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# 1 Introduction

## 1 Introduction

The SM predicts the $`\overline{B}_s\mu ^+\mu ^{}`$ branching ratio to be

$$(\overline{B}_s\mu ^+\mu ^{})=(3.2\pm 1.5)\times 10^9,$$
(1)
and the ratio of branching fractions

$$R_{\mathrm{SM}}\frac{(\overline{B}_d\mu ^+\mu ^{})}{(\overline{B}_s\mu ^+\mu ^{})}|_{\mathrm{SM}}\frac{\tau _{B_d}}{\tau _{B_s}}\frac{M_{B_d}}{M_{B_s}}\frac{f_{B_d}^2}{f_{B_s}^2}\frac{|V_{td}|^2}{|V_{ts}|^2}O(10^2),$$
(2)
where $`\tau _{B_q}`$ is the lifetime of the $`B_q`$ meson, $`M_{B_q}`$ and $`f_{B_q}`$ are the corresponding mass and decay constant. However, given the SM prediction of $`(\overline{B}_d\mu ^+\mu ^{})O(10^{10})`$, the $`\overline{B}_d\mu ^+\mu ^{}`$ decay is experimentally remote unless it is significantly enhanced by new physics. Thus, the purely leptonic decays of neutral $`B`$ mesons provide an ideal testing ground for physics outside the SM, with the current experimental upper bounds  $`(\overline{B}_d\mu ^+\mu ^{})<2.8\times 10^7`$ and $`(\overline{B}_s\mu ^+\mu ^{})<2.0\times 10^6`$, both given at $`90\%\mathrm{C}.\mathrm{L}.`$.

The main interest in this talk is in a qualitative comparison of the $`\overline{B}_{d,s}\mu ^+\mu ^{}`$ branching fractions in the presence of non-standard interactions, which can be made by using the ratio

$$R\frac{(\overline{B}_d\mu ^+\mu ^{})}{(\overline{B}_s\mu ^+\mu ^{})}.$$
(3)
Referring to Eq. (2), it is important to note that the suppression of $`R`$ in the SM is largely due to the ratio of the CKM elements. This dependence on the CKM factors allegedly pertains to all models in which the quark mixing matrix is the only source of flavour violation. It is therefore interesting to ask if $`R`$ could be of the order unity in some non-standard models where flavour violation is governed exclusively by the CKM matrix. Working in the framework of the Minimal Supersymmetric Standard Model (MSSM) with a large ratio of Higgs vacuum expectation values, $`\mathrm{tan}\beta `$ (ranging from $`40`$ to $`60`$), we show that such a scenario does exist, and study its consequences for the $`\overline{B}_{d,s}\mu ^+\mu ^{}`$ branching ratios.

The outline is as follows. First, in Sec. 2, we define modified minimal flavour violation ($`\overline{\mathrm{MFV}}`$) and discuss briefly three distinct scenarios within the MSSM. Second, the effective Hamiltonian describing the decays $`\overline{B}_{d,s}\mu ^+\mu ^{}`$ in the presence of non-SM interactions is given in Sec. 3. Furthermore, in Sec. 4, numerical results for the branching fractions $`(\overline{B}_{d,s}\mu ^+\mu ^{})`$ and the ratio $`R`$ are presented. Finally, we summarize and conclude.

## 2 Modified Minimal Flavour Violation

There exists no unique definition of minimal flavour violation (MFV) in the literature (see, e.g., Refs. ). The common feature of these MFV definitions is that flavour violation and/or flavour-changing neutral current (FCNC) processes are entirely governed by the CKM matrix. On the other hand, they differ, for example, by the following additional assumptions: i) there are no new operators present, in addition to those of the SM , ii) FCNC processes are proportional to the same combination of CKM elements as in the SM  or iii) flavour transitions occur only in charged currents at tree level . While these ad hoc assumptions are useful for certain considerations, such as the construction of the universal unitarity triangle , they cannot be justified by symmetry arguments on the level of the Lagrangian. For example, the number of operators with a certain dimension is always fixed by the symmetry of the low-energy effective theory. Whether the Wilson coefficients are negligible or not, depends crucially on the model considered and on the part of the parameter space. Furthermore, the requirement that FCNC processes are proportional to the same combination of CKM elements as in the SM fails, for example, in the MSSM and can be retained only after further simplifying assumptions. The last statement in iii) is of pure phenomenological relevance in order to avoid huge contributions to FCNC processes.

Using symmetry arguments, we propose an approach that relies only on the key ingredient of the MFV definitions in Refs. , without considering the above mentioned additional assumptions i)–iii). We call an extension of the SM a modified minimal flavour-violating ($`\overline{\mathrm{MFV}}`$) model if and only if FCNC processes or flavour violation are entirely ruled by the CKM matrix; that is, we require that FCNC processes vanish to all orders in perturbation theory in the limit $`V_{\mathrm{CKM}}\text{1}\text{1}`$. For a motivation of this definition using symmetry arguments we refer the reader to Ref. . As will become clear, the advantage of $`\overline{\mathrm{MFV}}`$ is that it is less restrictive than MFV, while the CKM matrix remains the only source of FCNC transitions.

Our definition of $`\overline{\mathrm{MFV}}`$ is manifest basis independent. However, in order to find a useful classification of different $`\overline{\mathrm{MFV}}`$ scenarios within the MSSM, we will work in the super-CKM basis. In this basis the quark mass matrices are diagonal, and both quarks and squarks are rotated simultaneously. The scalar quark mass-squared matrices in this basis have the structure

$$_U^2=\left(\begin{array}{cc}_{U_{LL}}^2& _{U_{LR}}^2\\ _{U_{LR}}^2& _{U_{RR}}^2\end{array}\right),_D^2=\left(\begin{array}{cc}_{D_{LL}}^2& _{D_{LR}}^2\\ _{D_{LR}}^2& _{D_{RR}}^2\end{array}\right),$$
(4)
where the $`3\times 3`$ submatrices are given in . Here we present the two important entries only:

$$_{U_{LL}}^2=M_{\stackrel{~}{U}_L}^2+M_U^2+\frac{1}{6}M_Z^2\mathrm{cos}2\beta (34\mathrm{sin}^2\theta _W)\text{1}\text{1},$$
(5)
$$_{D_{LL}}^2=M_{\stackrel{~}{D}_L}^2+M_D^2\frac{1}{6}M_Z^2\mathrm{cos}2\beta (32\mathrm{sin}^2\theta _W)\text{1}\text{1}.$$
(6)
Because of SU(2) gauge invariance, the mass matrix $`M_{\stackrel{~}{D}_L}^2`$ is intimately connected to $`M_{\stackrel{~}{U}_L}^2`$ via

$$M_{\stackrel{~}{D}_L}^2=V_{\mathrm{CKM}}^{}M_{\stackrel{~}{U}_L}^2V_{\mathrm{CKM}},$$
(7)
which is important for our subsequent discussion.

The above given definition of $`\overline{\mathrm{MFV}}`$ requires that the soft SUSY trilinear couplings $`A_U`$, $`A_D`$ and the soft SUSY breaking squark masses $`M_{\stackrel{~}{U}_R}`$, $`M_{\stackrel{~}{D}_R}`$ are diagonal.

Taking into account the relation in Eq. (7), one encounters three cases of $`\overline{\mathrm{MFV}}`$.

* Scenario (A):
$`M_{\stackrel{~}{U}_L}^2`$ is proportional to the unit matrix, and so $`M_{\stackrel{~}{U}_L}^2=M_{\stackrel{~}{D}_L}^2`$. As a result, there are no gluino and neutralino contributions to flavour-changing transitions at one-loop level. This scenario of $`\overline{\mathrm{MFV}}`$ coincides with the MFV scenario at low $`\mathrm{tan}\beta `$ as defined in Refs. .
* Scenario (B):
$`M_{\stackrel{~}{D}_L}^2`$ is diagonal but not proportional to the unit matrix and, in consequence, $`M_{\stackrel{~}{U}_L}^2`$ has non-diagonal entries. In such a case, there are again no gluino and neutralino contributions to flavour-changing one-loop transitions involving only external down-type quarks and leptons. However, additional chargino contributions show up, due to non-diagonal entries of $`M_{\stackrel{~}{U}_L}^2`$.
* Scenario (C):
$`M_{\stackrel{~}{U}_L}^2`$ is diagonal but not proportional to the unit matrix, which gives rise to off-diagonal entries in $`M_{\stackrel{~}{D}_L}^2`$. Accordingly, gluino and neutralino exchange diagrams (in addition to those involving $`W^\pm ,\stackrel{~}{\chi }^\pm `$, charged and neutral Higgs bosons) contribute to flavour-changing transitions at one-loop level that involve external down-type quarks.

The common feature of all these scenarios is that the CKM matrix is the only source of flavour violation.

## 3 Effective Hamiltonian

The effective Hamiltonian responsible for the processes $`\overline{B}_ql^+l^{}`$, with $`q=d,s`$ and $`l=e,\mu ,\tau `$, in the presence of non-standard interactions is given by

$$H_{\mathrm{eff}}=\frac{G_F\alpha }{\sqrt{2}\pi }V_{tb}V_{tq}^{}\underset{i=10,S,P}{}[c_i(\mu )𝒪_i(\mu )+c_i^{}(\mu )𝒪_i^{}(\mu )],$$
(8)
with the short-distance coefficients $`c_i^{()}(\mu )`$ and the local operators

$$𝒪_{10}=(\overline{q}\gamma ^\mu P_Lb)(\overline{l}\gamma _\mu \gamma _5l),𝒪_S=m_b(\overline{q}P_Rb)(\overline{l}l),𝒪_P=m_b(\overline{q}P_Rb)(\overline{l}\gamma _5l),$$
(9)
where $`P_{L,R}=(1\gamma _5)/2`$. The primed operators can be obtained by $`P_LP_R`$ and $`m_bm_q`$. It turns out that the primed Wilson coefficients are negligibly small, and hence can be safely neglected.

At high $`\mathrm{tan}\beta `$ the scalar and pseudoscalar operators $`𝒪_S`$ and $`𝒪_P`$ become important in addition to the so called SM-operator $`𝒪_{10}`$. In this region of the parameter space an expansion according to $`\mathrm{tan}\beta `$ is possible and a general expression for $`c_i𝒪_i`$ looks like

$$c_i𝒪_i=\underset{n}{}A_n\mathrm{tan}^{n+1}\beta \left(\frac{m}{M}\right)^n+\underset{n}{}B_n\mathrm{tan}^n\beta \left(\frac{m}{M}\right)^n+\mathrm{},$$
(10)
where we call the first term leading and the second term subleading. $`m`$ denotes lepton and light quark masses while $`M`$ stands for masses of particles that have been integrated out. Explicit expressions for the Wilson-coefficients can be found in Refs. .

## 4 Numerical analysis

The experimental bounds used in this numerical analysis as well as the ranges of the MSSM parameters can be found in Ref. .

### Scenario (A) and (B)

Recall that in scenario (A) the matrices $`M_{\stackrel{~}{U}_L}^2`$ and $`M_{\stackrel{~}{D}_L}^2`$ are equal and proportional to the unit matrix. Therefore, the gluinos and neutralinos do not contribute at one-loop level. The scan over the parameter region shows that the ratio $`R`$ is approximately constant and close to $`R_{\mathrm{SM}}0.03`$.

In scenario (B), the matrix $`M_{\stackrel{~}{D}_L}^2`$ is diagonal, $`M_{\stackrel{~}{D}_L}^2=\mathrm{diag}(m_{\stackrel{~}{d}_L}^2,m_{\stackrel{~}{s}_L}^2,m_{\stackrel{~}{b}_L}^2)`$, with at least two different entries. Hence, there are no gluino and neutralino contributions at one-loop level. Employing the relation in Eq. (7), the matrix $`M_{\stackrel{~}{U}_L}^2=V_{\mathrm{CKM}}M_{\stackrel{~}{D}_L}^2V_{\mathrm{CKM}}^{}`$ becomes non-diagonal. These off-diagonal flavour-changing entries are constrained by experimental data on $`K^0`$$`\overline{K}^0`$, $`B^0`$$`\overline{B}^0`$, $`D^0`$$`\overline{D}^0`$ oscillations, and the $`bs\gamma `$ decay . It is important to note that the bounds on these flavour-changing entries severely constrain the additional chargino contributions in scenario (B), hence we end up with a result similar to scenario (A). $`R`$ varies between $`0.026`$ and $`0.030`$. Neglecting the constraints we could have found $`R`$ in the range $`0.002R0.115`$.

