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# Linear optical implementation of a single mode quantum filter and generation of multi-photon polarization entangled state

## Abstract

We propose a scheme to implement a single-mode quantum filter, which selectively eliminates the one-photon state in a quantum state $`\alpha |0+\beta |1+\gamma |2`$. The vacuum state and the two photon state are transmitted without any change. This scheme requires single-photon sources, linear optical elements and photon detectors. Furthermore we demonstrate, how this filter can be used to realize a two-qubit projective measurement and to generate multi-photon polarization entangled states.

PACS number:03.67.-a, 03.65.Ud

The generation of polarization entangled quantum states of individual photons is an important challenge in the field of information processing with quantum optical systems. In particular the robust nature of this kind of quantum states in respect of decoherence effects provides an advantage over other quantum systems. Related experiments opened a wide field of research . Two-photon polarization entangled states can be used as a simple resource of entanglement. An experimental realization of these states was demonstrated with the parametric down-conversion technique in a nonlinear optical crystal . These two-photon polarization entangled states can be used to test quantum nonlocality  and to implement quantum information protocols like quantum teleportation , quantum dense coding  and quantum cryptography . The entanglement of three-photon states and four-photon states was realized experimentally . These states can be used to demonstrate the extreme contradiction between local realism and quantum mechanics  in the so-called Greenberger-Horne-Zeilinger-state (GHZ-state) .
So far polarization entangled photon states have only been produced randomly, since there is no way to demonstrate their generation without a measurement and destruction of the outgoing quantum state . This is a severe obstacle for further applications of this state to be used as the input state for following experiments. Some quantum protocols like error correction were designed for maximally entangled quantum states without random entanglement . Thus, there is a strong need in entangled photon sources, which generate maximally polarization entangled multi-photon states in a controllable way. Recently, significant progress was achieved by a proposal to implement probabilistic quantum logic gates by the use of linear optical elements and photon detectors . Although the scheme in Ref. contains only linear optical elements, the optical network is complex and major stability and mode matching problems can be expected in their construction. Several less complicated schemes were presented  to implement the quantum logic operation with a slightly lower probability of success. But, all these schemes can be used directly to generate two-photon polarization entangled states from single-photon sources with a probability, which is not greater than $`1/16`$. Another simple scheme  was proposed to generate two-photon polarization entangled states and entangled $`N`$-photon states from single-photon sources. Recently, a single-photon quantum nondemolition device was proposed for signaling the presence of a single photon in a particular input state $`\alpha |0+\beta |1+\gamma |2`$ without destroying it . In Ref. Hofmann et al proposed a scheme to realize a two-qubit projective measurement

$`P_e=|H,HH,H|+|V,VV,V|.`$ (1)
The two-mode quantum states $`|H,H=|H_1|H_2=|H_1|H_2`$ and $`|V,V=|V_1|V_2=|V_1|V_2`$ are constructed from single-mode quantum states by the tensor product $``$. The quantum state of a horizontally (vertically) polarized photon in the mode $`i`$ is indicated by $`|H_i`$($`|V_i`$). This measurement (1) projects the input state of two polarized photons into the two-dimensional subspace of equal polarization (both horizontal or both vertical). These proposals  show that photon number detection can be used to generate polarization entanglement, which is in general associated with nonlinear effects. In the present paper, we propose a scheme to realize the two-qubit projective measurement (1), which gives compared to the scheme  a four times greater probability of the outcome.
This paper is organized as follows. At first we propose a scheme to implement the single-mode quantum filter, which eliminates the one-photon state in a particular input state $`\alpha |0+\beta |1+\gamma |2`$. Then this filter is applied to realize a two-qubit projective measurement (1) and to show, how multi-photon polarization entangled states can be efficiently generated step by step.

In contrast to the scheme  our single-mode quantum filter was inspired by quantum teleportation protocols , which make our scheme more efficient for the implementation of the projective measurement (1). Figure 1 shows the scheme of this single-mode quantum filter, which eliminates the one-photon state and transmits the vacuum state and the two-photon state of the input state

$`\mathrm{\Psi }_{in}=\alpha |0_1+\beta |1_1+\gamma |2_1.`$ (2)
A similar setup was used to implement the conditional quantum logic gate . But here, a symmetric beam splitter $`BS_1`$ is required. By emitting two single photons $`|\mathrm{\Psi }_{23}=|1_2|1_3`$ into this symmetric beam splitter $`BS_1`$ an entangled photon channel is generated:

$`\mathrm{\Psi }_{23}^{}={\displaystyle \frac{1}{\sqrt{2}}}(|2_2^{}|0_3^{}|0_2^{}|2_3^{}).`$ (3)
Our idea is to use the field state $`|\mathrm{\Psi }_{in}|\mathrm{\Psi }_{23}^{}`$ directly for the quantum filter operation. The output mode $`2^{}`$ of the beam splitter $`BS_1`$ is one of the input modes of the second symmetric beam splitter $`BS_2`$. The mode $`1`$, which is chosen to be filtered out, is the second input mode of the beam splitter $`BS_2`$. Thus, the quantum state transforms to

$`\mathrm{\Psi }_o`$ $`=`$ $`|1_{1^{\prime \prime }}|1_{2^{\prime \prime }}(\alpha |0_3^{}+\gamma |2_3^{})/2+|0_{1^{\prime \prime }}|2_{2^{\prime \prime }}(\alpha |0_3^{}\gamma |2_3^{})/2\sqrt{2}`$ (4)
$`+|2_{1^{\prime \prime }}|0_{2^{\prime \prime }}(\alpha |0_3^{}\gamma |2_3^{})/2\sqrt{2}+\mathrm{\Psi }_{other}.`$
The other terms $`\mathrm{\Psi }_{other}`$ of the total quantum state $`\mathrm{\Psi }_o`$ do not contribute to the three events, which we consider by a photon number measurement on the modes $`1^{\prime \prime }`$ and $`2^{\prime \prime }`$ by the detectors $`D_1`$ and $`D_2`$. If each detector detects one photon, the state is projected into the (unnormalized) state

$`\mathrm{\Psi }_{out}=\alpha |0+\gamma |2.`$ (5)
If $`D_1`$ detects two photons and $`D_2`$ does not detect any photon or vice versa, the state is projected into the (unnormalized) state

$`\mathrm{\Psi }_{out}^{}=\alpha |0\gamma |2.`$ (6)
In order to generate the quantum state (5), a $`\pi /2`$-phase shifter is needed to change the sign of the state $`|2`$. Then the desired transformation

$`\alpha |0+\beta |1+\gamma |2\alpha |0+\gamma |2`$ (7)
will be obtained. This transformation demonstrates that the proposed setup, which is shown in Fig.1, definitely implements the quantum state filter. The probability of this outcome is $`\frac{|\alpha |^2+|\gamma |^2}{2}`$.
In Ref. Kok et al proposed a different quantum nondemolition device, which transmits only the single-photon state. Thus, these schemes are within the constraint of a particular input state in that respect complementary. Quantum state filters of that kind may find a wide range of application, from quantum projective measurements to the generation of multi photon quantum states.

Now we use our quantum filter concept to implement the two-qubit projective measurement (1). We will demonstrate, that the input state

$`\mathrm{\Phi }_{in}=c_0|H_1|H_2+c_1|H_1|V_2+c_2|V_1|H_2+c_3|V_1|V_2`$ (8)
will be transformed into the (unnormalized) state

$`\mathrm{\Phi }_{out}=c_0|H_1|H_2+c_3|V_1|V_2.`$ (9)
Figure 2 shows the required experimental setup to realize this projective measurement by two quantum filters, like they are shown in Fig.1. The half-wave plate $`HWP_{90}`$ rotates the polarization of the mode $`1`$ by $`\pi /2`$. The state (8) becomes

$`\mathrm{\Phi }_1=c_0|V_1|H_2+c_1|V_1|V_2+c_2|H_1|H_2+c_3|H_1|V_2.`$ (10)
Then mode $`1`$ and the mode $`2`$ are forwarded to a polarization beam splitter $`PBS_1`$ to transmit the $`H`$-polarized photon and to reflect the $`V`$-polarized photon. The system state evolves into

$`\mathrm{\Phi }_2=c_0|HV_2^{}+c_1|V_1^{}|V_2^{}+c_2|H_1^{}|H_2^{}+c_3|HV_1^{}.`$ (11)
The quantum state representation of two photons in the same mode $`i`$ is defined as: $`|HV_i=|VH_i=|H_i|V_i`$. Another one half-wave plate ($`HWP_{45}`$) rotates the polarization of the mode $`1^{}`$ by $`\pi /4`$. This corresponds to the transformations $`|H\frac{1}{\sqrt{2}}(|H+|V)`$ and $`|V\frac{1}{\sqrt{2}}(|H|V)`$. The quantum state of the system is transformed into

$`\mathrm{\Phi }_3`$ $`=`$ $`c_0|HV_2^{}+{\displaystyle \frac{1}{\sqrt{2}}}|H_3(c_1|V_2^{}+c_2|H_2^{})`$ (12)
$`+{\displaystyle \frac{1}{\sqrt{2}}}|V_3(c_1|V_2^{}+c_2|H_2^{})+{\displaystyle \frac{c_3}{\sqrt{2}}}(|2H_3|2V_3).`$
The mode $`3`$ is injected into another polarization beam splitter $`PBS_2`$ so that the system state becomes

$`\mathrm{\Phi }_4`$ $`=`$ $`c_0|HV_2^{}+{\displaystyle \frac{1}{\sqrt{2}}}|H_4(c_1|V_2^{}+c_2|H_2^{})`$ (13)
$`+{\displaystyle \frac{1}{\sqrt{2}}}|V_5(c_1|V_2^{}+c_2|H_2^{})+{\displaystyle \frac{c_3}{\sqrt{2}}}(|2H_4|2V_5).`$
The mode $`4`$ and the mode $`5`$ pass a single-mode quantum filter, like it is shown in Fig.1, to eliminate the one-photon state of the mode $`4`$ and the mode $`5`$. This filtering process transforms the state (13) to the state

$`\mathrm{\Phi }_5=c_0|HV_2^{}+{\displaystyle \frac{c_3}{\sqrt{2}}}(|2H_4^{}|2V_5^{}).`$ (14)
The mode $`4^{}`$ and the mode $`5^{}`$ are two input modes of the polarization beam splitter $`PBS_3`$. That’s why the system state transforms to

$`\mathrm{\Phi }_6=c_0|HV_2^{}+{\displaystyle \frac{c_3}{\sqrt{2}}}(|2H_3^{}|2V_3^{}).`$ (15)
The polarization of the mode $`3^{}`$ is rotated by $`\pi /4`$ to get

$`\mathrm{\Phi }_7=c_0|HV_2^{}+c_3(|HV_6).`$ (16)
And finally the mode $`6`$ and the mode $`2^{}`$ pass through a polarization beam splitter $`PBS_4`$ in order to obtain the output state (9) of the implemented two-qubit projective measurement (1). The probability of this outcome is $`(|c_0|^2+|c_3|^2)/4`$, which is four times greater than what the proposal  makes possible.

