\underset{z_\mu }{\overset{}{}}G(z^{}x^{})\underset{z_\nu ^{}}{\overset{}{}}G(z^{}z)]D_{\mu \nu }(zz^{})}`$
where the right minus left derivatives $`\underset{z_\mu }{\overset{}{}}_{z_\mu }\underset{z_\mu }{\overset{}{}}`$ operate only within the square brackets, and $`D_{\mu \nu }`$ is the correlation function of the gauge field $`A_\mu `$ in (1), with the Fourier components

$$D_{\mu \nu }(q)=\frac{1}{q^2}\left[\delta _{\mu \nu }(1\alpha )\frac{q_\mu q_\nu }{q^2}\right].$$
(6)
In mometum space this yields

$`T_0=e^2{\displaystyle \frac{\mathrm{d}^dk}{(2\pi )^d}\frac{\mathrm{d}^dq}{(2\pi )^d}\frac{\mathrm{e}^{\mathrm{i}kr}}{k^4}\frac{\left(q+\frac{3}{2}k\right)_\mu \left(q+\frac{3}{2}k\right)_\nu }{(q+k/2)^2}D_{\mu \nu }(qk/2)}.`$
Since the fixed-point value of $`e^2`$ is of order $`ϵ`$ \[see below Eq. (3)\], the integrals can either be evaluated directly in $`d=4`$ or using dimensional regularization and taking the limit $`d4`$ at the end. Either way gives with logarithmic accuracy

$`T_0(r)=\widehat{e}^2{\displaystyle \frac{\alpha 3}{8\pi ^2}}{\displaystyle \frac{\mathrm{d}^dk}{(2\pi )^d}\frac{\mathrm{e}^{\mathrm{i}kr}}{k^2}\mathrm{ln}\frac{k}{\kappa }}=\widehat{e}^2{\displaystyle \frac{\alpha 3}{8\pi ^2}}G(r)\mathrm{ln}\kappa r.`$
Adding the free scalar correlation function $`G(r)`$, we obtain

$$G(r)+T_0(r)=G(r)\left[1\widehat{e}^2\frac{\alpha 3}{8\pi ^2}\mathrm{ln}\kappa r\right]G(r)r^{\widehat{e}^2(\alpha 3)/8\pi ^2},$$
(7)
which reproduces the old result (3).

The last term in Eq. (5),

$$T_2(r)=\frac{1}{2}G(r)\mathrm{d}^dz\mathrm{d}^dz^{}J_\mu (z)D_{\mu \nu }(zz^{})J_\nu (z^{}),$$
(8)
factorizes from the start in a scalar and gauge part, with the second factor—which plays a central role in the study of the gauge-invariant order parameter of the Ginzburg-Landau model KS ; KKS —denoting the Biot-Savart interaction between two segments of the external current line. Since the integrals in Eq. (8) are line integrals, their value depends on the path chosen. We choose as integration path the shortest path connecting the two endpoints, i.e., straight lines and write

$$T_2(r)=\frac{e^2}{2}G(r)_0^1dudu^{}r_\mu D_{\mu \nu }[(u^{}u)r]r_\nu ,$$
(9)
after the reparametrization $`\overline{x}_\mu =x_\mu +ur_\mu `$, $`\overline{x}_\mu ^{}=x_\mu +u^{}r_\mu `$, with a fixed distance vector $`r_\mu =x_\mu ^{}x_\nu `$ and $`0u,u^{}1`$. The integrals are easily evaluated following Ref. \[FTV, \], with the result

$$\frac{e^2}{(3d)(4d)}\frac{\mathrm{\Gamma }(d/21)}{4\pi ^{d/2}}\left[1\frac{1}{2}(1\alpha )(3d)\right]G(r)r^{4d},$$
(10)
which for $`d`$ near $`4`$ yields

$$T_2(r)=\widehat{e}^2\frac{3\alpha }{8\pi ^2}G(r)\left[\mathrm{ln}(\kappa r)+\frac{1}{ϵ}\right].$$
(11)
Due to the appearance of the logarithm multiplying $`G(r)`$, this gives the contribution

$$\eta _2=\widehat{e}_{}^2\frac{\alpha 3}{8\pi ^2}$$
(12)
to the Fisher exponent. When both contributions obtained so far are subtracted rather than added, one obtains a result (which happens to be zero) independent of $`\alpha `$. As first noted in the the context of QED Khveshchenko , this is because the combination $`\eta _\varphi \eta _2`$ characterizes the correlation function

$$\varphi (x)\varphi ^{}(x^{})\mathrm{exp}\left(\mathrm{i}e_x^x^{}d\overline{x}_\mu A_\mu (\overline{x})\right)^1,$$
(13)
which is gauge invariant.

Next, the third, or mixed term in Eq. (5), given by the integral

$$e\mathrm{d}^dz\mathrm{d}^dz^{}\left[G(xz)\underset{z_\mu }{\overset{}{}}G(zx^{})\right]J_\nu (z^{})D_{\mu \nu }(zz^{}),$$
(14)
is evalutated. We expect an $`\alpha `$-dependent contribution that precisely cancels the dependence on the gauge parameter found in Eqs. (3) and (12). To extract the term of the form $`G(r)\mathrm{ln}(r)`$, we use the approximation, cf. Ref. \[Khveshchenko, \],

$`T_1(r)`$ $``$ $`eG(r){\displaystyle \mathrm{d}^dz\mathrm{d}^dz^{}\left[_{z_\mu }G(zx^{})_{z_\mu }G(xz)\right]}`$ (15)
$`\times `$ $`J_\nu (z^{})D_{\mu \nu }(zz^{}),`$
valid with logarithmic accuracy. Both terms in the square brackets give the same contribution. Partially integrating this expression and using the identity $`_\mu \left(x_\mu x_\nu /x^4\right)=[(3d)/2]_\nu x^2`$ in $`d=4`$, we obtain

$`T_1(r)`$ $`=`$ $`e^2{\displaystyle \frac{\alpha }{2\pi ^2}}G(r){\displaystyle \mathrm{d}^dzG(zx^{})\frac{1}{(zx)^2}},`$ (16)
giving $`(\widehat{e}^2\alpha /4\pi ^2)G(r)\mathrm{ln}(\kappa r)`$ and thus a contribution to $`\eta `$

$`\eta _1=\widehat{e}_{}^2{\displaystyle \frac{\alpha }{4\pi ^2}}.`$ (17)
As expected, this contribution precisely cancels the $`\alpha `$-dependence in Eqs. (3) and (12). More specifically, we obtain for the manifesly gauge-invariant correlation function

$$\eta _{\mathrm{GI}}=\eta _\varphi +\eta _1+\eta _2=\widehat{e}_{}^2\frac{3}{4\pi ^2}=\frac{36}{n}ϵ.$$
(18)
This value for $`\eta _{\mathrm{GI}}`$ is twice that for $`\eta _\varphi `$ obtained in the Landau gauge $`(\alpha =0)`$. Both results coincide, however, when $`\alpha =3`$.