### Scenario (C)

In this case, the matrix $`M_{\stackrel{~}{U}_L}^2`$ is diagonal, $`M_{\stackrel{~}{U}_L}^2=\mathrm{diag}(m_{\stackrel{~}{u}_L}^2,m_{\stackrel{~}{c}_L}^2,m_{\stackrel{~}{t}_L}^2)`$, with at least two different entries. According to the relation in Eq. (7), this implies that $`M_{\stackrel{~}{D}_L}^2`$ has non-diagonal entries, so that gluinos and neutralinos contribute to the $`bql^+l^{}`$ transition already at one-loop level. As before, we take the constraints of Refs.  on these off-diagonal elements.

The scatter plots in Fig. 1 exhibit an order-of-magnitude deviation from $`R_{\mathrm{SM}}0.03`$. We find $`0.026R2.863`$. A noticeable feature of scenario (C) is that there exists a lower bound on $`R`$, i.e. $`R0.95R_{\mathrm{SM}}`$ (see left plot of Fig. 1), which is due to the structure of the CKM matrix. We stress that this bound is valid only within scenario (C) and does not apply to scenario (B) or scenarios with new sources of flavour violation (see Sec. 2).

An interesting subset of parameter points was considered in Fig. 2 (for details see Ref. ) Interestingly, in the left (right) plot, the ratio $`R`$ ranges between $`0.15R0.81`$ ($`0.44R1.78`$), while the magnitude of the individual branching fractions decreases drastically with increasing charged Higgs boson mass, $`M_H`$. Note that for small $`M_H`$ and $`\mathrm{tan}\beta `$ close to $`60`$ both branching ratios are in a region that can be probed experimentally, in Run II of the Fermilab Tevatron, BABAR and Belle.

The neutralino Wilson coefficients are numerically smaller than those coming from the chargino and gluino contributions. However, we have found that in certain regions of the MSSM parameter space cancellations between the chargino and gluino coefficients occur, in which case the neutralino contributions become important. As a matter of fact, for the SUSY parameter sets examined, we found that a large value of $`R(\overline{B}_d\mu ^+\mu ^{})/(\overline{B}_s\mu ^+\mu ^{})`$ always involves such a cancellation.

## 5 Summary and conclusions

We have defined $`\overline{\mathrm{MFV}}`$ using symmetry arguments and have shown that $`\overline{\mathrm{MFV}}`$ is less restrictive than MFV, while the CKM matrix remains the only source of flavour violation. Within the MSSM we have investigated three scenarios that are possible within the context of $`\overline{\mathrm{MFV}}`$. In particular, we have studied the case where the chargino exchange diagrams  as well as the gluino and neutralino exchange diagrams  contribute besides $`W^\pm ,H^\pm ,\stackrel{~}{\chi }^\pm `$ \[scenario (C)\].

Including current experimental data on rare $`B`$ decays, as well as on $`K,B,D`$ meson mixing, we found that in certain regions of the SUSY parameter space the branching ratios $`(\overline{B}_d\mu ^+\mu ^{})`$ and $`(\overline{B}_s\mu ^+\mu ^{})`$ can be up to the order of $`10^7`$ and $`10^6`$ respectively. Specifically, we showed that there exist regions in which the branching fractions of both decay modes are comparable in size, and may well be accessible to Run II of the Fermilab Tevatron as well as $`R`$ can deviate from $`R_{\mathrm{SM}}`$ by orders of magnitude.

We wish to stress that a measurement of the branching ratios $`(\overline{B}_{d,s}\mu ^+\mu ^{})`$, or equivalently, a ratio $`R`$ of $`O(1)`$, does not necessarily imply the existence of new flavour violation outside the CKM matrix. Nevertheless, any observation of these decay modes in ongoing and forthcoming experiments would be an unambiguous signal of new physics.

## Acknowledgments

I would like to thank Christoph Bobeth, Andrzej J. Buras, Thorsten Ewerth, Frank Krüger and Michael Spira for useful discussions and comments on the manuscript. This work was supported in part by the German ‘Bundesministerium für Bildung und Forschung’ under contract 05HT1WOA3 and by the ‘Deutsche Forschungsgemeinschaft’ (DFG) under contract Bu.706/1-1.


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# Mach’s Principle and Cosmology Term

## 1 Mach’s principle as a main principle of General Theory of Physics

In his paper , after having discussed Mach’s principle, Albert Einstein gave logical foundations of the General Theory of Relativity. It’s worthwhile to remind ourselves that Mach’s principle relates inertia of a body to other mass existence. The principle can be briefly formulated as follows: there is no inertia in a void Universe. Both Newtonian mechanics and special theory of relativity suffer from one fundamental disadvantage, as Einstein explains using a simple example. Let, in an absolutely void Universe, two identical liquid bodies rotate around the common axis, the centers of the bodies being located on the axis. Two observers measure the shapes of the bodies and come to alternative results. One of them reports, since a body is at rest relative to the void space $`O_1`$, it is of a spherical shape; another informs, since the body rotates relative to the void space $`O_2`$, it is elongated along the equator. Who is right - one may decide, from a theoretical and cognitive point of view, only if a cause that preceded the consequence might be observable in principle. It is obvious, as long as the spaces $`O_1`$ and $`O_2`$ are void, they can not be distinguished from each other. That means, the differences between the spaces (if any) can not be observed. Therefore, concludes Einstein, a space must be defined by some extra masses. As a matter of fact, this immediately implies that a theory of gravitation must be a geometrical one, that is, a theory in which the space-time continuum is defined and determined by a distributed matter. It was a natural temptation, in view of relative rareness of our space, to move such causative masses away to infinity. Einstein did that, he made an attempt to create a kind of cosmology (the space-time continuum) where masses were removed to infinity. This attempt, however, failed; boundary conditions could not be specified at infinity and, besides, the Universe was no longer static (due to attraction of the aforementioned masses). It was the moment when a witty solution came to his mind: if it is impossible to set a priory universal boundary conditions at infinity, one ought to get rid of the infinity itself, and the question will no longer be relevant. That is, one should create a static, closed world. Namely then Einstein arrived at necessity to introduce antigravitation, the Lambda-term, which fortunately did not influence the requirement according to which GTR equations must be covariant. It was a strange Universe: attraction of distributed homogeneous matter was counterbalanced by antigravitaton of the cosmological term but even a small pushing of the world would result in its contracting or expanding away. And this was inconceivable, in that case a universal feature of all bodies, their inertia mass, would be dependent on time.

It is de Sitter who saved the situation. He noticed that constructing static cosmology did not need any extra masses; what was really needed, was the Lambda-term in a void space. De Suitter s cosmology of a void world is described by the following metrics:

$$ds^2=S(r)dt^2r^2d\mathrm{\Omega }^2S^1(r)dr^2$$

$$S(r)=\left(1\left(\frac{r}{A_V}\right)^2\right)$$

When discussing Mach s principle, de Sitter analyzed Einstein s failures as to introducing remote and, later, distributed world s masses. He concluded that Mach s principle was to be given up altogether (at least, in its original form). After all, the main requirements - static character and boundary condition specifications - were answered in an entirely void Universe. Later A.A.Fridman (1920 - 1924) developed the most thorough cosmological solution which involved both the Lambda-term and the matter. Einstein s cosmology and that of de Sitter are only particular cases of this solution.

It might seem that Mach s principle was totally wrecked. In a void Universe there is a geometry, hence there is gravitation which implies inertia without matter!

## 2 Vacuum energy as world s or causative mass

Now, after having created quantum theory and appearance of Gliner’s work, we understand that introducing cosmological term into the left part of Einstein’s equations is equivalent to introducing vacuum energy and appearing energy-momentum tensor of a void space on the right of equation. Contemporarily speaking, de Sitter did not devastated the space-time continuum, on the contrary, he filled it out homogeneously with the world s mass being vacuum energy. To put it another way, Mach s principle demanded the presence of the Lambda-term or vacuum energy. With this viewpoint in mind, Mach s principle can be formulated, in terms of modern conceptions, as follows:

*Masses of fundamental particles are quantitatively caused by the value of the Lambda-term. If the Lambda-term were 0, masses would be 0, too.*

This wording seems to be too much audacious basically for two reasons.

1. Vacuum state is of Lorentz-invariant character. Energy of the vacuum does not depend on the motion of a body and, in addition, does not impede its motion.
2. A contemporary quantum field theory predicts the vacuum energy $`100`$ times of that discovered in astronomical observations.

We do not consider these objections to be critical. Actually, they may be of temporary character.

First, it is the introduction of the Lambda-term that allows the space-time framework to be constructed and the motion itself to be observable. Thus, phenomenon of inertia, i.e. body’s willingness to keep on motion (changing coordinates) may be considered to result from the existence of the space-time continuum.

Second, the grand unification theory is now far from its completion and, generally speaking, it can not so far provide an adequate value of the vacuum energy.

Therefore, according to a new Mach s principle, the cosmological term could not theoretically be equal to zero. Masses of all fundamental particles can be assumed to be an even power of the cosmological term when it aims at zero:

$$M\mathrm{\Lambda }^{2n}\text{ , if }\mathrm{\Lambda }0$$

where $`n`$ is a natural number. At least, since Lambda may as well be below zero the first term in its expansion must be missing.

## 3  Contemporary cosmology with the cosmological term

Discovery of the Lambda-term having a value of about $`0.7`$ (in terms of the critical density) has changed dramatically our ideas concerning global structure of the Universe (Chernin, 2001). The situation now may be described as follows (for details see the review by Chernin (2001)).

The cosmology of our Universe, i.e. the Universe filled with matter and vacuum energy, is completely described by a general solution that was discovered by Fridman (do not confuse with the Fridman model which is a particular case of Fridman s solution). The world’s dynamics, i.e. changes of the scale factor a with time, is given by the equation:

$$\frac{1}{2}\dot{a}^2=A_V^2a^2+\frac{A_D+A_B}{a}+\frac{1}{2}\frac{A_R^2}{a^2}\frac{K}{2}$$

Here, $`A`$-constants are Fridman s ones for vacuum, dark matter, baryons, and radiation, correspondingly; $`K`$, a curvature sign: $`1`$, $`0`$, $`1`$ for closed, plain, and open models.

The left-hand part of the equation is actually a potential energy or an effective potential of the Universe (Fig.1). In this Figure, the modern position of the Universe corresponds to its sliding down along the vacuum parabola. In itself, the cosmology can not answer the question how our Universe arose or why we witness its actual speeded-up expansion now. Having used outer (with respect to GTR) hypotheses allowed a so-called inflationary scenario to be developed (Gliner, 1965; Gliner and Dymnikova, 1975; Starobinsky, 1979; Linde, 1981; Guth, 1981). In such a scenario the expansion is due to pushing aside due to the vacuum energy. It is worthwhile mentioning, however, that the inflationary approach now, after the discovery of the Lambda-term, lost a lot in its beauty. Actually, nowadays one needs to accept that energy of the vacuum is not a constant value but rather a dynamical variable. Its original value which resulted in changing space scale due to inflation by a hundred of orders, exceeds the value of the vacuum energy which was discovered by astronomers.

The situation seems to be quite artificial and, per se, in conflict with the conceptions of GTR where the cosmological term may be only constant. A scenario with brane seems much more attractive (see, for example, Binetrue et al., hep-th/9910219, preprint)) where the cause of inflation is a consequence of a brane in 5-fold space and in no way is related to the vacuum energy.

Actually, the potential involves a positive term growing into the past.

Although we know nothing on the nature of the original momentum we can still impose certain constraints on its absolute value. The Universe can overcome a secondary maximum being due to self-attraction if

$$A_{brane}>\frac{a_0a_{in}}{A_V}$$

Assuming an initial radius of the Universe $`a_{in}`$ to be about $`10`$ Planck scales yields

$$A_{brane}>10^{32}$$

The destiny of our Universe is likely to be a total recession of matter (if the value of the Lambda-term is going to be confirmed), the space-time framework turning into something very similar to de Sitter s world, static and void.