Now we show how the multi-photon polarization entangled states can be efficiently generated. At first we consider the generation of the two-photon polarization entangled state $`(|H|H+|V|V)/\sqrt{2}`$. We assume that the two polarized photons form the initial state $`(|H_1+|V_1)/\sqrt{2}(|H_2+|V_2)/\sqrt{2}`$. These two photons are injected into two input ports of the setup, which is shown in Fig.2. Notice that this setup projects the input state into the two-dimensional subspace of the identical horizontal or vertical polarization. After passing through the setup, the initial state is projected into the two-photon polarization entangled state $`(|H|H+|V|V)/\sqrt{2}`$. The pobability of this outcome is $`1/8`$. In the following, we consider the generation of a multi-photon polarization GHZ-state. We assume that a $`N1`$-photon polarization GHZ-state $`(|H_1\mathrm{}|H_{N1}+|V_1\mathrm{}|V_{N1})/\sqrt{2}`$ and the $`N`$th independent polarization photon are prepared initially in the state $`(|H_N+|V_N)/\sqrt{2}`$. If the $`(N1)`$th photon and the $`N`$th polarization photon inject into two input ports of the setup, which is shown in Fig.2., the $`N`$-photon polarization GHZ-state $`(|H_1\mathrm{}|H_N+|V_1\mathrm{}|V_N)/\sqrt{2}`$ will be obtained. The probability of this outcome is $`1/8`$. This demonstrates that $`N`$-photon polarization entangled GHZ-states can be generated from single-photon sources step by step. The probability of the outcome of the total process is $`\frac{1}{8^{N1}}`$.

In summary, we have proposed a scheme to implement a quantum filter, which eliminates the one-photon state and transmits the vacuum state and the two-photon state in the particular input state $`\alpha |0+\beta |1+\gamma |2`$. We demonstrated that the quantum filter can be applied to implement a two-qubit projective measurement. This two-qubit projective measurement was also proposed by Hofmann et al , but our scheme provides a four times bigger probability of outcome.
In the present scheme, the multi-photon polarization entanglement is produced in a controllable way, so that it can be used to generate multi-photon polarization entanglement for some quantum protocols, which are designed for maximally entangled quantum states without random entanglement . In order to compare the efficiency of our scheme to generate the $`N`$-photon polarization GHZ-state with the scheme of Knill et al  the same requirements on the sources should be posed. In the case of single-photon sources the scheme of Knill et al gives this outcome with the probability $`\frac{1}{16^{N1}}`$. Indeed, in the case of an entangled photon source the scheme  becomes nearly deterministic, but the main problem is then shifted to the sources.
One of the difficulties of our scheme in respect to an experimental demonstration consists in the requirement on the sensitivity of the detectors. These detectors should be capable to distinguish between one-photon events and two-photon events. Recently, the development of experimental techniques in this field made considerable progress. A photon detector based on visible light photon counter was reported, which can distinguish between a single-photon incidence and a two-photon incidence with a high quantum efficiency, a good time resolution and a low bit-error rate . Another difficulty is the availability of single-photon sources. Several triggered single-photon sources are available, which operate by means of fluorescence from a single molecule  or a single quantum dot . They exhibit a very good performance. More recently a deterministic single-photon source for distributed quantum networks was reported , which can emit a sequence of single photons on demand from a single three-level atom strongly coupled to a high-finesse optical cavity. However, our scheme needs a synchronized arrival of many single photons into input ports of many beam splitters. An experimental realization will be challenging.

Figure Captions

Figure 1. The schematic shows the implementation of the single-mode quantum filter. $`BS_i`$(i=1,2) denotes the symmetric beam splitters and $`D_i`$(i=1,2,3) are photon number detectors. The $`\pi /2`$ phase shifter is denoted by $`P`$.

Figure 2. This scheme shows the implemention of the projective measurement (1). The half-wave plates $`HWP_{45}`$ and $`HWP_{90}`$ rotate the horizontal and vertical polarization by $`\pi /4`$ and $`\pi /2`$. The polarization beam splitters ($`PBS_i`$(i=1,2,3,4)) transmit H-photons and reflect V-Photons. $`F_i`$ (i=1,2) denotes the single mode quantum filter, like it is shown in Fig.1.


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# Comment on: “Nonextensivity: from low-dimensional maps to Hamiltonian systems” by Tsallis et al.tsallis02

## Abstract

The critique against using Boltzmann’s microcanonical entropy, an ”ensemble measure”, as foundation of statistics is rebuffed. The confusion of the microcanonical distribution with the exponential Boltzmann-Gibbs (“BG”) distribution is pointed out. Boltzmann’s principle is clearly superior over any Tsallis q-statistics in describing the equilibrium of small systems like nuclei and even self-gravitating systems as paradigm of non-extensive Hamiltonian systems.

Since 1981 thermo-statistics is addressed to highly excited (“hot”) nuclei gross45 ; gross95  and a little bit later to atomic clustersgross154 ; gross151 ; gross152 ; gross157 ; gross174 . Not only the mass-dispersion, fragment-mass fluctuations, but most importantly the negative heat-capacity at fragmentation was predicted: Of course these systems cannot be treated in the thermodynamic limit (they are “non-extensive”) and many gospels of traditional canonical thermo-statistics have to be abolished. E.g. the canonical ensemble fails, it is not equivalent to the fundamental microcanonical ensemble, the specific heat can become negative and Clausius formulation of the Second Law is violated: “heat can only flow from hot to cold”, phase transitions are found unambiguously and sharply in all details in these small systems gross189 ; gross174 . This is the reason why this extension of statistics met severe resistance. Only recently after more than $`20`$ years it becomes widely accepted in the nuclear physics community. There are meanwhile many experimental results, c.f. borderie02 , earlier ones listed in gross189 , that confirm in great detail this new approach to the thermo-dynamics of these non-extensive systems including the “exotic” features mentioned above, see however 111It is true that Tsallis et al. suggested in one case of an experimentally confirmed negative heat capacity (sodium clusters schmidt01 ) an alternative explanation tsallis01 : In their 1-dim HMF-model they found a metastable state with most likely zero microcanonical measure, i.e. with no entropy. (It plays no role in the complete microcanonical ensemble, where is no sign of a backbending gross174 .) The average kinetic energy in this state shows a back-bending as function of the total energy. Now, the microcanonical temperature is $`T=(S_B(E)/E)^1`$ and refers evidently to the whole microcanonical ensemble not to a single trajectory with zero measure. In view of this and the very qualitative nature and flatness of this “explanation” which is in contrast to the many other, very detailed and specific verifications of the prediction by the Boltzmann microcanonical ensemble listed above, one can safely ignore this alternative.. Do we really need another $`20`$ years to accept these ideas in the wider community of Statistical Physics? It seems so:

The conference held in Febr.2002 in Les Houches on ”Dynamics and Thermodynamics of Systems with Long Range Interactions” addressed explicitely these non-extensive systems. In their contribution tsallis02  to this conference Tsallis, Rapisarda, Latora and Baldovin illuminated the wide range of application of Tsallis q-statistics, again a canonical approach tsallis99 . The main object of this formalism is the dynamics of many-body systems out of equilibrium. E.g. the change of the distance $`\xi (t)`$ of two initially neighboring points (the sensitivity to the initial conditions) under the logistic map $`x_{t+1}=1ax_t^2`$ follows a q-exponential of $`t`$. $`q`$ controls how strong the mixing of the dynamics is, which is a condition for equilibration.

The q-entropy addresses the distribution in phase-space: E.g. a narrow set of points develops under the logistic map with parameter $`a>a_c=1.4101\mathrm{}`$, with $`S_{q=1}(t)`$ rising linearly in time, whereas with $`a=a_c`$, i.e. at the edge of chaos $`S_{q=0.2445\mathrm{}}(t)`$ is linear in time.

Now to Tsallis’ “Sancta Sanctorum” of statistical mechanicstsallis02a , the statistical equilibrium of Hamiltonian systems. For a Hamiltonian system, the uniform population of the microcanonical manifold $``$ is the definition of the equilibrium distribution. Its geometrical size $`e^{S_B}=tr[\delta (EH)]`$ defines the equilibrium entropy, Boltzmann’s entropy $`S_B(E)`$. Even the $`HMF`$-model discussed by Tsallis approaches it for a finite number of particles in the limit $`t\mathrm{}`$ tsallis02 . There Tsallis’ q-entropy has $`q=1`$ and is identical to $`S_B`$. This finding agrees with my conclusion gross185  and also in this book gross189  that equilibrium Hamiltonian systems have $`S_B`$. Here it is essential to realize that Boltzmann’s entropy refers to the microcanonical uniform population of the energy-manifold $``$ and not to the canonical “Boltzmann-Gibbs” (BG) distribution as claimed by tsallis02 . The difference is important at phase-separations. Here the canonical ensemble is not equivalent to the micro-ensemble not only for non-extensive systems (what is trivially the case in general) but also in the thermodynamic limit of ordinary extensive systems gross174 ; gross189 . Boltzmann’s entropy $`S_B(E)`$ is well defined, multiply differentiable even at phase transitions, independently of whether it is extensive or not, i.e. $`S_B(A+B)`$ equals $`S_B(A)+S_B(B)`$ or not. I.e. the eventual non-extensivity of Hamiltonian systems does not demand any exotic entropy at equilibrium.