In the current loop description, the critical exponent $`\eta _{\mathrm{GI}}`$ determines the fractal dimension $`D`$ of the current lines via Hoveetal ; perco  $`D=2\eta _{\mathrm{GI}}`$. With $`\eta _{\mathrm{GI}}<0`$, the fractal dimension is larger than that of Brownian random walks for which $`D=2`$, implying that the current lines are self-seeking rather than self-avoiding, which makes them more crumpled than Brownian random walks. Although higher-order corrections may well change the sign of $`\eta _{\mathrm{GI}}`$, nothing in the context of the Ginzburg-Landau model forbids negative values KS ; Nog , provided $`\eta _{\mathrm{GI}}>2d`$, or $`D<d`$. In the limiting case $`D=d`$, the current lines would be completely crumpled and fill out all of space.

Instead of an $`ϵ`$-expansion, we may compute the gauge-invariant critical exponent $`\eta _{\mathrm{GI}}`$ nonperturbatively in the limit of a large number $`n`$ of field components. Then $`\eta `$ can be expanded in powers of $`1/n`$ for all $`2<d<4`$.

The leading contribution in $`1/n`$ generated by fluctuations in the gauge field is obtained by dressing its correlation function with arbitrary many bubble insertions, and summing the entire set of Feynman diagrams AppelHeinz . The resulting series is a simple geometrical one, which leads to the following change in the denominator of the prefactor in the correlation function (6):

$$q^2q^2+e^2\frac{n}{2}\frac{c(d)}{(d1)}q^{d2},$$
(19)
where the second term dominates the first one for small $`q`$ in $`2<d<4`$. In Eq. (19), $`c(d)`$ stands for the 1-loop integral

$$c(d)=\frac{\mathrm{d}^dk}{(2\pi )^d}\frac{1}{k^2(k+p)^2}|_{p^2=1}=\frac{\mathrm{\Gamma }(2d/2)\mathrm{\Gamma }^2(d/21)}{(4\pi )^{d/2}\mathrm{\Gamma }(d2)},$$
(20)
where analytic regularization is used to handle the ultraviolet divergences. To leading order in $`1/n`$ the value of $`\eta _\varphi `$ for $`2<d<4`$ reads Hikami ; VN

$$\eta _\varphi =\frac{2}{n}\frac{4d(d1)[4(d1)d\alpha ]}{(4\pi )^{d/2}c(d)\mathrm{\Gamma }(d/2+1)},$$
(21)
which depends on the gauge parameter $`\alpha `$. For $`d=4ϵ`$, this result reduces to Eq. (3) obtained to first order in the $`ϵ`$-expansion. The gauge dependence of $`\eta _\varphi `$ is not always obvious from the results quoted in the literature as often a specific gauge is chosen from the start, for example, the Landau gauge HLM , where $`\eta _\varphi 40/\pi ^2n`$ for $`d=3`$.

The term (8) with the modified gauge-field correlation function can be evaluated as before. To extract the dependence on $`\mathrm{ln}(r)`$ it proves useful to replace $`q^{d2}`$ with $`q^{d2+\delta }`$ in Eq. (19), so that the gauge-field correlation function in the large-$`n`$ limit becomes

$$D_{\mu \nu }(q)=\frac{2}{ne^2}\frac{d1}{c(d)}\frac{1}{q^{d2+\delta }}\left[\delta _{\mu \nu }(1\alpha )\frac{q_\mu q_\nu }{q^2}\right],$$
(22)
and to let $`\delta 0`$ at the end. This leads to

$$T_2(r)=\frac{1}{n}\frac{8(d1)}{(4\pi )^{d/2}c(d)\mathrm{\Gamma }(d/21)}\left(1+\frac{1\alpha }{d2}\right)G(r)\frac{r^\delta }{\delta },$$
(23)
with $`r^\delta /\delta 1/\delta +\mathrm{ln}(r)`$, and

$$\eta _2=\frac{4}{n}\frac{(d1)(d1\alpha )}{(4\pi )^{d/2}c(d)\mathrm{\Gamma }(d/2)}.$$
(24)
As a check note that, when subtracted from $`\eta _\varphi `$ given in Eq. (21), this yields an $`\alpha `$-independent result characterizing the gauge-invariant correlation function (13),

$$\eta _\varphi \eta _2=\frac{1}{n}\frac{16}{(4\pi )^{d/2}c(d)\mathrm{\Gamma }(d/22)}.$$
(25)
This expression is negative for all $`2<d<4`$. Specifically, $`\eta _\varphi \eta _2=8/\pi ^2n`$ for $`d=3`$ and $`4ϵ^2/n+𝒪(ϵ^3)`$ for $`d=4ϵ`$.

To calculate the mixed term (14), the gauge-field correlation is needed in coordinate space. Fourier transforming Eq. (22), we arrive at

$`D_{\mu \nu }(x)`$ $`=`$ $`{\displaystyle \frac{2}{ne^2}}{\displaystyle \frac{d1}{c(d)}}{\displaystyle \frac{4}{(4\pi )^{d/2}\mathrm{\Gamma }(d/2)}}{\displaystyle \frac{1}{x^{2\delta }}}`$ (26)
$`\times `$ $`\left[{\displaystyle \frac{1}{2}}(d3+\alpha )\delta _{\mu \nu }+(1\alpha ){\displaystyle \frac{x_\mu x_\nu }{x^2}}\right].`$
Proceeding as before, we obtain

$`T_1(r)`$ $`=`$ $`{\displaystyle \frac{\alpha }{n}}{\displaystyle \frac{16(d1)}{(4\pi )^{d/2}c(d)\mathrm{\Gamma }(d/21)}}G(r)`$
$`\times `$ $`{\displaystyle \mathrm{d}^dzG(zx^{})\frac{1}{(zx)^{2\delta }}}=\eta _1G(r)\mathrm{ln}(r),`$
with

$`\eta _1={\displaystyle \frac{\alpha }{n}}{\displaystyle \frac{8(d1)}{(4\pi )^{d/2}c(d)\mathrm{\Gamma }(d/2)}},`$ (28)
which, being proportional to $`\alpha `$, should cancel the $`\alpha `$-dependence in $`\eta _\varphi `$ and $`\eta _2`$. And indeed, as grand total we find a result

$`\eta _{\mathrm{GI}}=\eta _\varphi +\eta _1+\eta _2={\displaystyle \frac{4}{n}}{\displaystyle \frac{(d^2+2d6)\mathrm{\Gamma }(d2)}{\mathrm{\Gamma }(2d/2)\mathrm{\Gamma }^2(d/21)\mathrm{\Gamma }(d/2)}}`$ (29)
which is independent of the gauge parameter $`\alpha `$. Remarkably, for the $`d`$-dependent gauge choice (of which our $`\alpha =3`$ found in the $`ϵ`$-expansion is a special case) the $`\eta _\varphi `$ of Eq. (21) coincides with $`\eta _{\mathrm{GI}}`$ to this order in $`1/n`$. With this gauge choice, the trace of the gauge-field correlation function vanishes, $`D_{\mu \mu }(q)=0`$. Since this observation does not depend on the matter part of the theory, we expect it to hold also in QED. And indeed, the values Khveshchenko ; Ye  for the the two $`\eta `$ exponents obtained in first order in $`1/n`$ in $`d=3`$ and also in the $`ϵ`$-expansion coincide when $`\alpha =1d`$. Although higher-order corrections might change this simple relation between the two exponents, we speculate that in first order the gauge choice $`\alpha =1d`$ provides a shortcut for obtaining the gauge-invariant result of other quantities such as the effective potential and mass renormalization.