## 4 Conclusion: Mach s principle and quantum theory

In conclusion of this short paper it is worthwhile to mention one amazing circumstance: General Theory of Relativity which was developed only as a geometrical theory managed to foresee the quantum theory as well as one of its main consequences, namely, presence of energy in a void space. If we recall now that one of the basic demands of the theory was fulfillment of Mach s principle, i.e. conditionality of inertia by world s masses, the mentioned circumstance seems to be rather startling. It may be related to some properties of the physical world yet undiscovered. Naturally, our hypothesis on relation between inertia of bodies and the cosmological term needs further development and may be confirmed only in terms of the entire theory of quantum gravitation.

## Acknowledgements

I express my gratitude to A.I.Zakharov, A.P.Orlov, A.A.Starobinsky for their critical remarks and useful discussions.


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# Light-sheets and Bekenstein’s bound

## Abstract

From the covariant bound on the entropy of partial light-sheets, we derive a version of Bekenstein’s bound: $`S/M\pi x/\mathrm{}`$, where $`S`$, $`M`$, and $`x`$ are the entropy, total mass, and width of any isolated, weakly gravitating system. Because $`x`$ can be measured along any spatial direction, the bound becomes unexpectedly tight in thin systems. Our result completes the identification of older entropy bounds as special cases of the covariant bound. Thus, light-sheets exhibit a connection between information and geometry far more general, but in no respect weaker, than that initially revealed by black hole thermodynamics.

preprint: HUTP-02/A053

Entropy bounds have undergone a remarkable transformation from a corollary to a candidate for a first principle Bou02 . After proposing the generalized second law of thermodynamics (GSL) Bek72 ; Bek73 —that the sum of black hole entropy and ordinary matter entropy never decreases—Bekenstein argued that its validity necessitates a model-independent bound Bek74 ; Bek81  on the entropy $`S`$ of weakly gravitating systems:

$$S\pi Md/\mathrm{}.$$
(1)
where $`M`$ is the total gravitating energy, and $`d`$ is the linear size of the system, defined to be the diameter of the smallest sphere that fits around the system. This inequality is obtained by considering the classical absorption of the system by a large black hole; it does not depend on the dimension of spacetime Bou00b . Bekenstein’s bound is remarkably tight (consider, for example, a massive particle in a box the size of its Compton wavelength). It has appeared in discussions ranging from information technology to quantum gravity. Since $`Md/4G`$ for a weakly gravitating system, it also implies the “spherical entropy bound”,

$$SA_{\mathrm{cs}}/4G\mathrm{}.$$
(2)
Here $`A_{\mathrm{cs}}`$ is the area of the circumscribing sphere.

Though confined to weak gravity, ’t Hooft Tho93  and Susskind Sus95  ascribed fundamental significance to Eq. (2), claiming that it reflects a non-extensivity of the number of degrees of freedom in nature. This eventually prompted the conjecture of a more general bound, the covariant entropy bound Bou99b . Empirically, this bound has been found to hold in large classes of examples, including systems in which gravity is the dominant force. Meanwhile, no violation has been observed, nor have any theoretical counterexamples been constructed from a realistic effective theory of matter and gravitation.

Although the covariant bound does not conflict with the phenomenology of our present models, it cannot be derived from known principles. It may be interpreted as an unexplained pattern in nature, betraying a fundamental relation between information and spacetime geometry. Then the bound must eventually be explained by a unified theory of gravity, matter, and quantum mechanics. In the mean time, it should be regarded as providing important hints about such a theory.

We are thus motivated to consider the covariant entropy bound primary, and to try to derive other laws of physics from it. As we will shortly discuss, the bound has already been shown to imply the GSL, as well as older, more specialized entropy bounds. However, the oldest (and, for weakly gravitating systems, tightest) bound of all, Bekenstein’s bound, is an exception. It has not previously been identified as a special case of the covariant bound.

The main purpose of this note is to fill this gap. We will use the covariant bound, in the stronger form of Ref. FMW , to derive an inequality of the type introduced by Bekenstein, Eq. (1). Our result will be obtained directly, without use of the GSL. Thus we circumvent the continued debate of whether Bekenstein’s bound is really necessary for the GSL Bek99 ; Wal99 .

Let us briefly review the covariant bound, and its logical relation to the GSL and to the spherical bound, Eq. (2). Given any open or closed spatial surface $`B`$ at a fixed instant of time, one can always construct at least two light-sheets. A light-sheet of $`B`$ is a null hypersurface generated by non-expanding light-rays (i.e., null geodesics) which emanate from $`B`$ orthogonally Bou99b . For example, for a spherical surface in Minkowski space, the two light-sheets will be the two light-cones ending on $`B`$.

The covariant entropy bound Bou99b  claims that the entropy $`S`$ of the matter on any light-sheet $`L`$ of $`B`$ is bounded by the surface area $`A(B)`$:

$$S[L(B)]A(B)/4G\mathrm{},$$
(3)
where $`G`$ is Newton’s constant. (We set Boltzmann’s constant and the speed of light to 1.) The entropy $`S`$ refers to the total entropy of all matter systems that are “seen” by the light-rays generating $`L`$ (systems whose worldvolume is fully intersected by $`L`$).

Let $`B`$ be a complete cross-section of the horizon of a black hole. Then its past-directed ingoing light-sheet intersects with all the matter systems that collapsed to form the black hole FMW . Moreover, $`A(B)/4G\mathrm{}`$ in this case represents the Bekenstein-Hawking entropy of the black hole. The bound thus guarantees that the black hole entropy exceeds the matter entropy lost to an outside observer. That is, the GSL is upheld when a black hole forms.

The GSL should also hold when a matter system falls into an existing black hole. In that case it requires that the black hole horizon area increases enough so that the additional Bekenstein-Hawking entropy compensates for the loss of matter entropy: $`S\mathrm{\Delta }A_{\mathrm{horizon}}/4G\mathrm{}`$. In the form of Eq. (3), the covariant entropy bound does not imply this relation. This prompted Flanagan, Marolf, and Wald FMW  to propose a stronger formulation, the “generalized” covariant entropy bound (GCEB),

$$S[L(B;B^{})]\frac{A(B)A^{}(B^{})}{4G\mathrm{}}.$$
(4)
Here $`A^{}`$ is the area of any cross-sectional surface $`B^{}`$ on the light-sheet $`L`$ of $`B`$. $`S`$ denotes the entropy of matter systems found on the portion of $`L`$ between $`B`$ and $`B^{}`$.111The GCEB has been proven from a set of phenomenologically motivated assumptions FMW , eliminating many possible counterexamples. These assumptions, however, are not fundamental. Unlike the GCEB itself, they require the treatment of entropy as a fluid, which cannot be appropriate at all scales. Moreover, their plausibility is tied to the thermodynamic limit. To avoid confusion, we stress that we will be assuming the GCEB axiomatically. The assumptions and theorems of Ref. FMW  do not play any role here.

Put differently, in constructing $`L`$, we are at liberty to follow each light-ray until it intersects with neighboring light-rays. (At these caustic points the light-rays begin to diverge, and the non-expansion condition becomes violated.) But nothing forces us to follow each light-ray to the bitter end. We may construct a partial light-sheet by terminating $`L`$ before caustics are reached. Then the endpoints of the light-rays will span a non-zero area $`A^{}`$. It is natural to expect that the inequality (3) can be tightened in this case, because we are not including in $`S`$ all the matter systems that could have been reached by the light-rays. Eq. (4) improves the bound accordingly.

The GCEB does imply the GSL for all processes involving black holes, including the absorption of a matter system by an existing black hole FMW . It also, of course, implies the weaker form of the covariant bound (3), which in turn implies the spherical entropy bound (2) in weakly gravitating regions Bou99b .

To derive Bekenstein’s bound from the GCEB, we wish to apply Eq. (4) to an isolated, weakly gravitating matter system. The basic idea of our proof is to “X-ray” the system. Because matter bends light, initially parallel geodesics will arrive on the “image plate” slightly contracted. The resulting area difference, which bounds the system’s entropy, will be expressed as the product of the mass and the width of the system.

We make the following assumptions: (i) The stress tensor $`T_{ab}`$ has support only in a spatially compact region, the world volume $`W`$ of the matter system. (ii) Gravity is weak. Specifically: (ii.1) The metric is approximately flat: $`g_{ab}=\eta _{ab}+\delta g_{ab}`$, with $`\eta _{ab}=\text{diag}(1,1,1,1)`$ and $`|\delta g_{ab}|1`$. (ii.2) Any part of system is much smaller than any (averaged) curvature scale it produces: $`R_{abcd}_{\mathrm{}}\mathrm{}^2`$, where $`R_{abcd}_{\mathrm{}}`$ is the average Riemann tensor along a distance $`\mathrm{}`$.—It is believed that all physical matter (at least when suitably averaged) satisfies the null and causal energy conditions. These conditions may also be needed for the validity of the GCEB, which however is being assumed here in any case. To derive Bekenstein’s bound we shall require only the null energy condition: (iii$`T_{ab}k^ak^b0`$ for any null vector $`k^a`$.

We begin with some definitions valid at zeroth order in $`\delta g`$. Cartesian coordinates $`x^\mu `$ $`(\mu =0,\mathrm{},D1)`$ cover the spacetime. The corresponding vector fields $`/x^\mu `$ define an orthonormal frame at every point, which we take to be a rest frame of $`W`$ for convenience. (The remaining choice of spatial orientation will be exploited later.) The curves

$$x^0=x^1;(x^2,\mathrm{},x^{D1})\text{arbitrary constants},$$
(5)
describe a set of parallel light-rays traveling in the $`x^1`$ direction (see Fig. 1).

More precisely, they define a null geodesic congruence $`L`$, with affine parameter $`x^1`$ and everywhere vanishing expansion. We will be interested only in the intersection of the hypersurface $`L`$ with the world volume $`W`$ of the matter system. Let $`\stackrel{~}{B}_+`$ $`(\stackrel{~}{B}_{})`$ be the set of the first (last) points of each light-ray in $`W`$. They form $`(D2)`$-dimensional spatial surfaces characterized by functions $`x_\pm ^1(x^2,\mathrm{},x^{D1})`$, with finite range for $`(x^2,\mathrm{},x^{D1})`$. (Connectedness is not necessary for this proof.) All spatial sections of a light-sheet are surface-orthogonal to the generating light-rays. Hence, $`LW`$ is a partial light-sheet with initial and final surfaces $`\stackrel{~}{B}_\pm `$. At zeroth order they have equal area.

In the exact metric, we may use the same coordinates. Generically, however, the hypersurface $`L`$ as defined by Eq. (5) will be neither null nor made of geodesics; nor is there a sense of strictly non-positive expansion. All of these qualitative conditions must hold for $`L`$ to be a light-sheet; otherwise the GCEB cannot be applied. Hence we must adjust $`L`$ slightly. We will define two light-sheets, $`L_\pm `$, both of which limit to $`L`$ as $`\delta g0`$.

Consider the future- and $`W`$-directed light-rays orthogonal to $`\stackrel{~}{B}_+`$. Because gravity is weak, their expansion will be very small (compared to the inverse width of $`W`$). But it will not vanish exactly, and it need not be of definite sign. However, $`\stackrel{~}{B}_+`$ is embedded with codimension 1 in the boundary of $`W`$, $`W`$. Thus there exists a small (non-unique) deformation of $`\stackrel{~}{B}_+`$ within $`W`$, the surface $`B_+`$, whose orthogonal null geodesics have initially vanishing expansion to all orders.222$`B_+`$ is constructed by matching the trace of its extrinsic curvature in $`W`$ to that of $`W`$ in the spacetime. This prescription is not overconstrained, as it is analogous to the construction of a minimal surface. Assumption (iii) ensures that $`\theta `$ will not increase away from $`\stackrel{~}{B}_+`$ Wald , and (ii.2) excludes the possibility that the light-rays intersect within $`W`$.333Strictly, this is demonstrated by Eq. (11) below. Hence, the light-rays generate a light-sheet $`L_+`$ that captures all of the matter system. Let $`A_+`$ be the area of $`B_+`$, and let $`A_+^{}`$ be the area of the surface $`B_+^{}`$ spanned by the same light-rays when they (last) leave the system $`W`$.