Before introducing Tsallis’ non-extensive, canonical $`q`$-entropy one should better exploit the original microcanonical Boltzmann’s statistics. Precisely, this is done by my geometric approach to statistical mechanics. Its success to predict the most sophisticated, and from the view of conventional canonical statistics exotic and surprising phenomena of phase transitions in small systems like hot nuclei was mentioned above. There is yet no alternative theory.

In this context a further remark: Tsallis et al. tsallis02  quote Einstein’s objection against the use of $`S_B(E)`$ in a lengthy discussion about the additivity (“extensivity”) of $`S`$ for independent, non-interacting systems. Einsteins remark has nothing to do with the additivity of $`S_B(E)`$ for independent systems. It concerns the definition of equilibrium values of some macroscopic observables as time-averages $`\overline{A}`$ compared to Boltzmann’s second definition as ensemble averages $`<A>`$. The advantage of the ensemble-probabilistic definition of $`S_B(E)`$ and of $`<A>`$ for non-extensive or small systems compared to time-averages $`\overline{A}`$ as favored by Einstein was in detail discussed already in gross183  see also gross180 ; gross186 .

Up to now the most realistic application of Boltzmann (not “BG”!)statistics to produce the microcanonical phase diagram of self-gravitating systems under various angular-momenta is given in gross187 . Without any doubt this system is the paradigm of non-extensive Hamiltonian systems. Of course the singularity of the gravitation at high density must be shielded like in the Lynden-Bell statistics lyndenbell67  which we use in gross187 . At these densities the relevant physics is ruled by nuclear processes, like hydrogen burning, and has nothing to do with gravitation, has a completely different time scale and has also nothing to do with q-statistics tsallis99 . In the whole Tsallis program there is by far nothing similarly realistic for non-extensive equilibrium systems. There is no alternative to the microcanonical Boltzmann statistics and to our geometrical foundation of equilibrium statistics applied to self-gravitating and rotating systems gross187 .


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# Presence On Earth of Non-Identical Particles

## Abstract

We speculate on some novel consequences possibly associated with a change of elementary particle constants with time. These concern the question as to whether particles reaching the earth from distant parts of the universe reflect their properties at their point of origin and so can be different from local particles. Assuming that such particles would be present in very high energy cosmic rays, we estimate their density on the earth by two different methods, finding on this hypothesis a density of roughly $`10^{28}10^{29}`$. Various possibilities for detection are discussed, including the formation of unusual nuclear isotopes.

At least since Dirac’s “large numbers” paper  there has been speculation about a possible time dependence of the fundamental physical constants, a fascinating idea that has never been convincingly confirmed or refuted. The discussion received new impetus with the claim  that observations of high redshift spectral lines indicate a value of $`\alpha `$ (the fine structure constant) differing from its accepted value as determined in the vicinity of the earth, by $`10^5`$. This has stimulated various theoretical speculations .

Here we would like to add a further question raised by the possibility of such phenomena. In different regions of spacetime there would presumably be different parameters for elementary particles, and depending on how the variable constants are implemented,  we could have different charges for elementary particles, different electron/proton mass ratios, different magnetic moments for the neutron, and so forth. If particles can have different properties in different regions of spacetime, then what happens when there is contact between these regions, as through the agency of very high energy cosmic rays?

In general we might expect two kinds of situations. In one, the values of the constants would depend, say, on some kind of local field, which then varies in spacetime. Thus independent of any history, local properties are always the same (however see the remarks about adiabaticity below). This picture is as in general relativity, and is probably the most likely one.

However there is another possibility that we would like to consider briefly. This is that particles traveling from one region to another retain to some degree or another their properties and so are different than local particles. Without a detailed theory it is of course difficult to analyze this question fully, but it is an interesting one to speculate upon, particularly from the point of view of detection.

In this later picture the properties of a particle could depend on its history. For example, as seems plausible in such theories, the rate of change of physical constants and not the constants themselves could depend on local conditions. In this case the properties of a particle would depend on the space-time path it used to reach us. In fact Weyl’s original “gauge invariance” had this property, and was rejected by Einstein for this very reason; an atom’s spectral lines would depend on its history . We know from everyday experience that such history-dependent effects cannot be very large or very frequent. But it is perhaps not entirely excluded that they are present very weakly or very rarely. While such a situation would open a Pandora’s box of difficulties with respect to such basic principles as gauge invariance and the exclusion principle, it is perhaps amusing to briefly consider a few of the consequences.

Very high energy cosmic rays would appear to particularly interesting for this question. These probably reach the earth from distant parts of the universe. Furthermore it is worth noting that they do so in a relatively short time, measured in terms of their own proper time.

For energies above the “knee” at $`10^{16}Ev`$ in the cosmic ray spectrum, protons and nuclei cannot be contained by the magnetic field of the Milky Way, and similar behavior should obtain for other galaxies. In intergalactic space they travel essentially freely and at these energies there is nothing to stop them coming to the earth from great distances. Hence it is conceivable that presently on the earth there are a small number of “alien”  particles –call then “alieons” –of remote extragalactic origin.

In addition to their distant origin, a second point is the high velocity of the cosmic rays. If the proper time for the particle plays a role and fast relativistic particles “age” more slowly, then “alieons” originating from high energy cosmic rays are very “young”. The time dilatation factor for a $`10^{16}Ev`$ proton is $`\gamma 10^7`$ so that a high energy cosmic proton which has been travelling during the whole lifetime of the universe, would upon reaching us, be only about a thousand years “old”. Naively, we might then expect that its properties have “aged” very little compared to those for a local proton. Of course, without a detailed theory we do not know how the “ageing” process takes place nor if the time dilatation effect is not compensated by perhaps some tensor property of the fields involved. However, this would seem very curious, —in an admittedly already very curious situation– and underlines the need to understand the properties of transport in such theories. The particles in questions are essentially nucleons since protons and nuclei are the dominant component of the high energy cosmic rays. Alieon neutrons from incoming nuclei may be of special interest since after slowing down they can be captured and remain in ordinary nuclei.

On the practical level, the important issue is of course the number of such particles present. One way to guess the number of extragalactic particles on the earth would be to simply take all particles above the “knee” as representative of the incoming extragalactic flux. The rate of cosmic rays for the region of the “knee” is about one per square meter per year. Multiplying by the area of the earth’s surface and for a time period of $`1.210^{10}`$ years we obtain $`610^{24}`$ for the number of accumulated extragalactic particles, corresponding to about 0.01 grams for protons or 0.5 grams for nuclei. This is to be compared with $`610^{27}g`$ for the mass of the earth. Hence the density of alieons could be on the order of $`10^{28}10^{29}`$ if they are uniformly distributed throughout the earth. Or they could be concentrated by geo-chemical processes, say, on the surface or in the oceans, leading to a much higher density in certain materials or regions.

A second way to guess the abundance of “alieons” would be to assume that the break in the spectrum at the very highest energies, around $`510^{19}eV`$, is due to extra-galactic particles and that it is their true incoming flux. The rate here is about one particle per $`100km^2`$ per year. At lower energies this component, while subdominant, will still make some contribution. Extrapolating it to lower energies with say a power law $`E^2`$, we should multiply the “knee” estimate by $`(510^{19}/E_0)(100km^2/m^2)`$ where $`E_0`$ is the low energy cutoff of the extra-galactic component. If we choose $`E_0=1GeV=10^9eV`$, this gives an enhancement factor of $`510^{10}\times 10^{10}=5`$. Curiously then, both guesses either on the basis of the “knee” or the “break”, give about the same result.

With the suggested non-standard value of $`\alpha `$, the most striking property to look for would evidently be protons of non-standard charge. These would presumably end up as molecules that are not completely neutral. The reported  anomaly for $`\alpha `$, on the order of $`\mathrm{\Delta }\alpha /\alpha 10^5`$ is not extremely small by the standards of present-day precision techniques. If straightforwardly turned into a change of charge, that is without concern for what is happening to c or $`\mathrm{}`$,( –not to mention other factors– ) and assuming negligible “ageing” gives a change of charge $`\mathrm{\Delta }e/e=\frac{1}{2}\mathrm{\Delta }\alpha /\alpha `$. Since the claim  is for a reduced value of $`\alpha `$, a normally neutral atom or molecule would have a slightly negative charge. Perhaps high through-put chemical means or molecular beam methods could be used to concentrate and search for the “alie-ocules”. By the same token these systems (as well as their ions), although very rare, would show distinct shifts of their spectral lines in the laboratory and could be searched for on this basis.

A most dramatic aspect of alieons would be their escape from the exclusion principle . Having a different value for some parameter such as charge, mass, or magnetic moment, an “alieon” would no longer be identical to its local counterparts, and the hamiltonian no longer a symmetric operator under interchange of particles of the same species. This yields a small non-symmetric term in the hamiltonian proportional to the deviation of the parameters from their conventional values. A straightforward approach would then be to assume that for, say, neutrons in the nucleus, the wavefunction for the “alieneutron” no longer need be antisymmetric with respect to the ordinary neutrons. An alien neutron captured in a nucleus would not remain near the top of the neutron fermi gas of the nucleus and would fall to the bottom of the nuclear potential, much as a hyperon in a hypernucleus. The resulting object, an “alieotope”, would presumably be an isotope differing in mass from the local version by the nuclear fermi energy, a few tens of MeV.

Because of the shift in nuclear energetics of the resulting anomalous isotopes it is possible that certain beta or electron capture transitions of the nucleus, usually energetically forbidden, would become possible. If these could be identified, low-background experiments of the double-beta decay type might be entertained.