The expression (29) is negative for all $`2<d<4`$, with $`\eta _{\mathrm{GI}}=72/\pi ^2n`$ for $`d=3`$ and $`36ϵ/n+𝒪(ϵ^2)`$ for $`d=4ϵ`$. The latter result is in accord with Eq. (18) obtained in perturbation theory. We repeat that in the context of the Ginzburg-Landau model, negative values are allowed, provided $`\eta _{\mathrm{GI}}>2d`$, so that the fractal dimension $`D=2\eta _{\mathrm{GI}}`$ of the current lines is smaller than the dimension of the embedding space. A negative value merely indicates that the current lines are self-seeking rather than self-avoiding.

We thank F. Nogueira for many discussions and for pointing out Ref. \[FTV, \] which instigated us to finish this paper whose skeleton was written more than three years ago.

One of us (A.M.J.S.) is indebted to M. Krusius for kind hospitality at the Low Temperature Laboratory in Helsinki and for funding by the European Union program Improving Human Research Potential (ULTI III).


text:
# Fluctuations in a fluid with a thermal gradient

## Abstract

We report measurements of the temperature fluctuations in a horizontal layer of a pure fluid confined between parallel plates and heated from below. Consistent with earlier work we found that the structure factor $`S_T(q)`$ (the square of the modulus of the Fourier transform of the temperature field) was consistent with $`S_T(q)q^4`$ for large horizontal wavenumbers $`q`$. As $`q`$ decreased, $`S(q)`$ increased less rapidly, passed through a maximum, and then approached zero. The results agree qualitatively, but not quantitatively, with the predictions of Ortiz de Zárate and Sengers.

The enhancement of fluctuations in a fluid due to non-equilibrium conditions has long been an important topic in statistical mechanics. Even for the more specific case of a fluid with a thermal gradient this problem has a considerable history.  For large wavenumbers $`q`$ perpendicular to the gradient it was shown two decades ago that the structure factor $`S(q)`$ (proportional to the square of the modulus of the Fourier transform of density fluctuations) should vary as $`q^4`$.  This was confirmed experimentally by small-angle light scattering.  It was soon realized theoretically that the small-$`q`$ divergence saturates at a constant value as $`q`$ vanishes because of gravity.  This saturation effect was indeed observed by light scattering at very small angles from binary mixtures where concentration fluctuations are expected to play a role similar to temperature fluctuations in a pure fluid and give a much stronger signal.  For a sample confined between parallel plates an additional saturation effect is expected to come into play because fluctuations orthogonal to the plates are cut off by the finite plate spacing $`d`$. . With decreasing $`q`$ this latter effect is expected to lead to a maximum of $`S(q)`$ , with a subsequent small-$`q`$ regime where $`S(q)q^2`$. However, to our knowledge this maximum and the decrease at even smaller $`q`$ was not accessible to prior experiments. Very recently Ortiz de Zárate and Sengers (OZS)  calculated quantitatively the shape of $`S(q)`$ over the entire range of $`q`$ for realistic no-slip top and bottom boundary conditions, using the linearized Boussinesq equations of fluid mechanics  and a low-order Galerkin approximation for the fluctuations in the vertical direction.

Here we report measurements of $`S_T(q)`$ of temperature fluctuations which are related to $`S(q)`$ by a thermodynamic factor. We covered the range $`1q6.5`$ where $`q=2\pi /\lambda `$ with $`\lambda `$ the horizontal wavelength of the fluctuations in units of $`d`$. We used a shadowgraph method and a thin horizontal layer of fluid heated from below. The sample was compressed SF6 on the critical isochore above the critical temperature $`T_c=45.567^{}`$C where fluctuation effects become exceptionally large, and where the shadowgraph method becomes very sensitive because the refractive index $`n`$ has a large temperature dependence $`(n/T)_P`$. We found that $`S_T(q)`$ had the expected maximum in the range $`3q4`$, and that it decreased for larger $`q`$ in a way consistent with $`S_T(q)q^4`$ as predicted and previously observed. Below the maximum $`S_T(q)`$ tended toward zero with decreasing $`q`$ in a manner consistent with the $`q^2`$ dependence predicted by OZS. Although our results agree qualitatively with the prediction  by OZS, the agreement is not quantitative. The reason for the difference between theory and experiment is not clear at present. On the one hand it might be found in the fact that the calculation is based on a low-order Galerkin approximation. On the other, it could be due to nonlinear interactions between the fluctuations and the use of linearized equations of motion in the theory.

The apparatus was described in detail elsewhere.  The top and bottom plates of the cell each consisted of a 0.318 cm thick sapphire plate with a diameter of 10 cm.  A silver layer of thickness 0.9 $`\mu `$m was evaporated on the top surface of the bottom plate to provide a mirror for the shadowgraph. An aluminum plate of equal size containing thermistors and a film heater was pressed from below against the bottom sapphire. The separation $`d`$ between the sapphire plates was fixed by a porous paper ring with an inner (outer) diameter of 2.5 (3.3) cm. It was measured interferometrically  to be $`d=34.3\mu `$m. Inspection with an expanded laser beam revealed circular Newton rings with their centers close to the center of the paper ring. The actual area sampled by the shadowgraph was near the center of the Newton rings where convection rolls first appeared when $`\mathrm{\Delta }T`$ was increased above the onset at $`\mathrm{\Delta }T_c`$, and had a size of $`1.3\times 1.3`$ mm. Assuming a parabolic profile of the bowing of the top/bottom plates, we estimate that $`d`$ was uniform to $`\pm 0.017\mu `$m or 0.05 % over the sampled area. About half the temperature difference across the cell was across the SF6 layer. The measured $`\mathrm{\Delta }T`$ was corrected accordingly. This introduced a systematic uncertainty of $`\mathrm{\Delta }T`$ of about 10%. Whereas this primarily leads to an overall factor of order unity in the comparison with theory, it makes a sufficiently accurate a priori adjustment of the mean sample temperature $`\overline{T}`$ to the value $`\overline{T}(\rho _c)`$ on the critical isochore difficult. Thus we determined $`\overline{T}(\rho _c)`$ experimentally. Figure 1 illustrates the phase diagram near the critical point in the $`T\rho `$ plane. The pressure was held constant within 0.0005 bar at $`38.325`$ bars, corresponding to the solid line. In order to find $`\overline{T}(\rho _c)`$, the fluctuation power $`P_I`$ at constant $`\mathrm{\Delta }T`$ was measured as a function of $`\overline{T}`$ by the shadowgraph method. The value of $`\overline{T}`$ at which $`P_I`$ had a maximum was taken to correspond to $`\overline{T}(\rho _c)`$. Later, when $`\mathrm{\Delta }T`$ was changed in the experiment, $`\overline{T}`$ was held constant at $`\overline{T}(\rho _c)`$. Thus the imposed $`\mathrm{\Delta }T`$ caused the sample density to vary vertically between the hot and cold plates as illustrated by the heavy solid line in the figure.