Similarly, $`\stackrel{~}{B}_{}`$ can be deformed to a surface $`B_{}`$ of exactly vanishing expansion. This defines a second, slightly different light-sheet $`L_{}`$ with initial and final areas $`A_{}`$ and $`A_{}^{}`$. The light-sheets $`L_\pm `$ have opposite directions of contraction, roughly $`\pm x^1`$. We will be interested in the total change of the cross-sectional area as each light-sheet traverses $`W`$: $`\mathrm{\Delta }A_+A_+A_+^{}`$ and $`\mathrm{\Delta }A_{}A_{}A_{}^{}`$.

Let $`S`$ be the entropy of the matter system, i.e., the logarithm of the number of independent quantum states accessible to any system of total mass $`M`$ occupying the world volume $`W`$ in a neighborhood of $`L_\pm `$. As each light-sheet fully contains the matter system, the GCEB implies that $`S\mathrm{\Delta }A_+/4G\mathrm{}`$ and also that $`S\mathrm{\Delta }A_{}/4G\mathrm{}`$. Therefore,

$$S\frac{\mathrm{\Delta }A_++\mathrm{\Delta }A_{}}{8G\mathrm{}}.$$
(6)
To calculate $`\mathrm{\Delta }A_\pm `$ to leading order, we may continue using $`(x^2,\mathrm{},x^{D1})`$ to label the light-rays in $`L_\pm `$. We may approximate the affine parameter along each ray by $`\pm x^1`$, and the vector field tangent to the light-rays by

$$\pm k^a=\left(\frac{}{x^0}+\frac{}{x^1}\right)^a.$$
(7)
Let $`𝒜_\pm `$ be the cross-sectional area spanned by the light-ray $`(x^2,\mathrm{},x^{D1})`$ and its infinitesimally neighboring light-rays in the light-sheet $`L_\pm `$, at the (affine) position $`x^1`$. At each point on each of the two light-sheets, the expansion $`\theta _\pm `$ is given by the trace of the null extrinsic curvature Bou02 . Equivalently, it is the logarithmic derivative of $`𝒜_\pm `$ with respect to the affine parameter $`\pm x^1`$:

$$\theta _\pm (x^1;x^2,\mathrm{},x^{D1})=\pm \frac{d𝒜_\pm /dx^1}{𝒜_\pm }.$$
(8)
Raychaudhuri’s equation,

$$\frac{d\theta }{d(\pm x^1)}=\frac{1}{2}\theta _\pm ^2\sigma _\pm ^2R_{ab}k^ak^b,$$
(9)
describes how the expansion changes along a light-ray. Here $`R_{ab}`$ is the Ricci tensor. There is no twist term because the light-sheets are surface-orthogonal Wald . The expansion and shear terms, $`\theta ^2`$ and $`\sigma ^2`$, are of higher order than the stress term and can be neglected. In this approximation one can integrate Eqs. (8) and (9) for each light-ray:

$`𝒜_+(x^1)`$ $`=`$ $`𝒜_+(x_+^1)\mathrm{exp}{\displaystyle _{x_+^1}^{x^1}}𝑑\widehat{x}^1\theta _+(\widehat{x}^1)`$ (10)
$`=`$ $`𝒜_+(x_+^1)\left[1{\displaystyle _{x_+^1}^{x^1}}𝑑\widehat{x}^1{\displaystyle _{x_+^1}^{\widehat{x}^1}}𝑑\widehat{\widehat{x}}^1R_{ab}k^ak^b\right].`$ (11)
For $`x^1=x_{}^1`$, the curvature term yields the fractional change in each area element $`dx^2\mathrm{}dx^{D1}`$. By assumption (ii.2), this term will be small compared to unity. The area change can be integrated to obtain

$$\mathrm{\Delta }A_+=8\pi G𝑑x^2\mathrm{}𝑑x^{D1}_{x_+^1}^{x_{}^1}𝑑\widehat{x}^1_{x_+^1}^{\widehat{x}^1}𝑑\widehat{\widehat{x}}^1T_{ab}k^ak^b.$$
(12)
After adding the analogous expression for the light-sheet $`L_{}`$, the integrals factorize, and Eq. (6) becomes

$$S\frac{\pi }{\mathrm{}}𝑑x^2\mathrm{}𝑑x^{D1}\mathrm{\Delta }x^1_{x_+^1}^{x_{}^1}𝑑x^1T_{ab}k^ak^b.$$
(13)
To continue the inequality, we replace the local width of the system, $`\mathrm{\Delta }x^1x_{}^1x_+^1`$, by its largest value over $`(x^2,\mathrm{},x^{D1})`$, $`x`$. (For convex systems, $`x`$ is the separation of two planes orthogonal to $`x^1`$, which “clamp” $`W`$; but generally, it can be smaller than that.) This yields

$$S\pi P_bk^bx/\mathrm{},$$
(14)
where $`P_b𝑑x^1\mathrm{}𝑑x^{D1}T_{ab}k^a`$. Note that $`P_b`$ is a correctly normalized integral of the conserved tensor $`T_{ab}`$ over a null hypersurface \[see Eq. (7) and, e.g., Appendix B.2 in Ref. Wald \]. Since $`T_{ab}`$ vanishes outside $`W`$, the hypersurface of integration can be extended to spatial infinity without affecting the value of $`P_b`$. Hence the time component of $`P_b`$ is the total energy, and the (negative) spatial components are the ADM momenta. In a rest frame, the momenta vanish by definition, and $`P_0`$ is equal to the system’s total (“rest”) mass $`M`$. We thus obtain a “generalized Bekenstein bound”,

$$S\pi Mx/\mathrm{}.$$
(15)
Our result is somewhat stronger than the original Bekenstein bound, Eq. (1), because of our definition of the relevant length scale, $`x`$. Bekenstein advocated using the largest scale of the system, the circumferential diameter $`d`$. Our argument, however, allows us to use the smallest dimension. For example, if the system is rectangular with sides of length $`a<b<c`$, we are free to align the $`x^1`$ axis with the shortest edge, so that $`x=a`$. For more general shapes, the strength of Eq. (15) is optimized as follows. Find the greatest width of the system, $`x(\mathrm{\Omega })`$, for every orientation $`\mathrm{\Omega }`$ of the system relative to the $`x^1`$-axis; then choose the particular orientation $`\mathrm{\Omega }_{\mathrm{min}}`$ that yields the smallest such greatest width, $`x(\mathrm{\Omega }_{\mathrm{min}})`$. If the shape of the system is time-dependent, then $`x`$ can be minimized not only by judicious rotations, but also by time-translations of $`W`$ relative to $`L`$.444Obviously, boosts, rotations, and translations can change the physical set-up only when applied either to $`L`$ or to $`W`$ alone. Of these operations, only rotations and time-translations are useful for minimizing the bound. Spatial translations are either trivial or equivalent to time translations. Boosting $`W`$ is equivalent to a rotation of $`W`$ followed by a boost in the $`x^1`$ direction. The latter operation is actually trivial because $`L`$ is invariant under such boosts. Indeed, $`\mathrm{\Delta }x^1`$ scales inversely with $`P_bk^b`$ under $`x^1`$ boosts of $`W`$, so that one invariably obtains the product of the rest frame quantities $`x`$ and $`M`$. Independently of the shape of the system, $`xd`$ for all $`\mathrm{\Omega }`$, and in particular for $`\mathrm{\Omega }_{\mathrm{min}}`$. Hence Eq. (15) implies Eq. (1). For systems with highly unequal dimensions, such as a very flat box, $`xd`$. In this case Eq. (15) is much stronger than Eq. (1).

The assumptions we stated earlier characterize the regime in which the generalized Bekenstein bound can be applied. Our construction will not go through unless the system is compact and isolated, so that initial and final surfaces of a suitable light-sheet can be constructed. The weakness of gravity ensures that the light-sheet area decrease is small and that it is given by the product of a (well-defined) width and mass.

Thus, our derivation does not give licence to all interpretations the Bekenstein bound has received. For example, we do not find support for its application to a closed universe. Let $`S`$ be the entropy of the quantum fields on a spatial three-sphere of diameter $`d`$ at total energy $`M`$. (These quantities are well-defined in the absence of gravity, $`G=0`$.) In this case the system occupies a geometry which is intrinsically curved. Unlike an isolated system in flat space, it cannot be fully covered by a partial light-sheet. Hence, the covariant bound does not imply Bekenstein’s bound in this case. Indeed, violations of Eq. (1) were found for supersymmetric conformal field theories on spatial spheres of various dimensions KutLar00 .

There is no evidence that the original Bekenstein bound is violated by any complete, isolated, weakly gravitating system that can actually be constructed in nature Wal99 ; Bek00b . It also appears to be reasonably tight, in that realistic matter can come within an order of magnitude of saturating the bound Bek81 . But the generalized Bekenstein bound faces challenges to which the original was immune. Testing Eq. (15) will important both in its own right, and as a simple check of the GCEB that obviates the computation of geodesics. Detailed examples will be presented elsewhere.

We close on a speculative note. Gravity plays a central role in our derivation of Bekenstein’s bound. We combined the GCEB, a conjecture involving the Planck area $`G\mathrm{}`$, with classical equations involving $`G`$. But in due course $`G`$ dropped out, leaving only $`\mathrm{}`$ in the final result! Indeed, Bekenstein’s bound can be tested entirely within quantum field theory, apparently without any use of the laws of gravity Bek81 . This remarkable fact suggests a novel perspective on the connection between gravity and quantum mechanics. Note that for systems with small numbers of quanta ($`S1`$), Bekenstein’s bound can be seen to require non-vanishing commutators between conjugate variables, as they prevent $`Mx`$ from becoming much smaller than $`\mathrm{}`$. One is tempted to propose that at least one of the principles of quantum mechanics implicitly used in any verification of Bekenstein’s bound will ultimately be recognized as a consequence of Bekenstein’s bound, and thus of the covariant entropy bound and of the holographic relation it establishes between information and geometry.

###### Acknowledgements.

I would like to thank M. Aganagic, J. Bekenstein, É. Flanagan, and D. Marolf for discussions. I am especially grateful to H. Casini for stressing to me that flat systems may well obey Eq. (15) if boundary effects are properly taken into account.


text:
# Nonfactorizable effects in 𝐵→𝐽/𝜓𝐾

## 1 Decay amplitude

Precise measurements of exclusive nonleptonic $`B`$ decays have initiated theoretical considerations which go beyond naive factorization frequently used in the calculation of decay amplitudes. Nonfactorizable contributions have been investigated in several approaches BBNS ; KLS ; Khodja  for different classes of two-body nonleptonic $`B`$ decays. Here, we focus on nonfactorizable corrections in the decay $`BJ/\psi K`$. This channel is particularly interesting because of a substantial discrepancy between the prediction from naive factorization and experiment by more than a factor of three in the branching ratio. Also, this mode belongs to the color-suppressed class-2 decays for which large nonfactorizable contributions are expected.

The weak matrix element can be written in the form

$$J/\psi K|H_W|B=\sqrt{2}G_FV_{cb}V_{cs}^{}ϵqm_{J/\psi }f_{J/\psi }F_{BK}^+(m_{J/\psi }^2)a_2,$$
(1)
where $`F_{BK}^+`$ is the $`BK`$ form factor and the parameter $`a_2`$ incorporates factorizable and nonfactorizable contributions. A particular useful parametrization is given by

$$a_2=C_2(\mu )+\frac{C_1(\mu )}{N_c}+2C_1(\mu )\frac{\stackrel{~}{F}_{BK}^+(\mu )}{F_{BK}^+(m_{J/\psi }^2)},$$
(2)
where $`C_{1,2}`$ are the short-distance Wilson coefficients. The first two terms in (2) result from naive factorization, while the term proportional to $`\stackrel{~}{F}_{BK}^+`$ represents nonfactorizable contributions. Since $`a_2`$ parametrizes a physical decay amplitude, the scale dependence of the individual terms in $`a_2`$ must cancel. Taking $`\mu =m_b`$, one has, numerically, $`C_1(m_b)=1.802`$ and $`C_2(m_b)=0.185`$ BBL .