A potentially experimentally interesting signal in large detectors could be the observation of the energy release in gamma rays as the alien neutron transits to the bottom of the nuclear potential well. However, unless the degree of non-identity is very small, this would seem to be a rapid process and most alien neutrons should have transited long ago. The question may be handled in a manner analogous to that of nuclear isospin, where at first neutrons and protons are treated as identical and then neutron- proton differences lead to a breaking of “identity”. That is, the there is a new term in the hamiltonian, antisymmetric in the exchange of neutron and alieneutron, proportional to $`(\delta p)`$ the deviation of some parameter such as mass or magnetic moment from its usual value. We would then expect, very roughly, the rate of transition $`\mathrm{\Gamma }`$ to be then $`\mathrm{\Gamma }=(\delta p/p)^2\mathrm{\Gamma }_0`$ where $`\mathrm{\Gamma }_0`$ is the typical rate of a nuclear radiative transition, say  $`10^{14}s`$. Hence unless $`(\delta p/p)^2`$ is very small the alien neutrons should transit quickly.

If there is a velocity-dependent “ageing” due to the role of proper time,as mentioned above, we should perhaps take into account that nucleons in the nucleus, (or for that matter electrons in the atom or in condensed matter) have a spectrum of semi-relativistic velocities. If there were then ageing at different rates, there ought to be a gradual process of relative “alienation” with a slow continuous rate of Pauli principle violating transitions.

Particles whose parameters differ a “little bit” from each other are of course completely foreign to quantum field theory as we presently know it. All copies of a given type of particle should be produced by application of one and the same field operator. A great revision of theory would be necessary to deal with a situation where this is not true. Especially, the presence of different values of the fundamental charge $`e`$ in the same region of space- time would necessitate substantial changes in our present understanding of gauge invariance. These questions and many more which quickly come to mind are symptomatic of the fundamental difficulties,– but perhaps also new vistas– that would arise should “alieons” exist.

I am indebted to Harald Fritzsch for stimulating my interest in this topic and for discussions, to E. Lorenz for a remark on the interest of large detectors, and to D. Semikoz for discussions on cosmic ray fluxes.


text:
# Discovery of 15-second oscillations in Hubble Space Telescope observations of WZ Sagittae following the 2001 outburst1

## 1 Introduction

The dwarf nova WZ Sge is arguably the most extreme cataclysmic variable (CV) known. Whereas other dwarf novae undergo 3-5 magnitude eruptions every few weeks or months, WZ Sge’s outbursts have an amplitude of 7-8 magnitudes and recur on a time-scale of roughly 33 years. WZ Sge’s 82 minute orbital period is also one of the shortest of any CV, its mass ratio is one of the lowest ($`q=M_2/M_{WD}0.05`$; Steeghs et al. 2001) and its time-averaged absolute magnitude one of the faintest ($`M_V11.5`$; Patterson 1998). All of these facts suggest that WZ Sge is a highly evolved CV whose secondary is probably a brown dwarf-like object (Patterson 1998).

Many studies of WZ Sge in quiescence have found oscillations near 28 s (Robinson, Nather & Patterson 1978; Patterson 1980; Skidmore et al. 1997; Welsh et al. 1997; Patterson et al. 1998 \[P98\]; Skidmore et al. 1999 \[S99\]). However, the origin of these oscillations is still unclear: Robinson et al. (1978) and S99 favour a ZZ Ceti-like, pulsating white dwarf (WD) model, but Patterson (1980) and P98 prefer an oblique magnetic rotator model. A modified version of the latter model has recently been proposed by Warner & Woudt (2002 \[W02\]; also see Section 4).

Here, we report the discovery of 15-s oscillations in HST observations of WZ Sge obtained roughly 1 month after the start of its 2001 outburst. This is the earliest detection of rapid oscillations following an outburst of the system (Patterson et al. 1981).

## 2 Observations

WZ Sge went into outburst on July 23, 2001 (Ishioka et al. 2001). The ensuing multi-wavelength campaign included two Hubble Space Telescope (HST) Director’s Discretionary Time (DDT) programs. The HST observations analysed here were obtained with the Space Telescope Imaging Spectrograph (STIS) during the first DDT program. The goal of this program was to cover the immediate aftermath of the outburst in the FUV, with three observing epochs on Aug 8, Aug 19 and Aug 22. Each epoch consisted of 4 consecutive HST orbits. The bulk of the observing time in each epoch was used to obtain time-resolved, high-resolution, FUV spectroscopy of WZ Sge with the E140M echelle grating dispersing the light onto the FUV-MAMA detectors operating in TIME-TAG mode. This set-up covers the region 1150 Å – 1700 Å at a spectral resolution of 45,800. Due to overheads, FUV exposure times in the first and third orbit of each epoch are shorter than those in the second and fourth orbits.

Figure 1 illustrates the timing of the HST observations relative to the optical outburst light curve. Following the nomenclature of Patterson et al. (2002), we see that the first of our HST observations occurred during the plateau phase of the outburst, the second during the ensuing dip and the third near the peak of the first echo outburst.

## 3 Analysis

Since our focus here is on the search for rapid oscillations, we constructed “white light” light curves at 1-s time resolution directly from the TIME-TAG files. These files contain a list of the arrival times and detector positions of all recorded photon events. The backgrounds due to dark current and geocoronal emission are negligible in our data, so the resulting light curves are ideally suited for studying the short-timescale variability of WZ Sge.

The raw FUV light curves immediately revealed the presence of strong, rapid oscillations in Epoch 3, though not in Epochs 1 and 2. The Epoch 3 light curves are shown in Figure 2. A roughly 5% oscillation with period near 15 s is easily visible. The oscillation amplitude is clearly variable (e.g. note the weakness of the oscillations around $`t=700`$ s and $`t=12,400`$ s). However, there is no obvious link between oscillation amplitude and orbital phase $`\varphi _{orb}`$ (computed from the ephemeris of P98; inferior conjunction of the secondary corresponds to $`\varphi _{orb}0.046`$ \[Steeghs et al. 2001\]).

Figure 3 shows the discrete Fourier transform of each HST orbit within Epoch 3. As expected, signals near 15 s are easily seen in all data subsets. No obvious signals are seen at frequencies corresponding to periods around 30 s. In particular, there is no convincing evidence for the 27.87-s signal that is the most stable clock in quiescence (P98), nor for any “subharmonics” of the dominant 15-s signals. Figure 3 also reveals that the oscillation period is variable. Most noticably, the dominant period in Orbit 1 is $`P_1=13.93`$ s, but this has changed to $`P_2=14.67`$ s in Orbit 2.

Signals with periods of about 6.5 s are also present in Orbits 1 and 3. If these are harmonics of signals near the dominant 15-s periods, then at least in the case of the 6.43-s signal in Orbit 1, the harmonic has to dominate strongly over the fundamental. The 6.5-s oscillations appear to be strongest when the 15-s oscillations are weakest. Thus in the raw light curves (Figure 2), the 6.5-s oscillations are only discernible when the main signal is weak, e.g. near $`t=700`$ s and $`t=12,400`$ s.

In order to analyse the time evolution of the 15-s oscillations more carefully, we carried out sliding sinusoid fits to successive chunks of the Epoch 3 light curve. The model was a constant period sinusoid superposed on a constant DC offset, $`y(t)=a\mathrm{cos}(2\pi ft\varphi )+\mathrm{DC}`$. In practice, $`f`$ was always fixed to the dominant frequency in each orbit (see Figure 3). The fits were carried out to successive 45-s chunks of data, with no overlap. The phase of the first chunk in each orbit was arbitrarily set to 180.

The results are shown in Figure 4. There appears to be no connection between the amplitude of the oscillations and the average flux (the DC offset). The median oscillation amplitude is 530 c/s; the median ratio of the amplitude to the DC offset is 5.0%. The obvious phase variability in Figure 3 confirms that the oscillation period is variable. More specifically, given the form of our model, a linear phase shift implies that the true period differs from the trial period. Any non-linearity in the phase plots is a sign that the oscillation period is changing. For example, a transition from one linear portion to another indicates a switch from one period to another. The phase plots in Figure 4 clearly show such transitions, usually on time-scales shorter than we can resolve. We emphasise, however, that our fits assume a single, sinusoidal signal. If several signals are present simultaneously, the results of such a fit will depend on the relative amplitudes of the signals and the closeness of their periods to that assumed in the fit.

## 4 Discussion

We begin our discussion by summarising the key properties of the 15-s oscillations we have discovered:

1. they were found in data obtained 1 month after the start of WZ Sge’s 2001 outburst, just past the peak of the first echo outburst;
2. they are strong, with fractional amplitudes around 5%;
3. their periods are about a factor of two shorter than those of the 28-s oscillations seen in quiescence; the latter are not seen in our data;
4. they exhibit phase jitter consistent with small, possibly discontinuous period changes.

In addition, we have discovered 6.5-s oscillations in two of our four HST orbits.

These properties are unusual. Oscillations in WZ Sge have previously only been seen in data obtained in quiescence. Their periods are typically 28 s – 29 s (S99), with the most stable signal lying at 28.87 s (P98). Oscillations near 15 s have only been seen once before (Provencal & Nather 1995), but never as the dominant signal. Finally, no oscillation with $`P6.5`$ s has ever been reported in WZ Sge.444We note in passing that Eracleous, Patterson & Halpern (1991) found marginal evidence for a 9.56-s periodicity in Einstein x-ray data..

It is interesting that the dominant periods in our data are roughly half of those seen in quiescence. However, only the period determined for Orbit 1 could be harmonically related with the 27.87 s signal ($`2\times 13.93`$ s $`=27.86`$ s). Among other periods reported in the literature (see Table 2 in S99), the closest harmonic matches to the periods in our data are: 29.33 s (Orbit 2: $`2\times 14.67`$ s $`=29.34`$ s); 29.10 s (Orbit 3: $`2\times 14.60`$ s $`=29.20`$ s); 29.69 s (Orbit 4: $`2\times 14.78`$ s $`=29.56`$ s). However, $``$ 10 apparently distinct periods around 28 s/29 s have been reported, so the statistical significance of these near matches is unclear. Figure 3 certainly reveals no evidence of any $``$ 29-s fundamental periods in our data. Moreover, if the peaks in Figure 3 near 6.5 s are also interpreted as harmonics, the corresponding fundamentals (Orbit 1: $`4\times 6.43`$ s $`=25.72`$ s; Orbit 3: $`4\times 6.64`$ s $`=26.56`$ s) have no counterparts among previously reported periods.