The shadowgraph apparatus was a modified version of one described before.  We used a digital camera with 12 bit resolution.  The light source was a light emitting diode  behind a nominally $`15\mu `$m diameter pinhole. A collimating lens with focal length $`f=5`$ cm was used. The shadowgraph transfer function $`𝒯(q,z_1)`$ was measured by determining the fluctuation intensity at constant $`q`$ as a function of the optical distance $`z_1`$ . We typically took $`N=1000`$ uncorrelated images $`\stackrel{~}{I}_i`$ of size $`272\times 272`$ pixels at a given $`\mathrm{\Delta }T`$ and used their average $`I_0`$ as a reference to compute the signal $`I_i=\stackrel{~}{I}_i/I_01`$. The square of the modulus of the Fourier transform $`S_i(𝐪,\mathrm{\Delta }T)`$ of $`I_i`$ was used to calculate the structure factor $`S_{T,i}(𝐪,\mathrm{\Delta }T)`$ of the temperature field of each image.  The average $`S_T(𝐪,\mathrm{\Delta }T)`$ of $`S_{T,i}(𝐪,\mathrm{\Delta }T)`$ over all $`N`$ images was used to compute the azimuthal integral $`S_T(q,\mathrm{\Delta }T)`$.

For $`\mathrm{\Delta }T=0`$ the experimentally determined $`S_T(q,0)`$ was dominated by instrumental noise. Thus we derived the difference $`\delta S_T(q,\mathrm{\Delta }T)=S_T(q,\mathrm{\Delta }T)S_T(q,0)`$. It follows from the work of OZS that this quantity is given by

$$\delta S_T(q,\mathrm{\Delta }T)=S_E^T\stackrel{~}{S}_{NE}^0\stackrel{~}{S}_{NE}^R(q).$$
(1)
The factor $`S_E^T`$ gives the strength of the temperature fluctuations in the equilibrium system and should not depend on $`q`$ or $`\mathrm{\Delta }T`$. It contains a number of thermodynamic parameters and Boltzmann’s constant. Its estimate from known thermodynamic data is not highly accurate, and we chose to treat it as an adjustable scale factor. According to OZS the strength of the nonequilibrium enhancement is given by

$$\stackrel{~}{S}_{NE}^0=\sigma R+\frac{(C_P/T)d^2\mathrm{\Delta }T^2}{D_T^2}.$$
(2)
Here $`C_P`$ is the heat capacity at constant pressure and $`T`$ the absolute temperature. The parameter $`\sigma =\nu /D_T`$, with $`\nu `$ equal to the kinematic viscosity and $`D_T`$ equal to the thermal diffusivity, is the Prandtl number and $`R=\alpha _Pgd^3\mathrm{\Delta }T/(\nu D_T)`$, with $`\alpha _P`$ equal to the isobaric thermal expansion coefficient and $`g`$ the acceleration of gravity, is the Rayleigh number. Within the low-order Galerkin approximation used by OZS the dependence of the nonequilibrium enhancement on the horizontal wavenumber $`q`$ is given by

$$\stackrel{~}{S}_{NE}^R(q)=(d/36)\mathrm{\Lambda }_0^R(q)$$
(3)
with

$$\mathrm{\Lambda }_0^R(q)=(30/d)𝒜/,$$
(4)
$$𝒜=\frac{27q^2}{28(q^2+10)[(q^2+12)^2+360]27q^2R},$$
(5)
and

$$=\sigma +\frac{(q^2+10)(q^2+12)}{(q^2+12)^2+360}.$$
(6)
In Fig. 2 we show experimental results for $`\delta S_T(q,\mathrm{\Delta }T)`$ for several $`\mathrm{\Delta }T`$. Note that all of the $`\mathrm{\Delta }T`$ are well below the value for the onset of convection $`\mathrm{\Delta }T_c=0.440^{}`$C. At large $`q`$ the data show the rapid decrease with increasing $`q`$ which corresponds to $`\delta S_T(q,\mathrm{\Delta }T)q^4`$ and which had been observed by light scattering. As $`q`$ decreased, the $`q^4`$ dependence saturated because fluctuations in the vertical direction were inhibited by the boundaries. At even smaller $`q`$ the structure factor had a maximum and, with decreasing $`q`$, vanished. This latter region had not been observed before in experiment, but was predicted by OZS. The maximum of $`\delta S_T(q,\mathrm{\Delta }T)`$ occurred at a value of $`q`$ which corresponds roughly to the inverse of twice the plate spacing. All the qualitative features are consistent with the theoretical prediction.

At a quantitative level the agreement with theory is not perfect. We fitted the prediction Eq. 1 to the data, adjusting $`S_E^T`$ separately for each $`\mathrm{\Delta }T`$. The results are given by the solid lines through the data sets in Fig. 2. Clearly the theoretical curves are much wider than the data suggest. On the other hand, the results for $`S_E^T`$ were only mildly dependent on $`\mathrm{\Delta }T`$, suggesting that the dependence on $`\mathrm{\Delta }T`$ contained in Eq. 2 is about right.

In order to obtain a better fit, we introduced two empirical $`\mathrm{\Delta }T`$-dependent adjustable parameters in addition to the overall scale factor $`S_E^T`$. First, we allowed an adjustment of the length scale in Eqs. 5 and 6 by replacing $`q`$ with $`f_qq`$ and least-squares adjusting $`f_q`$. This has the potential to expand/contract the curves horizontally along the $`q`$-axis. Initially this was done to accomodate a possible experimental uncertainty in $`d`$ which enters into computing $`q`$. However, this uncertainty allows only values in the range $`f_q=1\pm 0.03`$ and is independent of $`\mathrm{\Delta }T`$. The second adjustment was made in the effective value of $`R`$ because this parameter influences the widths of the curves, i.e. we replaced $`R`$ with an adjustable $`\stackrel{~}{R}`$ in Eqs. 2 and 5.  We show the resulting fits in Fig. 3. To better reveal the behavior at large and small $`q`$, the same results are shown on double logarithmic scales in Fig. 4. We note that the fits of these empirically modified theoretical predictions are excellent for all three $`\mathrm{\Delta }T`$. From Fig. 4 we also see that the data agree well with the predicted $`q^4`$ and $`q^2`$ dependence at large and small $`q`$ respectively.