## 2 Nonfactorizable effects

According to the large $`N_c`$ analysis BGR , there could be a cancellation between the last two terms in (2), both being of order $`1/N_c`$ relative to the leading term. In case of such a cancellation, $`a_2C_2`$ would be negative. While for $`D`$ decays a negative value of $`a_2`$ is consistent with experiment, experimental data on $`B`$ decays suggest a positive $`a_2`$. On the other hand, explicit estimates of nonfactorizable contributions in $`B`$ decays have predicted both signs for $`a_2`$.

In MR , the QCD light-cone sum rule method Khodja  was applied to the calculation of soft nonfactorizable contributions in $`BJ/\psi K`$. The relevant operators in the weak Hamiltonian $`H_W`$ are

$$𝒪_2=(\overline{c}\mathrm{\Gamma }_\mu c)(\overline{s}\mathrm{\Gamma }^\mu b),\stackrel{~}{𝒪}_2=(\overline{c}\mathrm{\Gamma }_\mu \frac{\lambda ^a}{2}c)(\overline{s}\mathrm{\Gamma }^\mu \frac{\lambda ^a}{2}b).$$
(3)
It is the contribution of $`\stackrel{~}{𝒪}_2`$ to the matrix element (1), which is expected to give rise to the leading nonfactorizable effects. The sum rule approach allows to estimate the contribution of soft-gluon exchange between the $`J/\psi `$ and the $`BK`$ system, see Fig. 1. To this end, one has to isolate the ground state contribution to the correlation function

$$F_\nu (p,q,k)=d^4xe^{i(p+q)x}d^4ye^{i(pk)y}K(q)|T\{j_\nu ^{J/\psi }(y)\stackrel{~}{𝒪}_2(0)j_5^B(x)\}|0$$
(4)
represented graphically in Fig.1. Taking into account twist-3 and twist-4 contributions calculated at the appropriate scale $`\mu _bm_b/2`$, one finds

$$\stackrel{~}{F}_{BK}^+(\mu _b)=0.009÷0.017,$$
(5)
and, substituting (5) in (2),

$$a_2=0.14÷0.17|_{\mu =\mu _b}.$$
(6)
Although the nonfactorizable matrix element (5) is rather small, it increases $`a_2`$ by $`30÷70\%`$, due to the large coefficient $`2C_1(\mu _b)`$.

In addition, one has nonfactorizable contributions from hard-gluon exchange. They have been estimated in QCD factorization BBNS  and amount to another $`20\%`$ correction Cheng . Thus, in total one obtains

$$a_2=0.16÷0.19|_{\mu =\mu _b}.$$
(7)
## 3 Conclusions

Firstly, one can see that the theoretical expectation (7) is still too small to explain the experimental value

$$|a_2|^{exp}=0.29\pm 0.03.$$
(8)
Secondly, it is interesting to note that the theoretical approach described here predicts a positive sign of $`a_2`$ in agreement with experiment and in contradiction with the argument based on $`1/N_c`$ expansion BGR . Finally, a comparison of the value (8) deduced from the measurement of $`BJ/\psi K`$ with the result $`|a_2|^{exp}=0.4÷0.5`$ from the decays $`\overline{B}^0D^{()0}\pi ^0`$ indicates a substantial nonuniversality of $`a_2`$ in color-suppressed decays NP .

## Acknowledgments

B.M. wishs to thank the organizers of Frontier Science 2002 for the invitation and for their support and would also like to acknowledge the support by the Alexander von Humboldt Foundation and partial support of the Ministry of Science and Technology of the Republic of Croatia under the contract 0098002. R.R. acknowledges the support by the Bundesministerium für Bildung und Forschung (BMBF, Bonn, Germany) under the contract number 05HT1WWA2.


text:
# Large Velocity Gradients in the Tidal Tails of the Interacting Galaxy AM 1353-272 (“The Dentist’s Chair”) Based on observations collected at the European Southern Observatory, La Silla, Chile (ESO No 67.B-0049).

## 1 Introduction

Interactions among disk galaxies are observed to produce tidal tails of sometimes impressive lengths containing stars and HI in varying proportions. While tidal tails of interacting galaxies have been analyzed in dynamical simulations of interactions to assess their use to probe the form of the dark matter potential (e.g. Springel & White 1999), the detailed kinematics of structures within the tidal tails have not received much attention. Both in deep spectroscopic observations (Duc et al. 2000) and high resolution dynamical simulations (Barnes & Hernquist 1992), condensations are observed to form in tidal tails, the nature and fate of which are not yet fully understood.

At a distance of 159 Mpc (computed with $`H_0=75`$ km s-1 Mpc-1) the interacting system AM 1353$``$272 (catalog AM 1353-272), nicknamed the “The Dentist’s Chair” for its peculiar morphology, consists of three apparent components (see Fig. 1): ‘A’, a disturbed galaxy with two $``$40 kpc long tidal tails (also cataloged as ESO 510-G 020G and IRAS F13533-2721), a disturbed edge-on disk galaxy ‘B’, and an elliptical ‘C’ (see Weilbacher et al. 2000). While ‘A’ and ‘B’ are a physical pair with a central velocity difference of only $`150`$ km s-1, ‘C’ (catalog AM 1353-272C) has a heliocentric velocity of 14750 km s-1, and is therefore located 38 Mpc behind the interacting pair. The tidal tails of AM 1353$``$272 A host several blue knots with luminosities of dwarf galaxies. From their location and colors, they were identified by Weilbacher et al. (2000) as Tidal Dwarf Galaxy (TDG) candidates.

In this letter, we present the first evidence from deep optical spectroscopy with the VLT that some dense structures in the tidal tails are kinematically decoupled from the overall motion of the tails. Forthcoming instruments on large telescopes — e.g. high resolution integral field spectrographs — will be very well suited to investigate further the specific dynamics in the tidal tails of AM 1353$``$272 A.

## 2 Observations and data reduction

We have obtained multi-object spectroscopic data of a field centered on the system AM 1353$``$272 with the FORS2 instrument at the 4th VLT telescope “Yepun”. Service mode observations were carried out in the night 13/14th of August 2001 under photometric conditions. Several spectroscopic standards were observed. The total exposure time of 3210 s was split into three individual exposures of 1070 s to ease cosmic ray cleaning. The seeing of 1$`\stackrel{}{\mathrm{.}}`$0 is well sampled by an instrumental scale of 0$`\stackrel{}{\mathrm{.}}`$2 px-1. The grism 600B+22 was used, giving a wavelength coverage of 3450…5900 Å and a spectral resolution of 5.7 Å (1.2 Å per pixel) for a central slit of 1″ width. We created a mask for the mask exchange unit (MXU) of the FORS2 instrument with curved and tilted slits to cover the tails of AM 1353$``$272 A and several surrounding galaxies in one setup (see Fig. 1).

The data reduction followed standard recipes, for which we used our own IRAF task mosx (Weilbacher et al. 2002). Special care was taken to correct the curvature of the 2D spectra of the curved slits: a proper wavelength calibration was carried out at each position along the slits, using a reference HeHgCd frame observed through the same mask as the science frames. The typical accuracy for each column is 0.04 Å RMS. A 4th order polynomial fit was then performed for each slit to determine the final wavelength solution and compute the parameters of the curvature correction. All these tasks were performed using the standard tools in the IRAF package longslit. The result of this procedure is presented in Fig. 2: the original, uncorrected 2D spectrum is compared with the spectrum after the correction.

After subtracting the sky background, we used the brightest emission lines from the slits along the tidal tails to derive the velocity profiles with an IRAF script based on the fitprofs procedure. As a check, the same velocity fit was carried out with the nearest lines in the wavelength calibration spectrum. The 1$`\sigma `$ differences from zero velocity in this control fit are below 1 km s-1. The relative systematic errors in the final velocity profiles should be of the order of 1 km s-1 while the errors for single points are typically 15 km s-1.

## 3 Results

Fig. 3 presents the velocity distribution of the ionized gas along the two tails of AM 1353$``$272. The velocities indicated on the top of Fig. 3 are relative to the interpolated central velocity $`V_A=11935`$ km s-1 of AM 1353$``$272 A. The relative H$`\beta `$ flux and hence distribution of the H II regions along the tails, is shown below: it may be used to infer the S/N ratio of the emission lines used to derive the velocities. Vertical lines mark the individual optical knots studied by Weilbacher et al. (2000). Note that nearly all of them are sites of active star formation, as predicted by a comparison of photometric starburst models with optical broad band colors.

At first glance, it seems as if there are velocity gradients within the knots and sudden jumps in velocity between them. To further analyze the step-like shape of the velocity curve, we subtract the overall streaming motion of the tails, by fitting a 5th order cubic spline (using IRAF’s curfit task) to all velocity points. We then extract individual regions from the residual velocity field (see lower part of Fig. 3).

In order to quantify the remaining apparent velocity gradients, we tried to fit a linear relation to all velocity gradients within the spatial extent of the knots. The results are given in Table 1, together with the error given by the fit procedure, the maximum velocity difference $`\mathrm{\Delta }V_{\mathrm{max}}`$, and the angular extent of the fitted gradient. The fits seem to be a good first order approximation to the real velocity gradients in most cases, and are shown in the bottom part of Fig. 3. Seven knots show velocity amplitudes that are significant, with errors below 50%. They reach 340 km s-1 for object ‘a’. For several knots the gradient is also clearly resolved, i.e. it is observed to extend more than twice the seeing of 1″.

## 4 Discussion and Conclusions

Given the observed significant velocity gradients within seven knots of the tails of AM 1353$``$272 A, we discuss several possibilities of the origin of this specific velocity distribution.

Instrumental errors can be excluded as a cause of these gradients. The velocity profiles observed over very small angular sizes (a few arcseconds) cannot be explained with flexures or distortions of the instrument. The wavelength calibration has been carried out and checked with the procedure described in Sect. 2. As a result, any relative instrumental effects within a given slit should be below 1 km s-1.

The apparent gradients could result from projection effects. As the angular size probed is only about 2 to 4 times the seeing, several smaller, physically unrelated knots might appear blended into one larger clump, mimicking the gradient we observe. It seems improbable, however, that this should be the case for many knots. Besides the two well determined tidal tails, there is no indication of complex tidal structures in this system. It is therefore quite unlikely that tidal debris outside the well-defined tails is observed in projection close to so many tidal knots.
Projection effects within a single tail are possible. First, the tails may have some depth along the line of sight, as can be seen in dynamical models of interactions starting with the idea of Toomre & Toomre (1972) to view tails as two-dimensional ribbons. Second, the very tip of the southern tail could indeed be bent. Its three-dimensional shape might partly account for the exceptionally large velocity gradient observed towards condensation ‘a’. An example of a projection by such a bend near the end of a tail is discussed by Hibbard et al. (2001) for the tail of the Antennae galaxies (NGC 4038/39). There, the total H I column density and the velocity dispersion along the line of sight mimic a massive condensation of matter. In their high-resolution H I data, they find two gas concentrations at different velocities, which have only about a tenth of the originally estimated mass. The amplitude $`\mathrm{\Delta }V_{\mathrm{max}}`$$`=340`$ km s-1 within knot ‘a’ (compared to $`\mathrm{\Delta }V_{\mathrm{max}}`$$`50\mathrm{}100`$ km s-1 in the Antennae region) makes it seem unlikely to be caused by projection alone. The overall velocity field towards the end of the southern tail is decreasing. If the tail was bent backwards to the center, one would expect this trend to continue. Knots projected from this bent part of the tail should then have even lower velocity than ‘a’. Such velocities are not observed. Projection effects by a bent tail for other knots apart from ‘a’ are implausible.

Velocity gradients could, in principle, be caused by gaseous outflows where one side of an expanding shell is blocked by dust. This would require significant amounts of extinction within the knots, while we find only very moderate absorption ($`A_B1.0`$ mag including galactic $`A_B=0.26`$ mag, estimated from Balmer line ratios). Additionally, an outflow would also imply line-broadening. There is no indication of broad lines here, as the FWHM of the H$`\beta `$ line is the same as the spectral resolution. It is very unlikely that the gradients are caused by outflows.