It seems unlikely that the oscillations in our data can be due to ZZ Ceti-like WD pulsations. A preliminary analysis of the mean FUV spectrum obtained during Epoch 2 (only 3 days before Epoch 3), suggests $`T_{WD}25,000`$ K (Kuulkers et al. 2001; K.S. Long 2002, private communication). This is well beyond the blue edge of the ZZ Ceti instability strip at $`T_{WD}13,500`$ K (for $`M_{WD}0.8M_{}`$; Bradley & Winget 1994). However, we cannot rule out the pulsation model definitively, because the response of a pulsating WD to the heating and compression it experiences during a dwarf nova outburst is unknown.

In order to examine the magnetic rotator model, we need some constraints on the accretion rate through the disk in outburst, relative to the quiescent value. Patterson et al. (2002) find that the mass transfer rate from the secondary in quiescence is $`\dot{M}_210^{15}`$ g/s. The quiescent rate must therefore satisfy $`\dot{M}_q<<10^{15}`$ g/s, and we will adopt $`\dot{M}_q<2\times 10^{14}`$ g/s as a conservative upper limit. The quiescent x-ray luminosity of WZ Sge is $`L_x10^{30}`$ ergs/s (Eracleous, Halpern & Patterson 1991; Mukai & Shiokawa 1993).555The quoted value for $`L_x`$ has been adjusted to reflect the recent parallax-based distance estimate of $`d45`$ pc (J.R. Thorstensen 2002, private communication) Since the x-rays probably arise in the boundary layer, they can represent at most half of the total quiescent accretion power, i.e. $`L_x(GM_{WD}\dot{M}_q)/(2R_{WD})`$. Using the Nauenberg (1972) approximation to the Hamada-Salpeter (1961) WD mass-radius, this yields a lower limit $`\dot{M}_q\stackrel{>}{}2\times 10^{12}`$ g/s. By contrast, a preliminary disk model fit to the time-averaged FUV spectrum obtained in our Epoch 3 suggests $`\dot{M}_{E3}3\times 10^{16}`$ g/s (K.S. Long 2002, private communication). Thus the accretion rate in Epoch 3 exceeded the quiescent rate by a factor in the range 150 – 15,000.

This immediately rules out a standard intermediate polar (IP) model for the oscillations. This is because for a WD satisfying $`M_{WD}>0.7M_{}`$ (Steeghs et al. 2001), the 27.87-s oscillations correspond to Keplerian periods at $`R<2R_{WD}`$. This presumably marks the inner edge of the quiescent disk in the IP model. However, the magnetospheric radius of an accreting magnetic WD scales as $`R_m\dot{M}^{\frac{2}{7}}`$ (dipole) and $`R_m\dot{M}^{\frac{2}{11}}`$ (quadrupole) (e.g. W02). With $`\dot{M}_{E3}/\dot{M}_q>150`$, the magnetosphere should thus have been completely crushed onto the WD surface during Epoch 3.

W02 have recently proposed an alternative magnetic rotator model. They envisage the magnetic field being anchored in an equatorial accretion belt surrounding the WD. This belt has a relatively low moment of inertia, so its angular velocity can respond quickly to changes in $`\dot{M}`$. Their model predicts a much weaker dependence of $`R_m`$ on $`\dot{M}`$, because the belt’s magnetic field scales as $`B\mathrm{\Omega }^{1/2}M_b^{1/4}`$, where $`\mathrm{\Omega }`$ is the angular velocity and $`M_b`$ the mass of the belt (W02). According to W02, the resulting dependence of oscillation period $`P`$ on $`\dot{M}`$ can be as weak as $`P\dot{M}^{1/10}`$ during an outburst. Thus the outburst/quiescence period ratio of about 0.5 corresponds to a ratio of accretion rates of roughly 1000 in their model. This is within the allowed range. 666This argument assumes that the roughly 2:1 period ratio reflects a change in the fundamental oscillation period. If it reflects a switch from the fundamental to the first harmonic, the fundamental must be almost unchanged between outburst and quiescence. Given the huge change in $`\dot{M}`$ between these states, this would seem hard to explain in any model in which the oscillation period is partly determined by the ram pressure of the accreting material.

W02 account differently for what they call “period discontinuities”, i.e. relatively small period changes on short time-scales. They propose that the accretion belt is rotating differentially, with $`\mathrm{\Omega }`$ decreasing away from the equator. The instantaneous oscillation period is then determined by which part of the belt is currently being “fed”. Period discontinuities occur as magnetic reconnection events switch the feeding from one belt region to another. The upshot is that only longer-term period changes reflect changes in $`\dot{M}`$. In WZ Sge, the change in period between quiescence and outburst would then probably reflect a change in $`\dot{M}`$, but the smaller changes within Epoch 3 would be caused by magnetic reconnection events on the differentially rotating accretion belt.

The ability of the W02 model to account for both the long-term and short-term period changes is encouraging. However, the model owes its success at least partly to the sheer complexity of the mechanism(s) it uses to explain different observational features. Also, we have not even attempted to explain the 6.5-s signals in some of our data, nor the weakness/absence of the oscillations during Epochs 1 and 2.777We have not yet carried out an exhaustive analysis of the Epoch 1 and 2 observations, but it is clear that there are no signals of comparable strength in these data sets. We therefore feel that the origin of the WZ Sge’s oscillations remains an open question.

We finally note that the oscillations can be used to set a lower limit on the WD mass, under the assumption that their periods they can be identified with the periods of revolution of material rotating about the white dwarf. The shortest possible Keplerian period around a WD of mass $`M_{WD}`$ and radius $`R_{WD}`$ is

$$P_{K,min}=\frac{2\pi R_{WD}}{(GM_{WD}/R_{WD})^{1/2}}.$$
(1)
Again using the Nauenberg (1972) mass-radius relation for cold WDs, we find a lower limit of $`M_{WD}>0.71M_{}`$ for our shortest dominant period of 13.93 s and $`M_{WD}>1.03M_{}`$ for the weaker 6.43-s signal seen in Orbit 1. Both limits are consistent with the constraint $`M_{WD}>0.70M_{}`$ imposed by the spectroscopic mass function (Steeghs et al. 2001).

This work was supported by NASA through grant G0-9287 from the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. DS and SAB are supported by a PPARC Fellowship and Studentship, respectively. RIH is supported by Grant F/00-180/A from the Leverhulme Trust. We are grateful to the VSNET collaboration for providing us with the data shown in Figure 1. We would finally like to thank the many colleagues and amateur observers who have contributed to the 2001/2002 campaign on WZ Sge.


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# ADP-02-87/T526 JLAB-THY-02-46 Spin-3/2 baryons in lattice QCD

## 1 INTRODUCTION

Recent advances in computing power and the development of improved actions have enabled simulations of the spectrum of excited states of the nucleon in lattice QCD . The lattice studies complement the high precision measurements of the $`N^{}`$ spectrum under way at Jefferson Lab . In a recent paper , results were presented for the excited nucleon and spin-$`1/2`$ hyperon spectra using the Fat-Link Irrelevant Clover (FLIC) fermion action  with an $`𝒪(a^2)`$ improved gluon action. Here we extend the analysis of Ref.  to the spin-$`3/2`$ sector, and present results in both the isospin-$`1/2`$ and $`3/2`$ channels.

In the isospin-$`3/2`$ sector, our results for the $`\mathrm{\Delta }(\frac{3}{2}^+)`$ state agree well with earlier simulations  using Wilson fermions. We find a clear signal for the $`P`$-wave $`\mathrm{\Delta }(\frac{3}{2}^{})`$ parity partner of the $`\mathrm{\Delta }`$ ground state, and a discernible signal for the $`\mathrm{\Delta }(\frac{1}{2}^\pm )`$ states. In particular, the $`\mathrm{\Delta }(\frac{1}{2}^{})`$ state is found to have a mass $`350`$–400 MeV above the $`\mathrm{\Delta }(\frac{3}{2}^+)`$, with the $`\mathrm{\Delta }(\frac{3}{2}^{})`$ slightly heavier. The $`\mathrm{\Delta }(\frac{1}{2}^+)`$ state is found to lie $`200`$–300 MeV above these. This level ordering is consistent with experiment.

In the spin-$`3/2`$ nucleon sector, there is good agreement for the projected $`\frac{1}{2}^+`$ state with earlier nucleon mass calculations  using standard spin-$`1/2`$ nucleon interpolating fields. Furthermore, we find a good signal for the $`N(\frac{3}{2}^{})`$ state, with a mass splitting of $`700`$–1000 MeV with the nucleon ground state.

## 2 SPIN-$`\frac{3}{2}`$ BARYONS ON THE LATTICE

The standard isospin-$`1/2`$, spin-$`3/2`$, charge $`+1`$ interpolating field is given by $`\chi _\mu ^{N^+}(x)=ϵ^{abc}\left(u^{Ta}(x)C\gamma _5\gamma _\mu d^b(x)\right)\gamma _5u^c(x)`$, which transforms as a pseudovector under parity, in accord with a positive parity Rarita-Schwinger spinor. The quark field operators $`u`$ and $`d`$ act at Euclidean space-time point $`x`$, $`C`$ is the charge conjugation matrix, $`a,b`$ and $`c`$ are color labels, and the superscript $`T`$ denotes the transpose. The charge neutral interpolating field is obtained by interchanging $`ud`$.

The commonly used interpolating field for the $`\mathrm{\Delta }^{++}`$ resonance is given by  $`\chi _\mu ^{\mathrm{\Delta }^{++}}(x)=ϵ^{abc}\left(u^{Ta}(x)C\gamma _\mu u^b(x)\right)u^c(x)`$. Since the spin-$`3/2`$ Rarita-Schwinger spinor-vector is a tensor product of a spin-1 vector and a spinor, the spin-$`3/2`$ interpolating field contains spin-$`1/2`$ contributions. To project a spin-$`3/2`$ state one needs to use a spin-$`3/2`$ projection operator . Following spin projection, the correlation function for a given spin $`s`$, $`G_{\mu \nu }^s`$, still contains positive and negative parity states. In an analogous procedure to that used in Ref. , where a fixed boundary condition is used in the time direction, positive and negative parity states are obtained by taking the trace of $`G_{\mu \nu }^s`$ with the operators $`\mathrm{\Gamma }_\pm =\frac{1}{2}\left(1\pm \gamma _4\right)`$, respectively.