In Fig. 5 we show the results for $`\stackrel{~}{R}`$ divided by the result for $`R_c`$ given by the Galerkin calculation of OZS, i.e. by $`R_c=1750`$. This parameter primarily influences the width of $`\delta S_T(q)`$. Also shown, as a solid line, is $`R/R_c=\mathrm{\Delta }T/\mathrm{\Delta }T_c`$ based on the experimentally determined $`\mathrm{\Delta }T_c=0.440^{}`$C. According to the theory the two should be equal. As $`\mathrm{\Delta }T`$ approaches $`\mathrm{\Delta }T_c=0.44^{}`$C, the fitted values of $`\stackrel{~}{R}/R_c`$ approach the expected value $`R/R_c=1`$, but at smaller $`\mathrm{\Delta }T_c`$ there is a large disagreement over a wide range.

Figure 6 shows the length-scale parameter $`f_q`$. It is less than the predicted value of unity over the entire range of the experiment. It can reasonably be extrapolated to $`f_q=0.97`$ at $`\mathrm{\Delta }T=\mathrm{\Delta }T_c=0.440^{}`$C. Within experimental uncertainty this is consistent with $`f_q(R_c)=1`$.

Finally, in Fig. 7 we present the results for $`S_E^T`$ which control the overall size of $`\delta S_T(q)`$. According to the theory this quantity should be independent of $`\mathrm{\Delta }T`$. The experimental results are indeed reasonably constant.

In this Letter we presented experimental results for the non-equilibrium contribution $`\delta S_T(q,\mathrm{\Delta }T)`$ to the structure factor of a horizontal layer of fluid confined between parallel plates and heated from below. We found that the results have the qualitative features of the predictions of OZS. In particular, at large and small $`q`$ we found the data to be consistent with $`\delta S_Tq^4`$ and $`\delta S_Tq^2`$ respectively, with a maximum of $`\delta S_T(q)`$ at an intermediate value of $`q`$ comparable to that given by the inverse plate spacing. To our knowledge the maximum, due to the confinement, and the $`q^2`$ dependence at small $`q`$ had not been observed before in experiments. A detailed comparison of the shape of $`\delta S_T(q)`$ reveals quantitative differences between experiment and theory. In order to obtain a fit to the data, we introduced two empirical parameters. One of them, an effective Rayleigh number $`\stackrel{~}{R}`$, modifies the width of the curves. As shown in Fig. 5, $`\stackrel{~}{R}`$ differs from $`R`$ over the entire range of $`\mathrm{\Delta }T`$, with the difference largest at small $`\mathrm{\Delta }T`$. The other, $`f_q`$, modifies the characteristic length scale. As seen in Fig. 6, it also differs from the prediction $`f_q=1`$ over the entire range, again with the largest difference at small $`\mathrm{\Delta }T`$.

At this point we can only try to speculate about the reason for the difference between theory and experiment. Two possibilities come to mind. On the one hand, the low-order Galerkin approximation which was used may be inadequate. This could be tested by (numerical rather than analytic) higher order calculations. On the other, the neglect of nonlinear terms in the deterministic equations of motion may not be appropriate for the conditions of the experiment. However, in that case we would have expected the disagreement between experiment and theory to diminish as $`\mathrm{\Delta }T`$ decreased. As seen in Figs. 5 and 6, just the opposite is the case.

We are grateful to Jose Ortiz de Zaráte and to Jan Sengers for stimulating discussions and for providing us with a preprint of their work. This work was supported by the US National Science Foundation through Grant No. DMR00-71328 .


text:
# Questions and Remarks About Clans in Multiparticle Dynamics

## 1 Introduction

As well known, the concept of clan has been introduced in the eighties  in order to interpret the occurrence of the approximate NB (Pascal) regularity in final charged particles multiplicity distributions (MD’s) of the full sample of events both in full phase space and in restricted rapidity intervals in all classes of collisions in the GeV region.

Clans were defined as group of particles of common ancestor with at least one particle per clan; by assumption no correlations exist among clans. Accordingly, the production process was understood as a two-step process: to independently produced clans in the first step (they are Poissonianly distributed), it follows a second step in which each clan decays into final particles with a logarithmic distribution. The average number of clans, $`\overline{N}`$, in rapidity intervals at fixed c.m. energy and at various c.m. energies, as well as the average number of particles per clan, $`\overline{n}_c`$, characterised fully the multiplicity distribution properties in various classes of high energy collisions. These two parameters are linked to standard NB (Pascal) distribution parameters $`\overline{n}`$ (the average charged multiplicity) and $`k`$ ($`1/k=D^2/\overline{n}^21/\overline{n}`$, $`D`$ being the dispersion of the MD) by two non-trivial relations

$$\overline{N}=k\mathrm{ln}\left(1+\frac{\overline{n}}{k}\right)\text{and}\overline{n}_c=\frac{\overline{n}}{\overline{N}}.$$
(1)
We learned , within the just recalled elementary interpretation, that $`\overline{N}`$ in $`e^+e^{}`$ annihilation is larger at the same c.m. energy than in hadron-hadron collisions, and that $`\overline{n}_c`$ is much smaller in the former than in the latter case. In deep inelastic scattering (DIS), the situation turned out to be intermediate between the previous two: $`\overline{N}`$ behaves as in hadron-hadron collisions but $`\overline{n}_c`$ as in $`e^+e^{}`$ annihilation. In addition, in all classes of collisions, clans are larger (they contain more particles) in central rapidity intervals than in peripheral ones.

These remarkable properties of clans were obtained in a quite simple framework and suggested an interesting clan picture at parton level by using generalised local parton-hadron duality (GLPHD) . It was found that partonic clans behave as bremsstrahlung gluon jets originated by the initial quark (the dominant vertex in $`e^+e^{}`$ annihilation is $`qq+g`$) and are generated very probably at quite low virtualities (this consideration explains the high number of clans and the relatively low population of partons \[particles\] per clan in this case). This interpretation should be compared with what happens very reasonably in the same picture in hadron-hadron collisions, where bremsstrahlung gluon jets are thought to be generated at quite high virtualities and to have a lot of virtuality space for generating larger partonic cascades (the process is dominated here by the gluon self-interaction vertex and stronger colour exchanges).

More accurate analyses of final charged particles MD’s at higher energies (at LEP , UA5 ) revealed violations of the regularity. A shoulder was seen in the MD’s both in full phase space and in rapidity intervals in $`e^+e^{}`$ annihilation and $`hh`$ collisions, which were not described by a single NB(Pascal)MD. The death of the regularity was celebrated as an expected and sound fact. Experimental complexity was winning over theoretical simplicity.