Rotation of bound objects could also create this kind of velocity gradients. From the irregular optical appearance and the location of the knots within tidal tails, it is unlikely that the stars in the potential of a knot have stable orbits. True Keplerian motion will not apply here, and it would then be premature to interpret the observed kinematics in terms of “rotation”. Mass estimates from the Virial theorem would strongly overestimate the real mass contained within the knots111If caused by Keplerian rotation alone, the rotational velocity of knot ‘a’ would be of the same order as those of giant spiral galaxies, which is unrealistic for an object with $`M_B=13.7`$ mag..

Instead, we may be witnessing the formation of bound objects in the tidal tails which are not yet virialized. The velocity gradients also seem to be specifically oriented in the sense that the higher velocity end of each knot points towards the center of AM 1353$``$272 A. A possible cause could be the rotational direction of progenitor disk before the interaction. The presence of the companion galaxy ‘B’ near the southwestern tidal tail could also amplify motions in the tails, to create a “spin” in these knots in one direction. This would also explain the higher velocity amplitudes within the knots in the southwestern tail close to the companion.

The idea of Tidal Dwarf Galaxies (TDGs) — dwarf galaxies that are born as condensations in tidal tails — has been discussed in recent years by several authors (Barnes & Hernquist 1992; Hibbard & Mihos 1995; Duc et al. 1997), both theoretically and observationally. Duc et al. (2000) proposed a first definition of the term TDG as a self-gravitating object of dwarf galaxy mass formed from tidal material (see also Weilbacher & Duc 2001). While we are hampered by the spatial resolution and cannot give the ultimate proof of the velocity gradients as motion of tidal material beginning to get bound into knots, it seems that we are witnessing the formation of TDGs in the tails of AM 1353$``$272 A, for the first time for multiple objects along both tails of the same interacting galaxy.

Forthcoming instruments for high-resolution spectroscopy on 8m-class telescopes, e.g. integral field instruments, will enable us to confirm the velocity gradients and further investigate their origin. Coupled with the high spatial resolution of adaptive optics these instruments will be very useful tools to analyze the unique properties of the knots seen in these tidal tails. To fully understand the geometry and interaction parameters causing this first series of possibly genuine Tidal Dwarf Galaxies and to complement the observations, detailed dynamical N-body+SPH modeling of the collision will be necessary.

We thank I. Appenzeller for help with the proposal and data retrieval and our anonymous referee for a friendly and helpful report. PMW is partly supported by DFG grant FR 916/6-2.


text:
# Granular Elasticity without the Coulomb Condition

## Abstract

An self-contained elastic theory is derived which accounts both for mechanical yield and shear-induced volume dilatancy. Its two essential ingredients are thermodynamic instability and the dependence of the elastic moduli on compression.

Stable sand piles show clear elastic behavior, though conventional elasticity theory cannot be appropriate, as sand piles also possess a steepest slope. The associated angle, the Coulomb angle $`\phi `$, has a typical value of around $`30^{}`$ for dry sand. So granular materials may be taken to interpolate between fluid (no elasticity, $`\phi =0^{}`$) and solid (conventional elasticity, $`\phi 90^{}`$). This is usually understood in terms of the solid friction law: Subject to gravitational pull, a sand grain resting on a slope of angle $`\theta `$ experiences the force $`N=\rho G\mathrm{cos}\theta `$ normal to the surface, and $`S=\rho G\mathrm{sin}\theta `$ along it, with $`S/N=\mathrm{tan}\theta `$. ($`\rho `$ is the mass density and $`G`$ the gravitational constant.) Since static friction will only sustain a maximal $`S/N`$, there is a maximal $`\theta `$, which one may identify with the Coulomb angle $`\phi `$, or $`S/N\mathrm{tan}\phi `$. Now, requiring this to hold both along any plane and everywhere in the bulk, one may reinterpret $`S`$ and $`N`$ as components of the stress tensor $`\sigma _{ij}`$, respectively tangential and normal to the given plane. Then the inequality may, with $`\sigma _1`$ and $`\sigma _3`$ as the largest and smallest Eigenvalues of $`\sigma _{ij}`$, be written as

$$\left|(\sigma _1\sigma _3)/(\sigma _1+\sigma _3)\right|\mathrm{sin}\phi .$$
(1)
This is the “Coulomb yield condition,” or “Coulomb law of internal friction,” a textbook formula of soil mechanics Nedderman , employed to impose mechanical yield upon conventional elasticity. Although this formula captures essential granular physics, it possesses a number of deficiencies. First of all, the Coulomb condition “pre-empts” what should have been the result of a proper theory: Ideally, one would like to start from a continuum theory, calculate the spatial dependence of the stress with appropriate boundary conditions, and arrive – with some substantiated understanding – at the fact that there is a maximal shear stress in sand, above which the system is mechanically unstable. This includes especially an expression for the Coulomb angle $`\phi `$. The Coulomb law postulates the last bit and employs it backward.

Second, the Coulomb condition takes for granted that mechanical yield is determined by a unique $`\phi `$, independent of geometry. Third, it is not obvious that granular materials behave as conventional solids up to the yield point, without any “precursor” behavior. Fourth, the Coulomb condition partially contradicts conventional elasticity, and our understanding is rendered regrettably precarious. Last not least, Reynolds dilatancy Reynolds  – the volume expansion concurring with shear motion in granular materials – should be an integral part of mechanical yield, yet is completely ignored by the Coulomb law. Imagine a pile of stacked steel balls, and envisage how a shearing displacement lift the balls from their close-packed positions and give rise to volume expansion – which eventually leads to yield. In experiments Bagnold  and simulations Herrmann , this is what has been observed.

Although the Coulomb condition appears unique to granular systems, its sole purpose is to account for mechanical yield, or the lack of elastic configurations for certain values of stress and strain. Yield is a widespread phenomenon in many solids at high stresses, which are well accounted for by linear elasticity at lower values of stress. “Low, high” are of course relative concepts, and the noteworthy point is: Being characterized by a quadratic elastic free energy and a linear stress,

$`f_{el}=\frac{1}{2}K_bu_{nn}^2+K_au_k\mathrm{}^0u_k\mathrm{}^0,`$ (2)
$`\sigma _{ij}=K_bu_{nn}\delta _{ij}2K_au_{ij}^0,`$ (3)
linear elastic theory cannot possibly account for yield, as it provides stable elastic solutions for arbitrary strains and stresses, however high. ($`u_{nn}`$ is the trace of the strain tensor $`u_{ij}`$, $`u_{kl}^0u_{kl}u_{nn}\delta _{kl}/3`$ is its traceless part, and $`K_b,K_a`$ are the constant compressional and shear moduli.) Yet contrary to prevalent perception, this is not a general feature of elasticity: Adding nonlinear terms to Eqs (2,3) may well render given elastic solutions instable for some variable range. And it appears obvious that elastic instabilities, or more generally, the lack of elastic solutions, are to be identified with yield, the lack of elastic configurations. Doing so embraces yield as the generic phenomenon that it is, and does away with extraneous inputs such as the Coulomb condition. Note also that yield therefore marks the end of the range of validity for elasticity. Only a more comprehensive theory including dissipative terms is able to describe what then happens, typically plastic flows.

In granular materials, one need not look far for terms that fit the above description. Consider two solid spheres in contact LL7  to find $`Uh^{5/2}`$, $`fh^{3/2}`$, where $`U`$ is the elastic energy, $`f`$ the applied force, and $`h`$ the relative change in height. The latter relation is not linear, because the area of contact between the two spheres and the amount of compressed mass increase with $`h`$. Assuming one can scale up this two-body result to granular materials – in usual parlance, that they possess “Hertz contacts,” we identify $`U,f,h`$ respectively with $`f_{el},\sigma _{nn},u_{nn}`$ of Eqs (2,3), and conclude $`K_bu_{nn}^{}{}_{}{}^{1/2}\sigma _{nn}^{}{}_{}{}^{1/3}`$ is no longer constant. Realistically, with more than two grains in contact, $`K_b`$ will still depend on $`\sigma _{nn}`$ and vanish with it, so one may more generally take $`K_b\sigma _{nn}^{}{}_{}{}^{\beta }`$. And since the physics of increasing contact area is similar for shear, also take $`K_a\sigma _{nn}^{}{}_{}{}^{\beta }`$. Evesque and de Gennes employed these elastic moduli in the stress of Eq (3) to successfully render the pressure saturating in silos EdG .

Aiming to generalize this “quasi-elastic theory” and embed it into a consistent thermodynamic framework, we made the following observation: With $`K_b,K_au_{nn}^{}{}_{}{}^{a}`$ and the free energy $`f_{el}`$ retaining its form of Eq (2), the stress $`\sigma _{ij}`$ – given by general considerations essentially as $`f_{el}/u_{ij}`$ – is necessarily modified: Eq (3) is clearly only correct if $`K_a,K_b`$ are constant. Our serendipitous finding reported below is, the additional terms of $`\sigma _{ij}`$ suffice to account for mechanical yield and volume dilatancy, by rendering elastic solutions instable or untenable in a range of parameters appropriate for granular materials. (Assuming as above that it is the stress which retains its form, no $`f_{el}`$ exists such that $`\sigma _{ij}=f_{el}/u_{ij}`$ holds, because the relevant Maxwell relations are violated.)

Basic to our approach is the assumption that a finite elastic region exists. This is universally accepted in soil mechanics, eloquently supported by de Gennes EdG , and in fact corroborated by the stability of sand piles. There are of course well argued reservations, such as those derived from force arches, or from the distinction between plastic versus elastic contacts – introduced partly due the same desire to understand yield BCC . However, they are usually based on an “intergranular” or microscopic point of view, and the connection to the elasticity of macroscopic, continuous media is less than clear gold . A different argument is the possible lack of a unique displacement field $`U_i`$. In our opinion, elasticity is, at its core, a robust theory: In spite of crystal defects, frequently rendering $`U_i`$ ill-defined, elasticity remains valid in solid, accounting for its capability to sustain shear stresses – as long as the defects are stationary. By merely standing, sand piles demonstrate the same capacity, and there is no reason why a carefully constructed elastic theory should not be able to account for all its static, macroscopic behavior as well. After all, whether a proposed theory does exactly this should be its ultimate test.

This ends the introduction. In the following, an self-contained elastic theory capable of accounting for mechanical yield and volume dilatancy is developed. First, we choose an equilibrium state of arbitrary (thermodynamic) temperature $`T`$ and packing density $`\rho _c`$, with no external forces, especially gravitation, but with the atmospheric pressure present 2 . This virtual state (in spite of its marginalized stability and individually compressed grains) is taken as our system of reference, with a vanishing displacement field $`U_i`$. The associated free energy density is $`f_1\rho /m`$, where $`f_1(T)`$ is the free energy, and $`m`$ the mass, per grain. Turning on the gravitation and applying external forces will further strain the granular material and lead to density change. If the force is small and applied slowly enough, this change is elastic,

$$\delta 1\rho _c/\rho =u_{nn}.$$
(4)
As gravitation and normal stress cram the grains, they lead to finite contact areas between them, and give rise to finite elastic moduli. The free energy density becomes

$`f=(f_1/m)\rho +\frac{1}{2}K_bu_{nn}^2+K_au_k\mathrm{}^0u_k\mathrm{}^0+\rho Gz,`$ (5)
$`K_b=\stackrel{~}{K_b}\delta ^b,K_a=\stackrel{~}{K_a}\delta ^a,`$ (6)
with $`\stackrel{~}{K_a},\stackrel{~}{K_b}>0`$ for $`\delta 0`$, $`\stackrel{~}{K}_b,\stackrel{~}{K}_a=0`$ for $`\delta <0`$. (The particles loose contact with one another for $`\delta <0`$.) Linear elasticity corresponds to $`a,b=0`$, while “Hertz contacts” imply $`a,b=1/2`$. However, we did not find a watertight general reason requiring $`a=b`$, as assumed in the quasi-elastic theory EdG . We believe this is a question of clarity versus accuracy: Experiments are better accounted for if $`b`$ is taken slightly larger than $`a`$ (see below). Yet $`a`$ is the rather more important exponent, which alone already gives rise to mechanical yield and volume dilatancy. So $`b`$ need not be treated with the same care, and one may set $`b=a`$ to gain great simplifications in the expressions – mainly because the Poisson ratio

$$\nu (3K_b2K_a)/(6K_b+2K_a)$$
(7)
then lacks critical density dependence. Finally, Eq (6) should be taken in the spirit of an expansion that holds only close to $`\rho _c`$, or for $`\delta 1`$.