## 3 RESULTS

Lattice simulations are performed on a $`16^3\times 32`$ lattice at $`\beta =4.60`$, corresponding to a lattice spacing of $`a=0.122(2)`$ fm set by the string tension  with $`\sqrt{\sigma }=440`$ MeV. We consider 392 configurations generated on the Orion cluster at the CSSM, U. Adelaide. A mean-field improved plaquette plus rectangle gauge action is used. For the quark fields, a Fat-Link Irrelevant Clover (FLIC)  action is implemented. We employ a highly improved definition of $`F_{\mu \nu }`$  leaving errors of $`𝒪(a^6)`$. Mean-field improvement of the tree-level clover coefficient with fat links represents a small correction and proves to be quite adequate . A fixed boundary condition in the time direction is used for the fermions by setting $`U_t(\stackrel{}{x},N_t)=0\stackrel{}{x}`$ in the hopping terms of the fermion action, with periodic boundary conditions imposed in the spatial directions. Gauge-invariant gaussian smearing in the spatial dimensions is applied at the fermion source (placed at time slice $`t=3`$) to increase the overlap of the interpolating operators with the ground states.

In Fig. 1 the results for the spin-projected $`\mathrm{\Delta }(\frac{3}{2}^+)`$ (triangles) and $`\mathrm{\Delta }(\frac{3}{2}^{})`$ (diamonds) masses are shown as a function of the pseudoscalar meson mass, $`m_\pi ^2`$. The trend of the $`\mathrm{\Delta }(\frac{3}{2}^+)`$ data points with decreasing $`m_q`$ is consistent with the physical mass of the $`\mathrm{\Delta }(1232)`$, with some nonlinearity in $`m_\pi ^2`$ expected near the chiral limit. The mass of the $`\mathrm{\Delta }(\frac{3}{2}^{})`$ lies some 500 MeV above that of its parity partner.

When performing a spin projection to extract the $`\mathrm{\Delta }(\frac{1}{2}^\pm )`$ states, a discernible, although noisy, signal is detected. The $`\chi _\mu ^{\mathrm{\Delta }^{++}}`$ interpolating field has small overlap with spin-$`1/2`$ states, however, with $`400`$ configurations we are able to extract masses for the spin-$`1/2`$ states at sufficiently early times. The $`\mathrm{\Delta }(\frac{1}{2}^+)`$ (squares) and $`\mathrm{\Delta }(\frac{1}{2}^{})`$ (open circles) are also displayed in Fig. 1. The lowest excitation of the ground state, namely the $`\mathrm{\Delta }(\frac{1}{2}^{})`$, has a mass $`350`$–400 MeV above the $`\mathrm{\Delta }(\frac{3}{2}^+)`$, with the $`\mathrm{\Delta }(\frac{3}{2}^{})`$ slightly heavier. The $`\mathrm{\Delta }(\frac{1}{2}^+)`$ state is found to lie $`200`$–300 MeV above these, although the signal becomes weak at smaller quark masses. This level ordering is consistent with that observed in the empirical mass spectrum.

In the isospin-$`1/2`$ sector, large statistical fluctuations make it difficult to obtain a clear signal, even with 392 configurations. A reasonable value of $`\chi ^2/N_{\mathrm{DF}}`$ is obtained for time slices $`t=7`$–8. These results are shown as a function of $`m_\pi ^2`$ in Fig. 2. Parity projecting to extract the $`N(\frac{3}{2}^+)`$ state, we find that the correlation function changes sign and has a large negative contribution in the range $`t=7`$–11. This behavior is an artifact associated with the quenched decay of the excited state into $`N+\eta ^{}`$, and is further explored in Ref. .

The $`N(\frac{1}{2}^+)`$ channel displays the interplay of a quenched decay channel and the ground state contribution. A strong $`P`$-wave coupling of the $`N(\frac{1}{2}^+)`$ to $`N\eta ^{}`$ forces the correlation function to be negative at small times, which then turns positive at larger times when the ground state contribution begins to dominate the correlation function. A good $`\chi ^2/N_{\mathrm{DF}}`$ value is obtained for a fit to time slices $`t=10`$–14. This suggests that the first excited state has strong coupling to the $`\eta ^{}`$, which implies a gluon-rich structure for the Roper resonance .

The extracted masses of the $`N(\frac{3}{2}^{})`$ and $`N(\frac{1}{2}^+)`$ states are displayed in Fig. 2 as a function of $`m_\pi ^2`$. Earlier results using the standard spin-$`1/2`$ interpolating field  are also shown in Fig. 2 for reference. There is excellent agreement between the spin-projected $`\frac{1}{2}^+`$ state obtained from the spin-$`3/2`$ interpolating field and the earlier $`\frac{1}{2}^+`$ results. A clear mass splitting is also seen between the $`N(\frac{3}{2}^{})`$ and $`N(\frac{1}{2}^+)`$ states obtained from the spin-$`3/2`$ interpolating field, with a mass difference of 700–1000 MeV.

## 4 CONCLUSION

First results for the spectrum of spin-$`3/2`$ baryons in the isospin-$`1/2`$ and $`3/2`$ channels are reported, using a FLIC fermion action and an $`𝒪(a^2)`$ mean-field improved gauge action. Good agreement is found with earlier calculations for the $`\mathrm{\Delta }`$ ground state, and clear mass splittings between the ground state and its parity partner are observed. A signal is also obtained for the $`\mathrm{\Delta }(\frac{1}{2}^\pm )`$ states, with the level ordering consistent with the observed empirical mass spectrum.

For isospin-$`1/2`$ baryons, clear signals are obtained for both the $`N(\frac{3}{2}^{})`$ and spin-projected $`N(\frac{1}{2}^+)`$ states from a spin-$`3/2`$ interpolating field. The $`\frac{1}{2}^+`$ state in particular is in good agreement with earlier simulations of the nucleon mass using standard spin-$`1/2`$ interpolating fields.

We thank R.G. Edwards and D.G. Richards for helpful discussions. This work was supported by the Australian Research Council. W.M. is supported by the U.S. Department of Energy contract DE-AC05-84ER40150 under which the Southeastern Universities Research Association (SURA) operates the Thomas Jefferson National Accelerator Facility (Jefferson Lab).


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# A New Interpretation of Amdahl’s Law and Geometric Scaling Copyright © 2002 Performance Dynamics Company. All Rights Reserved.

## 1 Introduction

The multiprocessor effect is a generic term for the fraction of processing cycles usurped by the system (both software and hardware) in order to execute a given workload. Typical sources of multiprocessor overhead include:

1. Operating system code paths (system calls in Unix; supervisor calls in MVS)
2. Exchange of shared writable data between processor caches across the system bus
3. Data exchange between processors across the system bus to main memory
4. Lock synchronization of accesses to shared writable data
5. Waiting for a I/O to complete

In the absence of such overhead, the aggregate processor capacity would scale linearly. This could occur if there were single-threaded applications running on each processor. More commonly, however, diminishing processing capacity reduces the potential economies of scale offered by symmetric multiprocessors; a point first observed by Gene Amdahl .

The multiprocessor effect can be viewed as a type of interaction between processors as they contend for shared subsystem resources. As more processors are added to the backplane (to process more work presumably) system overhead increases due to the increasing degree of processor interaction. This interaction exhibits itself as incremental capacity falling short of the linear ideal. Therefore, any attempt to predict the multiprocessor effect requires a nonlinear function.

We examine a class of single parameter functions used for estimating multiprocessor capacity in the presence of the multiprocessor effect. For sizing p processors, the capacity functions C(p) must satisfy the following general criteria:

1. Concave function of p.
2. Monotonically increasing.
3. Vanishes at zero capacity: C(0) = 0.
4. Bounded above: $`C(p)`$ const. as $`p\mathrm{}`$.

Two members of this class of capacity functions that have widespread application in industry and perennial discussion in the literature are: (i) Amdahl’s law

$$C(\sigma ,p)=\frac{p}{1+\sigma (p1)}$$
(1)
commonly associated with parallel processors (), and (ii) the Multiprocessing Factor (MPF)

$$C(\varphi ,p)=\frac{1\varphi ^p}{1\varphi }$$
(2)
used for sizing multiprocessor platforms (, , ); particularly mainframe vendors (, , ). In both (1) and (2), the respective parameters $`\sigma `$ and $`\varphi `$ are real-valued on the open interval $`(0,1)`$.

Both equations express laws of diminishing returns (1) but they should not be regarded as laws in the sense of Little’s law, however, because they are not universal. Rather, they reflect a particular set of ad hoc assumptions which we shall examine more closely in section 2.

To set the perspective for what follows, we contrast the ad hoc application of (1) and (2) to multiprocessor sizing with a more principled methodology for sizing a memory or network buffer. Like $`C(p)`$, the buffer size, $`Q(\rho )`$, belongs to a class of functions that must satisfy similar general criteria:

1. Be a convex function.
2. Be monotonically increasing on the interval $`[0,1]`$.
3. Vanishes at zero load: $`Q(0)=0`$.
4. Unbounded above: $`Q(\rho )\mathrm{}`$ as $`\rho 1`$.

The queueing characteristics of different buffer models will have similar but not identical curves (Fig. XXXXX). In the process of characterizing the buffer size, one first selects a queueing model (e.g., M/M/1 or M/G/1) based on an understanding of the buffer dynamics and then validates the corresponding queue length formula $`Q(\rho )`$ against measurements. Even if this methodology is not strictly adhered to on every occasion, one has the option of doing it this way.