A different school of thought pointed out that the NB (Pascal) regularity was not dead in multiparticle dynamics, but simply that it was working at a more fundamental level of investigation, i.e., at the level of different substructures characterising various classes of collisions . The violation of NB (Pascal) regularity in the full sample of events in a high energy collision was considered as the indication of the existence of substructures (or different classes of events), and the suggestion was to explore the validity of the regularity in these substructures. It was shown  that the regularity was surviving in the separate 2- and 3-jet samples of events in $`e^+e^{}`$ annihilation and, presumably, in soft and semi-hard components in $`hh`$ collisions.

It turns out in fact that the weighted superposition of the mentioned substructures, each described by a NB(Pascal) MD, reproduces approximately three observed behaviours in final charged particles MD’s in both classes of collisions: the first one is the mentioned shoulder effect in $`P_n`$ vs $`n`$ ($`P_n`$ is the MD) ; the second one are $`n`$-oscillations in $`H_n=K_n/F_n`$ vs $`n`$  ($`F_n`$ are factorial moments, $`K_n`$ cumulant moments), and the third one is the general behaviour of the forward-backward multiplicity correlation strength .

The fact that three important effects on which QCD has not yet satisfactory predictions (the only claim is the onset of the hard gluon vertex) and which can be interpreted in terms of the same cause, i.e., the validity of the NB (Pascal) regularity at a more elementary level of investigation than initially thought, raises intriguing questions on clan properties in all classes of collisions, the main one being: are clans observable, or is clan concept a purely statistical one like cluster expansion in statistical mechanics? In order to approach the problem, we decided to proceed by asking ourselves the following preliminary questions.

* Are clans massive objects?
* If clans are massive, are clan masses different in different classes of events (or substructures) in a given collision?
* If clans are massive, what about clan masses in different classes of collisions?

## 2 First question.

A quantitative answer to the first question has been given by A.Bialas and A. Szczerba ; it was stimulated by the observed qualitative properties of clan structure analysis when applied to multiplicity distributions in rapidity intervals in hadron hadron collisions for the full sample of events collected by UA5 Collaboration. Here as discussed previously, the charged particle multiplicity distributions in rapidity intervals are of course of NB (Pascal) type, $`P_n^{\text{NB}}(k,\overline{n})`$, with $`k`$ and $`\overline{n}`$ increasing with rapidity and with particles generated by each independently produced clan according to a logarithmic distribution, $`P_n^\text{L}(\beta )`$, with $`\beta =\overline{n}/(\overline{n}+k)`$.

Two assumptions were at the basis of the mentioned generalisation of standard clan structure analysis to rapidity intervals: they concern the distributions of clans in rapidity and the angular distribution in clan decay respectively.

As previously mentioned, clans are Poissonianly distributed and independently emitted in bremsstrahlung-like fashion. Using energy and (longitudinal) momentum conservation, the single-clan (pseudo)-rapidity density has been written  as

$$\frac{dN}{dy}=\lambda (1x_+)^\lambda (1x_{})^\lambda $$
(2)
with

$$x_\pm \frac{m}{\sqrt{s}}e^{\pm y},$$
(3)
where $`m`$ is the (average) transverse mass of the clan ($`m_T=\sqrt{m^2+p_T^2}`$, it will be called $`m`$ in following), $`\lambda `$ is a parameter closely related to the plateau height, that is, to the average number of clans per unit (pseudo)-rapidity $`y`$, and $`\sqrt{s}`$ is the c.m. energy. Notice that Eq. (2) limits clan emission to the interval $`|y|<\mathrm{ln}(\sqrt{s}/m)`$.

Assuming furthermore that each clan produces particles according to a logarithmic MD, whose generating function is

$$g_{\text{log}}(z)\underset{n=1}{\overset{\mathrm{}}{}}z^nP_n^\text{L}(\beta )=\frac{\mathrm{ln}(1z\beta )}{\mathrm{ln}(1\beta )},$$
(4)
with the average multiplicity per clan, $`\overline{n}_c`$, given by

$$\overline{n}_c=\frac{\beta }{(\beta 1)\mathrm{ln}(1\beta )},$$
(5)
then the generating function for the MD in the (pseudo)-rapidity interval $`\mathrm{\Delta }\eta `$ turns out to be

$$G(z;\mathrm{\Delta }\eta )=\mathrm{exp}\left\{\frac{dN}{dy}\frac{\mathrm{ln}\left[1\frac{\beta }{1\beta }p(y;\mathrm{\Delta }\eta )(z1)\right]}{\mathrm{ln}(1\beta )}𝑑y\right\};$$
(6)
$`p(y;\mathrm{\Delta }\eta )`$ is the fraction of particles, produced by a clan of (pseudo)-rapidity $`y`$, falling within $`\mathrm{\Delta }\eta `$; it was also assumed that for a fixed clan multiplicity the MD of particles falling within $`\mathrm{\Delta }\eta `$ is binomial, i.e., particles emitted by each clan are emitted independently from each other. The integration is over the full range allowed by the kinematical limits of Eq. (2). The Authors of Ref.  assumed further, for the probability density function within a clan to produce a particle at $`\eta `$, given that the clan is at $`y`$, a form based on the hypothesis of isotropic decay:

$$\varphi (\eta ;y)=\left[2\omega \mathrm{cosh}^2\left(\frac{\eta y}{\omega }\right)\right]^1$$
(7)
($`\omega =1`$ gives isotropic decay if $`\eta `$ is pseudo-rapidity; the width of the distribution is proportional to $`\omega `$) and thus computed

$$p(y;\mathrm{\Delta }\eta )=_{\mathrm{\Delta }\eta }\varphi (\eta ;y)𝑑\eta .$$
(8)
There are, in summary, 4 free parameters to be used to fit the experimental data: $`\beta `$, $`\lambda `$, $`\omega `$ and $`m`$.

Experimental data on $`p\overline{p}`$ collisions at 546 GeV are approximately reproduced with the following choice of the parameters in the generalised model of Ref.

$$\lambda =0.855,m=3.15,\omega =1.45,\beta =0.90.$$
(9)
The obtained multiplicity distribution is not indeed of NB type except in full phase space (deviations are significant for $`n<3`$, and in $`k`$ parameter rapidity dependence at the border of phase space). A later analysis of these data  has shown indeed that a shoulder effect occurs in the multiplicity distribution and that one should try to explain observed data in $`n`$-charged particle multiplicity distributions in rapidity in terms of the weighted superposition of two classes of events \[soft (no mini-jets) semi-hard (with mini-jets)\] each described by a MD of NB (Pascal) type. This consideration notwithstanding, the study in Ref.  is, in our opinion, very instructive because it allows to determine characteristic clan parameters, like its width and mass, under simple assumptions and it can be used to determine important properties of the same parameters in different classes of events and in different collisions.

The answer to the first question is therefore positive.

## 3 Second question.

This result led us to the next question. We studied first $`pp`$ collisions at 63 GeV in rapidity intervals: according to our knowledge, at such c.m. energy only one component (the soft one) is usually assumed to control the dynamics of the collision and the shoulder effect is, to a good approximation, negligible.