Given Eqs (5,6) and employing the Eulerian notation, $`2u_{ij}=_iU_j+_jU_i_iU_k_jU_k`$, the stress is determined by energy and momentum conservation (cf. tem ) to be $`\sigma _{ij}=(\rho \mu f)\delta _{ij}\mathrm{\Psi }_{ij}+\mathrm{\Psi }_{ik}u_{kj}+\mathrm{\Psi }_{jk}u_{ki}`$, where $`\mathrm{\Psi }_{ij}(f/u_{ij})_{\rho ,T}`$ and $`\mu (f/\rho )_{u,T}`$. Keeping only the dominant of the nonlinear terms, we have

$`\sigma _{ij}`$ $`=`$ $`K_bu_{nn}\delta _{ij}2K_au_{ij}^0`$
$`+`$ $`\delta ^1(\frac{1}{2}bK_bu_{nn}^2+aK_au_\mathrm{}k^0u_\mathrm{}k^0)\delta _{ij}.`$
Setting $`a,b=0`$, only the first line, or the expression of linear elasticity, remains. The next line comes either from deriving $`K_a,K_b`$ with respect to $`\rho =\rho _c(1\delta )`$, leading to a contribution in the chemical potential $`\mu `$, or equivalently, with respect to $`u_{nn}=\delta `$, giving rise to additional terms in $`\mathrm{\Psi }_{ij}`$. Although $`a=b0`$ in the quasi-elastic theory EdG , neither does its stress contain the second line. As will be shown in a future work, this is qualitatively alright for silos, because yield is never a problem here.

To obtain a feeling for the implications of Eq (Granular Elasticity without the Coulomb Condition), consider the “pressure” $`P\sigma _{kk}/3`$, as a function of the compression $`\delta `$ and the shear $`u_s\sqrt{u_\mathrm{}k^0u_\mathrm{}k^0}`$,

$$P=(1+b/2)\stackrel{~}{K}_b\delta ^{1+b}+a\stackrel{~}{K}_au_s^2/\delta ^{1a}.$$
(9)
$`\delta `$ is plotted versus $`P`$ for given $`u_s`$ and realistic values of $`a,b`$, in the left half of Fig.1. The solid part of the lines are the stable, physical region, with a positive compressibility; the dashed lines, showing $`P\mathrm{}`$ for $`\delta 0`$ are the unstable, unphysical region. The reason for this can be understood from the right half of Fig.1, a plot of $`\delta `$ versus $`u_s`$ for given $`P`$. Starting at the top, with finite compression and no shear, $`\delta =4\times 10^4`$, $`u_s=0`$, we see how the solid lines decrease, or how volume dilates, for increasing shear. (Conventional linear elasticity or the elasto-plastic theory plastoEla  yield a straight horizontal line, stopping at the value asserted by the Coulomb yield condition.) Shear values right of the parabola-like curves obviously do not have elastic solutions, though as mentioned plastic flow solutions of course must exist.

Thermodynamic stability, however, is lost even before the vanishing of the elastic solutions, at the points given by the arrows, where the solid lines turn into dashed ones. This is because $`f`$ of Eq (5) is convex only for certain values of $`\delta `$ and $`u_s`$: With $`f=\frac{1}{2}\stackrel{~}{K_b}\delta ^{b+2}+\stackrel{~}{K_a}\delta ^au_s^2+\mathrm{}`$, thermodynamic stability requires $`(^2f/\delta ^2)(^2f/u_s^2)(^2f/\delta u_s)^2`$, or

$$u_s^2/\delta ^2(2+b)(1+b)K_b/[2a(1+a)K_a].$$
(10)
Dashed lines of both figures represent parameters that do not satisfy this condition. Note that if the medium is not at all compressed, no finite shear is stable.

For further comparison of this theory to the Coulomb yield condition (1), we shall in the following consider three typical experimental setups (see upper inset of Fig.2): (i) simple shear test: an infinite layer of sand subject to a normal and a shear force density, $`N`$ and $`S`$; (ii) axisymmetric triaxial test: a cylindrical sample of sand subject to a hydrostatic pressure $`p`$ and a deviatory normal stress $`q`$; (iii) sand on a slope: an infinite layer of sand on a rough, inclined plane with the angle $`\theta `$. The implication of Eq (1) for these experiments are, respectively Nedderman ,

$$S/N\mathrm{tan}\phi _1;q/(2p+q)\mathrm{sin}\phi _2;\theta \phi _1,$$
(11)
with $`\phi _1=\phi _2`$ denoting the Coulomb angle. Using the above granular elastic theory, setting for simplicity $`a=b`$, the respective results may also be dressed as the same inequalities, though $`\phi _1,\phi _2`$ are now explicitly given,

$`\mathrm{tan}\phi _1`$ $`=`$ $`{\displaystyle \frac{\sqrt{3\left(12\nu \right)\left(5a\nu +2\nu a+2\right)}}{\sqrt{2a}\left(a\nu 2\nu +a+4\right)}},`$ (12)
$`\mathrm{sin}\phi _2`$ $`=`$ $`{\displaystyle \frac{3\sqrt{12\nu }}{2\sqrt{2a(2+a)(1+\nu )}+\sqrt{12\nu }}}.`$ (13)
These expressions are easily derived. For the simple shear test, the symmetry of the geometry and the force balance $`_k\sigma _{ik}=0`$ (neglecting gravity) prescribe constant strain, with the displacement given as $`U_x,U_yy`$, $`U_z=0`$. Inserting the nonvanishing components of the strain, $`u_{xy}`$ and $`u_{yy}=\delta `$, into Eq (Granular Elasticity without the Coulomb Condition), we obtain

$`\sigma _{yy}=(1+\frac{b}{2})K_b\delta +\frac{4}{3}(1+\frac{a}{2})K_a\delta +2aK_au_{xy}^2/\delta ,`$ (14)
$`\sigma _{xy}=2K_au_{xy},\sigma _{xx}=\sigma _{yy}2K_a\delta .`$ (15)
The boundary conditions impose $`\sigma _{yy}=N`$, $`\sigma _{xy}=S`$. Solving $`\delta `$ and $`u_{xy}`$ as functions of $`N`$ and $`S`$, we find that no solution exists if $`N/S`$ exceeds a maximal value. In addition, $`\delta `$ and $`u_{xy}`$ must satisfy Eq (10), which for the present case is the more stringent one, leading to Eq (12). Note since of Eq (14) is similar to Eq (9), (they are structurally identical for $`a=b`$), it also displays dilatancy.

The strain is again constant for the axisymmetric triaxial test. With the displacement vector given as $`U_xx`$, $`U_yy`$, $`U_zz`$, the strain is $`u_{xx}=u_{yy}=(\delta +\mathrm{\Delta }H/H_0)/2`$, $`u_{zz}=\mathrm{\Delta }H/H_0`$, and $`u_{ij}=0`$ for $`ij`$. ($`H_0`$ is the height for $`p=q=0`$, and $`\mathrm{\Delta }H`$ its change.) Inserting these into Eq (Granular Elasticity without the Coulomb Condition) yields the stress tensor,

$`\sigma _{xx}=\sigma _{yy}`$ $`=`$ $`\frac{a}{6}q^2/(K_a\delta )\frac{1}{3}q+K_b(1+\frac{b}{2})\delta ,`$
$`\sigma _{zz}`$ $`=`$ $`\sigma _{yy}(\delta +3\mathrm{\Delta }H/H_0)K_a.`$ (16)
The boundary conditions are: $`\sigma _{xx}=\sigma _{yy}=p`$, $`\sigma _{zz}=p+q`$, $`\sigma _{ij}=0`$ for $`ij`$. Again, $`\delta `$ and $`\mathrm{\Delta }H`$ do not have solutions if $`q/(2p+q)`$ exceeds the value given by Eq (13). \[Eq (10) yields exactly the same constraint here.\]

Due to high external forces, the actual deformations in both above experiments tend to contain considerable plastic contributions, invalidating a direct comparison with the present theory. This is not the case for the third experiment, sand on a slope, as its deformation is due to the comparatively small gravity. The medium is uniform along the $`x`$ and $`z`$ directions (see inset of Fig.2), so the displacement is of the form $`U_x=U_x(y)`$, $`U_y=U_y(y)`$, $`U_z=0`$. The stress tensor is then given by Eq (Granular Elasticity without the Coulomb Condition) and by integrating $`d\sigma _{yy}/dy=\rho G\mathrm{cos}\theta `$, $`d\sigma _{xy}/dy=\rho G\mathrm{sin}\theta `$ under the constraint that the stress vanishes at the free surface ($`y=H`$),

$`\sigma _{xx}`$ $`=`$ $`(1+\frac{b}{2})K_b\delta +\frac{2}{3}(a1)K_a\delta +2aK_au_{xy}^2/\delta ,`$
$`\sigma _{xy}`$ $`=`$ $`2\mu u_{xy}=GM(y)\mathrm{sin}\theta ,`$
$`\sigma _{yy}`$ $`=`$ $`\sigma _{xx}+2K_a\delta =GM(y)\mathrm{cos}\theta .`$ (17)
$`M(y)_y^H\rho (y^{})𝑑y^{}`$ denotes mass per unit area between $`y`$ and the free surface $`H`$; the total mass $`M(y=0)`$ is taken as a constant that does not vary with $`\theta `$, so both $`\rho `$ and $`H`$ depend on $`\theta `$. As in the simple shear test, the stability condition Eq (10) is the more stringent one confining the value of $`\mathrm{sin}\theta `$ and leads to Eqs (12).

Finally, we consider what these results imply for the parameters of the above granular elastic theory, especially the powers $`a`$, $`b`$ and the Poisson ratio $`\nu `$. In Fig.2, $`\phi _1`$ and $`\phi _2\phi _1`$ are plotted as functions of $`a`$ with different values of $`\nu `$, rendered in full and dashed lines, respectively. The angle $`\phi _1`$ varies between $`15^{}`$ and $`35^{}`$, with $`\left|\phi _2\phi _1\right|/\phi _15\%`$ in the parameter regime $`0.2<a<1`$ and $`0.35<\nu <0.4`$. Insisting on $`\phi _2=\phi _1=30^{}`$ for Coulomb media, we find $`a=0.27`$ and $`\nu =0.36`$. (The fact that $`\left|\phi _2\phi _1\right|`$ diverges for small $`a`$ indicates that linear elasticity, $`a0`$, is incompatible with a unique angle of friction.)

Because $`\phi _1`$ is the maximum angle for inclined planes with a layer of sand at rest, we may identify $`\phi _1`$ with Bangold’s maximum angle of stability. Experimentally, this angle is found to vary from $`30^{}`$ (spherical grains) to $`6070^{}`$ (angular and rough grains) Boltenhagen . According to Fig.2, this implies an $`a`$ between $`0`$ and $`0.4`$.

Because we assumed $`b=a`$, $`b`$ also varies between $`0`$ and $`0.4`$. With $`P\delta ^{1+b}`$ or $`K_bP^\beta `$, $`\beta =b/(1+b)`$, cf. Eqs (6) and (9), we have $`\beta `$ varying between $`0`$ and $`0.28`$ – smaller than the $`\frac{1}{3}`$ of the Hertz contact LL7 . This is an indication that $`a=b`$ oversimplifies. Repeating the above calculation allowing $`ab`$, we find $`\phi _1=\phi _2=30^{}`$ by taking $`a=0.4`$, $`b=0.5`$ (ie. $`\beta =\frac{1}{3}`$), and $`\stackrel{~}{K}_a/\stackrel{~}{K}_b=0.36`$.

At higher pressures (from $`700`$ to $`7000`$ kg/m<sup>2</sup>), $`\beta =0.5`$ (or $`b=1`$) was measured and referred to as the $`P^{1/2}`$-dependence Duffy-Mindlin ). Various microscopic reasons were proposed for this deviation from the Hertz law Goddard ; dG2 . Within the present framework, this is easily accounted for by the packing dependence of $`b(\rho _c)`$, a feature that we shall study in future works.