Picking either of the processor sizing equations (1) and (2), on the other hand, is analogous to blindly choosing an ad hoc queue length formula without any regard for the underlying queueing dynamics. In this sense, it might be more accurate to refer to (1) and (2) as *lores* for diminishing returns.

On the other hand, the usefulness of sizing equations like (1) and (2) lies in the fact that there is only one parameter and it can be determined easily by linear regression on just a few benchmark measurements (, , , ). The question arises: Which is the best choice of parametric model against which to fit the data?

If we assume the leading order characteristics are the same for small multiprocessor configurations, Figure 1 shows that their respective asymptotes are very different and therefore the parametric models predict very different large-scale configuration capacities.

Note that the MPF model saturates before the Amdahl model under these conditions and it therefore predicts a smaller overall capacity than the Amdahl model.

Alternatively, we could consider the other extreme shown in Figure 2 where both models approach the same asymptote at for large multiprocessor configurations.

Now, the faster saturation of the MPF model means that maximal capacity is reached at smaller configurations than predicted by the Amdahl model.

We take the position that such questions should be addressed on purely physical grounds, otherwise, multiprocessor capacity predictions are reduced to an exercise in mere curve fitting. The problem is that no consistent physical interpretation of these parametric models exists.

Elsewhere , this author has shown how these parametric scaling models could be expanded as a finite series in which each term has a distinct pictorial representation. This led to the conclusion that (1) can be regarded as representing a “broadcast” protocol while (2) can be regarded as representing a “bucket brigade” protocol . The latter is a less than satisfactory because it appears quite unphysical when compared to the way actual multiprocessor systems operate.

In this paper, we present a more consistent interpretation based on queueing models. The usual difficulty with modeling multiprocessors as elementary queues (e.g., M/M/m) is that they do not account for “interference” effects between the processors (the so-called *multiprocessor effect*). We shall overcome this limitation in two distinct ways:

1. Multiprocessor Speedup will be identified with a bus-oriented M/M/1//p queueing model where processor interference is represented as communication delays across the bus.
2. The Multiprocessing Factor will be identified with a processor-oriented M/G/1 model representing the run-queue where multiprocessor interference is associated with a staged service distribution.

Single class workloads are assumed throughout since that will prove sufficient for the analysis of (1) and (2).

Just as queueing delays for elementary queues can have vastly different analytic forms (assuming a closed analytic form exists), it would be useful to select the parametric sizing model on the basis of the underlying queueing dynamics along the lines indicted earlier for the sizing of buffers.

## 2 Multiprocessor Scalability

We begin by briefly reviewing the conventional intuition behind the single parameter sizing models in (1) and (2).

### 2.1 Multiprocessor Speedup

Amdahl’s law  is well-known and frequently cited in the context parallel processing performance (, , ) where is it also known as the *speedup* (, ). The underlying notion is that for a fixed workload size 111 noted that a workload scaled to the number of processors could recover linear behaviour under certain ideal circumstances. We shall not consider such exceptional cases here. there is a fraction $`\sigma (0,1)`$ of the workload for which the execution time remains constant as p increases. Ultimately, this fraction dominates the speedup function causing it to become sublinear.

In the subsequent queueing analysis, it will be more useful to use the dual representation of processing capacity based on relative throughput or *scaleup* :

$$C(p)=\frac{X(p)}{X(1)}$$
(3)
(3) is reflective of the motivation for selling multiprocessors that support commercial applications. There, the goal is to accommodate incremental user growth through the purchase of increased processor capacity while minimizing the degradation to single user responsiveness.

Assume the number of users (N) per processor is fixed (i.e., $`N/p=const.`$). Let $`R_1`$ be the mean response time experienced by N users on a single processor. We would like to maintain the response times at $`R_1`$ but adding another processor with N users (now 2N total users across 2 processors), we find $`R_2>R_1`$ due to the multiprocessor effect.

Defining the number of completed transactions per processor as *c*, the uniprocessor throughput is $`X(1)=c/R_1`$. For 2 processors, the throughput becomes $`X(2)=2c/R_2`$ where the response time $`R_2`$ with 2 processors is sightly longer than $`R_1`$ by a fractional amount $`\sigma R_1`$. In other words, $`X(2)=2c/(1+\sigma )R_1`$. For 3 processors we have $`X(3)=3c/(1+2\sigma )R_1`$.

Generalizing to p processors, the throughput is $`X(p)=pc/R_p`$ where $`R_p=R_1+(p1)\sigma R_1`$ accounts for the fractional increase in response time due to the activity of users on other (p - 1) processors. Substituting $`X(1)`$ and $`X(p)`$ into (3) produces:

$$C(\sigma ,p)=\frac{pc}{T_p}\frac{R_1}{c}=\frac{pR_1}{R_1+(p1)\sigma R_1}$$
(4)
which, after the elimination of $`R_1`$, is identical to (1). The asymptotic capacity is:

$$\underset{p\mathrm{}}{lim}C(\sigma ,p)=\frac{1}{\sigma }$$
(5)
The reason that the expressions for the speedup in (1) and the scaleup in (4) are identical (i.e., duals of each other) follows from:

$$\frac{(1\sigma )/p}{\sigma }=\frac{(1\sigma )}{p\sigma }$$

The key quantity that determines the sublinear capacity is the ratio of the “parallel” portion $`(1\sigma )`$ to “serial” portion $`\sigma `$ of the workload. With respect to that ratio, it is inconsequential whether the parallel portion is scaled down by p or the serial portion is scaled up by p. The effect on the ratio is the same.

### 2.2 Multiprocessing Factor

The multiprocessing factor (MPF) is intended as a measure of how much effective processor capacity is available (or lost) as more processors are added to the backplane.

Consider a workload running on a uniprocessor that has a measured throughput of X(1) = 100 transactions per second (TPS). When run on a dual processor the aggregate throughput is measured as X(2) = 180 TPS. Since X(2) is less than double X(1), this loss can be expressed as: $`180=(1+\varphi )100`$ TPS, where the quantity $`\varphi =0.8`$ is the MPF. The second processor only contributes 80 percent of the capacity 222Notice that this value differs from that which would be obtained by taking the simple arithmetic average $`\frac{180}{2(100)}=0.90`$.  of the first processor. Continuing along these lines, a third processor would only be expected to contribute 80% of the second processor i.e., 64 TPS. The aggregate throughput being: $`X(3)=X(1)+\varphi X(1)+\varphi (\varphi X(1))`$ = 244 TPS.

Generalizing this cumulative procedure and applying the definition in (3) produces:

$$C(\varphi ,p)=1+\varphi +\varphi ^2+\mathrm{}+\varphi ^{p1}$$
(6)
which is equivalent to (2) for $`\varphi <1`$ since it is a finite geometric sum. The asymptotic capacity is:

$$\underset{p\mathrm{}}{lim}C(\varphi ,p)=\frac{1}{1\varphi }$$
(7)
If $`\varphi =1`$ (no MPF), then

$$C(1,p)=\underset{k=0}{\overset{p}{}}\varphi ^kp$$
(8)
which is a linear rising function representing ideal multiprocessor scalability.

For the purposes of comparison, (1) can also be written as a finite series

$$C(\sigma ,p)=1+A_1+A_2+\mathrm{}+A_{p1}$$
(9)
where

$$A_i=\frac{1\sigma }{1+\sigma (p1)},i=1,2,\mathrm{},(p1).$$

Unfortunately, (9) is not a power series 333The denominator in (1) can be expanded as a power series but it is an *infinite* series.  like (6), so the choice of scaling equation is not obvious even in a series representation. Other ambiguities persist. (1) and (2) could be matched either at leading order by setting $`C(\sigma ,1)=C(\varphi ,1)`$ as shown Figure 1 or they could be matched asymptotically by setting $`\sigma =(1\varphi )`$ as shown Figure 2.

## 3 Queueing Dynamics

In this section, we develop queueing models to resolve the ambiguities described above.

### 3.1 Bus-oriented Model

The bus-oriented model comprises a closed queueing network, or Repairman model , containing a finite number (p) of requests and K queueing centers (K = 1 repair station and mean service demand D will be sufficient for our discussion).

The requests can be thought of as memory references  issued by p processors each of which executes in “parallel” for a mean time (Z). The queueing center represents a “serial” bus or other interconnect network  by which the processors can communicate or transfer data. Typically, we expect $`DZ`$ to hold because the mean execution periods should exceed the mean transit times across the bus.

System throughput (X) and communication latency (R) are related by:

$$X(p)=\frac{p}{R(p)+Z}$$
(10)
The saturation bound $`X_{max}=1/D`$ represents the maximum throughput the multiprocessor can achieve.

#### 3.1.1 Synchronous Requests

The worst case bound  on multiprocessor throughput ($`X_{min}`$) occurs when all p processors issue synchronous communication requests. Then $`R(p)=pD`$ (maximal queueing) and (10) becomes:

$$X_{sync}(p)=\frac{p}{pD+Z}$$
(11)
Using the definition in (3), we can use (11) to write:

$$C_{sync}(p)=\frac{p(D+Z)}{pD+Z}=\frac{p}{p\left(\frac{D}{D+Z}\right)+\left(\frac{Z}{D+Z}\right)}$$
(12)
Rearranging terms and simplifying produces:

$$C_{sync}(p)=\frac{p}{(p1)\left(\frac{D}{D+Z}\right)+1}$$
(13)
We immediately recognize (13) as a version of (1)

where the parameter $`\sigma `$ is now identified with the queueing parameters D and Z via the ratio:

$$\sigma =\frac{D}{D+Z}$$
(14)
The range of values for $`\sigma `$ in (14) evidently corresponds to:

1. $`\sigma 0`$ as $`D0`$ (zero latency)
2. $`\sigma 1`$ as $`Z0`$ (zero execution)

(14) establishes that $`C_{sync}(p)`$ in (13) is identical to $`C(\sigma ,p)`$ in (1). Although the queue-theoretic bound (11) on throughput is known , its relationship to the Amdahl scaleup (4) seems not to have been discussed in the literature.

The bus-oriented queueing model also supports an earlier conclusion ,  that Amdahl’s law can be interpreted as representing a kind of “broadcast protocol” where all execution simultaneously halts while processors exchange messages across the communication fabric.