The average number of particles per clan, the average number of clans, the dispersion, the parameter $`k`$ and charged particle multiplicities in pseudo-rapidity intervals $`\eta _c<2.5`$ are quite well reproduced by the set of parameters shown in Table 1a: they are obtained by fitting, with the least square method, the average multiplicity $`n`$ and the quantity $`D^2/n^21/n`$ of the distribution obtained from the generating function (6), in terms of the four parameters $`\lambda `$, $`m`$, $`\omega `$ and $`\beta `$, to the corresponding moments of the NBMD (namely $`\overline{n}`$ and $`k^1`$, respectively) for pseudo-rapidity intervals $`\mathrm{\Delta }\eta =[\eta _c,\eta _c]`$ with $`\eta _c2.5`$ (see Fig. 1).

We remark that

a. soft events only are considered in $`pp`$ at 63 GeV c.m. energy (in fact, one component only determines reasonably well the $`n`$-charged particle multiplicity distribution in rapidity intervals);

b. the average number of particles per clan, $`\overline{n}_c`$, is not correctly reproduced for rapidity intervals larger than $`\eta _c=2.5`$; a clear bending of $`\overline{n}_c`$ is visible in the data and not its increase with the rapidity interval considered as shown in the generalised model (clans in central rapidity regions are larger than in more peripheral regions at the border of phase space ).

This fact has important consequences on the determination of the leakage parameter introduced  in the study of particles generated from clans lying in one hemisphere to the opposite one in forward-backward multiplicity correlations and suggests that the leakage parameter should be larger in broader clans than in smaller ones (and not the same throughout all the allowed rapidity range as done in ). The proposed value of the leakage parameter in the just mentioned reference should therefore be considered rather an average value between leakage parameters of large and small clans than a rapidity independent value.

We decided then to study $`p\overline{p}`$ collisions at 900 GeV c.m. energy. According to our experience here not only one but two components are controlling the dynamics of the process, i.e., the soft and the semi-hard component . We fit therefore the four parameters $`\lambda `$, $`\omega `$, $`m`$ and $`\beta `$, with the method previously explained, for each component separately using available UA5 data , i.e., the NB fits in pseudo-rapidity intervals $`[\eta _c,\eta _c]`$ with $`\eta _c=1\mathrm{}5`$; because, as discussed in , clans emitted close to their kinematical limit $`\mathrm{ln}(\sqrt{s}/m)`$ appear to be smaller, we do not make use of full phase space values. The fits turn out to be good, as shown in Fig. 2, except that they do not reproduce well the decrease in the average number of particles per clan close to full phase space. The resulting values of the fit parameters are shown in Table 1b. Figure 3 shows the densities $`dN/dy`$, Eq. (2), and $`\varphi (\eta ;0)`$, Eq. (7), for the two components at 900 GeV separately, using the results of the fit.

In comparing parameters behaviour for the soft component at 63 GeV and 900 GeV we notice that clan masses and distribution widths vary with c.m. energy and the plateau height is slowly decreasing. The decrease of the clan mass in the soft component with increasing energy could be due to the intentionally overlooked contamination of semi-hard events at 63 GeV, as will be discussed in the last section.

In comparing, next, parameters behaviour for the soft and semi-hard components at the same c.m. energy (900 GeV) we remark that clan masses and plateau heights are much higher in the semi-hard than in the soft component, whereas the distribution width is much higher in the soft than in the semi-hard component. This fact shows that heavier particles are produced more in semi-hard than in the soft component.

Interestingly the average number of particles per clan is bending in larger rapidity intervals both in the soft and in the semi-hard component suggesting also here that clans are larger in central rapidity intervals than in the peripheral ones.

Accordingly leakage parameters in forward backward multiplicity correlations should be larger when clans have larger masses and their particle content is distributed in more central rapidity intervals.

In conclusion clan masses on the average are different in different classes of events or substructures of a given class of collision.

## 4 Third question.

It is interesting to check clan properties also in $`e^+e^{}`$ annihilation at LEP c.m. energy within the generalised model of Bialas and Szczerba.

We apply it to the 2-jet and 3-jet samples of events and we find that data are approximately reproduced with the choice of parameters shown in Table 1.

We conclude in comparing the average masses of 2- and 3-jet samples of events in $`e^+e^{}`$ annihilation at LEP energy with the average mass of the soft component at 63 GeV in $`hh`$ collisions that clan masses in 2-jet and 3-jet events are much lower than in the soft component at ISR energies.

## 5 Remarks and questions for future experiments

Assuming the validity of NB (Pascal) regularity and its interpretation in terms of clan structure for each substructure (or component or subsample of events) characterising different classes of high energy collisions it was shown in previous works that the weighted superposition of NB (Pascal) MD’s (one for each component) describes quite well experimental final charged particle MD properties which a single NB (Pascal) MD is unable to reproduce. It should be pointed out that QCD has (up to now) quite poor prediction on all just mentioned experimental facts: experts claim that they are all consequences of the onset of hard gluon radiation and rely fully on purely complicated higher order perturbative calculations to be eventually performed in the future. From a stricter, and complementary, phenomenological point of view, the above mentioned successes in describing data in terms of the weighted superposition mechanism of two (or eventually more) NB (Pascal) MD’s and the related interpretation in terms of clans of the different substructures of a collision raise intriguing problems, which we summarised in the following question: are clans observable objects?

This paper is an attempt to answer this interesting question. It concerns mainly energy and rapidity dependence of average clan masses of the substructures characterising $`e^+e^{}`$ annihilation and $`hh`$ collisions. Results are not inconsistent with general expectations and support the idea that clans could be indeed observable.

Some warnings are needed. Our work is based on informations and extrapolations not coming from dedicated experiments on the subject, as these are not available at present. We are therefore aware of the intrinsic limitations of our approach. For instance the separation between soft and semi-hard events at 900 GeV in $`hh`$ collisions comes (as already pointed out) from a fit  proposed in order to reproduce observed experimental data on MD’s. The question still on the carpet is indeed what is a soft and what is a semi-hard event in $`hh`$ collisions. Some progress has been made by CDF Collaboration , but a definite generally accepted answer is lacking. Similarly at 63 GeV c.m. energy (ISR) in view of the lack of a clean separation between soft and semi-hard events, all events were taken to be soft (and consequently a single NB (Pascal) MD was used for describing the full sample of events). It cannot be excluded that the relatively high average clan mass found in the soft component at 63 GeV c.m. energy ($`m1.80`$ GeV/$`c^2`$) (no semi-hard events were assumed to contribute to the full sample of events) with respect to that of the average clan mass of the soft component at 900 GeV ($`m1.47`$ GeV/$`c^2`$) (here both soft and semi-hard events \[according to Fuglesang’s fit\] were assumed to contribute to the full sample of events) might be the consequence of the contamination of a certain percentage of semi-hard events at 63 GeV which at present we are unable to disentangle and which will modify the calculated average clan mass of the soft component.