It is important to realize that the Poisson ratio $`\nu `$ as given in Eq (7) is, in granular materials, not the same as that given by

$$\nu _{tri}=\left(\frac{du_{xx}/dq}{du_{zz}/dq}\right)=\frac{1}{2}\frac{b^2+3b+(b^2+3b+6)\nu }{b^2+3b+3+b(b+3)\nu }$$
(18)
(at $`q0`$), eg measured in triaxial experiments. \[The second expression is obtained by employing Eq (16).\] Taking $`b=0.5`$, $`a=0.4`$, $`\stackrel{~}{K}_a/\stackrel{~}{K}_b=0.36`$ as above, and $`\delta =10^5`$, we obtain $`\nu _{tri}=0.25`$, well comparable to the measured value of around $`0.17`$ to $`0.25`$ E . (Enforcing $`a=b`$ again leads to discrepancy: Taking $`a=b=0.27`$ and $`\nu `$=0.36 as given above, we have $`\nu _{tri}=0.4`$.)


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# Reactive glass and vegetation patterns

## Abstract

The formation of vegetation patterns in the arid and the semi-arid climatic zones is studied. Threshold for the biomass of the perennial flora is shown to be a relevant factor, leading to a frozen disordered patterns in the arid zone. In this “glassy” state, vegetation appears as a singular plant spots separated by irregular distances, and an indirect repulsive interaction among shrubs is induced by the competition for water. At higher precipitation rates, the diminish of hydrological losses in the presence of flora becomes important and yields spatial attraction and clustering of biomass. Turing-like patterns with characteristic length scale may emerge from the disordered structure due to this positive feedback instability.

Vegetation patterns in the arid and the semi-arid climatic zones tbs1 ; tbs2  are an interesting example of spontaneous symmetry breaking in complex systems. Competition of shrubs for a limited supply of water is the relevant process that dictates the spatial organization. The struggle for water induces an indirect interaction among shrubs, as the flora extinct if its water supply is insufficient.

Competition for common resource has been considered for many years as one of the basic processes in population dynamics gause ; tilman . It may be shown that, if two species compete for a common resource, the one that is able to survive at a lower resource level prevails and displaces the other species population. Stable coexistence of N species is possible if there exist N different resources and each of the species is a superior competitor for one of the supplies, that is, it has one biological niche.

The situation becomes more complicated if the resource admits spatial dynamics. Recent theoretical and experimental work reveals the dynamics of competing populations in water, where light, the limiting resource, is consumed gradually by the upper layers of aquatic phytoplankton huisman . This model may be extended to include spatial dynamics of the fauna, but it does not support time independent patterning .

Vegetation patterns are an example of one species (shrubs) and one resource (water) system, where field studies revealed wide variety of stable, or almost stable, spontaneous segregation modes. Understanding the underlying mechanism for generation of such patterns and their observed resilience is considered as an important step toward a comprehension of the desertification process, where environmental effects like climate changing and grazing destroys the natural balance toward stable aridity.

Technically, the water-biomass system has been considered as a spatially extended nonlinear system, that, in some parameter range, may yield stripes, spots, labyrinth and other ordered arrangements attributed to a positive feedback mechanism, i.e., to the inhibition of water runoff and evaporation by the flora wilson . However, the typical perennial vegetation patterns in the semi-arid zone are disordered, as one can easily see in Fig. (1). The generic spatial organization of perennial flora varied along the precipitation gradient: from scattered ”green spots” in the arid zone through clusters of shrubs in the semi-arid zone, to an almost full coverage of the soil by biomass in the humid/subhumid climate. Analysis of the transverse correlations in the three panels of Fig. (1) shows that the correlation length in the semi-arid zone is larger (by factor of 2-3) than in the other regions, and seems to indicate weak long-range oscillations in the Mediterranean site, perhaps a precursor of Turing instability.

In this letter we present a general and simple model of the water-shrubs reaction that is able to yield all these features. Our model takes into account the intrinsic “noise”, i.e., the amplification of initial fluctuations due to the minimal size needed for the survival of perennial flora. The resulting pattern is disordered but robust, thus it may be considered as the reactive equivalent of a glass. Although the concept of free energy, deep local minima and thermal equilibrium is absent in reactive systems, it still presents an example of a spontaneous breakdown of symmetry toward a disordered, long-living meta-stable state.

To present the model, let us begin from its zero dimensional (”flower pot”) deterministic and continuous dynamics. With water supplied to the system at some rate $`R`$ and continuum vegetation growth, the time evolution of the water-shrub system is described by the following, nondimensionalized rate equations:

$`{\displaystyle \frac{B}{t}}`$ $`=`$ $`wB\mu B`$ (1)
$`{\displaystyle \frac{w}{t}}`$ $`=`$ $`Rw\lambda wB`$
Where $`w`$ stands for the available water density, B is the density of shrubs biomass, the term $`wB`$ represent shrubs growth as they consume water while $`\lambda wB`$ is the corresponding consumption of water by shrubs. $`\mu `$ is the ”death rate” of the vegetation in the absence of water and the term $`w`$ represents water losses by percolation and evaporation.

The set of differential equations (1) admits two non-negative fixed points. The trivial one at $`B_0=0,w_0=R`$, becomes unstable to small perturbations as $`R=\mu ,`$ while above this value a “coexistence” fixed point at

$$w_1=\mu B_1=\frac{R\mu }{\lambda \mu },$$
(2)
becomes a stable node (if $`R^2<4(R\mu )\mu ^2`$) or a stable focus (if $`R^2>4(R\mu )\mu ^2`$).

Adding lateral water flow to the above model leads to a reaction-diffusion equations of the form,

$`{\displaystyle \frac{B}{t}}`$ $`=`$ $`wB\mu B`$ (3)
$`{\displaystyle \frac{w}{t}}`$ $`=`$ $`D^2w+𝐯w+Rw\lambda wB,`$
where $`𝐯`$ pointed down the hillslope. Simple linear analysis implies that in the absence of cross-diffusion effects (like those considered recently by meron ), no Turing-like instability exists in that system; the steady state is a uniform covering of all the plane by the same amount of flora which corresponds to the stable fixed point and fluctuations of wavenumber $`k`$ decay like $`e^{k^2t}`$.

In the desert area considered here there are two seasons, dry summer and humid winter. Eqs. (2,3) presents the winter, with “smeared” rain events. While annual flora wilt in the summer, perennial shrubs have to survive, so they must reach some threshold size before the dry season. If the winter is not long enough to allow for a full development of the plant to its stable fixed point, the survival of a shrub depends on its size at the end of the rainy season, which, in turn, depends on small fluctuations in its initial size and the consumption of water by its neighbors.

In the next winter, the existence of a shrub causes a depletion of the available soil moisture in its immediate neighborhood (roughly speaking, in an area of typical linear size $`\sqrt{1/\mu }`$), and the chance for another shrub that pops out in the depletion region to reach the threshold is lowered. The whole area is then segregated into a mosaic of water accepting and water contributing patches. This is a non-Turing mechanism that has nothing with the effect of shrubs on the overland flow. While Turing instability is characterized by some typical wavelength that sets the linear size of vegetation and bare soil patches to be equal, our model allows for clusters of arbitrary size, as indicated in Fig. (1).

The optimal segregation of the hillslope, that gives maximal biomass per unit area, is an ordered array of shrubs, each located in the lower end (or, on a flat plane, in the middle) of its contributing area. A regular or distorted ”lattice” of flora is then formed, similar to the structure of atoms in a two dimensional crystal. However, this optimal scenario is rarely accomplished in nature, due to the stochastic character of the growth process itself. For simplicity, let us assume that the seed bank in the soil ensures the development of a perennial shrub if some water exist at the site. As the first shrub pops out in an empty region, the soil moisture in its surroundings (primarily downhill) is depleted, and the next shrub will not grow in this ”shadowed” area. Nevertheless, as the next shrub also occurs at random, its position will be uncorrelated with the first, except that it can not pop out at the shadowed region of the first one, and so on. The process continues until all the slope is shaded (“jammed”). This stochastic growth process yields a random covering of the slope by shrubs, with typical distance between nearest neighbors, but no long-range structure. The random arrangement is, however, extremely robust; although the slope is covered inefficiently by the shrubs, there is not enough source area for the next shrub. Essential changes, such as the death of a plant and a formation of another one, are discontinuous, and though are very rare, unless some intervene come from the outside, perhaps in the form of grazing or climate changes.

In Figure (2), typical results of a numerical simulation of a threshold-noise model on a “flat” (no slope) land are presented. In the simulation, the system freezes rapidly (in 1-2 rainy seasons) to a robust configuration (slower dynamics will increase the efficiency of biomass growth), and then persists, with negligible fluctuations, up to 500 winters. The average amount of flora is much smaller than $`B_1,`$ and the average amount of water is larger than $`w_1`$, i.e., there is an inefficient use of the water due to the stochastic arrangement of the shrubs. To guide the eye, soil moisture contours are also plotted (dotted lines, with the water level inside smaller than 0.46) and reveal the depletion zone around each shrub note . No empty site in the region maintains enough water to allow for new shrub to develop, and the whole region is “shaded” by the existing flora. Figure (3) present the results of a simulation with the same growth and diffusion parameters, but with nonzero downhill slope, and the effect on the moisture depletion zones is evident.

Various aspects of this competition scenario are similar to the adsorption of large particles at an interface tbs4 . In the model of random sequential adsorption, ”hard” particles are added sequentially to a D dimensional volume at random positions with the condition that no trial particle can overlap previously inserted ones. The addition process is than repeated until the system reaches its ”jamming limit”, at which the density saturates. The adsorbed particles density at the jamming limit is lower than the close-packed form, and the configuration of adsorbed particles is ”freezed” at some disordered pattern. A shrub above threshold, with its excluded volume of depleted moisture is similar to an adsorbed “disc”. The shrubs-water model, although non-local (excess water transferred downhill) and reversible (new shrub may remove an existing plant by depleting its water resources), yields a similar jamming disordered and inefficient covering of the slope.

The above considerations about glassy structure elucidates the existence and the robustness of the vegetation patterns in the arid zone, but fails to explain the aggregation of shrubs (larger correlation length) in the semi-arid zone, or the Turing patterns wilson ; meron . To explain patchiness one should consider the positive-feedback mechanism, i.e., the inhibition of water dynamics induced by the shrubs themselves. In the absence of shrubs (and other meso topography factors), water flow downhill, with some typical lateral displacement per unit length. In the presence of shrubs the flow in their vicinity is slower than that in bare soil, as a result of higher infiltration rates. In addition the microclimate under shrub is characterized by less direct radiation and smaller evaporation rate wilson . This means that close to the shrub there are favorable soil water conditions and more flora may grow. The “repulsive” interaction among shrubs due to the struggle for water is then balanced by an “attraction”. Accordingly, the size of a typical cluster changes along the precipitation gradient, from a single shrub at the arid limit to large clusters in the semi-arid regime. The response of the system to external parameters (climate change) and grazing seems to depend on its phase. In particular, it seems that hysteresis loops (desertification transition) like those described in meron  are a characteristic of the clustered phase. A detailed discussion of these issues will be presented elsewhere.

In Fig. (4), the results of the same simulation program with positive feedback are presented. The only new ingredient added to the simulation is a suppression of the asymmetry in the downhill water flow, with the asymmetry term $`𝐯`$ multiplied by $`exp[5B(𝐫)/B_{th}]`$ (this is a cross-convection effect). Diffusion and evaporation remain the same as in (3). As the downhill flow becomes smaller, water tend to accumulate at shrub’s neighborhood. The transition from the arid (left) zone, with no clustering and glassy structure, to more clustered patterns and even some linear order in the semi-arid (right) is evident.

In conclusion, the generic spatial patterns due to the struggle for water are disordered frozen patterns, and the threshold-noise process dictates the vegetation spatial organization in the arid zone. The instability that yields this glassy structure is not Turing-like, thus the inhomogeneity is not characterized by typical length scale. Shrub clusters and Turing patterns emerge as further instability of this glassy structure if the precipitation is large enough, where the positive feedback dominates. It then leads first to clustering of shrubs and then to a global order in the form of ”tiger bush” patterns.

###### Acknowledgements.

We wish to acknowledge E. Meron, F.J. Weissing and J. Huisman for most helpful comments and discussions.