#### 3.1.2 Response Times

The general response time for the Repairman model in Fig. (4) is given by:

$$R(p)=\frac{p}{X(p)}Z$$
(15)
The response characteristics for the bus-oriented model can be determined by substituting (11) into (15) and simplifying:

$$R_{sync}(p)=pD$$
(16)
We see that the relative response time

$$\frac{R_{sync}(p)}{R_{sync}(1)}=p$$
(17)
corresponding to the Amdahl bound is a linear function of p (Fig. 6) and independent of $`\sigma `$ because the system is already in severe saturation due to synchronized queueing.

### 3.2 Processor-oriented Model

The Coxian distribution  represents a type of composite server (see Fig. 7) ,  with staged exponentially distributed service rates $`\mu _i`$ for i = 1,2, …, p stages, and probability

$$A_i=\underset{i=0}{\overset{p1}{}}a_i,$$

of advancing to the $`i^{th}`$ server and branching probability $`b_i`$ of exiting after the $`i^{th}`$ server. The next request cannot enter the service facility until the current request has either completed all stages or exited after the $`i^{th}`$ stage. Consequently, there is no queueing at any of the Coxian stages.

The expected service time (first moment) is:

$$E\{S\}=\underset{i=1}{\overset{p}{}}A_ib_i\left(\underset{j=1}{\overset{i}{}}\frac{1}{\mu _j}\right)$$
(18)
with variance:

$$Var\{S\}=E\{S^2\}E^2\{S\}$$
(19)
where the second moment is given by:

$$E\{S^2\}=\underset{i=1}{\overset{p}{}}A_ib_i\left[\left(\underset{j=1}{\overset{i}{}}\frac{1}{\mu _j^2}\right)+\left(\underset{j=1}{\overset{i}{}}\frac{1}{\mu _j}\right)^2\right]$$
(20)
A well-known  special case is the Erlang-k distribution where all $`\mu _i=\mu `$ and all $`b_i=0`$ and squared coefficient of variation $`C^2\{S\}=1/p`$ .

#### 3.2.1 Uniform Coxian

The special case of interest to us is, $`\mu _i=\mu `$, $`a_i=\varphi `$ with $`a_p=0`$ and $`b_i=1\varphi `$ with $`b_0=0`$. We shall refer to this as a *uniform Coxian distribution*. Then (18) reduces to:

$$E\{S\}=\frac{1}{\mu }+\frac{\varphi }{\mu }+\frac{\varphi ^2}{\mu }+\mathrm{}+\frac{\varphi ^{p1}}{\mu }$$
(21)
Using Little’s law $`U=\lambda E\{S\}`$, (21) can be rewritten as:

$$U(\varphi ,p)=\frac{\lambda }{\mu }\left(\frac{1\varphi ^p}{1\varphi }\right)$$
(22)
Since $`U(\varphi ,p)1`$, (22) represents the *total* utilization of the uniform Coxian service facility. It is bounded above by

$$U(\varphi ,p)\frac{\rho }{1\varphi }$$

where $`\rho =\lambda /\mu `$. Moreover, (2) can now be expressed in terms of (22) as:

$$\rho C(\varphi ,p)=U(\varphi ,p)$$
(23)
Hence, the MPF capacity model presented in section 2 can also be interpreted as the total utilization of a p-stage uniform Coxian server. For a single-stage server p = 1 and (23) reduces to $`U(\varphi ,1)=\rho `$, as expected.

In this queueing model, the finite geometric 444The geometric series in (21) should not be confused with the geometrically distributed probability $`p_k=\rho ^k(1\rho )`$ of finding k customers in an M/M/1 queue. series in (6) arises from the *branching* process within the service center (not the arrivals process). This branching represents the loss of service after some number of processor cycles due to system overhead. The total utilization $`U(\varphi ,p)`$ corresponds to the average impact of that loss.

#### 3.2.2 Response Times

The corresponding response times (Fig. 8) for the uniform Coxian model can be calculated as an M/G/1 queue using the Pollacek-Khintchine formula :

$$R(\varphi ,\rho )=E\{S\}\left[1+\frac{\rho (1+C_\varphi ^2\{S\})}{2(1\rho )}\right]$$
(24)
where the squared coefficient of variation

$$C_\varphi ^2\{S\}=\frac{Var\{S\}}{E^2\{S\}}$$

is defined in terms of (18) and (20) and lies in the range $`1/p<C_\varphi ^2\{S\}<1`$. As expected, the uniform Coxian model represents a hypoexponential server. The variance in the service time is smaller than it would be for an M/M/1 queue.

The response time (24) is plotted as a function of $`\rho `$ in figure (8) for a fixed value of $`\varphi `$. It has the typical characteristic expected of an open class queue. With only a single stage and probability 1 of advancement ($`\varphi =0.98`$) $`R(\rho )`$ is close to an M/M/1 queue since $`C_\varphi ^2\{S\}1`$. As more stages are added, the response time at any load $`\rho `$ increases as shown by the curves for p = 10 and p = 50. Note, however, that the progressive increase at that load becomes smaller as the number of stages increases. This effect can be seen more clearly in figure (9) which shows response times plotted as a function of p for a fixed load $`\rho =0.75`$ up to 100 stages representing a large-scale multiprocessor. A surprising feature, for modeling multiprocessors, is that the response time characterisitcs are sublinear for all $`\varphi <1`$. Contrast this with the response time characterisitcs in figure (6).

Only for the special case $`\varphi =1`$ (Erlang-p), does the response time increase linearly because there, all the processor work is accounted for i.e., $`U(\varphi ,p)=p\rho `$. That case, however, is tantamount to linear scalability in (8) which ignores the MP effect and is therefore of little value for multiprocessor sizing.

The queue-theoretic attributes of the MPF model can be summarized as follows:

1. Only one request at a time can enter the Coxian server.
2. Multiprocessor overhead is treated as a probabilistic loss of work.
3. Processor utilization due to the MP effect is unaccounted for.
4. Service periods are hypo-exponential.
5. Response times become sublinear with an increasing number of processors.

These characteristics appear counter-intuitive as a model of multiprocessor scalability.

## 4 Conclusions

Based on our queueing analysis of these multiprocessor models we are now in a position to say something about the applicability of the bus-oriented (Amdahl) model defined by (1) and the server-oriented model (MPF) model defined by (2).

If matched at small processor configurations, both capacity models are essentially indistinguishable when fitted to benchmark data. As configurations become larger, however, the MPF model becomes pessimistic relative to the Amdahl model. This appears contradictory when we recall that Amdahl scaling corresponds to the worst-case bound of the more constrained closed queueing model.

Capacity scaling for the bus-oriented (Amdahl) model in section 3.1 is an explicit function of the system throughput X(p). Response times for bus-oriented (Amdahl) model will have the classic “hockey-stick” shape due to the negative feedback effects of a finite number of requests in the closed queueing network. Such response time curves are associated with the constraint that no more than one bus request per processor can be outstanding. Utilizations of both the bus, U(p), and the processors, Z.X(p), are accounted for explicitly.

Based on the discussion in section 3.2, the relative capacity for server-oriented model (MPF) model is equivalent to the total utilization U(p) of a p-stage Coxian server. For a given value of $`\varphi `$, the total utilization becomes sublinear with increasing stages because the likelihood diminishes that a request will visit all stages. In this model, multiprocessor overhead is treated as a loss of serviceable work.

Considered as an M/G/1 queue, the multiprocessor is represented as a single Coxian server with processor interference accounted for by the variance in the service period. That only one request can enter the Coxian server at a time is already unrealistic for a model of a multiprocessor but a variance in the service periods that is *less* than an exponential server (i.e., *hypo*exponential), seems contradictory to expectations for a model of the multiprocessor effect. M/G/1 queues with $`C^2\{S\}1`$ (i.e., non-Coxian) have been used to model disk storage and token ring networks , however, we need the Coxian stages to account for the geometric series in (2).

A *hyper*exponential Coxian would also produce higher variance $`C^2\{S\}>1`$ in the service periods but it is well known (, ) that just a few parallel stages are sufficient for that and thus p could no longer be associated explicitly with the number of processors. Moreover, and hyper-exponential Coxian does not produce a mean service time that has the geometric series required to account for (2).

The response time for the Coxian server model becomes sublinear as the processor configuration is expanded. This is unlikely to be seen in benchmark measurements of real multiprocessors. Such an unphysical effect follows from the fact that the utilization due to lost processor work is unaccounted for in the Coxian model. In reality, one expects multiprocessor overhead to be accrued as processor kernel time rather than processor user time. The total processor utilization is the sum of both contributions but the uniform Coxian server does not account for kernel time in the workload.

Finally, we suggest that neither of the models considered here is truly sufficient as a general model of multiprocessor scalability. Elsewhere, we have already proposed a two-parameter model :

$$C(\alpha ,\beta ,p)=\frac{p}{1+\alpha [(p1)+\beta p(p1)]}$$
(25)
in which the $`\alpha `$ parameter is identified with queueing delays and the $`\beta `$ parameter with additional delays due to pairwise coherency  mismatches . The latter induces retrograde throughputs C($`\alpha `$, $`\beta `$, p) $``$ 1/p as p $`\mathrm{}`$ that are indeed seen in multiprocessor capacity measurements . Retrograde throughput cannot be modeled parametrically using either (1) or (2) nor can it be represented using conventional queueing theory without the introduction of load-dependent servers such that $`E\{S\}1/p`$. In the limit where coherency penalties vanish ($`\beta =0`$), (25) reduces to the Amdahl model (with $`\alpha =\sigma `$) in (1). As we have demonstrated here, Amdahl’s law has a natural physical interpretation as synchronous queueing within a Repairman model. The two-parameter function (25) can be viewed as a load-dependent extension of that queueing dynamics.

Although we have been able to show that the MPF scaling equation (2) belongs to an M/G/1 queueing model with a load-dependent Coxian server, that load dependence is not of the correct type for modeling multiprocessor overhead because it gives rise to unphysical effects. We therefore caution against its use for large-scale multiprocessor servers.