In addition, the separation between 2-jet and 3-jet events in $`e^+e^{}`$ annihilation is jet-finder algorithm dependent and it might be that one should consider the 3-jet sample events separated into two extra subsamples of events (e.g., Mercedes-like events and hard-gluon events). All these remarks make of course our conclusions questionable. These consideration notwithstanding, it seems to us interesting to explore the possibility that clans do have mass. This search should be done in our opinion in future experiments in two steps.

Firstly, it is important to check with dedicated experimental work existing substructures in the full sample of events of each class of collisions and verify then that they agree with NB (Pascal) behaviour or at least with infinitely divisible distribution (IDD) behaviour (which maintains the Poissonian nature of the first step of the production process). Secondly, one should apply the analysis of the present approach to each component in order to determine clan masses properties. In this respect it is relevant to remember that the average masses we are referring to are average transverse masses and therefore one should pay attention to the transverse momentum component fraction contributing to the real average clan mass which might be disturbing in the separation between soft and semi-hard events.

It is clear that if clans are massive and their average masses vary with energy and rapidity the next question is: do clans have other other quantum numbers? If clans are real objects, do they continue to be independently produced and to decay with no correlations among particles generated by different ancestors at all c.m. energies, or there exists a threshold beyond which clans loose their original independence, start to overlap and then to interact among themselves, modifying the initial simplicity of clan structure interpretation of NB (Pascal), or IDD, regularities?

Other interesting remarks and subtle questions can be added to the previous ones. They are too premature in our opinion. The point we want to make, following the results of this approach, is that if clans are massive objects (with eventually other quantum numbers) and their masses vary with c.m. energy and rapidity, and clan masses are different in different substructures of high energy collisions, the hadronization process itself should be consistent with the new scenario which emphasises the role of clans with respect to that of final charged particles. The hadronization process in this perspective will be dominated by massive clans (primaries?) whose search and characteristic properties study will be a possible new frontier in multiparticle dynamics in all high energy collisions, a challenging problem to experimentalists of the next generation accelerators.


text:
# Charged Hadron Spectra in PHENIX

## 1 Introduction

In collisions at RHIC beam energies, jet fragmentation is expected to dominate the production of high $`p_T`$ particles. According to theoretical calculations , jets, which are produced early in the collisions, will suffer significant energy loss via gluon radiation when passing through the hot dense medium. As a consequence, the particle yield at high $`p_T`$ should be significantly suppressed . First data from RHIC have revealed such a suppression . Since the amount of energy loss is sensitive to the density and the path length through the medium, the suppression effect should depend on centrality . A study of the suppression and its evolution with collision centrality may help to constrain theoretical models and calculations.

## 2 Analysis and corrections

In this analysis, we used 27.6 million minimum-bias events triggered by the coincidence of 2 Zero-Degree Calorimeters (ZDC) and 2 Beam-Beam Counters (BBC). Event centrality is determined by correlating BBC charge and ZDC energy. Charged particles are tracked in west arm of PHENIX by a Drift Chamber (DC) and 3 Pad Chambers (PC1,PC2,PC3), after passing through an azimuthally symmetric magnetic field. Particle momenta are measured with high resolution ($`\delta \mathrm{p}/\mathrm{p}1\%1\%\mathrm{p}`$ (GeV/c)). Particle trajectories are confirmed by a tight track match to the measured position in all three Pad Chambers. Tracks generated close to the DC by decay and photon conversion are only partially deflected in the magnetic field, and may be falsely reconstructed as high $`p_T`$ tracks. However the typical momentum for such tracks is less than 1 GeV/c. As a result of their large multiple scattering and their deflection in the residual magnetic field, most of these tracks fail to correctly match with hits in the outer pad chambers. Those tracks which do match constitute a non-neglegible background above 6 GeV/c. This $`p_T`$ dependent background is measured and subtracted statistically. A conservative estimate of the systematic error of the background subtractions is 10% at 6 GeV/c and 30% at 10 GeV/c.

To correct the raw momentum distributions for acceptance, decay in flight, reconstruction efficiency and momentum resolution, events with single particle are simulated through the GEANT implementation of the PHENIX detector and reconstructed using the same analysis algorithms as applied to the real data. The dependence of the correction on the detector occupancy is studied by embedding single simulated tracks into real events. The correction is a factor 1.4 for the 5% most central collisions, independent of $`p_T`$.

## 3 Results and Discussion

Invariant charged hadron spectra at mid-rapidity are presented in Fig. 2

for two different centrality selections ($`010\%`$ and $`6092\%`$) and two energies ($`\sqrt{s_{nn}}=200`$ GeV and $`\sqrt{s_{nn}}=130`$ GeV). The spectra obtained at 200 GeV develop a clear power law shape at high $`p_T`$ and are higher in yield relative to 130 GeV. The increase in yield is consistent with the increase of total multiplicity in PHENIX . The ratio between central and peripheral collisions, both normalized by the mean number of binary collisions, is plotted in Fig. 2. The ratio at 200 GeV is somewhat lower than at 130 GeV, possibly reflecting a stronger suppression or a decrease of the proton contribution from 130 to 200 GeV . In general, the ratios for two energies have similar trends, namely an increase up to 2 GeV/c followed by a decrease as a function of $`p_T`$. Within errors, the ratio is approximately constant above 4 GeV/c.

The suppression effect can be quantified by $`R_{AA}`$, the nuclear modification factor, which is defined as

$$R_{AA}(p_{})=\frac{1}{N_{binary}}\frac{dN_{AA}/dyd^2p_{}}{dN_{pp}/dyd^2p_{}}$$
(1)
The p+p reference spectrum was obtained from a simultaneous fit to 200 GeV UA1 data  and PHENIX $`\pi ^0`$ data scaled by a factor of 1.6 . The $`p_T`$ dependence of $`R_{AA}`$ is shown for peripheral and central collisions in Fig. 4. In peripheral collisions, the $`R_{AA}`$ values agree within errors over the entire $`p_T`$ range, while in central collisions the $`R_{AA}`$ at 200 GeV is significantly lower than at 130 GeV over the entire $`p_T`$ range. In addition, at $`p_T>4`$ GeV/c, both $`R_{AA}`$’s for 200 GeV, especially the one for cental collisions, are nearly flat, consistent with the central to peripheral ratio shown in Fig.2.

Finally, the centrality dependence of the suppression is shown by Fig. 4. In left panel, the charged particle yield integrated above 4 GeV/c and normalized to the number of binary collisions is plotted as a function of centrality. We observe a continuous decrease of the yield per-collision with increasing $`N_{part}`$; the per-collision yield in the most central collisions is a factor of 3.5 smaller than in the most peripheral collisions. For comparision, we show in the right panel of Fig. 4 the integrated yield normalized by the number of participant pairs. The yield per participant pair increases with Npart for Npart $`<`$ 100 and then decreases again for Npart $`>`$ 100. This decrease in more central collisions indicats that starting from mid-central ($`4050\%`$) collisions, the suppression increases faster than the number of participant pairs.